2013-07-24 |
MARKET DATA |
No 141 (2175) |
MARKET SUMMARY |
SECURITIES |
Cash market trade |
Repo market trade |
Total market turnover |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
T-bonds PLN |
727,50 |
775,20 |
61 |
1 265,00 |
1 345,62 |
19 |
1 992,50 |
2 120,82 |
80 |
T-bonds EUR |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
CASH MARKET SUMMARY - T-BONDS PLN |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices |
TURNOVER |
Buy |
Sell |
First |
High |
Low |
Last |
Average *) |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(PLN M) |
(pcs) |
DS1013 |
PL0000102836 |
100,58 |
100,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,73 |
98,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,28 |
102,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,48 |
97,53 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,45 |
104,49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
94,51 |
94,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
107,10 |
107,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
93,10 |
93,08 |
93,12 |
93,12 |
93,12 |
93,12 |
93,12 |
25 000 |
23,28 |
2 |
PS0416 |
PL0000106340 |
105,14 |
105,10 |
105,10 |
105,10 |
105,10 |
105,10 |
105,10 |
10 000 |
10,64 |
1 |
PS1016 |
PL0000106795 |
105,09 |
105,06 |
105,00 |
105,08 |
105,00 |
105,08 |
105,03 |
140 000 |
152,03 |
7 |
PS0417 |
PL0000107058 |
105,52 |
105,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,94 |
107,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,05 |
101,78 |
102,00 |
102,00 |
101,95 |
101,95 |
101,98 |
60 000 |
61,76 |
6 |
PS0718 |
PL0000107595 |
96,42 |
96,10 |
96,22 |
96,22 |
96,07 |
96,18 |
96,18 |
110 000 |
105,80 |
10 |
DS1019 |
PL0000105441 |
111,02 |
110,65 |
110,95 |
110,95 |
110,65 |
110,65 |
110,77 |
60 000 |
68,94 |
5 |
DS1020 |
PL0000106126 |
109,89 |
109,35 |
109,40 |
109,40 |
109,19 |
109,19 |
109,30 |
87 500 |
99,08 |
8 |
DS1021 |
PL0000106670 |
113,58 |
113,13 |
113,15 |
113,15 |
113,00 |
113,00 |
113,08 |
20 000 |
23,48 |
2 |
WS0922 |
PL0000102646 |
113,85 |
113,30 |
113,70 |
113,75 |
113,55 |
113,60 |
113,65 |
40 000 |
47,39 |
4 |
DS1023 |
PL0000107264 |
100,60 |
100,07 |
100,60 |
100,60 |
99,99 |
100,15 |
100,24 |
165 000 |
170,35 |
15 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
116,50 |
120,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,45 |
103,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,45 |
105,00 |
105,00 |
105,00 |
105,00 |
105,00 |
105,00 |
10 000 |
12,46 |
1 |
WZ0115 |
PL0000106480 |
99,85 |
99,91 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,65 |
99,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,20 |
99,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,23 |
99,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,87 |
98,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,15 |
96,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
727 500 |
775,20 |
61 |
Weighted average by volume
CASH MARKET SUMMARY - T-BONDS EUR |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices |
TURNOVER |
Buy |
Sell |
First |
High |
Low |
Last |
Average *) |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(EUR M) |
(pcs) |
EUR0214 |
XS0410961014 |
102,80 |
103,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
106,95 |
107,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,75 |
110,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
120,00 |
120,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
100,35 |
100,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
113,55 |
114,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
Weighted average by volume
CASH MARKET SUMMARY - T-BILLS |
Bond |
ISIN |
Days to maturity |
Best bid/offer |
TRANSACTIONS - Prices |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average *) |
Trading volume |
Trading value |
No of transactions |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
Clearing price (PLN) |
(pcs) |
(PLN M) |
(pcs) |
28AUG13 |
PL0000004966 |
33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
Weighted average by volume
FIXING - T-BONDS (10:05 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,54 |
100,62 |
2,69 |
2,38 |
100,58 |
2,54 |
OK0114 |
PL0000106712 |
98,69 |
98,78 |
2,65 |
2,46 |
98,74 |
2,55 |
PS0414 |
PL0000105433 |
102,24 |
102,36 |
2,66 |
2,50 |
102,30 |
2,58 |
OK0714 |
PL0000107009 |
97,41 |
97,55 |
2,67 |
2,52 |
97,48 |
2,59 |
WZ0115 |
PL0000106480 |
99,81 |
99,95 |
--- |
--- |
99,88 |
--- |
PS0415 |
PL0000105953 |
104,41 |
104,55 |
2,87 |
2,79 |
104,48 |
2,83 |
OK0715 |
PL0000107405 |
94,47 |
94,65 |
2,89 |
2,79 |
94,56 |
2,84 |
DS1015 |
PL0000103602 |
107,07 |
107,23 |
2,94 |
2,87 |
107,15 |
2,91 |
OK0116 |
PL0000107587 |
93,01 |
93,17 |
2,94 |
2,87 |
93,09 |
2,90 |
PS0416 |
PL0000106340 |
105,03 |
105,24 |
3,06 |
2,98 |
105,14 |
3,01 |
IZ0816 |
PL0000103529 |
103,09 |
104,10 |
--- |
--- |
103,60 |
--- |
PS1016 |
PL0000106795 |
104,89 |
105,15 |
3,14 |
3,05 |
105,02 |
3,10 |
WZ0117 |
PL0000106936 |
99,50 |
99,83 |
--- |
--- |
99,67 |
--- |
PS0417 |
PL0000107058 |
105,37 |
105,64 |
3,20 |
3,13 |
105,51 |
3,16 |
DS1017 |
PL0000104543 |
107,67 |
107,95 |
3,28 |
3,21 |
107,81 |
3,25 |
WZ0118 |
PL0000104717 |
99,11 |
99,40 |
--- |
--- |
99,26 |
--- |
PS0418 |
PL0000107314 |
101,80 |
101,99 |
3,33 |
3,29 |
101,90 |
3,31 |
PS0718 |
PL0000107595 |
96,19 |
96,44 |
3,34 |
3,28 |
96,32 |
3,31 |
DS1019 |
PL0000105441 |
110,64 |
111,01 |
3,57 |
3,50 |
110,83 |
3,53 |
DS1020 |
PL0000106126 |
109,40 |
109,81 |
3,74 |
3,68 |
109,61 |
3,71 |
WZ0121 |
PL0000106068 |
97,73 |
98,10 |
--- |
--- |
97,92 |
--- |
DS1021 |
PL0000106670 |
113,12 |
113,55 |
3,86 |
3,80 |
113,34 |
3,83 |
WS0922 |
PL0000102646 |
113,38 |
113,69 |
3,97 |
3,94 |
113,54 |
3,95 |
IZ0823 |
PL0000105359 |
103,57 |
106,72 |
--- |
--- |
105,15 |
--- |
DS1023 |
PL0000107264 |
100,03 |
100,44 |
3,99 |
3,94 |
100,24 |
3,97 |
WZ0124 |
PL0000107454 |
96,07 |
96,56 |
--- |
--- |
96,32 |
--- |
WS0429 |
PL0000105391 |
116,10 |
122,79 |
4,31 |
3,80 |
119,45 |
4,05 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,56 |
100,62 |
2,62 |
2,38 |
100,59 |
2,50 |
OK0114 |
PL0000106712 |
98,70 |
98,78 |
2,63 |
2,46 |
98,74 |
2,55 |
PS0414 |
PL0000105433 |
102,26 |
102,36 |
2,63 |
2,50 |
102,31 |
2,57 |
OK0714 |
PL0000107009 |
97,40 |
97,55 |
2,68 |
2,52 |
97,48 |
2,59 |
WZ0115 |
PL0000106480 |
99,79 |
99,94 |
--- |
--- |
99,87 |
--- |
PS0415 |
PL0000105953 |
104,40 |
104,52 |
2,87 |
2,81 |
104,46 |
2,84 |
OK0715 |
PL0000107405 |
94,46 |
94,65 |
2,89 |
2,79 |
94,56 |
2,84 |
DS1015 |
PL0000103602 |
107,04 |
107,23 |
2,96 |
2,87 |
107,14 |
2,91 |
OK0116 |
PL0000107587 |
92,96 |
93,15 |
2,96 |
2,88 |
93,06 |
2,92 |
PS0416 |
PL0000106340 |
104,95 |
105,20 |
3,09 |
2,99 |
105,08 |
3,04 |
IZ0816 |
PL0000103529 |
103,07 |
104,07 |
--- |
--- |
103,57 |
--- |
PS1016 |
PL0000106795 |
105,00 |
105,18 |
3,10 |
3,04 |
105,09 |
3,07 |
WZ0117 |
PL0000106936 |
99,50 |
99,80 |
--- |
--- |
99,65 |
--- |
PS0417 |
PL0000107058 |
105,35 |
105,59 |
3,21 |
3,14 |
105,47 |
3,17 |
DS1017 |
PL0000104543 |
107,64 |
107,88 |
3,29 |
3,23 |
107,76 |
3,26 |
WZ0118 |
PL0000104717 |
99,14 |
99,40 |
--- |
--- |
99,27 |
--- |
PS0418 |
PL0000107314 |
101,67 |
101,92 |
3,36 |
3,30 |
101,80 |
3,33 |
PS0718 |
PL0000107595 |
96,03 |
96,29 |
3,37 |
3,32 |
96,16 |
3,35 |
DS1019 |
PL0000105441 |
110,46 |
110,87 |
3,60 |
3,53 |
110,67 |
3,56 |
DS1020 |
PL0000106126 |
109,24 |
109,59 |
3,76 |
3,71 |
109,42 |
3,74 |
WZ0121 |
PL0000106068 |
97,75 |
98,10 |
--- |
--- |
97,93 |
--- |
DS1021 |
PL0000106670 |
112,80 |
113,19 |
3,90 |
3,85 |
113,00 |
3,87 |
WS0922 |
PL0000102646 |
113,15 |
113,54 |
4,00 |
3,95 |
113,35 |
3,98 |
IZ0823 |
PL0000105359 |
103,37 |
106,77 |
--- |
--- |
105,07 |
--- |
DS1023 |
PL0000107264 |
99,82 |
100,19 |
4,02 |
3,97 |
100,01 |
3,99 |
WZ0124 |
PL0000107454 |
96,08 |
96,54 |
--- |
--- |
96,31 |
--- |
WS0429 |
PL0000105391 |
115,14 |
122,87 |
4,39 |
3,79 |
119,01 |
4,08 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,900 |
1,900 |
1,900 |
110 |
DS1013 |
PL0000102836 |
1/2 |
1 |
2,000 |
2,050 |
2,040 |
105 |
DS1015 |
PL0000103602 |
1/2 |
1 |
2,000 |
2,050 |
2,040 |
120 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,050 |
2,050 |
2,050 |
125 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,900 |
2,000 |
1,922 |
90 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,050 |
2,050 |
2,050 |
35 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,000 |
2,000 |
2,000 |
5 |
OK0714 |
PL0000107009 |
1/2 |
1 |
2,050 |
2,050 |
2,050 |
70 |
PS0417 |
PL0000107058 |
1/2 |
1 |
2,000 |
2,000 |
2,000 |
5 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,000 |
2,000 |
2,000 |
35 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,050 |
2,050 |
2,050 |
110 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,050 |
2,050 |
2,050 |
55 |
OK0116 |
PL0000107587 |
1/2 |
1 |
2,070 |
2,070 |
2,070 |
100 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,050 |
2,050 |
2,050 |
100 |
TOTAL |
1 065 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
2,200 |
2,200 |
2,200 |
200 |
TOTAL |
200 |