2013-08-08 |
MARKET DATA |
No 152 (2186) |
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 |
1 370,00 |
1 380,13 |
80 |
1 220,00 |
1 275,35 |
21 |
2 590,00 |
2 655,48 |
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 |
100,47 |
100,47 |
100,47 |
100,47 |
100,47 |
100,47 |
100,47 |
25 000 |
26,12 |
1 |
OK0114 |
PL0000106712 |
98,83 |
98,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,12 |
102,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,56 |
97,60 |
97,56 |
97,56 |
97,56 |
97,56 |
97,56 |
10 000 |
9,76 |
1 |
PS0415 |
PL0000105953 |
104,31 |
104,33 |
104,31 |
104,31 |
104,30 |
104,30 |
104,30 |
75 000 |
79,46 |
2 |
OK0715 |
PL0000107405 |
94,56 |
94,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,91 |
106,93 |
106,91 |
106,91 |
106,91 |
106,91 |
106,91 |
10 000 |
11,19 |
1 |
OK0116 |
PL0000107587 |
93,00 |
93,01 |
93,05 |
93,05 |
92,99 |
92,99 |
93,00 |
205 000 |
190,65 |
5 |
PS0416 |
PL0000106340 |
104,95 |
104,99 |
104,99 |
104,99 |
104,99 |
104,99 |
104,99 |
40 000 |
42,59 |
2 |
PS1016 |
PL0000106795 |
104,95 |
104,94 |
105,00 |
105,00 |
104,90 |
104,90 |
104,97 |
145 000 |
157,70 |
9 |
PS0417 |
PL0000107058 |
105,15 |
105,17 |
105,15 |
105,15 |
105,14 |
105,15 |
105,15 |
55 000 |
58,61 |
4 |
DS1017 |
PL0000104543 |
107,31 |
107,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,35 |
101,35 |
101,45 |
101,45 |
101,35 |
101,35 |
101,39 |
110 000 |
112,76 |
8 |
PS0718 |
PL0000107595 |
95,60 |
95,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
109,85 |
110,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,60 |
108,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,91 |
111,94 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,29 |
112,29 |
112,31 |
112,31 |
112,31 |
112,31 |
112,31 |
10 000 |
11,74 |
1 |
DS1023 |
PL0000107264 |
99,03 |
98,90 |
99,15 |
99,20 |
98,80 |
98,80 |
99,01 |
85 000 |
86,87 |
9 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
114,21 |
115,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
107,00 |
120,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,45 |
103,84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,80 |
105,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,94 |
99,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,80 |
99,81 |
99,80 |
99,80 |
99,79 |
99,79 |
99,80 |
20 000 |
19,99 |
2 |
WZ0118 |
PL0000104717 |
99,43 |
99,38 |
99,40 |
99,45 |
99,40 |
99,45 |
99,44 |
220 000 |
219,05 |
11 |
WZ0119 |
PL0000107603 |
99,55 |
99,10 |
99,25 |
99,55 |
99,25 |
99,55 |
99,40 |
110 000 |
109,49 |
9 |
WZ0121 |
PL0000106068 |
98,19 |
98,13 |
98,15 |
98,20 |
98,15 |
98,20 |
98,19 |
117 500 |
115,53 |
6 |
WZ0124 |
PL0000107454 |
96,95 |
96,82 |
96,90 |
96,97 |
96,90 |
96,95 |
96,94 |
132 500 |
128,63 |
9 |
TOTAL |
1 370 000 |
1 380,13 |
80 |
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 |
102,62 |
102,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
107,10 |
107,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,85 |
110,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
120,05 |
120,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
99,65 |
100,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
113,20 |
113,65 |
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 |
16 |
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 |
98,80 |
98,93 |
2,67 |
2,38 |
98,87 |
2,51 |
PS0414 |
PL0000105433 |
102,10 |
102,20 |
2,65 |
2,51 |
102,15 |
2,58 |
OK0714 |
PL0000107009 |
97,55 |
97,68 |
2,64 |
2,50 |
97,62 |
2,56 |
WZ0115 |
PL0000106480 |
99,87 |
100,03 |
--- |
--- |
99,95 |
--- |
PS0415 |
PL0000105953 |
104,25 |
104,39 |
2,89 |
2,81 |
104,32 |
2,85 |
OK0715 |
PL0000107405 |
94,54 |
94,70 |
2,92 |
2,83 |
94,62 |
2,88 |
DS1015 |
PL0000103602 |
106,86 |
107,01 |
2,98 |
2,91 |
106,94 |
2,94 |
OK0116 |
PL0000107587 |
92,97 |
93,09 |
3,01 |
2,96 |
93,03 |
2,99 |
PS0416 |
PL0000106340 |
104,87 |
105,08 |
3,08 |
3,00 |
104,98 |
3,04 |
IZ0816 |
PL0000103529 |
103,17 |
104,09 |
--- |
--- |
103,63 |
--- |
PS1016 |
PL0000106795 |
104,90 |
105,05 |
3,11 |
3,06 |
104,98 |
3,09 |
WZ0117 |
PL0000106936 |
99,69 |
99,89 |
--- |
--- |
99,79 |
--- |
PS0417 |
PL0000107058 |
105,06 |
105,28 |
3,27 |
3,21 |
105,17 |
3,24 |
DS1017 |
PL0000104543 |
107,23 |
107,45 |
3,37 |
3,32 |
107,34 |
3,34 |
WZ0118 |
PL0000104717 |
99,21 |
99,44 |
--- |
--- |
99,33 |
--- |
PS0418 |
PL0000107314 |
101,27 |
101,50 |
3,45 |
3,39 |
101,39 |
3,42 |
PS0718 |
PL0000107595 |
95,56 |
95,83 |
3,49 |
3,43 |
95,70 |
3,46 |
DS1019 |
PL0000105441 |
109,82 |
110,25 |
3,69 |
3,62 |
110,04 |
3,66 |
DS1020 |
PL0000106126 |
108,53 |
108,91 |
3,86 |
3,81 |
108,72 |
3,84 |
WZ0121 |
PL0000106068 |
97,94 |
98,28 |
--- |
--- |
98,11 |
--- |
DS1021 |
PL0000106670 |
111,88 |
112,32 |
4,02 |
3,96 |
112,10 |
3,99 |
WS0922 |
PL0000102646 |
112,24 |
112,60 |
4,11 |
4,06 |
112,42 |
4,09 |
IZ0823 |
PL0000105359 |
103,83 |
105,62 |
--- |
--- |
104,73 |
--- |
DS1023 |
PL0000107264 |
98,96 |
99,30 |
4,12 |
4,08 |
99,13 |
4,10 |
WZ0124 |
PL0000107454 |
96,66 |
97,01 |
--- |
--- |
96,84 |
--- |
WS0429 |
PL0000105391 |
113,48 |
117,92 |
4,53 |
4,17 |
115,70 |
4,34 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0114 |
PL0000106712 |
98,81 |
98,92 |
2,65 |
2,40 |
98,87 |
2,51 |
PS0414 |
PL0000105433 |
102,09 |
102,19 |
2,67 |
2,53 |
102,14 |
2,60 |
OK0714 |
PL0000107009 |
97,54 |
97,68 |
2,65 |
2,50 |
97,61 |
2,58 |
WZ0115 |
PL0000106480 |
99,90 |
100,01 |
--- |
--- |
99,96 |
--- |
PS0415 |
PL0000105953 |
104,25 |
104,35 |
2,89 |
2,84 |
104,30 |
2,86 |
OK0715 |
PL0000107405 |
94,51 |
94,67 |
2,94 |
2,85 |
94,59 |
2,89 |
DS1015 |
PL0000103602 |
106,84 |
106,96 |
2,98 |
2,93 |
106,90 |
2,96 |
OK0116 |
PL0000107587 |
92,95 |
93,07 |
3,02 |
2,97 |
93,01 |
3,00 |
PS0416 |
PL0000106340 |
104,88 |
105,04 |
3,08 |
3,02 |
104,96 |
3,05 |
IZ0816 |
PL0000103529 |
103,23 |
104,15 |
--- |
--- |
103,69 |
--- |
PS1016 |
PL0000106795 |
104,84 |
104,99 |
3,13 |
3,08 |
104,92 |
3,11 |
WZ0117 |
PL0000106936 |
99,73 |
99,89 |
--- |
--- |
99,81 |
--- |
PS0417 |
PL0000107058 |
105,06 |
105,23 |
3,27 |
3,22 |
105,15 |
3,24 |
DS1017 |
PL0000104543 |
107,11 |
107,34 |
3,40 |
3,34 |
107,23 |
3,37 |
WZ0118 |
PL0000104717 |
99,37 |
99,56 |
--- |
--- |
99,47 |
--- |
PS0418 |
PL0000107314 |
101,18 |
101,42 |
3,47 |
3,41 |
101,30 |
3,44 |
PS0718 |
PL0000107595 |
95,43 |
95,72 |
3,52 |
3,45 |
95,58 |
3,49 |
DS1019 |
PL0000105441 |
109,66 |
110,09 |
3,72 |
3,65 |
109,88 |
3,68 |
DS1020 |
PL0000106126 |
108,36 |
108,67 |
3,89 |
3,84 |
108,52 |
3,87 |
WZ0121 |
PL0000106068 |
98,12 |
98,34 |
--- |
--- |
98,23 |
--- |
DS1021 |
PL0000106670 |
111,67 |
112,04 |
4,04 |
3,99 |
111,86 |
4,02 |
WS0922 |
PL0000102646 |
111,95 |
112,35 |
4,14 |
4,10 |
112,15 |
4,12 |
IZ0823 |
PL0000105359 |
103,79 |
105,58 |
--- |
--- |
104,69 |
--- |
DS1023 |
PL0000107264 |
98,66 |
99,07 |
4,16 |
4,11 |
98,87 |
4,13 |
WZ0124 |
PL0000107454 |
96,86 |
97,13 |
--- |
--- |
97,00 |
--- |
WS0429 |
PL0000105391 |
113,59 |
116,56 |
4,52 |
4,27 |
115,08 |
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) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
1/4 |
3 |
2,150 |
2,150 |
2,150 |
20 |
DS1021 |
PL0000106670 |
1/4 |
3 |
2,170 |
2,170 |
2,170 |
40 |
PS1016 |
PL0000106795 |
1/4 |
3 |
2,150 |
2,150 |
2,150 |
110 |
DS1023 |
PL0000107264 |
1/4 |
3 |
2,150 |
2,200 |
2,171 |
215 |
PS0418 |
PL0000107314 |
1/4 |
3 |
2,100 |
2,100 |
2,100 |
60 |
OK0116 |
PL0000107587 |
1/4 |
3 |
2,100 |
2,100 |
2,100 |
120 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
30 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
10 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
100 |
DS1021 |
PL0000106670 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
30 |
OK0114 |
PL0000106712 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
30 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
145 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
80 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
150 |
OK0715 |
PL0000107405 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
15 |
WZ0117 |
PL0000106936 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
15 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
50 |
TOTAL |
1 220 |