2013-02-27 |
MARKET DATA |
No 41 (2075) |
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 |
1 530,00 |
1 630,81 |
95 |
875,00 |
942,06 |
17 |
2 405,00 |
2 572,87 |
112 |
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 |
100,23 |
100,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
98,61 |
98,72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,05 |
101,02 |
101,02 |
101,06 |
101,02 |
101,06 |
101,03 |
410 000 |
421,41 |
7 |
OK0114 |
PL0000106712 |
97,01 |
97,03 |
97,03 |
97,04 |
97,03 |
97,04 |
97,04 |
80 000 |
77,63 |
2 |
PS0414 |
PL0000105433 |
102,53 |
102,59 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
95,47 |
95,51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,25 |
104,17 |
104,24 |
104,24 |
104,17 |
104,17 |
104,22 |
190 000 |
206,89 |
10 |
OK0715 |
PL0000107405 |
92,18 |
92,20 |
92,13 |
92,13 |
92,13 |
92,13 |
92,13 |
10 000 |
9,21 |
1 |
DS1015 |
PL0000103602 |
106,88 |
106,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,33 |
104,37 |
104,33 |
104,33 |
104,33 |
104,33 |
104,33 |
15 000 |
16,29 |
1 |
PS1016 |
PL0000106795 |
104,06 |
104,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,45 |
104,45 |
104,45 |
104,45 |
104,45 |
104,45 |
104,45 |
10 000 |
10,85 |
1 |
DS1017 |
PL0000104543 |
107,06 |
107,06 |
107,00 |
107,00 |
107,00 |
107,00 |
107,00 |
20 000 |
21,77 |
1 |
PS0418 |
PL0000107314 |
100,60 |
100,55 |
100,60 |
100,62 |
100,60 |
100,60 |
100,61 |
100 000 |
103,79 |
7 |
DS1019 |
PL0000105441 |
110,46 |
110,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,51 |
109,45 |
109,50 |
109,50 |
109,46 |
109,46 |
109,48 |
75 000 |
83,48 |
7 |
DS1021 |
PL0000106670 |
113,40 |
113,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,32 |
114,10 |
114,25 |
114,39 |
114,10 |
114,19 |
114,27 |
300 000 |
350,32 |
30 |
DS1023 |
PL0000107264 |
100,37 |
100,20 |
100,35 |
100,45 |
100,20 |
100,25 |
100,34 |
240 000 |
244,16 |
23 |
WS0429 |
PL0000105391 |
118,95 |
119,00 |
119,00 |
119,05 |
119,00 |
119,05 |
119,03 |
20 000 |
24,78 |
2 |
WS0437 |
PL0000104857 |
0,00 |
116,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,00 |
106,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,25 |
109,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,21 |
100,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,14 |
100,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,14 |
100,16 |
100,14 |
100,14 |
100,14 |
100,14 |
100,14 |
50 000 |
50,26 |
2 |
WZ0121 |
PL0000106068 |
99,16 |
99,22 |
99,23 |
99,23 |
99,23 |
99,23 |
99,23 |
10 000 |
9,96 |
1 |
WZ0124 |
PL0000107454 |
98,75 |
99,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 530 000 |
1 630,81 |
95 |
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 |
119,85 |
120,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
114,30 |
115,00 |
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 |
26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29MAY13 |
PL0000004941 |
89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
117 |
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 |
98,58 |
98,74 |
3,60 |
3,19 |
98,66 |
3,40 |
DS1013 |
PL0000102836 |
100,93 |
101,05 |
3,48 |
3,29 |
100,99 |
3,38 |
OK0114 |
PL0000106712 |
96,96 |
97,05 |
3,47 |
3,36 |
97,01 |
3,41 |
PS0414 |
PL0000105433 |
102,50 |
102,64 |
3,48 |
3,36 |
102,57 |
3,42 |
OK0714 |
PL0000107009 |
95,44 |
95,54 |
3,39 |
3,31 |
95,49 |
3,35 |
WZ0115 |
PL0000106480 |
100,16 |
100,29 |
--- |
--- |
100,23 |
--- |
PS0415 |
PL0000105953 |
104,21 |
104,31 |
3,43 |
3,38 |
104,26 |
3,41 |
DS1015 |
PL0000103602 |
106,85 |
106,98 |
3,49 |
3,44 |
106,92 |
3,46 |
PS0416 |
PL0000106340 |
104,29 |
104,48 |
3,53 |
3,47 |
104,39 |
3,50 |
IZ0816 |
PL0000103529 |
105,75 |
106,35 |
--- |
--- |
106,05 |
--- |
PS1016 |
PL0000106795 |
104,01 |
104,17 |
3,55 |
3,51 |
104,09 |
3,53 |
WZ0117 |
PL0000106936 |
100,08 |
100,26 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
104,36 |
104,50 |
3,60 |
3,56 |
104,43 |
3,58 |
DS1017 |
PL0000104543 |
106,97 |
107,20 |
3,59 |
3,54 |
107,09 |
3,56 |
WZ0118 |
PL0000104717 |
100,04 |
100,23 |
--- |
--- |
100,14 |
--- |
PS0418 |
PL0000107314 |
100,54 |
100,73 |
3,63 |
3,59 |
100,64 |
3,61 |
DS1019 |
PL0000105441 |
110,41 |
110,73 |
3,70 |
3,65 |
110,57 |
3,67 |
DS1020 |
PL0000106126 |
109,34 |
109,63 |
3,81 |
3,77 |
109,49 |
3,79 |
WZ0121 |
PL0000106068 |
99,06 |
99,27 |
--- |
--- |
99,17 |
--- |
DS1021 |
PL0000106670 |
113,26 |
113,59 |
3,91 |
3,87 |
113,43 |
3,89 |
WS0922 |
PL0000102646 |
114,08 |
114,33 |
3,95 |
3,92 |
114,21 |
3,93 |
IZ0823 |
PL0000105359 |
108,99 |
109,73 |
--- |
--- |
109,36 |
--- |
DS1023 |
PL0000107264 |
100,15 |
100,46 |
3,98 |
3,94 |
100,31 |
3,96 |
WS0429 |
PL0000105391 |
118,68 |
119,36 |
4,14 |
4,08 |
119,02 |
4,11 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
98,59 |
98,73 |
3,58 |
3,22 |
98,66 |
3,40 |
DS1013 |
PL0000102836 |
100,98 |
101,07 |
3,40 |
3,26 |
101,03 |
3,32 |
OK0114 |
PL0000106712 |
96,98 |
97,07 |
3,44 |
3,34 |
97,03 |
3,39 |
PS0414 |
PL0000105433 |
102,49 |
102,62 |
3,49 |
3,38 |
102,56 |
3,43 |
OK0714 |
PL0000107009 |
95,44 |
95,56 |
3,39 |
3,30 |
95,50 |
3,34 |
WZ0115 |
PL0000106480 |
100,16 |
100,28 |
--- |
--- |
100,22 |
--- |
PS0415 |
PL0000105953 |
104,09 |
104,22 |
3,49 |
3,43 |
104,16 |
3,45 |
DS1015 |
PL0000103602 |
106,78 |
106,95 |
3,52 |
3,45 |
106,87 |
3,48 |
PS0416 |
PL0000106340 |
104,20 |
104,42 |
3,56 |
3,49 |
104,31 |
3,52 |
IZ0816 |
PL0000103529 |
105,72 |
106,37 |
--- |
--- |
106,05 |
--- |
PS1016 |
PL0000106795 |
103,88 |
104,12 |
3,59 |
3,52 |
104,00 |
3,55 |
WZ0117 |
PL0000106936 |
100,08 |
100,25 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
104,26 |
104,51 |
3,62 |
3,56 |
104,39 |
3,59 |
DS1017 |
PL0000104543 |
106,91 |
107,11 |
3,60 |
3,56 |
107,01 |
3,58 |
WZ0118 |
PL0000104717 |
100,07 |
100,23 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
100,42 |
100,60 |
3,66 |
3,62 |
100,51 |
3,64 |
DS1019 |
PL0000105441 |
110,22 |
110,58 |
3,73 |
3,67 |
110,40 |
3,70 |
DS1020 |
PL0000106126 |
109,20 |
109,49 |
3,83 |
3,79 |
109,35 |
3,81 |
WZ0121 |
PL0000106068 |
99,08 |
99,28 |
--- |
--- |
99,18 |
--- |
DS1021 |
PL0000106670 |
113,04 |
113,38 |
3,94 |
3,89 |
113,21 |
3,91 |
WS0922 |
PL0000102646 |
113,97 |
114,26 |
3,96 |
3,93 |
114,12 |
3,94 |
IZ0823 |
PL0000105359 |
109,06 |
109,83 |
--- |
--- |
109,45 |
--- |
DS1023 |
PL0000107264 |
100,07 |
100,28 |
3,99 |
3,96 |
100,18 |
3,97 |
WS0429 |
PL0000105391 |
118,57 |
119,31 |
4,15 |
4,09 |
118,94 |
4,12 |
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 |
1/2 |
1 |
3,400 |
3,420 |
3,404 |
50 |
DS1013 |
PL0000102836 |
1/2 |
1 |
3,500 |
3,500 |
3,500 |
90 |
WS0429 |
PL0000105391 |
1/2 |
1 |
3,450 |
3,450 |
3,450 |
10 |
DS1020 |
PL0000106126 |
1/2 |
1 |
3,450 |
3,500 |
3,471 |
35 |
DS1021 |
PL0000106670 |
1/2 |
1 |
3,500 |
3,550 |
3,545 |
55 |
OK0114 |
PL0000106712 |
1/2 |
1 |
3,400 |
3,400 |
3,400 |
55 |
PS0417 |
PL0000107058 |
1/2 |
1 |
3,400 |
3,500 |
3,433 |
60 |
PS0418 |
PL0000107314 |
1/2 |
1 |
3,400 |
3,400 |
3,400 |
150 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
3,500 |
3,500 |
3,500 |
120 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
3,450 |
3,450 |
3,450 |
30 |
OK0714 |
PL0000107009 |
0/2 |
2 |
3,400 |
3,400 |
3,400 |
20 |
WS0922 |
PL0000102646 |
1/8 |
7 |
3,450 |
3,450 |
3,450 |
180 |
DS1020 |
PL0000106126 |
1/8 |
7 |
3,550 |
3,550 |
3,550 |
20 |
TOTAL |
875 |