2013-08-13 |
MARKET DATA |
No 155 (2189) |
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 |
1 277,50 |
1 307,21 |
82 |
980,00 |
1 069,34 |
9 |
2 257,50 |
2 376,55 |
91 |
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 |
100,44 |
100,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,84 |
98,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,09 |
102,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,57 |
97,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,21 |
104,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
94,50 |
94,53 |
94,50 |
94,50 |
94,50 |
94,50 |
94,50 |
65 000 |
61,43 |
2 |
DS1015 |
PL0000103602 |
106,77 |
106,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
92,93 |
92,93 |
92,93 |
92,93 |
92,91 |
92,91 |
92,92 |
90 000 |
83,63 |
5 |
PS0416 |
PL0000106340 |
104,85 |
104,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,80 |
104,74 |
104,75 |
104,75 |
104,70 |
104,70 |
104,74 |
95 000 |
103,15 |
5 |
PS0417 |
PL0000107058 |
104,86 |
104,91 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,00 |
107,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,05 |
100,92 |
101,00 |
101,00 |
100,83 |
100,83 |
100,92 |
115 000 |
117,39 |
11 |
PS0718 |
PL0000107595 |
95,25 |
95,18 |
95,20 |
95,20 |
95,20 |
95,20 |
95,20 |
10 000 |
9,54 |
1 |
DS1019 |
PL0000105441 |
109,55 |
109,52 |
109,55 |
109,55 |
109,38 |
109,38 |
109,42 |
30 000 |
34,16 |
4 |
DS1020 |
PL0000106126 |
108,19 |
108,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,58 |
111,34 |
111,55 |
111,55 |
111,16 |
111,16 |
111,46 |
50 000 |
58,06 |
5 |
WS0922 |
PL0000102646 |
111,85 |
111,65 |
111,75 |
111,75 |
111,54 |
111,54 |
111,66 |
110 000 |
128,49 |
11 |
DS1023 |
PL0000107264 |
98,68 |
98,30 |
98,60 |
98,68 |
98,17 |
98,17 |
98,39 |
247 500 |
251,52 |
23 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
114,40 |
114,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,55 |
103,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,50 |
104,74 |
104,74 |
104,74 |
104,74 |
104,74 |
104,74 |
10 000 |
12,44 |
1 |
WZ0115 |
PL0000106480 |
99,93 |
99,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,83 |
99,90 |
99,82 |
99,82 |
99,80 |
99,80 |
99,81 |
15 000 |
15,00 |
2 |
WZ0118 |
PL0000104717 |
99,40 |
99,47 |
99,40 |
99,40 |
99,35 |
99,38 |
99,38 |
105 000 |
104,52 |
6 |
WZ0119 |
PL0000107603 |
99,45 |
99,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,27 |
98,32 |
98,25 |
98,25 |
98,25 |
98,25 |
98,25 |
195 000 |
191,90 |
4 |
WZ0124 |
PL0000107454 |
97,05 |
97,05 |
97,05 |
97,05 |
96,85 |
96,85 |
96,98 |
140 000 |
136,00 |
2 |
TOTAL |
1 277 500 |
1 307,21 |
82 |
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 |
102,55 |
102,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
107,00 |
107,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,80 |
110,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
120,00 |
120,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
99,50 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
112,75 |
113,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
111,30 |
112,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
115,00 |
116,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
109,00 |
110,00 |
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 |
12 |
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 |
98,81 |
98,94 |
2,71 |
2,41 |
98,88 |
2,55 |
PS0414 |
PL0000105433 |
102,06 |
102,15 |
2,66 |
2,54 |
102,11 |
2,59 |
OK0714 |
PL0000107009 |
97,55 |
97,69 |
2,67 |
2,52 |
97,62 |
2,59 |
WZ0115 |
PL0000106480 |
99,87 |
100,02 |
--- |
--- |
99,95 |
--- |
PS0415 |
PL0000105953 |
104,18 |
104,29 |
2,92 |
2,85 |
104,24 |
2,88 |
OK0715 |
PL0000107405 |
94,48 |
94,62 |
2,97 |
2,89 |
94,55 |
2,93 |
DS1015 |
PL0000103602 |
106,75 |
106,92 |
3,01 |
2,93 |
106,84 |
2,97 |
OK0116 |
PL0000107587 |
92,87 |
93,05 |
3,07 |
2,99 |
92,96 |
3,03 |
PS0416 |
PL0000106340 |
104,82 |
104,99 |
3,10 |
3,03 |
104,91 |
3,06 |
IZ0816 |
PL0000103529 |
103,21 |
104,04 |
--- |
--- |
103,63 |
--- |
PS1016 |
PL0000106795 |
104,73 |
104,91 |
3,16 |
3,10 |
104,82 |
3,13 |
WZ0117 |
PL0000106936 |
99,74 |
99,95 |
--- |
--- |
99,85 |
--- |
PS0417 |
PL0000107058 |
104,81 |
105,06 |
3,34 |
3,26 |
104,94 |
3,30 |
DS1017 |
PL0000104543 |
106,96 |
107,16 |
3,43 |
3,38 |
107,06 |
3,41 |
WZ0118 |
PL0000104717 |
99,30 |
99,55 |
--- |
--- |
99,43 |
--- |
PS0418 |
PL0000107314 |
100,96 |
101,20 |
3,52 |
3,46 |
101,08 |
3,49 |
PS0718 |
PL0000107595 |
95,19 |
95,48 |
3,58 |
3,51 |
95,34 |
3,54 |
DS1019 |
PL0000105441 |
109,43 |
109,85 |
3,76 |
3,69 |
109,64 |
3,72 |
DS1020 |
PL0000106126 |
108,05 |
108,46 |
3,94 |
3,87 |
108,26 |
3,90 |
WZ0121 |
PL0000106068 |
98,13 |
98,41 |
--- |
--- |
98,27 |
--- |
DS1021 |
PL0000106670 |
111,39 |
111,77 |
4,08 |
4,03 |
111,58 |
4,05 |
WS0922 |
PL0000102646 |
111,68 |
112,09 |
4,18 |
4,13 |
111,89 |
4,15 |
IZ0823 |
PL0000105359 |
103,76 |
105,17 |
--- |
--- |
104,47 |
--- |
DS1023 |
PL0000107264 |
98,46 |
98,78 |
4,18 |
4,15 |
98,62 |
4,17 |
WZ0124 |
PL0000107454 |
96,82 |
97,19 |
--- |
--- |
97,01 |
--- |
WS0429 |
PL0000105391 |
113,43 |
115,25 |
4,53 |
4,38 |
114,34 |
4,45 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0114 |
PL0000106712 |
98,82 |
98,93 |
2,69 |
2,44 |
98,88 |
2,55 |
PS0414 |
PL0000105433 |
102,06 |
102,14 |
2,66 |
2,55 |
102,10 |
2,61 |
OK0714 |
PL0000107009 |
97,55 |
97,69 |
2,67 |
2,52 |
97,62 |
2,59 |
WZ0115 |
PL0000106480 |
99,87 |
100,02 |
--- |
--- |
99,95 |
--- |
PS0415 |
PL0000105953 |
104,15 |
104,26 |
2,94 |
2,87 |
104,21 |
2,90 |
OK0715 |
PL0000107405 |
94,46 |
94,57 |
2,98 |
2,92 |
94,52 |
2,95 |
DS1015 |
PL0000103602 |
106,69 |
106,87 |
3,04 |
2,96 |
106,78 |
3,00 |
OK0116 |
PL0000107587 |
92,86 |
92,98 |
3,08 |
3,02 |
92,92 |
3,05 |
PS0416 |
PL0000106340 |
104,77 |
104,94 |
3,11 |
3,05 |
104,86 |
3,08 |
IZ0816 |
PL0000103529 |
103,29 |
103,94 |
--- |
--- |
103,62 |
--- |
PS1016 |
PL0000106795 |
104,66 |
104,78 |
3,18 |
3,15 |
104,72 |
3,17 |
WZ0117 |
PL0000106936 |
99,71 |
99,97 |
--- |
--- |
99,84 |
--- |
PS0417 |
PL0000107058 |
104,77 |
105,01 |
3,35 |
3,28 |
104,89 |
3,31 |
DS1017 |
PL0000104543 |
106,86 |
107,12 |
3,46 |
3,39 |
106,99 |
3,43 |
WZ0118 |
PL0000104717 |
99,26 |
99,54 |
--- |
--- |
99,40 |
--- |
PS0418 |
PL0000107314 |
100,78 |
100,95 |
3,56 |
3,52 |
100,87 |
3,54 |
PS0718 |
PL0000107595 |
95,15 |
95,35 |
3,59 |
3,54 |
95,25 |
3,56 |
DS1019 |
PL0000105441 |
109,26 |
109,63 |
3,79 |
3,73 |
109,45 |
3,76 |
DS1020 |
PL0000106126 |
107,86 |
108,26 |
3,97 |
3,90 |
108,06 |
3,94 |
WZ0121 |
PL0000106068 |
98,14 |
98,42 |
--- |
--- |
98,28 |
--- |
DS1021 |
PL0000106670 |
111,12 |
111,53 |
4,12 |
4,06 |
111,33 |
4,09 |
WS0922 |
PL0000102646 |
111,49 |
111,85 |
4,20 |
4,16 |
111,67 |
4,18 |
IZ0823 |
PL0000105359 |
103,92 |
105,32 |
--- |
--- |
104,62 |
--- |
DS1023 |
PL0000107264 |
98,18 |
98,56 |
4,22 |
4,17 |
98,37 |
4,20 |
WZ0124 |
PL0000107454 |
96,91 |
97,26 |
--- |
--- |
97,09 |
--- |
WS0429 |
PL0000105391 |
113,73 |
115,23 |
4,50 |
4,38 |
114,48 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/3 |
2 |
2,000 |
2,000 |
2,000 |
20 |
DS1017 |
PL0000104543 |
1/3 |
2 |
2,100 |
2,100 |
2,100 |
50 |
DS1021 |
PL0000106670 |
1/3 |
2 |
2,100 |
2,100 |
2,100 |
35 |
DS1021 |
PL0000106670 |
3/6 |
3 |
2,100 |
2,100 |
2,100 |
50 |
OK0715 |
PL0000107405 |
3/6 |
3 |
2,100 |
2,100 |
2,100 |
15 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,100 |
2,100 |
2,100 |
170 |
TOTAL |
340 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
2,400 |
2,400 |
2,400 |
140 |
GCZ |
G.C. Poland |
1/3 |
2 |
2,450 |
2,450 |
2,450 |
500 |
TOTAL |
640 |