2013-08-22 |
MARKET DATA |
No 161 (2195) |
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 |
1 225,00 |
1 267,14 |
115 |
300,00 |
311,50 |
9 |
1 525,00 |
1 578,63 |
124 |
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 |
100,38 |
100,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,92 |
99,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,99 |
102,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,64 |
97,71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,90 |
103,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
94,35 |
94,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,28 |
106,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
92,53 |
92,56 |
92,53 |
92,56 |
92,52 |
92,56 |
92,53 |
95 000 |
87,90 |
4 |
PS0416 |
PL0000106340 |
104,30 |
104,32 |
104,25 |
104,30 |
104,25 |
104,30 |
104,28 |
45 000 |
47,68 |
2 |
PS1016 |
PL0000106795 |
104,00 |
103,98 |
103,90 |
103,99 |
103,90 |
103,99 |
103,96 |
45 000 |
48,57 |
4 |
PS0417 |
PL0000107058 |
103,95 |
103,95 |
103,95 |
103,95 |
103,87 |
103,88 |
103,90 |
45 000 |
47,48 |
5 |
DS1017 |
PL0000104543 |
105,90 |
105,78 |
105,84 |
105,93 |
105,74 |
105,90 |
105,82 |
100 000 |
110,21 |
13 |
PS0418 |
PL0000107314 |
99,70 |
99,66 |
99,70 |
99,80 |
99,58 |
99,80 |
99,66 |
145 000 |
146,34 |
15 |
PS0718 |
PL0000107595 |
94,07 |
93,98 |
94,00 |
94,05 |
93,91 |
94,05 |
93,96 |
115 000 |
108,31 |
12 |
DS1019 |
PL0000105441 |
107,61 |
107,60 |
107,45 |
107,60 |
107,43 |
107,60 |
107,45 |
55 000 |
61,63 |
6 |
DS1020 |
PL0000106126 |
106,06 |
106,02 |
106,20 |
106,20 |
105,92 |
106,02 |
106,04 |
120 000 |
132,51 |
12 |
DS1021 |
PL0000106670 |
109,13 |
109,00 |
109,04 |
109,04 |
108,95 |
108,95 |
109,00 |
30 000 |
34,14 |
3 |
WS0922 |
PL0000102646 |
109,33 |
109,10 |
109,12 |
109,12 |
109,10 |
109,10 |
109,10 |
75 000 |
85,81 |
8 |
DS1023 |
PL0000107264 |
95,90 |
95,73 |
96,03 |
96,03 |
95,65 |
96,03 |
95,83 |
325 000 |
322,30 |
27 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
110,75 |
109,25 |
110,40 |
110,45 |
110,40 |
110,45 |
110,43 |
10 000 |
11,24 |
2 |
WS0437 |
PL0000104857 |
102,50 |
110,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,75 |
103,92 |
103,75 |
103,75 |
103,75 |
103,75 |
103,75 |
10 000 |
13,29 |
1 |
IZ0823 |
PL0000105359 |
104,22 |
104,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,95 |
99,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,85 |
99,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,42 |
99,49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,90 |
99,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,33 |
98,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,05 |
97,10 |
97,10 |
97,10 |
97,10 |
97,10 |
97,10 |
10 000 |
9,73 |
1 |
TOTAL |
1 225 000 |
1 267,14 |
115 |
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 |
106,50 |
106,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,50 |
110,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,00 |
119,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
98,50 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
110,75 |
113,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
109,00 |
111,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
113,00 |
115,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
107,00 |
109,00 |
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 |
2 |
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 |
98,90 |
99,03 |
2,67 |
2,35 |
98,97 |
2,50 |
PS0414 |
PL0000105433 |
101,95 |
102,07 |
2,70 |
2,53 |
102,01 |
2,61 |
OK0714 |
PL0000107009 |
97,59 |
97,73 |
2,71 |
2,55 |
97,66 |
2,63 |
WZ0115 |
PL0000106480 |
99,87 |
100,03 |
--- |
--- |
99,95 |
--- |
PS0415 |
PL0000105953 |
103,83 |
104,02 |
3,09 |
2,98 |
103,93 |
3,03 |
OK0715 |
PL0000107405 |
94,27 |
94,47 |
3,13 |
3,02 |
94,37 |
3,08 |
DS1015 |
PL0000103602 |
106,22 |
106,41 |
3,22 |
3,13 |
106,32 |
3,17 |
OK0116 |
PL0000107587 |
92,46 |
92,65 |
3,30 |
3,21 |
92,56 |
3,25 |
PS0416 |
PL0000106340 |
104,26 |
104,47 |
3,29 |
3,21 |
104,37 |
3,25 |
IZ0816 |
PL0000103529 |
103,55 |
104,34 |
--- |
--- |
103,95 |
--- |
PS1016 |
PL0000106795 |
103,86 |
104,09 |
3,44 |
3,36 |
103,98 |
3,40 |
WZ0117 |
PL0000106936 |
99,76 |
99,94 |
--- |
--- |
99,85 |
--- |
PS0417 |
PL0000107058 |
103,89 |
104,13 |
3,59 |
3,52 |
104,01 |
3,55 |
DS1017 |
PL0000104543 |
105,75 |
106,05 |
3,73 |
3,65 |
105,90 |
3,69 |
WZ0118 |
PL0000104717 |
99,30 |
99,60 |
--- |
--- |
99,45 |
--- |
PS0418 |
PL0000107314 |
99,61 |
99,84 |
3,84 |
3,78 |
99,73 |
3,81 |
PS0718 |
PL0000107595 |
94,04 |
94,21 |
3,85 |
3,81 |
94,13 |
3,83 |
DS1019 |
PL0000105441 |
107,60 |
108,04 |
4,08 |
4,00 |
107,82 |
4,04 |
DS1020 |
PL0000106126 |
105,99 |
106,43 |
4,26 |
4,19 |
106,21 |
4,22 |
WZ0121 |
PL0000106068 |
98,23 |
98,45 |
--- |
--- |
98,34 |
--- |
DS1021 |
PL0000106670 |
108,99 |
109,31 |
4,41 |
4,36 |
109,15 |
4,39 |
WS0922 |
PL0000102646 |
109,20 |
109,56 |
4,49 |
4,44 |
109,38 |
4,47 |
IZ0823 |
PL0000105359 |
101,60 |
107,45 |
--- |
--- |
104,53 |
--- |
DS1023 |
PL0000107264 |
95,66 |
96,08 |
4,54 |
4,48 |
95,87 |
4,51 |
WZ0124 |
PL0000107454 |
96,97 |
97,30 |
--- |
--- |
97,14 |
--- |
WS0429 |
PL0000105391 |
109,60 |
112,44 |
4,85 |
4,61 |
111,02 |
4,73 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0114 |
PL0000106712 |
98,90 |
99,04 |
2,67 |
2,33 |
98,97 |
2,50 |
PS0414 |
PL0000105433 |
101,97 |
102,04 |
2,67 |
2,57 |
102,01 |
2,61 |
OK0714 |
PL0000107009 |
97,62 |
97,74 |
2,67 |
2,53 |
97,68 |
2,60 |
WZ0115 |
PL0000106480 |
99,92 |
100,03 |
--- |
--- |
99,98 |
--- |
PS0415 |
PL0000105953 |
103,84 |
104,01 |
3,08 |
2,98 |
103,93 |
3,03 |
OK0715 |
PL0000107405 |
94,33 |
94,47 |
3,10 |
3,02 |
94,40 |
3,06 |
DS1015 |
PL0000103602 |
106,23 |
106,39 |
3,21 |
3,14 |
106,31 |
3,18 |
OK0116 |
PL0000107587 |
92,49 |
92,65 |
3,28 |
3,21 |
92,57 |
3,25 |
PS0416 |
PL0000106340 |
104,20 |
104,40 |
3,32 |
3,24 |
104,30 |
3,28 |
IZ0816 |
PL0000103529 |
103,56 |
104,47 |
--- |
--- |
104,02 |
--- |
PS1016 |
PL0000106795 |
103,85 |
104,08 |
3,44 |
3,36 |
103,97 |
3,40 |
WZ0117 |
PL0000106936 |
99,80 |
99,94 |
--- |
--- |
99,87 |
--- |
PS0417 |
PL0000107058 |
103,87 |
104,13 |
3,60 |
3,52 |
104,00 |
3,56 |
DS1017 |
PL0000104543 |
105,75 |
106,03 |
3,73 |
3,66 |
105,89 |
3,69 |
WZ0118 |
PL0000104717 |
99,37 |
99,55 |
--- |
--- |
99,46 |
--- |
PS0418 |
PL0000107314 |
99,61 |
99,87 |
3,84 |
3,77 |
99,74 |
3,81 |
PS0718 |
PL0000107595 |
93,94 |
94,18 |
3,88 |
3,82 |
94,06 |
3,85 |
DS1019 |
PL0000105441 |
107,47 |
107,91 |
4,10 |
4,02 |
107,69 |
4,06 |
DS1020 |
PL0000106126 |
105,96 |
106,29 |
4,26 |
4,21 |
106,13 |
4,23 |
WZ0121 |
PL0000106068 |
98,23 |
98,44 |
--- |
--- |
98,34 |
--- |
DS1021 |
PL0000106670 |
108,99 |
109,41 |
4,41 |
4,35 |
109,20 |
4,38 |
WS0922 |
PL0000102646 |
109,11 |
109,53 |
4,50 |
4,45 |
109,32 |
4,47 |
IZ0823 |
PL0000105359 |
103,74 |
105,10 |
--- |
--- |
104,42 |
--- |
DS1023 |
PL0000107264 |
95,77 |
96,19 |
4,52 |
4,47 |
95,98 |
4,50 |
WZ0124 |
PL0000107454 |
96,98 |
97,29 |
--- |
--- |
97,14 |
--- |
WS0429 |
PL0000105391 |
110,18 |
111,49 |
4,80 |
4,69 |
110,84 |
4,75 |
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 |
1/4 |
3 |
2,100 |
2,100 |
2,100 |
45 |
PS0416 |
PL0000106340 |
1/4 |
3 |
2,100 |
2,100 |
2,100 |
50 |
DS1023 |
PL0000107264 |
1/4 |
3 |
2,050 |
2,100 |
2,064 |
90 |
DS1023 |
PL0000107264 |
1/5 |
4 |
2,050 |
2,050 |
2,050 |
10 |
PS0414 |
PL0000105433 |
1/8 |
7 |
2,100 |
2,100 |
2,100 |
30 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,000 |
2,000 |
2,000 |
20 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,000 |
2,000 |
2,000 |
40 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
2,000 |
2,000 |
2,000 |
15 |
TOTAL |
300 |