2013-02-21 |
MARKET DATA |
No 37 (2071) |
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 |
1 775,00 |
1 896,70 |
126 |
3 870,00 |
4 241,83 |
35 |
5 645,00 |
6 138,53 |
161 |
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 |
100,21 |
100,26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
98,58 |
98,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,05 |
101,05 |
101,07 |
101,07 |
101,07 |
101,07 |
101,07 |
25 000 |
25,69 |
1 |
OK0114 |
PL0000106712 |
97,02 |
97,03 |
97,02 |
97,02 |
97,01 |
97,01 |
97,02 |
20 000 |
19,40 |
2 |
PS0414 |
PL0000105433 |
102,63 |
102,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
95,45 |
95,49 |
95,45 |
95,45 |
95,45 |
95,45 |
95,45 |
25 000 |
23,86 |
1 |
PS0415 |
PL0000105953 |
104,33 |
104,32 |
104,33 |
104,33 |
104,33 |
104,33 |
104,33 |
40 000 |
43,58 |
3 |
OK0715 |
PL0000107405 |
92,26 |
91,44 |
92,26 |
92,26 |
92,21 |
92,23 |
92,22 |
105 000 |
96,84 |
7 |
DS1015 |
PL0000103602 |
107,10 |
107,05 |
107,10 |
107,10 |
107,10 |
107,10 |
107,10 |
10 000 |
10,92 |
1 |
PS0416 |
PL0000106340 |
104,64 |
104,49 |
104,68 |
104,68 |
104,49 |
104,50 |
104,52 |
255 000 |
277,23 |
15 |
PS1016 |
PL0000106795 |
104,35 |
104,25 |
104,35 |
104,36 |
104,25 |
104,35 |
104,34 |
90 000 |
95,35 |
8 |
PS0417 |
PL0000107058 |
104,75 |
104,67 |
104,77 |
104,80 |
104,65 |
104,75 |
104,71 |
125 000 |
135,86 |
12 |
DS1017 |
PL0000104543 |
107,32 |
107,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
100,95 |
100,75 |
100,90 |
100,90 |
100,75 |
100,85 |
100,86 |
130 000 |
135,21 |
7 |
DS1019 |
PL0000105441 |
110,72 |
110,43 |
110,87 |
110,90 |
110,26 |
110,90 |
110,71 |
90 000 |
101,31 |
9 |
DS1020 |
PL0000106126 |
109,68 |
109,30 |
109,43 |
109,80 |
109,20 |
109,80 |
109,48 |
30 000 |
33,37 |
3 |
DS1021 |
PL0000106670 |
113,30 |
112,75 |
113,11 |
113,32 |
113,00 |
113,32 |
113,15 |
95 000 |
109,34 |
10 |
WS0922 |
PL0000102646 |
114,12 |
113,45 |
113,90 |
114,10 |
113,85 |
114,10 |
114,03 |
170 000 |
198,01 |
8 |
DS1023 |
PL0000107264 |
100,26 |
99,45 |
99,80 |
100,13 |
99,45 |
100,13 |
99,87 |
160 000 |
161,95 |
14 |
WS0429 |
PL0000105391 |
118,47 |
117,67 |
118,04 |
118,47 |
118,04 |
118,47 |
118,33 |
60 000 |
73,89 |
6 |
WS0437 |
PL0000104857 |
0,00 |
115,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,00 |
106,05 |
106,00 |
106,00 |
106,00 |
106,00 |
106,00 |
15 000 |
20,53 |
1 |
IZ0823 |
PL0000105359 |
109,30 |
108,90 |
109,00 |
109,20 |
109,00 |
109,20 |
109,10 |
20 000 |
25,44 |
2 |
WZ0115 |
PL0000106480 |
100,19 |
100,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,14 |
100,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,07 |
100,08 |
100,05 |
100,07 |
100,05 |
100,07 |
100,06 |
75 000 |
75,30 |
3 |
WZ0121 |
PL0000106068 |
99,07 |
99,03 |
99,06 |
99,20 |
99,06 |
99,18 |
99,16 |
130 000 |
129,35 |
8 |
WZ0124 |
PL0000107454 |
99,00 |
98,92 |
98,94 |
99,00 |
98,94 |
99,00 |
98,98 |
105 000 |
104,29 |
5 |
TOTAL |
1 775 000 |
1 896,70 |
126 |
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 |
2 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29MAY13 |
PL0000004941 |
93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
121 |
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 |
98,55 |
98,71 |
3,58 |
3,18 |
98,63 |
3,38 |
DS1013 |
PL0000102836 |
101,00 |
101,09 |
3,39 |
3,26 |
101,05 |
3,32 |
OK0114 |
PL0000106712 |
96,95 |
97,09 |
3,44 |
3,28 |
97,02 |
3,36 |
PS0414 |
PL0000105433 |
102,60 |
102,72 |
3,42 |
3,31 |
102,66 |
3,36 |
OK0714 |
PL0000107009 |
95,42 |
95,54 |
3,38 |
3,29 |
95,48 |
3,33 |
WZ0115 |
PL0000106480 |
100,13 |
100,24 |
--- |
--- |
100,19 |
--- |
PS0415 |
PL0000105953 |
104,28 |
104,41 |
3,41 |
3,35 |
104,35 |
3,37 |
DS1015 |
PL0000103602 |
107,04 |
107,22 |
3,43 |
3,36 |
107,13 |
3,39 |
PS0416 |
PL0000106340 |
104,61 |
104,73 |
3,43 |
3,39 |
104,67 |
3,41 |
IZ0816 |
PL0000103529 |
105,79 |
106,52 |
--- |
--- |
106,16 |
--- |
PS1016 |
PL0000106795 |
104,28 |
104,40 |
3,48 |
3,44 |
104,34 |
3,46 |
WZ0117 |
PL0000106936 |
100,05 |
100,21 |
--- |
--- |
100,13 |
--- |
PS0417 |
PL0000107058 |
104,70 |
104,83 |
3,51 |
3,48 |
104,77 |
3,49 |
DS1017 |
PL0000104543 |
107,27 |
107,44 |
3,53 |
3,49 |
107,36 |
3,50 |
WZ0118 |
PL0000104717 |
99,95 |
100,15 |
--- |
--- |
100,05 |
--- |
PS0418 |
PL0000107314 |
100,87 |
101,08 |
3,56 |
3,51 |
100,98 |
3,54 |
DS1019 |
PL0000105441 |
110,66 |
110,90 |
3,66 |
3,62 |
110,78 |
3,64 |
DS1020 |
PL0000106126 |
109,40 |
109,61 |
3,81 |
3,78 |
109,51 |
3,79 |
WZ0121 |
PL0000106068 |
98,88 |
99,13 |
--- |
--- |
99,01 |
--- |
DS1021 |
PL0000106670 |
112,95 |
113,15 |
3,95 |
3,92 |
113,05 |
3,94 |
WS0922 |
PL0000102646 |
113,69 |
113,92 |
4,00 |
3,97 |
113,81 |
3,98 |
IZ0823 |
PL0000105359 |
108,59 |
109,50 |
--- |
--- |
109,05 |
--- |
DS1023 |
PL0000107264 |
99,71 |
99,93 |
4,03 |
4,00 |
99,82 |
4,02 |
WS0429 |
PL0000105391 |
117,56 |
118,25 |
4,22 |
4,17 |
117,91 |
4,20 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
98,56 |
98,75 |
3,56 |
3,08 |
98,66 |
3,30 |
DS1013 |
PL0000102836 |
101,01 |
101,10 |
3,38 |
3,24 |
101,06 |
3,30 |
OK0114 |
PL0000106712 |
96,95 |
97,12 |
3,44 |
3,24 |
97,04 |
3,33 |
PS0414 |
PL0000105433 |
102,57 |
102,72 |
3,44 |
3,31 |
102,65 |
3,37 |
OK0714 |
PL0000107009 |
95,38 |
95,56 |
3,41 |
3,27 |
95,47 |
3,34 |
WZ0115 |
PL0000106480 |
100,15 |
100,27 |
--- |
--- |
100,21 |
--- |
PS0415 |
PL0000105953 |
104,23 |
104,43 |
3,43 |
3,34 |
104,33 |
3,38 |
DS1015 |
PL0000103602 |
106,97 |
107,18 |
3,45 |
3,37 |
107,08 |
3,41 |
PS0416 |
PL0000106340 |
104,44 |
104,63 |
3,49 |
3,42 |
104,54 |
3,45 |
IZ0816 |
PL0000103529 |
105,62 |
106,38 |
--- |
--- |
106,00 |
--- |
PS1016 |
PL0000106795 |
104,17 |
104,38 |
3,51 |
3,45 |
104,28 |
3,48 |
WZ0117 |
PL0000106936 |
100,07 |
100,23 |
--- |
--- |
100,15 |
--- |
PS0417 |
PL0000107058 |
104,65 |
104,79 |
3,52 |
3,49 |
104,72 |
3,51 |
DS1017 |
PL0000104543 |
107,18 |
107,47 |
3,55 |
3,48 |
107,33 |
3,51 |
WZ0118 |
PL0000104717 |
99,99 |
100,17 |
--- |
--- |
100,08 |
--- |
PS0418 |
PL0000107314 |
100,87 |
101,11 |
3,56 |
3,51 |
100,99 |
3,53 |
DS1019 |
PL0000105441 |
110,47 |
110,84 |
3,69 |
3,63 |
110,66 |
3,66 |
DS1020 |
PL0000106126 |
109,38 |
109,74 |
3,81 |
3,76 |
109,56 |
3,78 |
WZ0121 |
PL0000106068 |
99,02 |
99,23 |
--- |
--- |
99,13 |
--- |
DS1021 |
PL0000106670 |
113,11 |
113,27 |
3,93 |
3,91 |
113,19 |
3,92 |
WS0922 |
PL0000102646 |
113,95 |
114,16 |
3,96 |
3,94 |
114,06 |
3,95 |
IZ0823 |
PL0000105359 |
108,31 |
109,29 |
--- |
--- |
108,80 |
--- |
DS1023 |
PL0000107264 |
99,94 |
100,18 |
4,00 |
3,97 |
100,06 |
3,99 |
WS0429 |
PL0000105391 |
117,91 |
118,76 |
4,20 |
4,13 |
118,34 |
4,16 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
3,570 |
3,570 |
3,570 |
105 |
DS1023 |
PL0000107264 |
0/1 |
1 |
3,300 |
3,300 |
3,300 |
75 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
3,570 |
3,570 |
3,570 |
10 |
WS0922 |
PL0000102646 |
1/4 |
3 |
3,470 |
3,470 |
3,470 |
610 |
DS1015 |
PL0000103602 |
1/4 |
3 |
3,570 |
3,570 |
3,570 |
90 |
DS1017 |
PL0000104543 |
1/4 |
3 |
3,570 |
3,570 |
3,570 |
135 |
DS1019 |
PL0000105441 |
1/4 |
3 |
3,500 |
3,500 |
3,500 |
205 |
PS0415 |
PL0000105953 |
1/4 |
3 |
3,570 |
3,570 |
3,570 |
10 |
DS1020 |
PL0000106126 |
1/4 |
3 |
3,570 |
3,570 |
3,570 |
20 |
PS0416 |
PL0000106340 |
1/4 |
3 |
3,570 |
3,600 |
3,579 |
65 |
PS0417 |
PL0000107058 |
1/4 |
3 |
3,550 |
3,550 |
3,550 |
60 |
DS1023 |
PL0000107264 |
1/4 |
3 |
3,250 |
3,300 |
3,280 |
115 |
PS0418 |
PL0000107314 |
1/4 |
3 |
3,500 |
3,570 |
3,540 |
140 |
WZ0121 |
PL0000106068 |
1/4 |
3 |
3,570 |
3,580 |
3,578 |
45 |
WS0922 |
PL0000102646 |
1/8 |
7 |
3,470 |
3,470 |
3,470 |
55 |
DS1015 |
PL0000103602 |
1/8 |
7 |
3,570 |
3,570 |
3,570 |
40 |
DS1017 |
PL0000104543 |
1/8 |
7 |
3,570 |
3,570 |
3,570 |
15 |
PS0415 |
PL0000105953 |
1/8 |
7 |
3,570 |
3,570 |
3,570 |
85 |
DS1020 |
PL0000106126 |
1/8 |
7 |
3,570 |
3,570 |
3,570 |
105 |
PS0416 |
PL0000106340 |
1/8 |
7 |
3,570 |
3,570 |
3,570 |
20 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
3,570 |
3,570 |
3,570 |
265 |
TOTAL |
2 270 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/4 |
3 |
3,750 |
3,750 |
3,750 |
1 000 |
GCZ |
G.C. Poland |
4/11 |
7 |
3,740 |
3,740 |
3,740 |
600 |
TOTAL |
1 600 |