2013-03-07 |
MARKET DATA |
No 47 (2081) |
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 |
2 157,50 |
2 306,56 |
126 |
3 200,00 |
3 522,77 |
29 |
5 357,50 |
5 829,33 |
155 |
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 |
100,26 |
100,26 |
100,26 |
100,26 |
100,26 |
100,26 |
100,26 |
700 000 |
734,04 |
9 |
OK0713 |
PL0000106563 |
98,85 |
98,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,10 |
101,10 |
101,10 |
101,10 |
101,10 |
101,10 |
101,10 |
75 000 |
77,24 |
2 |
OK0114 |
PL0000106712 |
97,25 |
97,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,66 |
102,67 |
102,67 |
102,67 |
102,67 |
102,67 |
102,67 |
105 000 |
113,10 |
3 |
OK0714 |
PL0000107009 |
95,67 |
95,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,40 |
104,40 |
104,42 |
104,42 |
104,35 |
104,35 |
104,39 |
40 000 |
43,68 |
2 |
OK0715 |
PL0000107405 |
92,45 |
92,43 |
92,48 |
92,48 |
92,44 |
92,44 |
92,46 |
120 000 |
110,95 |
6 |
DS1015 |
PL0000103602 |
107,06 |
107,03 |
107,06 |
107,07 |
107,06 |
107,07 |
107,07 |
20 000 |
21,89 |
2 |
PS0416 |
PL0000106340 |
104,55 |
104,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,22 |
104,15 |
104,15 |
104,21 |
104,15 |
104,21 |
104,20 |
62 500 |
66,24 |
5 |
PS0417 |
PL0000107058 |
104,64 |
104,55 |
104,60 |
104,60 |
104,60 |
104,60 |
104,60 |
10 000 |
10,88 |
1 |
DS1017 |
PL0000104543 |
107,20 |
107,10 |
107,10 |
107,31 |
107,10 |
107,15 |
107,24 |
90 000 |
98,29 |
8 |
PS0418 |
PL0000107314 |
101,03 |
100,77 |
100,93 |
100,93 |
100,80 |
100,83 |
100,86 |
65 000 |
67,70 |
5 |
DS1019 |
PL0000105441 |
110,60 |
110,50 |
110,52 |
110,52 |
110,52 |
110,52 |
110,52 |
10 000 |
11,26 |
1 |
DS1020 |
PL0000106126 |
109,56 |
109,45 |
109,45 |
109,65 |
109,45 |
109,65 |
109,55 |
20 000 |
22,30 |
2 |
DS1021 |
PL0000106670 |
113,50 |
113,20 |
113,40 |
113,60 |
113,20 |
113,20 |
113,41 |
70 000 |
80,90 |
7 |
WS0922 |
PL0000102646 |
114,25 |
113,95 |
114,20 |
114,35 |
113,95 |
113,95 |
114,18 |
195 000 |
227,84 |
17 |
DS1023 |
PL0000107264 |
100,35 |
100,05 |
100,30 |
100,45 |
99,99 |
100,05 |
100,21 |
442 500 |
450,09 |
42 |
WS0429 |
PL0000105391 |
119,05 |
118,70 |
119,19 |
119,22 |
118,50 |
118,50 |
119,01 |
40 000 |
49,62 |
5 |
WS0437 |
PL0000104857 |
114,00 |
116,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,27 |
104,99 |
105,20 |
105,20 |
105,15 |
105,15 |
105,19 |
55 000 |
74,82 |
5 |
IZ0823 |
PL0000105359 |
109,55 |
109,50 |
109,30 |
109,30 |
109,25 |
109,30 |
109,28 |
30 000 |
38,27 |
3 |
WZ0115 |
PL0000106480 |
100,34 |
100,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,25 |
100,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,22 |
100,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,21 |
99,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,85 |
98,85 |
98,90 |
98,90 |
98,90 |
98,90 |
98,90 |
7 500 |
7,45 |
1 |
TOTAL |
2 157 500 |
2 306,56 |
126 |
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 |
16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29MAY13 |
PL0000004941 |
79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
107 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
170 |
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 |
98,77 |
98,91 |
3,34 |
2,96 |
98,84 |
3,15 |
DS1013 |
PL0000102836 |
101,05 |
101,23 |
3,22 |
2,93 |
101,14 |
3,07 |
OK0114 |
PL0000106712 |
97,21 |
97,39 |
3,27 |
3,06 |
97,30 |
3,17 |
PS0414 |
PL0000105433 |
102,58 |
102,73 |
3,36 |
3,23 |
102,66 |
3,29 |
OK0714 |
PL0000107009 |
95,58 |
95,78 |
3,35 |
3,19 |
95,68 |
3,27 |
WZ0115 |
PL0000106480 |
100,28 |
100,43 |
--- |
--- |
100,36 |
--- |
PS0415 |
PL0000105953 |
104,30 |
104,48 |
3,36 |
3,28 |
104,39 |
3,32 |
DS1015 |
PL0000103602 |
106,96 |
107,17 |
3,42 |
3,34 |
107,07 |
3,38 |
PS0416 |
PL0000106340 |
104,40 |
104,64 |
3,48 |
3,40 |
104,52 |
3,44 |
IZ0816 |
PL0000103529 |
105,01 |
105,88 |
--- |
--- |
105,45 |
--- |
PS1016 |
PL0000106795 |
104,10 |
104,33 |
3,52 |
3,45 |
104,22 |
3,48 |
WZ0117 |
PL0000106936 |
100,16 |
100,33 |
--- |
--- |
100,25 |
--- |
PS0417 |
PL0000107058 |
104,51 |
104,75 |
3,55 |
3,49 |
104,63 |
3,52 |
DS1017 |
PL0000104543 |
107,03 |
107,28 |
3,57 |
3,51 |
107,16 |
3,54 |
WZ0118 |
PL0000104717 |
100,13 |
100,35 |
--- |
--- |
100,24 |
--- |
PS0418 |
PL0000107314 |
100,77 |
101,04 |
3,58 |
3,52 |
100,91 |
3,55 |
DS1019 |
PL0000105441 |
110,45 |
110,83 |
3,69 |
3,63 |
110,64 |
3,66 |
DS1020 |
PL0000106126 |
109,43 |
109,76 |
3,80 |
3,75 |
109,60 |
3,77 |
WZ0121 |
PL0000106068 |
99,09 |
99,35 |
--- |
--- |
99,22 |
--- |
DS1021 |
PL0000106670 |
113,38 |
113,64 |
3,89 |
3,85 |
113,51 |
3,87 |
WS0922 |
PL0000102646 |
114,06 |
114,42 |
3,95 |
3,90 |
114,24 |
3,93 |
IZ0823 |
PL0000105359 |
109,17 |
110,06 |
--- |
--- |
109,62 |
--- |
DS1023 |
PL0000107264 |
100,26 |
100,47 |
3,97 |
3,94 |
100,37 |
3,95 |
WS0429 |
PL0000105391 |
118,82 |
119,53 |
4,12 |
4,07 |
119,18 |
4,10 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
98,79 |
98,97 |
3,29 |
2,79 |
98,88 |
3,04 |
DS1013 |
PL0000102836 |
101,06 |
101,18 |
3,20 |
3,01 |
101,12 |
3,11 |
OK0114 |
PL0000106712 |
97,21 |
97,36 |
3,27 |
3,09 |
97,29 |
3,18 |
PS0414 |
PL0000105433 |
102,61 |
102,73 |
3,33 |
3,23 |
102,67 |
3,28 |
OK0714 |
PL0000107009 |
95,61 |
95,79 |
3,32 |
3,18 |
95,70 |
3,25 |
WZ0115 |
PL0000106480 |
100,30 |
100,43 |
--- |
--- |
100,37 |
--- |
PS0415 |
PL0000105953 |
104,32 |
104,45 |
3,35 |
3,29 |
104,39 |
3,32 |
DS1015 |
PL0000103602 |
106,96 |
107,10 |
3,42 |
3,37 |
107,03 |
3,39 |
PS0416 |
PL0000106340 |
104,42 |
104,66 |
3,48 |
3,40 |
104,54 |
3,44 |
IZ0816 |
PL0000103529 |
104,60 |
105,28 |
--- |
--- |
104,94 |
--- |
PS1016 |
PL0000106795 |
104,13 |
104,39 |
3,51 |
3,43 |
104,26 |
3,47 |
WZ0117 |
PL0000106936 |
100,21 |
100,35 |
--- |
--- |
100,28 |
--- |
PS0417 |
PL0000107058 |
104,54 |
104,74 |
3,54 |
3,49 |
104,64 |
3,52 |
DS1017 |
PL0000104543 |
106,96 |
107,21 |
3,58 |
3,53 |
107,09 |
3,55 |
WZ0118 |
PL0000104717 |
100,17 |
100,35 |
--- |
--- |
100,26 |
--- |
PS0418 |
PL0000107314 |
100,70 |
100,89 |
3,59 |
3,55 |
100,80 |
3,57 |
DS1019 |
PL0000105441 |
110,41 |
110,71 |
3,69 |
3,65 |
110,56 |
3,67 |
DS1020 |
PL0000106126 |
109,26 |
109,58 |
3,82 |
3,77 |
109,42 |
3,80 |
WZ0121 |
PL0000106068 |
99,15 |
99,36 |
--- |
--- |
99,26 |
--- |
DS1021 |
PL0000106670 |
113,13 |
113,35 |
3,92 |
3,89 |
113,24 |
3,91 |
WS0922 |
PL0000102646 |
113,81 |
114,10 |
3,98 |
3,94 |
113,96 |
3,96 |
IZ0823 |
PL0000105359 |
108,90 |
109,72 |
--- |
--- |
109,31 |
--- |
DS1023 |
PL0000107264 |
99,88 |
100,19 |
4,01 |
3,97 |
100,04 |
3,99 |
WS0429 |
PL0000105391 |
118,28 |
118,95 |
4,17 |
4,11 |
118,62 |
4,14 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1013 |
PL0000102836 |
0/1 |
1 |
2,000 |
2,000 |
2,000 |
70 |
DS1015 |
PL0000103602 |
0/1 |
1 |
3,150 |
3,150 |
3,150 |
35 |
PS0414 |
PL0000105433 |
0/1 |
1 |
3,150 |
3,150 |
3,150 |
60 |
DS1019 |
PL0000105441 |
0/1 |
1 |
3,150 |
3,150 |
3,150 |
120 |
PS0416 |
PL0000106340 |
0/1 |
1 |
3,150 |
3,150 |
3,150 |
10 |
OK0713 |
PL0000106563 |
0/1 |
1 |
2,000 |
2,000 |
2,000 |
140 |
DS1021 |
PL0000106670 |
0/1 |
1 |
3,150 |
3,150 |
3,150 |
250 |
DS1015 |
PL0000103602 |
1/4 |
3 |
3,150 |
3,150 |
3,150 |
90 |
DS1017 |
PL0000104543 |
1/4 |
3 |
3,150 |
3,150 |
3,150 |
130 |
DS1019 |
PL0000105441 |
1/4 |
3 |
3,150 |
3,150 |
3,150 |
80 |
DS1020 |
PL0000106126 |
1/4 |
3 |
3,150 |
3,150 |
3,150 |
10 |
DS1021 |
PL0000106670 |
1/4 |
3 |
3,150 |
3,150 |
3,150 |
135 |
OK0114 |
PL0000106712 |
1/4 |
3 |
2,800 |
2,800 |
2,800 |
10 |
PS0418 |
PL0000107314 |
1/4 |
3 |
3,100 |
3,100 |
3,100 |
105 |
WZ0115 |
PL0000106480 |
1/4 |
3 |
3,150 |
3,150 |
3,150 |
175 |
DS1015 |
PL0000103602 |
1/8 |
7 |
3,150 |
3,150 |
3,150 |
180 |
PS0413 |
PL0000105037 |
1/8 |
7 |
3,150 |
3,150 |
3,150 |
200 |
DS1019 |
PL0000105441 |
1/8 |
7 |
3,150 |
3,150 |
3,150 |
200 |
DS1021 |
PL0000106670 |
1/8 |
7 |
3,150 |
3,150 |
3,150 |
200 |
TOTAL |
2 200 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/4 |
3 |
3,330 |
3,330 |
3,330 |
1 000 |
TOTAL |
1 000 |