2013-03-05 |
MARKET DATA |
No 45 (2079) |
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 |
1 352,50 |
1 449,62 |
73 |
1 810,00 |
1 997,41 |
20 |
3 162,50 |
3 447,04 |
93 |
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 |
100,24 |
100,25 |
100,25 |
100,25 |
100,25 |
100,25 |
100,25 |
400 000 |
419,18 |
3 |
OK0713 |
PL0000106563 |
98,66 |
98,78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,07 |
101,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
97,05 |
97,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,53 |
102,52 |
102,52 |
102,52 |
102,52 |
102,52 |
102,52 |
25 000 |
26,87 |
1 |
OK0714 |
PL0000107009 |
95,44 |
95,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,07 |
104,09 |
104,00 |
104,00 |
103,97 |
103,97 |
103,97 |
180 000 |
195,72 |
4 |
OK0715 |
PL0000107405 |
92,07 |
92,09 |
92,07 |
92,07 |
92,05 |
92,05 |
92,06 |
90 000 |
82,85 |
5 |
DS1015 |
PL0000103602 |
106,69 |
106,66 |
106,65 |
106,65 |
106,65 |
106,65 |
106,65 |
35 000 |
38,13 |
2 |
PS0416 |
PL0000106340 |
104,15 |
104,12 |
104,12 |
104,12 |
104,10 |
104,10 |
104,10 |
65 000 |
70,48 |
4 |
PS1016 |
PL0000106795 |
103,85 |
103,78 |
103,85 |
103,85 |
103,80 |
103,80 |
103,81 |
92 500 |
97,63 |
7 |
PS0417 |
PL0000107058 |
104,25 |
104,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,75 |
106,59 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
100,50 |
100,27 |
100,50 |
100,50 |
100,35 |
100,35 |
100,45 |
30 000 |
31,11 |
3 |
DS1019 |
PL0000105441 |
110,15 |
109,92 |
109,90 |
109,90 |
109,87 |
109,87 |
109,88 |
50 000 |
55,94 |
5 |
DS1020 |
PL0000106126 |
109,13 |
108,84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
113,16 |
112,82 |
113,10 |
113,10 |
112,80 |
112,80 |
113,01 |
95 000 |
109,35 |
9 |
WS0922 |
PL0000102646 |
114,00 |
113,60 |
114,00 |
114,00 |
113,70 |
113,70 |
113,79 |
70 000 |
81,47 |
7 |
DS1023 |
PL0000107264 |
100,10 |
99,70 |
100,20 |
100,21 |
99,75 |
99,75 |
99,99 |
150 000 |
152,18 |
15 |
WS0429 |
PL0000105391 |
118,50 |
118,50 |
118,74 |
118,74 |
118,20 |
118,20 |
118,40 |
45 000 |
55,52 |
4 |
WS0437 |
PL0000104857 |
0,00 |
115,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,50 |
105,35 |
105,40 |
105,40 |
105,40 |
105,40 |
105,40 |
15 000 |
20,44 |
2 |
IZ0823 |
PL0000105359 |
109,25 |
109,35 |
109,25 |
109,25 |
109,25 |
109,25 |
109,25 |
10 000 |
12,75 |
2 |
WZ0115 |
PL0000106480 |
100,22 |
100,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,16 |
100,19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,12 |
100,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,11 |
99,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,55 |
98,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 352 500 |
1 449,62 |
73 |
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 |
20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29MAY13 |
PL0000004941 |
83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
111 |
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 |
98,64 |
98,80 |
3,59 |
3,17 |
98,72 |
3,38 |
DS1013 |
PL0000102836 |
101,02 |
101,12 |
3,29 |
3,14 |
101,07 |
3,22 |
OK0114 |
PL0000106712 |
97,03 |
97,16 |
3,45 |
3,29 |
97,10 |
3,36 |
PS0414 |
PL0000105433 |
102,51 |
102,60 |
3,45 |
3,37 |
102,56 |
3,40 |
OK0714 |
PL0000107009 |
95,41 |
95,55 |
3,45 |
3,34 |
95,48 |
3,40 |
WZ0115 |
PL0000106480 |
100,18 |
100,29 |
--- |
--- |
100,24 |
--- |
PS0415 |
PL0000105953 |
104,00 |
104,13 |
3,52 |
3,45 |
104,07 |
3,48 |
DS1015 |
PL0000103602 |
106,62 |
106,80 |
3,56 |
3,49 |
106,71 |
3,53 |
PS0416 |
PL0000106340 |
104,06 |
104,26 |
3,60 |
3,53 |
104,16 |
3,57 |
IZ0816 |
PL0000103529 |
105,20 |
106,01 |
--- |
--- |
105,61 |
--- |
PS1016 |
PL0000106795 |
103,74 |
103,90 |
3,62 |
3,58 |
103,82 |
3,60 |
WZ0117 |
PL0000106936 |
100,11 |
100,28 |
--- |
--- |
100,20 |
--- |
PS0417 |
PL0000107058 |
104,19 |
104,32 |
3,64 |
3,60 |
104,26 |
3,62 |
DS1017 |
PL0000104543 |
106,65 |
106,87 |
3,66 |
3,61 |
106,76 |
3,63 |
WZ0118 |
PL0000104717 |
100,07 |
100,27 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
100,36 |
100,54 |
3,67 |
3,63 |
100,45 |
3,65 |
DS1019 |
PL0000105441 |
109,99 |
110,17 |
3,76 |
3,74 |
110,08 |
3,75 |
DS1020 |
PL0000106126 |
108,84 |
109,12 |
3,88 |
3,84 |
108,98 |
3,86 |
WZ0121 |
PL0000106068 |
99,06 |
99,30 |
--- |
--- |
99,18 |
--- |
DS1021 |
PL0000106670 |
112,79 |
113,09 |
3,97 |
3,93 |
112,94 |
3,95 |
WS0922 |
PL0000102646 |
113,66 |
113,93 |
4,00 |
3,96 |
113,80 |
3,98 |
IZ0823 |
PL0000105359 |
108,99 |
109,82 |
--- |
--- |
109,41 |
--- |
DS1023 |
PL0000107264 |
99,78 |
100,14 |
4,02 |
3,98 |
99,96 |
4,00 |
WS0429 |
PL0000105391 |
118,24 |
118,95 |
4,17 |
4,12 |
118,60 |
4,14 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
98,64 |
98,80 |
3,59 |
3,17 |
98,72 |
3,38 |
DS1013 |
PL0000102836 |
101,04 |
101,13 |
3,26 |
3,12 |
101,09 |
3,18 |
OK0114 |
PL0000106712 |
97,00 |
97,15 |
3,48 |
3,30 |
97,08 |
3,39 |
PS0414 |
PL0000105433 |
102,47 |
102,57 |
3,48 |
3,39 |
102,52 |
3,44 |
OK0714 |
PL0000107009 |
95,39 |
95,50 |
3,47 |
3,38 |
95,45 |
3,42 |
WZ0115 |
PL0000106480 |
100,19 |
100,29 |
--- |
--- |
100,24 |
--- |
PS0415 |
PL0000105953 |
103,97 |
104,11 |
3,53 |
3,46 |
104,04 |
3,50 |
DS1015 |
PL0000103602 |
106,56 |
106,76 |
3,58 |
3,51 |
106,66 |
3,55 |
PS0416 |
PL0000106340 |
104,02 |
104,19 |
3,61 |
3,56 |
104,11 |
3,58 |
IZ0816 |
PL0000103529 |
105,04 |
105,78 |
--- |
--- |
105,41 |
--- |
PS1016 |
PL0000106795 |
103,63 |
103,84 |
3,66 |
3,60 |
103,74 |
3,62 |
WZ0117 |
PL0000106936 |
100,09 |
100,26 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
104,01 |
104,23 |
3,68 |
3,62 |
104,12 |
3,65 |
DS1017 |
PL0000104543 |
106,49 |
106,73 |
3,69 |
3,64 |
106,61 |
3,67 |
WZ0118 |
PL0000104717 |
100,05 |
100,25 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
100,26 |
100,43 |
3,69 |
3,65 |
100,35 |
3,67 |
DS1019 |
PL0000105441 |
109,81 |
110,00 |
3,79 |
3,76 |
109,91 |
3,78 |
DS1020 |
PL0000106126 |
108,70 |
109,06 |
3,90 |
3,85 |
108,88 |
3,88 |
WZ0121 |
PL0000106068 |
99,03 |
99,27 |
--- |
--- |
99,15 |
--- |
DS1021 |
PL0000106670 |
112,74 |
112,99 |
3,97 |
3,94 |
112,87 |
3,96 |
WS0922 |
PL0000102646 |
113,53 |
113,85 |
4,01 |
3,97 |
113,69 |
3,99 |
IZ0823 |
PL0000105359 |
108,93 |
109,64 |
--- |
--- |
109,29 |
--- |
DS1023 |
PL0000107264 |
99,69 |
99,98 |
4,03 |
4,00 |
99,84 |
4,01 |
WS0429 |
PL0000105391 |
118,11 |
118,67 |
4,18 |
4,14 |
118,39 |
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) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
0/1 |
1 |
3,520 |
3,520 |
3,520 |
55 |
DS1020 |
PL0000106126 |
0/1 |
1 |
3,520 |
3,520 |
3,520 |
50 |
DS1015 |
PL0000103602 |
1/2 |
1 |
3,450 |
3,450 |
3,450 |
5 |
DS1017 |
PL0000104543 |
1/2 |
1 |
3,450 |
3,450 |
3,450 |
30 |
PS0414 |
PL0000105433 |
1/2 |
1 |
3,400 |
3,450 |
3,420 |
150 |
DS1020 |
PL0000106126 |
1/2 |
1 |
3,450 |
3,450 |
3,450 |
30 |
PS0416 |
PL0000106340 |
1/2 |
1 |
3,450 |
3,450 |
3,450 |
35 |
OK0114 |
PL0000106712 |
1/2 |
1 |
3,400 |
3,470 |
3,447 |
60 |
PS0418 |
PL0000107314 |
1/2 |
1 |
3,400 |
3,450 |
3,425 |
60 |
WS0429 |
PL0000105391 |
0/7 |
7 |
3,500 |
3,500 |
3,500 |
110 |
WZ0117 |
PL0000106936 |
0/7 |
7 |
3,750 |
3,750 |
3,750 |
135 |
PS0418 |
PL0000107314 |
1/8 |
7 |
3,450 |
3,450 |
3,450 |
30 |
OK0715 |
PL0000107405 |
1/8 |
7 |
3,470 |
3,470 |
3,470 |
60 |
TOTAL |
810 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/2 |
1 |
3,770 |
3,770 |
3,770 |
1 000 |
TOTAL |
1 000 |