2013-03-12 |
MARKET DATA |
No 50 (2084) |
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 |
1 500,00 |
1 617,02 |
120 |
1 450,00 |
1 570,08 |
14 |
2 950,00 |
3 187,10 |
134 |
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 |
100,23 |
100,24 |
100,23 |
100,23 |
100,23 |
100,23 |
100,23 |
100 000 |
104,88 |
1 |
OK0713 |
PL0000106563 |
98,89 |
98,94 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,11 |
101,16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
97,28 |
97,30 |
97,30 |
97,30 |
97,30 |
97,30 |
97,30 |
30 000 |
29,19 |
1 |
PS0414 |
PL0000105433 |
102,69 |
102,69 |
102,69 |
102,72 |
102,69 |
102,72 |
102,70 |
95 000 |
102,40 |
4 |
OK0714 |
PL0000107009 |
95,73 |
95,78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,39 |
104,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
92,56 |
92,55 |
92,55 |
92,55 |
92,55 |
92,55 |
92,55 |
25 000 |
23,14 |
1 |
DS1015 |
PL0000103602 |
107,12 |
107,06 |
107,06 |
107,14 |
107,06 |
107,13 |
107,10 |
170 000 |
186,18 |
16 |
PS0416 |
PL0000106340 |
104,69 |
104,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,50 |
104,28 |
104,40 |
104,50 |
104,40 |
104,49 |
104,43 |
225 000 |
239,07 |
17 |
PS0417 |
PL0000107058 |
104,92 |
104,70 |
104,70 |
104,95 |
104,70 |
104,95 |
104,80 |
275 000 |
299,76 |
19 |
DS1017 |
PL0000104543 |
107,42 |
107,28 |
107,28 |
107,45 |
107,28 |
107,45 |
107,35 |
17 500 |
19,14 |
2 |
PS0418 |
PL0000107314 |
101,12 |
100,98 |
100,98 |
101,16 |
100,98 |
101,16 |
101,06 |
50 000 |
52,19 |
5 |
DS1019 |
PL0000105441 |
110,95 |
110,72 |
110,80 |
111,00 |
110,80 |
111,00 |
110,90 |
40 000 |
45,20 |
4 |
DS1020 |
PL0000106126 |
109,86 |
109,65 |
109,65 |
109,85 |
109,65 |
109,85 |
109,73 |
50 000 |
55,87 |
5 |
DS1021 |
PL0000106670 |
113,50 |
113,44 |
113,55 |
113,55 |
113,48 |
113,48 |
113,50 |
15 000 |
17,36 |
2 |
WS0922 |
PL0000102646 |
114,10 |
113,95 |
113,95 |
114,15 |
113,95 |
114,05 |
114,03 |
170 000 |
198,47 |
18 |
DS1023 |
PL0000107264 |
100,31 |
100,05 |
100,05 |
100,31 |
100,05 |
100,18 |
100,19 |
215 000 |
218,71 |
21 |
WS0429 |
PL0000105391 |
118,88 |
118,81 |
118,88 |
118,88 |
118,88 |
118,88 |
118,88 |
10 000 |
12,40 |
1 |
WS0437 |
PL0000104857 |
114,80 |
115,50 |
114,80 |
114,80 |
114,80 |
114,80 |
114,80 |
2 500 |
2,98 |
1 |
IZ0816 |
PL0000103529 |
104,85 |
105,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,10 |
109,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,33 |
100,35 |
100,35 |
100,35 |
100,35 |
100,35 |
100,35 |
5 000 |
5,04 |
1 |
WZ0117 |
PL0000106936 |
100,26 |
100,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,27 |
100,32 |
100,32 |
100,32 |
100,32 |
100,32 |
100,32 |
5 000 |
5,04 |
1 |
WZ0121 |
PL0000106068 |
99,25 |
99,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,70 |
98,77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 500 000 |
1 617,02 |
120 |
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 |
13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29MAY13 |
PL0000004941 |
76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
104 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
167 |
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 |
98,85 |
98,97 |
3,19 |
2,86 |
98,91 |
3,02 |
DS1013 |
PL0000102836 |
101,08 |
101,20 |
3,14 |
2,95 |
101,14 |
3,05 |
OK0114 |
PL0000106712 |
97,24 |
97,38 |
3,27 |
3,10 |
97,31 |
3,18 |
PS0414 |
PL0000105433 |
102,65 |
102,75 |
3,28 |
3,19 |
102,70 |
3,24 |
OK0714 |
PL0000107009 |
95,66 |
95,83 |
3,31 |
3,17 |
95,75 |
3,23 |
WZ0115 |
PL0000106480 |
100,27 |
100,38 |
--- |
--- |
100,33 |
--- |
PS0415 |
PL0000105953 |
104,34 |
104,46 |
3,34 |
3,28 |
104,40 |
3,31 |
DS1015 |
PL0000103602 |
107,06 |
107,16 |
3,37 |
3,33 |
107,11 |
3,35 |
PS0416 |
PL0000106340 |
104,53 |
104,76 |
3,44 |
3,36 |
104,65 |
3,40 |
IZ0816 |
PL0000103529 |
104,54 |
105,40 |
--- |
--- |
104,97 |
--- |
PS1016 |
PL0000106795 |
104,24 |
104,47 |
3,47 |
3,41 |
104,36 |
3,44 |
WZ0117 |
PL0000106936 |
100,22 |
100,43 |
--- |
--- |
100,33 |
--- |
PS0417 |
PL0000107058 |
104,70 |
104,86 |
3,50 |
3,46 |
104,78 |
3,48 |
DS1017 |
PL0000104543 |
107,24 |
107,47 |
3,52 |
3,46 |
107,36 |
3,49 |
WZ0118 |
PL0000104717 |
100,19 |
100,37 |
--- |
--- |
100,28 |
--- |
PS0418 |
PL0000107314 |
100,93 |
101,14 |
3,54 |
3,50 |
101,04 |
3,52 |
DS1019 |
PL0000105441 |
110,68 |
110,96 |
3,65 |
3,60 |
110,82 |
3,63 |
DS1020 |
PL0000106126 |
109,61 |
109,88 |
3,77 |
3,73 |
109,75 |
3,75 |
WZ0121 |
PL0000106068 |
99,13 |
99,36 |
--- |
--- |
99,25 |
--- |
DS1021 |
PL0000106670 |
113,41 |
113,66 |
3,88 |
3,85 |
113,54 |
3,87 |
WS0922 |
PL0000102646 |
113,88 |
114,10 |
3,97 |
3,94 |
113,99 |
3,95 |
IZ0823 |
PL0000105359 |
108,80 |
109,77 |
--- |
--- |
109,29 |
--- |
DS1023 |
PL0000107264 |
99,96 |
100,24 |
4,00 |
3,97 |
100,10 |
3,98 |
WS0429 |
PL0000105391 |
118,53 |
119,09 |
4,15 |
4,10 |
118,81 |
4,12 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
98,87 |
98,96 |
3,14 |
2,88 |
98,92 |
3,00 |
DS1013 |
PL0000102836 |
101,08 |
101,20 |
3,14 |
2,95 |
101,14 |
3,05 |
OK0114 |
PL0000106712 |
97,26 |
97,34 |
3,24 |
3,15 |
97,30 |
3,20 |
PS0414 |
PL0000105433 |
102,66 |
102,76 |
3,27 |
3,18 |
102,71 |
3,23 |
OK0714 |
PL0000107009 |
95,67 |
95,82 |
3,30 |
3,18 |
95,75 |
3,23 |
WZ0115 |
PL0000106480 |
100,28 |
100,38 |
--- |
--- |
100,33 |
--- |
PS0415 |
PL0000105953 |
104,37 |
104,49 |
3,32 |
3,26 |
104,43 |
3,29 |
DS1015 |
PL0000103602 |
107,08 |
107,17 |
3,37 |
3,33 |
107,13 |
3,35 |
PS0416 |
PL0000106340 |
104,61 |
104,77 |
3,41 |
3,36 |
104,69 |
3,38 |
IZ0816 |
PL0000103529 |
104,55 |
105,35 |
--- |
--- |
104,95 |
--- |
PS1016 |
PL0000106795 |
104,40 |
104,55 |
3,43 |
3,38 |
104,48 |
3,40 |
WZ0117 |
PL0000106936 |
100,23 |
100,39 |
--- |
--- |
100,31 |
--- |
PS0417 |
PL0000107058 |
104,79 |
105,03 |
3,48 |
3,41 |
104,91 |
3,45 |
DS1017 |
PL0000104543 |
107,34 |
107,59 |
3,49 |
3,44 |
107,47 |
3,46 |
WZ0118 |
PL0000104717 |
100,22 |
100,36 |
--- |
--- |
100,29 |
--- |
PS0418 |
PL0000107314 |
100,99 |
101,22 |
3,53 |
3,48 |
101,11 |
3,51 |
DS1019 |
PL0000105441 |
110,82 |
111,13 |
3,63 |
3,58 |
110,98 |
3,60 |
DS1020 |
PL0000106126 |
109,73 |
110,03 |
3,75 |
3,71 |
109,88 |
3,73 |
WZ0121 |
PL0000106068 |
99,19 |
99,37 |
--- |
--- |
99,28 |
--- |
DS1021 |
PL0000106670 |
113,31 |
113,63 |
3,90 |
3,85 |
113,47 |
3,88 |
WS0922 |
PL0000102646 |
113,99 |
114,19 |
3,95 |
3,93 |
114,09 |
3,94 |
IZ0823 |
PL0000105359 |
108,78 |
109,64 |
--- |
--- |
109,21 |
--- |
DS1023 |
PL0000107264 |
100,09 |
100,27 |
3,99 |
3,96 |
100,18 |
3,97 |
WS0429 |
PL0000105391 |
118,46 |
119,13 |
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 |
2,950 |
2,950 |
2,950 |
15 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,650 |
2,650 |
2,650 |
40 |
WS0922 |
PL0000102646 |
1/2 |
1 |
3,100 |
3,100 |
3,100 |
100 |
DS1021 |
PL0000106670 |
1/2 |
1 |
3,000 |
3,000 |
3,000 |
30 |
PS0417 |
PL0000107058 |
1/2 |
1 |
3,000 |
3,050 |
3,028 |
45 |
DS1020 |
PL0000106126 |
0/2 |
2 |
3,000 |
3,000 |
3,000 |
10 |
PS1016 |
PL0000106795 |
0/2 |
2 |
3,000 |
3,000 |
3,000 |
10 |
PS0416 |
PL0000106340 |
1/8 |
7 |
3,100 |
3,100 |
3,100 |
50 |
DS1023 |
PL0000107264 |
1/8 |
7 |
3,000 |
3,000 |
3,000 |
150 |
TOTAL |
450 |
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 |
3,310 |
3,310 |
3,310 |
1 000 |
TOTAL |
1 000 |