2013-03-26 |
MARKET DATA |
No 60 (2094) |
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 |
972,50 |
1 077,51 |
78 |
2 870,00 |
3 017,96 |
28 |
3 842,50 |
4 095,47 |
106 |
T-bonds EUR |
1,00 |
1,17 |
2 |
0,00 |
0,00 |
0 |
1,00 |
1,17 |
2 |
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 |
100,15 |
100,16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
99,01 |
99,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,09 |
101,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
97,51 |
97,52 |
97,52 |
97,52 |
97,52 |
97,52 |
97,52 |
25 000 |
24,38 |
1 |
PS0414 |
PL0000105433 |
102,76 |
102,79 |
102,79 |
102,79 |
102,79 |
102,79 |
102,79 |
2 500 |
2,70 |
1 |
OK0714 |
PL0000107009 |
96,13 |
96,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,71 |
104,67 |
104,70 |
104,70 |
104,67 |
104,69 |
104,68 |
210 000 |
230,49 |
12 |
OK0715 |
PL0000107405 |
93,05 |
93,10 |
93,05 |
93,05 |
93,05 |
93,05 |
93,05 |
50 000 |
46,53 |
2 |
DS1015 |
PL0000103602 |
107,50 |
107,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
115,11 |
105,15 |
105,16 |
105,17 |
105,16 |
105,17 |
105,17 |
10 000 |
10,98 |
2 |
PS1016 |
PL0000106795 |
105,03 |
105,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,46 |
105,43 |
105,42 |
105,47 |
105,42 |
105,47 |
105,46 |
45 000 |
49,43 |
3 |
DS1017 |
PL0000104543 |
108,12 |
108,08 |
108,04 |
108,10 |
108,04 |
108,05 |
108,07 |
25 000 |
27,57 |
3 |
PS0418 |
PL0000107314 |
101,80 |
101,81 |
101,80 |
101,81 |
101,78 |
101,78 |
101,79 |
115 000 |
121,04 |
9 |
DS1019 |
PL0000105441 |
111,62 |
111,58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
110,65 |
110,57 |
110,60 |
110,65 |
110,60 |
110,65 |
110,62 |
100 000 |
112,83 |
8 |
DS1021 |
PL0000106670 |
114,35 |
114,15 |
114,19 |
114,40 |
114,14 |
114,40 |
114,17 |
230 000 |
268,18 |
22 |
WS0922 |
PL0000102646 |
114,80 |
114,74 |
114,69 |
114,75 |
114,65 |
114,75 |
114,68 |
130 000 |
152,90 |
12 |
DS1023 |
PL0000107264 |
100,90 |
100,80 |
100,85 |
100,85 |
100,80 |
100,80 |
100,83 |
20 000 |
20,50 |
2 |
WS0429 |
PL0000105391 |
119,36 |
119,21 |
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 |
104,75 |
104,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,70 |
109,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,26 |
100,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,22 |
100,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,10 |
100,16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,10 |
99,16 |
99,16 |
99,16 |
99,16 |
99,16 |
99,16 |
10 000 |
9,98 |
1 |
WZ0124 |
PL0000107454 |
98,56 |
98,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
972 500 |
1 077,51 |
78 |
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 |
104,82 |
104,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
108,00 |
108,05 |
108,05 |
108,05 |
108,05 |
108,05 |
108,05 |
500 |
0,54 |
1 |
EUR0317 |
XS0498285351 |
110,20 |
110,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
121,70 |
121,90 |
121,70 |
121,70 |
121,70 |
121,70 |
121,70 |
500 |
0,63 |
1 |
EUR0420 |
XS0210314299 |
116,30 |
116,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
114,45 |
114,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
116,80 |
117,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
109,20 |
109,60 |
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 |
1,17 |
2 |
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 |
62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
153 |
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 |
98,98 |
99,13 |
3,16 |
2,69 |
99,06 |
2,91 |
DS1013 |
PL0000102836 |
101,05 |
101,15 |
3,08 |
2,91 |
101,10 |
2,99 |
OK0114 |
PL0000106712 |
97,46 |
97,58 |
3,14 |
2,99 |
97,52 |
3,06 |
PS0414 |
PL0000105433 |
102,69 |
102,86 |
3,16 |
3,00 |
102,78 |
3,08 |
OK0714 |
PL0000107009 |
96,10 |
96,24 |
3,05 |
2,93 |
96,17 |
2,99 |
WZ0115 |
PL0000106480 |
100,22 |
100,36 |
--- |
--- |
100,29 |
--- |
PS0415 |
PL0000105953 |
104,65 |
104,80 |
3,15 |
3,08 |
104,73 |
3,11 |
DS1015 |
PL0000103602 |
107,36 |
107,56 |
3,22 |
3,14 |
107,46 |
3,18 |
PS0416 |
PL0000106340 |
105,02 |
105,23 |
3,25 |
3,18 |
105,13 |
3,22 |
IZ0816 |
PL0000103529 |
104,44 |
105,17 |
--- |
--- |
104,81 |
--- |
PS1016 |
PL0000106795 |
104,87 |
105,09 |
3,28 |
3,21 |
104,98 |
3,25 |
WZ0117 |
PL0000106936 |
100,16 |
100,34 |
--- |
--- |
100,25 |
--- |
PS0417 |
PL0000107058 |
105,26 |
105,48 |
3,34 |
3,29 |
105,37 |
3,32 |
DS1017 |
PL0000104543 |
107,86 |
108,12 |
3,36 |
3,30 |
107,99 |
3,33 |
WZ0118 |
PL0000104717 |
100,03 |
100,23 |
--- |
--- |
100,13 |
--- |
PS0418 |
PL0000107314 |
101,59 |
101,87 |
3,40 |
3,34 |
101,73 |
3,37 |
DS1019 |
PL0000105441 |
111,24 |
111,64 |
3,55 |
3,48 |
111,44 |
3,52 |
DS1020 |
PL0000106126 |
110,35 |
110,66 |
3,66 |
3,61 |
110,51 |
3,63 |
WZ0121 |
PL0000106068 |
99,05 |
99,28 |
--- |
--- |
99,17 |
--- |
DS1021 |
PL0000106670 |
113,95 |
114,25 |
3,81 |
3,77 |
114,10 |
3,79 |
WS0922 |
PL0000102646 |
114,56 |
114,82 |
3,88 |
3,85 |
114,69 |
3,87 |
IZ0823 |
PL0000105359 |
108,33 |
109,17 |
--- |
--- |
108,75 |
--- |
DS1023 |
PL0000107264 |
100,60 |
100,90 |
3,93 |
3,89 |
100,75 |
3,91 |
WS0429 |
PL0000105391 |
118,46 |
119,56 |
4,15 |
4,07 |
119,01 |
4,11 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
98,98 |
99,13 |
3,16 |
2,69 |
99,06 |
2,91 |
DS1013 |
PL0000102836 |
101,06 |
101,15 |
3,06 |
2,91 |
101,11 |
2,98 |
OK0114 |
PL0000106712 |
97,47 |
97,56 |
3,13 |
3,01 |
97,52 |
3,06 |
PS0414 |
PL0000105433 |
102,72 |
102,81 |
3,14 |
3,05 |
102,77 |
3,09 |
OK0714 |
PL0000107009 |
96,11 |
96,20 |
3,04 |
2,96 |
96,16 |
3,00 |
WZ0115 |
PL0000106480 |
100,23 |
100,35 |
--- |
--- |
100,29 |
--- |
PS0415 |
PL0000105953 |
104,64 |
104,74 |
3,15 |
3,10 |
104,69 |
3,13 |
DS1015 |
PL0000103602 |
107,45 |
107,60 |
3,18 |
3,12 |
107,53 |
3,15 |
PS0416 |
PL0000106340 |
105,12 |
105,29 |
3,22 |
3,16 |
105,21 |
3,19 |
IZ0816 |
PL0000103529 |
104,50 |
105,06 |
--- |
--- |
104,78 |
--- |
PS1016 |
PL0000106795 |
104,91 |
105,11 |
3,27 |
3,21 |
105,01 |
3,24 |
WZ0117 |
PL0000106936 |
100,16 |
100,34 |
--- |
--- |
100,25 |
--- |
PS0417 |
PL0000107058 |
105,37 |
105,51 |
3,32 |
3,28 |
105,44 |
3,30 |
DS1017 |
PL0000104543 |
107,94 |
108,18 |
3,34 |
3,29 |
108,06 |
3,32 |
WZ0118 |
PL0000104717 |
100,05 |
100,22 |
--- |
--- |
100,14 |
--- |
PS0418 |
PL0000107314 |
101,68 |
101,87 |
3,38 |
3,34 |
101,78 |
3,36 |
DS1019 |
PL0000105441 |
111,52 |
111,77 |
3,50 |
3,46 |
111,65 |
3,48 |
DS1020 |
PL0000106126 |
110,48 |
110,69 |
3,64 |
3,61 |
110,59 |
3,62 |
WZ0121 |
PL0000106068 |
99,05 |
99,23 |
--- |
--- |
99,14 |
--- |
DS1021 |
PL0000106670 |
114,09 |
114,35 |
3,79 |
3,76 |
114,22 |
3,77 |
WS0922 |
PL0000102646 |
114,61 |
114,80 |
3,87 |
3,85 |
114,71 |
3,86 |
IZ0823 |
PL0000105359 |
108,49 |
109,23 |
--- |
--- |
108,86 |
--- |
DS1023 |
PL0000107264 |
100,69 |
101,02 |
3,91 |
3,88 |
100,86 |
3,89 |
WS0429 |
PL0000105391 |
118,69 |
119,38 |
4,13 |
4,08 |
119,04 |
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) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/1 |
1 |
3,110 |
3,110 |
3,110 |
45 |
DS1013 |
PL0000102836 |
1/2 |
1 |
2,750 |
2,750 |
2,750 |
140 |
DS1019 |
PL0000105441 |
1/2 |
1 |
3,110 |
3,150 |
3,136 |
300 |
PS0415 |
PL0000105953 |
1/2 |
1 |
3,150 |
3,150 |
3,150 |
40 |
DS1020 |
PL0000106126 |
1/2 |
1 |
3,110 |
3,150 |
3,138 |
65 |
PS0416 |
PL0000106340 |
1/2 |
1 |
3,150 |
3,150 |
3,150 |
210 |
DS1021 |
PL0000106670 |
1/2 |
1 |
3,150 |
3,150 |
3,150 |
150 |
OK0114 |
PL0000106712 |
1/2 |
1 |
3,000 |
3,000 |
3,000 |
60 |
PS1016 |
PL0000106795 |
1/2 |
1 |
3,150 |
3,150 |
3,150 |
40 |
OK0714 |
PL0000107009 |
1/2 |
1 |
2,800 |
3,150 |
3,013 |
205 |
DS1023 |
PL0000107264 |
1/2 |
1 |
3,110 |
3,110 |
3,110 |
140 |
PS0418 |
PL0000107314 |
1/2 |
1 |
3,110 |
3,150 |
3,145 |
80 |
OK0715 |
PL0000107405 |
1/2 |
1 |
3,110 |
3,110 |
3,110 |
15 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
3,150 |
3,150 |
3,150 |
50 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
3,110 |
3,110 |
3,110 |
5 |
OK0714 |
PL0000107009 |
0/2 |
2 |
2,750 |
2,750 |
2,750 |
100 |
PS0416 |
PL0000106340 |
1/7 |
6 |
3,150 |
3,150 |
3,150 |
50 |
DS1020 |
PL0000106126 |
2/9 |
7 |
3,120 |
3,120 |
3,120 |
95 |
DS1023 |
PL0000107264 |
2/9 |
7 |
3,000 |
3,000 |
3,000 |
80 |
TOTAL |
1 870 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/2 |
1 |
3,310 |
3,310 |
3,310 |
1 000 |
TOTAL |
1 000 |