2013-08-02 |
MARKET DATA |
No 148 (2182) |
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 |
1 250,00 |
1 337,42 |
110 |
440,00 |
461,81 |
8 |
1 690,00 |
1 799,24 |
118 |
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 |
100,50 |
100,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,80 |
98,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,19 |
102,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,56 |
97,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,45 |
104,45 |
104,42 |
104,42 |
104,40 |
104,40 |
104,40 |
165 000 |
174,83 |
7 |
OK0715 |
PL0000107405 |
94,72 |
94,72 |
94,76 |
94,76 |
94,76 |
94,76 |
94,76 |
12 500 |
11,85 |
1 |
DS1015 |
PL0000103602 |
107,10 |
107,10 |
107,14 |
107,14 |
107,14 |
107,14 |
107,14 |
50 000 |
56,02 |
3 |
OK0116 |
PL0000107587 |
93,13 |
93,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
105,08 |
105,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,10 |
104,85 |
104,94 |
104,94 |
104,80 |
104,80 |
104,88 |
40 000 |
43,44 |
4 |
PS0417 |
PL0000107058 |
105,25 |
104,90 |
104,90 |
105,25 |
104,90 |
105,25 |
105,08 |
20 000 |
21,28 |
2 |
DS1017 |
PL0000104543 |
107,41 |
107,10 |
107,15 |
107,15 |
107,15 |
107,15 |
107,15 |
30 000 |
33,37 |
3 |
PS0418 |
PL0000107314 |
101,35 |
100,75 |
100,65 |
101,40 |
100,65 |
101,40 |
100,93 |
280 000 |
285,58 |
23 |
PS0718 |
PL0000107595 |
95,60 |
95,05 |
95,14 |
95,63 |
95,00 |
95,60 |
95,39 |
95 000 |
90,70 |
10 |
DS1019 |
PL0000105441 |
109,90 |
109,11 |
109,85 |
109,90 |
109,85 |
109,90 |
109,88 |
110 000 |
125,59 |
11 |
DS1020 |
PL0000106126 |
108,38 |
107,61 |
108,48 |
108,50 |
108,20 |
108,20 |
108,38 |
50 000 |
56,24 |
5 |
DS1021 |
PL0000106670 |
111,81 |
110,75 |
110,98 |
111,81 |
110,75 |
111,81 |
111,46 |
95 000 |
110,15 |
10 |
WS0922 |
PL0000102646 |
112,00 |
110,90 |
111,10 |
112,10 |
110,83 |
112,10 |
111,03 |
130 000 |
150,83 |
13 |
DS1023 |
PL0000107264 |
98,65 |
97,54 |
97,70 |
98,51 |
97,40 |
98,50 |
97,76 |
162 500 |
163,94 |
17 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
114,40 |
115,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
105,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,51 |
104,00 |
103,50 |
103,50 |
103,50 |
103,50 |
103,50 |
10 000 |
13,62 |
1 |
IZ0823 |
PL0000105359 |
104,50 |
104,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,90 |
99,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,65 |
99,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,12 |
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 |
97,82 |
98,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,33 |
96,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 250 000 |
1 337,42 |
110 |
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 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
107,00 |
107,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
110,00 |
110,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
120,00 |
120,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
99,90 |
100,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
113,25 |
114,00 |
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 |
22 |
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 |
98,87 |
2,71 |
2,43 |
98,81 |
2,56 |
PS0414 |
PL0000105433 |
102,16 |
102,28 |
2,64 |
2,48 |
102,22 |
2,56 |
OK0714 |
PL0000107009 |
97,50 |
97,65 |
2,65 |
2,49 |
97,58 |
2,56 |
WZ0115 |
PL0000106480 |
99,83 |
99,98 |
--- |
--- |
99,91 |
--- |
PS0415 |
PL0000105953 |
104,40 |
104,56 |
2,83 |
2,74 |
104,48 |
2,78 |
OK0715 |
PL0000107405 |
94,60 |
94,78 |
2,86 |
2,76 |
94,69 |
2,81 |
DS1015 |
PL0000103602 |
107,03 |
107,21 |
2,92 |
2,84 |
107,12 |
2,88 |
OK0116 |
PL0000107587 |
93,03 |
93,23 |
2,97 |
2,88 |
93,13 |
2,92 |
PS0416 |
PL0000106340 |
104,91 |
105,17 |
3,08 |
2,98 |
105,04 |
3,03 |
IZ0816 |
PL0000103529 |
103,14 |
104,38 |
--- |
--- |
103,76 |
--- |
PS1016 |
PL0000106795 |
104,76 |
104,99 |
3,16 |
3,09 |
104,88 |
3,13 |
WZ0117 |
PL0000106936 |
99,37 |
99,92 |
--- |
--- |
99,65 |
--- |
PS0417 |
PL0000107058 |
104,79 |
105,07 |
3,35 |
3,27 |
104,93 |
3,31 |
DS1017 |
PL0000104543 |
107,00 |
107,22 |
3,43 |
3,38 |
107,11 |
3,41 |
WZ0118 |
PL0000104717 |
98,97 |
99,36 |
--- |
--- |
99,17 |
--- |
PS0418 |
PL0000107314 |
100,75 |
101,02 |
3,57 |
3,51 |
100,89 |
3,54 |
PS0718 |
PL0000107595 |
95,05 |
95,27 |
3,60 |
3,55 |
95,16 |
3,58 |
DS1019 |
PL0000105441 |
108,90 |
109,27 |
3,86 |
3,79 |
109,09 |
3,82 |
DS1020 |
PL0000106126 |
107,54 |
107,94 |
4,02 |
3,96 |
107,74 |
3,99 |
WZ0121 |
PL0000106068 |
97,66 |
98,14 |
--- |
--- |
97,90 |
--- |
DS1021 |
PL0000106670 |
110,67 |
111,11 |
4,18 |
4,12 |
110,89 |
4,15 |
WS0922 |
PL0000102646 |
110,86 |
111,30 |
4,28 |
4,23 |
111,08 |
4,26 |
IZ0823 |
PL0000105359 |
104,17 |
106,34 |
--- |
--- |
105,26 |
--- |
DS1023 |
PL0000107264 |
97,67 |
98,12 |
4,28 |
4,23 |
97,90 |
4,25 |
WZ0124 |
PL0000107454 |
96,22 |
96,87 |
--- |
--- |
96,55 |
--- |
WS0429 |
PL0000105391 |
110,58 |
116,67 |
4,77 |
4,27 |
113,63 |
4,51 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0114 |
PL0000106712 |
98,78 |
98,88 |
2,62 |
2,40 |
98,83 |
2,51 |
PS0414 |
PL0000105433 |
102,17 |
102,28 |
2,63 |
2,48 |
102,23 |
2,54 |
OK0714 |
PL0000107009 |
97,54 |
97,67 |
2,61 |
2,47 |
97,61 |
2,53 |
WZ0115 |
PL0000106480 |
99,87 |
99,98 |
--- |
--- |
99,93 |
--- |
PS0415 |
PL0000105953 |
104,43 |
104,57 |
2,81 |
2,73 |
104,50 |
2,77 |
OK0715 |
PL0000107405 |
94,68 |
94,82 |
2,82 |
2,74 |
94,75 |
2,78 |
DS1015 |
PL0000103602 |
107,07 |
107,23 |
2,90 |
2,83 |
107,15 |
2,87 |
OK0116 |
PL0000107587 |
93,08 |
93,21 |
2,94 |
2,89 |
93,15 |
2,91 |
PS0416 |
PL0000106340 |
105,04 |
105,31 |
3,03 |
2,93 |
105,18 |
2,98 |
IZ0816 |
PL0000103529 |
103,15 |
104,77 |
--- |
--- |
103,96 |
--- |
PS1016 |
PL0000106795 |
104,99 |
105,26 |
3,09 |
3,00 |
105,13 |
3,05 |
WZ0117 |
PL0000106936 |
99,53 |
99,81 |
--- |
--- |
99,67 |
--- |
PS0417 |
PL0000107058 |
105,17 |
105,38 |
3,24 |
3,19 |
105,28 |
3,21 |
DS1017 |
PL0000104543 |
107,35 |
107,64 |
3,35 |
3,28 |
107,50 |
3,31 |
WZ0118 |
PL0000104717 |
99,04 |
99,36 |
--- |
--- |
99,20 |
--- |
PS0418 |
PL0000107314 |
101,29 |
101,56 |
3,44 |
3,38 |
101,43 |
3,41 |
PS0718 |
PL0000107595 |
95,56 |
95,83 |
3,49 |
3,43 |
95,70 |
3,45 |
DS1019 |
PL0000105441 |
109,76 |
110,15 |
3,71 |
3,64 |
109,96 |
3,67 |
DS1020 |
PL0000106126 |
108,20 |
108,59 |
3,92 |
3,86 |
108,40 |
3,89 |
WZ0121 |
PL0000106068 |
97,74 |
98,06 |
--- |
--- |
97,90 |
--- |
DS1021 |
PL0000106670 |
111,56 |
111,97 |
4,06 |
4,01 |
111,77 |
4,03 |
WS0922 |
PL0000102646 |
111,87 |
112,16 |
4,16 |
4,12 |
112,02 |
4,14 |
IZ0823 |
PL0000105359 |
103,96 |
106,18 |
--- |
--- |
105,07 |
--- |
DS1023 |
PL0000107264 |
98,46 |
98,90 |
4,18 |
4,13 |
98,68 |
4,16 |
WZ0124 |
PL0000107454 |
96,23 |
96,85 |
--- |
--- |
96,54 |
--- |
WS0429 |
PL0000105391 |
113,55 |
115,54 |
4,52 |
4,36 |
114,55 |
4,44 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
3/4 |
1 |
2,000 |
2,000 |
2,000 |
10 |
DS1023 |
PL0000107264 |
3/4 |
1 |
2,000 |
2,000 |
2,000 |
140 |
PS0418 |
PL0000107314 |
3/4 |
1 |
2,100 |
2,100 |
2,100 |
55 |
WZ0115 |
PL0000106480 |
3/4 |
1 |
2,000 |
2,000 |
2,000 |
5 |
PS1016 |
PL0000106795 |
0/3 |
3 |
2,000 |
2,000 |
2,000 |
110 |
PS0416 |
PL0000106340 |
3/10 |
7 |
2,100 |
2,100 |
2,100 |
110 |
PS1016 |
PL0000106795 |
3/10 |
7 |
2,100 |
2,100 |
2,100 |
10 |
TOTAL |
440 |