2013-04-05 |
MARKET DATA |
No 66 (2100) |
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 |
2 062,50 |
2 243,52 |
156 |
3 570,00 |
3 691,90 |
29 |
5 632,50 |
5 935,42 |
185 |
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 |
100,07 |
100,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
99,11 |
99,19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,01 |
101,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
97,61 |
97,69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,80 |
102,76 |
102,77 |
102,80 |
102,77 |
102,80 |
102,78 |
132 500 |
143,47 |
8 |
OK0714 |
PL0000107009 |
96,33 |
96,32 |
96,33 |
96,33 |
96,31 |
96,31 |
96,32 |
65 000 |
62,61 |
3 |
PS0415 |
PL0000105953 |
104,85 |
104,79 |
104,84 |
104,84 |
104,84 |
104,84 |
104,84 |
12 500 |
13,76 |
2 |
OK0715 |
PL0000107405 |
93,35 |
93,33 |
93,33 |
93,40 |
93,33 |
93,40 |
93,36 |
70 000 |
65,35 |
3 |
DS1015 |
PL0000103602 |
107,74 |
107,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
105,38 |
105,31 |
105,31 |
105,35 |
105,31 |
105,35 |
105,32 |
45 000 |
49,54 |
3 |
PS1016 |
PL0000106795 |
105,54 |
105,28 |
105,30 |
105,55 |
105,30 |
105,55 |
105,40 |
85 000 |
91,43 |
4 |
PS0417 |
PL0000107058 |
106,10 |
105,82 |
105,95 |
106,15 |
105,95 |
106,14 |
106,03 |
202 500 |
223,90 |
13 |
DS1017 |
PL0000104543 |
108,90 |
108,48 |
108,50 |
108,53 |
108,50 |
108,53 |
108,52 |
70 000 |
77,63 |
5 |
PS0418 |
PL0000107314 |
102,80 |
102,27 |
102,28 |
102,85 |
102,28 |
102,85 |
102,37 |
85 000 |
90,06 |
7 |
DS1019 |
PL0000105441 |
113,20 |
112,26 |
113,00 |
113,27 |
113,00 |
113,27 |
113,09 |
30 000 |
34,68 |
3 |
DS1020 |
PL0000106126 |
112,55 |
111,49 |
111,45 |
112,55 |
111,45 |
112,55 |
112,36 |
70 000 |
80,32 |
8 |
DS1021 |
PL0000106670 |
116,25 |
115,30 |
115,45 |
116,50 |
115,45 |
116,30 |
115,78 |
95 000 |
112,48 |
6 |
WS0922 |
PL0000102646 |
117,15 |
116,03 |
116,03 |
117,15 |
116,03 |
117,15 |
116,37 |
100 000 |
119,49 |
9 |
DS1023 |
PL0000107264 |
103,20 |
102,20 |
102,30 |
102,85 |
102,09 |
102,85 |
102,45 |
352 500 |
367,55 |
35 |
WS0429 |
PL0000105391 |
122,30 |
120,76 |
120,76 |
122,61 |
120,76 |
122,61 |
121,68 |
190 000 |
241,64 |
19 |
WS0437 |
PL0000104857 |
0,00 |
116,50 |
116,75 |
116,75 |
116,75 |
116,75 |
116,75 |
15 000 |
18,23 |
2 |
IZ0816 |
PL0000103529 |
105,20 |
105,15 |
105,30 |
105,30 |
105,30 |
105,30 |
105,30 |
10 000 |
13,66 |
1 |
IZ0823 |
PL0000105359 |
109,65 |
109,40 |
109,10 |
109,65 |
109,10 |
109,65 |
109,54 |
12 500 |
16,03 |
2 |
WZ0115 |
PL0000106480 |
100,30 |
100,32 |
100,32 |
100,32 |
100,32 |
100,32 |
100,32 |
60 000 |
60,68 |
3 |
WZ0117 |
PL0000106936 |
100,29 |
100,35 |
100,35 |
100,35 |
100,35 |
100,35 |
100,35 |
50 000 |
50,58 |
2 |
WZ0118 |
PL0000104717 |
100,26 |
100,30 |
100,30 |
100,32 |
100,30 |
100,32 |
100,30 |
30 000 |
30,34 |
2 |
WZ0121 |
PL0000106068 |
99,53 |
99,40 |
99,44 |
99,64 |
99,44 |
99,64 |
99,54 |
140 000 |
140,50 |
8 |
WZ0124 |
PL0000107454 |
98,70 |
98,65 |
98,74 |
98,98 |
98,74 |
98,98 |
98,90 |
140 000 |
139,60 |
8 |
TOTAL |
2 062 500 |
2 243,52 |
156 |
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 |
104,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
107,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
110,25 |
110,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
121,70 |
121,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,30 |
116,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
114,60 |
114,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
117,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
110,25 |
110,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
105,50 |
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 |
50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
141 |
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 |
99,07 |
99,21 |
3,20 |
2,72 |
99,14 |
2,96 |
DS1013 |
PL0000102836 |
100,98 |
101,12 |
3,09 |
2,84 |
101,05 |
2,96 |
OK0114 |
PL0000106712 |
97,57 |
97,71 |
3,12 |
2,94 |
97,64 |
3,03 |
PS0414 |
PL0000105433 |
102,69 |
102,84 |
3,09 |
2,94 |
102,77 |
3,01 |
OK0714 |
PL0000107009 |
96,29 |
96,38 |
2,97 |
2,89 |
96,34 |
2,93 |
WZ0115 |
PL0000106480 |
100,25 |
100,39 |
--- |
--- |
100,32 |
--- |
PS0415 |
PL0000105953 |
104,71 |
104,84 |
3,08 |
3,02 |
104,78 |
3,05 |
OK0715 |
PL0000107405 |
93,23 |
93,35 |
3,10 |
3,05 |
93,29 |
3,08 |
DS1015 |
PL0000103602 |
107,57 |
107,74 |
3,10 |
3,03 |
107,66 |
3,06 |
PS0416 |
PL0000106340 |
105,19 |
105,40 |
3,18 |
3,11 |
105,30 |
3,14 |
IZ0816 |
PL0000103529 |
104,59 |
105,34 |
--- |
--- |
104,97 |
--- |
PS1016 |
PL0000106795 |
105,16 |
105,36 |
3,18 |
3,12 |
105,26 |
3,15 |
WZ0117 |
PL0000106936 |
100,23 |
100,39 |
--- |
--- |
100,31 |
--- |
PS0417 |
PL0000107058 |
105,66 |
105,92 |
3,23 |
3,16 |
105,79 |
3,20 |
DS1017 |
PL0000104543 |
108,37 |
108,63 |
3,23 |
3,17 |
108,50 |
3,20 |
WZ0118 |
PL0000104717 |
100,17 |
100,34 |
--- |
--- |
100,26 |
--- |
PS0418 |
PL0000107314 |
102,17 |
102,39 |
3,27 |
3,23 |
102,28 |
3,25 |
DS1019 |
PL0000105441 |
112,15 |
112,46 |
3,39 |
3,34 |
112,31 |
3,37 |
DS1020 |
PL0000106126 |
111,41 |
111,70 |
3,50 |
3,46 |
111,56 |
3,48 |
WZ0121 |
PL0000106068 |
99,24 |
99,45 |
--- |
--- |
99,35 |
--- |
DS1021 |
PL0000106670 |
115,21 |
115,51 |
3,64 |
3,60 |
115,36 |
3,62 |
WS0922 |
PL0000102646 |
115,95 |
116,38 |
3,71 |
3,66 |
116,17 |
3,69 |
IZ0823 |
PL0000105359 |
108,93 |
109,68 |
--- |
--- |
109,31 |
--- |
DS1023 |
PL0000107264 |
102,05 |
102,34 |
3,76 |
3,72 |
102,20 |
3,74 |
WS0429 |
PL0000105391 |
120,28 |
120,92 |
4,01 |
3,96 |
120,60 |
3,98 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
99,05 |
99,24 |
3,27 |
2,61 |
99,15 |
2,92 |
DS1013 |
PL0000102836 |
100,98 |
101,12 |
3,09 |
2,84 |
101,05 |
2,96 |
OK0114 |
PL0000106712 |
97,59 |
97,73 |
3,10 |
2,91 |
97,66 |
3,01 |
PS0414 |
PL0000105433 |
102,73 |
102,81 |
3,05 |
2,97 |
102,77 |
3,01 |
OK0714 |
PL0000107009 |
96,27 |
96,38 |
2,98 |
2,89 |
96,33 |
2,93 |
WZ0115 |
PL0000106480 |
100,27 |
100,36 |
--- |
--- |
100,32 |
--- |
PS0415 |
PL0000105953 |
104,81 |
104,95 |
3,04 |
2,97 |
104,88 |
3,00 |
OK0715 |
PL0000107405 |
93,32 |
93,46 |
3,06 |
2,99 |
93,39 |
3,03 |
DS1015 |
PL0000103602 |
107,71 |
107,86 |
3,04 |
2,98 |
107,79 |
3,01 |
PS0416 |
PL0000106340 |
105,35 |
105,67 |
3,13 |
3,02 |
105,51 |
3,07 |
IZ0816 |
PL0000103529 |
104,94 |
105,58 |
--- |
--- |
105,26 |
--- |
PS1016 |
PL0000106795 |
105,43 |
105,64 |
3,10 |
3,04 |
105,54 |
3,07 |
WZ0117 |
PL0000106936 |
100,24 |
100,40 |
--- |
--- |
100,32 |
--- |
PS0417 |
PL0000107058 |
106,00 |
106,20 |
3,14 |
3,09 |
106,10 |
3,12 |
DS1017 |
PL0000104543 |
108,78 |
109,13 |
3,14 |
3,06 |
108,96 |
3,10 |
WZ0118 |
PL0000104717 |
100,21 |
100,37 |
--- |
--- |
100,29 |
--- |
PS0418 |
PL0000107314 |
102,75 |
103,01 |
3,15 |
3,09 |
102,88 |
3,12 |
DS1019 |
PL0000105441 |
112,97 |
113,30 |
3,26 |
3,21 |
113,14 |
3,24 |
DS1020 |
PL0000106126 |
112,31 |
112,59 |
3,37 |
3,33 |
112,45 |
3,35 |
WZ0121 |
PL0000106068 |
99,39 |
99,65 |
--- |
--- |
99,52 |
--- |
DS1021 |
PL0000106670 |
116,07 |
116,59 |
3,53 |
3,47 |
116,33 |
3,50 |
WS0922 |
PL0000102646 |
117,05 |
117,49 |
3,59 |
3,54 |
117,27 |
3,56 |
IZ0823 |
PL0000105359 |
109,24 |
110,16 |
--- |
--- |
109,70 |
--- |
DS1023 |
PL0000107264 |
103,00 |
103,41 |
3,65 |
3,60 |
103,21 |
3,62 |
WS0429 |
PL0000105391 |
121,95 |
122,77 |
3,88 |
3,82 |
122,36 |
3,85 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1013 |
PL0000102836 |
3/4 |
1 |
3,100 |
3,100 |
3,100 |
100 |
DS1017 |
PL0000104543 |
3/4 |
1 |
3,000 |
3,000 |
3,000 |
10 |
DS1019 |
PL0000105441 |
3/4 |
1 |
3,050 |
3,050 |
3,050 |
15 |
DS1020 |
PL0000106126 |
3/4 |
1 |
3,100 |
3,100 |
3,100 |
40 |
OK0714 |
PL0000107009 |
3/4 |
1 |
2,700 |
2,700 |
2,700 |
105 |
PS0417 |
PL0000107058 |
3/4 |
1 |
3,130 |
3,130 |
3,130 |
150 |
DS1023 |
PL0000107264 |
3/4 |
1 |
2,800 |
2,800 |
2,800 |
465 |
PS0418 |
PL0000107314 |
3/4 |
1 |
3,090 |
3,090 |
3,090 |
100 |
OK0715 |
PL0000107405 |
3/4 |
1 |
3,130 |
3,140 |
3,133 |
900 |
WZ0118 |
PL0000104717 |
3/4 |
1 |
3,130 |
3,130 |
3,130 |
70 |
WZ0117 |
PL0000106936 |
3/4 |
1 |
3,130 |
3,130 |
3,130 |
40 |
DS1017 |
PL0000104543 |
0/3 |
3 |
3,050 |
3,050 |
3,050 |
200 |
DS1015 |
PL0000103602 |
3/10 |
7 |
3,070 |
3,070 |
3,070 |
55 |
DS1019 |
PL0000105441 |
3/10 |
7 |
3,050 |
3,050 |
3,050 |
55 |
OK0114 |
PL0000106712 |
3/10 |
7 |
3,050 |
3,050 |
3,050 |
120 |
OK0715 |
PL0000107405 |
3/10 |
7 |
3,000 |
3,000 |
3,000 |
5 |
DS1023 |
PL0000107264 |
4/11 |
7 |
2,800 |
2,800 |
2,800 |
100 |
TOTAL |
2 530 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
3/4 |
1 |
3,280 |
3,300 |
3,281 |
1 040 |
TOTAL |
1 040 |