2013-04-09 |
MARKET DATA |
No 68 (2102) |
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 |
3 182,50 |
3 417,80 |
169 |
4 105,00 |
4 464,48 |
33 |
7 287,50 |
7 882,28 |
202 |
T-bonds EUR |
0,50 |
0,58 |
1 |
0,00 |
0,00 |
0 |
0,50 |
0,58 |
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 |
100,07 |
100,07 |
100,07 |
100,07 |
100,07 |
100,07 |
100,07 |
10 000 |
10,51 |
1 |
OK0713 |
PL0000106563 |
99,12 |
99,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,98 |
101,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
97,65 |
97,71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,80 |
102,76 |
102,78 |
102,78 |
102,72 |
102,72 |
102,74 |
495 000 |
535,95 |
14 |
OK0714 |
PL0000107009 |
96,37 |
96,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,95 |
104,90 |
104,89 |
104,90 |
104,84 |
104,86 |
104,85 |
320 000 |
352,45 |
18 |
OK0715 |
PL0000107405 |
93,56 |
93,49 |
93,48 |
93,49 |
93,42 |
93,42 |
93,48 |
35 000 |
32,72 |
3 |
DS1015 |
PL0000103602 |
107,88 |
107,83 |
107,79 |
107,79 |
107,78 |
107,78 |
107,78 |
35 000 |
38,74 |
3 |
PS0416 |
PL0000106340 |
115,78 |
105,63 |
105,72 |
105,72 |
105,60 |
105,60 |
105,65 |
40 000 |
44,18 |
2 |
PS1016 |
PL0000106795 |
105,75 |
105,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,50 |
106,28 |
106,37 |
106,37 |
106,23 |
106,23 |
106,31 |
25 000 |
27,72 |
2 |
DS1017 |
PL0000104543 |
109,35 |
109,00 |
109,30 |
109,30 |
109,05 |
109,05 |
109,16 |
160 000 |
178,51 |
12 |
PS0418 |
PL0000107314 |
103,35 |
102,94 |
103,29 |
103,29 |
102,81 |
103,05 |
103,10 |
320 000 |
341,44 |
24 |
DS1019 |
PL0000105441 |
113,68 |
113,10 |
113,30 |
113,30 |
113,23 |
113,23 |
113,28 |
30 000 |
34,74 |
3 |
DS1020 |
PL0000106126 |
113,09 |
112,63 |
113,05 |
113,05 |
113,03 |
113,03 |
113,04 |
30 000 |
34,64 |
2 |
DS1021 |
PL0000106670 |
117,28 |
116,85 |
116,70 |
116,70 |
116,70 |
116,70 |
116,70 |
37 500 |
44,76 |
6 |
WS0922 |
PL0000102646 |
118,27 |
117,65 |
118,00 |
118,00 |
117,46 |
117,67 |
117,70 |
190 000 |
229,61 |
20 |
DS1023 |
PL0000107264 |
104,35 |
103,74 |
103,81 |
103,85 |
103,74 |
103,75 |
103,79 |
275 000 |
290,48 |
24 |
WS0429 |
PL0000105391 |
124,50 |
123,85 |
124,30 |
124,30 |
123,60 |
123,60 |
123,89 |
47 500 |
61,47 |
6 |
WS0437 |
PL0000104857 |
117,00 |
118,25 |
118,25 |
118,25 |
118,25 |
118,25 |
118,25 |
5 000 |
6,15 |
1 |
IZ0816 |
PL0000103529 |
105,20 |
105,30 |
105,30 |
105,30 |
105,30 |
105,30 |
105,30 |
35 000 |
47,81 |
3 |
IZ0823 |
PL0000105359 |
110,05 |
110,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,35 |
100,35 |
100,35 |
100,35 |
100,35 |
100,35 |
100,35 |
100 000 |
101,19 |
1 |
WZ0117 |
PL0000106936 |
100,46 |
100,45 |
100,42 |
100,52 |
100,42 |
100,52 |
100,46 |
297 500 |
301,35 |
8 |
WZ0118 |
PL0000104717 |
100,40 |
100,36 |
100,36 |
100,38 |
100,28 |
100,38 |
100,37 |
695 000 |
703,37 |
16 |
WZ0121 |
PL0000106068 |
99,67 |
99,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,10 |
99,03 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
3 182 500 |
3 417,80 |
169 |
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 |
104,50 |
104,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
107,90 |
108,10 |
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 |
121,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,45 |
116,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
115,20 |
115,25 |
115,25 |
115,25 |
115,25 |
115,25 |
115,25 |
500 |
0,58 |
1 |
EUR0122 |
XS0282701514 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
110,50 |
110,85 |
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 |
0,58 |
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 |
48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
139 |
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 |
99,24 |
3,26 |
2,66 |
99,16 |
2,94 |
DS1013 |
PL0000102836 |
100,94 |
101,11 |
3,15 |
2,84 |
101,03 |
2,98 |
OK0114 |
PL0000106712 |
97,58 |
97,78 |
3,13 |
2,87 |
97,68 |
3,00 |
PS0414 |
PL0000105433 |
102,73 |
102,86 |
3,04 |
2,91 |
102,80 |
2,97 |
OK0714 |
PL0000107009 |
96,32 |
96,51 |
2,95 |
2,80 |
96,42 |
2,87 |
WZ0115 |
PL0000106480 |
100,29 |
100,43 |
--- |
--- |
100,36 |
--- |
PS0415 |
PL0000105953 |
104,90 |
105,02 |
2,99 |
2,93 |
104,96 |
2,96 |
OK0715 |
PL0000107405 |
93,49 |
93,59 |
2,99 |
2,94 |
93,54 |
2,96 |
DS1015 |
PL0000103602 |
107,81 |
107,97 |
3,00 |
2,93 |
107,89 |
2,97 |
PS0416 |
PL0000106340 |
105,60 |
105,75 |
3,04 |
2,99 |
105,68 |
3,01 |
IZ0816 |
PL0000103529 |
104,94 |
105,65 |
--- |
--- |
105,30 |
--- |
PS1016 |
PL0000106795 |
105,62 |
105,79 |
3,04 |
2,99 |
105,71 |
3,02 |
WZ0117 |
PL0000106936 |
100,38 |
100,53 |
--- |
--- |
100,46 |
--- |
PS0417 |
PL0000107058 |
106,28 |
106,50 |
3,07 |
3,01 |
106,39 |
3,04 |
DS1017 |
PL0000104543 |
109,13 |
109,33 |
3,06 |
3,01 |
109,23 |
3,04 |
WZ0118 |
PL0000104717 |
100,36 |
100,54 |
--- |
--- |
100,45 |
--- |
PS0418 |
PL0000107314 |
103,06 |
103,28 |
3,08 |
3,04 |
103,17 |
3,06 |
DS1019 |
PL0000105441 |
113,34 |
113,61 |
3,20 |
3,16 |
113,48 |
3,18 |
DS1020 |
PL0000106126 |
112,76 |
113,06 |
3,30 |
3,26 |
112,91 |
3,28 |
WZ0121 |
PL0000106068 |
99,63 |
99,88 |
--- |
--- |
99,76 |
--- |
DS1021 |
PL0000106670 |
116,91 |
117,35 |
3,43 |
3,37 |
117,13 |
3,40 |
WS0922 |
PL0000102646 |
117,84 |
118,12 |
3,50 |
3,46 |
117,98 |
3,48 |
IZ0823 |
PL0000105359 |
109,82 |
110,72 |
--- |
--- |
110,27 |
--- |
DS1023 |
PL0000107264 |
103,79 |
104,16 |
3,56 |
3,52 |
103,98 |
3,54 |
WS0429 |
PL0000105391 |
123,63 |
124,53 |
3,76 |
3,69 |
124,08 |
3,73 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
99,07 |
99,24 |
3,26 |
2,66 |
99,16 |
2,94 |
DS1013 |
PL0000102836 |
100,94 |
101,10 |
3,15 |
2,85 |
101,02 |
3,00 |
OK0114 |
PL0000106712 |
97,60 |
97,75 |
3,11 |
2,91 |
97,68 |
3,00 |
PS0414 |
PL0000105433 |
102,68 |
102,79 |
3,09 |
2,98 |
102,74 |
3,03 |
OK0714 |
PL0000107009 |
96,29 |
96,43 |
2,98 |
2,86 |
96,36 |
2,92 |
WZ0115 |
PL0000106480 |
100,31 |
100,43 |
--- |
--- |
100,37 |
--- |
PS0415 |
PL0000105953 |
104,80 |
104,96 |
3,03 |
2,96 |
104,88 |
2,99 |
OK0715 |
PL0000107405 |
93,38 |
93,52 |
3,04 |
2,97 |
93,45 |
3,01 |
DS1015 |
PL0000103602 |
107,73 |
107,88 |
3,03 |
2,97 |
107,81 |
3,00 |
PS0416 |
PL0000106340 |
105,51 |
105,67 |
3,07 |
3,02 |
105,59 |
3,04 |
IZ0816 |
PL0000103529 |
104,98 |
105,54 |
--- |
--- |
105,26 |
--- |
PS1016 |
PL0000106795 |
105,56 |
105,74 |
3,06 |
3,01 |
105,65 |
3,03 |
WZ0117 |
PL0000106936 |
100,42 |
100,58 |
--- |
--- |
100,50 |
--- |
PS0417 |
PL0000107058 |
106,19 |
106,46 |
3,09 |
3,02 |
106,33 |
3,06 |
DS1017 |
PL0000104543 |
109,03 |
109,27 |
3,08 |
3,03 |
109,15 |
3,05 |
WZ0118 |
PL0000104717 |
100,32 |
100,46 |
--- |
--- |
100,39 |
--- |
PS0418 |
PL0000107314 |
103,00 |
103,19 |
3,10 |
3,06 |
103,10 |
3,07 |
DS1019 |
PL0000105441 |
113,11 |
113,49 |
3,24 |
3,18 |
113,30 |
3,21 |
DS1020 |
PL0000106126 |
112,61 |
113,04 |
3,33 |
3,27 |
112,83 |
3,29 |
WZ0121 |
PL0000106068 |
99,58 |
99,82 |
--- |
--- |
99,70 |
--- |
DS1021 |
PL0000106670 |
116,85 |
117,03 |
3,43 |
3,41 |
116,94 |
3,42 |
WS0922 |
PL0000102646 |
117,50 |
117,83 |
3,53 |
3,50 |
117,67 |
3,52 |
IZ0823 |
PL0000105359 |
109,70 |
110,62 |
--- |
--- |
110,16 |
--- |
DS1023 |
PL0000107264 |
103,58 |
103,88 |
3,58 |
3,55 |
103,73 |
3,57 |
WS0429 |
PL0000105391 |
123,57 |
124,17 |
3,76 |
3,72 |
123,87 |
3,74 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
0/1 |
1 |
3,080 |
3,080 |
3,080 |
400 |
DS1020 |
PL0000106126 |
0/1 |
1 |
3,080 |
3,080 |
3,080 |
40 |
DS1021 |
PL0000106670 |
0/1 |
1 |
3,100 |
3,100 |
3,100 |
30 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,700 |
2,700 |
2,700 |
60 |
WS0922 |
PL0000102646 |
1/2 |
1 |
3,070 |
3,100 |
3,093 |
160 |
DS1017 |
PL0000104543 |
1/2 |
1 |
3,050 |
3,100 |
3,098 |
870 |
WS0429 |
PL0000105391 |
1/2 |
1 |
3,100 |
3,100 |
3,100 |
40 |
DS1019 |
PL0000105441 |
1/2 |
1 |
3,100 |
3,100 |
3,100 |
80 |
DS1021 |
PL0000106670 |
1/2 |
1 |
3,100 |
3,100 |
3,100 |
55 |
OK0714 |
PL0000107009 |
1/2 |
1 |
2,900 |
2,900 |
2,900 |
50 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,700 |
2,700 |
2,700 |
50 |
PS0418 |
PL0000107314 |
1/2 |
1 |
3,050 |
3,130 |
3,127 |
310 |
OK0715 |
PL0000107405 |
1/2 |
1 |
3,100 |
3,100 |
3,100 |
300 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
3,070 |
3,100 |
3,095 |
260 |
WZ0115 |
PL0000106480 |
1/2 |
1 |
3,050 |
3,050 |
3,050 |
10 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
3,100 |
3,100 |
3,100 |
40 |
DS1017 |
PL0000104543 |
1/8 |
7 |
3,080 |
3,080 |
3,080 |
100 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
3,050 |
3,050 |
3,050 |
50 |
DS1023 |
PL0000107264 |
2/9 |
7 |
2,800 |
2,800 |
2,800 |
200 |
TOTAL |
3 105 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/2 |
1 |
3,300 |
3,300 |
3,300 |
1 000 |
TOTAL |
1 000 |