2013-02-22 |
MARKET DATA |
No 38 (2072) |
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 |
725,00 |
779,97 |
61 |
2 840,00 |
3 030,46 |
23 |
3 565,00 |
3 810,43 |
84 |
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 |
100,22 |
100,23 |
100,23 |
100,23 |
100,23 |
100,23 |
100,23 |
30 000 |
31,39 |
1 |
OK0713 |
PL0000106563 |
98,59 |
98,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,02 |
101,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
97,02 |
97,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,63 |
102,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
95,46 |
95,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,33 |
104,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
92,24 |
92,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
107,05 |
107,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,62 |
104,55 |
104,55 |
104,57 |
104,52 |
104,52 |
104,55 |
60 000 |
65,25 |
6 |
PS1016 |
PL0000106795 |
104,32 |
104,27 |
104,27 |
104,29 |
104,27 |
104,29 |
104,28 |
30 000 |
31,77 |
3 |
PS0417 |
PL0000107058 |
104,75 |
104,70 |
104,70 |
104,70 |
104,67 |
104,67 |
104,68 |
15 000 |
16,30 |
2 |
DS1017 |
PL0000104543 |
107,35 |
107,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,00 |
100,87 |
101,00 |
101,00 |
100,80 |
100,80 |
100,87 |
140 000 |
145,63 |
12 |
DS1019 |
PL0000105441 |
110,92 |
110,75 |
110,90 |
110,95 |
110,69 |
110,82 |
110,85 |
115 000 |
129,62 |
12 |
DS1020 |
PL0000106126 |
109,82 |
109,60 |
109,75 |
109,75 |
109,75 |
109,75 |
109,75 |
10 000 |
11,15 |
1 |
DS1021 |
PL0000106670 |
113,38 |
113,25 |
113,25 |
113,40 |
113,25 |
113,28 |
113,32 |
50 000 |
57,63 |
5 |
WS0922 |
PL0000102646 |
114,24 |
114,15 |
114,24 |
114,24 |
114,10 |
114,20 |
114,19 |
40 000 |
46,66 |
3 |
DS1023 |
PL0000107264 |
100,30 |
100,10 |
100,30 |
100,30 |
100,10 |
100,15 |
100,18 |
30 000 |
30,46 |
3 |
WS0429 |
PL0000105391 |
118,85 |
118,66 |
118,25 |
118,35 |
118,25 |
118,35 |
118,30 |
20 000 |
24,63 |
2 |
WS0437 |
PL0000104857 |
113,50 |
116,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,00 |
106,00 |
105,96 |
105,96 |
105,96 |
105,96 |
105,96 |
10 000 |
13,68 |
1 |
IZ0823 |
PL0000105359 |
109,20 |
109,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,18 |
100,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,16 |
100,18 |
100,18 |
100,19 |
100,18 |
100,19 |
100,18 |
50 000 |
50,27 |
3 |
WZ0118 |
PL0000104717 |
100,09 |
100,05 |
100,05 |
100,11 |
100,05 |
100,09 |
100,07 |
125 000 |
125,52 |
7 |
WZ0121 |
PL0000106068 |
99,17 |
99,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,83 |
99,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
725 000 |
779,97 |
61 |
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) |
27MAR13 |
PL0000006151 |
29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29MAY13 |
PL0000004941 |
92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
120 |
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 |
3,60 |
3,20 |
98,63 |
3,40 |
DS1013 |
PL0000102836 |
100,99 |
101,08 |
3,40 |
3,27 |
101,04 |
3,33 |
OK0114 |
PL0000106712 |
96,96 |
97,10 |
3,44 |
3,27 |
97,03 |
3,36 |
PS0414 |
PL0000105433 |
102,60 |
102,71 |
3,41 |
3,32 |
102,66 |
3,36 |
OK0714 |
PL0000107009 |
95,37 |
95,53 |
3,42 |
3,30 |
95,45 |
3,36 |
WZ0115 |
PL0000106480 |
100,12 |
100,28 |
--- |
--- |
100,20 |
--- |
PS0415 |
PL0000105953 |
104,28 |
104,41 |
3,40 |
3,34 |
104,35 |
3,37 |
DS1015 |
PL0000103602 |
107,02 |
107,21 |
3,43 |
3,36 |
107,12 |
3,39 |
PS0416 |
PL0000106340 |
104,48 |
104,71 |
3,47 |
3,40 |
104,60 |
3,43 |
IZ0816 |
PL0000103529 |
105,72 |
106,34 |
--- |
--- |
106,03 |
--- |
PS1016 |
PL0000106795 |
104,22 |
104,43 |
3,49 |
3,43 |
104,33 |
3,46 |
WZ0117 |
PL0000106936 |
100,04 |
100,21 |
--- |
--- |
100,13 |
--- |
PS0417 |
PL0000107058 |
104,61 |
104,80 |
3,53 |
3,49 |
104,71 |
3,51 |
DS1017 |
PL0000104543 |
107,17 |
107,38 |
3,55 |
3,50 |
107,28 |
3,52 |
WZ0118 |
PL0000104717 |
99,99 |
100,17 |
--- |
--- |
100,08 |
--- |
PS0418 |
PL0000107314 |
100,78 |
100,94 |
3,58 |
3,54 |
100,86 |
3,56 |
DS1019 |
PL0000105441 |
110,68 |
110,94 |
3,66 |
3,62 |
110,81 |
3,64 |
DS1020 |
PL0000106126 |
109,55 |
109,76 |
3,78 |
3,75 |
109,66 |
3,77 |
WZ0121 |
PL0000106068 |
99,03 |
99,28 |
--- |
--- |
99,16 |
--- |
DS1021 |
PL0000106670 |
113,10 |
113,36 |
3,93 |
3,90 |
113,23 |
3,91 |
WS0922 |
PL0000102646 |
114,04 |
114,25 |
3,95 |
3,93 |
114,15 |
3,94 |
IZ0823 |
PL0000105359 |
108,86 |
109,76 |
--- |
--- |
109,31 |
--- |
DS1023 |
PL0000107264 |
100,05 |
100,36 |
3,99 |
3,95 |
100,21 |
3,97 |
WS0429 |
PL0000105391 |
118,19 |
118,83 |
4,18 |
4,13 |
118,51 |
4,15 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
98,55 |
98,74 |
3,60 |
3,13 |
98,65 |
3,35 |
DS1013 |
PL0000102836 |
101,00 |
101,07 |
3,39 |
3,28 |
101,04 |
3,33 |
OK0114 |
PL0000106712 |
96,99 |
97,09 |
3,40 |
3,29 |
97,04 |
3,34 |
PS0414 |
PL0000105433 |
102,58 |
102,67 |
3,43 |
3,35 |
102,63 |
3,39 |
OK0714 |
PL0000107009 |
95,42 |
95,51 |
3,39 |
3,32 |
95,47 |
3,35 |
WZ0115 |
PL0000106480 |
100,14 |
100,26 |
--- |
--- |
100,20 |
--- |
PS0415 |
PL0000105953 |
104,29 |
104,39 |
3,40 |
3,35 |
104,34 |
3,38 |
DS1015 |
PL0000103602 |
106,97 |
107,16 |
3,45 |
3,38 |
107,07 |
3,41 |
PS0416 |
PL0000106340 |
104,49 |
104,67 |
3,47 |
3,41 |
104,58 |
3,44 |
IZ0816 |
PL0000103529 |
105,69 |
106,25 |
--- |
--- |
105,97 |
--- |
PS1016 |
PL0000106795 |
104,19 |
104,38 |
3,50 |
3,45 |
104,29 |
3,47 |
WZ0117 |
PL0000106936 |
100,12 |
100,22 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
104,63 |
104,78 |
3,53 |
3,49 |
104,71 |
3,51 |
DS1017 |
PL0000104543 |
107,14 |
107,32 |
3,55 |
3,51 |
107,23 |
3,53 |
WZ0118 |
PL0000104717 |
100,03 |
100,29 |
--- |
--- |
100,16 |
--- |
PS0418 |
PL0000107314 |
100,76 |
100,91 |
3,58 |
3,55 |
100,84 |
3,57 |
DS1019 |
PL0000105441 |
110,55 |
110,86 |
3,68 |
3,63 |
110,71 |
3,65 |
DS1020 |
PL0000106126 |
109,46 |
109,77 |
3,80 |
3,75 |
109,62 |
3,77 |
WZ0121 |
PL0000106068 |
99,13 |
99,30 |
--- |
--- |
99,22 |
--- |
DS1021 |
PL0000106670 |
113,20 |
113,50 |
3,92 |
3,88 |
113,35 |
3,90 |
WS0922 |
PL0000102646 |
113,90 |
114,24 |
3,97 |
3,93 |
114,07 |
3,95 |
IZ0823 |
PL0000105359 |
108,93 |
109,71 |
--- |
--- |
109,32 |
--- |
DS1023 |
PL0000107264 |
99,99 |
100,21 |
4,00 |
3,97 |
100,10 |
3,98 |
WS0429 |
PL0000105391 |
118,12 |
118,80 |
4,18 |
4,13 |
118,46 |
4,15 |
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 |
3/4 |
1 |
3,590 |
3,590 |
3,590 |
10 |
PS0417 |
PL0000107058 |
3/4 |
1 |
3,580 |
3,580 |
3,580 |
30 |
DS1023 |
PL0000107264 |
3/4 |
1 |
3,590 |
3,590 |
3,590 |
140 |
PS0418 |
PL0000107314 |
3/4 |
1 |
3,550 |
3,550 |
3,550 |
20 |
WZ0121 |
PL0000106068 |
3/4 |
1 |
3,590 |
3,590 |
3,590 |
140 |
PS0416 |
PL0000106340 |
0/4 |
4 |
3,550 |
3,550 |
3,550 |
15 |
DS1013 |
PL0000102836 |
3/10 |
7 |
3,570 |
3,570 |
3,570 |
120 |
DS1017 |
PL0000104543 |
3/10 |
7 |
3,570 |
3,570 |
3,570 |
75 |
WS0429 |
PL0000105391 |
3/10 |
7 |
3,400 |
3,400 |
3,400 |
180 |
DS1019 |
PL0000105441 |
3/10 |
7 |
3,550 |
3,550 |
3,550 |
360 |
PS0415 |
PL0000105953 |
3/10 |
7 |
3,570 |
3,570 |
3,570 |
120 |
OK0714 |
PL0000107009 |
3/10 |
7 |
3,500 |
3,500 |
3,500 |
20 |
PS0418 |
PL0000107314 |
3/10 |
7 |
3,550 |
3,550 |
3,550 |
45 |
PS0416 |
PL0000106340 |
4/11 |
7 |
3,570 |
3,570 |
3,570 |
130 |
WZ0121 |
PL0000106068 |
4/11 |
7 |
3,570 |
3,590 |
3,588 |
435 |
TOTAL |
1 840 |
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 |
3,760 |
3,760 |
3,760 |
1 000 |
TOTAL |
1 000 |