2013-03-08 |
MARKET DATA |
No 48 (2082) |
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 |
1 477,50 |
1 560,60 |
93 |
2 385,00 |
2 613,30 |
24 |
3 862,50 |
4 173,89 |
117 |
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 |
100,24 |
100,24 |
100,24 |
100,24 |
100,24 |
100,24 |
365 000 |
382,73 |
8 |
OK0713 |
PL0000106563 |
98,83 |
98,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,08 |
101,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
97,26 |
97,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,65 |
102,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
95,65 |
95,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,49 |
104,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
92,45 |
92,50 |
92,44 |
92,44 |
92,44 |
92,44 |
92,44 |
10 000 |
9,24 |
1 |
DS1015 |
PL0000103602 |
107,03 |
107,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,50 |
104,53 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,25 |
104,19 |
104,25 |
104,25 |
104,23 |
104,23 |
104,24 |
55 000 |
58,32 |
4 |
PS0417 |
PL0000107058 |
104,66 |
104,60 |
104,66 |
104,66 |
104,63 |
104,64 |
104,65 |
50 000 |
54,41 |
3 |
DS1017 |
PL0000104543 |
107,20 |
107,10 |
107,10 |
107,12 |
107,10 |
107,12 |
107,11 |
40 000 |
43,64 |
4 |
PS0418 |
PL0000107314 |
100,90 |
100,71 |
100,95 |
100,95 |
100,70 |
100,70 |
100,78 |
240 000 |
249,78 |
21 |
DS1019 |
PL0000105441 |
110,55 |
110,50 |
110,60 |
110,60 |
110,60 |
110,60 |
110,60 |
5 000 |
5,63 |
1 |
DS1020 |
PL0000106126 |
109,50 |
109,45 |
109,50 |
109,63 |
109,30 |
109,30 |
109,49 |
132 500 |
147,71 |
11 |
DS1021 |
PL0000106670 |
113,41 |
100,30 |
113,41 |
113,41 |
113,08 |
113,08 |
113,32 |
60 000 |
69,29 |
7 |
WS0922 |
PL0000102646 |
114,07 |
113,65 |
114,05 |
114,07 |
113,55 |
113,75 |
113,84 |
80 000 |
93,21 |
10 |
DS1023 |
PL0000107264 |
100,15 |
99,90 |
100,05 |
100,15 |
99,95 |
99,95 |
99,99 |
110 000 |
111,66 |
9 |
WS0429 |
PL0000105391 |
118,50 |
118,46 |
118,32 |
118,32 |
118,32 |
118,32 |
118,32 |
10 000 |
12,34 |
1 |
WS0437 |
PL0000104857 |
0,00 |
116,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,89 |
105,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,19 |
109,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,35 |
100,33 |
100,35 |
100,35 |
100,30 |
100,30 |
100,32 |
295 000 |
297,44 |
10 |
WZ0117 |
PL0000106936 |
100,24 |
100,28 |
100,24 |
100,24 |
100,24 |
100,24 |
100,24 |
10 000 |
10,07 |
1 |
WZ0118 |
PL0000104717 |
100,24 |
100,24 |
100,23 |
100,24 |
100,23 |
100,24 |
100,23 |
15 000 |
15,11 |
2 |
WZ0121 |
PL0000106068 |
99,19 |
99,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,70 |
98,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 477 500 |
1 560,60 |
93 |
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 |
15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29MAY13 |
PL0000004941 |
78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
106 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
169 |
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 |
98,79 |
98,97 |
3,31 |
2,81 |
98,88 |
3,06 |
DS1013 |
PL0000102836 |
101,06 |
101,18 |
3,19 |
3,00 |
101,12 |
3,10 |
OK0114 |
PL0000106712 |
97,22 |
97,38 |
3,27 |
3,08 |
97,30 |
3,18 |
PS0414 |
PL0000105433 |
102,62 |
102,75 |
3,32 |
3,20 |
102,69 |
3,26 |
OK0714 |
PL0000107009 |
95,63 |
95,81 |
3,32 |
3,17 |
95,72 |
3,24 |
WZ0115 |
PL0000106480 |
100,29 |
100,44 |
--- |
--- |
100,37 |
--- |
PS0415 |
PL0000105953 |
104,31 |
104,46 |
3,36 |
3,28 |
104,39 |
3,32 |
DS1015 |
PL0000103602 |
106,97 |
107,14 |
3,41 |
3,35 |
107,06 |
3,38 |
PS0416 |
PL0000106340 |
104,45 |
104,66 |
3,46 |
3,40 |
104,56 |
3,43 |
IZ0816 |
PL0000103529 |
104,44 |
105,29 |
--- |
--- |
104,87 |
--- |
PS1016 |
PL0000106795 |
104,18 |
104,39 |
3,49 |
3,43 |
104,29 |
3,46 |
WZ0117 |
PL0000106936 |
100,17 |
100,34 |
--- |
--- |
100,26 |
--- |
PS0417 |
PL0000107058 |
104,57 |
104,76 |
3,53 |
3,49 |
104,67 |
3,51 |
DS1017 |
PL0000104543 |
107,11 |
107,29 |
3,55 |
3,51 |
107,20 |
3,53 |
WZ0118 |
PL0000104717 |
100,14 |
100,34 |
--- |
--- |
100,24 |
--- |
PS0418 |
PL0000107314 |
100,72 |
100,94 |
3,59 |
3,54 |
100,83 |
3,57 |
DS1019 |
PL0000105441 |
110,42 |
110,64 |
3,69 |
3,66 |
110,53 |
3,67 |
DS1020 |
PL0000106126 |
109,44 |
109,65 |
3,79 |
3,76 |
109,55 |
3,78 |
WZ0121 |
PL0000106068 |
99,13 |
99,35 |
--- |
--- |
99,24 |
--- |
DS1021 |
PL0000106670 |
113,31 |
113,57 |
3,90 |
3,86 |
113,44 |
3,88 |
WS0922 |
PL0000102646 |
113,92 |
114,21 |
3,96 |
3,93 |
114,07 |
3,94 |
IZ0823 |
PL0000105359 |
108,83 |
109,69 |
--- |
--- |
109,26 |
--- |
DS1023 |
PL0000107264 |
100,03 |
100,26 |
3,99 |
3,97 |
100,15 |
3,98 |
WS0429 |
PL0000105391 |
118,37 |
119,06 |
4,16 |
4,11 |
118,72 |
4,13 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
98,81 |
98,98 |
3,26 |
2,79 |
98,90 |
3,01 |
DS1013 |
PL0000102836 |
101,06 |
101,18 |
3,19 |
3,00 |
101,12 |
3,10 |
OK0114 |
PL0000106712 |
97,23 |
97,40 |
3,26 |
3,05 |
97,32 |
3,15 |
PS0414 |
PL0000105433 |
102,59 |
102,73 |
3,35 |
3,22 |
102,66 |
3,28 |
OK0714 |
PL0000107009 |
95,60 |
95,78 |
3,34 |
3,20 |
95,69 |
3,27 |
WZ0115 |
PL0000106480 |
100,27 |
100,38 |
--- |
--- |
100,33 |
--- |
PS0415 |
PL0000105953 |
104,29 |
104,43 |
3,37 |
3,30 |
104,36 |
3,33 |
DS1015 |
PL0000103602 |
106,93 |
107,11 |
3,43 |
3,36 |
107,02 |
3,39 |
PS0416 |
PL0000106340 |
104,37 |
104,62 |
3,49 |
3,41 |
104,50 |
3,45 |
IZ0816 |
PL0000103529 |
104,65 |
105,30 |
--- |
--- |
104,98 |
--- |
PS1016 |
PL0000106795 |
104,14 |
104,29 |
3,50 |
3,46 |
104,22 |
3,48 |
WZ0117 |
PL0000106936 |
100,19 |
100,34 |
--- |
--- |
100,27 |
--- |
PS0417 |
PL0000107058 |
104,52 |
104,68 |
3,55 |
3,51 |
104,60 |
3,53 |
DS1017 |
PL0000104543 |
106,98 |
107,22 |
3,58 |
3,52 |
107,10 |
3,55 |
WZ0118 |
PL0000104717 |
100,15 |
100,33 |
--- |
--- |
100,24 |
--- |
PS0418 |
PL0000107314 |
100,72 |
100,94 |
3,59 |
3,54 |
100,83 |
3,57 |
DS1019 |
PL0000105441 |
110,27 |
110,59 |
3,72 |
3,66 |
110,43 |
3,69 |
DS1020 |
PL0000106126 |
109,32 |
109,67 |
3,81 |
3,76 |
109,50 |
3,79 |
WZ0121 |
PL0000106068 |
99,08 |
99,34 |
--- |
--- |
99,21 |
--- |
DS1021 |
PL0000106670 |
113,06 |
113,34 |
3,93 |
3,89 |
113,20 |
3,91 |
WS0922 |
PL0000102646 |
113,68 |
113,91 |
3,99 |
3,96 |
113,80 |
3,98 |
IZ0823 |
PL0000105359 |
108,90 |
109,63 |
--- |
--- |
109,27 |
--- |
DS1023 |
PL0000107264 |
99,81 |
100,05 |
4,02 |
3,99 |
99,93 |
4,00 |
WS0429 |
PL0000105391 |
117,98 |
118,57 |
4,19 |
4,14 |
118,28 |
4,17 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0413 |
PL0000105037 |
3/4 |
1 |
3,150 |
3,150 |
3,150 |
80 |
DS1020 |
PL0000106126 |
3/4 |
1 |
2,750 |
2,750 |
2,750 |
10 |
OK0114 |
PL0000106712 |
3/4 |
1 |
2,500 |
2,500 |
2,500 |
10 |
PS1016 |
PL0000106795 |
3/4 |
1 |
2,750 |
2,750 |
2,750 |
10 |
OK0714 |
PL0000107009 |
3/4 |
1 |
3,050 |
3,050 |
3,050 |
80 |
PS0417 |
PL0000107058 |
3/4 |
1 |
3,100 |
3,100 |
3,100 |
15 |
DS1023 |
PL0000107264 |
3/4 |
1 |
3,000 |
3,000 |
3,000 |
260 |
DS1017 |
PL0000104543 |
0/3 |
3 |
3,150 |
3,150 |
3,150 |
40 |
DS1020 |
PL0000106126 |
0/3 |
3 |
3,150 |
3,150 |
3,150 |
55 |
DS1017 |
PL0000104543 |
3/10 |
7 |
3,150 |
3,150 |
3,150 |
30 |
PS0413 |
PL0000105037 |
3/10 |
7 |
3,150 |
3,150 |
3,150 |
40 |
DS1019 |
PL0000105441 |
3/10 |
7 |
3,100 |
3,150 |
3,117 |
235 |
DS1021 |
PL0000106670 |
3/10 |
7 |
3,150 |
3,150 |
3,150 |
145 |
OK0715 |
PL0000107405 |
3/10 |
7 |
3,150 |
3,150 |
3,150 |
35 |
WZ0115 |
PL0000106480 |
3/10 |
7 |
3,150 |
3,150 |
3,150 |
140 |
PS0418 |
PL0000107314 |
4/11 |
7 |
3,050 |
3,050 |
3,050 |
200 |
TOTAL |
1 385 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
3/4 |
1 |
3,330 |
3,330 |
3,330 |
1 000 |
TOTAL |
1 000 |