2013-08-16 |
MARKET DATA |
No 157 (2191) |
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 |
515,00 |
536,76 |
37 |
615,00 |
660,13 |
6 |
1 130,00 |
1 196,89 |
43 |
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 |
100,41 |
100,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,87 |
98,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,03 |
102,07 |
102,03 |
102,03 |
102,03 |
102,03 |
102,03 |
50 000 |
51,94 |
1 |
OK0714 |
PL0000107009 |
97,53 |
97,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,97 |
104,03 |
104,03 |
104,03 |
104,03 |
104,03 |
104,03 |
25 000 |
26,45 |
1 |
OK0715 |
PL0000107405 |
94,32 |
94,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,41 |
106,50 |
106,36 |
106,36 |
106,36 |
106,36 |
106,36 |
10 000 |
11,15 |
1 |
OK0116 |
PL0000107587 |
92,67 |
92,67 |
92,67 |
92,67 |
92,65 |
92,65 |
92,65 |
25 000 |
23,16 |
3 |
PS0416 |
PL0000106340 |
104,55 |
104,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,17 |
104,25 |
104,15 |
104,15 |
104,15 |
104,15 |
104,15 |
5 000 |
5,40 |
1 |
PS0417 |
PL0000107058 |
104,30 |
104,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,30 |
106,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
100,30 |
100,26 |
100,30 |
100,35 |
100,30 |
100,30 |
100,33 |
75 000 |
76,15 |
8 |
PS0718 |
PL0000107595 |
94,53 |
94,58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,53 |
108,71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,36 |
107,20 |
107,15 |
107,40 |
107,15 |
107,40 |
107,33 |
145 000 |
161,87 |
14 |
DS1021 |
PL0000106670 |
110,50 |
110,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,85 |
110,79 |
111,01 |
111,01 |
111,01 |
111,01 |
111,01 |
10 000 |
11,62 |
1 |
DS1023 |
PL0000107264 |
97,37 |
97,25 |
97,40 |
97,45 |
97,35 |
97,35 |
97,39 |
35 000 |
35,23 |
3 |
WS0428 |
PL0000107611 |
79,47 |
80,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
111,00 |
113,59 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
103,00 |
117,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,70 |
104,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,64 |
105,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,90 |
99,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,80 |
99,87 |
99,80 |
99,80 |
99,79 |
99,79 |
99,79 |
60 000 |
59,99 |
2 |
WZ0118 |
PL0000104717 |
99,32 |
99,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,49 |
99,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,23 |
98,24 |
98,22 |
98,22 |
98,21 |
98,21 |
98,21 |
75 000 |
73,80 |
2 |
WZ0124 |
PL0000107454 |
97,02 |
97,03 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
515 000 |
536,76 |
37 |
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 |
102,51 |
102,63 |
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 |
109,45 |
110,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,50 |
120,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
99,10 |
100,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
112,00 |
114,00 |
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 |
8 |
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 |
98,83 |
98,97 |
2,73 |
2,40 |
98,90 |
2,57 |
PS0414 |
PL0000105433 |
102,00 |
102,11 |
2,70 |
2,54 |
102,06 |
2,62 |
OK0714 |
PL0000107009 |
97,51 |
97,70 |
2,75 |
2,53 |
97,61 |
2,64 |
WZ0115 |
PL0000106480 |
99,85 |
100,00 |
--- |
--- |
99,93 |
--- |
PS0415 |
PL0000105953 |
103,89 |
104,04 |
3,08 |
2,99 |
103,97 |
3,03 |
OK0715 |
PL0000107405 |
94,27 |
94,43 |
3,11 |
3,02 |
94,35 |
3,06 |
DS1015 |
PL0000103602 |
106,38 |
106,57 |
3,17 |
3,08 |
106,48 |
3,12 |
OK0116 |
PL0000107587 |
92,56 |
92,77 |
3,23 |
3,13 |
92,67 |
3,18 |
PS0416 |
PL0000106340 |
104,39 |
104,66 |
3,25 |
3,15 |
104,53 |
3,20 |
IZ0816 |
PL0000103529 |
103,42 |
104,21 |
--- |
--- |
103,82 |
--- |
PS1016 |
PL0000106795 |
104,07 |
104,34 |
3,37 |
3,28 |
104,21 |
3,33 |
WZ0117 |
PL0000106936 |
99,74 |
99,93 |
--- |
--- |
99,84 |
--- |
PS0417 |
PL0000107058 |
104,20 |
104,47 |
3,51 |
3,43 |
104,34 |
3,47 |
DS1017 |
PL0000104543 |
106,10 |
106,38 |
3,64 |
3,57 |
106,24 |
3,61 |
WZ0118 |
PL0000104717 |
99,27 |
99,50 |
--- |
--- |
99,39 |
--- |
PS0418 |
PL0000107314 |
100,07 |
100,33 |
3,73 |
3,67 |
100,20 |
3,70 |
PS0718 |
PL0000107595 |
94,34 |
94,61 |
3,78 |
3,71 |
94,48 |
3,74 |
DS1019 |
PL0000105441 |
108,32 |
108,74 |
3,95 |
3,88 |
108,53 |
3,91 |
DS1020 |
PL0000106126 |
106,89 |
107,28 |
4,12 |
4,06 |
107,09 |
4,09 |
WZ0121 |
PL0000106068 |
98,13 |
98,31 |
--- |
--- |
98,22 |
--- |
DS1021 |
PL0000106670 |
110,21 |
110,62 |
4,24 |
4,18 |
110,42 |
4,21 |
WS0922 |
PL0000102646 |
110,53 |
110,95 |
4,32 |
4,27 |
110,74 |
4,29 |
IZ0823 |
PL0000105359 |
103,94 |
105,39 |
--- |
--- |
104,67 |
--- |
DS1023 |
PL0000107264 |
97,13 |
97,54 |
4,35 |
4,30 |
97,34 |
4,32 |
WZ0124 |
PL0000107454 |
96,87 |
97,11 |
--- |
--- |
96,99 |
--- |
WS0429 |
PL0000105391 |
110,04 |
115,69 |
4,82 |
4,34 |
112,87 |
4,58 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0114 |
PL0000106712 |
98,85 |
98,96 |
2,69 |
2,43 |
98,91 |
2,55 |
PS0414 |
PL0000105433 |
101,99 |
102,13 |
2,72 |
2,52 |
102,06 |
2,62 |
OK0714 |
PL0000107009 |
97,52 |
97,72 |
2,74 |
2,51 |
97,62 |
2,63 |
WZ0115 |
PL0000106480 |
99,84 |
100,00 |
--- |
--- |
99,92 |
--- |
PS0415 |
PL0000105953 |
103,95 |
104,07 |
3,04 |
2,97 |
104,01 |
3,00 |
OK0715 |
PL0000107405 |
94,28 |
94,45 |
3,10 |
3,00 |
94,37 |
3,05 |
DS1015 |
PL0000103602 |
106,34 |
106,52 |
3,18 |
3,10 |
106,43 |
3,14 |
OK0116 |
PL0000107587 |
92,58 |
92,75 |
3,22 |
3,14 |
92,67 |
3,18 |
PS0416 |
PL0000106340 |
104,42 |
104,64 |
3,24 |
3,16 |
104,53 |
3,20 |
IZ0816 |
PL0000103529 |
103,46 |
104,33 |
--- |
--- |
103,90 |
--- |
PS1016 |
PL0000106795 |
104,14 |
104,34 |
3,35 |
3,28 |
104,24 |
3,32 |
WZ0117 |
PL0000106936 |
99,71 |
99,93 |
--- |
--- |
99,82 |
--- |
PS0417 |
PL0000107058 |
104,21 |
104,51 |
3,50 |
3,42 |
104,36 |
3,46 |
DS1017 |
PL0000104543 |
106,20 |
106,46 |
3,62 |
3,55 |
106,33 |
3,59 |
WZ0118 |
PL0000104717 |
99,27 |
99,50 |
--- |
--- |
99,39 |
--- |
PS0418 |
PL0000107314 |
100,13 |
100,33 |
3,71 |
3,67 |
100,23 |
3,69 |
PS0718 |
PL0000107595 |
94,43 |
94,70 |
3,76 |
3,69 |
94,57 |
3,72 |
DS1019 |
PL0000105441 |
108,37 |
108,77 |
3,94 |
3,87 |
108,57 |
3,91 |
DS1020 |
PL0000106126 |
107,15 |
107,46 |
4,08 |
4,03 |
107,31 |
4,05 |
WZ0121 |
PL0000106068 |
98,14 |
98,38 |
--- |
--- |
98,26 |
--- |
DS1021 |
PL0000106670 |
110,26 |
110,68 |
4,23 |
4,18 |
110,47 |
4,21 |
WS0922 |
PL0000102646 |
110,45 |
110,87 |
4,33 |
4,28 |
110,66 |
4,30 |
IZ0823 |
PL0000105359 |
104,19 |
105,58 |
--- |
--- |
104,89 |
--- |
DS1023 |
PL0000107264 |
97,05 |
97,35 |
4,36 |
4,32 |
97,20 |
4,34 |
WZ0124 |
PL0000107454 |
96,94 |
97,18 |
--- |
--- |
97,06 |
--- |
WS0429 |
PL0000105391 |
110,51 |
114,51 |
4,78 |
4,44 |
112,51 |
4,61 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
3/4 |
1 |
2,100 |
2,100 |
2,100 |
5 |
OK0114 |
PL0000106712 |
3/4 |
1 |
2,050 |
2,050 |
2,050 |
20 |
PS0418 |
PL0000107314 |
3/4 |
1 |
2,150 |
2,150 |
2,150 |
30 |
DS1019 |
PL0000105441 |
3/10 |
7 |
2,150 |
2,150 |
2,150 |
270 |
DS1020 |
PL0000106126 |
3/10 |
7 |
2,150 |
2,150 |
2,150 |
50 |
PS0418 |
PL0000107314 |
4/11 |
7 |
2,150 |
2,150 |
2,150 |
240 |
TOTAL |
615 |