2013-08-09 |
MARKET DATA |
No 153 (2187) |
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 |
692,50 |
723,99 |
51 |
1 610,00 |
1 690,10 |
13 |
2 302,50 |
2 414,08 |
64 |
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 |
100,45 |
100,47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,84 |
98,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,12 |
102,15 |
102,11 |
102,11 |
102,11 |
102,11 |
102,11 |
2 500 |
2,60 |
1 |
OK0714 |
PL0000107009 |
97,57 |
97,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,30 |
104,30 |
104,30 |
104,30 |
104,29 |
104,29 |
104,29 |
70 000 |
74,17 |
3 |
OK0715 |
PL0000107405 |
94,53 |
94,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,88 |
106,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
92,98 |
92,99 |
92,98 |
92,98 |
92,98 |
92,98 |
92,98 |
10 000 |
9,30 |
1 |
PS0416 |
PL0000106340 |
104,94 |
104,96 |
104,96 |
104,97 |
104,96 |
104,97 |
104,96 |
55 000 |
58,56 |
3 |
PS1016 |
PL0000106795 |
104,93 |
104,90 |
104,95 |
104,95 |
104,90 |
104,90 |
104,93 |
105 000 |
114,16 |
5 |
PS0417 |
PL0000107058 |
105,10 |
105,15 |
105,22 |
105,22 |
105,20 |
105,20 |
105,21 |
35 000 |
37,32 |
3 |
DS1017 |
PL0000104543 |
107,20 |
107,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,43 |
101,30 |
101,43 |
101,43 |
101,32 |
101,32 |
101,41 |
60 000 |
61,53 |
5 |
PS0718 |
PL0000107595 |
95,56 |
95,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
109,90 |
109,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,60 |
108,55 |
108,70 |
108,75 |
108,70 |
108,75 |
108,73 |
30 000 |
33,88 |
3 |
DS1021 |
PL0000106670 |
112,00 |
111,95 |
112,10 |
112,10 |
112,10 |
112,10 |
112,10 |
20 000 |
23,34 |
2 |
WS0922 |
PL0000102646 |
112,24 |
112,25 |
112,18 |
112,18 |
112,18 |
112,18 |
112,18 |
2 500 |
2,93 |
1 |
DS1023 |
PL0000107264 |
99,06 |
98,93 |
99,00 |
99,21 |
98,99 |
99,00 |
99,07 |
222 500 |
227,55 |
22 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
114,50 |
116,00 |
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 |
103,55 |
103,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,63 |
105,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,92 |
99,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,80 |
99,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,44 |
99,47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,45 |
99,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,20 |
98,23 |
98,18 |
98,19 |
98,18 |
98,19 |
98,18 |
80 000 |
78,66 |
2 |
WZ0124 |
PL0000107454 |
96,95 |
97,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
692 500 |
723,99 |
51 |
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 |
102,60 |
102,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
107,10 |
107,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,85 |
110,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
120,15 |
120,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
99,90 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
112,90 |
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 |
15 |
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 |
98,93 |
2,71 |
2,39 |
98,86 |
2,55 |
PS0414 |
PL0000105433 |
102,09 |
102,20 |
2,66 |
2,50 |
102,15 |
2,57 |
OK0714 |
PL0000107009 |
97,55 |
97,68 |
2,65 |
2,51 |
97,62 |
2,57 |
WZ0115 |
PL0000106480 |
99,89 |
100,02 |
--- |
--- |
99,96 |
--- |
PS0415 |
PL0000105953 |
104,23 |
104,37 |
2,90 |
2,82 |
104,30 |
2,86 |
OK0715 |
PL0000107405 |
94,52 |
94,67 |
2,94 |
2,85 |
94,60 |
2,89 |
DS1015 |
PL0000103602 |
106,86 |
107,01 |
2,97 |
2,90 |
106,94 |
2,94 |
OK0116 |
PL0000107587 |
92,95 |
93,08 |
3,03 |
2,97 |
93,02 |
2,99 |
PS0416 |
PL0000106340 |
104,86 |
105,04 |
3,09 |
3,02 |
104,95 |
3,05 |
IZ0816 |
PL0000103529 |
103,12 |
104,13 |
--- |
--- |
103,63 |
--- |
PS1016 |
PL0000106795 |
104,81 |
105,00 |
3,14 |
3,08 |
104,91 |
3,11 |
WZ0117 |
PL0000106936 |
99,75 |
99,92 |
--- |
--- |
99,84 |
--- |
PS0417 |
PL0000107058 |
105,01 |
105,19 |
3,28 |
3,23 |
105,10 |
3,26 |
DS1017 |
PL0000104543 |
107,07 |
107,33 |
3,41 |
3,34 |
107,20 |
3,38 |
WZ0118 |
PL0000104717 |
99,37 |
99,58 |
--- |
--- |
99,48 |
--- |
PS0418 |
PL0000107314 |
101,12 |
101,38 |
3,48 |
3,42 |
101,25 |
3,45 |
PS0718 |
PL0000107595 |
95,39 |
95,67 |
3,53 |
3,46 |
95,53 |
3,50 |
DS1019 |
PL0000105441 |
109,57 |
110,01 |
3,74 |
3,66 |
109,79 |
3,70 |
DS1020 |
PL0000106126 |
108,24 |
108,61 |
3,91 |
3,85 |
108,43 |
3,88 |
WZ0121 |
PL0000106068 |
98,10 |
98,42 |
--- |
--- |
98,26 |
--- |
DS1021 |
PL0000106670 |
111,56 |
111,98 |
4,06 |
4,00 |
111,77 |
4,03 |
WS0922 |
PL0000102646 |
111,87 |
112,30 |
4,15 |
4,10 |
112,09 |
4,13 |
IZ0823 |
PL0000105359 |
103,41 |
105,86 |
--- |
--- |
104,64 |
--- |
DS1023 |
PL0000107264 |
98,55 |
98,98 |
4,17 |
4,12 |
98,77 |
4,15 |
WZ0124 |
PL0000107454 |
96,80 |
97,16 |
--- |
--- |
96,98 |
--- |
WS0429 |
PL0000105391 |
112,83 |
117,16 |
4,58 |
4,23 |
115,00 |
4,40 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0114 |
PL0000106712 |
98,81 |
98,92 |
2,66 |
2,42 |
98,87 |
2,53 |
PS0414 |
PL0000105433 |
102,09 |
102,17 |
2,66 |
2,54 |
102,13 |
2,60 |
OK0714 |
PL0000107009 |
97,54 |
97,68 |
2,66 |
2,51 |
97,61 |
2,58 |
WZ0115 |
PL0000106480 |
99,87 |
100,02 |
--- |
--- |
99,95 |
--- |
PS0415 |
PL0000105953 |
104,24 |
104,35 |
2,90 |
2,83 |
104,30 |
2,86 |
OK0715 |
PL0000107405 |
94,48 |
94,67 |
2,96 |
2,85 |
94,58 |
2,90 |
DS1015 |
PL0000103602 |
106,81 |
107,00 |
2,99 |
2,91 |
106,91 |
2,95 |
OK0116 |
PL0000107587 |
92,93 |
93,04 |
3,04 |
2,99 |
92,99 |
3,01 |
PS0416 |
PL0000106340 |
104,89 |
105,03 |
3,07 |
3,02 |
104,96 |
3,05 |
IZ0816 |
PL0000103529 |
103,19 |
104,15 |
--- |
--- |
103,67 |
--- |
PS1016 |
PL0000106795 |
104,83 |
104,97 |
3,13 |
3,09 |
104,90 |
3,11 |
WZ0117 |
PL0000106936 |
99,74 |
99,91 |
--- |
--- |
99,83 |
--- |
PS0417 |
PL0000107058 |
104,97 |
105,20 |
3,29 |
3,23 |
105,09 |
3,26 |
DS1017 |
PL0000104543 |
107,08 |
107,34 |
3,41 |
3,34 |
107,21 |
3,37 |
WZ0118 |
PL0000104717 |
99,36 |
99,53 |
--- |
--- |
99,45 |
--- |
PS0418 |
PL0000107314 |
101,19 |
101,44 |
3,47 |
3,41 |
101,32 |
3,44 |
PS0718 |
PL0000107595 |
95,44 |
95,73 |
3,52 |
3,45 |
95,59 |
3,48 |
DS1019 |
PL0000105441 |
109,71 |
110,15 |
3,71 |
3,64 |
109,93 |
3,68 |
DS1020 |
PL0000106126 |
108,49 |
108,89 |
3,87 |
3,81 |
108,69 |
3,84 |
WZ0121 |
PL0000106068 |
98,12 |
98,37 |
--- |
--- |
98,25 |
--- |
DS1021 |
PL0000106670 |
111,77 |
112,20 |
4,03 |
3,97 |
111,99 |
4,00 |
WS0922 |
PL0000102646 |
112,13 |
112,46 |
4,12 |
4,08 |
112,30 |
4,10 |
IZ0823 |
PL0000105359 |
104,10 |
105,62 |
--- |
--- |
104,86 |
--- |
DS1023 |
PL0000107264 |
98,86 |
99,18 |
4,14 |
4,10 |
99,02 |
4,12 |
WZ0124 |
PL0000107454 |
96,83 |
97,19 |
--- |
--- |
97,01 |
--- |
WS0429 |
PL0000105391 |
113,44 |
116,88 |
4,53 |
4,25 |
115,16 |
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) |
(%) |
(%) |
(%) |
PS0416 |
PL0000106340 |
3/4 |
1 |
2,100 |
2,100 |
2,100 |
110 |
DS1021 |
PL0000106670 |
3/4 |
1 |
2,050 |
2,050 |
2,050 |
40 |
PS0417 |
PL0000107058 |
3/4 |
1 |
2,100 |
2,100 |
2,100 |
60 |
DS1023 |
PL0000107264 |
3/4 |
1 |
2,050 |
2,050 |
2,050 |
60 |
OK0116 |
PL0000107587 |
3/4 |
1 |
2,150 |
2,150 |
2,150 |
125 |
PS0416 |
PL0000106340 |
3/10 |
7 |
2,150 |
2,150 |
2,150 |
180 |
OK0714 |
PL0000107009 |
3/10 |
7 |
2,100 |
2,100 |
2,100 |
20 |
DS1021 |
PL0000106670 |
4/11 |
7 |
2,100 |
2,100 |
2,100 |
15 |
TOTAL |
610 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
3/4 |
1 |
2,470 |
2,470 |
2,470 |
1 000 |
TOTAL |
1 000 |