2013-08-07 |
MARKET DATA |
No 151 (2185) |
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 |
4 137,50 |
4 306,37 |
126 |
2 395,00 |
2 425,55 |
23 |
6 532,50 |
6 731,92 |
149 |
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 |
100,49 |
100,51 |
100,51 |
100,48 |
100,48 |
100,48 |
2 572 500 |
2 686,73 |
24 |
OK0114 |
PL0000106712 |
98,82 |
98,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,15 |
102,18 |
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 |
104,35 |
104,33 |
104,32 |
104,33 |
104,30 |
104,30 |
104,32 |
195 000 |
206,55 |
5 |
OK0715 |
PL0000107405 |
94,63 |
94,60 |
94,63 |
94,63 |
94,61 |
94,62 |
94,61 |
245 000 |
231,81 |
10 |
DS1015 |
PL0000103602 |
106,95 |
107,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
93,00 |
92,96 |
93,05 |
93,05 |
92,95 |
92,95 |
93,00 |
95 000 |
88,35 |
5 |
PS0416 |
PL0000106340 |
104,95 |
104,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,02 |
104,93 |
105,00 |
105,02 |
104,92 |
104,92 |
104,98 |
245 000 |
266,37 |
15 |
PS0417 |
PL0000107058 |
105,10 |
105,16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,25 |
107,33 |
107,22 |
107,22 |
107,22 |
107,22 |
107,22 |
20 000 |
22,27 |
1 |
PS0418 |
PL0000107314 |
101,35 |
101,28 |
101,35 |
101,35 |
101,20 |
101,20 |
101,31 |
140 000 |
143,37 |
13 |
PS0718 |
PL0000107595 |
95,59 |
95,58 |
95,58 |
95,58 |
95,48 |
95,48 |
95,56 |
60 000 |
57,40 |
4 |
DS1019 |
PL0000105441 |
109,83 |
109,74 |
109,85 |
109,85 |
109,85 |
109,85 |
109,85 |
15 000 |
17,13 |
1 |
DS1020 |
PL0000106126 |
108,49 |
108,40 |
108,54 |
108,57 |
108,54 |
108,57 |
108,56 |
20 000 |
22,54 |
2 |
DS1021 |
PL0000106670 |
111,85 |
111,68 |
111,85 |
112,06 |
111,70 |
111,80 |
111,92 |
110 000 |
128,10 |
10 |
WS0922 |
PL0000102646 |
112,14 |
111,94 |
112,30 |
112,32 |
111,97 |
111,99 |
112,16 |
100 000 |
117,20 |
10 |
DS1023 |
PL0000107264 |
98,85 |
98,60 |
99,05 |
99,05 |
98,65 |
98,75 |
98,82 |
135 000 |
137,67 |
13 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
114,67 |
115,03 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
106,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,60 |
104,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,63 |
105,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,93 |
99,94 |
99,93 |
99,93 |
99,93 |
99,93 |
99,93 |
25 000 |
25,01 |
3 |
WZ0117 |
PL0000106936 |
99,70 |
99,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,30 |
99,30 |
99,33 |
99,33 |
99,33 |
99,33 |
99,33 |
10 000 |
9,94 |
1 |
WZ0119 |
PL0000107603 |
98,90 |
98,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,05 |
98,00 |
98,10 |
98,13 |
98,10 |
98,13 |
98,11 |
50 000 |
49,11 |
4 |
WZ0124 |
PL0000107454 |
96,75 |
96,70 |
96,71 |
96,75 |
96,71 |
96,75 |
96,73 |
100 000 |
96,84 |
5 |
TOTAL |
4 137 500 |
4 306,37 |
126 |
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 |
102,95 |
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 |
109,85 |
110,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
120,15 |
121,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
99,75 |
100,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
113,45 |
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 |
19 |
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 |
98,79 |
98,91 |
2,65 |
2,38 |
98,85 |
2,51 |
PS0414 |
PL0000105433 |
102,13 |
102,23 |
2,65 |
2,51 |
102,18 |
2,58 |
OK0714 |
PL0000107009 |
97,52 |
97,67 |
2,65 |
2,49 |
97,60 |
2,56 |
WZ0115 |
PL0000106480 |
99,87 |
99,98 |
--- |
--- |
99,93 |
--- |
PS0415 |
PL0000105953 |
104,33 |
104,47 |
2,86 |
2,78 |
104,40 |
2,82 |
OK0715 |
PL0000107405 |
94,61 |
94,79 |
2,87 |
2,77 |
94,70 |
2,82 |
DS1015 |
PL0000103602 |
106,91 |
107,08 |
2,96 |
2,89 |
107,00 |
2,92 |
OK0116 |
PL0000107587 |
92,94 |
93,05 |
3,02 |
2,97 |
93,00 |
2,99 |
PS0416 |
PL0000106340 |
104,89 |
105,12 |
3,08 |
3,00 |
105,01 |
3,04 |
IZ0816 |
PL0000103529 |
103,29 |
104,22 |
--- |
--- |
103,76 |
--- |
PS1016 |
PL0000106795 |
104,89 |
105,10 |
3,12 |
3,05 |
105,00 |
3,08 |
WZ0117 |
PL0000106936 |
99,55 |
99,81 |
--- |
--- |
99,68 |
--- |
PS0417 |
PL0000107058 |
105,06 |
105,32 |
3,27 |
3,20 |
105,19 |
3,24 |
DS1017 |
PL0000104543 |
107,20 |
107,44 |
3,38 |
3,32 |
107,32 |
3,35 |
WZ0118 |
PL0000104717 |
99,12 |
99,36 |
--- |
--- |
99,24 |
--- |
PS0418 |
PL0000107314 |
101,24 |
101,53 |
3,46 |
3,39 |
101,39 |
3,42 |
PS0718 |
PL0000107595 |
95,56 |
95,84 |
3,49 |
3,42 |
95,70 |
3,46 |
DS1019 |
PL0000105441 |
109,79 |
110,22 |
3,70 |
3,63 |
110,01 |
3,66 |
DS1020 |
PL0000106126 |
108,42 |
108,80 |
3,88 |
3,83 |
108,61 |
3,85 |
WZ0121 |
PL0000106068 |
97,80 |
98,08 |
--- |
--- |
97,94 |
--- |
DS1021 |
PL0000106670 |
111,62 |
112,06 |
4,05 |
3,99 |
111,84 |
4,02 |
WS0922 |
PL0000102646 |
112,05 |
112,45 |
4,13 |
4,08 |
112,25 |
4,11 |
IZ0823 |
PL0000105359 |
103,98 |
105,63 |
--- |
--- |
104,81 |
--- |
DS1023 |
PL0000107264 |
98,67 |
99,11 |
4,16 |
4,10 |
98,89 |
4,13 |
WZ0124 |
PL0000107454 |
96,43 |
96,87 |
--- |
--- |
96,65 |
--- |
WS0429 |
PL0000105391 |
113,98 |
116,11 |
4,49 |
4,31 |
115,05 |
4,40 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0114 |
PL0000106712 |
98,80 |
98,91 |
2,62 |
2,38 |
98,86 |
2,49 |
PS0414 |
PL0000105433 |
102,12 |
102,23 |
2,66 |
2,51 |
102,18 |
2,58 |
OK0714 |
PL0000107009 |
97,53 |
97,66 |
2,64 |
2,50 |
97,60 |
2,56 |
WZ0115 |
PL0000106480 |
99,88 |
99,99 |
--- |
--- |
99,94 |
--- |
PS0415 |
PL0000105953 |
104,28 |
104,37 |
2,89 |
2,84 |
104,33 |
2,86 |
OK0715 |
PL0000107405 |
94,52 |
94,65 |
2,92 |
2,85 |
94,59 |
2,88 |
DS1015 |
PL0000103602 |
106,84 |
107,03 |
3,00 |
2,91 |
106,94 |
2,95 |
OK0116 |
PL0000107587 |
92,91 |
93,03 |
3,03 |
2,98 |
92,97 |
3,00 |
PS0416 |
PL0000106340 |
104,88 |
105,06 |
3,09 |
3,02 |
104,97 |
3,05 |
IZ0816 |
PL0000103529 |
103,19 |
104,23 |
--- |
--- |
103,71 |
--- |
PS1016 |
PL0000106795 |
104,82 |
105,02 |
3,14 |
3,08 |
104,92 |
3,11 |
WZ0117 |
PL0000106936 |
99,62 |
99,85 |
--- |
--- |
99,74 |
--- |
PS0417 |
PL0000107058 |
104,96 |
105,22 |
3,30 |
3,23 |
105,09 |
3,26 |
DS1017 |
PL0000104543 |
107,10 |
107,37 |
3,41 |
3,34 |
107,24 |
3,37 |
WZ0118 |
PL0000104717 |
99,18 |
99,38 |
--- |
--- |
99,28 |
--- |
PS0418 |
PL0000107314 |
101,14 |
101,43 |
3,48 |
3,41 |
101,29 |
3,44 |
PS0718 |
PL0000107595 |
95,40 |
95,70 |
3,52 |
3,46 |
95,55 |
3,49 |
DS1019 |
PL0000105441 |
109,68 |
110,06 |
3,72 |
3,66 |
109,87 |
3,69 |
DS1020 |
PL0000106126 |
108,27 |
108,65 |
3,91 |
3,85 |
108,46 |
3,88 |
WZ0121 |
PL0000106068 |
97,88 |
98,15 |
--- |
--- |
98,02 |
--- |
DS1021 |
PL0000106670 |
111,59 |
111,95 |
4,06 |
4,01 |
111,77 |
4,03 |
WS0922 |
PL0000102646 |
111,93 |
112,33 |
4,15 |
4,10 |
112,13 |
4,12 |
IZ0823 |
PL0000105359 |
103,86 |
105,73 |
--- |
--- |
104,80 |
--- |
DS1023 |
PL0000107264 |
98,63 |
99,04 |
4,16 |
4,11 |
98,84 |
4,14 |
WZ0124 |
PL0000107454 |
96,56 |
96,82 |
--- |
--- |
96,69 |
--- |
WS0429 |
PL0000105391 |
113,55 |
116,67 |
4,52 |
4,27 |
115,11 |
4,39 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
0/1 |
1 |
2,150 |
2,150 |
2,150 |
60 |
DS1019 |
PL0000105441 |
0/1 |
1 |
2,150 |
2,150 |
2,150 |
20 |
PS0416 |
PL0000106340 |
0/1 |
1 |
2,150 |
2,150 |
2,150 |
90 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,150 |
2,150 |
2,150 |
25 |
OK0715 |
PL0000107405 |
0/1 |
1 |
2,150 |
2,150 |
2,150 |
70 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
50 |
DS1015 |
PL0000103602 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
140 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
45 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
80 |
PS0415 |
PL0000105953 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
10 |
PS0416 |
PL0000106340 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
90 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
20 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
55 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
60 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
930 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,050 |
2,050 |
2,050 |
20 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
2,100 |
2,150 |
2,108 |
100 |
DS1021 |
PL0000106670 |
1/9 |
8 |
2,100 |
2,100 |
2,100 |
40 |
PS0418 |
PL0000107314 |
1/9 |
8 |
2,150 |
2,150 |
2,150 |
450 |
OK0715 |
PL0000107405 |
1/9 |
8 |
2,100 |
2,100 |
2,100 |
40 |
TOTAL |
2 395 |