2013-07-26 |
MARKET DATA |
No 143 (2177) |
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 |
547,50 |
578,24 |
41 |
605,00 |
620,96 |
12 |
1 152,50 |
1 199,20 |
53 |
T-bonds EUR |
3,00 |
3,39 |
4 |
0,00 |
0,00 |
0 |
3,00 |
3,39 |
4 |
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 |
100,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,76 |
98,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,26 |
102,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,50 |
97,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,50 |
104,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
94,58 |
94,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
107,10 |
107,22 |
107,22 |
107,22 |
107,22 |
107,22 |
107,22 |
12 500 |
14,00 |
1 |
OK0116 |
PL0000107587 |
93,14 |
93,10 |
93,10 |
93,16 |
93,10 |
93,16 |
93,14 |
112 500 |
104,78 |
6 |
PS0416 |
PL0000106340 |
105,20 |
105,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,26 |
105,21 |
105,30 |
105,32 |
105,30 |
105,32 |
105,31 |
55 000 |
59,91 |
4 |
PS0417 |
PL0000107058 |
105,60 |
105,58 |
105,60 |
105,60 |
105,60 |
105,60 |
105,60 |
25 000 |
26,71 |
2 |
DS1017 |
PL0000104543 |
107,81 |
107,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,85 |
101,79 |
101,90 |
101,91 |
101,90 |
101,91 |
101,91 |
20 000 |
20,58 |
2 |
PS0718 |
PL0000107595 |
96,20 |
96,16 |
96,17 |
96,17 |
96,17 |
96,17 |
96,17 |
10 000 |
9,62 |
1 |
DS1019 |
PL0000105441 |
110,72 |
110,71 |
110,72 |
110,72 |
110,72 |
110,72 |
110,72 |
10 000 |
11,49 |
1 |
DS1020 |
PL0000106126 |
109,55 |
109,31 |
109,31 |
109,35 |
109,31 |
109,35 |
109,33 |
30 000 |
34,00 |
3 |
DS1021 |
PL0000106670 |
113,30 |
112,98 |
113,30 |
113,30 |
113,25 |
113,25 |
113,28 |
60 000 |
70,59 |
6 |
WS0922 |
PL0000102646 |
113,60 |
113,29 |
113,60 |
113,60 |
113,44 |
113,60 |
113,57 |
80 000 |
94,76 |
8 |
DS1023 |
PL0000107264 |
100,20 |
99,99 |
100,08 |
100,08 |
100,08 |
100,08 |
100,08 |
20 000 |
20,63 |
2 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
116,50 |
118,00 |
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 |
103,55 |
103,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,00 |
106,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,88 |
99,91 |
99,91 |
99,91 |
99,91 |
99,91 |
99,91 |
50 000 |
49,97 |
1 |
WZ0117 |
PL0000106936 |
99,60 |
99,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,22 |
99,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
98,75 |
98,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,89 |
97,88 |
97,89 |
97,89 |
97,88 |
97,88 |
97,88 |
62 500 |
61,20 |
4 |
WZ0124 |
PL0000107454 |
96,27 |
96,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
547 500 |
578,24 |
41 |
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 |
102,85 |
103,00 |
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 |
110,10 |
110,00 |
110,10 |
110,10 |
110,10 |
110,10 |
110,10 |
2 500 |
2,78 |
3 |
EUR0618 |
XS0371500611 |
120,35 |
120,40 |
120,40 |
120,40 |
120,40 |
120,40 |
120,40 |
500 |
0,61 |
1 |
EUR0119 |
XS0874841066 |
100,00 |
100,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
113,40 |
113,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
111,65 |
112,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
115,40 |
116,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
109,25 |
110,05 |
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 |
3 000 |
3,39 |
4 |
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 |
29 |
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 |
98,72 |
98,82 |
2,64 |
2,43 |
98,77 |
2,54 |
PS0414 |
PL0000105433 |
102,23 |
102,33 |
2,63 |
2,49 |
102,28 |
2,56 |
OK0714 |
PL0000107009 |
97,48 |
97,60 |
2,62 |
2,49 |
97,54 |
2,56 |
WZ0115 |
PL0000106480 |
99,82 |
99,96 |
--- |
--- |
99,89 |
--- |
PS0415 |
PL0000105953 |
104,45 |
104,61 |
2,83 |
2,74 |
104,53 |
2,78 |
OK0715 |
PL0000107405 |
94,53 |
94,72 |
2,87 |
2,77 |
94,63 |
2,82 |
DS1015 |
PL0000103602 |
107,06 |
107,25 |
2,93 |
2,85 |
107,16 |
2,89 |
OK0116 |
PL0000107587 |
93,04 |
93,21 |
2,94 |
2,86 |
93,13 |
2,90 |
PS0416 |
PL0000106340 |
105,07 |
105,37 |
3,03 |
2,92 |
105,22 |
2,98 |
IZ0816 |
PL0000103529 |
103,25 |
104,11 |
--- |
--- |
103,68 |
--- |
PS1016 |
PL0000106795 |
105,04 |
105,31 |
3,08 |
3,00 |
105,18 |
3,04 |
WZ0117 |
PL0000106936 |
99,56 |
99,84 |
--- |
--- |
99,70 |
--- |
PS0417 |
PL0000107058 |
105,50 |
105,69 |
3,16 |
3,11 |
105,60 |
3,13 |
DS1017 |
PL0000104543 |
107,65 |
107,92 |
3,28 |
3,22 |
107,79 |
3,25 |
WZ0118 |
PL0000104717 |
99,09 |
99,43 |
--- |
--- |
99,26 |
--- |
PS0418 |
PL0000107314 |
101,69 |
101,96 |
3,35 |
3,29 |
101,83 |
3,32 |
PS0718 |
PL0000107595 |
96,16 |
96,40 |
3,35 |
3,29 |
96,28 |
3,32 |
DS1019 |
PL0000105441 |
110,56 |
111,00 |
3,58 |
3,50 |
110,78 |
3,54 |
DS1020 |
PL0000106126 |
109,49 |
109,82 |
3,72 |
3,67 |
109,66 |
3,70 |
WZ0121 |
PL0000106068 |
97,78 |
98,00 |
--- |
--- |
97,89 |
--- |
DS1021 |
PL0000106670 |
112,99 |
113,37 |
3,87 |
3,82 |
113,18 |
3,85 |
WS0922 |
PL0000102646 |
113,33 |
113,74 |
3,98 |
3,93 |
113,54 |
3,95 |
IZ0823 |
PL0000105359 |
103,30 |
108,28 |
--- |
--- |
105,79 |
--- |
DS1023 |
PL0000107264 |
100,08 |
100,44 |
3,99 |
3,94 |
100,26 |
3,96 |
WZ0124 |
PL0000107454 |
96,10 |
96,57 |
--- |
--- |
96,34 |
--- |
WS0429 |
PL0000105391 |
115,52 |
118,62 |
4,36 |
4,11 |
117,07 |
4,24 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0114 |
PL0000106712 |
98,74 |
98,83 |
2,60 |
2,41 |
98,79 |
2,50 |
PS0414 |
PL0000105433 |
102,24 |
102,34 |
2,61 |
2,48 |
102,29 |
2,55 |
OK0714 |
PL0000107009 |
97,48 |
97,60 |
2,62 |
2,49 |
97,54 |
2,56 |
WZ0115 |
PL0000106480 |
99,84 |
99,96 |
--- |
--- |
99,90 |
--- |
PS0415 |
PL0000105953 |
104,47 |
104,59 |
2,82 |
2,75 |
104,53 |
2,78 |
OK0715 |
PL0000107405 |
94,56 |
94,73 |
2,86 |
2,76 |
94,65 |
2,81 |
DS1015 |
PL0000103602 |
107,07 |
107,25 |
2,93 |
2,85 |
107,16 |
2,89 |
OK0116 |
PL0000107587 |
93,08 |
93,24 |
2,92 |
2,85 |
93,16 |
2,89 |
PS0416 |
PL0000106340 |
105,17 |
105,41 |
3,00 |
2,91 |
105,29 |
2,95 |
IZ0816 |
PL0000103529 |
103,23 |
104,09 |
--- |
--- |
103,66 |
--- |
PS1016 |
PL0000106795 |
105,15 |
105,34 |
3,05 |
2,99 |
105,25 |
3,02 |
WZ0117 |
PL0000106936 |
99,56 |
99,82 |
--- |
--- |
99,69 |
--- |
PS0417 |
PL0000107058 |
105,49 |
105,69 |
3,16 |
3,11 |
105,59 |
3,14 |
DS1017 |
PL0000104543 |
107,71 |
107,94 |
3,27 |
3,21 |
107,83 |
3,24 |
WZ0118 |
PL0000104717 |
99,11 |
99,36 |
--- |
--- |
99,24 |
--- |
PS0418 |
PL0000107314 |
101,77 |
101,99 |
3,34 |
3,28 |
101,88 |
3,31 |
PS0718 |
PL0000107595 |
96,11 |
96,35 |
3,36 |
3,30 |
96,23 |
3,33 |
DS1019 |
PL0000105441 |
110,53 |
110,90 |
3,58 |
3,52 |
110,72 |
3,55 |
DS1020 |
PL0000106126 |
109,39 |
109,80 |
3,74 |
3,68 |
109,60 |
3,71 |
WZ0121 |
PL0000106068 |
97,77 |
97,99 |
--- |
--- |
97,88 |
--- |
DS1021 |
PL0000106670 |
113,11 |
113,40 |
3,86 |
3,82 |
113,26 |
3,84 |
WS0922 |
PL0000102646 |
113,42 |
113,74 |
3,97 |
3,93 |
113,58 |
3,95 |
IZ0823 |
PL0000105359 |
103,32 |
107,10 |
--- |
--- |
105,21 |
--- |
DS1023 |
PL0000107264 |
99,97 |
100,38 |
4,00 |
3,95 |
100,18 |
3,97 |
WZ0124 |
PL0000107454 |
96,10 |
96,56 |
--- |
--- |
96,33 |
--- |
WS0429 |
PL0000105391 |
114,69 |
118,41 |
4,43 |
4,13 |
116,55 |
4,28 |
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 |
3/4 |
1 |
2,000 |
2,000 |
2,000 |
10 |
PS0415 |
PL0000105953 |
3/4 |
1 |
2,200 |
2,200 |
2,200 |
30 |
OK0114 |
PL0000106712 |
3/4 |
1 |
2,000 |
2,000 |
2,000 |
5 |
OK0714 |
PL0000107009 |
3/4 |
1 |
2,000 |
2,000 |
2,000 |
35 |
DS1023 |
PL0000107264 |
3/4 |
1 |
2,000 |
2,000 |
2,000 |
10 |
OK0116 |
PL0000107587 |
3/4 |
1 |
2,000 |
2,000 |
2,000 |
95 |
DS1015 |
PL0000103602 |
3/10 |
7 |
2,200 |
2,200 |
2,200 |
70 |
PS0416 |
PL0000106340 |
3/10 |
7 |
2,000 |
2,200 |
2,073 |
110 |
PS1016 |
PL0000106795 |
3/10 |
7 |
2,150 |
2,150 |
2,150 |
60 |
PS0418 |
PL0000107314 |
3/10 |
7 |
2,200 |
2,200 |
2,200 |
100 |
OK0715 |
PL0000107405 |
3/10 |
7 |
2,150 |
2,150 |
2,150 |
80 |
TOTAL |
605 |