2013-08-14 |
MARKET DATA |
No 156 (2190) |
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 |
645,00 |
709,21 |
52 |
2 005,00 |
2 077,69 |
7 |
2 650,00 |
2 786,90 |
59 |
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 |
100,42 |
100,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,88 |
98,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,07 |
102,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,58 |
97,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,15 |
104,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
94,48 |
94,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,70 |
106,60 |
106,60 |
106,60 |
106,58 |
106,58 |
106,59 |
120 000 |
134,05 |
7 |
OK0116 |
PL0000107587 |
92,85 |
92,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,75 |
104,69 |
104,75 |
104,75 |
104,57 |
104,57 |
104,66 |
60 000 |
63,75 |
4 |
PS1016 |
PL0000106795 |
104,63 |
104,40 |
104,66 |
104,66 |
104,37 |
104,37 |
104,61 |
70 000 |
75,94 |
4 |
PS0417 |
PL0000107058 |
104,75 |
104,61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,80 |
106,61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
100,80 |
100,51 |
100,65 |
100,65 |
100,51 |
100,54 |
100,56 |
80 000 |
81,40 |
8 |
PS0718 |
PL0000107595 |
95,10 |
94,78 |
94,90 |
94,90 |
94,90 |
94,90 |
94,90 |
10 000 |
9,51 |
1 |
DS1019 |
PL0000105441 |
109,20 |
109,00 |
108,80 |
108,80 |
108,80 |
108,80 |
108,80 |
20 000 |
22,66 |
1 |
DS1020 |
PL0000106126 |
107,85 |
107,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,30 |
110,95 |
111,36 |
111,39 |
111,00 |
111,03 |
111,31 |
150 000 |
174,01 |
15 |
WS0922 |
PL0000102646 |
111,60 |
111,30 |
111,43 |
111,62 |
111,20 |
111,20 |
111,53 |
67 500 |
78,79 |
5 |
DS1023 |
PL0000107264 |
98,21 |
97,80 |
98,15 |
98,15 |
97,65 |
97,80 |
97,84 |
55 000 |
55,61 |
5 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
113,55 |
114,01 |
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 |
103,83 |
103,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,42 |
104,80 |
104,42 |
104,42 |
104,42 |
104,42 |
104,42 |
5 000 |
6,20 |
1 |
WZ0115 |
PL0000106480 |
99,90 |
99,96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,82 |
99,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,40 |
99,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,37 |
99,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,24 |
98,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,01 |
97,01 |
97,01 |
97,01 |
97,01 |
97,01 |
97,01 |
7 500 |
7,29 |
1 |
TOTAL |
645 000 |
709,21 |
52 |
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 |
102,50 |
102,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
106,80 |
107,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,60 |
110,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
120,00 |
120,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
99,45 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
112,35 |
113,35 |
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 |
9 |
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 |
2,76 |
2,46 |
98,88 |
2,60 |
PS0414 |
PL0000105433 |
102,02 |
102,13 |
2,69 |
2,53 |
102,08 |
2,60 |
OK0714 |
PL0000107009 |
97,56 |
97,70 |
2,68 |
2,53 |
97,63 |
2,61 |
WZ0115 |
PL0000106480 |
99,85 |
100,00 |
--- |
--- |
99,93 |
--- |
PS0415 |
PL0000105953 |
104,11 |
104,24 |
2,95 |
2,87 |
104,18 |
2,91 |
OK0715 |
PL0000107405 |
94,43 |
94,57 |
3,01 |
2,93 |
94,50 |
2,97 |
DS1015 |
PL0000103602 |
106,63 |
106,81 |
3,05 |
2,97 |
106,72 |
3,01 |
OK0116 |
PL0000107587 |
92,80 |
92,93 |
3,12 |
3,06 |
92,87 |
3,08 |
PS0416 |
PL0000106340 |
104,72 |
104,93 |
3,13 |
3,05 |
104,83 |
3,09 |
IZ0816 |
PL0000103529 |
103,16 |
103,93 |
--- |
--- |
103,55 |
--- |
PS1016 |
PL0000106795 |
104,57 |
104,70 |
3,21 |
3,17 |
104,64 |
3,19 |
WZ0117 |
PL0000106936 |
99,68 |
99,95 |
--- |
--- |
99,82 |
--- |
PS0417 |
PL0000107058 |
104,61 |
104,87 |
3,39 |
3,32 |
104,74 |
3,35 |
DS1017 |
PL0000104543 |
106,72 |
106,95 |
3,49 |
3,43 |
106,84 |
3,46 |
WZ0118 |
PL0000104717 |
99,24 |
99,50 |
--- |
--- |
99,37 |
--- |
PS0418 |
PL0000107314 |
100,62 |
100,91 |
3,60 |
3,53 |
100,77 |
3,56 |
PS0718 |
PL0000107595 |
94,92 |
95,19 |
3,64 |
3,58 |
95,06 |
3,61 |
DS1019 |
PL0000105441 |
108,97 |
109,39 |
3,84 |
3,76 |
109,18 |
3,80 |
DS1020 |
PL0000106126 |
107,55 |
107,93 |
4,01 |
3,95 |
107,74 |
3,98 |
WZ0121 |
PL0000106068 |
98,12 |
98,37 |
--- |
--- |
98,25 |
--- |
DS1021 |
PL0000106670 |
110,76 |
111,17 |
4,17 |
4,11 |
110,97 |
4,14 |
WS0922 |
PL0000102646 |
111,14 |
111,50 |
4,24 |
4,20 |
111,32 |
4,22 |
IZ0823 |
PL0000105359 |
103,41 |
105,42 |
--- |
--- |
104,42 |
--- |
DS1023 |
PL0000107264 |
97,82 |
98,21 |
4,26 |
4,22 |
98,02 |
4,24 |
WZ0124 |
PL0000107454 |
96,82 |
97,19 |
--- |
--- |
97,01 |
--- |
WS0429 |
PL0000105391 |
112,95 |
116,03 |
4,57 |
4,32 |
114,49 |
4,44 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0114 |
PL0000106712 |
98,84 |
98,94 |
2,69 |
2,46 |
98,89 |
2,58 |
PS0414 |
PL0000105433 |
102,02 |
102,12 |
2,69 |
2,54 |
102,07 |
2,61 |
OK0714 |
PL0000107009 |
97,51 |
97,67 |
2,74 |
2,56 |
97,59 |
2,65 |
WZ0115 |
PL0000106480 |
99,87 |
100,01 |
--- |
--- |
99,94 |
--- |
PS0415 |
PL0000105953 |
103,96 |
104,08 |
3,04 |
2,97 |
104,02 |
3,00 |
OK0715 |
PL0000107405 |
94,30 |
94,46 |
3,09 |
2,99 |
94,38 |
3,04 |
DS1015 |
PL0000103602 |
106,46 |
106,63 |
3,13 |
3,05 |
106,55 |
3,09 |
OK0116 |
PL0000107587 |
92,63 |
92,84 |
3,19 |
3,10 |
92,74 |
3,14 |
PS0416 |
PL0000106340 |
104,49 |
104,75 |
3,22 |
3,12 |
104,62 |
3,17 |
IZ0816 |
PL0000103529 |
103,35 |
104,07 |
--- |
--- |
103,71 |
--- |
PS1016 |
PL0000106795 |
104,26 |
104,45 |
3,31 |
3,25 |
104,36 |
3,28 |
WZ0117 |
PL0000106936 |
99,76 |
99,95 |
--- |
--- |
99,86 |
--- |
PS0417 |
PL0000107058 |
104,41 |
104,69 |
3,45 |
3,37 |
104,55 |
3,41 |
DS1017 |
PL0000104543 |
106,36 |
106,66 |
3,58 |
3,50 |
106,51 |
3,54 |
WZ0118 |
PL0000104717 |
99,27 |
99,49 |
--- |
--- |
99,38 |
--- |
PS0418 |
PL0000107314 |
100,33 |
100,62 |
3,67 |
3,60 |
100,48 |
3,63 |
PS0718 |
PL0000107595 |
94,59 |
94,89 |
3,72 |
3,65 |
94,74 |
3,68 |
DS1019 |
PL0000105441 |
108,67 |
109,12 |
3,89 |
3,81 |
108,90 |
3,85 |
DS1020 |
PL0000106126 |
107,39 |
107,81 |
4,04 |
3,97 |
107,60 |
4,01 |
WZ0121 |
PL0000106068 |
98,17 |
98,37 |
--- |
--- |
98,27 |
--- |
DS1021 |
PL0000106670 |
110,69 |
111,11 |
4,18 |
4,12 |
110,90 |
4,15 |
WS0922 |
PL0000102646 |
111,05 |
111,45 |
4,26 |
4,20 |
111,25 |
4,23 |
IZ0823 |
PL0000105359 |
103,75 |
105,41 |
--- |
--- |
104,58 |
--- |
DS1023 |
PL0000107264 |
97,57 |
97,97 |
4,30 |
4,25 |
97,77 |
4,27 |
WZ0124 |
PL0000107454 |
96,93 |
97,14 |
--- |
--- |
97,04 |
--- |
WS0429 |
PL0000105391 |
112,82 |
117,55 |
4,58 |
4,19 |
115,19 |
4,38 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
5/6 |
1 |
2,100 |
2,100 |
2,100 |
40 |
DS1017 |
PL0000104543 |
2/5 |
3 |
2,100 |
2,100 |
2,100 |
140 |
PS0418 |
PL0000107314 |
2/6 |
4 |
2,150 |
2,150 |
2,150 |
305 |
PS0418 |
PL0000107314 |
2/9 |
7 |
2,100 |
2,100 |
2,100 |
300 |
TOTAL |
785 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
2/5 |
3 |
2,430 |
2,450 |
2,442 |
1 220 |
TOTAL |
1 220 |