2013-03-06 |
MARKET DATA |
No 46 (2080) |
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 |
3 435,00 |
3 662,40 |
179 |
1 820,00 |
1 993,80 |
21 |
5 255,00 |
5 656,21 |
200 |
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 |
100,27 |
100,25 |
100,25 |
100,27 |
100,25 |
100,26 |
100,26 |
587 500 |
615,82 |
8 |
OK0713 |
PL0000106563 |
98,80 |
98,77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,09 |
101,06 |
101,05 |
101,05 |
101,05 |
101,05 |
101,05 |
50 000 |
51,45 |
1 |
OK0114 |
PL0000106712 |
97,25 |
97,03 |
97,03 |
97,29 |
97,03 |
97,25 |
97,26 |
317 500 |
308,80 |
17 |
PS0414 |
PL0000105433 |
102,62 |
102,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
95,58 |
95,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,44 |
104,01 |
103,97 |
104,40 |
103,96 |
104,30 |
104,26 |
610 000 |
665,14 |
18 |
OK0715 |
PL0000107405 |
92,33 |
92,10 |
92,28 |
92,40 |
92,28 |
92,40 |
92,38 |
115 000 |
106,24 |
8 |
DS1015 |
PL0000103602 |
106,91 |
106,64 |
107,04 |
107,04 |
107,04 |
107,04 |
107,04 |
25 000 |
27,34 |
1 |
PS0416 |
PL0000106340 |
104,43 |
104,07 |
104,10 |
104,50 |
104,02 |
104,40 |
104,14 |
182 500 |
197,99 |
10 |
PS1016 |
PL0000106795 |
104,11 |
103,72 |
103,90 |
104,11 |
103,90 |
104,10 |
104,03 |
100 000 |
105,77 |
6 |
PS0417 |
PL0000107058 |
104,58 |
104,11 |
104,55 |
104,60 |
104,55 |
104,55 |
104,56 |
65 000 |
70,65 |
6 |
DS1017 |
PL0000104543 |
107,10 |
103,80 |
107,25 |
107,25 |
107,25 |
107,25 |
107,25 |
10 000 |
10,92 |
1 |
PS0418 |
PL0000107314 |
100,80 |
100,30 |
100,31 |
100,85 |
100,30 |
100,80 |
100,73 |
105 000 |
109,18 |
9 |
DS1019 |
PL0000105441 |
110,50 |
109,80 |
109,76 |
110,63 |
109,76 |
110,45 |
110,42 |
122 500 |
137,73 |
12 |
DS1020 |
PL0000106126 |
112,26 |
108,80 |
109,35 |
109,60 |
109,35 |
109,60 |
109,46 |
50 000 |
55,69 |
5 |
DS1021 |
PL0000106670 |
113,30 |
112,75 |
112,80 |
113,50 |
112,64 |
113,50 |
113,04 |
135 000 |
155,45 |
11 |
WS0922 |
PL0000102646 |
114,20 |
113,55 |
113,64 |
114,25 |
113,44 |
114,05 |
113,81 |
425 000 |
494,80 |
39 |
DS1023 |
PL0000107264 |
100,38 |
99,60 |
99,80 |
100,35 |
99,60 |
100,35 |
99,96 |
155 000 |
157,21 |
16 |
WS0429 |
PL0000105391 |
118,90 |
116,20 |
118,30 |
119,00 |
118,20 |
119,00 |
118,50 |
30 000 |
37,05 |
3 |
WS0437 |
PL0000104857 |
0,00 |
115,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,20 |
105,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,50 |
109,40 |
109,70 |
109,70 |
109,70 |
109,70 |
109,70 |
10 000 |
12,80 |
1 |
WZ0115 |
PL0000106480 |
100,30 |
100,25 |
100,27 |
100,31 |
100,27 |
100,31 |
100,30 |
320 000 |
322,43 |
6 |
WZ0117 |
PL0000106936 |
100,18 |
100,19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,10 |
100,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,11 |
99,21 |
99,21 |
99,21 |
99,21 |
99,21 |
99,21 |
20 000 |
19,93 |
1 |
WZ0124 |
PL0000107454 |
98,60 |
98,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
3 435 000 |
3 662,40 |
179 |
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 |
19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29MAY13 |
PL0000004941 |
82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
110 |
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 |
98,65 |
98,80 |
3,59 |
3,19 |
98,73 |
3,38 |
DS1013 |
PL0000102836 |
101,02 |
101,17 |
3,29 |
3,05 |
101,10 |
3,16 |
OK0114 |
PL0000106712 |
96,96 |
97,16 |
3,54 |
3,30 |
97,06 |
3,42 |
PS0414 |
PL0000105433 |
102,42 |
102,55 |
3,52 |
3,40 |
102,49 |
3,46 |
OK0714 |
PL0000107009 |
95,35 |
95,50 |
3,51 |
3,39 |
95,43 |
3,45 |
WZ0115 |
PL0000106480 |
100,17 |
100,28 |
--- |
--- |
100,23 |
--- |
PS0415 |
PL0000105953 |
103,94 |
104,09 |
3,54 |
3,47 |
104,02 |
3,50 |
DS1015 |
PL0000103602 |
106,51 |
106,69 |
3,60 |
3,53 |
106,60 |
3,57 |
PS0416 |
PL0000106340 |
104,01 |
104,18 |
3,62 |
3,56 |
104,10 |
3,59 |
IZ0816 |
PL0000103529 |
104,92 |
105,67 |
--- |
--- |
105,30 |
--- |
PS1016 |
PL0000106795 |
103,65 |
103,79 |
3,65 |
3,61 |
103,72 |
3,63 |
WZ0117 |
PL0000106936 |
100,04 |
100,24 |
--- |
--- |
100,14 |
--- |
PS0417 |
PL0000107058 |
104,00 |
104,21 |
3,68 |
3,63 |
104,11 |
3,66 |
DS1017 |
PL0000104543 |
106,44 |
106,62 |
3,70 |
3,66 |
106,53 |
3,68 |
WZ0118 |
PL0000104717 |
100,02 |
100,23 |
--- |
--- |
100,13 |
--- |
PS0418 |
PL0000107314 |
100,25 |
100,44 |
3,69 |
3,65 |
100,35 |
3,67 |
DS1019 |
PL0000105441 |
109,71 |
109,93 |
3,81 |
3,77 |
109,82 |
3,79 |
DS1020 |
PL0000106126 |
108,61 |
108,95 |
3,92 |
3,87 |
108,78 |
3,89 |
WZ0121 |
PL0000106068 |
99,02 |
99,28 |
--- |
--- |
99,15 |
--- |
DS1021 |
PL0000106670 |
112,47 |
112,88 |
4,01 |
3,95 |
112,68 |
3,98 |
WS0922 |
PL0000102646 |
113,50 |
113,75 |
4,01 |
3,98 |
113,63 |
4,00 |
IZ0823 |
PL0000105359 |
108,78 |
109,56 |
--- |
--- |
109,17 |
--- |
DS1023 |
PL0000107264 |
99,62 |
99,84 |
4,04 |
4,01 |
99,73 |
4,03 |
WS0429 |
PL0000105391 |
117,86 |
118,43 |
4,20 |
4,16 |
118,15 |
4,18 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
98,77 |
98,89 |
3,27 |
2,95 |
98,83 |
3,11 |
DS1013 |
PL0000102836 |
101,06 |
101,24 |
3,22 |
2,94 |
101,15 |
3,08 |
OK0114 |
PL0000106712 |
97,18 |
97,33 |
3,28 |
3,10 |
97,26 |
3,18 |
PS0414 |
PL0000105433 |
102,55 |
102,70 |
3,40 |
3,27 |
102,63 |
3,33 |
OK0714 |
PL0000107009 |
95,51 |
95,71 |
3,38 |
3,23 |
95,61 |
3,30 |
WZ0115 |
PL0000106480 |
100,25 |
100,40 |
--- |
--- |
100,33 |
--- |
PS0415 |
PL0000105953 |
104,22 |
104,38 |
3,41 |
3,33 |
104,30 |
3,37 |
DS1015 |
PL0000103602 |
106,76 |
107,00 |
3,50 |
3,41 |
106,88 |
3,46 |
PS0416 |
PL0000106340 |
104,26 |
104,50 |
3,53 |
3,45 |
104,38 |
3,49 |
IZ0816 |
PL0000103529 |
105,04 |
105,77 |
--- |
--- |
105,41 |
--- |
PS1016 |
PL0000106795 |
103,90 |
104,15 |
3,58 |
3,51 |
104,03 |
3,54 |
WZ0117 |
PL0000106936 |
100,13 |
100,30 |
--- |
--- |
100,22 |
--- |
PS0417 |
PL0000107058 |
104,40 |
104,62 |
3,58 |
3,52 |
104,51 |
3,55 |
DS1017 |
PL0000104543 |
106,90 |
107,14 |
3,60 |
3,54 |
107,02 |
3,57 |
WZ0118 |
PL0000104717 |
100,06 |
100,30 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
100,56 |
100,86 |
3,62 |
3,56 |
100,71 |
3,59 |
DS1019 |
PL0000105441 |
110,21 |
110,48 |
3,73 |
3,68 |
110,35 |
3,71 |
DS1020 |
PL0000106126 |
109,13 |
109,56 |
3,84 |
3,78 |
109,35 |
3,81 |
WZ0121 |
PL0000106068 |
99,06 |
99,35 |
--- |
--- |
99,21 |
--- |
DS1021 |
PL0000106670 |
113,00 |
113,35 |
3,94 |
3,89 |
113,18 |
3,92 |
WS0922 |
PL0000102646 |
113,83 |
114,11 |
3,97 |
3,94 |
113,97 |
3,96 |
IZ0823 |
PL0000105359 |
109,28 |
109,93 |
--- |
--- |
109,61 |
--- |
DS1023 |
PL0000107264 |
99,99 |
100,32 |
4,00 |
3,96 |
100,16 |
3,98 |
WS0429 |
PL0000105391 |
118,43 |
119,28 |
4,16 |
4,09 |
118,86 |
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) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
0/1 |
1 |
3,520 |
3,520 |
3,520 |
55 |
DS1019 |
PL0000105441 |
0/1 |
1 |
3,520 |
3,520 |
3,520 |
30 |
DS1020 |
PL0000106126 |
0/1 |
1 |
3,520 |
3,520 |
3,520 |
110 |
PS0416 |
PL0000106340 |
0/1 |
1 |
3,520 |
3,520 |
3,520 |
35 |
PS0418 |
PL0000107314 |
0/1 |
1 |
3,400 |
3,400 |
3,400 |
40 |
DS1017 |
PL0000104543 |
1/2 |
1 |
3,450 |
3,450 |
3,450 |
55 |
DS1020 |
PL0000106126 |
1/2 |
1 |
3,450 |
3,450 |
3,450 |
60 |
PS0416 |
PL0000106340 |
1/2 |
1 |
3,450 |
3,450 |
3,450 |
35 |
OK0114 |
PL0000106712 |
1/2 |
1 |
3,400 |
3,400 |
3,400 |
40 |
PS1016 |
PL0000106795 |
1/2 |
1 |
3,450 |
3,450 |
3,450 |
85 |
DS1023 |
PL0000107264 |
1/2 |
1 |
3,000 |
3,000 |
3,000 |
60 |
PS0418 |
PL0000107314 |
1/2 |
1 |
3,300 |
3,400 |
3,325 |
40 |
OK0715 |
PL0000107405 |
1/2 |
1 |
3,450 |
3,450 |
3,450 |
35 |
PS0413 |
PL0000105037 |
2/9 |
7 |
3,450 |
3,450 |
3,450 |
100 |
OK0715 |
PL0000107405 |
2/9 |
7 |
3,450 |
3,450 |
3,450 |
40 |
TOTAL |
820 |
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 |
3,790 |
3,790 |
3,790 |
1 000 |
TOTAL |
1 000 |