2013-08-19 |
MARKET DATA |
No 158 (2192) |
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 |
2 012,50 |
2 092,81 |
138 |
1 400,00 |
1 453,76 |
12 |
3 412,50 |
3 546,57 |
150 |
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 |
100,40 |
100,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,88 |
98,94 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,01 |
102,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,54 |
97,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,97 |
104,03 |
103,97 |
103,97 |
103,95 |
103,95 |
103,96 |
100 000 |
105,74 |
5 |
OK0715 |
PL0000107405 |
94,33 |
94,27 |
94,31 |
94,31 |
94,27 |
94,30 |
94,30 |
220 000 |
207,46 |
7 |
DS1015 |
PL0000103602 |
106,37 |
106,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
92,63 |
92,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,43 |
104,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,22 |
104,16 |
104,22 |
104,22 |
104,14 |
104,14 |
104,20 |
25 000 |
27,03 |
3 |
PS0417 |
PL0000107058 |
104,25 |
104,24 |
104,25 |
104,25 |
104,24 |
104,24 |
104,24 |
55 000 |
58,18 |
4 |
DS1017 |
PL0000104543 |
106,15 |
106,11 |
106,01 |
106,01 |
105,98 |
105,98 |
105,99 |
40 000 |
44,12 |
3 |
PS0418 |
PL0000107314 |
100,16 |
99,87 |
100,16 |
100,16 |
99,98 |
99,98 |
100,08 |
505 000 |
511,55 |
27 |
PS0718 |
PL0000107595 |
94,38 |
94,20 |
94,23 |
94,23 |
94,15 |
94,15 |
94,20 |
55 000 |
51,91 |
4 |
DS1019 |
PL0000105441 |
108,35 |
107,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,03 |
106,53 |
107,00 |
107,00 |
106,68 |
106,68 |
106,78 |
50 000 |
55,55 |
5 |
DS1021 |
PL0000106670 |
110,21 |
109,57 |
109,97 |
109,97 |
109,67 |
109,67 |
109,84 |
110 000 |
126,03 |
10 |
WS0922 |
PL0000102646 |
110,44 |
109,62 |
110,32 |
110,32 |
109,50 |
109,50 |
109,85 |
210 000 |
241,66 |
17 |
DS1023 |
PL0000107264 |
97,02 |
96,30 |
97,07 |
97,07 |
96,35 |
96,35 |
96,66 |
400 000 |
399,79 |
39 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
112,15 |
111,42 |
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 |
103,87 |
103,90 |
103,76 |
103,80 |
103,76 |
103,80 |
103,79 |
47 500 |
64,94 |
3 |
IZ0823 |
PL0000105359 |
104,90 |
104,64 |
104,90 |
104,90 |
104,64 |
104,64 |
104,76 |
25 000 |
31,12 |
4 |
WZ0115 |
PL0000106480 |
99,92 |
99,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,80 |
99,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,40 |
99,43 |
99,43 |
99,46 |
99,43 |
99,46 |
99,45 |
100 000 |
99,65 |
4 |
WZ0119 |
PL0000107603 |
99,46 |
99,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,25 |
98,27 |
98,25 |
98,25 |
98,25 |
98,25 |
98,25 |
10 000 |
9,84 |
1 |
WZ0124 |
PL0000107454 |
97,02 |
97,07 |
97,02 |
97,02 |
96,86 |
96,86 |
96,89 |
60 000 |
58,25 |
2 |
TOTAL |
2 012 500 |
2 092,81 |
138 |
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 |
102,45 |
102,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
106,70 |
107,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,30 |
110,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,25 |
120,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
99,00 |
99,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
111,75 |
113,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
110,30 |
111,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
114,25 |
115,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
108,00 |
109,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
101,90 |
102,28 |
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 |
7 |
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 |
98,84 |
98,98 |
2,73 |
2,40 |
98,91 |
2,56 |
PS0414 |
PL0000105433 |
101,98 |
102,08 |
2,72 |
2,57 |
102,03 |
2,65 |
OK0714 |
PL0000107009 |
97,52 |
97,65 |
2,75 |
2,60 |
97,59 |
2,67 |
WZ0115 |
PL0000106480 |
99,82 |
100,01 |
--- |
--- |
99,92 |
--- |
PS0415 |
PL0000105953 |
103,92 |
104,07 |
3,06 |
2,97 |
104,00 |
3,01 |
OK0715 |
PL0000107405 |
94,29 |
94,43 |
3,10 |
3,02 |
94,36 |
3,06 |
DS1015 |
PL0000103602 |
106,34 |
106,51 |
3,18 |
3,10 |
106,43 |
3,14 |
OK0116 |
PL0000107587 |
92,52 |
92,71 |
3,25 |
3,16 |
92,62 |
3,21 |
PS0416 |
PL0000106340 |
104,39 |
104,56 |
3,25 |
3,19 |
104,48 |
3,22 |
IZ0816 |
PL0000103529 |
103,52 |
104,35 |
--- |
--- |
103,94 |
--- |
PS1016 |
PL0000106795 |
104,09 |
104,28 |
3,36 |
3,30 |
104,19 |
3,33 |
WZ0117 |
PL0000106936 |
99,72 |
99,93 |
--- |
--- |
99,83 |
--- |
PS0417 |
PL0000107058 |
104,17 |
104,41 |
3,51 |
3,44 |
104,29 |
3,48 |
DS1017 |
PL0000104543 |
106,12 |
106,33 |
3,64 |
3,59 |
106,23 |
3,61 |
WZ0118 |
PL0000104717 |
99,28 |
99,54 |
--- |
--- |
99,41 |
--- |
PS0418 |
PL0000107314 |
100,02 |
100,27 |
3,74 |
3,68 |
100,15 |
3,71 |
PS0718 |
PL0000107595 |
94,28 |
94,57 |
3,79 |
3,72 |
94,43 |
3,76 |
DS1019 |
PL0000105441 |
108,23 |
108,64 |
3,97 |
3,89 |
108,44 |
3,93 |
DS1020 |
PL0000106126 |
106,95 |
107,33 |
4,11 |
4,05 |
107,14 |
4,08 |
WZ0121 |
PL0000106068 |
98,12 |
98,36 |
--- |
--- |
98,24 |
--- |
DS1021 |
PL0000106670 |
110,07 |
110,50 |
4,26 |
4,20 |
110,29 |
4,23 |
WS0922 |
PL0000102646 |
110,30 |
110,73 |
4,35 |
4,30 |
110,52 |
4,32 |
IZ0823 |
PL0000105359 |
104,46 |
105,83 |
--- |
--- |
105,15 |
--- |
DS1023 |
PL0000107264 |
96,92 |
97,22 |
4,38 |
4,34 |
97,07 |
4,36 |
WZ0124 |
PL0000107454 |
96,84 |
97,16 |
--- |
--- |
97,00 |
--- |
WS0429 |
PL0000105391 |
111,52 |
114,40 |
4,69 |
4,45 |
112,96 |
4,57 |
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 |
2,70 |
2,44 |
98,91 |
2,56 |
PS0414 |
PL0000105433 |
101,98 |
102,07 |
2,72 |
2,59 |
102,03 |
2,65 |
OK0714 |
PL0000107009 |
97,52 |
97,65 |
2,75 |
2,60 |
97,59 |
2,67 |
WZ0115 |
PL0000106480 |
99,88 |
100,00 |
--- |
--- |
99,94 |
--- |
PS0415 |
PL0000105953 |
103,90 |
104,06 |
3,07 |
2,97 |
103,98 |
3,02 |
OK0715 |
PL0000107405 |
94,27 |
94,39 |
3,11 |
3,04 |
94,33 |
3,08 |
DS1015 |
PL0000103602 |
106,29 |
106,47 |
3,20 |
3,12 |
106,38 |
3,16 |
OK0116 |
PL0000107587 |
92,49 |
92,64 |
3,26 |
3,20 |
92,57 |
3,23 |
PS0416 |
PL0000106340 |
104,35 |
104,49 |
3,27 |
3,21 |
104,42 |
3,24 |
IZ0816 |
PL0000103529 |
103,51 |
104,15 |
--- |
--- |
103,83 |
--- |
PS1016 |
PL0000106795 |
104,08 |
104,20 |
3,37 |
3,33 |
104,14 |
3,35 |
WZ0117 |
PL0000106936 |
99,76 |
99,92 |
--- |
--- |
99,84 |
--- |
PS0417 |
PL0000107058 |
104,05 |
104,30 |
3,55 |
3,48 |
104,18 |
3,51 |
DS1017 |
PL0000104543 |
105,89 |
106,16 |
3,70 |
3,63 |
106,03 |
3,66 |
WZ0118 |
PL0000104717 |
99,33 |
99,52 |
--- |
--- |
99,43 |
--- |
PS0418 |
PL0000107314 |
99,74 |
100,01 |
3,81 |
3,74 |
99,88 |
3,77 |
PS0718 |
PL0000107595 |
94,05 |
94,27 |
3,85 |
3,79 |
94,16 |
3,82 |
DS1019 |
PL0000105441 |
107,66 |
108,06 |
4,07 |
4,00 |
107,86 |
4,03 |
DS1020 |
PL0000106126 |
106,26 |
106,65 |
4,22 |
4,15 |
106,46 |
4,18 |
WZ0121 |
PL0000106068 |
98,16 |
98,45 |
--- |
--- |
98,31 |
--- |
DS1021 |
PL0000106670 |
109,28 |
109,72 |
4,37 |
4,31 |
109,50 |
4,34 |
WS0922 |
PL0000102646 |
109,54 |
109,84 |
4,45 |
4,41 |
109,69 |
4,43 |
IZ0823 |
PL0000105359 |
104,22 |
105,35 |
--- |
--- |
104,79 |
--- |
DS1023 |
PL0000107264 |
96,29 |
96,58 |
4,46 |
4,42 |
96,44 |
4,44 |
WZ0124 |
PL0000107454 |
96,85 |
97,20 |
--- |
--- |
97,03 |
--- |
WS0429 |
PL0000105391 |
109,57 |
112,83 |
4,86 |
4,58 |
111,20 |
4,72 |
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 |
0/1 |
1 |
2,180 |
2,180 |
2,180 |
50 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,180 |
2,180 |
2,180 |
85 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,180 |
2,180 |
2,180 |
20 |
PS0416 |
PL0000106340 |
1/2 |
1 |
2,180 |
2,180 |
2,180 |
50 |
OK0114 |
PL0000106712 |
1/2 |
1 |
2,050 |
2,050 |
2,050 |
20 |
OK0714 |
PL0000107009 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
55 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
400 |
PS0418 |
PL0000107314 |
2/3 |
1 |
2,200 |
2,200 |
2,200 |
400 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,180 |
2,180 |
2,180 |
75 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,180 |
2,180 |
2,180 |
105 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,000 |
2,000 |
2,000 |
10 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
130 |
TOTAL |
1 400 |