2013-03-28 |
MARKET DATA |
No 62 (2096) |
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 |
1 170,00 |
1 230,89 |
79 |
1 540,00 |
1 669,92 |
17 |
2 710,00 |
2 900,81 |
96 |
T-bonds EUR |
0,50 |
0,54 |
1 |
0,00 |
0,00 |
0 |
0,50 |
0,54 |
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 |
100,12 |
100,12 |
100,12 |
100,12 |
100,12 |
100,12 |
100,12 |
100 000 |
105,05 |
1 |
OK0713 |
PL0000106563 |
99,08 |
99,16 |
99,08 |
99,08 |
99,08 |
99,08 |
99,08 |
150 000 |
148,62 |
2 |
DS1013 |
PL0000102836 |
101,04 |
101,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
97,55 |
97,56 |
97,55 |
97,55 |
97,54 |
97,54 |
97,54 |
125 000 |
121,93 |
5 |
PS0414 |
PL0000105433 |
102,72 |
102,71 |
102,72 |
102,72 |
102,70 |
102,70 |
102,71 |
60 000 |
64,87 |
2 |
OK0714 |
PL0000107009 |
96,16 |
96,19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,65 |
104,64 |
104,65 |
104,65 |
104,63 |
104,63 |
104,64 |
50 000 |
54,90 |
4 |
OK0715 |
PL0000107405 |
93,10 |
93,13 |
93,08 |
93,08 |
93,08 |
93,08 |
93,08 |
25 000 |
23,27 |
1 |
DS1015 |
PL0000103602 |
107,45 |
107,47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
105,09 |
105,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,96 |
104,94 |
104,96 |
104,96 |
104,96 |
104,96 |
104,96 |
30 000 |
32,11 |
2 |
PS0417 |
PL0000107058 |
105,35 |
105,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,95 |
107,96 |
107,98 |
107,98 |
107,98 |
107,98 |
107,98 |
10 000 |
11,03 |
1 |
PS0418 |
PL0000107314 |
101,61 |
101,58 |
101,61 |
101,61 |
101,60 |
101,60 |
101,60 |
65 000 |
68,33 |
5 |
DS1019 |
PL0000105441 |
111,35 |
111,30 |
111,40 |
111,40 |
111,30 |
111,30 |
111,36 |
50 000 |
56,89 |
5 |
DS1020 |
PL0000106126 |
110,40 |
110,44 |
110,40 |
110,40 |
110,39 |
110,39 |
110,40 |
20 000 |
22,54 |
2 |
DS1021 |
PL0000106670 |
114,25 |
114,07 |
114,25 |
114,25 |
114,00 |
114,12 |
114,14 |
165 000 |
192,50 |
17 |
WS0922 |
PL0000102646 |
114,75 |
114,50 |
114,75 |
114,75 |
114,50 |
114,50 |
114,67 |
15 000 |
17,65 |
2 |
DS1023 |
PL0000107264 |
100,85 |
100,65 |
100,85 |
100,86 |
100,60 |
100,65 |
100,68 |
235 000 |
240,71 |
22 |
WS0429 |
PL0000105391 |
118,77 |
116,96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
113,70 |
116,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,55 |
104,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,85 |
109,03 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,26 |
100,30 |
100,30 |
100,30 |
100,30 |
100,30 |
100,30 |
15 000 |
15,16 |
1 |
WZ0117 |
PL0000106936 |
100,22 |
100,24 |
100,24 |
100,25 |
100,21 |
100,21 |
100,23 |
30 000 |
30,29 |
4 |
WZ0118 |
PL0000104717 |
100,06 |
100,12 |
100,06 |
100,06 |
100,06 |
100,06 |
100,06 |
5 000 |
5,04 |
1 |
WZ0121 |
PL0000106068 |
99,08 |
99,22 |
99,25 |
99,25 |
99,25 |
99,25 |
99,25 |
20 000 |
20,00 |
2 |
WZ0124 |
PL0000107454 |
98,40 |
98,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 170 000 |
1 230,89 |
79 |
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 |
104,60 |
104,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
107,70 |
107,75 |
107,75 |
107,75 |
107,75 |
107,75 |
107,75 |
500 |
0,54 |
1 |
EUR0317 |
XS0498285351 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
121,25 |
121,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
115,75 |
116,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
113,60 |
114,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
116,15 |
116,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
108,45 |
109,05 |
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 |
0,54 |
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) |
29MAY13 |
PL0000004941 |
56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
147 |
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 |
99,05 |
99,20 |
3,10 |
2,60 |
99,13 |
2,83 |
DS1013 |
PL0000102836 |
101,01 |
101,18 |
3,09 |
2,79 |
101,10 |
2,94 |
OK0114 |
PL0000106712 |
97,49 |
97,59 |
3,16 |
3,03 |
97,54 |
3,10 |
PS0414 |
PL0000105433 |
102,66 |
102,82 |
3,16 |
3,00 |
102,74 |
3,08 |
OK0714 |
PL0000107009 |
96,13 |
96,22 |
3,06 |
2,99 |
96,18 |
3,02 |
WZ0115 |
PL0000106480 |
100,20 |
100,34 |
--- |
--- |
100,27 |
--- |
PS0415 |
PL0000105953 |
104,60 |
104,72 |
3,16 |
3,10 |
104,66 |
3,13 |
OK0715 |
PL0000107405 |
93,04 |
93,18 |
3,17 |
3,11 |
93,11 |
3,14 |
DS1015 |
PL0000103602 |
107,39 |
107,53 |
3,19 |
3,13 |
107,46 |
3,16 |
PS0416 |
PL0000106340 |
105,01 |
105,17 |
3,25 |
3,20 |
105,09 |
3,22 |
IZ0816 |
PL0000103529 |
104,39 |
105,01 |
--- |
--- |
104,70 |
--- |
PS1016 |
PL0000106795 |
104,91 |
105,03 |
3,26 |
3,22 |
104,97 |
3,24 |
WZ0117 |
PL0000106936 |
100,15 |
100,33 |
--- |
--- |
100,24 |
--- |
PS0417 |
PL0000107058 |
105,26 |
105,48 |
3,34 |
3,28 |
105,37 |
3,31 |
DS1017 |
PL0000104543 |
107,80 |
108,03 |
3,37 |
3,32 |
107,92 |
3,34 |
WZ0118 |
PL0000104717 |
100,01 |
100,17 |
--- |
--- |
100,09 |
--- |
PS0418 |
PL0000107314 |
101,50 |
101,74 |
3,42 |
3,37 |
101,62 |
3,39 |
DS1019 |
PL0000105441 |
111,10 |
111,44 |
3,57 |
3,51 |
111,27 |
3,54 |
DS1020 |
PL0000106126 |
110,18 |
110,57 |
3,68 |
3,62 |
110,38 |
3,65 |
WZ0121 |
PL0000106068 |
99,03 |
99,26 |
--- |
--- |
99,15 |
--- |
DS1021 |
PL0000106670 |
113,95 |
114,26 |
3,80 |
3,76 |
114,11 |
3,78 |
WS0922 |
PL0000102646 |
114,50 |
114,77 |
3,89 |
3,85 |
114,64 |
3,87 |
IZ0823 |
PL0000105359 |
108,65 |
109,47 |
--- |
--- |
109,06 |
--- |
DS1023 |
PL0000107264 |
100,60 |
100,93 |
3,93 |
3,89 |
100,77 |
3,91 |
WS0429 |
PL0000105391 |
118,56 |
119,22 |
4,14 |
4,09 |
118,89 |
4,12 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
99,03 |
99,19 |
3,16 |
2,64 |
99,11 |
2,90 |
DS1013 |
PL0000102836 |
100,98 |
101,13 |
3,15 |
2,88 |
101,06 |
3,01 |
OK0114 |
PL0000106712 |
97,50 |
97,60 |
3,15 |
3,02 |
97,55 |
3,09 |
PS0414 |
PL0000105433 |
102,65 |
102,80 |
3,16 |
3,02 |
102,73 |
3,09 |
OK0714 |
PL0000107009 |
96,09 |
96,22 |
3,09 |
2,99 |
96,16 |
3,04 |
WZ0115 |
PL0000106480 |
100,21 |
100,35 |
--- |
--- |
100,28 |
--- |
PS0415 |
PL0000105953 |
104,58 |
104,67 |
3,17 |
3,12 |
104,63 |
3,14 |
OK0715 |
PL0000107405 |
93,05 |
93,16 |
3,17 |
3,12 |
93,11 |
3,14 |
DS1015 |
PL0000103602 |
107,36 |
107,51 |
3,20 |
3,14 |
107,44 |
3,17 |
PS0416 |
PL0000106340 |
104,96 |
105,11 |
3,27 |
3,22 |
105,04 |
3,24 |
IZ0816 |
PL0000103529 |
104,42 |
104,97 |
--- |
--- |
104,70 |
--- |
PS1016 |
PL0000106795 |
104,86 |
104,99 |
3,27 |
3,24 |
104,93 |
3,25 |
WZ0117 |
PL0000106936 |
100,17 |
100,30 |
--- |
--- |
100,24 |
--- |
PS0417 |
PL0000107058 |
105,22 |
105,44 |
3,35 |
3,29 |
105,33 |
3,32 |
DS1017 |
PL0000104543 |
107,82 |
108,02 |
3,37 |
3,32 |
107,92 |
3,34 |
WZ0118 |
PL0000104717 |
100,01 |
100,16 |
--- |
--- |
100,09 |
--- |
PS0418 |
PL0000107314 |
101,47 |
101,63 |
3,43 |
3,39 |
101,55 |
3,41 |
DS1019 |
PL0000105441 |
111,15 |
111,44 |
3,56 |
3,51 |
111,30 |
3,53 |
DS1020 |
PL0000106126 |
110,16 |
110,50 |
3,68 |
3,63 |
110,33 |
3,66 |
WZ0121 |
PL0000106068 |
99,04 |
99,26 |
--- |
--- |
99,15 |
--- |
DS1021 |
PL0000106670 |
114,02 |
114,22 |
3,80 |
3,77 |
114,12 |
3,78 |
WS0922 |
PL0000102646 |
114,35 |
114,63 |
3,90 |
3,87 |
114,49 |
3,89 |
IZ0823 |
PL0000105359 |
108,63 |
109,37 |
--- |
--- |
109,00 |
--- |
DS1023 |
PL0000107264 |
100,56 |
100,76 |
3,93 |
3,91 |
100,66 |
3,92 |
WS0429 |
PL0000105391 |
118,54 |
119,15 |
4,14 |
4,10 |
118,85 |
4,12 |
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 |
5/6 |
1 |
3,050 |
3,050 |
3,050 |
145 |
WS0922 |
PL0000102646 |
0/5 |
5 |
3,110 |
3,110 |
3,110 |
55 |
DS1015 |
PL0000103602 |
0/5 |
5 |
3,110 |
3,150 |
3,132 |
155 |
PS0413 |
PL0000105037 |
0/5 |
5 |
3,110 |
3,110 |
3,110 |
10 |
DS1019 |
PL0000105441 |
0/5 |
5 |
3,150 |
3,150 |
3,150 |
125 |
DS1020 |
PL0000106126 |
0/5 |
5 |
3,150 |
3,150 |
3,150 |
55 |
PS0416 |
PL0000106340 |
0/5 |
5 |
3,150 |
3,150 |
3,150 |
20 |
DS1021 |
PL0000106670 |
0/5 |
5 |
3,150 |
3,150 |
3,150 |
100 |
OK0715 |
PL0000107405 |
0/5 |
5 |
3,150 |
3,150 |
3,150 |
15 |
DS1017 |
PL0000104543 |
5/12 |
7 |
3,120 |
3,120 |
3,120 |
340 |
OK0114 |
PL0000106712 |
5/12 |
7 |
2,950 |
2,950 |
2,950 |
95 |
DS1023 |
PL0000107264 |
5/12 |
7 |
3,000 |
3,000 |
3,000 |
170 |
WZ0121 |
PL0000106068 |
5/12 |
7 |
3,120 |
3,120 |
3,120 |
255 |
TOTAL |
1 540 |