2013-02-13 |
MARKET DATA |
No 31 (2065) |
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 |
1 792,50 |
1 849,73 |
106 |
2 755,00 |
3 009,63 |
28 |
4 547,50 |
4 859,36 |
134 |
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) |
PS0413 |
PL0000105037 |
100,27 |
100,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
98,46 |
98,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,05 |
101,06 |
101,05 |
101,05 |
101,05 |
101,05 |
101,05 |
50 000 |
51,31 |
1 |
OK0114 |
PL0000106712 |
96,85 |
96,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,67 |
102,72 |
102,67 |
102,67 |
102,67 |
102,67 |
102,67 |
60 000 |
64,40 |
2 |
OK0714 |
PL0000107009 |
95,35 |
95,37 |
95,37 |
95,37 |
95,37 |
95,37 |
95,37 |
15 000 |
14,31 |
1 |
PS0415 |
PL0000105953 |
104,23 |
104,22 |
104,19 |
104,19 |
104,19 |
104,19 |
104,19 |
130 000 |
141,25 |
5 |
OK0715 |
PL0000107405 |
92,07 |
92,02 |
92,07 |
92,07 |
92,05 |
92,05 |
92,06 |
150 000 |
138,08 |
9 |
DS1015 |
PL0000103602 |
106,98 |
106,98 |
107,00 |
107,00 |
106,98 |
106,98 |
106,99 |
50 000 |
54,47 |
4 |
PS0416 |
PL0000106340 |
104,36 |
104,41 |
104,45 |
104,45 |
104,45 |
104,45 |
104,45 |
5 000 |
5,43 |
1 |
PS1016 |
PL0000106795 |
104,03 |
104,03 |
104,03 |
104,03 |
104,03 |
104,03 |
104,03 |
10 000 |
10,55 |
1 |
PS0417 |
PL0000107058 |
104,45 |
104,45 |
104,50 |
104,55 |
104,50 |
104,55 |
104,53 |
45 000 |
48,77 |
3 |
DS1017 |
PL0000104543 |
107,03 |
106,98 |
107,05 |
107,06 |
107,05 |
107,06 |
107,06 |
20 000 |
21,74 |
2 |
PS0418 |
PL0000107314 |
100,50 |
100,40 |
100,47 |
100,50 |
100,40 |
100,50 |
100,47 |
170 000 |
175,97 |
14 |
DS1019 |
PL0000105441 |
110,20 |
110,06 |
110,07 |
110,19 |
110,07 |
110,15 |
110,14 |
50 000 |
55,92 |
5 |
DS1020 |
PL0000106126 |
109,00 |
108,94 |
108,90 |
108,99 |
108,90 |
108,99 |
108,95 |
20 000 |
22,11 |
2 |
DS1021 |
PL0000106670 |
112,70 |
112,50 |
112,65 |
112,70 |
112,55 |
112,66 |
112,67 |
90 000 |
103,00 |
10 |
WS0922 |
PL0000102646 |
113,47 |
99,65 |
113,42 |
113,42 |
113,42 |
113,42 |
113,42 |
15 000 |
17,36 |
1 |
DS1023 |
PL0000107264 |
99,50 |
99,40 |
99,50 |
99,60 |
99,30 |
99,42 |
99,48 |
127 500 |
128,42 |
13 |
WS0429 |
PL0000105391 |
117,56 |
117,65 |
117,75 |
117,75 |
117,53 |
117,53 |
117,68 |
15 000 |
18,35 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,98 |
106,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,20 |
109,25 |
109,00 |
109,00 |
108,95 |
108,95 |
108,98 |
30 000 |
38,08 |
3 |
WZ0115 |
PL0000106480 |
100,20 |
100,22 |
100,23 |
100,25 |
100,20 |
100,20 |
100,22 |
360 000 |
361,64 |
10 |
WZ0117 |
PL0000106936 |
100,17 |
100,12 |
100,10 |
100,10 |
100,09 |
100,09 |
100,10 |
55 000 |
55,18 |
2 |
WZ0118 |
PL0000104717 |
100,03 |
100,06 |
100,00 |
100,00 |
99,99 |
99,99 |
100,00 |
30 000 |
30,07 |
2 |
WZ0121 |
PL0000106068 |
99,30 |
99,20 |
99,28 |
99,28 |
99,14 |
99,14 |
99,20 |
295 000 |
293,33 |
13 |
TOTAL |
1 792 500 |
1 849,73 |
106 |
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 |
106,85 |
107,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,90 |
110,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
120,10 |
121,90 |
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) |
27FEB13 |
PL0000006144 |
12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29MAY13 |
PL0000004941 |
103 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
131 |
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) |
(%) |
OK0713 |
PL0000106563 |
98,43 |
98,59 |
3,64 |
3,26 |
98,51 |
3,45 |
DS1013 |
PL0000102836 |
101,01 |
101,10 |
3,44 |
3,31 |
101,06 |
3,37 |
OK0114 |
PL0000106712 |
96,81 |
96,95 |
3,50 |
3,34 |
96,88 |
3,42 |
PS0414 |
PL0000105433 |
102,62 |
102,75 |
3,45 |
3,34 |
102,69 |
3,39 |
OK0714 |
PL0000107009 |
95,27 |
95,41 |
3,43 |
3,32 |
95,34 |
3,37 |
WZ0115 |
PL0000106480 |
100,14 |
100,27 |
--- |
--- |
100,21 |
--- |
PS0415 |
PL0000105953 |
104,11 |
104,26 |
3,51 |
3,44 |
104,19 |
3,47 |
DS1015 |
PL0000103602 |
106,82 |
107,01 |
3,54 |
3,46 |
106,92 |
3,50 |
PS0416 |
PL0000106340 |
104,21 |
104,44 |
3,57 |
3,50 |
104,33 |
3,53 |
IZ0816 |
PL0000103529 |
105,81 |
106,49 |
--- |
--- |
106,15 |
--- |
PS1016 |
PL0000106795 |
103,88 |
104,11 |
3,60 |
3,53 |
104,00 |
3,57 |
WZ0117 |
PL0000106936 |
100,07 |
100,25 |
--- |
--- |
100,16 |
--- |
PS0417 |
PL0000107058 |
104,26 |
104,49 |
3,63 |
3,57 |
104,38 |
3,60 |
DS1017 |
PL0000104543 |
106,77 |
107,01 |
3,65 |
3,59 |
106,89 |
3,62 |
WZ0118 |
PL0000104717 |
99,97 |
100,16 |
--- |
--- |
100,07 |
--- |
PS0418 |
PL0000107314 |
100,32 |
100,54 |
3,68 |
3,63 |
100,43 |
3,65 |
DS1019 |
PL0000105441 |
109,87 |
110,18 |
3,80 |
3,75 |
110,03 |
3,77 |
DS1020 |
PL0000106126 |
108,75 |
109,07 |
3,90 |
3,86 |
108,91 |
3,88 |
WZ0121 |
PL0000106068 |
99,22 |
99,48 |
--- |
--- |
99,35 |
--- |
DS1021 |
PL0000106670 |
112,46 |
112,77 |
4,02 |
3,98 |
112,62 |
4,00 |
WS0922 |
PL0000102646 |
113,26 |
113,61 |
4,05 |
4,01 |
113,44 |
4,03 |
IZ0823 |
PL0000105359 |
109,00 |
109,87 |
--- |
--- |
109,44 |
--- |
DS1023 |
PL0000107264 |
99,26 |
99,59 |
4,08 |
4,04 |
99,43 |
4,06 |
WS0429 |
PL0000105391 |
117,26 |
117,83 |
4,25 |
4,20 |
117,55 |
4,23 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
98,44 |
98,59 |
3,62 |
3,26 |
98,52 |
3,43 |
DS1013 |
PL0000102836 |
100,98 |
101,09 |
3,49 |
3,33 |
101,04 |
3,40 |
OK0114 |
PL0000106712 |
96,83 |
96,96 |
3,47 |
3,33 |
96,90 |
3,39 |
PS0414 |
PL0000105433 |
102,62 |
102,75 |
3,45 |
3,34 |
102,69 |
3,39 |
OK0714 |
PL0000107009 |
95,31 |
95,45 |
3,40 |
3,29 |
95,38 |
3,34 |
WZ0115 |
PL0000106480 |
100,15 |
100,26 |
--- |
--- |
100,21 |
--- |
PS0415 |
PL0000105953 |
104,17 |
104,30 |
3,48 |
3,42 |
104,24 |
3,45 |
DS1015 |
PL0000103602 |
106,91 |
107,08 |
3,50 |
3,44 |
107,00 |
3,47 |
PS0416 |
PL0000106340 |
104,29 |
104,49 |
3,55 |
3,48 |
104,39 |
3,51 |
IZ0816 |
PL0000103529 |
105,59 |
106,37 |
--- |
--- |
105,98 |
--- |
PS1016 |
PL0000106795 |
103,97 |
104,18 |
3,57 |
3,51 |
104,08 |
3,54 |
WZ0117 |
PL0000106936 |
100,03 |
100,18 |
--- |
--- |
100,11 |
--- |
PS0417 |
PL0000107058 |
104,37 |
104,58 |
3,60 |
3,55 |
104,48 |
3,57 |
DS1017 |
PL0000104543 |
106,99 |
107,19 |
3,60 |
3,55 |
107,09 |
3,57 |
WZ0118 |
PL0000104717 |
99,90 |
100,13 |
--- |
--- |
100,02 |
--- |
PS0418 |
PL0000107314 |
100,47 |
100,70 |
3,64 |
3,60 |
100,59 |
3,62 |
DS1019 |
PL0000105441 |
110,05 |
110,32 |
3,77 |
3,72 |
110,19 |
3,74 |
DS1020 |
PL0000106126 |
108,82 |
109,19 |
3,89 |
3,84 |
109,01 |
3,87 |
WZ0121 |
PL0000106068 |
98,97 |
99,23 |
--- |
--- |
99,10 |
--- |
DS1021 |
PL0000106670 |
112,56 |
112,93 |
4,00 |
3,96 |
112,75 |
3,98 |
WS0922 |
PL0000102646 |
113,40 |
113,73 |
4,03 |
3,99 |
113,57 |
4,01 |
IZ0823 |
PL0000105359 |
108,57 |
109,47 |
--- |
--- |
109,02 |
--- |
DS1023 |
PL0000107264 |
99,34 |
99,62 |
4,07 |
4,04 |
99,48 |
4,06 |
WS0429 |
PL0000105391 |
117,41 |
118,05 |
4,24 |
4,19 |
117,73 |
4,21 |
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 |
0/1 |
1 |
3,470 |
3,470 |
3,470 |
10 |
DS1013 |
PL0000102836 |
0/1 |
1 |
3,570 |
3,570 |
3,570 |
25 |
DS1017 |
PL0000104543 |
0/1 |
1 |
3,570 |
3,570 |
3,570 |
240 |
DS1020 |
PL0000106126 |
0/1 |
1 |
3,570 |
3,570 |
3,570 |
10 |
DS1013 |
PL0000102836 |
1/2 |
1 |
3,570 |
3,570 |
3,570 |
50 |
DS1019 |
PL0000105441 |
1/2 |
1 |
3,570 |
3,570 |
3,570 |
120 |
DS1020 |
PL0000106126 |
1/2 |
1 |
3,570 |
3,570 |
3,570 |
20 |
DS1021 |
PL0000106670 |
1/2 |
1 |
3,570 |
3,570 |
3,570 |
285 |
DS1023 |
PL0000107264 |
1/2 |
1 |
3,450 |
3,450 |
3,450 |
15 |
PS0418 |
PL0000107314 |
1/2 |
1 |
3,500 |
3,500 |
3,500 |
50 |
DS1017 |
PL0000104543 |
1/8 |
7 |
3,600 |
3,600 |
3,600 |
80 |
WS0922 |
PL0000102646 |
2/9 |
7 |
3,500 |
3,500 |
3,500 |
75 |
DS1013 |
PL0000102836 |
2/9 |
7 |
3,600 |
3,600 |
3,600 |
50 |
DS1015 |
PL0000103602 |
2/9 |
7 |
3,600 |
3,600 |
3,600 |
40 |
DS1017 |
PL0000104543 |
2/9 |
7 |
3,600 |
3,600 |
3,600 |
200 |
PS0413 |
PL0000105037 |
2/9 |
7 |
3,600 |
3,600 |
3,600 |
50 |
DS1019 |
PL0000105441 |
2/9 |
7 |
3,600 |
3,600 |
3,600 |
280 |
PS0415 |
PL0000105953 |
2/9 |
7 |
3,600 |
3,600 |
3,600 |
35 |
PS0416 |
PL0000106340 |
2/9 |
7 |
3,600 |
3,600 |
3,600 |
120 |
TOTAL |
1 755 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/2 |
1 |
3,750 |
3,750 |
3,750 |
1 000 |
TOTAL |
1 000 |