2013-02-28 |
MARKET DATA |
No 42 (2076) |
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 |
2 780,00 |
2 892,83 |
119 |
1 505,00 |
1 582,45 |
18 |
4 285,00 |
4 475,28 |
137 |
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 |
100,25 |
100,26 |
100,27 |
100,28 |
100,27 |
100,27 |
100,27 |
250 000 |
261,94 |
4 |
OK0713 |
PL0000106563 |
98,66 |
98,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,07 |
101,04 |
101,04 |
101,07 |
101,02 |
101,02 |
101,06 |
985 000 |
1 013,13 |
20 |
OK0114 |
PL0000106712 |
97,07 |
97,08 |
97,08 |
97,10 |
97,08 |
97,09 |
97,09 |
450 000 |
436,92 |
7 |
PS0414 |
PL0000105433 |
102,60 |
102,59 |
102,60 |
102,60 |
102,60 |
102,60 |
102,60 |
25 000 |
26,88 |
1 |
OK0714 |
PL0000107009 |
95,51 |
95,53 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,47 |
104,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
92,16 |
92,19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,85 |
106,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,32 |
104,38 |
104,31 |
104,31 |
104,30 |
104,30 |
104,30 |
40 000 |
43,44 |
2 |
PS1016 |
PL0000106795 |
104,00 |
104,08 |
104,00 |
104,00 |
104,00 |
104,00 |
104,00 |
10 000 |
10,57 |
1 |
PS0417 |
PL0000107058 |
104,38 |
104,40 |
104,42 |
104,42 |
104,38 |
104,38 |
104,39 |
40 000 |
43,39 |
3 |
DS1017 |
PL0000104543 |
106,95 |
107,02 |
106,95 |
107,07 |
106,90 |
107,07 |
106,94 |
175 000 |
190,43 |
11 |
PS0418 |
PL0000107314 |
100,60 |
100,53 |
100,60 |
100,62 |
100,55 |
100,62 |
100,59 |
70 000 |
72,66 |
6 |
DS1019 |
PL0000105441 |
110,20 |
110,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,22 |
109,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
113,25 |
113,15 |
113,15 |
113,20 |
113,14 |
113,20 |
113,16 |
30 000 |
34,56 |
3 |
WS0922 |
PL0000102646 |
114,14 |
114,10 |
114,06 |
114,17 |
114,03 |
114,16 |
114,12 |
265 000 |
309,19 |
22 |
DS1023 |
PL0000107264 |
100,25 |
100,15 |
100,15 |
100,30 |
100,15 |
100,29 |
100,21 |
267 500 |
271,88 |
27 |
WS0429 |
PL0000105391 |
118,75 |
118,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
116,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,15 |
106,20 |
106,15 |
106,15 |
106,15 |
106,15 |
106,15 |
5 000 |
6,86 |
1 |
IZ0823 |
PL0000105359 |
109,40 |
109,50 |
109,35 |
109,35 |
109,35 |
109,35 |
109,35 |
10 000 |
12,76 |
1 |
WZ0115 |
PL0000106480 |
100,23 |
100,26 |
100,23 |
100,23 |
100,23 |
100,23 |
100,23 |
75 000 |
75,49 |
2 |
WZ0117 |
PL0000106936 |
100,21 |
100,23 |
100,20 |
100,24 |
100,20 |
100,24 |
100,21 |
57 500 |
57,86 |
5 |
WZ0118 |
PL0000104717 |
100,15 |
100,19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,16 |
99,24 |
99,16 |
99,25 |
99,16 |
99,25 |
99,17 |
22 500 |
22,41 |
2 |
WZ0124 |
PL0000107454 |
98,63 |
98,95 |
98,95 |
98,95 |
98,95 |
98,95 |
98,95 |
2 500 |
2,48 |
1 |
TOTAL |
2 780 000 |
2 892,83 |
119 |
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 |
23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29MAY13 |
PL0000004941 |
86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
114 |
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 |
98,63 |
98,78 |
3,55 |
3,15 |
98,71 |
3,34 |
DS1013 |
PL0000102836 |
100,99 |
101,07 |
3,36 |
3,24 |
101,03 |
3,30 |
OK0114 |
PL0000106712 |
97,02 |
97,12 |
3,43 |
3,31 |
97,07 |
3,37 |
PS0414 |
PL0000105433 |
102,53 |
102,61 |
3,44 |
3,37 |
102,57 |
3,41 |
OK0714 |
PL0000107009 |
95,48 |
95,60 |
3,38 |
3,29 |
95,54 |
3,33 |
WZ0115 |
PL0000106480 |
100,17 |
100,30 |
--- |
--- |
100,24 |
--- |
PS0415 |
PL0000105953 |
104,12 |
104,25 |
3,47 |
3,40 |
104,19 |
3,43 |
DS1015 |
PL0000103602 |
106,77 |
106,95 |
3,51 |
3,44 |
106,86 |
3,48 |
PS0416 |
PL0000106340 |
104,27 |
104,42 |
3,53 |
3,48 |
104,35 |
3,51 |
IZ0816 |
PL0000103529 |
105,69 |
106,41 |
--- |
--- |
106,05 |
--- |
PS1016 |
PL0000106795 |
103,89 |
104,10 |
3,58 |
3,52 |
104,00 |
3,55 |
WZ0117 |
PL0000106936 |
100,09 |
100,26 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
104,28 |
104,45 |
3,61 |
3,57 |
104,37 |
3,59 |
DS1017 |
PL0000104543 |
106,86 |
107,06 |
3,61 |
3,57 |
106,96 |
3,59 |
WZ0118 |
PL0000104717 |
100,07 |
100,23 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
100,38 |
100,57 |
3,66 |
3,62 |
100,48 |
3,64 |
DS1019 |
PL0000105441 |
110,17 |
110,48 |
3,74 |
3,69 |
110,33 |
3,71 |
DS1020 |
PL0000106126 |
109,14 |
109,42 |
3,84 |
3,80 |
109,28 |
3,82 |
WZ0121 |
PL0000106068 |
99,10 |
99,30 |
--- |
--- |
99,20 |
--- |
DS1021 |
PL0000106670 |
113,05 |
113,30 |
3,93 |
3,90 |
113,18 |
3,92 |
WS0922 |
PL0000102646 |
113,99 |
114,17 |
3,96 |
3,94 |
114,08 |
3,95 |
IZ0823 |
PL0000105359 |
109,07 |
109,78 |
--- |
--- |
109,43 |
--- |
DS1023 |
PL0000107264 |
100,02 |
100,27 |
3,99 |
3,96 |
100,15 |
3,98 |
WS0429 |
PL0000105391 |
118,49 |
119,18 |
4,15 |
4,10 |
118,84 |
4,12 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
98,63 |
98,83 |
3,55 |
3,02 |
98,73 |
3,28 |
DS1013 |
PL0000102836 |
101,00 |
101,10 |
3,35 |
3,19 |
101,05 |
3,27 |
OK0114 |
PL0000106712 |
97,00 |
97,15 |
3,45 |
3,27 |
97,08 |
3,36 |
PS0414 |
PL0000105433 |
102,54 |
102,63 |
3,43 |
3,35 |
102,59 |
3,39 |
OK0714 |
PL0000107009 |
95,48 |
95,58 |
3,38 |
3,30 |
95,53 |
3,34 |
WZ0115 |
PL0000106480 |
100,17 |
100,30 |
--- |
--- |
100,24 |
--- |
PS0415 |
PL0000105953 |
104,12 |
104,27 |
3,47 |
3,39 |
104,20 |
3,43 |
DS1015 |
PL0000103602 |
106,81 |
106,97 |
3,50 |
3,43 |
106,89 |
3,47 |
PS0416 |
PL0000106340 |
104,24 |
104,48 |
3,54 |
3,46 |
104,36 |
3,50 |
IZ0816 |
PL0000103529 |
105,91 |
106,52 |
--- |
--- |
106,22 |
--- |
PS1016 |
PL0000106795 |
103,92 |
104,15 |
3,58 |
3,51 |
104,04 |
3,54 |
WZ0117 |
PL0000106936 |
100,16 |
100,27 |
--- |
--- |
100,22 |
--- |
PS0417 |
PL0000107058 |
104,30 |
104,49 |
3,61 |
3,56 |
104,40 |
3,58 |
DS1017 |
PL0000104543 |
106,87 |
107,08 |
3,61 |
3,56 |
106,98 |
3,58 |
WZ0118 |
PL0000104717 |
100,09 |
100,27 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
100,56 |
100,73 |
3,62 |
3,59 |
100,65 |
3,61 |
DS1019 |
PL0000105441 |
110,11 |
110,49 |
3,75 |
3,69 |
110,30 |
3,72 |
DS1020 |
PL0000106126 |
109,15 |
109,53 |
3,84 |
3,78 |
109,34 |
3,81 |
WZ0121 |
PL0000106068 |
99,06 |
99,29 |
--- |
--- |
99,18 |
--- |
DS1021 |
PL0000106670 |
113,09 |
113,34 |
3,93 |
3,90 |
113,22 |
3,91 |
WS0922 |
PL0000102646 |
114,02 |
114,21 |
3,95 |
3,93 |
114,12 |
3,94 |
IZ0823 |
PL0000105359 |
109,05 |
109,74 |
--- |
--- |
109,40 |
--- |
DS1023 |
PL0000107264 |
100,17 |
100,36 |
3,98 |
3,95 |
100,27 |
3,96 |
WS0429 |
PL0000105391 |
118,44 |
119,15 |
4,15 |
4,10 |
118,80 |
4,13 |
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 |
3,450 |
3,450 |
3,450 |
40 |
PS0418 |
PL0000107314 |
0/1 |
1 |
3,450 |
3,450 |
3,450 |
40 |
WS0922 |
PL0000102646 |
1/4 |
3 |
3,400 |
3,450 |
3,447 |
95 |
DS1013 |
PL0000102836 |
1/4 |
3 |
3,350 |
3,350 |
3,350 |
610 |
PS0415 |
PL0000105953 |
1/4 |
3 |
3,500 |
3,510 |
3,502 |
100 |
DS1021 |
PL0000106670 |
1/4 |
3 |
3,550 |
3,550 |
3,550 |
50 |
OK0114 |
PL0000106712 |
1/4 |
3 |
3,400 |
3,400 |
3,400 |
40 |
OK0714 |
PL0000107009 |
1/4 |
3 |
3,400 |
3,400 |
3,400 |
35 |
PS0417 |
PL0000107058 |
1/4 |
3 |
3,450 |
3,450 |
3,450 |
60 |
DS1023 |
PL0000107264 |
1/4 |
3 |
2,000 |
2,000 |
2,000 |
40 |
PS0418 |
PL0000107314 |
1/4 |
3 |
3,450 |
3,450 |
3,450 |
150 |
WZ0118 |
PL0000104717 |
1/4 |
3 |
3,500 |
3,500 |
3,500 |
120 |
WZ0121 |
PL0000106068 |
1/4 |
3 |
3,500 |
3,500 |
3,500 |
30 |
DS1020 |
PL0000106126 |
1/5 |
4 |
3,500 |
3,500 |
3,500 |
95 |
TOTAL |
1 505 |