2013-03-13 |
MARKET DATA |
No 51 (2085) |
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 |
2 305,92 |
142 |
3 080,00 |
3 360,14 |
22 |
5 237,50 |
5 666,06 |
164 |
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 |
2 500 |
2,62 |
1 |
OK0713 |
PL0000106563 |
98,92 |
98,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,17 |
101,15 |
101,16 |
101,18 |
101,16 |
101,18 |
101,17 |
362 500 |
373,80 |
12 |
OK0114 |
PL0000106712 |
97,32 |
97,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,72 |
102,73 |
102,73 |
102,75 |
102,73 |
102,75 |
102,74 |
110 000 |
118,63 |
3 |
OK0714 |
PL0000107009 |
95,81 |
95,79 |
95,79 |
95,80 |
95,79 |
95,80 |
95,79 |
85 000 |
81,42 |
3 |
PS0415 |
PL0000105953 |
104,43 |
104,45 |
104,46 |
104,46 |
104,46 |
104,46 |
104,46 |
65 000 |
71,07 |
1 |
OK0715 |
PL0000107405 |
92,64 |
92,65 |
92,65 |
92,65 |
92,65 |
92,65 |
92,65 |
150 000 |
138,98 |
2 |
DS1015 |
PL0000103602 |
107,20 |
107,21 |
107,22 |
107,25 |
107,22 |
107,24 |
107,24 |
140 000 |
153,54 |
9 |
PS0416 |
PL0000106340 |
105,24 |
104,53 |
104,85 |
104,85 |
104,85 |
104,85 |
104,85 |
10 000 |
10,93 |
1 |
PS1016 |
PL0000106795 |
104,68 |
104,51 |
104,52 |
104,67 |
104,51 |
104,67 |
104,59 |
225 000 |
239,47 |
16 |
PS0417 |
PL0000107058 |
105,10 |
104,85 |
105,00 |
105,20 |
104,85 |
105,20 |
105,07 |
75 000 |
81,96 |
6 |
DS1017 |
PL0000104543 |
107,75 |
107,15 |
107,58 |
107,58 |
107,58 |
107,58 |
107,58 |
5 000 |
5,48 |
1 |
PS0418 |
PL0000107314 |
101,40 |
101,29 |
101,30 |
101,40 |
101,30 |
101,40 |
101,33 |
80 000 |
83,73 |
5 |
DS1019 |
PL0000105441 |
111,35 |
110,62 |
111,05 |
111,25 |
111,05 |
111,25 |
111,20 |
55 000 |
62,33 |
6 |
DS1020 |
PL0000106126 |
110,78 |
109,56 |
110,20 |
110,75 |
110,20 |
110,75 |
110,48 |
20 000 |
22,50 |
2 |
DS1021 |
PL0000106670 |
114,20 |
113,54 |
113,70 |
114,45 |
113,70 |
114,20 |
113,91 |
80 000 |
92,91 |
7 |
WS0922 |
PL0000102646 |
114,70 |
114,20 |
114,20 |
114,80 |
114,20 |
114,65 |
114,52 |
310 000 |
363,46 |
31 |
DS1023 |
PL0000107264 |
100,75 |
100,29 |
100,31 |
100,75 |
100,29 |
100,75 |
100,45 |
265 000 |
270,28 |
26 |
WS0429 |
PL0000105391 |
119,31 |
119,08 |
119,05 |
119,05 |
118,80 |
118,80 |
118,96 |
27 500 |
34,12 |
3 |
WS0437 |
PL0000104857 |
115,00 |
115,50 |
115,50 |
115,50 |
115,50 |
115,50 |
115,50 |
5 000 |
6,00 |
1 |
IZ0816 |
PL0000103529 |
104,90 |
105,10 |
105,50 |
105,50 |
105,50 |
105,50 |
105,50 |
10 000 |
13,65 |
1 |
IZ0823 |
PL0000105359 |
109,30 |
109,34 |
109,45 |
109,45 |
109,45 |
109,45 |
109,45 |
15 000 |
19,17 |
2 |
WZ0115 |
PL0000106480 |
100,32 |
100,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,26 |
100,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,26 |
100,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,24 |
99,32 |
99,32 |
99,33 |
99,32 |
99,33 |
99,33 |
50 000 |
49,93 |
2 |
WZ0124 |
PL0000107454 |
99,52 |
98,80 |
98,80 |
98,80 |
98,80 |
98,80 |
98,80 |
10 000 |
9,93 |
1 |
TOTAL |
2 157 500 |
2 305,92 |
142 |
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 |
12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29MAY13 |
PL0000004941 |
75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
103 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
166 |
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 |
98,88 |
99,01 |
3,13 |
2,76 |
98,95 |
2,93 |
DS1013 |
PL0000102836 |
101,08 |
101,21 |
3,14 |
2,93 |
101,15 |
3,02 |
OK0114 |
PL0000106712 |
97,30 |
97,44 |
3,21 |
3,03 |
97,37 |
3,12 |
PS0414 |
PL0000105433 |
102,69 |
102,80 |
3,24 |
3,14 |
102,75 |
3,19 |
OK0714 |
PL0000107009 |
95,71 |
95,85 |
3,27 |
3,16 |
95,78 |
3,22 |
WZ0115 |
PL0000106480 |
100,28 |
100,38 |
--- |
--- |
100,33 |
--- |
PS0415 |
PL0000105953 |
104,38 |
104,49 |
3,31 |
3,26 |
104,44 |
3,29 |
DS1015 |
PL0000103602 |
107,13 |
107,27 |
3,34 |
3,29 |
107,20 |
3,32 |
PS0416 |
PL0000106340 |
104,68 |
104,91 |
3,38 |
3,31 |
104,80 |
3,34 |
IZ0816 |
PL0000103529 |
104,56 |
105,39 |
--- |
--- |
104,98 |
--- |
PS1016 |
PL0000106795 |
104,51 |
104,71 |
3,39 |
3,34 |
104,61 |
3,37 |
WZ0117 |
PL0000106936 |
100,23 |
100,39 |
--- |
--- |
100,31 |
--- |
PS0417 |
PL0000107058 |
104,92 |
105,17 |
3,44 |
3,38 |
105,05 |
3,41 |
DS1017 |
PL0000104543 |
107,43 |
107,69 |
3,47 |
3,41 |
107,56 |
3,44 |
WZ0118 |
PL0000104717 |
100,22 |
100,36 |
--- |
--- |
100,29 |
--- |
PS0418 |
PL0000107314 |
101,26 |
101,48 |
3,47 |
3,43 |
101,37 |
3,45 |
DS1019 |
PL0000105441 |
110,88 |
111,26 |
3,62 |
3,55 |
111,07 |
3,58 |
DS1020 |
PL0000106126 |
109,88 |
110,26 |
3,73 |
3,67 |
110,07 |
3,70 |
WZ0121 |
PL0000106068 |
99,17 |
99,36 |
--- |
--- |
99,27 |
--- |
DS1021 |
PL0000106670 |
113,56 |
113,89 |
3,86 |
3,82 |
113,73 |
3,84 |
WS0922 |
PL0000102646 |
114,25 |
114,43 |
3,92 |
3,90 |
114,34 |
3,91 |
IZ0823 |
PL0000105359 |
108,75 |
109,65 |
--- |
--- |
109,20 |
--- |
DS1023 |
PL0000107264 |
100,21 |
100,55 |
3,97 |
3,93 |
100,38 |
3,95 |
WS0429 |
PL0000105391 |
118,91 |
119,52 |
4,12 |
4,07 |
119,22 |
4,09 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
98,88 |
99,02 |
3,13 |
2,74 |
98,95 |
2,93 |
DS1013 |
PL0000102836 |
101,11 |
101,21 |
3,09 |
2,93 |
101,16 |
3,01 |
OK0114 |
PL0000106712 |
97,30 |
97,44 |
3,21 |
3,03 |
97,37 |
3,12 |
PS0414 |
PL0000105433 |
102,70 |
102,79 |
3,23 |
3,15 |
102,75 |
3,19 |
OK0714 |
PL0000107009 |
95,77 |
95,87 |
3,23 |
3,15 |
95,82 |
3,19 |
WZ0115 |
PL0000106480 |
100,28 |
100,39 |
--- |
--- |
100,34 |
--- |
PS0415 |
PL0000105953 |
104,39 |
104,52 |
3,31 |
3,25 |
104,46 |
3,28 |
DS1015 |
PL0000103602 |
107,11 |
107,42 |
3,35 |
3,23 |
107,27 |
3,29 |
PS0416 |
PL0000106340 |
104,81 |
105,21 |
3,34 |
3,21 |
105,01 |
3,28 |
IZ0816 |
PL0000103529 |
104,61 |
105,56 |
--- |
--- |
105,09 |
--- |
PS1016 |
PL0000106795 |
104,62 |
104,92 |
3,36 |
3,28 |
104,77 |
3,32 |
WZ0117 |
PL0000106936 |
100,23 |
100,40 |
--- |
--- |
100,32 |
--- |
PS0417 |
PL0000107058 |
105,05 |
105,36 |
3,41 |
3,33 |
105,21 |
3,37 |
DS1017 |
PL0000104543 |
107,47 |
107,95 |
3,46 |
3,35 |
107,71 |
3,41 |
WZ0118 |
PL0000104717 |
100,22 |
100,37 |
--- |
--- |
100,30 |
--- |
PS0418 |
PL0000107314 |
101,37 |
101,58 |
3,45 |
3,40 |
101,48 |
3,43 |
DS1019 |
PL0000105441 |
111,31 |
111,72 |
3,55 |
3,48 |
111,52 |
3,51 |
DS1020 |
PL0000106126 |
110,44 |
110,89 |
3,65 |
3,58 |
110,67 |
3,62 |
WZ0121 |
PL0000106068 |
99,16 |
99,48 |
--- |
--- |
99,32 |
--- |
DS1021 |
PL0000106670 |
114,06 |
114,44 |
3,80 |
3,75 |
114,25 |
3,78 |
WS0922 |
PL0000102646 |
114,58 |
114,88 |
3,88 |
3,85 |
114,73 |
3,87 |
IZ0823 |
PL0000105359 |
109,01 |
110,01 |
--- |
--- |
109,51 |
--- |
DS1023 |
PL0000107264 |
100,61 |
100,95 |
3,92 |
3,88 |
100,78 |
3,90 |
WS0429 |
PL0000105391 |
119,11 |
120,15 |
4,10 |
4,02 |
119,63 |
4,06 |
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 |
2,200 |
2,200 |
2,200 |
35 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,800 |
2,800 |
2,800 |
90 |
DS1019 |
PL0000105441 |
1/2 |
1 |
3,300 |
3,300 |
3,300 |
240 |
DS1020 |
PL0000106126 |
1/2 |
1 |
3,000 |
3,300 |
3,288 |
250 |
DS1021 |
PL0000106670 |
1/2 |
1 |
3,000 |
3,000 |
3,000 |
30 |
PS0417 |
PL0000107058 |
1/2 |
1 |
3,000 |
3,050 |
3,025 |
70 |
OK0713 |
PL0000106563 |
0/2 |
2 |
2,500 |
2,500 |
2,500 |
25 |
PS0418 |
PL0000107314 |
0/2 |
2 |
3,050 |
3,050 |
3,050 |
50 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,500 |
2,500 |
2,500 |
20 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
3,050 |
3,050 |
3,050 |
40 |
PS0416 |
PL0000106340 |
2/9 |
7 |
3,100 |
3,100 |
3,100 |
230 |
TOTAL |
1 080 |
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 |
3,290 |
3,300 |
3,295 |
2 000 |
TOTAL |
2 000 |