2013-07-31 |
MARKET DATA |
No 146 (2180) |
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 |
850,00 |
909,39 |
79 |
1 275,00 |
1 322,10 |
22 |
2 125,00 |
2 231,49 |
101 |
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 |
100,53 |
100,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,79 |
98,82 |
98,82 |
98,82 |
98,82 |
98,82 |
98,82 |
22 500 |
22,23 |
2 |
PS0414 |
PL0000105433 |
102,23 |
102,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,56 |
97,59 |
97,55 |
97,55 |
97,55 |
97,55 |
97,55 |
20 000 |
19,51 |
2 |
PS0415 |
PL0000105953 |
104,48 |
104,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
94,67 |
94,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
107,11 |
107,19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
93,16 |
93,20 |
93,22 |
93,27 |
93,22 |
93,27 |
93,24 |
45 000 |
41,96 |
2 |
PS0416 |
PL0000106340 |
105,20 |
105,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,20 |
105,18 |
105,18 |
105,23 |
105,18 |
105,23 |
105,20 |
85 000 |
92,53 |
5 |
PS0417 |
PL0000107058 |
105,40 |
105,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,58 |
107,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,65 |
101,60 |
101,60 |
101,73 |
101,60 |
101,73 |
101,68 |
30 000 |
30,81 |
3 |
PS0718 |
PL0000107595 |
95,97 |
95,87 |
95,91 |
95,91 |
95,80 |
95,80 |
95,88 |
90 000 |
86,34 |
8 |
DS1019 |
PL0000105441 |
110,35 |
110,25 |
110,50 |
110,50 |
110,05 |
110,05 |
110,36 |
80 000 |
91,67 |
8 |
DS1020 |
PL0000106126 |
109,11 |
108,90 |
108,87 |
109,23 |
108,71 |
108,71 |
108,96 |
90 000 |
101,70 |
9 |
DS1021 |
PL0000106670 |
112,63 |
112,30 |
112,30 |
112,30 |
112,30 |
112,30 |
112,30 |
10 000 |
11,67 |
1 |
WS0922 |
PL0000102646 |
113,17 |
112,75 |
112,75 |
113,17 |
112,40 |
112,40 |
112,91 |
160 000 |
188,55 |
16 |
DS1023 |
PL0000107264 |
99,75 |
99,38 |
99,63 |
99,80 |
99,30 |
99,30 |
99,60 |
190 000 |
195,09 |
20 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
115,00 |
117,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
107,50 |
120,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,75 |
103,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,87 |
105,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,85 |
99,94 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,64 |
99,78 |
99,79 |
99,79 |
99,79 |
99,79 |
99,79 |
2 500 |
2,50 |
1 |
WZ0118 |
PL0000104717 |
99,23 |
99,28 |
99,23 |
99,23 |
99,22 |
99,22 |
99,22 |
25 000 |
24,82 |
2 |
WZ0119 |
PL0000107603 |
98,58 |
99,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,85 |
98,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,30 |
96,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
850 000 |
909,39 |
79 |
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 |
102,75 |
103,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
107,00 |
107,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,90 |
110,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
120,20 |
120,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
100,00 |
100,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
113,40 |
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 |
26 |
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 |
98,74 |
98,84 |
2,65 |
2,43 |
98,79 |
2,54 |
PS0414 |
PL0000105433 |
102,20 |
102,31 |
2,63 |
2,48 |
102,26 |
2,55 |
OK0714 |
PL0000107009 |
97,48 |
97,62 |
2,64 |
2,49 |
97,55 |
2,57 |
WZ0115 |
PL0000106480 |
99,82 |
99,98 |
--- |
--- |
99,90 |
--- |
PS0415 |
PL0000105953 |
104,45 |
104,63 |
2,82 |
2,71 |
104,54 |
2,77 |
OK0715 |
PL0000107405 |
94,65 |
94,79 |
2,82 |
2,74 |
94,72 |
2,78 |
DS1015 |
PL0000103602 |
107,08 |
107,24 |
2,91 |
2,84 |
107,16 |
2,88 |
OK0116 |
PL0000107587 |
93,12 |
93,29 |
2,91 |
2,84 |
93,21 |
2,87 |
PS0416 |
PL0000106340 |
105,15 |
105,38 |
3,00 |
2,91 |
105,27 |
2,95 |
IZ0816 |
PL0000103529 |
103,20 |
104,22 |
--- |
--- |
103,71 |
--- |
PS1016 |
PL0000106795 |
105,11 |
105,28 |
3,06 |
3,00 |
105,20 |
3,03 |
WZ0117 |
PL0000106936 |
99,52 |
99,84 |
--- |
--- |
99,68 |
--- |
PS0417 |
PL0000107058 |
105,31 |
105,53 |
3,21 |
3,15 |
105,42 |
3,18 |
DS1017 |
PL0000104543 |
107,46 |
107,74 |
3,32 |
3,26 |
107,60 |
3,29 |
WZ0118 |
PL0000104717 |
99,09 |
99,36 |
--- |
--- |
99,23 |
--- |
PS0418 |
PL0000107314 |
101,44 |
101,72 |
3,41 |
3,35 |
101,58 |
3,38 |
PS0718 |
PL0000107595 |
95,86 |
96,14 |
3,42 |
3,35 |
96,00 |
3,38 |
DS1019 |
PL0000105441 |
110,05 |
110,48 |
3,66 |
3,59 |
110,27 |
3,62 |
DS1020 |
PL0000106126 |
108,77 |
109,18 |
3,83 |
3,77 |
108,98 |
3,80 |
WZ0121 |
PL0000106068 |
97,78 |
98,10 |
--- |
--- |
97,94 |
--- |
DS1021 |
PL0000106670 |
112,19 |
112,63 |
3,98 |
3,92 |
112,41 |
3,95 |
WS0922 |
PL0000102646 |
112,49 |
112,90 |
4,08 |
4,03 |
112,70 |
4,06 |
IZ0823 |
PL0000105359 |
104,05 |
106,03 |
--- |
--- |
105,04 |
--- |
DS1023 |
PL0000107264 |
99,13 |
99,56 |
4,10 |
4,05 |
99,35 |
4,08 |
WZ0124 |
PL0000107454 |
96,16 |
96,75 |
--- |
--- |
96,46 |
--- |
WS0429 |
PL0000105391 |
114,07 |
119,27 |
4,48 |
4,06 |
116,67 |
4,27 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0114 |
PL0000106712 |
98,76 |
98,83 |
2,60 |
2,46 |
98,80 |
2,52 |
PS0414 |
PL0000105433 |
102,21 |
102,31 |
2,62 |
2,48 |
102,26 |
2,55 |
OK0714 |
PL0000107009 |
97,53 |
97,63 |
2,59 |
2,48 |
97,58 |
2,54 |
WZ0115 |
PL0000106480 |
99,83 |
99,97 |
--- |
--- |
99,90 |
--- |
PS0415 |
PL0000105953 |
104,46 |
104,64 |
2,81 |
2,71 |
104,55 |
2,76 |
OK0715 |
PL0000107405 |
94,63 |
94,79 |
2,83 |
2,74 |
94,71 |
2,79 |
DS1015 |
PL0000103602 |
107,09 |
107,28 |
2,91 |
2,82 |
107,19 |
2,86 |
OK0116 |
PL0000107587 |
93,11 |
93,28 |
2,92 |
2,84 |
93,20 |
2,88 |
PS0416 |
PL0000106340 |
105,17 |
105,37 |
2,99 |
2,92 |
105,27 |
2,95 |
IZ0816 |
PL0000103529 |
103,27 |
104,13 |
--- |
--- |
103,70 |
--- |
PS1016 |
PL0000106795 |
105,16 |
105,32 |
3,04 |
2,99 |
105,24 |
3,02 |
WZ0117 |
PL0000106936 |
99,55 |
99,83 |
--- |
--- |
99,69 |
--- |
PS0417 |
PL0000107058 |
105,29 |
105,49 |
3,22 |
3,16 |
105,39 |
3,19 |
DS1017 |
PL0000104543 |
107,42 |
107,66 |
3,33 |
3,28 |
107,54 |
3,30 |
WZ0118 |
PL0000104717 |
99,10 |
99,34 |
--- |
--- |
99,22 |
--- |
PS0418 |
PL0000107314 |
101,38 |
101,66 |
3,42 |
3,36 |
101,52 |
3,39 |
PS0718 |
PL0000107595 |
95,75 |
95,96 |
3,44 |
3,39 |
95,86 |
3,42 |
DS1019 |
PL0000105441 |
109,93 |
110,31 |
3,68 |
3,62 |
110,12 |
3,65 |
DS1020 |
PL0000106126 |
108,67 |
108,98 |
3,85 |
3,80 |
108,83 |
3,82 |
WZ0121 |
PL0000106068 |
97,79 |
98,10 |
--- |
--- |
97,95 |
--- |
DS1021 |
PL0000106670 |
112,05 |
112,44 |
4,00 |
3,94 |
112,25 |
3,97 |
WS0922 |
PL0000102646 |
112,49 |
112,80 |
4,08 |
4,04 |
112,65 |
4,06 |
IZ0823 |
PL0000105359 |
104,22 |
105,64 |
--- |
--- |
104,93 |
--- |
DS1023 |
PL0000107264 |
99,18 |
99,56 |
4,10 |
4,05 |
99,37 |
4,07 |
WZ0124 |
PL0000107454 |
96,20 |
96,74 |
--- |
--- |
96,47 |
--- |
WS0429 |
PL0000105391 |
114,02 |
117,94 |
4,48 |
4,17 |
115,98 |
4,32 |
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 |
2,000 |
2,100 |
2,050 |
90 |
OK0114 |
PL0000106712 |
1/2 |
1 |
2,000 |
2,300 |
2,216 |
95 |
OK0714 |
PL0000107009 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
10 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,000 |
2,000 |
2,000 |
100 |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,900 |
1,900 |
1,900 |
45 |
PS0416 |
PL0000106340 |
0/2 |
2 |
2,000 |
2,000 |
2,000 |
40 |
PS0417 |
PL0000107058 |
0/2 |
2 |
2,000 |
2,000 |
2,000 |
60 |
OK0714 |
PL0000107009 |
1/5 |
4 |
2,000 |
2,000 |
2,000 |
60 |
OK0714 |
PL0000107009 |
0/5 |
5 |
2,000 |
2,000 |
2,000 |
60 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
105 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,100 |
2,100 |
2,100 |
35 |
PS0417 |
PL0000107058 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
55 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,050 |
2,050 |
2,050 |
100 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,050 |
2,200 |
2,114 |
350 |
OK0715 |
PL0000107405 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
70 |
TOTAL |
1 275 |