2013-08-06 |
MARKET DATA |
No 150 (2184) |
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 |
1 412,50 |
1 496,42 |
101 |
680,00 |
708,57 |
8 |
2 092,50 |
2 204,99 |
109 |
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 |
100,49 |
100,51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,81 |
98,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,15 |
102,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,55 |
97,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,37 |
104,35 |
104,35 |
104,35 |
104,35 |
104,35 |
104,35 |
95 000 |
100,64 |
5 |
OK0715 |
PL0000107405 |
94,62 |
94,65 |
94,62 |
94,62 |
94,62 |
94,62 |
94,62 |
30 000 |
28,39 |
2 |
DS1015 |
PL0000103602 |
107,00 |
106,90 |
106,96 |
106,96 |
106,90 |
106,94 |
106,93 |
350 000 |
391,51 |
16 |
OK0116 |
PL0000107587 |
92,97 |
92,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,90 |
104,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,94 |
104,92 |
104,95 |
104,95 |
104,95 |
104,95 |
104,95 |
2 500 |
2,72 |
1 |
PS0417 |
PL0000107058 |
105,00 |
105,02 |
104,95 |
105,07 |
104,93 |
105,07 |
104,97 |
50 000 |
53,17 |
5 |
DS1017 |
PL0000104543 |
107,12 |
107,11 |
107,04 |
107,15 |
107,04 |
107,10 |
107,12 |
65 000 |
72,31 |
6 |
PS0418 |
PL0000107314 |
101,15 |
100,98 |
100,98 |
101,29 |
100,98 |
101,29 |
101,13 |
110 000 |
112,43 |
10 |
PS0718 |
PL0000107595 |
95,47 |
95,26 |
95,40 |
95,55 |
95,40 |
95,55 |
95,48 |
180 000 |
172,03 |
17 |
DS1019 |
PL0000105441 |
109,61 |
109,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,19 |
107,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,45 |
111,12 |
111,15 |
111,49 |
111,13 |
111,49 |
111,38 |
147 500 |
170,95 |
12 |
WS0922 |
PL0000102646 |
111,74 |
111,34 |
111,46 |
111,75 |
111,42 |
111,75 |
111,49 |
60 000 |
69,91 |
6 |
DS1023 |
PL0000107264 |
98,52 |
97,91 |
98,00 |
98,41 |
97,95 |
98,41 |
98,26 |
120 000 |
121,69 |
13 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
114,00 |
114,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
105,00 |
120,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,55 |
103,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,63 |
104,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,94 |
99,95 |
99,94 |
99,94 |
99,94 |
99,94 |
99,94 |
75 000 |
75,03 |
2 |
WZ0117 |
PL0000106936 |
99,65 |
99,70 |
99,70 |
99,70 |
99,70 |
99,70 |
99,70 |
37 500 |
37,43 |
2 |
WZ0118 |
PL0000104717 |
99,22 |
99,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
98,77 |
98,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,95 |
97,95 |
97,93 |
97,96 |
97,93 |
97,96 |
97,93 |
90 000 |
88,23 |
4 |
WZ0124 |
PL0000107454 |
96,67 |
96,69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 412 500 |
1 496,42 |
101 |
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 |
102,70 |
102,90 |
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 |
109,80 |
110,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
120,15 |
120,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
99,75 |
100,20 |
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 |
111,50 |
112,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
115,75 |
116,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
109,30 |
110,20 |
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 |
20 |
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 |
98,76 |
98,88 |
2,70 |
2,43 |
98,82 |
2,56 |
PS0414 |
PL0000105433 |
102,12 |
102,24 |
2,67 |
2,51 |
102,18 |
2,59 |
OK0714 |
PL0000107009 |
97,53 |
97,66 |
2,63 |
2,49 |
97,60 |
2,56 |
WZ0115 |
PL0000106480 |
99,85 |
100,03 |
--- |
--- |
99,94 |
--- |
PS0415 |
PL0000105953 |
104,30 |
104,41 |
2,88 |
2,82 |
104,36 |
2,85 |
OK0715 |
PL0000107405 |
94,57 |
94,68 |
2,89 |
2,83 |
94,63 |
2,85 |
DS1015 |
PL0000103602 |
106,91 |
107,05 |
2,97 |
2,90 |
106,98 |
2,94 |
OK0116 |
PL0000107587 |
92,88 |
93,06 |
3,04 |
2,96 |
92,97 |
3,00 |
PS0416 |
PL0000106340 |
104,80 |
105,03 |
3,12 |
3,03 |
104,92 |
3,07 |
IZ0816 |
PL0000103529 |
103,13 |
104,15 |
--- |
--- |
103,64 |
--- |
PS1016 |
PL0000106795 |
104,77 |
105,03 |
3,16 |
3,08 |
104,90 |
3,12 |
WZ0117 |
PL0000106936 |
99,50 |
99,82 |
--- |
--- |
99,66 |
--- |
PS0417 |
PL0000107058 |
104,85 |
105,10 |
3,33 |
3,26 |
104,98 |
3,30 |
DS1017 |
PL0000104543 |
107,00 |
107,17 |
3,43 |
3,39 |
107,09 |
3,41 |
WZ0118 |
PL0000104717 |
99,08 |
99,36 |
--- |
--- |
99,22 |
--- |
PS0418 |
PL0000107314 |
100,89 |
101,11 |
3,54 |
3,49 |
101,00 |
3,51 |
PS0718 |
PL0000107595 |
95,12 |
95,40 |
3,59 |
3,52 |
95,26 |
3,56 |
DS1019 |
PL0000105441 |
109,43 |
109,72 |
3,76 |
3,71 |
109,58 |
3,74 |
DS1020 |
PL0000106126 |
107,72 |
108,12 |
3,99 |
3,93 |
107,92 |
3,96 |
WZ0121 |
PL0000106068 |
97,83 |
98,07 |
--- |
--- |
97,95 |
--- |
DS1021 |
PL0000106670 |
110,99 |
111,38 |
4,14 |
4,09 |
111,19 |
4,11 |
WS0922 |
PL0000102646 |
111,22 |
111,60 |
4,24 |
4,19 |
111,41 |
4,21 |
IZ0823 |
PL0000105359 |
103,97 |
105,41 |
--- |
--- |
104,69 |
--- |
DS1023 |
PL0000107264 |
97,88 |
98,20 |
4,26 |
4,22 |
98,04 |
4,24 |
WZ0124 |
PL0000107454 |
96,30 |
96,83 |
--- |
--- |
96,57 |
--- |
WS0429 |
PL0000105391 |
112,39 |
116,69 |
4,62 |
4,27 |
114,54 |
4,44 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0114 |
PL0000106712 |
98,79 |
98,89 |
2,63 |
2,41 |
98,84 |
2,52 |
PS0414 |
PL0000105433 |
102,13 |
102,24 |
2,66 |
2,51 |
102,19 |
2,58 |
OK0714 |
PL0000107009 |
97,51 |
97,65 |
2,66 |
2,50 |
97,58 |
2,58 |
WZ0115 |
PL0000106480 |
99,89 |
100,00 |
--- |
--- |
99,95 |
--- |
PS0415 |
PL0000105953 |
104,27 |
104,40 |
2,90 |
2,82 |
104,34 |
2,86 |
OK0715 |
PL0000107405 |
94,58 |
94,72 |
2,88 |
2,80 |
94,65 |
2,84 |
DS1015 |
PL0000103602 |
106,85 |
106,97 |
2,99 |
2,94 |
106,91 |
2,97 |
OK0116 |
PL0000107587 |
92,88 |
93,05 |
3,04 |
2,96 |
92,97 |
3,00 |
PS0416 |
PL0000106340 |
104,87 |
105,05 |
3,09 |
3,02 |
104,96 |
3,06 |
IZ0816 |
PL0000103529 |
103,11 |
104,13 |
--- |
--- |
103,62 |
--- |
PS1016 |
PL0000106795 |
104,80 |
105,00 |
3,15 |
3,09 |
104,90 |
3,12 |
WZ0117 |
PL0000106936 |
99,55 |
99,80 |
--- |
--- |
99,68 |
--- |
PS0417 |
PL0000107058 |
104,93 |
105,19 |
3,31 |
3,24 |
105,06 |
3,27 |
DS1017 |
PL0000104543 |
107,04 |
107,29 |
3,42 |
3,36 |
107,17 |
3,39 |
WZ0118 |
PL0000104717 |
99,16 |
99,37 |
--- |
--- |
99,27 |
--- |
PS0418 |
PL0000107314 |
101,08 |
101,32 |
3,49 |
3,44 |
101,20 |
3,46 |
PS0718 |
PL0000107595 |
95,40 |
95,66 |
3,52 |
3,46 |
95,53 |
3,49 |
DS1019 |
PL0000105441 |
109,55 |
109,99 |
3,74 |
3,67 |
109,77 |
3,71 |
DS1020 |
PL0000106126 |
108,05 |
108,49 |
3,94 |
3,87 |
108,27 |
3,91 |
WZ0121 |
PL0000106068 |
97,84 |
98,12 |
--- |
--- |
97,98 |
--- |
DS1021 |
PL0000106670 |
111,39 |
111,75 |
4,08 |
4,04 |
111,57 |
4,06 |
WS0922 |
PL0000102646 |
111,61 |
112,04 |
4,19 |
4,13 |
111,83 |
4,16 |
IZ0823 |
PL0000105359 |
103,83 |
105,82 |
--- |
--- |
104,83 |
--- |
DS1023 |
PL0000107264 |
98,43 |
98,82 |
4,19 |
4,14 |
98,63 |
4,16 |
WZ0124 |
PL0000107454 |
96,53 |
96,88 |
--- |
--- |
96,71 |
--- |
WS0429 |
PL0000105391 |
113,30 |
118,26 |
4,54 |
4,14 |
115,78 |
4,34 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0417 |
PL0000107058 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
140 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,050 |
2,100 |
2,081 |
65 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
75 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
160 |
OK0116 |
PL0000107587 |
1/8 |
7 |
2,050 |
2,050 |
2,050 |
90 |
WZ0115 |
PL0000106480 |
1/8 |
7 |
2,100 |
2,100 |
2,100 |
100 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
2,100 |
2,100 |
2,100 |
50 |
TOTAL |
680 |