2013-08-01 |
MARKET DATA |
No 147 (2181) |
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 |
1 145,00 |
1 219,88 |
96 |
380,00 |
370,50 |
5 |
1 525,00 |
1 590,39 |
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 |
100,51 |
100,53 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,81 |
98,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,20 |
102,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,57 |
97,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,50 |
104,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
94,70 |
94,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
107,20 |
107,23 |
107,15 |
107,15 |
107,13 |
107,13 |
107,14 |
90 000 |
100,82 |
4 |
OK0116 |
PL0000107587 |
93,22 |
93,24 |
93,24 |
93,25 |
93,20 |
93,20 |
93,21 |
150 000 |
139,82 |
10 |
PS0416 |
PL0000106340 |
105,32 |
105,28 |
105,30 |
105,31 |
105,30 |
105,31 |
105,31 |
40 000 |
42,68 |
3 |
PS1016 |
PL0000106795 |
105,30 |
105,05 |
105,30 |
105,30 |
105,08 |
105,08 |
105,19 |
60 000 |
65,33 |
6 |
PS0417 |
PL0000107058 |
105,50 |
105,25 |
105,45 |
105,45 |
105,43 |
105,43 |
105,44 |
100 000 |
106,77 |
4 |
DS1017 |
PL0000104543 |
107,73 |
107,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,80 |
101,33 |
101,75 |
101,75 |
101,25 |
101,25 |
101,67 |
182 500 |
187,46 |
17 |
PS0718 |
PL0000107595 |
96,06 |
95,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
110,36 |
109,76 |
110,20 |
110,20 |
110,10 |
110,10 |
110,15 |
30 000 |
34,33 |
3 |
DS1020 |
PL0000106126 |
109,25 |
108,43 |
109,36 |
109,36 |
108,85 |
108,85 |
109,11 |
20 000 |
22,64 |
2 |
DS1021 |
PL0000106670 |
112,65 |
111,48 |
112,12 |
112,12 |
112,04 |
112,04 |
112,06 |
100 000 |
116,54 |
10 |
WS0922 |
PL0000102646 |
113,30 |
111,90 |
113,30 |
113,30 |
112,36 |
112,36 |
112,66 |
100 000 |
117,64 |
9 |
DS1023 |
PL0000107264 |
100,00 |
98,60 |
100,05 |
100,05 |
98,52 |
98,52 |
99,32 |
230 000 |
235,59 |
23 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
115,50 |
115,15 |
115,30 |
115,30 |
115,30 |
115,30 |
115,30 |
35 000 |
40,92 |
4 |
WS0437 |
PL0000104857 |
108,50 |
119,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,70 |
103,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
105,10 |
105,10 |
105,17 |
105,17 |
105,17 |
105,17 |
105,17 |
7 500 |
9,36 |
1 |
WZ0115 |
PL0000106480 |
99,88 |
99,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,65 |
99,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,15 |
99,26 |
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 |
97,90 |
98,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,40 |
96,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 145 000 |
1 219,88 |
96 |
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 |
107,05 |
107,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
110,00 |
110,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
120,30 |
120,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
99,90 |
100,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
113,50 |
114,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
111,85 |
112,60 |
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 |
23 |
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 |
98,77 |
98,87 |
2,63 |
2,41 |
98,82 |
2,52 |
PS0414 |
PL0000105433 |
102,19 |
102,30 |
2,61 |
2,46 |
102,25 |
2,53 |
OK0714 |
PL0000107009 |
97,51 |
97,66 |
2,63 |
2,47 |
97,59 |
2,55 |
WZ0115 |
PL0000106480 |
99,82 |
100,01 |
--- |
--- |
99,92 |
--- |
PS0415 |
PL0000105953 |
104,47 |
104,64 |
2,79 |
2,70 |
104,56 |
2,74 |
OK0715 |
PL0000107405 |
94,68 |
94,86 |
2,81 |
2,71 |
94,77 |
2,76 |
DS1015 |
PL0000103602 |
107,12 |
107,31 |
2,88 |
2,80 |
107,22 |
2,84 |
OK0116 |
PL0000107587 |
93,16 |
93,31 |
2,91 |
2,84 |
93,24 |
2,87 |
PS0416 |
PL0000106340 |
105,26 |
105,44 |
2,95 |
2,88 |
105,35 |
2,92 |
IZ0816 |
PL0000103529 |
103,29 |
104,26 |
--- |
--- |
103,78 |
--- |
PS1016 |
PL0000106795 |
105,26 |
105,44 |
3,01 |
2,95 |
105,35 |
2,98 |
WZ0117 |
PL0000106936 |
99,48 |
99,84 |
--- |
--- |
99,66 |
--- |
PS0417 |
PL0000107058 |
105,42 |
105,68 |
3,18 |
3,10 |
105,55 |
3,14 |
DS1017 |
PL0000104543 |
107,65 |
107,89 |
3,27 |
3,22 |
107,77 |
3,25 |
WZ0118 |
PL0000104717 |
98,95 |
99,31 |
--- |
--- |
99,13 |
--- |
PS0418 |
PL0000107314 |
101,68 |
101,83 |
3,35 |
3,32 |
101,76 |
3,34 |
PS0718 |
PL0000107595 |
95,99 |
96,23 |
3,39 |
3,33 |
96,11 |
3,36 |
DS1019 |
PL0000105441 |
110,21 |
110,59 |
3,63 |
3,57 |
110,40 |
3,60 |
DS1020 |
PL0000106126 |
109,08 |
109,37 |
3,78 |
3,74 |
109,23 |
3,76 |
WZ0121 |
PL0000106068 |
97,80 |
98,08 |
--- |
--- |
97,94 |
--- |
DS1021 |
PL0000106670 |
112,53 |
112,90 |
3,93 |
3,88 |
112,72 |
3,91 |
WS0922 |
PL0000102646 |
113,03 |
113,39 |
4,01 |
3,97 |
113,21 |
3,99 |
IZ0823 |
PL0000105359 |
104,02 |
105,86 |
--- |
--- |
104,94 |
--- |
DS1023 |
PL0000107264 |
99,77 |
100,08 |
4,02 |
3,99 |
99,93 |
4,00 |
WZ0124 |
PL0000107454 |
96,23 |
96,88 |
--- |
--- |
96,56 |
--- |
WS0429 |
PL0000105391 |
115,00 |
118,30 |
4,40 |
4,14 |
116,65 |
4,27 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0114 |
PL0000106712 |
98,78 |
98,87 |
2,61 |
2,41 |
98,83 |
2,50 |
PS0414 |
PL0000105433 |
102,18 |
102,28 |
2,62 |
2,49 |
102,23 |
2,56 |
OK0714 |
PL0000107009 |
97,54 |
97,65 |
2,60 |
2,48 |
97,60 |
2,54 |
WZ0115 |
PL0000106480 |
99,84 |
100,00 |
--- |
--- |
99,92 |
--- |
PS0415 |
PL0000105953 |
104,46 |
104,61 |
2,80 |
2,71 |
104,54 |
2,75 |
OK0715 |
PL0000107405 |
94,68 |
94,82 |
2,81 |
2,74 |
94,75 |
2,78 |
DS1015 |
PL0000103602 |
107,12 |
107,31 |
2,88 |
2,80 |
107,22 |
2,84 |
OK0116 |
PL0000107587 |
93,15 |
93,29 |
2,91 |
2,85 |
93,22 |
2,88 |
PS0416 |
PL0000106340 |
105,07 |
105,32 |
3,02 |
2,93 |
105,20 |
2,97 |
IZ0816 |
PL0000103529 |
103,40 |
104,16 |
--- |
--- |
103,78 |
--- |
PS1016 |
PL0000106795 |
104,97 |
105,20 |
3,10 |
3,03 |
105,09 |
3,06 |
WZ0117 |
PL0000106936 |
99,46 |
99,82 |
--- |
--- |
99,64 |
--- |
PS0417 |
PL0000107058 |
105,14 |
105,33 |
3,25 |
3,20 |
105,24 |
3,23 |
DS1017 |
PL0000104543 |
107,30 |
107,57 |
3,36 |
3,29 |
107,44 |
3,33 |
WZ0118 |
PL0000104717 |
99,08 |
99,32 |
--- |
--- |
99,20 |
--- |
PS0418 |
PL0000107314 |
101,20 |
101,39 |
3,46 |
3,42 |
101,30 |
3,44 |
PS0718 |
PL0000107595 |
95,43 |
95,71 |
3,52 |
3,45 |
95,57 |
3,48 |
DS1019 |
PL0000105441 |
109,52 |
109,95 |
3,75 |
3,68 |
109,74 |
3,71 |
DS1020 |
PL0000106126 |
108,17 |
108,59 |
3,92 |
3,86 |
108,38 |
3,89 |
WZ0121 |
PL0000106068 |
97,74 |
98,08 |
--- |
--- |
97,91 |
--- |
DS1021 |
PL0000106670 |
111,60 |
112,05 |
4,06 |
4,00 |
111,83 |
4,03 |
WS0922 |
PL0000102646 |
111,86 |
112,29 |
4,16 |
4,10 |
112,08 |
4,13 |
IZ0823 |
PL0000105359 |
104,69 |
106,30 |
--- |
--- |
105,50 |
--- |
DS1023 |
PL0000107264 |
98,77 |
99,10 |
4,15 |
4,11 |
98,94 |
4,13 |
WZ0124 |
PL0000107454 |
96,27 |
96,81 |
--- |
--- |
96,54 |
--- |
WS0429 |
PL0000105391 |
113,83 |
116,21 |
4,50 |
4,30 |
115,02 |
4,40 |
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 |
1/4 |
3 |
2,100 |
2,100 |
2,100 |
55 |
DS1023 |
PL0000107264 |
1/4 |
3 |
2,050 |
2,050 |
2,050 |
30 |
OK0114 |
PL0000106712 |
1/8 |
7 |
2,100 |
2,100 |
2,100 |
95 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
200 |
TOTAL |
380 |