2013-04-04 |
MARKET DATA |
No 65 (2099) |
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 |
2 077,50 |
2 256,10 |
153 |
2 005,00 |
2 125,72 |
26 |
4 082,50 |
4 381,83 |
179 |
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 |
100,09 |
100,09 |
100,09 |
100,09 |
100,09 |
100,09 |
100,09 |
10 000 |
10,51 |
1 |
OK0713 |
PL0000106563 |
99,13 |
99,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,01 |
101,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
97,61 |
97,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,72 |
102,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
96,28 |
96,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,72 |
104,74 |
104,76 |
104,76 |
104,76 |
104,76 |
104,76 |
25 000 |
27,50 |
1 |
OK0715 |
PL0000107405 |
93,28 |
93,21 |
93,21 |
93,21 |
93,21 |
93,21 |
93,21 |
100 000 |
93,21 |
1 |
DS1015 |
PL0000103602 |
107,60 |
107,57 |
107,57 |
107,63 |
107,57 |
107,63 |
107,59 |
85 000 |
93,87 |
3 |
PS0416 |
PL0000106340 |
105,25 |
105,25 |
105,28 |
105,28 |
105,28 |
105,28 |
105,28 |
25 000 |
27,51 |
2 |
PS1016 |
PL0000106795 |
105,20 |
105,18 |
105,23 |
105,23 |
105,23 |
105,23 |
105,23 |
25 000 |
26,84 |
1 |
PS0417 |
PL0000107058 |
105,76 |
105,43 |
105,75 |
105,77 |
105,75 |
105,75 |
105,76 |
75 000 |
82,71 |
3 |
DS1017 |
PL0000104543 |
108,42 |
108,25 |
108,31 |
108,45 |
108,31 |
108,39 |
108,37 |
275 000 |
304,53 |
22 |
PS0418 |
PL0000107314 |
102,21 |
101,90 |
101,90 |
102,27 |
101,90 |
102,20 |
102,18 |
317 500 |
335,78 |
26 |
DS1019 |
PL0000105441 |
112,10 |
111,91 |
111,96 |
112,22 |
111,91 |
112,22 |
111,98 |
275 000 |
314,78 |
24 |
DS1020 |
PL0000106126 |
111,31 |
111,00 |
111,00 |
111,25 |
111,00 |
111,25 |
111,10 |
22 500 |
25,53 |
3 |
DS1021 |
PL0000106670 |
115,10 |
114,74 |
114,95 |
115,14 |
114,94 |
115,14 |
115,10 |
180 000 |
211,86 |
16 |
WS0922 |
PL0000102646 |
115,78 |
115,35 |
115,75 |
115,82 |
115,70 |
115,75 |
115,78 |
115 000 |
136,71 |
11 |
DS1023 |
PL0000107264 |
101,91 |
101,55 |
101,55 |
102,00 |
101,55 |
102,00 |
101,80 |
357 500 |
370,40 |
30 |
WS0429 |
PL0000105391 |
120,34 |
120,10 |
120,11 |
120,29 |
120,11 |
120,29 |
120,23 |
15 000 |
18,86 |
2 |
WS0437 |
PL0000104857 |
0,00 |
116,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,90 |
105,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,05 |
109,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,29 |
100,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,26 |
100,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,22 |
100,20 |
100,20 |
100,22 |
100,20 |
100,22 |
100,21 |
75 000 |
75,76 |
2 |
WZ0121 |
PL0000106068 |
99,28 |
99,32 |
99,33 |
99,33 |
99,33 |
99,33 |
99,33 |
35 000 |
35,05 |
2 |
WZ0124 |
PL0000107454 |
98,60 |
98,70 |
98,70 |
98,76 |
98,70 |
98,76 |
98,73 |
65 000 |
64,69 |
3 |
TOTAL |
2 077 500 |
2 256,10 |
153 |
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 |
104,55 |
104,59 |
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 |
110,20 |
100,25 |
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 |
116,20 |
116,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
114,35 |
114,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
117,00 |
117,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
109,65 |
109,50 |
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 |
51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
142 |
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 |
99,04 |
99,19 |
3,28 |
2,76 |
99,12 |
3,00 |
DS1013 |
PL0000102836 |
100,98 |
101,14 |
3,10 |
2,81 |
101,06 |
2,96 |
OK0114 |
PL0000106712 |
97,53 |
97,66 |
3,17 |
3,00 |
97,60 |
3,07 |
PS0414 |
PL0000105433 |
102,65 |
102,76 |
3,13 |
3,03 |
102,71 |
3,08 |
OK0714 |
PL0000107009 |
96,20 |
96,33 |
3,03 |
2,93 |
96,27 |
2,98 |
WZ0115 |
PL0000106480 |
100,22 |
100,38 |
--- |
--- |
100,30 |
--- |
PS0415 |
PL0000105953 |
104,65 |
104,78 |
3,12 |
3,05 |
104,72 |
3,08 |
OK0715 |
PL0000107405 |
93,18 |
93,26 |
3,12 |
3,09 |
93,22 |
3,11 |
DS1015 |
PL0000103602 |
107,48 |
107,60 |
3,14 |
3,09 |
107,54 |
3,11 |
PS0416 |
PL0000106340 |
105,10 |
105,27 |
3,21 |
3,15 |
105,19 |
3,18 |
IZ0816 |
PL0000103529 |
104,59 |
105,25 |
--- |
--- |
104,92 |
--- |
PS1016 |
PL0000106795 |
105,01 |
105,21 |
3,22 |
3,17 |
105,11 |
3,20 |
WZ0117 |
PL0000106936 |
100,21 |
100,39 |
--- |
--- |
100,30 |
--- |
PS0417 |
PL0000107058 |
105,40 |
105,58 |
3,30 |
3,25 |
105,49 |
3,28 |
DS1017 |
PL0000104543 |
108,09 |
108,29 |
3,30 |
3,25 |
108,19 |
3,28 |
WZ0118 |
PL0000104717 |
100,06 |
100,25 |
--- |
--- |
100,16 |
--- |
PS0418 |
PL0000107314 |
101,78 |
101,99 |
3,36 |
3,31 |
101,89 |
3,33 |
DS1019 |
PL0000105441 |
111,67 |
112,04 |
3,47 |
3,41 |
111,86 |
3,44 |
DS1020 |
PL0000106126 |
110,77 |
111,09 |
3,59 |
3,54 |
110,93 |
3,57 |
WZ0121 |
PL0000106068 |
99,14 |
99,37 |
--- |
--- |
99,26 |
--- |
DS1021 |
PL0000106670 |
114,46 |
114,78 |
3,74 |
3,70 |
114,62 |
3,72 |
WS0922 |
PL0000102646 |
115,11 |
115,44 |
3,81 |
3,77 |
115,28 |
3,79 |
IZ0823 |
PL0000105359 |
108,82 |
109,53 |
--- |
--- |
109,18 |
--- |
DS1023 |
PL0000107264 |
101,30 |
101,63 |
3,84 |
3,81 |
101,47 |
3,82 |
WS0429 |
PL0000105391 |
119,50 |
120,17 |
4,07 |
4,02 |
119,84 |
4,04 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
99,09 |
99,21 |
3,10 |
2,69 |
99,15 |
2,90 |
DS1013 |
PL0000102836 |
100,99 |
101,11 |
3,08 |
2,87 |
101,05 |
2,98 |
OK0114 |
PL0000106712 |
97,58 |
97,68 |
3,10 |
2,97 |
97,63 |
3,03 |
PS0414 |
PL0000105433 |
102,69 |
102,83 |
3,09 |
2,96 |
102,76 |
3,03 |
OK0714 |
PL0000107009 |
96,25 |
96,36 |
2,99 |
2,90 |
96,31 |
2,94 |
WZ0115 |
PL0000106480 |
100,25 |
100,39 |
--- |
--- |
100,32 |
--- |
PS0415 |
PL0000105953 |
104,70 |
104,82 |
3,09 |
3,03 |
104,76 |
3,06 |
OK0715 |
PL0000107405 |
93,26 |
93,34 |
3,09 |
3,05 |
93,30 |
3,07 |
DS1015 |
PL0000103602 |
107,57 |
107,71 |
3,10 |
3,05 |
107,64 |
3,07 |
PS0416 |
PL0000106340 |
105,16 |
105,36 |
3,19 |
3,12 |
105,26 |
3,16 |
IZ0816 |
PL0000103529 |
104,71 |
105,31 |
--- |
--- |
105,01 |
--- |
PS1016 |
PL0000106795 |
105,08 |
105,31 |
3,20 |
3,14 |
105,20 |
3,17 |
WZ0117 |
PL0000106936 |
100,22 |
100,39 |
--- |
--- |
100,31 |
--- |
PS0417 |
PL0000107058 |
105,60 |
105,78 |
3,25 |
3,20 |
105,69 |
3,22 |
DS1017 |
PL0000104543 |
108,29 |
108,49 |
3,25 |
3,21 |
108,39 |
3,23 |
WZ0118 |
PL0000104717 |
100,17 |
100,32 |
--- |
--- |
100,25 |
--- |
PS0418 |
PL0000107314 |
102,08 |
102,25 |
3,29 |
3,26 |
102,17 |
3,27 |
DS1019 |
PL0000105441 |
112,03 |
112,22 |
3,41 |
3,38 |
112,13 |
3,40 |
DS1020 |
PL0000106126 |
111,10 |
111,44 |
3,54 |
3,49 |
111,27 |
3,52 |
WZ0121 |
PL0000106068 |
99,23 |
99,44 |
--- |
--- |
99,34 |
--- |
DS1021 |
PL0000106670 |
114,84 |
115,12 |
3,69 |
3,65 |
114,98 |
3,67 |
WS0922 |
PL0000102646 |
115,68 |
116,01 |
3,75 |
3,71 |
115,85 |
3,73 |
IZ0823 |
PL0000105359 |
108,90 |
109,64 |
--- |
--- |
109,27 |
--- |
DS1023 |
PL0000107264 |
101,69 |
102,09 |
3,80 |
3,75 |
101,89 |
3,78 |
WS0429 |
PL0000105391 |
120,02 |
120,65 |
4,03 |
3,98 |
120,34 |
4,00 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
OK0714 |
PL0000107009 |
0/1 |
1 |
2,800 |
2,800 |
2,800 |
20 |
DS1013 |
PL0000102836 |
1/4 |
3 |
3,050 |
3,050 |
3,050 |
125 |
DS1019 |
PL0000105441 |
1/4 |
3 |
3,050 |
3,050 |
3,050 |
40 |
DS1020 |
PL0000106126 |
1/4 |
3 |
3,050 |
3,050 |
3,050 |
40 |
OK0114 |
PL0000106712 |
1/4 |
3 |
3,050 |
3,050 |
3,050 |
40 |
OK0714 |
PL0000107009 |
1/4 |
3 |
2,900 |
3,000 |
2,943 |
175 |
PS0417 |
PL0000107058 |
1/4 |
3 |
3,050 |
3,100 |
3,083 |
580 |
WZ0117 |
PL0000106936 |
1/4 |
3 |
3,050 |
3,100 |
3,075 |
80 |
DS1015 |
PL0000103602 |
0/4 |
4 |
3,050 |
3,050 |
3,050 |
40 |
WS0922 |
PL0000102646 |
1/8 |
7 |
3,090 |
3,090 |
3,090 |
25 |
DS1013 |
PL0000102836 |
1/8 |
7 |
3,020 |
3,020 |
3,020 |
500 |
DS1015 |
PL0000103602 |
1/8 |
7 |
3,090 |
3,090 |
3,090 |
45 |
PS0415 |
PL0000105953 |
1/8 |
7 |
3,090 |
3,090 |
3,090 |
110 |
DS1020 |
PL0000106126 |
1/8 |
7 |
3,090 |
3,090 |
3,090 |
75 |
PS1016 |
PL0000106795 |
1/8 |
7 |
3,090 |
3,090 |
3,090 |
50 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
3,090 |
3,090 |
3,090 |
60 |
TOTAL |
2 005 |