2013-03-19 |
MARKET DATA |
No 55 (2089) |
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 |
2 230,00 |
2 355,40 |
152 |
725,00 |
773,87 |
9 |
2 955,00 |
3 129,27 |
161 |
T-bonds EUR |
0,50 |
0,60 |
1 |
0,00 |
0,00 |
0 |
0,50 |
0,60 |
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 |
100,19 |
100,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
98,97 |
99,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,19 |
101,26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
97,40 |
97,47 |
97,47 |
97,47 |
97,47 |
97,47 |
97,47 |
100 000 |
97,47 |
1 |
PS0414 |
PL0000105433 |
102,77 |
102,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
96,05 |
96,04 |
96,03 |
96,09 |
96,03 |
96,09 |
96,07 |
310 000 |
297,81 |
9 |
PS0415 |
PL0000105953 |
104,68 |
104,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
92,95 |
92,94 |
92,95 |
92,95 |
92,93 |
92,93 |
92,94 |
70 000 |
65,06 |
5 |
DS1015 |
PL0000103602 |
107,48 |
107,43 |
107,46 |
107,48 |
107,46 |
107,48 |
107,47 |
95 000 |
104,51 |
5 |
PS0416 |
PL0000106340 |
105,00 |
104,94 |
105,01 |
105,05 |
104,90 |
104,90 |
104,99 |
40 000 |
43,81 |
3 |
PS1016 |
PL0000106795 |
104,95 |
104,82 |
104,95 |
104,95 |
104,74 |
104,74 |
104,86 |
165 000 |
176,18 |
11 |
PS0417 |
PL0000107058 |
105,53 |
105,30 |
105,54 |
105,54 |
105,22 |
105,22 |
105,35 |
80 000 |
87,72 |
6 |
DS1017 |
PL0000104543 |
108,13 |
107,85 |
108,03 |
108,10 |
107,80 |
107,80 |
107,93 |
220 000 |
242,09 |
17 |
PS0418 |
PL0000107314 |
101,90 |
101,51 |
101,89 |
102,05 |
101,50 |
101,50 |
101,72 |
360 000 |
378,40 |
24 |
DS1019 |
PL0000105441 |
111,90 |
111,65 |
112,00 |
112,00 |
110,65 |
110,65 |
111,66 |
70 000 |
79,71 |
8 |
DS1020 |
PL0000106126 |
110,90 |
110,68 |
110,87 |
110,87 |
110,85 |
110,85 |
110,86 |
75 000 |
84,73 |
6 |
DS1021 |
PL0000106670 |
114,98 |
114,64 |
114,95 |
115,00 |
114,85 |
114,85 |
114,93 |
70 000 |
82,07 |
8 |
WS0922 |
PL0000102646 |
115,30 |
114,92 |
115,36 |
115,38 |
115,00 |
115,01 |
115,26 |
85 000 |
100,37 |
7 |
DS1023 |
PL0000107264 |
101,50 |
100,96 |
101,42 |
101,60 |
100,80 |
100,80 |
101,25 |
355 000 |
365,15 |
32 |
WS0429 |
PL0000105391 |
120,10 |
119,63 |
119,70 |
119,70 |
119,70 |
119,70 |
119,70 |
10 000 |
12,49 |
1 |
WS0437 |
PL0000104857 |
0,00 |
117,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,65 |
104,75 |
104,50 |
104,50 |
104,50 |
104,50 |
104,50 |
10 000 |
13,53 |
1 |
IZ0823 |
PL0000105359 |
109,20 |
109,00 |
109,05 |
109,05 |
108,70 |
108,70 |
108,93 |
35 000 |
44,55 |
4 |
WZ0115 |
PL0000106480 |
100,33 |
100,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,31 |
100,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,28 |
100,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,34 |
99,28 |
99,30 |
99,30 |
99,28 |
99,28 |
99,29 |
55 000 |
54,94 |
3 |
WZ0124 |
PL0000107454 |
98,75 |
98,70 |
98,70 |
98,70 |
98,70 |
98,70 |
98,70 |
25 000 |
24,83 |
1 |
TOTAL |
2 230 000 |
2 355,40 |
152 |
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 |
104,94 |
104,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
108,34 |
108,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
110,35 |
110,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
121,87 |
122,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,45 |
116,40 |
116,45 |
116,45 |
116,45 |
116,45 |
116,45 |
500 |
0,60 |
1 |
EUR0321 |
XS0543882095 |
114,71 |
114,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
117,00 |
117,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
109,35 |
109,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
104,10 |
104,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
122,05 |
122,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
500 |
0,60 |
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 |
6 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29MAY13 |
PL0000004941 |
69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
160 |
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 |
98,94 |
99,11 |
3,10 |
2,60 |
99,03 |
2,84 |
DS1013 |
PL0000102836 |
101,16 |
101,30 |
2,96 |
2,72 |
101,23 |
2,84 |
OK0114 |
PL0000106712 |
97,38 |
97,56 |
3,17 |
2,94 |
97,47 |
3,06 |
PS0414 |
PL0000105433 |
102,72 |
102,88 |
3,18 |
3,03 |
102,80 |
3,10 |
OK0714 |
PL0000107009 |
96,01 |
96,14 |
3,07 |
2,97 |
96,08 |
3,02 |
WZ0115 |
PL0000106480 |
100,29 |
100,42 |
--- |
--- |
100,36 |
--- |
PS0415 |
PL0000105953 |
104,63 |
104,76 |
3,18 |
3,11 |
104,70 |
3,14 |
DS1015 |
PL0000103602 |
107,33 |
107,51 |
3,25 |
3,18 |
107,42 |
3,21 |
PS0416 |
PL0000106340 |
104,90 |
105,07 |
3,30 |
3,25 |
104,99 |
3,27 |
IZ0816 |
PL0000103529 |
104,40 |
105,14 |
--- |
--- |
104,77 |
--- |
PS1016 |
PL0000106795 |
104,87 |
105,03 |
3,28 |
3,24 |
104,95 |
3,26 |
WZ0117 |
PL0000106936 |
100,26 |
100,42 |
--- |
--- |
100,34 |
--- |
PS0417 |
PL0000107058 |
105,43 |
105,63 |
3,31 |
3,26 |
105,53 |
3,28 |
DS1017 |
PL0000104543 |
108,00 |
108,22 |
3,34 |
3,29 |
108,11 |
3,31 |
WZ0118 |
PL0000104717 |
100,22 |
100,38 |
--- |
--- |
100,30 |
--- |
PS0418 |
PL0000107314 |
101,78 |
102,03 |
3,36 |
3,31 |
101,91 |
3,33 |
DS1019 |
PL0000105441 |
111,79 |
112,03 |
3,46 |
3,43 |
111,91 |
3,45 |
DS1020 |
PL0000106126 |
110,69 |
111,04 |
3,61 |
3,56 |
110,87 |
3,58 |
WZ0121 |
PL0000106068 |
99,23 |
99,43 |
--- |
--- |
99,33 |
--- |
DS1021 |
PL0000106670 |
114,77 |
115,04 |
3,71 |
3,67 |
114,91 |
3,69 |
WS0922 |
PL0000102646 |
115,05 |
115,41 |
3,83 |
3,78 |
115,23 |
3,81 |
IZ0823 |
PL0000105359 |
108,78 |
109,81 |
--- |
--- |
109,30 |
--- |
DS1023 |
PL0000107264 |
101,36 |
101,61 |
3,84 |
3,81 |
101,49 |
3,82 |
WS0429 |
PL0000105391 |
119,86 |
120,59 |
4,04 |
3,99 |
120,23 |
4,02 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
98,94 |
99,11 |
3,10 |
2,60 |
99,03 |
2,84 |
DS1013 |
PL0000102836 |
101,12 |
101,31 |
3,02 |
2,71 |
101,22 |
2,86 |
OK0114 |
PL0000106712 |
97,38 |
97,56 |
3,17 |
2,94 |
97,47 |
3,06 |
PS0414 |
PL0000105433 |
102,74 |
102,89 |
3,16 |
3,02 |
102,82 |
3,09 |
OK0714 |
PL0000107009 |
96,02 |
96,12 |
3,07 |
2,99 |
96,07 |
3,03 |
WZ0115 |
PL0000106480 |
100,28 |
100,43 |
--- |
--- |
100,36 |
--- |
PS0415 |
PL0000105953 |
104,58 |
104,72 |
3,20 |
3,13 |
104,65 |
3,17 |
DS1015 |
PL0000103602 |
107,38 |
107,51 |
3,23 |
3,18 |
107,45 |
3,20 |
PS0416 |
PL0000106340 |
104,77 |
105,00 |
3,35 |
3,27 |
104,89 |
3,31 |
IZ0816 |
PL0000103529 |
104,43 |
105,08 |
--- |
--- |
104,76 |
--- |
PS1016 |
PL0000106795 |
104,64 |
104,88 |
3,35 |
3,28 |
104,76 |
3,32 |
WZ0117 |
PL0000106936 |
100,26 |
100,40 |
--- |
--- |
100,33 |
--- |
PS0417 |
PL0000107058 |
105,17 |
105,46 |
3,37 |
3,30 |
105,32 |
3,33 |
DS1017 |
PL0000104543 |
107,71 |
107,95 |
3,40 |
3,35 |
107,83 |
3,38 |
WZ0118 |
PL0000104717 |
100,16 |
100,36 |
--- |
--- |
100,26 |
--- |
PS0418 |
PL0000107314 |
101,51 |
101,76 |
3,42 |
3,37 |
101,64 |
3,39 |
DS1019 |
PL0000105441 |
111,36 |
111,82 |
3,53 |
3,46 |
111,59 |
3,50 |
DS1020 |
PL0000106126 |
110,35 |
110,79 |
3,66 |
3,60 |
110,57 |
3,63 |
WZ0121 |
PL0000106068 |
99,26 |
99,44 |
--- |
--- |
99,35 |
--- |
DS1021 |
PL0000106670 |
114,29 |
114,72 |
3,77 |
3,71 |
114,51 |
3,74 |
WS0922 |
PL0000102646 |
114,64 |
115,00 |
3,87 |
3,83 |
114,82 |
3,85 |
IZ0823 |
PL0000105359 |
108,82 |
109,79 |
--- |
--- |
109,31 |
--- |
DS1023 |
PL0000107264 |
100,75 |
101,07 |
3,91 |
3,87 |
100,91 |
3,89 |
WS0429 |
PL0000105391 |
118,88 |
119,82 |
4,12 |
4,05 |
119,35 |
4,08 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
2,900 |
2,900 |
2,900 |
20 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
3,000 |
3,000 |
3,000 |
20 |
DS1015 |
PL0000103602 |
1/2 |
1 |
3,000 |
3,000 |
3,000 |
15 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,800 |
3,000 |
2,994 |
170 |
PS0418 |
PL0000107314 |
1/8 |
7 |
3,000 |
3,000 |
3,000 |
200 |
DS1023 |
PL0000107264 |
2/9 |
7 |
2,900 |
2,900 |
2,900 |
300 |
TOTAL |
725 |