2013-02-20 |
MARKET DATA |
No 36 (2070) |
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 |
927,50 |
998,24 |
60 |
2 365,00 |
2 611,76 |
30 |
3 292,50 |
3 610,00 |
90 |
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 |
100,20 |
100,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
98,55 |
98,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,02 |
101,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
96,95 |
96,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,61 |
102,69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
95,43 |
95,48 |
95,48 |
95,48 |
95,48 |
95,48 |
95,48 |
32 500 |
31,03 |
2 |
PS0415 |
PL0000105953 |
104,32 |
104,30 |
104,32 |
104,32 |
104,30 |
104,30 |
104,31 |
70 000 |
76,21 |
4 |
OK0715 |
PL0000107405 |
92,21 |
92,23 |
92,23 |
92,23 |
92,23 |
92,23 |
92,23 |
5 000 |
4,61 |
1 |
DS1015 |
PL0000103602 |
107,07 |
107,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,63 |
104,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,27 |
104,30 |
104,27 |
104,27 |
104,25 |
104,25 |
104,26 |
20 000 |
21,16 |
2 |
PS0417 |
PL0000107058 |
104,76 |
104,69 |
104,76 |
104,76 |
104,60 |
104,70 |
104,70 |
300 000 |
325,92 |
18 |
DS1017 |
PL0000104543 |
107,32 |
107,28 |
107,28 |
107,32 |
107,28 |
107,28 |
107,30 |
130 000 |
141,73 |
9 |
PS0418 |
PL0000107314 |
100,90 |
100,82 |
100,90 |
100,90 |
100,75 |
100,75 |
100,83 |
140 000 |
145,52 |
8 |
DS1019 |
PL0000105441 |
110,60 |
110,58 |
110,60 |
110,60 |
110,60 |
110,60 |
110,60 |
10 000 |
11,24 |
1 |
DS1020 |
PL0000106126 |
109,37 |
109,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,90 |
112,78 |
112,66 |
112,88 |
112,66 |
112,88 |
112,77 |
70 000 |
80,26 |
4 |
WS0922 |
PL0000102646 |
113,62 |
113,55 |
113,55 |
113,55 |
113,55 |
113,55 |
113,55 |
25 000 |
28,99 |
1 |
DS1023 |
PL0000107264 |
99,70 |
99,50 |
99,55 |
99,55 |
99,40 |
99,40 |
99,43 |
50 000 |
50,37 |
5 |
WS0429 |
PL0000105391 |
117,70 |
117,62 |
117,55 |
117,55 |
117,25 |
117,25 |
117,45 |
15 000 |
18,33 |
2 |
WS0437 |
PL0000104857 |
113,00 |
113,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,97 |
106,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,90 |
109,28 |
108,79 |
108,79 |
108,79 |
108,79 |
108,79 |
10 000 |
12,68 |
1 |
WZ0115 |
PL0000106480 |
100,16 |
100,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,13 |
100,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,05 |
100,11 |
100,05 |
100,05 |
100,05 |
100,05 |
100,05 |
50 000 |
50,18 |
2 |
WZ0121 |
PL0000106068 |
98,93 |
99,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,50 |
98,94 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
927 500 |
998,24 |
60 |
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 |
5 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29MAY13 |
PL0000004941 |
96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
124 |
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 |
3,58 |
3,22 |
98,60 |
3,39 |
DS1013 |
PL0000102836 |
101,00 |
101,13 |
3,41 |
3,22 |
101,07 |
3,31 |
OK0114 |
PL0000106712 |
96,91 |
97,01 |
3,45 |
3,34 |
96,96 |
3,40 |
PS0414 |
PL0000105433 |
102,59 |
102,71 |
3,44 |
3,34 |
102,65 |
3,39 |
OK0714 |
PL0000107009 |
95,39 |
95,53 |
3,38 |
3,27 |
95,46 |
3,33 |
WZ0115 |
PL0000106480 |
100,13 |
100,25 |
--- |
--- |
100,19 |
--- |
PS0415 |
PL0000105953 |
104,25 |
104,35 |
3,43 |
3,38 |
104,30 |
3,40 |
DS1015 |
PL0000103602 |
107,01 |
107,16 |
3,45 |
3,39 |
107,09 |
3,42 |
PS0416 |
PL0000106340 |
104,48 |
104,67 |
3,48 |
3,41 |
104,58 |
3,44 |
IZ0816 |
PL0000103529 |
105,75 |
106,58 |
--- |
--- |
106,17 |
--- |
PS1016 |
PL0000106795 |
104,16 |
104,38 |
3,51 |
3,45 |
104,27 |
3,48 |
WZ0117 |
PL0000106936 |
100,09 |
100,23 |
--- |
--- |
100,16 |
--- |
PS0417 |
PL0000107058 |
104,61 |
104,74 |
3,54 |
3,50 |
104,68 |
3,52 |
DS1017 |
PL0000104543 |
107,10 |
107,34 |
3,57 |
3,51 |
107,22 |
3,54 |
WZ0118 |
PL0000104717 |
99,99 |
100,18 |
--- |
--- |
100,09 |
--- |
PS0418 |
PL0000107314 |
100,66 |
100,92 |
3,60 |
3,55 |
100,79 |
3,58 |
DS1019 |
PL0000105441 |
110,34 |
110,63 |
3,72 |
3,67 |
110,49 |
3,69 |
DS1020 |
PL0000106126 |
109,10 |
109,42 |
3,85 |
3,81 |
109,26 |
3,83 |
WZ0121 |
PL0000106068 |
98,87 |
99,13 |
--- |
--- |
99,00 |
--- |
DS1021 |
PL0000106670 |
112,53 |
112,91 |
4,01 |
3,96 |
112,72 |
3,98 |
WS0922 |
PL0000102646 |
113,31 |
113,69 |
4,04 |
4,00 |
113,50 |
4,02 |
IZ0823 |
PL0000105359 |
108,61 |
109,57 |
--- |
--- |
109,09 |
--- |
DS1023 |
PL0000107264 |
99,41 |
99,68 |
4,07 |
4,03 |
99,55 |
4,05 |
WS0429 |
PL0000105391 |
117,37 |
118,06 |
4,24 |
4,19 |
117,72 |
4,21 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
98,53 |
98,67 |
3,56 |
3,22 |
98,60 |
3,39 |
DS1013 |
PL0000102836 |
101,00 |
101,09 |
3,41 |
3,28 |
101,05 |
3,34 |
OK0114 |
PL0000106712 |
96,92 |
97,01 |
3,44 |
3,34 |
96,97 |
3,38 |
PS0414 |
PL0000105433 |
102,59 |
102,71 |
3,44 |
3,34 |
102,65 |
3,39 |
OK0714 |
PL0000107009 |
95,40 |
95,51 |
3,37 |
3,29 |
95,46 |
3,33 |
WZ0115 |
PL0000106480 |
100,13 |
100,25 |
--- |
--- |
100,19 |
--- |
PS0415 |
PL0000105953 |
104,28 |
104,37 |
3,41 |
3,37 |
104,33 |
3,39 |
DS1015 |
PL0000103602 |
106,98 |
107,14 |
3,46 |
3,40 |
107,06 |
3,43 |
PS0416 |
PL0000106340 |
104,48 |
104,66 |
3,48 |
3,42 |
104,57 |
3,45 |
IZ0816 |
PL0000103529 |
105,77 |
106,43 |
--- |
--- |
106,10 |
--- |
PS1016 |
PL0000106795 |
104,23 |
104,34 |
3,49 |
3,46 |
104,29 |
3,48 |
WZ0117 |
PL0000106936 |
100,07 |
100,21 |
--- |
--- |
100,14 |
--- |
PS0417 |
PL0000107058 |
104,64 |
104,79 |
3,53 |
3,49 |
104,72 |
3,51 |
DS1017 |
PL0000104543 |
107,21 |
107,40 |
3,54 |
3,50 |
107,31 |
3,52 |
WZ0118 |
PL0000104717 |
99,96 |
100,15 |
--- |
--- |
100,06 |
--- |
PS0418 |
PL0000107314 |
100,80 |
100,94 |
3,57 |
3,54 |
100,87 |
3,56 |
DS1019 |
PL0000105441 |
110,50 |
110,73 |
3,69 |
3,65 |
110,62 |
3,67 |
DS1020 |
PL0000106126 |
109,19 |
109,44 |
3,84 |
3,80 |
109,32 |
3,82 |
WZ0121 |
PL0000106068 |
98,87 |
99,12 |
--- |
--- |
99,00 |
--- |
DS1021 |
PL0000106670 |
112,70 |
113,01 |
3,98 |
3,94 |
112,86 |
3,96 |
WS0922 |
PL0000102646 |
113,51 |
113,83 |
4,02 |
3,98 |
113,67 |
4,00 |
IZ0823 |
PL0000105359 |
108,58 |
109,45 |
--- |
--- |
109,02 |
--- |
DS1023 |
PL0000107264 |
99,50 |
99,76 |
4,05 |
4,02 |
99,63 |
4,04 |
WS0429 |
PL0000105391 |
117,36 |
117,99 |
4,24 |
4,19 |
117,68 |
4,22 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
OK0714 |
PL0000107009 |
0/1 |
1 |
3,400 |
3,400 |
3,400 |
10 |
DS1023 |
PL0000107264 |
0/1 |
1 |
3,350 |
3,350 |
3,350 |
50 |
WS0922 |
PL0000102646 |
1/2 |
1 |
3,450 |
3,470 |
3,462 |
510 |
DS1015 |
PL0000103602 |
1/2 |
1 |
3,570 |
3,570 |
3,570 |
100 |
DS1017 |
PL0000104543 |
1/2 |
1 |
3,570 |
3,570 |
3,570 |
10 |
WS0429 |
PL0000105391 |
1/2 |
1 |
3,200 |
3,200 |
3,200 |
30 |
DS1019 |
PL0000105441 |
1/2 |
1 |
3,530 |
3,530 |
3,530 |
95 |
PS0415 |
PL0000105953 |
1/2 |
1 |
3,570 |
3,570 |
3,570 |
60 |
DS1020 |
PL0000106126 |
1/2 |
1 |
3,570 |
3,570 |
3,570 |
20 |
PS0416 |
PL0000106340 |
1/2 |
1 |
3,600 |
3,600 |
3,600 |
20 |
DS1021 |
PL0000106670 |
1/2 |
1 |
3,550 |
3,570 |
3,563 |
160 |
OK0114 |
PL0000106712 |
1/2 |
1 |
3,500 |
3,500 |
3,500 |
10 |
DS1017 |
PL0000104543 |
1/5 |
4 |
3,570 |
3,570 |
3,570 |
60 |
DS1020 |
PL0000106126 |
1/5 |
4 |
3,590 |
3,590 |
3,590 |
140 |
PS0416 |
PL0000106340 |
1/8 |
7 |
3,600 |
3,600 |
3,600 |
30 |
PS0417 |
PL0000107058 |
1/8 |
7 |
3,580 |
3,600 |
3,590 |
140 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
3,580 |
3,580 |
3,580 |
45 |
DS1013 |
PL0000102836 |
2/9 |
7 |
3,570 |
3,570 |
3,570 |
50 |
DS1017 |
PL0000104543 |
2/9 |
7 |
3,570 |
3,570 |
3,570 |
100 |
DS1019 |
PL0000105441 |
2/9 |
7 |
3,570 |
3,570 |
3,570 |
280 |
PS0415 |
PL0000105953 |
2/9 |
7 |
3,570 |
3,570 |
3,570 |
105 |
PS0416 |
PL0000106340 |
2/9 |
7 |
3,600 |
3,600 |
3,600 |
140 |
OK0114 |
PL0000106712 |
2/9 |
7 |
3,500 |
3,500 |
3,500 |
10 |
DS1023 |
PL0000107264 |
2/9 |
7 |
3,450 |
3,450 |
3,450 |
190 |
TOTAL |
2 365 |