2013-08-20 |
MARKET DATA |
No 159 (2193) |
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 |
1 115,00 |
1 170,81 |
82 |
800,00 |
817,58 |
9 |
1 915,00 |
1 988,39 |
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 |
100,41 |
100,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,93 |
98,94 |
98,92 |
98,92 |
98,92 |
98,92 |
98,92 |
47 500 |
46,99 |
3 |
PS0414 |
PL0000105433 |
102,03 |
102,03 |
102,01 |
102,05 |
102,01 |
102,05 |
102,04 |
180 000 |
187,05 |
5 |
OK0714 |
PL0000107009 |
97,61 |
97,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,99 |
104,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
94,39 |
94,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,42 |
106,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
92,64 |
92,60 |
92,61 |
92,64 |
92,61 |
92,64 |
92,62 |
50 000 |
46,31 |
3 |
PS0416 |
PL0000106340 |
104,47 |
104,48 |
104,54 |
104,55 |
104,54 |
104,55 |
104,55 |
20 000 |
21,24 |
2 |
PS1016 |
PL0000106795 |
104,22 |
104,20 |
104,20 |
104,20 |
104,20 |
104,20 |
104,20 |
10 000 |
10,81 |
1 |
PS0417 |
PL0000107058 |
104,29 |
104,26 |
104,36 |
104,41 |
104,28 |
104,41 |
104,35 |
100 000 |
105,90 |
8 |
DS1017 |
PL0000104543 |
106,27 |
106,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
100,28 |
100,00 |
100,00 |
100,35 |
100,00 |
100,35 |
100,12 |
40 000 |
40,54 |
4 |
PS0718 |
PL0000107595 |
94,64 |
94,38 |
94,42 |
94,73 |
94,38 |
94,73 |
94,54 |
135 000 |
127,89 |
13 |
DS1019 |
PL0000105441 |
108,56 |
108,07 |
108,21 |
108,45 |
108,21 |
108,45 |
108,35 |
92 500 |
104,42 |
7 |
DS1020 |
PL0000106126 |
107,26 |
106,73 |
107,20 |
107,21 |
107,20 |
107,20 |
107,20 |
55 000 |
61,34 |
3 |
DS1021 |
PL0000106670 |
110,28 |
109,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,37 |
109,90 |
110,00 |
110,18 |
109,90 |
110,18 |
110,01 |
80 000 |
92,21 |
7 |
DS1023 |
PL0000107264 |
97,14 |
96,50 |
96,65 |
96,85 |
96,53 |
96,85 |
96,68 |
50 000 |
49,99 |
6 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
112,60 |
111,52 |
112,60 |
112,60 |
112,35 |
112,35 |
112,45 |
50 000 |
57,16 |
5 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,90 |
103,90 |
103,90 |
103,90 |
103,90 |
103,90 |
103,90 |
10 000 |
13,31 |
1 |
IZ0823 |
PL0000105359 |
104,60 |
104,60 |
104,70 |
104,75 |
104,60 |
104,60 |
104,63 |
65 000 |
78,77 |
7 |
WZ0115 |
PL0000106480 |
99,94 |
99,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,84 |
99,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,40 |
99,47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,40 |
99,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,33 |
98,38 |
98,40 |
98,42 |
98,40 |
98,42 |
98,40 |
30 000 |
29,58 |
2 |
WZ0124 |
PL0000107454 |
97,16 |
97,08 |
97,08 |
97,14 |
97,08 |
97,14 |
97,11 |
100 000 |
97,31 |
5 |
TOTAL |
1 115 000 |
1 170,81 |
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 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
0,00 |
0,00 |
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 |
6 |
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 |
98,88 |
99,00 |
2,65 |
2,36 |
98,94 |
2,51 |
PS0414 |
PL0000105433 |
101,98 |
102,07 |
2,71 |
2,58 |
102,03 |
2,63 |
OK0714 |
PL0000107009 |
97,52 |
97,66 |
2,75 |
2,60 |
97,59 |
2,67 |
WZ0115 |
PL0000106480 |
99,87 |
100,02 |
--- |
--- |
99,95 |
--- |
PS0415 |
PL0000105953 |
103,95 |
104,10 |
3,03 |
2,94 |
104,03 |
2,99 |
OK0715 |
PL0000107405 |
94,27 |
94,43 |
3,12 |
3,02 |
94,35 |
3,07 |
DS1015 |
PL0000103602 |
106,32 |
106,50 |
3,19 |
3,10 |
106,41 |
3,14 |
OK0116 |
PL0000107587 |
92,55 |
92,66 |
3,24 |
3,19 |
92,61 |
3,21 |
PS0416 |
PL0000106340 |
104,38 |
104,62 |
3,25 |
3,16 |
104,50 |
3,21 |
IZ0816 |
PL0000103529 |
103,62 |
104,28 |
--- |
--- |
103,95 |
--- |
PS1016 |
PL0000106795 |
104,14 |
104,32 |
3,35 |
3,29 |
104,23 |
3,32 |
WZ0117 |
PL0000106936 |
99,75 |
99,92 |
--- |
--- |
99,84 |
--- |
PS0417 |
PL0000107058 |
104,20 |
104,41 |
3,50 |
3,44 |
104,31 |
3,47 |
DS1017 |
PL0000104543 |
106,12 |
106,38 |
3,64 |
3,57 |
106,25 |
3,61 |
WZ0118 |
PL0000104717 |
99,29 |
99,55 |
--- |
--- |
99,42 |
--- |
PS0418 |
PL0000107314 |
100,02 |
100,27 |
3,74 |
3,68 |
100,15 |
3,71 |
PS0718 |
PL0000107595 |
94,34 |
94,60 |
3,78 |
3,72 |
94,47 |
3,75 |
DS1019 |
PL0000105441 |
107,92 |
108,34 |
4,02 |
3,95 |
108,13 |
3,98 |
DS1020 |
PL0000106126 |
106,57 |
106,97 |
4,17 |
4,10 |
106,77 |
4,13 |
WZ0121 |
PL0000106068 |
98,17 |
98,45 |
--- |
--- |
98,31 |
--- |
DS1021 |
PL0000106670 |
109,66 |
110,08 |
4,32 |
4,26 |
109,87 |
4,29 |
WS0922 |
PL0000102646 |
109,86 |
110,23 |
4,41 |
4,36 |
110,05 |
4,38 |
IZ0823 |
PL0000105359 |
104,03 |
105,11 |
--- |
--- |
104,57 |
--- |
DS1023 |
PL0000107264 |
96,52 |
96,90 |
4,43 |
4,38 |
96,71 |
4,40 |
WZ0124 |
PL0000107454 |
96,92 |
97,19 |
--- |
--- |
97,06 |
--- |
WS0429 |
PL0000105391 |
109,86 |
113,36 |
4,83 |
4,53 |
111,61 |
4,68 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0114 |
PL0000106712 |
98,90 |
99,02 |
2,60 |
2,32 |
98,96 |
2,46 |
PS0414 |
PL0000105433 |
102,00 |
102,08 |
2,68 |
2,56 |
102,04 |
2,62 |
OK0714 |
PL0000107009 |
97,58 |
97,70 |
2,69 |
2,55 |
97,64 |
2,62 |
WZ0115 |
PL0000106480 |
99,90 |
100,03 |
--- |
--- |
99,97 |
--- |
PS0415 |
PL0000105953 |
103,95 |
104,08 |
3,03 |
2,96 |
104,02 |
2,99 |
OK0715 |
PL0000107405 |
94,33 |
94,52 |
3,08 |
2,97 |
94,43 |
3,02 |
DS1015 |
PL0000103602 |
106,39 |
106,54 |
3,15 |
3,09 |
106,47 |
3,12 |
OK0116 |
PL0000107587 |
92,59 |
92,72 |
3,22 |
3,16 |
92,66 |
3,19 |
PS0416 |
PL0000106340 |
104,44 |
104,68 |
3,23 |
3,14 |
104,56 |
3,18 |
IZ0816 |
PL0000103529 |
103,67 |
104,39 |
--- |
--- |
104,03 |
--- |
PS1016 |
PL0000106795 |
104,18 |
104,42 |
3,33 |
3,26 |
104,30 |
3,30 |
WZ0117 |
PL0000106936 |
99,78 |
99,92 |
--- |
--- |
99,85 |
--- |
PS0417 |
PL0000107058 |
104,26 |
104,50 |
3,49 |
3,42 |
104,38 |
3,45 |
DS1017 |
PL0000104543 |
106,25 |
106,53 |
3,61 |
3,53 |
106,39 |
3,57 |
WZ0118 |
PL0000104717 |
99,35 |
99,59 |
--- |
--- |
99,47 |
--- |
PS0418 |
PL0000107314 |
100,22 |
100,44 |
3,69 |
3,64 |
100,33 |
3,67 |
PS0718 |
PL0000107595 |
94,58 |
94,86 |
3,72 |
3,66 |
94,72 |
3,69 |
DS1019 |
PL0000105441 |
108,49 |
108,88 |
3,92 |
3,85 |
108,69 |
3,89 |
DS1020 |
PL0000106126 |
107,17 |
107,46 |
4,07 |
4,03 |
107,32 |
4,05 |
WZ0121 |
PL0000106068 |
98,27 |
98,49 |
--- |
--- |
98,38 |
--- |
DS1021 |
PL0000106670 |
110,15 |
110,57 |
4,25 |
4,19 |
110,36 |
4,22 |
WS0922 |
PL0000102646 |
110,31 |
110,66 |
4,35 |
4,30 |
110,49 |
4,33 |
IZ0823 |
PL0000105359 |
104,14 |
105,24 |
--- |
--- |
104,69 |
--- |
DS1023 |
PL0000107264 |
97,03 |
97,44 |
4,36 |
4,31 |
97,24 |
4,34 |
WZ0124 |
PL0000107454 |
97,08 |
97,39 |
--- |
--- |
97,24 |
--- |
WS0429 |
PL0000105391 |
112,05 |
113,13 |
4,64 |
4,55 |
112,59 |
4,60 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,100 |
2,100 |
2,100 |
35 |
PS0416 |
PL0000106340 |
1/2 |
1 |
2,180 |
2,180 |
2,180 |
50 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,060 |
2,060 |
2,060 |
40 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,000 |
2,000 |
2,000 |
50 |
PS0418 |
PL0000107314 |
2/3 |
1 |
2,180 |
2,180 |
2,180 |
400 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
50 |
OK0114 |
PL0000106712 |
1/8 |
7 |
2,060 |
2,060 |
2,060 |
20 |
OK0714 |
PL0000107009 |
1/8 |
7 |
2,050 |
2,050 |
2,050 |
50 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,000 |
2,000 |
2,000 |
105 |
TOTAL |
800 |