2013-03-21 |
MARKET DATA |
No 57 (2091) |
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 |
2 372,50 |
2 525,56 |
151 |
1 210,00 |
1 290,43 |
14 |
3 582,50 |
3 815,99 |
165 |
T-bonds EUR |
0,50 |
0,63 |
1 |
0,00 |
0,00 |
0 |
0,50 |
0,63 |
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 |
100,17 |
100,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
99,00 |
99,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,14 |
101,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
97,45 |
97,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,75 |
102,77 |
102,75 |
102,75 |
102,75 |
102,75 |
102,75 |
30 000 |
32,40 |
1 |
OK0714 |
PL0000107009 |
96,05 |
96,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,65 |
104,59 |
104,70 |
104,70 |
104,61 |
104,61 |
104,64 |
60 000 |
65,80 |
5 |
OK0715 |
PL0000107405 |
92,95 |
92,95 |
92,95 |
92,95 |
92,95 |
92,95 |
92,95 |
25 000 |
23,24 |
1 |
DS1015 |
PL0000103602 |
107,40 |
107,33 |
107,34 |
107,34 |
107,34 |
107,34 |
107,34 |
35 000 |
38,48 |
2 |
PS0416 |
PL0000106340 |
104,98 |
104,85 |
104,80 |
104,94 |
104,80 |
104,92 |
104,89 |
170 000 |
186,08 |
10 |
PS1016 |
PL0000106795 |
104,88 |
104,67 |
104,60 |
104,90 |
104,57 |
104,80 |
104,81 |
400 000 |
427,08 |
27 |
PS0417 |
PL0000107058 |
105,35 |
105,08 |
105,10 |
105,35 |
105,10 |
105,20 |
105,23 |
170 000 |
186,28 |
12 |
DS1017 |
PL0000104543 |
107,79 |
107,60 |
107,83 |
107,85 |
107,80 |
107,80 |
107,81 |
60 000 |
65,99 |
6 |
PS0418 |
PL0000107314 |
101,45 |
101,25 |
101,35 |
101,55 |
101,30 |
101,40 |
101,40 |
150 000 |
157,25 |
12 |
DS1019 |
PL0000105441 |
111,34 |
111,10 |
111,50 |
111,50 |
111,50 |
111,50 |
111,50 |
10 000 |
11,38 |
1 |
DS1020 |
PL0000106126 |
110,24 |
110,00 |
110,10 |
110,35 |
110,10 |
110,18 |
110,20 |
50 000 |
56,19 |
4 |
DS1021 |
PL0000106670 |
113,85 |
113,55 |
113,60 |
114,15 |
113,40 |
114,15 |
113,60 |
55 000 |
63,79 |
6 |
WS0922 |
PL0000102646 |
114,35 |
113,99 |
114,00 |
114,50 |
114,00 |
114,20 |
114,17 |
165 000 |
193,14 |
15 |
DS1023 |
PL0000107264 |
100,55 |
100,15 |
100,00 |
100,45 |
100,00 |
100,32 |
100,20 |
162 500 |
165,51 |
15 |
WS0429 |
PL0000105391 |
118,60 |
118,33 |
118,33 |
118,81 |
118,18 |
118,50 |
118,39 |
90 000 |
111,29 |
9 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,51 |
104,69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,35 |
108,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,26 |
100,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,20 |
100,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,09 |
100,12 |
100,09 |
100,09 |
100,03 |
100,05 |
100,05 |
420 000 |
422,95 |
6 |
WZ0121 |
PL0000106068 |
99,13 |
99,07 |
99,11 |
99,11 |
99,00 |
99,07 |
99,04 |
275 000 |
274,14 |
16 |
WZ0124 |
PL0000107454 |
98,40 |
98,35 |
98,40 |
98,40 |
98,37 |
98,40 |
98,39 |
45 000 |
44,57 |
3 |
TOTAL |
2 372 500 |
2 525,56 |
151 |
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 |
108,29 |
108,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
110,30 |
110,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
121,85 |
122,00 |
121,85 |
121,85 |
121,85 |
121,85 |
121,85 |
500 |
0,63 |
1 |
EUR0420 |
XS0210314299 |
116,26 |
116,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
114,65 |
114,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
116,95 |
117,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
109,35 |
109,75 |
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 |
500 |
0,63 |
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 |
2 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29MAY13 |
PL0000004941 |
65 |
3,40 |
3,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
93 |
3,40 |
3,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
156 |
3,40 |
3,00 |
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 |
98,98 |
99,09 |
3,08 |
2,75 |
99,04 |
2,90 |
DS1013 |
PL0000102836 |
101,10 |
101,25 |
3,02 |
2,77 |
101,18 |
2,88 |
OK0114 |
PL0000106712 |
97,42 |
97,57 |
3,16 |
2,97 |
97,50 |
3,06 |
PS0414 |
PL0000105433 |
102,68 |
102,80 |
3,19 |
3,08 |
102,74 |
3,13 |
OK0714 |
PL0000107009 |
95,98 |
96,17 |
3,12 |
2,97 |
96,08 |
3,04 |
WZ0115 |
PL0000106480 |
100,20 |
100,37 |
--- |
--- |
100,29 |
--- |
PS0415 |
PL0000105953 |
104,50 |
104,67 |
3,23 |
3,15 |
104,59 |
3,19 |
DS1015 |
PL0000103602 |
107,17 |
107,38 |
3,30 |
3,22 |
107,28 |
3,26 |
PS0416 |
PL0000106340 |
104,72 |
104,92 |
3,36 |
3,29 |
104,82 |
3,33 |
IZ0816 |
PL0000103529 |
104,24 |
104,93 |
--- |
--- |
104,59 |
--- |
PS1016 |
PL0000106795 |
104,57 |
104,80 |
3,37 |
3,30 |
104,69 |
3,33 |
WZ0117 |
PL0000106936 |
100,14 |
100,30 |
--- |
--- |
100,22 |
--- |
PS0417 |
PL0000107058 |
104,93 |
105,16 |
3,43 |
3,37 |
105,05 |
3,40 |
DS1017 |
PL0000104543 |
107,47 |
107,71 |
3,45 |
3,40 |
107,59 |
3,43 |
WZ0118 |
PL0000104717 |
100,03 |
100,22 |
--- |
--- |
100,13 |
--- |
PS0418 |
PL0000107314 |
101,18 |
101,39 |
3,49 |
3,44 |
101,29 |
3,47 |
DS1019 |
PL0000105441 |
110,85 |
111,24 |
3,61 |
3,55 |
111,05 |
3,58 |
DS1020 |
PL0000106126 |
109,81 |
110,24 |
3,73 |
3,67 |
110,03 |
3,70 |
WZ0121 |
PL0000106068 |
99,03 |
99,22 |
--- |
--- |
99,13 |
--- |
DS1021 |
PL0000106670 |
113,53 |
113,98 |
3,86 |
3,80 |
113,76 |
3,83 |
WS0922 |
PL0000102646 |
113,96 |
114,39 |
3,95 |
3,90 |
114,18 |
3,93 |
IZ0823 |
PL0000105359 |
107,98 |
109,06 |
--- |
--- |
108,52 |
--- |
DS1023 |
PL0000107264 |
100,07 |
100,45 |
3,99 |
3,94 |
100,26 |
3,97 |
WS0429 |
PL0000105391 |
118,23 |
119,05 |
4,17 |
4,10 |
118,64 |
4,14 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
98,98 |
99,09 |
3,08 |
2,75 |
99,04 |
2,90 |
DS1013 |
PL0000102836 |
101,10 |
101,21 |
3,02 |
2,83 |
101,16 |
2,92 |
OK0114 |
PL0000106712 |
97,42 |
97,57 |
3,16 |
2,97 |
97,50 |
3,06 |
PS0414 |
PL0000105433 |
102,71 |
102,80 |
3,16 |
3,08 |
102,76 |
3,12 |
OK0714 |
PL0000107009 |
96,02 |
96,18 |
3,09 |
2,96 |
96,10 |
3,03 |
WZ0115 |
PL0000106480 |
100,20 |
100,33 |
--- |
--- |
100,27 |
--- |
PS0415 |
PL0000105953 |
104,58 |
104,71 |
3,19 |
3,13 |
104,65 |
3,16 |
DS1015 |
PL0000103602 |
107,34 |
107,52 |
3,23 |
3,16 |
107,43 |
3,20 |
PS0416 |
PL0000106340 |
104,89 |
105,01 |
3,30 |
3,26 |
104,95 |
3,28 |
IZ0816 |
PL0000103529 |
104,32 |
104,85 |
--- |
--- |
104,59 |
--- |
PS1016 |
PL0000106795 |
104,81 |
104,96 |
3,30 |
3,25 |
104,89 |
3,27 |
WZ0117 |
PL0000106936 |
100,09 |
100,29 |
--- |
--- |
100,19 |
--- |
PS0417 |
PL0000107058 |
105,15 |
105,33 |
3,38 |
3,33 |
105,24 |
3,35 |
DS1017 |
PL0000104543 |
107,67 |
107,92 |
3,41 |
3,35 |
107,80 |
3,38 |
WZ0118 |
PL0000104717 |
99,98 |
100,18 |
--- |
--- |
100,08 |
--- |
PS0418 |
PL0000107314 |
101,31 |
101,57 |
3,46 |
3,41 |
101,44 |
3,43 |
DS1019 |
PL0000105441 |
111,15 |
111,54 |
3,57 |
3,50 |
111,35 |
3,53 |
DS1020 |
PL0000106126 |
110,14 |
110,53 |
3,69 |
3,63 |
110,34 |
3,66 |
WZ0121 |
PL0000106068 |
98,94 |
99,18 |
--- |
--- |
99,06 |
--- |
DS1021 |
PL0000106670 |
113,75 |
114,04 |
3,83 |
3,80 |
113,90 |
3,81 |
WS0922 |
PL0000102646 |
114,19 |
114,54 |
3,93 |
3,88 |
114,37 |
3,90 |
IZ0823 |
PL0000105359 |
108,11 |
108,99 |
--- |
--- |
108,55 |
--- |
DS1023 |
PL0000107264 |
100,29 |
100,60 |
3,96 |
3,93 |
100,45 |
3,94 |
WS0429 |
PL0000105391 |
118,26 |
118,96 |
4,17 |
4,11 |
118,61 |
4,14 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/4 |
3 |
3,100 |
3,100 |
3,100 |
120 |
DS1017 |
PL0000104543 |
1/4 |
3 |
2,990 |
3,000 |
2,994 |
85 |
DS1019 |
PL0000105441 |
1/4 |
3 |
3,000 |
3,000 |
3,000 |
115 |
OK0114 |
PL0000106712 |
1/4 |
3 |
2,900 |
2,900 |
2,900 |
60 |
PS1016 |
PL0000106795 |
1/4 |
3 |
3,050 |
3,050 |
3,050 |
60 |
OK0714 |
PL0000107009 |
1/4 |
3 |
3,000 |
3,000 |
3,000 |
200 |
DS1023 |
PL0000107264 |
1/4 |
3 |
2,900 |
2,900 |
2,900 |
120 |
DS1019 |
PL0000105441 |
4/12 |
8 |
3,050 |
3,050 |
3,050 |
90 |
DS1017 |
PL0000104543 |
1/12 |
11 |
3,050 |
3,050 |
3,050 |
230 |
DS1019 |
PL0000105441 |
1/12 |
11 |
3,000 |
3,000 |
3,000 |
40 |
WZ0121 |
PL0000106068 |
1/12 |
11 |
3,050 |
3,050 |
3,050 |
90 |
TOTAL |
1 210 |