2013-04-10 |
MARKET DATA |
No 69 (2103) |
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 |
3 180,00 |
3 449,27 |
150 |
4 755,00 |
5 176,92 |
35 |
7 935,00 |
8 626,19 |
185 |
T-bonds EUR |
1,00 |
1,09 |
1 |
0,00 |
0,00 |
0 |
1,00 |
1,09 |
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 |
100,06 |
100,07 |
100,06 |
100,06 |
100,06 |
100,06 |
100,06 |
850 000 |
893,55 |
8 |
OK0713 |
PL0000106563 |
99,12 |
99,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,97 |
101,00 |
101,00 |
101,01 |
101,00 |
101,01 |
101,01 |
60 000 |
62,00 |
3 |
OK0114 |
PL0000106712 |
97,63 |
97,64 |
97,64 |
97,64 |
97,64 |
97,64 |
97,64 |
10 000 |
9,76 |
1 |
PS0414 |
PL0000105433 |
102,81 |
102,74 |
102,70 |
102,70 |
102,68 |
102,68 |
102,70 |
40 000 |
43,30 |
2 |
OK0714 |
PL0000107009 |
96,32 |
96,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,86 |
104,80 |
104,82 |
104,82 |
104,80 |
104,80 |
104,81 |
45 000 |
49,55 |
3 |
OK0715 |
PL0000107405 |
93,46 |
93,43 |
93,45 |
93,46 |
93,45 |
93,45 |
93,45 |
205 000 |
191,58 |
8 |
DS1015 |
PL0000103602 |
107,85 |
107,65 |
107,67 |
107,67 |
107,63 |
107,67 |
107,66 |
175 000 |
193,49 |
8 |
PS0416 |
PL0000106340 |
115,78 |
105,42 |
105,47 |
105,66 |
105,40 |
105,60 |
105,50 |
785 000 |
865,99 |
39 |
PS1016 |
PL0000106795 |
105,70 |
105,44 |
105,57 |
105,61 |
105,44 |
105,61 |
105,48 |
345 000 |
371,51 |
16 |
PS0417 |
PL0000107058 |
106,33 |
106,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,11 |
109,00 |
109,13 |
109,13 |
109,06 |
109,06 |
109,09 |
25 000 |
27,88 |
2 |
PS0418 |
PL0000107314 |
103,18 |
102,90 |
103,00 |
103,05 |
102,95 |
103,00 |
103,00 |
115 000 |
122,61 |
11 |
DS1019 |
PL0000105441 |
113,68 |
113,20 |
113,15 |
113,15 |
113,15 |
113,15 |
113,15 |
10 000 |
11,57 |
1 |
DS1020 |
PL0000106126 |
113,06 |
112,65 |
112,80 |
112,80 |
112,80 |
112,80 |
112,80 |
10 000 |
11,52 |
1 |
DS1021 |
PL0000106670 |
117,40 |
116,62 |
117,00 |
117,02 |
116,75 |
116,90 |
116,93 |
135 000 |
161,45 |
11 |
WS0922 |
PL0000102646 |
118,25 |
117,58 |
117,50 |
118,25 |
117,50 |
118,20 |
118,00 |
125 000 |
151,46 |
13 |
DS1023 |
PL0000107264 |
104,12 |
103,60 |
103,55 |
104,00 |
103,55 |
104,00 |
103,80 |
165 000 |
174,32 |
16 |
WS0429 |
PL0000105391 |
124,55 |
123,80 |
124,43 |
124,70 |
124,43 |
124,70 |
124,61 |
15 000 |
19,52 |
2 |
WS0437 |
PL0000104857 |
118,00 |
118,30 |
118,30 |
118,30 |
118,30 |
118,30 |
118,30 |
5 000 |
6,16 |
1 |
IZ0816 |
PL0000103529 |
105,35 |
105,25 |
105,35 |
105,45 |
105,35 |
105,45 |
105,42 |
60 000 |
82,05 |
4 |
IZ0823 |
PL0000105359 |
110,25 |
110,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,34 |
100,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,46 |
100,49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,38 |
100,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,65 |
99,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,95 |
98,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
3 180 000 |
3 449,27 |
150 |
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 |
107,95 |
108,10 |
107,95 |
107,95 |
107,95 |
107,95 |
107,95 |
1 000 |
1,09 |
1 |
EUR0317 |
XS0498285351 |
110,30 |
110,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
121,80 |
121,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,60 |
116,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
115,20 |
115,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
117,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
110,55 |
110,80 |
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 |
1 000 |
1,09 |
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 |
47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
138 |
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 |
3,29 |
2,69 |
99,16 |
2,97 |
DS1013 |
PL0000102836 |
100,92 |
101,10 |
3,17 |
2,84 |
101,01 |
3,01 |
OK0114 |
PL0000106712 |
97,58 |
97,72 |
3,14 |
2,96 |
97,65 |
3,05 |
PS0414 |
PL0000105433 |
102,65 |
102,77 |
3,11 |
2,99 |
102,71 |
3,05 |
OK0714 |
PL0000107009 |
96,24 |
96,42 |
3,03 |
2,88 |
96,33 |
2,95 |
WZ0115 |
PL0000106480 |
100,27 |
100,42 |
--- |
--- |
100,35 |
--- |
PS0415 |
PL0000105953 |
104,73 |
104,88 |
3,07 |
2,99 |
104,81 |
3,03 |
OK0715 |
PL0000107405 |
93,32 |
93,48 |
3,07 |
2,99 |
93,40 |
3,03 |
DS1015 |
PL0000103602 |
107,64 |
107,85 |
3,06 |
2,98 |
107,75 |
3,02 |
PS0416 |
PL0000106340 |
105,41 |
105,65 |
3,10 |
3,02 |
105,53 |
3,06 |
IZ0816 |
PL0000103529 |
104,74 |
105,54 |
--- |
--- |
105,14 |
--- |
PS1016 |
PL0000106795 |
105,44 |
105,67 |
3,09 |
3,03 |
105,56 |
3,06 |
WZ0117 |
PL0000106936 |
100,41 |
100,58 |
--- |
--- |
100,50 |
--- |
PS0417 |
PL0000107058 |
106,05 |
106,32 |
3,13 |
3,06 |
106,19 |
3,09 |
DS1017 |
PL0000104543 |
108,87 |
109,14 |
3,12 |
3,06 |
109,01 |
3,08 |
WZ0118 |
PL0000104717 |
100,28 |
100,46 |
--- |
--- |
100,37 |
--- |
PS0418 |
PL0000107314 |
102,81 |
103,04 |
3,14 |
3,09 |
102,93 |
3,11 |
DS1019 |
PL0000105441 |
112,91 |
113,32 |
3,27 |
3,20 |
113,12 |
3,24 |
DS1020 |
PL0000106126 |
112,36 |
112,78 |
3,36 |
3,30 |
112,57 |
3,33 |
WZ0121 |
PL0000106068 |
99,52 |
99,77 |
--- |
--- |
99,65 |
--- |
DS1021 |
PL0000106670 |
116,45 |
116,76 |
3,48 |
3,44 |
116,61 |
3,46 |
WS0922 |
PL0000102646 |
117,35 |
117,66 |
3,55 |
3,52 |
117,51 |
3,53 |
IZ0823 |
PL0000105359 |
109,62 |
110,57 |
--- |
--- |
110,10 |
--- |
DS1023 |
PL0000107264 |
103,38 |
103,71 |
3,60 |
3,57 |
103,55 |
3,59 |
WS0429 |
PL0000105391 |
123,17 |
123,98 |
3,79 |
3,73 |
123,58 |
3,76 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
99,09 |
99,24 |
3,22 |
2,69 |
99,17 |
2,94 |
DS1013 |
PL0000102836 |
100,94 |
101,08 |
3,14 |
2,88 |
101,01 |
3,01 |
OK0114 |
PL0000106712 |
97,57 |
97,71 |
3,16 |
2,97 |
97,64 |
3,06 |
PS0414 |
PL0000105433 |
102,67 |
102,82 |
3,09 |
2,94 |
102,75 |
3,01 |
OK0714 |
PL0000107009 |
96,29 |
96,47 |
2,99 |
2,84 |
96,38 |
2,91 |
WZ0115 |
PL0000106480 |
100,31 |
100,42 |
--- |
--- |
100,37 |
--- |
PS0415 |
PL0000105953 |
104,81 |
104,96 |
3,03 |
2,95 |
104,89 |
2,99 |
OK0715 |
PL0000107405 |
93,37 |
93,53 |
3,05 |
2,97 |
93,45 |
3,01 |
DS1015 |
PL0000103602 |
107,65 |
107,81 |
3,06 |
2,99 |
107,73 |
3,03 |
PS0416 |
PL0000106340 |
105,47 |
105,65 |
3,08 |
3,02 |
105,56 |
3,05 |
IZ0816 |
PL0000103529 |
105,17 |
105,96 |
--- |
--- |
105,57 |
--- |
PS1016 |
PL0000106795 |
105,44 |
105,64 |
3,09 |
3,04 |
105,54 |
3,07 |
WZ0117 |
PL0000106936 |
100,41 |
100,56 |
--- |
--- |
100,49 |
--- |
PS0417 |
PL0000107058 |
106,09 |
106,37 |
3,12 |
3,05 |
106,23 |
3,08 |
DS1017 |
PL0000104543 |
108,95 |
109,23 |
3,10 |
3,04 |
109,09 |
3,07 |
WZ0118 |
PL0000104717 |
100,28 |
100,48 |
--- |
--- |
100,38 |
--- |
PS0418 |
PL0000107314 |
102,99 |
103,29 |
3,10 |
3,03 |
103,14 |
3,07 |
DS1019 |
PL0000105441 |
113,30 |
113,70 |
3,21 |
3,14 |
113,50 |
3,18 |
DS1020 |
PL0000106126 |
112,90 |
113,33 |
3,28 |
3,22 |
113,12 |
3,25 |
WZ0121 |
PL0000106068 |
99,59 |
99,83 |
--- |
--- |
99,71 |
--- |
DS1021 |
PL0000106670 |
117,02 |
117,45 |
3,41 |
3,36 |
117,24 |
3,39 |
WS0922 |
PL0000102646 |
118,11 |
118,38 |
3,46 |
3,43 |
118,25 |
3,45 |
IZ0823 |
PL0000105359 |
109,99 |
110,98 |
--- |
--- |
110,49 |
--- |
DS1023 |
PL0000107264 |
103,84 |
104,28 |
3,55 |
3,50 |
104,06 |
3,53 |
WS0429 |
PL0000105391 |
124,18 |
124,96 |
3,72 |
3,66 |
124,57 |
3,69 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
0/1 |
1 |
3,050 |
3,050 |
3,050 |
30 |
DS1017 |
PL0000104543 |
0/1 |
1 |
3,070 |
3,070 |
3,070 |
500 |
DS1019 |
PL0000105441 |
0/1 |
1 |
3,070 |
3,070 |
3,070 |
10 |
PS0417 |
PL0000107058 |
0/1 |
1 |
3,070 |
3,070 |
3,070 |
20 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,900 |
2,900 |
2,900 |
10 |
WS0922 |
PL0000102646 |
1/2 |
1 |
3,050 |
3,100 |
3,082 |
245 |
DS1013 |
PL0000102836 |
1/2 |
1 |
3,100 |
3,100 |
3,100 |
50 |
DS1015 |
PL0000103602 |
1/2 |
1 |
3,100 |
3,100 |
3,100 |
20 |
DS1017 |
PL0000104543 |
1/2 |
1 |
3,050 |
3,120 |
3,075 |
620 |
DS1019 |
PL0000105441 |
1/2 |
1 |
3,050 |
3,070 |
3,059 |
340 |
DS1020 |
PL0000106126 |
1/2 |
1 |
3,100 |
3,100 |
3,100 |
170 |
DS1021 |
PL0000106670 |
1/2 |
1 |
3,100 |
3,100 |
3,100 |
100 |
PS0418 |
PL0000107314 |
1/2 |
1 |
3,070 |
3,100 |
3,091 |
380 |
OK0715 |
PL0000107405 |
1/2 |
1 |
3,150 |
3,150 |
3,150 |
300 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
3,100 |
3,100 |
3,100 |
100 |
PS0418 |
PL0000107314 |
0/2 |
2 |
3,100 |
3,100 |
3,100 |
60 |
DS1019 |
PL0000105441 |
1/8 |
7 |
3,000 |
3,000 |
3,000 |
120 |
PS0415 |
PL0000105953 |
1/8 |
7 |
3,100 |
3,100 |
3,100 |
20 |
PS0416 |
PL0000106340 |
1/8 |
7 |
3,090 |
3,090 |
3,090 |
125 |
PS1016 |
PL0000106795 |
1/8 |
7 |
3,100 |
3,100 |
3,100 |
380 |
PS0418 |
PL0000107314 |
1/8 |
7 |
3,100 |
3,100 |
3,100 |
140 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
3,050 |
3,050 |
3,050 |
15 |
TOTAL |
3 755 |
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 |
3,290 |
3,290 |
3,290 |
1 000 |
TOTAL |
1 000 |