2013-03-20 |
MARKET DATA |
No 56 (2090) |
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 |
3 462,50 |
3 637,20 |
234 |
1 580,00 |
1 673,72 |
21 |
5 042,50 |
5 310,92 |
255 |
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 |
100,19 |
99,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
98,98 |
99,00 |
98,98 |
98,98 |
98,96 |
98,98 |
98,97 |
410 000 |
405,79 |
6 |
DS1013 |
PL0000102836 |
101,16 |
101,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
97,41 |
97,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,75 |
102,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
96,01 |
96,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,61 |
104,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
92,88 |
92,90 |
92,90 |
92,90 |
92,90 |
92,90 |
92,90 |
25 000 |
23,23 |
1 |
DS1015 |
PL0000103602 |
107,34 |
107,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,85 |
104,81 |
104,85 |
104,86 |
104,83 |
104,83 |
104,85 |
75 000 |
82,04 |
6 |
PS1016 |
PL0000106795 |
104,70 |
104,60 |
104,60 |
104,83 |
104,59 |
104,83 |
104,67 |
55 000 |
58,63 |
5 |
PS0417 |
PL0000107058 |
105,19 |
105,09 |
105,15 |
105,15 |
104,96 |
104,96 |
105,06 |
75 000 |
82,02 |
6 |
DS1017 |
PL0000104543 |
107,70 |
107,61 |
107,70 |
107,76 |
107,65 |
107,65 |
107,69 |
125 000 |
137,27 |
9 |
PS0418 |
PL0000107314 |
101,57 |
101,29 |
101,55 |
101,58 |
101,30 |
101,42 |
101,46 |
567 500 |
595,08 |
50 |
DS1019 |
PL0000105441 |
111,40 |
111,25 |
111,40 |
111,40 |
111,20 |
111,28 |
111,27 |
85 000 |
96,48 |
9 |
DS1020 |
PL0000106126 |
110,80 |
110,10 |
110,15 |
110,22 |
110,15 |
110,22 |
110,18 |
165 000 |
185,31 |
13 |
DS1021 |
PL0000106670 |
114,35 |
113,72 |
114,35 |
114,35 |
113,90 |
114,05 |
114,12 |
205 000 |
238,73 |
18 |
WS0922 |
PL0000102646 |
114,65 |
114,09 |
114,82 |
114,82 |
114,05 |
114,45 |
114,52 |
210 000 |
246,44 |
19 |
DS1023 |
PL0000107264 |
100,80 |
100,17 |
100,80 |
100,82 |
100,05 |
100,50 |
100,52 |
502 500 |
513,26 |
45 |
WS0429 |
PL0000105391 |
121,38 |
118,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,49 |
104,60 |
104,45 |
104,45 |
104,45 |
104,45 |
104,45 |
15 000 |
20,29 |
1 |
IZ0823 |
PL0000105359 |
108,50 |
108,78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,33 |
100,29 |
100,33 |
100,33 |
100,30 |
100,33 |
100,31 |
62 500 |
63,08 |
4 |
WZ0117 |
PL0000106936 |
100,30 |
100,25 |
100,30 |
100,30 |
100,20 |
100,25 |
100,26 |
112 500 |
113,48 |
8 |
WZ0118 |
PL0000104717 |
101,12 |
100,15 |
100,25 |
100,25 |
100,10 |
100,18 |
100,13 |
547 500 |
551,56 |
17 |
WZ0121 |
PL0000106068 |
99,27 |
99,20 |
99,30 |
99,30 |
99,17 |
99,20 |
99,21 |
210 000 |
209,63 |
16 |
WZ0124 |
PL0000107454 |
98,50 |
98,23 |
98,60 |
98,60 |
98,60 |
98,60 |
98,60 |
15 000 |
14,88 |
1 |
TOTAL |
3 462 500 |
3 637,20 |
234 |
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 |
104,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
108,50 |
108,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
110,35 |
110,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
121,85 |
122,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,40 |
116,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
114,60 |
114,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
117,00 |
117,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
109,35 |
109,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
104,15 |
104,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
122,06 |
122,75 |
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 |
5 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29MAY13 |
PL0000004941 |
68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
159 |
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 |
98,96 |
99,12 |
3,07 |
2,59 |
99,04 |
2,83 |
DS1013 |
PL0000102836 |
101,14 |
101,29 |
2,98 |
2,73 |
101,22 |
2,85 |
OK0114 |
PL0000106712 |
97,38 |
97,56 |
3,18 |
2,95 |
97,47 |
3,07 |
PS0414 |
PL0000105433 |
102,73 |
102,88 |
3,16 |
3,03 |
102,81 |
3,09 |
OK0714 |
PL0000107009 |
95,98 |
96,16 |
3,10 |
2,96 |
96,07 |
3,03 |
WZ0115 |
PL0000106480 |
100,28 |
100,40 |
--- |
--- |
100,34 |
--- |
PS0415 |
PL0000105953 |
104,53 |
104,72 |
3,22 |
3,13 |
104,63 |
3,17 |
DS1015 |
PL0000103602 |
107,23 |
107,43 |
3,28 |
3,21 |
107,33 |
3,25 |
PS0416 |
PL0000106340 |
104,72 |
104,92 |
3,36 |
3,30 |
104,82 |
3,33 |
IZ0816 |
PL0000103529 |
104,25 |
104,89 |
--- |
--- |
104,57 |
--- |
PS1016 |
PL0000106795 |
104,57 |
104,77 |
3,37 |
3,31 |
104,67 |
3,34 |
WZ0117 |
PL0000106936 |
100,24 |
100,39 |
--- |
--- |
100,32 |
--- |
PS0417 |
PL0000107058 |
105,03 |
105,29 |
3,41 |
3,34 |
105,16 |
3,37 |
DS1017 |
PL0000104543 |
107,56 |
107,74 |
3,44 |
3,40 |
107,65 |
3,42 |
WZ0118 |
PL0000104717 |
100,14 |
100,33 |
--- |
--- |
100,24 |
--- |
PS0418 |
PL0000107314 |
101,36 |
101,55 |
3,45 |
3,41 |
101,46 |
3,43 |
DS1019 |
PL0000105441 |
111,22 |
111,63 |
3,56 |
3,49 |
111,43 |
3,52 |
DS1020 |
PL0000106126 |
110,20 |
110,59 |
3,68 |
3,62 |
110,40 |
3,65 |
WZ0121 |
PL0000106068 |
99,16 |
99,37 |
--- |
--- |
99,27 |
--- |
DS1021 |
PL0000106670 |
114,15 |
114,45 |
3,78 |
3,75 |
114,30 |
3,77 |
WS0922 |
PL0000102646 |
114,53 |
114,80 |
3,89 |
3,86 |
114,67 |
3,87 |
IZ0823 |
PL0000105359 |
108,27 |
109,22 |
--- |
--- |
108,75 |
--- |
DS1023 |
PL0000107264 |
100,58 |
100,90 |
3,93 |
3,89 |
100,74 |
3,91 |
WS0429 |
PL0000105391 |
118,79 |
119,48 |
4,13 |
4,07 |
119,14 |
4,10 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
98,95 |
99,04 |
3,10 |
2,83 |
99,00 |
2,95 |
DS1013 |
PL0000102836 |
101,12 |
101,27 |
3,01 |
2,76 |
101,20 |
2,88 |
OK0114 |
PL0000106712 |
97,37 |
97,51 |
3,19 |
3,02 |
97,44 |
3,10 |
PS0414 |
PL0000105433 |
102,69 |
102,82 |
3,20 |
3,08 |
102,76 |
3,14 |
OK0714 |
PL0000107009 |
95,98 |
96,14 |
3,10 |
2,98 |
96,06 |
3,04 |
WZ0115 |
PL0000106480 |
100,21 |
100,36 |
--- |
--- |
100,29 |
--- |
PS0415 |
PL0000105953 |
104,52 |
104,67 |
3,23 |
3,16 |
104,60 |
3,19 |
DS1015 |
PL0000103602 |
107,23 |
107,43 |
3,28 |
3,21 |
107,33 |
3,25 |
PS0416 |
PL0000106340 |
104,81 |
104,95 |
3,33 |
3,29 |
104,88 |
3,31 |
IZ0816 |
PL0000103529 |
104,19 |
104,87 |
--- |
--- |
104,53 |
--- |
PS1016 |
PL0000106795 |
104,61 |
104,83 |
3,36 |
3,30 |
104,72 |
3,33 |
WZ0117 |
PL0000106936 |
100,15 |
100,30 |
--- |
--- |
100,23 |
--- |
PS0417 |
PL0000107058 |
104,98 |
105,23 |
3,42 |
3,36 |
105,11 |
3,39 |
DS1017 |
PL0000104543 |
107,55 |
107,79 |
3,44 |
3,38 |
107,67 |
3,41 |
WZ0118 |
PL0000104717 |
100,03 |
100,23 |
--- |
--- |
100,13 |
--- |
PS0418 |
PL0000107314 |
101,30 |
101,46 |
3,46 |
3,43 |
101,38 |
3,45 |
DS1019 |
PL0000105441 |
111,15 |
111,46 |
3,57 |
3,52 |
111,31 |
3,54 |
DS1020 |
PL0000106126 |
110,14 |
110,50 |
3,69 |
3,64 |
110,32 |
3,66 |
WZ0121 |
PL0000106068 |
99,05 |
99,26 |
--- |
--- |
99,16 |
--- |
DS1021 |
PL0000106670 |
113,84 |
114,09 |
3,82 |
3,79 |
113,97 |
3,81 |
WS0922 |
PL0000102646 |
114,32 |
114,53 |
3,91 |
3,89 |
114,43 |
3,90 |
IZ0823 |
PL0000105359 |
108,04 |
109,00 |
--- |
--- |
108,52 |
--- |
DS1023 |
PL0000107264 |
100,41 |
100,65 |
3,95 |
3,92 |
100,53 |
3,93 |
WS0429 |
PL0000105391 |
118,38 |
119,58 |
4,16 |
4,06 |
118,98 |
4,11 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
0/1 |
1 |
3,070 |
3,070 |
3,070 |
5 |
DS1019 |
PL0000105441 |
0/1 |
1 |
3,070 |
3,070 |
3,070 |
65 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
3,070 |
3,070 |
3,070 |
20 |
DS1015 |
PL0000103602 |
1/2 |
1 |
3,070 |
3,070 |
3,070 |
65 |
DS1017 |
PL0000104543 |
1/2 |
1 |
3,070 |
3,070 |
3,070 |
250 |
DS1019 |
PL0000105441 |
1/2 |
1 |
3,070 |
3,070 |
3,070 |
25 |
DS1020 |
PL0000106126 |
1/2 |
1 |
3,070 |
3,070 |
3,070 |
20 |
OK0114 |
PL0000106712 |
1/2 |
1 |
3,000 |
3,000 |
3,000 |
60 |
OK0714 |
PL0000107009 |
1/2 |
1 |
2,900 |
2,900 |
2,900 |
200 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,900 |
2,900 |
2,900 |
115 |
PS0418 |
PL0000107314 |
1/2 |
1 |
3,050 |
3,050 |
3,050 |
30 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
3,070 |
3,070 |
3,070 |
80 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
3,070 |
3,070 |
3,070 |
5 |
DS1013 |
PL0000102836 |
0/2 |
2 |
2,700 |
2,700 |
2,700 |
60 |
DS1015 |
PL0000103602 |
1/5 |
4 |
3,070 |
3,070 |
3,070 |
40 |
DS1015 |
PL0000103602 |
2/13 |
11 |
3,110 |
3,110 |
3,110 |
65 |
DS1019 |
PL0000105441 |
2/13 |
11 |
3,110 |
3,110 |
3,110 |
25 |
PS0416 |
PL0000106340 |
2/13 |
11 |
3,110 |
3,110 |
3,110 |
390 |
WZ0121 |
PL0000106068 |
2/13 |
11 |
3,110 |
3,110 |
3,110 |
60 |
TOTAL |
1 580 |