2013-03-14 |
MARKET DATA |
No 52 (2086) |
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 |
2 075,00 |
2 152,86 |
108 |
1 410,00 |
1 489,12 |
19 |
3 485,00 |
3 641,98 |
127 |
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 |
100,22 |
100,23 |
100,22 |
100,22 |
100,22 |
100,22 |
100,22 |
155 000 |
162,63 |
2 |
OK0713 |
PL0000106563 |
98,96 |
99,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,17 |
101,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
97,37 |
97,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,75 |
102,77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
95,92 |
95,88 |
95,88 |
95,93 |
95,88 |
95,93 |
95,92 |
400 000 |
383,66 |
10 |
PS0415 |
PL0000105953 |
104,51 |
104,48 |
104,55 |
104,55 |
104,51 |
104,51 |
104,54 |
132 500 |
145,04 |
4 |
OK0715 |
PL0000107405 |
92,73 |
92,66 |
92,66 |
92,67 |
92,66 |
92,67 |
92,67 |
412 500 |
382,25 |
8 |
DS1015 |
PL0000103602 |
107,30 |
107,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,91 |
104,86 |
104,91 |
104,91 |
104,89 |
104,89 |
104,90 |
35 000 |
38,28 |
4 |
PS1016 |
PL0000106795 |
104,82 |
104,70 |
104,71 |
104,80 |
104,71 |
104,80 |
104,76 |
65 000 |
69,31 |
6 |
PS0417 |
PL0000107058 |
105,32 |
105,15 |
105,08 |
105,30 |
105,07 |
105,30 |
105,15 |
110 000 |
120,35 |
8 |
DS1017 |
PL0000104543 |
107,97 |
107,78 |
107,87 |
107,87 |
107,87 |
107,87 |
107,87 |
55 000 |
60,47 |
2 |
PS0418 |
PL0000107314 |
101,70 |
101,42 |
101,40 |
101,85 |
101,40 |
101,75 |
101,53 |
185 000 |
194,04 |
15 |
DS1019 |
PL0000105441 |
111,72 |
111,35 |
111,44 |
111,69 |
111,44 |
111,69 |
111,54 |
70 000 |
79,59 |
7 |
DS1020 |
PL0000106126 |
110,80 |
110,30 |
110,30 |
110,90 |
110,30 |
110,80 |
110,58 |
50 000 |
56,33 |
5 |
DS1021 |
PL0000106670 |
114,52 |
113,95 |
113,95 |
114,59 |
113,95 |
114,48 |
114,39 |
80 000 |
93,32 |
7 |
WS0922 |
PL0000102646 |
115,00 |
114,25 |
114,45 |
115,10 |
114,40 |
114,95 |
114,67 |
110 000 |
129,19 |
11 |
DS1023 |
PL0000107264 |
101,20 |
100,40 |
100,42 |
101,00 |
100,40 |
101,00 |
100,76 |
145 000 |
148,39 |
12 |
WS0429 |
PL0000105391 |
120,02 |
117,63 |
119,85 |
119,85 |
119,85 |
119,85 |
119,85 |
5 000 |
6,25 |
1 |
WS0437 |
PL0000104857 |
0,00 |
116,00 |
116,00 |
116,00 |
116,00 |
116,00 |
116,00 |
5 000 |
6,02 |
1 |
IZ0816 |
PL0000103529 |
104,90 |
104,75 |
104,78 |
104,78 |
104,53 |
104,53 |
104,66 |
50 000 |
67,73 |
4 |
IZ0823 |
PL0000105359 |
109,20 |
109,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,32 |
100,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,28 |
100,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,28 |
100,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,30 |
99,36 |
99,36 |
99,36 |
99,36 |
99,36 |
99,36 |
10 000 |
9,99 |
1 |
WZ0124 |
PL0000107454 |
98,80 |
98,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
2 075 000 |
2 152,86 |
108 |
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 |
9 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29MAY13 |
PL0000004941 |
72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
100 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
163 |
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 |
99,04 |
3,20 |
2,74 |
98,96 |
2,97 |
DS1013 |
PL0000102836 |
101,09 |
101,22 |
3,10 |
2,88 |
101,16 |
2,98 |
OK0114 |
PL0000106712 |
97,29 |
97,45 |
3,25 |
3,05 |
97,37 |
3,15 |
PS0414 |
PL0000105433 |
102,67 |
102,79 |
3,24 |
3,13 |
102,73 |
3,19 |
OK0714 |
PL0000107009 |
95,76 |
95,94 |
3,25 |
3,11 |
95,85 |
3,18 |
WZ0115 |
PL0000106480 |
100,27 |
100,42 |
--- |
--- |
100,35 |
--- |
PS0415 |
PL0000105953 |
104,39 |
104,51 |
3,30 |
3,24 |
104,45 |
3,27 |
DS1015 |
PL0000103602 |
107,13 |
107,26 |
3,33 |
3,28 |
107,20 |
3,31 |
PS0416 |
PL0000106340 |
104,77 |
104,96 |
3,35 |
3,29 |
104,87 |
3,32 |
IZ0816 |
PL0000103529 |
104,67 |
105,40 |
--- |
--- |
105,04 |
--- |
PS1016 |
PL0000106795 |
104,61 |
104,75 |
3,36 |
3,32 |
104,68 |
3,34 |
WZ0117 |
PL0000106936 |
100,23 |
100,42 |
--- |
--- |
100,33 |
--- |
PS0417 |
PL0000107058 |
105,05 |
105,27 |
3,41 |
3,35 |
105,16 |
3,38 |
DS1017 |
PL0000104543 |
107,61 |
107,83 |
3,43 |
3,38 |
107,72 |
3,40 |
WZ0118 |
PL0000104717 |
100,22 |
100,42 |
--- |
--- |
100,32 |
--- |
PS0418 |
PL0000107314 |
101,32 |
101,47 |
3,46 |
3,43 |
101,40 |
3,44 |
DS1019 |
PL0000105441 |
111,21 |
111,45 |
3,56 |
3,52 |
111,33 |
3,54 |
DS1020 |
PL0000106126 |
110,19 |
110,40 |
3,68 |
3,65 |
110,30 |
3,67 |
WZ0121 |
PL0000106068 |
99,22 |
99,41 |
--- |
--- |
99,32 |
--- |
DS1021 |
PL0000106670 |
113,78 |
114,08 |
3,83 |
3,80 |
113,93 |
3,81 |
WS0922 |
PL0000102646 |
114,39 |
114,63 |
3,90 |
3,88 |
114,51 |
3,89 |
IZ0823 |
PL0000105359 |
108,81 |
109,74 |
--- |
--- |
109,28 |
--- |
DS1023 |
PL0000107264 |
100,43 |
100,66 |
3,95 |
3,92 |
100,55 |
3,93 |
WS0429 |
PL0000105391 |
118,78 |
119,43 |
4,13 |
4,08 |
119,11 |
4,10 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
98,94 |
99,07 |
3,03 |
2,66 |
99,01 |
2,83 |
DS1013 |
PL0000102836 |
101,13 |
101,27 |
3,03 |
2,80 |
101,20 |
2,92 |
OK0114 |
PL0000106712 |
97,35 |
97,52 |
3,17 |
2,97 |
97,44 |
3,06 |
PS0414 |
PL0000105433 |
102,71 |
102,85 |
3,21 |
3,08 |
102,78 |
3,14 |
OK0714 |
PL0000107009 |
95,89 |
95,97 |
3,15 |
3,09 |
95,93 |
3,12 |
WZ0115 |
PL0000106480 |
100,27 |
100,44 |
--- |
--- |
100,36 |
--- |
PS0415 |
PL0000105953 |
104,48 |
104,58 |
3,26 |
3,21 |
104,53 |
3,23 |
DS1015 |
PL0000103602 |
107,22 |
107,42 |
3,30 |
3,22 |
107,32 |
3,26 |
PS0416 |
PL0000106340 |
104,84 |
105,03 |
3,33 |
3,26 |
104,94 |
3,29 |
IZ0816 |
PL0000103529 |
104,35 |
105,00 |
--- |
--- |
104,68 |
--- |
PS1016 |
PL0000106795 |
104,73 |
104,86 |
3,33 |
3,29 |
104,80 |
3,31 |
WZ0117 |
PL0000106936 |
100,23 |
100,42 |
--- |
--- |
100,33 |
--- |
PS0417 |
PL0000107058 |
105,18 |
105,46 |
3,37 |
3,30 |
105,32 |
3,34 |
DS1017 |
PL0000104543 |
107,81 |
108,10 |
3,38 |
3,32 |
107,96 |
3,35 |
WZ0118 |
PL0000104717 |
100,23 |
100,42 |
--- |
--- |
100,33 |
--- |
PS0418 |
PL0000107314 |
101,57 |
101,79 |
3,41 |
3,36 |
101,68 |
3,38 |
DS1019 |
PL0000105441 |
111,45 |
111,86 |
3,52 |
3,46 |
111,66 |
3,49 |
DS1020 |
PL0000106126 |
110,42 |
110,81 |
3,65 |
3,59 |
110,62 |
3,62 |
WZ0121 |
PL0000106068 |
99,25 |
99,44 |
--- |
--- |
99,35 |
--- |
DS1021 |
PL0000106670 |
114,15 |
114,53 |
3,79 |
3,74 |
114,34 |
3,76 |
WS0922 |
PL0000102646 |
114,72 |
114,99 |
3,87 |
3,83 |
114,86 |
3,85 |
IZ0823 |
PL0000105359 |
108,88 |
109,70 |
--- |
--- |
109,29 |
--- |
DS1023 |
PL0000107264 |
100,83 |
101,12 |
3,90 |
3,87 |
100,98 |
3,88 |
WS0429 |
PL0000105391 |
119,40 |
120,03 |
4,08 |
4,03 |
119,72 |
4,05 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
0/1 |
1 |
3,050 |
3,050 |
3,050 |
10 |
DS1020 |
PL0000106126 |
0/1 |
1 |
3,050 |
3,050 |
3,050 |
30 |
OK0715 |
PL0000107405 |
0/1 |
1 |
3,050 |
3,050 |
3,050 |
185 |
DS1019 |
PL0000105441 |
1/4 |
3 |
3,050 |
3,050 |
3,050 |
60 |
PS0415 |
PL0000105953 |
1/4 |
3 |
3,050 |
3,050 |
3,050 |
20 |
DS1020 |
PL0000106126 |
1/4 |
3 |
3,050 |
3,050 |
3,050 |
10 |
DS1021 |
PL0000106670 |
1/4 |
3 |
3,020 |
3,020 |
3,020 |
10 |
DS1023 |
PL0000107264 |
1/4 |
3 |
2,800 |
2,800 |
2,800 |
135 |
DS1015 |
PL0000103602 |
1/8 |
7 |
3,110 |
3,110 |
3,110 |
40 |
DS1017 |
PL0000104543 |
1/8 |
7 |
3,110 |
3,110 |
3,110 |
20 |
DS1019 |
PL0000105441 |
1/8 |
7 |
3,110 |
3,110 |
3,110 |
80 |
DS1021 |
PL0000106670 |
1/8 |
7 |
3,110 |
3,110 |
3,110 |
100 |
PS0417 |
PL0000107058 |
1/8 |
7 |
3,050 |
3,050 |
3,050 |
70 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
3,110 |
3,110 |
3,110 |
160 |
TOTAL |
930 |
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 |
3,300 |
3,300 |
3,300 |
480 |
TOTAL |
480 |