2013-04-02 |
MARKET DATA |
No 63 (2097) |
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 |
620,00 |
684,46 |
50 |
2 680,00 |
2 793,10 |
28 |
3 300,00 |
3 477,56 |
78 |
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 |
100,10 |
100,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
99,09 |
99,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,03 |
101,13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
97,54 |
97,59 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,69 |
102,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
96,17 |
96,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,64 |
104,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
93,15 |
93,16 |
93,16 |
93,16 |
93,16 |
93,16 |
93,16 |
52 500 |
48,91 |
3 |
DS1015 |
PL0000103602 |
107,45 |
107,50 |
107,50 |
107,52 |
107,50 |
107,52 |
107,51 |
50 000 |
55,14 |
3 |
PS0416 |
PL0000106340 |
105,13 |
105,10 |
105,12 |
105,12 |
105,12 |
105,12 |
105,12 |
25 000 |
27,46 |
1 |
PS1016 |
PL0000106795 |
105,05 |
105,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,43 |
105,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,08 |
108,01 |
108,06 |
108,06 |
108,06 |
108,06 |
108,06 |
20 000 |
22,08 |
1 |
PS0418 |
PL0000107314 |
101,76 |
101,70 |
101,70 |
101,88 |
101,70 |
101,85 |
101,78 |
170 000 |
179,03 |
15 |
DS1019 |
PL0000105441 |
111,75 |
111,47 |
111,55 |
111,58 |
111,55 |
111,58 |
111,57 |
30 000 |
34,20 |
3 |
DS1020 |
PL0000106126 |
111,09 |
110,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
114,45 |
114,25 |
114,25 |
114,51 |
114,25 |
114,50 |
114,44 |
237 500 |
277,82 |
20 |
WS0922 |
PL0000102646 |
114,92 |
114,61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
101,11 |
100,95 |
101,04 |
101,10 |
101,04 |
101,10 |
101,07 |
20 000 |
20,57 |
2 |
WS0429 |
PL0000105391 |
119,35 |
119,13 |
119,26 |
119,26 |
119,26 |
119,26 |
119,26 |
10 000 |
12,47 |
1 |
WS0437 |
PL0000104857 |
0,00 |
116,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,65 |
104,75 |
104,75 |
104,75 |
104,75 |
104,75 |
104,75 |
5 000 |
6,79 |
1 |
IZ0823 |
PL0000105359 |
108,95 |
109,03 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,25 |
100,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,25 |
100,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,12 |
100,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,13 |
99,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,40 |
98,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
620 000 |
684,46 |
50 |
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 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
107,85 |
108,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
110,05 |
110,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
121,40 |
121,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,10 |
116,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
114,00 |
114,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
116,60 |
117,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
109,10 |
109,00 |
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 |
55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
146 |
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 |
99,02 |
99,17 |
3,23 |
2,73 |
99,10 |
2,96 |
DS1013 |
PL0000102836 |
100,99 |
101,15 |
3,12 |
2,84 |
101,07 |
2,98 |
OK0114 |
PL0000106712 |
97,50 |
97,63 |
3,16 |
2,99 |
97,57 |
3,07 |
PS0414 |
PL0000105433 |
102,64 |
102,77 |
3,17 |
3,04 |
102,71 |
3,10 |
OK0714 |
PL0000107009 |
96,13 |
96,26 |
3,07 |
2,96 |
96,20 |
3,01 |
WZ0115 |
PL0000106480 |
100,19 |
100,35 |
--- |
--- |
100,27 |
--- |
PS0415 |
PL0000105953 |
104,56 |
104,71 |
3,17 |
3,10 |
104,64 |
3,13 |
OK0715 |
PL0000107405 |
93,07 |
93,20 |
3,16 |
3,10 |
93,14 |
3,13 |
DS1015 |
PL0000103602 |
107,36 |
107,56 |
3,20 |
3,12 |
107,46 |
3,16 |
PS0416 |
PL0000106340 |
104,97 |
105,16 |
3,26 |
3,20 |
105,07 |
3,23 |
IZ0816 |
PL0000103529 |
104,36 |
104,92 |
--- |
--- |
104,64 |
--- |
PS1016 |
PL0000106795 |
104,84 |
105,07 |
3,28 |
3,21 |
104,96 |
3,24 |
WZ0117 |
PL0000106936 |
100,16 |
100,33 |
--- |
--- |
100,25 |
--- |
PS0417 |
PL0000107058 |
105,23 |
105,47 |
3,35 |
3,28 |
105,35 |
3,32 |
DS1017 |
PL0000104543 |
107,80 |
108,04 |
3,37 |
3,31 |
107,92 |
3,34 |
WZ0118 |
PL0000104717 |
100,01 |
100,19 |
--- |
--- |
100,10 |
--- |
PS0418 |
PL0000107314 |
101,52 |
101,74 |
3,42 |
3,37 |
101,63 |
3,39 |
DS1019 |
PL0000105441 |
111,14 |
111,50 |
3,56 |
3,50 |
111,32 |
3,53 |
DS1020 |
PL0000106126 |
110,23 |
110,58 |
3,67 |
3,62 |
110,41 |
3,64 |
WZ0121 |
PL0000106068 |
99,05 |
99,27 |
--- |
--- |
99,16 |
--- |
DS1021 |
PL0000106670 |
113,95 |
114,31 |
3,80 |
3,76 |
114,13 |
3,78 |
WS0922 |
PL0000102646 |
114,38 |
114,78 |
3,90 |
3,85 |
114,58 |
3,88 |
IZ0823 |
PL0000105359 |
108,66 |
109,48 |
--- |
--- |
109,07 |
--- |
DS1023 |
PL0000107264 |
100,63 |
100,99 |
3,92 |
3,88 |
100,81 |
3,90 |
WS0429 |
PL0000105391 |
118,48 |
119,21 |
4,15 |
4,09 |
118,85 |
4,12 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
99,02 |
99,17 |
3,23 |
2,73 |
99,10 |
2,96 |
DS1013 |
PL0000102836 |
101,00 |
101,16 |
3,10 |
2,82 |
101,08 |
2,96 |
OK0114 |
PL0000106712 |
97,52 |
97,62 |
3,14 |
3,01 |
97,57 |
3,07 |
PS0414 |
PL0000105433 |
102,66 |
102,79 |
3,15 |
3,03 |
102,73 |
3,08 |
OK0714 |
PL0000107009 |
96,15 |
96,27 |
3,05 |
2,95 |
96,21 |
3,00 |
WZ0115 |
PL0000106480 |
100,22 |
100,35 |
--- |
--- |
100,29 |
--- |
PS0415 |
PL0000105953 |
104,61 |
104,72 |
3,15 |
3,09 |
104,67 |
3,12 |
OK0715 |
PL0000107405 |
93,13 |
93,19 |
3,13 |
3,10 |
93,16 |
3,12 |
DS1015 |
PL0000103602 |
107,43 |
107,59 |
3,17 |
3,11 |
107,51 |
3,14 |
PS0416 |
PL0000106340 |
105,09 |
105,23 |
3,22 |
3,17 |
105,16 |
3,20 |
IZ0816 |
PL0000103529 |
104,48 |
105,10 |
--- |
--- |
104,79 |
--- |
PS1016 |
PL0000106795 |
104,89 |
105,12 |
3,26 |
3,20 |
105,01 |
3,23 |
WZ0117 |
PL0000106936 |
100,19 |
100,36 |
--- |
--- |
100,28 |
--- |
PS0417 |
PL0000107058 |
105,36 |
105,56 |
3,31 |
3,26 |
105,46 |
3,29 |
DS1017 |
PL0000104543 |
108,05 |
108,27 |
3,31 |
3,26 |
108,16 |
3,29 |
WZ0118 |
PL0000104717 |
100,08 |
100,24 |
--- |
--- |
100,16 |
--- |
PS0418 |
PL0000107314 |
101,73 |
101,93 |
3,37 |
3,33 |
101,83 |
3,35 |
DS1019 |
PL0000105441 |
111,70 |
111,94 |
3,47 |
3,43 |
111,82 |
3,45 |
DS1020 |
PL0000106126 |
110,64 |
110,97 |
3,61 |
3,56 |
110,81 |
3,59 |
WZ0121 |
PL0000106068 |
99,09 |
99,31 |
--- |
--- |
99,20 |
--- |
DS1021 |
PL0000106670 |
114,41 |
114,66 |
3,74 |
3,71 |
114,54 |
3,73 |
WS0922 |
PL0000102646 |
114,89 |
115,14 |
3,84 |
3,81 |
115,02 |
3,82 |
IZ0823 |
PL0000105359 |
108,82 |
109,59 |
--- |
--- |
109,21 |
--- |
DS1023 |
PL0000107264 |
101,06 |
101,39 |
3,87 |
3,83 |
101,23 |
3,85 |
WS0429 |
PL0000105391 |
119,28 |
119,90 |
4,09 |
4,04 |
119,59 |
4,06 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0413 |
PL0000105037 |
0/1 |
1 |
2,900 |
2,900 |
2,900 |
15 |
DS1020 |
PL0000106126 |
0/1 |
1 |
3,000 |
3,000 |
3,000 |
30 |
OK0714 |
PL0000107009 |
0/1 |
1 |
2,900 |
2,900 |
2,900 |
50 |
PS0418 |
PL0000107314 |
0/1 |
1 |
3,000 |
3,000 |
3,000 |
135 |
WZ0118 |
PL0000104717 |
0/1 |
1 |
3,000 |
3,000 |
3,000 |
20 |
WZ0117 |
PL0000106936 |
0/1 |
1 |
3,050 |
3,050 |
3,050 |
135 |
DS1013 |
PL0000102836 |
1/2 |
1 |
3,100 |
3,100 |
3,100 |
180 |
DS1020 |
PL0000106126 |
1/2 |
1 |
3,000 |
3,000 |
3,000 |
70 |
OK0114 |
PL0000106712 |
1/2 |
1 |
3,000 |
3,000 |
3,000 |
40 |
OK0714 |
PL0000107009 |
1/2 |
1 |
3,000 |
3,000 |
3,000 |
80 |
PS0417 |
PL0000107058 |
1/2 |
1 |
3,000 |
3,050 |
3,036 |
420 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,900 |
2,900 |
2,900 |
45 |
OK0714 |
PL0000107009 |
0/2 |
2 |
2,800 |
2,800 |
2,800 |
150 |
DS1023 |
PL0000107264 |
0/2 |
2 |
2,850 |
2,850 |
2,850 |
200 |
OK0715 |
PL0000107405 |
0/2 |
2 |
3,000 |
3,000 |
3,000 |
40 |
PS0416 |
PL0000106340 |
0/7 |
7 |
3,100 |
3,100 |
3,100 |
240 |
DS1019 |
PL0000105441 |
1/8 |
7 |
3,000 |
3,000 |
3,000 |
110 |
OK0714 |
PL0000107009 |
1/8 |
7 |
2,950 |
2,950 |
2,950 |
105 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,950 |
2,950 |
2,950 |
100 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
3,150 |
3,150 |
3,150 |
55 |
WZ0117 |
PL0000106936 |
1/8 |
7 |
3,050 |
3,050 |
3,050 |
100 |
PS0414 |
PL0000105433 |
2/9 |
7 |
3,050 |
3,050 |
3,050 |
60 |
DS1023 |
PL0000107264 |
2/9 |
7 |
2,900 |
2,950 |
2,933 |
300 |
TOTAL |
2 680 |