2013-02-15 |
MARKET DATA |
No 33 (2067) |
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 |
1 835,00 |
1 880,62 |
102 |
1 235,00 |
1 332,96 |
9 |
3 070,00 |
3 213,57 |
111 |
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 |
100,26 |
100,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
98,54 |
98,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,06 |
101,03 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
96,95 |
96,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,72 |
102,70 |
102,71 |
102,71 |
102,69 |
102,69 |
102,70 |
60 000 |
64,45 |
2 |
OK0714 |
PL0000107009 |
95,50 |
95,41 |
95,50 |
95,50 |
95,50 |
95,50 |
95,50 |
45 000 |
42,98 |
3 |
PS0415 |
PL0000105953 |
104,40 |
104,33 |
104,40 |
104,40 |
104,37 |
104,37 |
104,38 |
60 000 |
65,34 |
3 |
OK0715 |
PL0000107405 |
92,22 |
92,10 |
92,10 |
92,27 |
92,09 |
92,22 |
92,23 |
250 000 |
230,59 |
13 |
DS1015 |
PL0000103602 |
107,15 |
107,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,64 |
104,58 |
104,80 |
104,80 |
104,80 |
104,80 |
104,80 |
10 000 |
10,89 |
1 |
PS1016 |
PL0000106795 |
104,31 |
104,12 |
104,36 |
104,40 |
104,35 |
104,35 |
104,38 |
125 000 |
132,38 |
8 |
PS0417 |
PL0000107058 |
104,71 |
104,65 |
104,80 |
104,80 |
104,80 |
104,80 |
104,80 |
10 000 |
10,87 |
1 |
DS1017 |
PL0000104543 |
107,31 |
107,19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
100,99 |
100,71 |
101,00 |
101,00 |
100,85 |
100,85 |
100,95 |
195 000 |
202,87 |
17 |
DS1019 |
PL0000105441 |
110,51 |
110,35 |
110,35 |
110,70 |
110,35 |
110,70 |
110,60 |
45 000 |
50,56 |
5 |
DS1020 |
PL0000106126 |
109,35 |
109,20 |
109,30 |
109,30 |
109,28 |
109,28 |
109,29 |
25 000 |
27,74 |
3 |
DS1021 |
PL0000106670 |
113,10 |
112,87 |
112,87 |
113,30 |
112,81 |
112,82 |
112,93 |
85 000 |
97,56 |
5 |
WS0922 |
PL0000102646 |
113,95 |
113,66 |
113,68 |
114,10 |
113,68 |
114,10 |
113,84 |
70 000 |
81,33 |
6 |
DS1023 |
PL0000107264 |
100,10 |
99,65 |
99,75 |
100,20 |
99,75 |
99,80 |
99,97 |
75 000 |
75,94 |
10 |
WS0429 |
PL0000105391 |
117,95 |
117,90 |
118,35 |
118,35 |
118,35 |
118,35 |
118,35 |
20 000 |
24,62 |
3 |
WS0437 |
PL0000104857 |
0,00 |
114,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,80 |
106,03 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,65 |
109,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,22 |
100,17 |
100,22 |
100,22 |
100,15 |
100,19 |
100,18 |
645 000 |
647,95 |
16 |
WZ0117 |
PL0000106936 |
100,13 |
100,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,04 |
100,00 |
100,00 |
100,00 |
100,00 |
100,00 |
100,00 |
25 000 |
25,07 |
2 |
WZ0121 |
PL0000106068 |
99,10 |
98,98 |
99,17 |
99,20 |
99,05 |
99,05 |
99,16 |
90 000 |
89,49 |
4 |
TOTAL |
1 835 000 |
1 880,62 |
102 |
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 |
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 |
8 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29MAY13 |
PL0000004941 |
99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
127 |
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 |
98,46 |
98,62 |
3,66 |
3,27 |
98,54 |
3,47 |
DS1013 |
PL0000102836 |
100,99 |
101,11 |
3,45 |
3,27 |
101,05 |
3,36 |
OK0114 |
PL0000106712 |
96,87 |
97,01 |
3,47 |
3,31 |
96,94 |
3,39 |
PS0414 |
PL0000105433 |
102,60 |
102,73 |
3,45 |
3,34 |
102,67 |
3,39 |
OK0714 |
PL0000107009 |
95,28 |
95,44 |
3,45 |
3,32 |
95,36 |
3,38 |
WZ0115 |
PL0000106480 |
100,17 |
100,28 |
--- |
--- |
100,23 |
--- |
PS0415 |
PL0000105953 |
104,22 |
104,36 |
3,45 |
3,38 |
104,29 |
3,42 |
DS1015 |
PL0000103602 |
106,92 |
107,12 |
3,49 |
3,41 |
107,02 |
3,45 |
PS0416 |
PL0000106340 |
104,36 |
104,61 |
3,52 |
3,44 |
104,49 |
3,48 |
IZ0816 |
PL0000103529 |
105,24 |
106,35 |
--- |
--- |
105,80 |
--- |
PS1016 |
PL0000106795 |
104,04 |
104,28 |
3,55 |
3,48 |
104,16 |
3,52 |
WZ0117 |
PL0000106936 |
100,02 |
100,22 |
--- |
--- |
100,12 |
--- |
PS0417 |
PL0000107058 |
104,48 |
104,72 |
3,57 |
3,51 |
104,60 |
3,54 |
DS1017 |
PL0000104543 |
107,00 |
107,25 |
3,59 |
3,54 |
107,13 |
3,56 |
WZ0118 |
PL0000104717 |
99,96 |
100,15 |
--- |
--- |
100,06 |
--- |
PS0418 |
PL0000107314 |
100,52 |
100,76 |
3,63 |
3,58 |
100,64 |
3,61 |
DS1019 |
PL0000105441 |
110,11 |
110,46 |
3,76 |
3,70 |
110,29 |
3,73 |
DS1020 |
PL0000106126 |
109,00 |
109,34 |
3,87 |
3,82 |
109,17 |
3,84 |
WZ0121 |
PL0000106068 |
99,03 |
99,25 |
--- |
--- |
99,14 |
--- |
DS1021 |
PL0000106670 |
112,69 |
112,98 |
3,99 |
3,95 |
112,84 |
3,97 |
WS0922 |
PL0000102646 |
113,53 |
113,78 |
4,02 |
3,99 |
113,66 |
4,00 |
IZ0823 |
PL0000105359 |
108,19 |
109,46 |
--- |
--- |
108,83 |
--- |
DS1023 |
PL0000107264 |
99,44 |
99,75 |
4,06 |
4,03 |
99,60 |
4,04 |
WS0429 |
PL0000105391 |
117,19 |
118,10 |
4,25 |
4,18 |
117,65 |
4,22 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
98,51 |
98,67 |
3,54 |
3,15 |
98,59 |
3,35 |
DS1013 |
PL0000102836 |
100,99 |
101,13 |
3,45 |
3,24 |
101,06 |
3,34 |
OK0114 |
PL0000106712 |
96,88 |
97,03 |
3,46 |
3,29 |
96,96 |
3,37 |
PS0414 |
PL0000105433 |
102,61 |
102,75 |
3,44 |
3,32 |
102,68 |
3,38 |
OK0714 |
PL0000107009 |
95,45 |
95,57 |
3,32 |
3,23 |
95,51 |
3,27 |
WZ0115 |
PL0000106480 |
100,12 |
100,24 |
--- |
--- |
100,18 |
--- |
PS0415 |
PL0000105953 |
104,24 |
104,40 |
3,44 |
3,36 |
104,32 |
3,40 |
DS1015 |
PL0000103602 |
107,01 |
107,21 |
3,45 |
3,38 |
107,11 |
3,42 |
PS0416 |
PL0000106340 |
104,52 |
104,73 |
3,47 |
3,40 |
104,63 |
3,43 |
IZ0816 |
PL0000103529 |
104,96 |
106,97 |
--- |
--- |
105,97 |
--- |
PS1016 |
PL0000106795 |
104,27 |
104,39 |
3,49 |
3,45 |
104,33 |
3,47 |
WZ0117 |
PL0000106936 |
100,05 |
100,28 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
104,61 |
104,83 |
3,54 |
3,48 |
104,72 |
3,51 |
DS1017 |
PL0000104543 |
107,20 |
107,44 |
3,55 |
3,49 |
107,32 |
3,52 |
WZ0118 |
PL0000104717 |
99,94 |
100,20 |
--- |
--- |
100,07 |
--- |
PS0418 |
PL0000107314 |
100,72 |
100,91 |
3,59 |
3,55 |
100,82 |
3,57 |
DS1019 |
PL0000105441 |
110,36 |
110,71 |
3,71 |
3,66 |
110,54 |
3,69 |
DS1020 |
PL0000106126 |
109,11 |
109,43 |
3,85 |
3,80 |
109,27 |
3,83 |
WZ0121 |
PL0000106068 |
98,84 |
99,13 |
--- |
--- |
98,99 |
--- |
DS1021 |
PL0000106670 |
112,76 |
113,10 |
3,98 |
3,93 |
112,93 |
3,96 |
WS0922 |
PL0000102646 |
113,67 |
114,03 |
4,00 |
3,96 |
113,85 |
3,98 |
IZ0823 |
PL0000105359 |
107,94 |
110,05 |
--- |
--- |
109,00 |
--- |
DS1023 |
PL0000107264 |
99,54 |
99,90 |
4,05 |
4,01 |
99,72 |
4,03 |
WS0429 |
PL0000105391 |
117,52 |
118,15 |
4,23 |
4,18 |
117,84 |
4,20 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
3/4 |
1 |
3,600 |
3,600 |
3,600 |
20 |
DS1020 |
PL0000106126 |
3/4 |
1 |
3,600 |
3,600 |
3,600 |
20 |
PS0416 |
PL0000106340 |
0/3 |
3 |
3,500 |
3,500 |
3,500 |
10 |
DS1015 |
PL0000103602 |
3/10 |
7 |
3,650 |
3,650 |
3,650 |
105 |
DS1021 |
PL0000106670 |
3/10 |
7 |
3,650 |
3,650 |
3,650 |
80 |
TOTAL |
235 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
3/4 |
1 |
3,780 |
3,780 |
3,780 |
1 000 |
TOTAL |
1 000 |