2013-07-25 |
MARKET DATA |
No 142 (2176) |
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 |
762,50 |
797,17 |
58 |
930,00 |
984,20 |
18 |
1 692,50 |
1 781,37 |
76 |
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 |
100,56 |
100,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,74 |
98,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,26 |
102,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,50 |
97,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,48 |
104,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
94,57 |
94,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
107,07 |
107,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
93,05 |
93,13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
105,12 |
105,16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,10 |
105,10 |
105,10 |
105,10 |
105,10 |
105,10 |
105,10 |
45 000 |
48,92 |
1 |
PS0417 |
PL0000107058 |
105,57 |
105,51 |
105,55 |
105,60 |
105,44 |
105,44 |
105,55 |
282 500 |
301,68 |
21 |
DS1017 |
PL0000104543 |
107,69 |
107,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,80 |
101,70 |
101,68 |
101,70 |
101,61 |
101,70 |
101,67 |
35 000 |
35,93 |
4 |
PS0718 |
PL0000107595 |
96,16 |
96,05 |
96,14 |
96,18 |
96,08 |
96,18 |
96,12 |
205 000 |
197,10 |
16 |
DS1019 |
PL0000105441 |
110,65 |
110,60 |
110,50 |
110,55 |
110,49 |
110,55 |
110,52 |
40 000 |
45,88 |
4 |
DS1020 |
PL0000106126 |
109,35 |
109,22 |
109,25 |
109,25 |
109,20 |
109,20 |
109,23 |
30 000 |
33,97 |
2 |
DS1021 |
PL0000106670 |
113,00 |
112,92 |
113,10 |
113,10 |
113,10 |
113,10 |
113,10 |
10 000 |
11,75 |
1 |
WS0922 |
PL0000102646 |
113,39 |
113,19 |
113,39 |
113,55 |
113,39 |
113,50 |
113,48 |
25 000 |
29,59 |
3 |
DS1023 |
PL0000107264 |
100,05 |
99,82 |
100,07 |
100,07 |
100,01 |
100,01 |
100,05 |
30 000 |
30,93 |
4 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
116,80 |
116,76 |
116,70 |
116,70 |
116,70 |
116,70 |
116,70 |
10 000 |
11,82 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,52 |
103,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,14 |
105,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,86 |
99,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,61 |
99,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,23 |
99,34 |
99,23 |
99,23 |
99,23 |
99,23 |
99,23 |
50 000 |
49,63 |
1 |
WZ0119 |
PL0000107603 |
98,75 |
98,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,82 |
98,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,16 |
96,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
762 500 |
797,17 |
58 |
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 |
107,10 |
107,30 |
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 |
100,00 |
100,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
113,30 |
113,90 |
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 |
30 |
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) |
(%) |
OK0114 |
PL0000106712 |
98,71 |
98,82 |
2,65 |
2,42 |
98,77 |
2,53 |
PS0414 |
PL0000105433 |
102,22 |
102,34 |
2,65 |
2,49 |
102,28 |
2,57 |
OK0714 |
PL0000107009 |
97,43 |
97,57 |
2,67 |
2,52 |
97,50 |
2,59 |
WZ0115 |
PL0000106480 |
99,76 |
99,97 |
--- |
--- |
99,87 |
--- |
PS0415 |
PL0000105953 |
104,44 |
104,55 |
2,84 |
2,78 |
104,50 |
2,80 |
OK0715 |
PL0000107405 |
94,48 |
94,67 |
2,90 |
2,79 |
94,58 |
2,84 |
DS1015 |
PL0000103602 |
107,03 |
107,22 |
2,95 |
2,87 |
107,13 |
2,91 |
OK0116 |
PL0000107587 |
92,95 |
93,19 |
2,98 |
2,87 |
93,07 |
2,92 |
PS0416 |
PL0000106340 |
104,92 |
105,20 |
3,09 |
2,99 |
105,06 |
3,04 |
IZ0816 |
PL0000103529 |
103,07 |
104,11 |
--- |
--- |
103,59 |
--- |
PS1016 |
PL0000106795 |
104,97 |
105,16 |
3,11 |
3,05 |
105,07 |
3,08 |
WZ0117 |
PL0000106936 |
99,45 |
99,83 |
--- |
--- |
99,64 |
--- |
PS0417 |
PL0000107058 |
105,28 |
105,54 |
3,22 |
3,15 |
105,41 |
3,19 |
DS1017 |
PL0000104543 |
107,54 |
107,83 |
3,31 |
3,24 |
107,69 |
3,27 |
WZ0118 |
PL0000104717 |
99,11 |
99,53 |
--- |
--- |
99,32 |
--- |
PS0418 |
PL0000107314 |
101,59 |
101,84 |
3,38 |
3,32 |
101,72 |
3,35 |
PS0718 |
PL0000107595 |
95,96 |
96,24 |
3,39 |
3,33 |
96,10 |
3,36 |
DS1019 |
PL0000105441 |
110,34 |
110,71 |
3,61 |
3,55 |
110,53 |
3,58 |
DS1020 |
PL0000106126 |
109,08 |
109,44 |
3,79 |
3,73 |
109,26 |
3,76 |
WZ0121 |
PL0000106068 |
97,76 |
98,16 |
--- |
--- |
97,96 |
--- |
DS1021 |
PL0000106670 |
112,59 |
113,03 |
3,93 |
3,87 |
112,81 |
3,90 |
WS0922 |
PL0000102646 |
113,00 |
113,41 |
4,02 |
3,97 |
113,21 |
3,99 |
IZ0823 |
PL0000105359 |
103,57 |
106,19 |
--- |
--- |
104,88 |
--- |
DS1023 |
PL0000107264 |
99,68 |
100,09 |
4,03 |
3,99 |
99,89 |
4,01 |
WZ0124 |
PL0000107454 |
96,06 |
96,65 |
--- |
--- |
96,36 |
--- |
WS0429 |
PL0000105391 |
114,03 |
117,77 |
4,48 |
4,18 |
115,90 |
4,33 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0114 |
PL0000106712 |
98,72 |
98,81 |
2,63 |
2,44 |
98,77 |
2,53 |
PS0414 |
PL0000105433 |
102,24 |
102,34 |
2,62 |
2,49 |
102,29 |
2,56 |
OK0714 |
PL0000107009 |
97,45 |
97,58 |
2,65 |
2,51 |
97,52 |
2,57 |
WZ0115 |
PL0000106480 |
99,82 |
99,97 |
--- |
--- |
99,90 |
--- |
PS0415 |
PL0000105953 |
104,45 |
104,56 |
2,83 |
2,77 |
104,51 |
2,80 |
OK0715 |
PL0000107405 |
94,52 |
94,67 |
2,87 |
2,79 |
94,60 |
2,83 |
DS1015 |
PL0000103602 |
107,06 |
107,24 |
2,94 |
2,86 |
107,15 |
2,90 |
OK0116 |
PL0000107587 |
92,99 |
93,21 |
2,96 |
2,86 |
93,10 |
2,91 |
PS0416 |
PL0000106340 |
105,06 |
105,27 |
3,04 |
2,96 |
105,17 |
3,00 |
IZ0816 |
PL0000103529 |
103,25 |
104,10 |
--- |
--- |
103,68 |
--- |
PS1016 |
PL0000106795 |
105,05 |
105,16 |
3,08 |
3,05 |
105,11 |
3,06 |
WZ0117 |
PL0000106936 |
99,52 |
99,85 |
--- |
--- |
99,69 |
--- |
PS0417 |
PL0000107058 |
105,36 |
105,58 |
3,20 |
3,14 |
105,47 |
3,17 |
DS1017 |
PL0000104543 |
107,51 |
107,78 |
3,32 |
3,25 |
107,65 |
3,28 |
WZ0118 |
PL0000104717 |
99,12 |
99,40 |
--- |
--- |
99,26 |
--- |
PS0418 |
PL0000107314 |
101,49 |
101,77 |
3,40 |
3,34 |
101,63 |
3,37 |
PS0718 |
PL0000107595 |
95,96 |
96,15 |
3,39 |
3,35 |
96,06 |
3,37 |
DS1019 |
PL0000105441 |
110,24 |
110,65 |
3,63 |
3,56 |
110,45 |
3,60 |
DS1020 |
PL0000106126 |
108,95 |
109,28 |
3,81 |
3,76 |
109,12 |
3,78 |
WZ0121 |
PL0000106068 |
97,75 |
98,09 |
--- |
--- |
97,92 |
--- |
DS1021 |
PL0000106670 |
112,54 |
112,97 |
3,93 |
3,88 |
112,76 |
3,90 |
WS0922 |
PL0000102646 |
112,88 |
113,25 |
4,03 |
3,99 |
113,07 |
4,01 |
IZ0823 |
PL0000105359 |
103,70 |
106,02 |
--- |
--- |
104,86 |
--- |
DS1023 |
PL0000107264 |
99,54 |
99,89 |
4,05 |
4,01 |
99,72 |
4,03 |
WZ0124 |
PL0000107454 |
96,11 |
96,66 |
--- |
--- |
96,39 |
--- |
WS0429 |
PL0000105391 |
115,65 |
117,54 |
4,35 |
4,20 |
116,60 |
4,27 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
OK0714 |
PL0000107009 |
0/1 |
1 |
1,800 |
1,800 |
1,800 |
20 |
WS0922 |
PL0000102646 |
1/4 |
3 |
2,050 |
2,150 |
2,128 |
90 |
DS1015 |
PL0000103602 |
1/4 |
3 |
2,050 |
2,150 |
2,114 |
140 |
DS1019 |
PL0000105441 |
1/4 |
3 |
1,900 |
1,900 |
1,900 |
20 |
PS0415 |
PL0000105953 |
1/4 |
3 |
2,050 |
2,050 |
2,050 |
30 |
DS1020 |
PL0000106126 |
1/4 |
3 |
2,050 |
2,050 |
2,050 |
60 |
PS0416 |
PL0000106340 |
1/4 |
3 |
2,050 |
2,150 |
2,132 |
110 |
PS1016 |
PL0000106795 |
1/4 |
3 |
2,050 |
2,050 |
2,050 |
75 |
OK0714 |
PL0000107009 |
1/4 |
3 |
1,900 |
1,900 |
1,900 |
100 |
DS1023 |
PL0000107264 |
1/4 |
3 |
2,000 |
2,000 |
2,000 |
20 |
PS0418 |
PL0000107314 |
1/4 |
3 |
1,900 |
2,150 |
2,098 |
165 |
OK0116 |
PL0000107587 |
1/4 |
3 |
2,000 |
2,000 |
2,000 |
100 |
TOTAL |
930 |