2013-02-18 |
MARKET DATA |
No 34 (2068) |
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 |
550,00 |
581,66 |
44 |
1 655,00 |
1 726,02 |
18 |
2 205,00 |
2 307,68 |
62 |
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 |
100,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
98,54 |
98,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,02 |
101,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
96,94 |
97,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,66 |
102,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
95,49 |
95,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,37 |
104,37 |
104,39 |
104,39 |
104,37 |
104,37 |
104,38 |
35 000 |
38,12 |
3 |
OK0715 |
PL0000107405 |
92,25 |
92,26 |
92,25 |
92,25 |
92,24 |
92,24 |
92,24 |
35 000 |
32,29 |
2 |
DS1015 |
PL0000103602 |
107,16 |
107,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,70 |
104,71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,45 |
104,40 |
104,40 |
104,56 |
104,40 |
104,56 |
104,46 |
170 000 |
180,19 |
11 |
PS0417 |
PL0000107058 |
104,82 |
104,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,45 |
107,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,06 |
100,95 |
101,02 |
101,08 |
101,02 |
101,06 |
101,06 |
95 000 |
98,95 |
10 |
DS1019 |
PL0000105441 |
110,65 |
110,64 |
110,86 |
110,86 |
110,86 |
110,86 |
110,86 |
10 000 |
11,26 |
1 |
DS1020 |
PL0000106126 |
109,50 |
109,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
113,15 |
113,08 |
113,11 |
113,11 |
113,11 |
113,11 |
113,11 |
10 000 |
11,50 |
1 |
WS0922 |
PL0000102646 |
114,02 |
113,96 |
114,08 |
114,10 |
114,08 |
114,10 |
114,10 |
60 000 |
69,87 |
4 |
DS1023 |
PL0000107264 |
99,93 |
99,85 |
99,85 |
99,95 |
99,85 |
99,95 |
99,88 |
15 000 |
15,18 |
2 |
WS0429 |
PL0000105391 |
117,90 |
118,12 |
118,12 |
118,12 |
118,12 |
118,12 |
118,12 |
10 000 |
12,29 |
1 |
WS0437 |
PL0000104857 |
0,00 |
114,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,80 |
106,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,31 |
109,40 |
109,30 |
109,30 |
109,30 |
109,30 |
109,30 |
10 000 |
12,74 |
1 |
WZ0115 |
PL0000106480 |
100,18 |
100,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,16 |
100,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,06 |
100,16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,85 |
99,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,75 |
98,90 |
99,00 |
99,00 |
98,99 |
99,00 |
99,00 |
100 000 |
99,29 |
8 |
TOTAL |
550 000 |
581,66 |
44 |
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 |
105,17 |
105,26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
107,10 |
107,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
120,02 |
120,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
114,37 |
114,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
112,19 |
112,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
114,88 |
115,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
106,27 |
106,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
102,25 |
102,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
119,18 |
119,47 |
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 |
7 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29MAY13 |
PL0000004941 |
98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
126 |
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 |
98,52 |
98,67 |
3,54 |
3,17 |
98,60 |
3,34 |
DS1013 |
PL0000102836 |
100,99 |
101,12 |
3,44 |
3,25 |
101,06 |
3,34 |
OK0114 |
PL0000106712 |
96,90 |
97,03 |
3,44 |
3,30 |
96,97 |
3,36 |
PS0414 |
PL0000105433 |
102,64 |
102,75 |
3,41 |
3,31 |
102,70 |
3,36 |
OK0714 |
PL0000107009 |
95,45 |
95,60 |
3,32 |
3,21 |
95,53 |
3,26 |
WZ0115 |
PL0000106480 |
100,12 |
100,27 |
--- |
--- |
100,20 |
--- |
PS0415 |
PL0000105953 |
104,30 |
104,41 |
3,41 |
3,36 |
104,36 |
3,38 |
DS1015 |
PL0000103602 |
107,08 |
107,26 |
3,42 |
3,36 |
107,17 |
3,39 |
PS0416 |
PL0000106340 |
104,62 |
104,83 |
3,43 |
3,36 |
104,73 |
3,40 |
IZ0816 |
PL0000103529 |
105,43 |
106,31 |
--- |
--- |
105,87 |
--- |
PS1016 |
PL0000106795 |
104,35 |
104,52 |
3,46 |
3,41 |
104,44 |
3,44 |
WZ0117 |
PL0000106936 |
100,08 |
100,28 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
104,73 |
104,97 |
3,51 |
3,45 |
104,85 |
3,48 |
DS1017 |
PL0000104543 |
107,36 |
107,55 |
3,51 |
3,47 |
107,46 |
3,49 |
WZ0118 |
PL0000104717 |
99,97 |
100,23 |
--- |
--- |
100,10 |
--- |
PS0418 |
PL0000107314 |
100,91 |
101,16 |
3,55 |
3,50 |
101,04 |
3,52 |
DS1019 |
PL0000105441 |
110,52 |
110,82 |
3,69 |
3,64 |
110,67 |
3,66 |
DS1020 |
PL0000106126 |
109,34 |
109,69 |
3,82 |
3,77 |
109,52 |
3,79 |
WZ0121 |
PL0000106068 |
98,79 |
99,13 |
--- |
--- |
98,96 |
--- |
DS1021 |
PL0000106670 |
113,06 |
113,37 |
3,94 |
3,90 |
113,22 |
3,92 |
WS0922 |
PL0000102646 |
113,95 |
114,18 |
3,97 |
3,94 |
114,07 |
3,95 |
IZ0823 |
PL0000105359 |
108,98 |
109,99 |
--- |
--- |
109,49 |
--- |
DS1023 |
PL0000107264 |
99,79 |
100,15 |
4,02 |
3,98 |
99,97 |
4,00 |
WS0429 |
PL0000105391 |
117,66 |
118,40 |
4,22 |
4,16 |
118,03 |
4,19 |
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 |
3,56 |
3,17 |
98,59 |
3,37 |
DS1013 |
PL0000102836 |
101,00 |
101,14 |
3,43 |
3,22 |
101,07 |
3,32 |
OK0114 |
PL0000106712 |
96,90 |
97,04 |
3,44 |
3,28 |
96,97 |
3,36 |
PS0414 |
PL0000105433 |
102,63 |
102,76 |
3,42 |
3,31 |
102,70 |
3,36 |
OK0714 |
PL0000107009 |
95,42 |
95,57 |
3,35 |
3,23 |
95,50 |
3,28 |
WZ0115 |
PL0000106480 |
100,13 |
100,26 |
--- |
--- |
100,20 |
--- |
PS0415 |
PL0000105953 |
104,35 |
104,45 |
3,39 |
3,34 |
104,40 |
3,36 |
DS1015 |
PL0000103602 |
107,10 |
107,27 |
3,42 |
3,35 |
107,19 |
3,38 |
PS0416 |
PL0000106340 |
104,63 |
104,83 |
3,43 |
3,36 |
104,73 |
3,40 |
IZ0816 |
PL0000103529 |
105,55 |
106,25 |
--- |
--- |
105,90 |
--- |
PS1016 |
PL0000106795 |
104,33 |
104,53 |
3,47 |
3,41 |
104,43 |
3,44 |
WZ0117 |
PL0000106936 |
100,10 |
100,29 |
--- |
--- |
100,20 |
--- |
PS0417 |
PL0000107058 |
104,76 |
104,96 |
3,50 |
3,45 |
104,86 |
3,47 |
DS1017 |
PL0000104543 |
107,35 |
107,57 |
3,51 |
3,46 |
107,46 |
3,49 |
WZ0118 |
PL0000104717 |
100,00 |
100,23 |
--- |
--- |
100,12 |
--- |
PS0418 |
PL0000107314 |
100,98 |
101,12 |
3,54 |
3,51 |
101,05 |
3,52 |
DS1019 |
PL0000105441 |
110,54 |
110,85 |
3,69 |
3,64 |
110,70 |
3,66 |
DS1020 |
PL0000106126 |
109,40 |
109,59 |
3,81 |
3,78 |
109,50 |
3,79 |
WZ0121 |
PL0000106068 |
98,80 |
99,13 |
--- |
--- |
98,97 |
--- |
DS1021 |
PL0000106670 |
112,95 |
113,16 |
3,95 |
3,93 |
113,06 |
3,94 |
WS0922 |
PL0000102646 |
113,85 |
114,07 |
3,98 |
3,95 |
113,96 |
3,97 |
IZ0823 |
PL0000105359 |
108,72 |
109,73 |
--- |
--- |
109,23 |
--- |
DS1023 |
PL0000107264 |
99,80 |
100,05 |
4,02 |
3,99 |
99,93 |
4,00 |
WS0429 |
PL0000105391 |
117,75 |
118,46 |
4,21 |
4,16 |
118,11 |
4,18 |
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 |
75 |
DS1020 |
PL0000106126 |
0/1 |
1 |
3,570 |
3,570 |
3,570 |
20 |
PS0416 |
PL0000106340 |
0/1 |
1 |
3,500 |
3,500 |
3,500 |
10 |
OK0114 |
PL0000106712 |
0/1 |
1 |
3,200 |
3,200 |
3,200 |
20 |
DS1023 |
PL0000107264 |
0/1 |
1 |
3,000 |
3,000 |
3,000 |
10 |
WZ0115 |
PL0000106480 |
0/1 |
1 |
3,570 |
3,570 |
3,570 |
10 |
DS1017 |
PL0000104543 |
1/2 |
1 |
3,500 |
3,500 |
3,500 |
20 |
DS1020 |
PL0000106126 |
1/2 |
1 |
3,570 |
3,570 |
3,570 |
20 |
DS1023 |
PL0000107264 |
1/2 |
1 |
3,500 |
3,500 |
3,500 |
310 |
OK0114 |
PL0000106712 |
1/8 |
7 |
3,300 |
3,300 |
3,300 |
20 |
PS0418 |
PL0000107314 |
1/8 |
7 |
3,550 |
3,550 |
3,550 |
240 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
3,650 |
3,650 |
3,650 |
400 |
TOTAL |
1 155 |
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 |
3,770 |
3,770 |
3,770 |
500 |
TOTAL |
500 |