2013-04-03 |
MARKET DATA |
No 64 (2098) |
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 |
1 010,00 |
1 087,31 |
66 |
4 230,00 |
4 529,94 |
51 |
5 240,00 |
5 617,26 |
117 |
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 |
100,10 |
100,10 |
100,10 |
100,10 |
100,10 |
50 000 |
52,53 |
1 |
OK0713 |
PL0000106563 |
99,10 |
99,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,03 |
101,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
97,56 |
97,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,67 |
102,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
96,20 |
96,26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,68 |
104,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
93,18 |
93,18 |
93,18 |
93,18 |
93,18 |
93,18 |
93,18 |
50 000 |
46,59 |
3 |
DS1015 |
PL0000103602 |
107,48 |
107,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
105,15 |
105,20 |
105,10 |
105,10 |
105,10 |
105,10 |
105,10 |
15 000 |
16,47 |
1 |
PS1016 |
PL0000106795 |
105,11 |
105,10 |
105,10 |
105,13 |
105,10 |
105,13 |
105,12 |
275 000 |
294,88 |
15 |
PS0417 |
PL0000107058 |
105,51 |
105,50 |
105,45 |
105,52 |
105,40 |
105,51 |
105,45 |
300 000 |
329,81 |
18 |
DS1017 |
PL0000104543 |
108,20 |
108,20 |
108,17 |
108,20 |
108,17 |
108,20 |
108,19 |
45 000 |
49,74 |
5 |
PS0418 |
PL0000107314 |
101,83 |
101,79 |
101,79 |
101,79 |
101,79 |
101,79 |
101,79 |
20 000 |
21,07 |
2 |
DS1019 |
PL0000105441 |
111,75 |
111,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
110,85 |
110,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
114,55 |
114,52 |
114,70 |
114,70 |
114,64 |
114,65 |
114,66 |
35 000 |
41,02 |
4 |
WS0922 |
PL0000102646 |
115,20 |
114,98 |
115,10 |
115,20 |
115,10 |
115,20 |
115,12 |
55 000 |
65,00 |
6 |
DS1023 |
PL0000107264 |
101,40 |
101,24 |
101,40 |
101,55 |
101,40 |
101,40 |
101,43 |
80 000 |
82,56 |
7 |
WS0429 |
PL0000105391 |
119,66 |
119,95 |
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 |
104,86 |
104,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,10 |
109,25 |
109,10 |
109,10 |
109,10 |
109,10 |
109,10 |
10 000 |
12,77 |
1 |
WZ0115 |
PL0000106480 |
100,27 |
100,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,25 |
100,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,10 |
100,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,25 |
99,25 |
99,25 |
99,26 |
99,25 |
99,26 |
99,26 |
50 000 |
50,01 |
2 |
WZ0124 |
PL0000107454 |
98,50 |
98,68 |
98,68 |
98,68 |
98,68 |
98,68 |
98,68 |
25 000 |
24,86 |
1 |
TOTAL |
1 010 000 |
1 087,31 |
66 |
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 |
107,80 |
107,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
110,10 |
110,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
121,35 |
121,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,15 |
116,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
114,07 |
114,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
116,85 |
117,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
109,50 |
109,45 |
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 |
54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
145 |
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 |
99,03 |
99,19 |
3,22 |
2,69 |
99,11 |
2,95 |
DS1013 |
PL0000102836 |
100,97 |
101,14 |
3,15 |
2,84 |
101,06 |
2,99 |
OK0114 |
PL0000106712 |
97,52 |
97,66 |
3,15 |
2,96 |
97,59 |
3,06 |
PS0414 |
PL0000105433 |
102,65 |
102,77 |
3,15 |
3,04 |
102,71 |
3,09 |
OK0714 |
PL0000107009 |
96,15 |
96,28 |
3,06 |
2,95 |
96,22 |
3,00 |
WZ0115 |
PL0000106480 |
100,22 |
100,35 |
--- |
--- |
100,29 |
--- |
PS0415 |
PL0000105953 |
104,61 |
104,73 |
3,15 |
3,09 |
104,67 |
3,12 |
OK0715 |
PL0000107405 |
93,13 |
93,21 |
3,14 |
3,10 |
93,17 |
3,12 |
DS1015 |
PL0000103602 |
107,46 |
107,60 |
3,15 |
3,10 |
107,53 |
3,13 |
PS0416 |
PL0000106340 |
105,09 |
105,25 |
3,22 |
3,17 |
105,17 |
3,19 |
IZ0816 |
PL0000103529 |
104,51 |
105,06 |
--- |
--- |
104,79 |
--- |
PS1016 |
PL0000106795 |
105,02 |
105,16 |
3,23 |
3,18 |
105,09 |
3,20 |
WZ0117 |
PL0000106936 |
100,21 |
100,39 |
--- |
--- |
100,30 |
--- |
PS0417 |
PL0000107058 |
105,39 |
105,57 |
3,30 |
3,26 |
105,48 |
3,28 |
DS1017 |
PL0000104543 |
108,12 |
108,29 |
3,29 |
3,26 |
108,21 |
3,27 |
WZ0118 |
PL0000104717 |
100,07 |
100,23 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
101,77 |
101,99 |
3,36 |
3,31 |
101,88 |
3,34 |
DS1019 |
PL0000105441 |
111,66 |
112,00 |
3,48 |
3,42 |
111,83 |
3,45 |
DS1020 |
PL0000106126 |
110,81 |
111,10 |
3,59 |
3,54 |
110,96 |
3,56 |
WZ0121 |
PL0000106068 |
99,14 |
99,34 |
--- |
--- |
99,24 |
--- |
DS1021 |
PL0000106670 |
114,50 |
114,77 |
3,73 |
3,70 |
114,64 |
3,72 |
WS0922 |
PL0000102646 |
115,10 |
115,35 |
3,81 |
3,79 |
115,23 |
3,80 |
IZ0823 |
PL0000105359 |
108,83 |
109,63 |
--- |
--- |
109,23 |
--- |
DS1023 |
PL0000107264 |
101,35 |
101,63 |
3,84 |
3,81 |
101,49 |
3,82 |
WS0429 |
PL0000105391 |
119,55 |
120,20 |
4,06 |
4,02 |
119,88 |
4,04 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
99,03 |
99,18 |
3,22 |
2,72 |
99,11 |
2,95 |
DS1013 |
PL0000102836 |
100,98 |
101,13 |
3,13 |
2,86 |
101,06 |
2,99 |
OK0114 |
PL0000106712 |
97,54 |
97,66 |
3,12 |
2,96 |
97,60 |
3,04 |
PS0414 |
PL0000105433 |
102,65 |
102,76 |
3,15 |
3,05 |
102,71 |
3,09 |
OK0714 |
PL0000107009 |
96,17 |
96,29 |
3,04 |
2,94 |
96,23 |
2,99 |
WZ0115 |
PL0000106480 |
100,22 |
100,37 |
--- |
--- |
100,30 |
--- |
PS0415 |
PL0000105953 |
104,64 |
104,76 |
3,13 |
3,07 |
104,70 |
3,10 |
OK0715 |
PL0000107405 |
93,14 |
93,23 |
3,13 |
3,09 |
93,19 |
3,11 |
DS1015 |
PL0000103602 |
107,46 |
107,60 |
3,15 |
3,10 |
107,53 |
3,13 |
PS0416 |
PL0000106340 |
105,10 |
105,27 |
3,22 |
3,16 |
105,19 |
3,19 |
IZ0816 |
PL0000103529 |
104,58 |
105,12 |
--- |
--- |
104,85 |
--- |
PS1016 |
PL0000106795 |
105,01 |
105,16 |
3,23 |
3,18 |
105,09 |
3,20 |
WZ0117 |
PL0000106936 |
100,21 |
100,38 |
--- |
--- |
100,30 |
--- |
PS0417 |
PL0000107058 |
105,40 |
105,55 |
3,30 |
3,26 |
105,48 |
3,28 |
DS1017 |
PL0000104543 |
108,06 |
108,29 |
3,31 |
3,26 |
108,18 |
3,28 |
WZ0118 |
PL0000104717 |
100,06 |
100,25 |
--- |
--- |
100,16 |
--- |
PS0418 |
PL0000107314 |
101,76 |
101,94 |
3,36 |
3,32 |
101,85 |
3,34 |
DS1019 |
PL0000105441 |
111,54 |
111,91 |
3,49 |
3,43 |
111,73 |
3,46 |
DS1020 |
PL0000106126 |
110,66 |
111,03 |
3,61 |
3,55 |
110,85 |
3,58 |
WZ0121 |
PL0000106068 |
99,13 |
99,35 |
--- |
--- |
99,24 |
--- |
DS1021 |
PL0000106670 |
114,41 |
114,70 |
3,74 |
3,71 |
114,56 |
3,73 |
WS0922 |
PL0000102646 |
115,09 |
115,34 |
3,82 |
3,79 |
115,22 |
3,80 |
IZ0823 |
PL0000105359 |
108,90 |
109,55 |
--- |
--- |
109,23 |
--- |
DS1023 |
PL0000107264 |
101,23 |
101,52 |
3,85 |
3,82 |
101,38 |
3,83 |
WS0429 |
PL0000105391 |
119,44 |
120,10 |
4,07 |
4,02 |
119,77 |
4,05 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
0/1 |
1 |
3,070 |
3,070 |
3,070 |
75 |
DS1021 |
PL0000106670 |
0/1 |
1 |
3,070 |
3,070 |
3,070 |
40 |
OK0114 |
PL0000106712 |
0/1 |
1 |
3,000 |
3,000 |
3,000 |
20 |
OK0714 |
PL0000107009 |
0/1 |
1 |
2,900 |
2,900 |
2,900 |
50 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,750 |
2,750 |
2,750 |
30 |
WZ0117 |
PL0000106936 |
0/1 |
1 |
3,070 |
3,070 |
3,070 |
40 |
DS1013 |
PL0000102836 |
1/2 |
1 |
3,000 |
3,100 |
3,062 |
405 |
DS1015 |
PL0000103602 |
1/2 |
1 |
3,050 |
3,050 |
3,050 |
40 |
DS1017 |
PL0000104543 |
1/2 |
1 |
3,050 |
3,100 |
3,070 |
370 |
DS1019 |
PL0000105441 |
1/2 |
1 |
3,070 |
3,070 |
3,070 |
160 |
PS0415 |
PL0000105953 |
1/2 |
1 |
3,000 |
3,070 |
3,056 |
100 |
DS1020 |
PL0000106126 |
1/2 |
1 |
3,000 |
3,070 |
3,023 |
120 |
DS1021 |
PL0000106670 |
1/2 |
1 |
3,070 |
3,070 |
3,070 |
70 |
OK0114 |
PL0000106712 |
1/2 |
1 |
3,000 |
3,000 |
3,000 |
60 |
OK0714 |
PL0000107009 |
1/2 |
1 |
2,900 |
2,900 |
2,900 |
60 |
PS0417 |
PL0000107058 |
1/2 |
1 |
3,050 |
3,100 |
3,075 |
420 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,750 |
2,950 |
2,823 |
480 |
PS0418 |
PL0000107314 |
1/2 |
1 |
3,070 |
3,100 |
3,095 |
180 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
3,000 |
3,000 |
3,000 |
50 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
3,070 |
3,070 |
3,070 |
40 |
WZ0118 |
PL0000104717 |
0/2 |
2 |
3,000 |
3,000 |
3,000 |
20 |
WS0922 |
PL0000102646 |
1/8 |
7 |
3,050 |
3,050 |
3,050 |
10 |
DS1015 |
PL0000103602 |
1/8 |
7 |
3,070 |
3,070 |
3,070 |
50 |
DS1017 |
PL0000104543 |
1/8 |
7 |
3,050 |
3,050 |
3,050 |
100 |
DS1019 |
PL0000105441 |
1/8 |
7 |
3,000 |
3,100 |
3,093 |
215 |
PS0416 |
PL0000106340 |
1/8 |
7 |
3,000 |
3,100 |
3,073 |
295 |
PS1016 |
PL0000106795 |
1/8 |
7 |
3,100 |
3,100 |
3,100 |
380 |
OK0714 |
PL0000107009 |
1/8 |
7 |
2,980 |
2,980 |
2,980 |
160 |
DS1023 |
PL0000107264 |
2/9 |
7 |
2,950 |
2,950 |
2,950 |
140 |
WZ0121 |
PL0000106068 |
2/9 |
7 |
3,100 |
3,100 |
3,100 |
50 |
TOTAL |
4 230 |