2013-03-15 |
MARKET DATA |
No 53 (2087) |
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 |
1 727,50 |
1 844,54 |
109 |
630,00 |
661,41 |
11 |
2 357,50 |
2 505,95 |
120 |
T-bonds EUR |
1,00 |
1,18 |
1 |
0,00 |
0,00 |
0 |
1,00 |
1,18 |
1 |
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 |
100,21 |
100,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
98,98 |
99,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,20 |
101,20 |
101,20 |
101,22 |
101,20 |
101,21 |
101,22 |
115 000 |
118,70 |
3 |
OK0114 |
PL0000106712 |
97,43 |
97,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,78 |
102,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
96,01 |
95,96 |
95,96 |
95,99 |
95,96 |
95,99 |
95,98 |
175 000 |
167,96 |
7 |
PS0415 |
PL0000105953 |
104,66 |
104,55 |
104,60 |
104,66 |
104,60 |
104,66 |
104,62 |
285 000 |
312,26 |
12 |
OK0715 |
PL0000107405 |
92,84 |
92,79 |
92,81 |
92,81 |
92,80 |
92,80 |
92,81 |
160 000 |
148,49 |
4 |
DS1015 |
PL0000103602 |
107,47 |
107,40 |
107,40 |
107,44 |
107,40 |
107,44 |
107,42 |
45 000 |
49,47 |
2 |
PS0416 |
PL0000106340 |
105,06 |
105,00 |
105,03 |
105,06 |
105,03 |
105,06 |
105,04 |
80 000 |
87,63 |
3 |
PS1016 |
PL0000106795 |
104,99 |
104,88 |
105,01 |
105,01 |
104,93 |
104,96 |
104,95 |
85 000 |
90,81 |
7 |
PS0417 |
PL0000107058 |
105,59 |
105,45 |
105,45 |
105,53 |
105,45 |
105,53 |
105,50 |
125 000 |
137,22 |
9 |
DS1017 |
PL0000104543 |
108,22 |
108,05 |
108,21 |
108,21 |
108,21 |
108,21 |
108,21 |
10 000 |
11,03 |
1 |
PS0418 |
PL0000107314 |
102,00 |
101,79 |
101,83 |
102,05 |
101,83 |
101,97 |
101,97 |
160 000 |
168,55 |
13 |
DS1019 |
PL0000105441 |
112,03 |
111,80 |
112,00 |
112,00 |
111,95 |
111,95 |
111,98 |
20 000 |
22,83 |
2 |
DS1020 |
PL0000106126 |
111,01 |
110,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
114,85 |
114,54 |
114,65 |
114,92 |
114,60 |
114,92 |
114,85 |
100 000 |
117,14 |
10 |
WS0922 |
PL0000102646 |
115,25 |
115,00 |
115,15 |
115,37 |
115,09 |
115,30 |
115,26 |
175 000 |
206,59 |
14 |
DS1023 |
PL0000107264 |
101,40 |
101,12 |
101,15 |
101,40 |
101,07 |
101,34 |
101,30 |
157 500 |
162,06 |
18 |
WS0429 |
PL0000105391 |
120,20 |
119,79 |
119,79 |
120,20 |
119,79 |
120,20 |
120,02 |
35 000 |
43,82 |
4 |
WS0437 |
PL0000104857 |
0,00 |
117,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,76 |
104,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,23 |
109,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,33 |
100,38 |
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 |
100,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,30 |
99,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,77 |
98,84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 727 500 |
1 844,54 |
109 |
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 |
104,90 |
105,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
108,25 |
108,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
110,30 |
110,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
121,80 |
122,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,40 |
116,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
114,50 |
115,20 |
114,50 |
114,50 |
114,50 |
114,50 |
114,50 |
1 000 |
1,18 |
1 |
EUR0122 |
XS0282701514 |
116,90 |
117,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
109,15 |
109,70 |
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 |
1 000 |
1,18 |
1 |
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 |
8 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29MAY13 |
PL0000004941 |
71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
162 |
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 |
98,95 |
99,08 |
3,03 |
2,65 |
99,02 |
2,82 |
DS1013 |
PL0000102836 |
101,14 |
101,28 |
3,01 |
2,78 |
101,21 |
2,89 |
OK0114 |
PL0000106712 |
97,35 |
97,53 |
3,18 |
2,96 |
97,44 |
3,07 |
PS0414 |
PL0000105433 |
102,70 |
102,86 |
3,21 |
3,06 |
102,78 |
3,14 |
OK0714 |
PL0000107009 |
95,96 |
96,13 |
3,10 |
2,97 |
96,05 |
3,03 |
WZ0115 |
PL0000106480 |
100,29 |
100,42 |
--- |
--- |
100,36 |
--- |
PS0415 |
PL0000105953 |
104,56 |
104,68 |
3,22 |
3,16 |
104,62 |
3,19 |
DS1015 |
PL0000103602 |
107,26 |
107,44 |
3,28 |
3,21 |
107,35 |
3,25 |
PS0416 |
PL0000106340 |
104,92 |
105,08 |
3,30 |
3,25 |
105,00 |
3,27 |
IZ0816 |
PL0000103529 |
104,26 |
105,14 |
--- |
--- |
104,70 |
--- |
PS1016 |
PL0000106795 |
104,82 |
104,98 |
3,30 |
3,25 |
104,90 |
3,28 |
WZ0117 |
PL0000106936 |
100,22 |
100,41 |
--- |
--- |
100,32 |
--- |
PS0417 |
PL0000107058 |
105,29 |
105,54 |
3,34 |
3,28 |
105,42 |
3,31 |
DS1017 |
PL0000104543 |
107,93 |
108,20 |
3,35 |
3,29 |
108,07 |
3,32 |
WZ0118 |
PL0000104717 |
100,22 |
100,41 |
--- |
--- |
100,32 |
--- |
PS0418 |
PL0000107314 |
101,71 |
101,94 |
3,38 |
3,33 |
101,83 |
3,35 |
DS1019 |
PL0000105441 |
111,81 |
112,14 |
3,46 |
3,41 |
111,98 |
3,44 |
DS1020 |
PL0000106126 |
110,81 |
111,08 |
3,59 |
3,56 |
110,95 |
3,57 |
WZ0121 |
PL0000106068 |
99,25 |
99,45 |
--- |
--- |
99,35 |
--- |
DS1021 |
PL0000106670 |
114,40 |
114,70 |
3,75 |
3,72 |
114,55 |
3,74 |
WS0922 |
PL0000102646 |
114,89 |
115,18 |
3,85 |
3,81 |
115,04 |
3,83 |
IZ0823 |
PL0000105359 |
108,47 |
109,84 |
--- |
--- |
109,16 |
--- |
DS1023 |
PL0000107264 |
100,99 |
101,31 |
3,88 |
3,84 |
101,15 |
3,86 |
WS0429 |
PL0000105391 |
119,42 |
120,54 |
4,08 |
3,99 |
119,98 |
4,03 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
98,96 |
99,09 |
3,00 |
2,62 |
99,03 |
2,79 |
DS1013 |
PL0000102836 |
101,17 |
101,28 |
2,96 |
2,78 |
101,23 |
2,86 |
OK0114 |
PL0000106712 |
97,34 |
97,51 |
3,20 |
2,99 |
97,43 |
3,09 |
PS0414 |
PL0000105433 |
102,75 |
102,91 |
3,16 |
3,02 |
102,83 |
3,09 |
OK0714 |
PL0000107009 |
95,98 |
96,11 |
3,08 |
2,98 |
96,05 |
3,03 |
WZ0115 |
PL0000106480 |
100,28 |
100,42 |
--- |
--- |
100,35 |
--- |
PS0415 |
PL0000105953 |
104,59 |
104,69 |
3,20 |
3,15 |
104,64 |
3,18 |
DS1015 |
PL0000103602 |
107,39 |
107,59 |
3,23 |
3,15 |
107,49 |
3,19 |
PS0416 |
PL0000106340 |
104,97 |
105,16 |
3,28 |
3,22 |
105,07 |
3,25 |
IZ0816 |
PL0000103529 |
104,31 |
104,97 |
--- |
--- |
104,64 |
--- |
PS1016 |
PL0000106795 |
104,90 |
105,12 |
3,28 |
3,21 |
105,01 |
3,25 |
WZ0117 |
PL0000106936 |
100,23 |
100,42 |
--- |
--- |
100,33 |
--- |
PS0417 |
PL0000107058 |
105,46 |
105,66 |
3,30 |
3,25 |
105,56 |
3,28 |
DS1017 |
PL0000104543 |
108,08 |
108,32 |
3,32 |
3,27 |
108,20 |
3,29 |
WZ0118 |
PL0000104717 |
100,22 |
100,41 |
--- |
--- |
100,32 |
--- |
PS0418 |
PL0000107314 |
101,92 |
102,10 |
3,33 |
3,29 |
102,01 |
3,31 |
DS1019 |
PL0000105441 |
111,81 |
112,15 |
3,46 |
3,41 |
111,98 |
3,44 |
DS1020 |
PL0000106126 |
110,80 |
111,10 |
3,60 |
3,55 |
110,95 |
3,57 |
WZ0121 |
PL0000106068 |
99,25 |
99,47 |
--- |
--- |
99,36 |
--- |
DS1021 |
PL0000106670 |
114,61 |
115,02 |
3,73 |
3,68 |
114,82 |
3,70 |
WS0922 |
PL0000102646 |
115,06 |
115,48 |
3,83 |
3,78 |
115,27 |
3,80 |
IZ0823 |
PL0000105359 |
108,83 |
109,86 |
--- |
--- |
109,35 |
--- |
DS1023 |
PL0000107264 |
101,28 |
101,56 |
3,85 |
3,81 |
101,42 |
3,83 |
WS0429 |
PL0000105391 |
119,75 |
120,40 |
4,05 |
4,00 |
120,08 |
4,03 |
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 |
3/4 |
1 |
3,050 |
3,050 |
3,050 |
55 |
DS1019 |
PL0000105441 |
3/4 |
1 |
3,050 |
3,050 |
3,050 |
85 |
DS1021 |
PL0000106670 |
3/4 |
1 |
3,050 |
3,050 |
3,050 |
50 |
DS1023 |
PL0000107264 |
3/4 |
1 |
2,800 |
2,800 |
2,800 |
90 |
PS0418 |
PL0000107314 |
3/4 |
1 |
2,800 |
2,800 |
2,800 |
20 |
OK0715 |
PL0000107405 |
3/4 |
1 |
3,000 |
3,000 |
3,000 |
10 |
OK0114 |
PL0000106712 |
0/3 |
3 |
2,950 |
2,950 |
2,950 |
10 |
PS0418 |
PL0000107314 |
0/3 |
3 |
2,800 |
2,800 |
2,800 |
40 |
DS1020 |
PL0000106126 |
3/10 |
7 |
3,000 |
3,000 |
3,000 |
10 |
WZ0121 |
PL0000106068 |
4/11 |
7 |
3,000 |
3,000 |
3,000 |
260 |
TOTAL |
630 |