2013-03-25 |
MARKET DATA |
No 59 (2093) |
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 |
1 457,50 |
1 549,85 |
83 |
2 910,00 |
3 042,02 |
26 |
4 367,50 |
4 591,87 |
109 |
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 |
100,16 |
100,19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
98,99 |
99,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,10 |
101,12 |
101,12 |
101,12 |
101,12 |
101,12 |
101,12 |
47 500 |
49,03 |
1 |
OK0114 |
PL0000106712 |
97,50 |
97,55 |
97,50 |
97,50 |
97,50 |
97,50 |
97,50 |
10 000 |
9,75 |
1 |
PS0414 |
PL0000105433 |
102,78 |
102,80 |
102,78 |
102,78 |
102,77 |
102,77 |
102,78 |
25 000 |
27,02 |
2 |
OK0714 |
PL0000107009 |
96,14 |
96,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,72 |
104,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
93,05 |
93,05 |
93,02 |
93,05 |
93,02 |
93,05 |
93,04 |
265 000 |
246,56 |
11 |
DS1015 |
PL0000103602 |
107,52 |
107,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
105,18 |
105,17 |
105,20 |
105,20 |
105,20 |
105,20 |
105,20 |
55 000 |
60,39 |
4 |
PS1016 |
PL0000106795 |
105,06 |
105,03 |
105,03 |
105,06 |
105,03 |
105,06 |
105,05 |
220 000 |
235,49 |
13 |
PS0417 |
PL0000107058 |
105,58 |
105,47 |
105,53 |
105,57 |
105,53 |
105,57 |
105,55 |
60 000 |
65,95 |
4 |
DS1017 |
PL0000104543 |
108,14 |
108,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,85 |
101,75 |
101,75 |
101,86 |
101,75 |
101,85 |
101,81 |
240 000 |
252,63 |
19 |
DS1019 |
PL0000105441 |
111,70 |
111,65 |
111,65 |
111,83 |
111,65 |
111,83 |
111,77 |
65 000 |
74,15 |
4 |
DS1020 |
PL0000106126 |
110,69 |
110,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
114,58 |
114,37 |
114,55 |
114,57 |
114,55 |
114,56 |
114,56 |
220 000 |
257,33 |
5 |
WS0922 |
PL0000102646 |
115,05 |
114,75 |
115,00 |
115,05 |
114,95 |
114,95 |
115,01 |
85 000 |
100,24 |
8 |
DS1023 |
PL0000107264 |
101,10 |
100,90 |
100,90 |
101,05 |
100,90 |
101,05 |
100,93 |
95 000 |
97,47 |
7 |
WS0429 |
PL0000105391 |
122,39 |
119,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
116,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,90 |
105,05 |
104,90 |
104,90 |
104,90 |
104,90 |
104,90 |
10 000 |
13,59 |
1 |
IZ0823 |
PL0000105359 |
108,80 |
109,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,27 |
100,29 |
100,26 |
100,26 |
100,26 |
100,26 |
100,26 |
30 000 |
30,28 |
1 |
WZ0117 |
PL0000106936 |
100,22 |
100,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,12 |
100,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,15 |
99,25 |
99,25 |
99,26 |
99,25 |
99,26 |
99,26 |
30 000 |
29,98 |
2 |
WZ0124 |
PL0000107454 |
98,45 |
98,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 457 500 |
1 549,85 |
83 |
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 |
104,94 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
108,13 |
108,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
110,25 |
110,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
121,65 |
121,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,27 |
116,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
114,72 |
114,81 |
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 |
109,20 |
109,57 |
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) |
29MAY13 |
PL0000004941 |
63 |
3,20 |
3,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
91 |
3,20 |
3,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
154 |
3,20 |
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 |
98,94 |
99,08 |
3,26 |
2,82 |
99,01 |
3,04 |
DS1013 |
PL0000102836 |
101,07 |
101,21 |
3,05 |
2,81 |
101,14 |
2,93 |
OK0114 |
PL0000106712 |
97,44 |
97,58 |
3,15 |
2,98 |
97,51 |
3,07 |
PS0414 |
PL0000105433 |
102,73 |
102,87 |
3,13 |
3,00 |
102,80 |
3,07 |
OK0714 |
PL0000107009 |
96,08 |
96,24 |
3,06 |
2,93 |
96,16 |
2,99 |
WZ0115 |
PL0000106480 |
100,22 |
100,37 |
--- |
--- |
100,30 |
--- |
PS0415 |
PL0000105953 |
104,68 |
104,80 |
3,14 |
3,08 |
104,74 |
3,11 |
DS1015 |
PL0000103602 |
107,43 |
107,59 |
3,19 |
3,13 |
107,51 |
3,16 |
PS0416 |
PL0000106340 |
105,03 |
105,22 |
3,25 |
3,19 |
105,13 |
3,22 |
IZ0816 |
PL0000103529 |
104,55 |
105,42 |
--- |
--- |
104,99 |
--- |
PS1016 |
PL0000106795 |
104,87 |
105,07 |
3,28 |
3,22 |
104,97 |
3,25 |
WZ0117 |
PL0000106936 |
100,16 |
100,35 |
--- |
--- |
100,26 |
--- |
PS0417 |
PL0000107058 |
105,32 |
105,51 |
3,33 |
3,28 |
105,42 |
3,30 |
DS1017 |
PL0000104543 |
107,93 |
108,18 |
3,35 |
3,29 |
108,06 |
3,32 |
WZ0118 |
PL0000104717 |
100,02 |
100,22 |
--- |
--- |
100,12 |
--- |
PS0418 |
PL0000107314 |
101,57 |
101,83 |
3,41 |
3,35 |
101,70 |
3,38 |
DS1019 |
PL0000105441 |
111,37 |
111,74 |
3,53 |
3,47 |
111,56 |
3,50 |
DS1020 |
PL0000106126 |
110,40 |
110,71 |
3,65 |
3,60 |
110,56 |
3,63 |
WZ0121 |
PL0000106068 |
99,05 |
99,30 |
--- |
--- |
99,18 |
--- |
DS1021 |
PL0000106670 |
114,09 |
114,45 |
3,79 |
3,74 |
114,27 |
3,77 |
WS0922 |
PL0000102646 |
114,60 |
114,94 |
3,88 |
3,84 |
114,77 |
3,86 |
IZ0823 |
PL0000105359 |
108,33 |
109,28 |
--- |
--- |
108,81 |
--- |
DS1023 |
PL0000107264 |
100,64 |
100,97 |
3,92 |
3,88 |
100,81 |
3,90 |
WS0429 |
PL0000105391 |
118,70 |
119,50 |
4,13 |
4,07 |
119,10 |
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 |
99,09 |
3,23 |
2,79 |
99,02 |
3,01 |
DS1013 |
PL0000102836 |
101,06 |
101,15 |
3,07 |
2,91 |
101,11 |
2,98 |
OK0114 |
PL0000106712 |
97,47 |
97,58 |
3,12 |
2,98 |
97,53 |
3,04 |
PS0414 |
PL0000105433 |
102,75 |
102,84 |
3,11 |
3,03 |
102,80 |
3,07 |
OK0714 |
PL0000107009 |
96,11 |
96,23 |
3,03 |
2,93 |
96,17 |
2,98 |
WZ0115 |
PL0000106480 |
100,23 |
100,36 |
--- |
--- |
100,30 |
--- |
PS0415 |
PL0000105953 |
104,69 |
104,79 |
3,13 |
3,08 |
104,74 |
3,11 |
DS1015 |
PL0000103602 |
107,48 |
107,61 |
3,17 |
3,12 |
107,55 |
3,15 |
PS0416 |
PL0000106340 |
105,12 |
105,29 |
3,22 |
3,17 |
105,21 |
3,19 |
IZ0816 |
PL0000103529 |
104,63 |
105,30 |
--- |
--- |
104,97 |
--- |
PS1016 |
PL0000106795 |
104,97 |
105,13 |
3,25 |
3,20 |
105,05 |
3,23 |
WZ0117 |
PL0000106936 |
100,17 |
100,35 |
--- |
--- |
100,26 |
--- |
PS0417 |
PL0000107058 |
105,41 |
105,59 |
3,31 |
3,26 |
105,50 |
3,28 |
DS1017 |
PL0000104543 |
108,09 |
108,33 |
3,31 |
3,26 |
108,21 |
3,28 |
WZ0118 |
PL0000104717 |
100,03 |
100,23 |
--- |
--- |
100,13 |
--- |
PS0418 |
PL0000107314 |
101,81 |
102,04 |
3,35 |
3,30 |
101,93 |
3,33 |
DS1019 |
PL0000105441 |
111,60 |
112,02 |
3,49 |
3,42 |
111,81 |
3,46 |
DS1020 |
PL0000106126 |
110,50 |
110,93 |
3,63 |
3,57 |
110,72 |
3,60 |
WZ0121 |
PL0000106068 |
99,07 |
99,31 |
--- |
--- |
99,19 |
--- |
DS1021 |
PL0000106670 |
114,31 |
114,56 |
3,76 |
3,73 |
114,44 |
3,75 |
WS0922 |
PL0000102646 |
114,80 |
115,07 |
3,85 |
3,82 |
114,94 |
3,84 |
IZ0823 |
PL0000105359 |
108,39 |
109,23 |
--- |
--- |
108,81 |
--- |
DS1023 |
PL0000107264 |
100,90 |
101,20 |
3,89 |
3,86 |
101,05 |
3,87 |
WS0429 |
PL0000105391 |
119,00 |
119,67 |
4,11 |
4,06 |
119,34 |
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) |
(%) |
(%) |
(%) |
DS1013 |
PL0000102836 |
1/2 |
1 |
2,750 |
2,750 |
2,750 |
140 |
DS1015 |
PL0000103602 |
1/2 |
1 |
3,110 |
3,110 |
3,110 |
10 |
DS1020 |
PL0000106126 |
1/2 |
1 |
3,110 |
3,110 |
3,110 |
10 |
PS0416 |
PL0000106340 |
1/2 |
1 |
3,160 |
3,160 |
3,160 |
170 |
DS1021 |
PL0000106670 |
1/2 |
1 |
3,110 |
3,150 |
3,131 |
215 |
OK0114 |
PL0000106712 |
1/2 |
1 |
3,050 |
3,050 |
3,050 |
60 |
OK0714 |
PL0000107009 |
1/2 |
1 |
2,800 |
3,000 |
2,932 |
190 |
DS1023 |
PL0000107264 |
1/2 |
1 |
3,000 |
3,000 |
3,000 |
240 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
3,110 |
3,110 |
3,110 |
5 |
DS1013 |
PL0000102836 |
0/2 |
2 |
2,750 |
2,750 |
2,750 |
50 |
DS1017 |
PL0000104543 |
1/8 |
7 |
3,100 |
3,100 |
3,100 |
30 |
DS1021 |
PL0000106670 |
1/8 |
7 |
3,150 |
3,150 |
3,150 |
15 |
DS1023 |
PL0000107264 |
1/8 |
7 |
3,000 |
3,000 |
3,000 |
40 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
3,100 |
3,100 |
3,100 |
20 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
3,120 |
3,120 |
3,120 |
255 |
DS1020 |
PL0000106126 |
2/9 |
7 |
3,120 |
3,120 |
3,120 |
320 |
DS1023 |
PL0000107264 |
2/9 |
7 |
3,000 |
3,000 |
3,000 |
300 |
TOTAL |
2 070 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
3,250 |
3,250 |
3,250 |
240 |
GCZ |
G.C. Poland |
1/2 |
1 |
3,290 |
3,290 |
3,290 |
600 |
TOTAL |
840 |