2013-04-11 |
MARKET DATA |
No 70 (2104) |
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 |
1 880,00 |
2 063,46 |
136 |
5 575,00 |
6 055,15 |
48 |
7 455,00 |
8 118,61 |
184 |
T-bonds EUR |
0,50 |
0,54 |
1 |
0,00 |
0,00 |
0 |
0,50 |
0,54 |
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 |
100,04 |
100,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
99,15 |
99,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,96 |
101,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
97,67 |
97,69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,70 |
102,77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
96,34 |
96,42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,85 |
104,84 |
104,84 |
104,84 |
104,84 |
104,84 |
104,84 |
25 000 |
27,55 |
1 |
OK0715 |
PL0000107405 |
93,44 |
93,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
107,70 |
107,64 |
107,70 |
107,70 |
107,65 |
107,66 |
107,67 |
120 000 |
132,76 |
8 |
PS0416 |
PL0000106340 |
105,60 |
105,52 |
105,62 |
105,63 |
105,50 |
105,50 |
105,56 |
250 000 |
276,05 |
13 |
PS1016 |
PL0000106795 |
105,52 |
105,48 |
105,51 |
105,55 |
105,50 |
105,50 |
105,52 |
170 000 |
183,19 |
12 |
PS0417 |
PL0000107058 |
106,16 |
106,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,03 |
108,90 |
109,00 |
109,00 |
108,81 |
108,98 |
108,97 |
80 000 |
89,16 |
7 |
PS0418 |
PL0000107314 |
103,15 |
102,80 |
103,25 |
103,25 |
102,80 |
102,90 |
102,98 |
105 000 |
111,96 |
9 |
DS1019 |
PL0000105441 |
113,50 |
113,05 |
113,50 |
113,50 |
113,05 |
113,05 |
113,20 |
30 000 |
34,74 |
3 |
DS1020 |
PL0000106126 |
113,06 |
112,65 |
112,75 |
112,78 |
112,55 |
112,55 |
112,72 |
77 500 |
89,27 |
7 |
DS1021 |
PL0000106670 |
117,31 |
116,70 |
117,25 |
117,25 |
116,72 |
116,85 |
116,86 |
90 000 |
107,61 |
7 |
WS0922 |
PL0000102646 |
118,30 |
117,75 |
118,18 |
118,18 |
117,60 |
117,60 |
117,81 |
190 000 |
229,94 |
21 |
DS1023 |
PL0000107264 |
104,28 |
103,78 |
104,40 |
104,40 |
103,94 |
103,97 |
104,21 |
355 000 |
376,62 |
22 |
WS0429 |
PL0000105391 |
124,50 |
122,38 |
124,70 |
124,70 |
124,70 |
124,70 |
124,70 |
50 000 |
65,15 |
2 |
WS0437 |
PL0000104857 |
117,75 |
118,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,35 |
105,72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,40 |
110,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,33 |
100,37 |
100,33 |
100,33 |
100,33 |
100,33 |
100,33 |
50 000 |
50,61 |
2 |
WZ0117 |
PL0000106936 |
100,46 |
100,45 |
100,45 |
100,45 |
100,43 |
100,45 |
100,44 |
130 000 |
131,72 |
7 |
WZ0118 |
PL0000104717 |
100,31 |
100,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,65 |
99,76 |
99,62 |
99,62 |
99,62 |
99,62 |
99,62 |
2 500 |
2,51 |
1 |
WZ0124 |
PL0000107454 |
98,90 |
98,78 |
98,80 |
98,90 |
98,80 |
98,85 |
98,88 |
155 000 |
154,63 |
14 |
TOTAL |
1 880 000 |
2 063,46 |
136 |
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 |
104,47 |
104,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
107,80 |
107,95 |
107,80 |
107,80 |
107,80 |
107,80 |
107,80 |
500 |
0,54 |
1 |
EUR0317 |
XS0498285351 |
110,20 |
110,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
121,65 |
121,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,55 |
116,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
115,20 |
115,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
117,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
110,55 |
110,70 |
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 |
0,54 |
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 |
44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
135 |
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 |
99,13 |
99,26 |
3,17 |
2,69 |
99,20 |
2,91 |
DS1013 |
PL0000102836 |
100,93 |
101,06 |
3,13 |
2,89 |
101,00 |
3,00 |
OK0114 |
PL0000106712 |
97,62 |
97,77 |
3,12 |
2,92 |
97,70 |
3,01 |
PS0414 |
PL0000105433 |
102,66 |
102,80 |
3,08 |
2,94 |
102,73 |
3,01 |
OK0714 |
PL0000107009 |
96,31 |
96,47 |
2,99 |
2,85 |
96,39 |
2,92 |
WZ0115 |
PL0000106480 |
100,30 |
100,41 |
--- |
--- |
100,36 |
--- |
PS0415 |
PL0000105953 |
104,76 |
104,89 |
3,04 |
2,98 |
104,83 |
3,01 |
OK0715 |
PL0000107405 |
93,36 |
93,52 |
3,06 |
2,99 |
93,44 |
3,03 |
DS1015 |
PL0000103602 |
107,60 |
107,73 |
3,07 |
3,02 |
107,67 |
3,04 |
PS0416 |
PL0000106340 |
105,48 |
105,61 |
3,07 |
3,03 |
105,55 |
3,05 |
IZ0816 |
PL0000103529 |
105,23 |
105,90 |
--- |
--- |
105,57 |
--- |
PS1016 |
PL0000106795 |
105,43 |
105,60 |
3,09 |
3,04 |
105,52 |
3,07 |
WZ0117 |
PL0000106936 |
100,42 |
100,59 |
--- |
--- |
100,51 |
--- |
PS0417 |
PL0000107058 |
106,05 |
106,31 |
3,13 |
3,06 |
106,18 |
3,09 |
DS1017 |
PL0000104543 |
108,97 |
109,21 |
3,09 |
3,04 |
109,09 |
3,06 |
WZ0118 |
PL0000104717 |
100,26 |
100,44 |
--- |
--- |
100,35 |
--- |
PS0418 |
PL0000107314 |
102,90 |
103,09 |
3,12 |
3,08 |
103,00 |
3,09 |
DS1019 |
PL0000105441 |
113,30 |
113,65 |
3,20 |
3,15 |
113,48 |
3,18 |
DS1020 |
PL0000106126 |
112,86 |
113,18 |
3,29 |
3,24 |
113,02 |
3,27 |
WZ0121 |
PL0000106068 |
99,58 |
99,82 |
--- |
--- |
99,70 |
--- |
DS1021 |
PL0000106670 |
117,15 |
117,50 |
3,39 |
3,35 |
117,33 |
3,37 |
WS0922 |
PL0000102646 |
118,22 |
118,50 |
3,45 |
3,42 |
118,36 |
3,43 |
IZ0823 |
PL0000105359 |
110,17 |
111,01 |
--- |
--- |
110,59 |
--- |
DS1023 |
PL0000107264 |
104,18 |
104,41 |
3,51 |
3,49 |
104,30 |
3,50 |
WS0429 |
PL0000105391 |
124,29 |
124,92 |
3,71 |
3,66 |
124,61 |
3,69 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
99,13 |
99,26 |
3,17 |
2,69 |
99,20 |
2,91 |
DS1013 |
PL0000102836 |
100,94 |
101,06 |
3,11 |
2,89 |
101,00 |
3,00 |
OK0114 |
PL0000106712 |
97,65 |
97,72 |
3,08 |
2,99 |
97,69 |
3,03 |
PS0414 |
PL0000105433 |
102,66 |
102,79 |
3,08 |
2,95 |
102,73 |
3,01 |
OK0714 |
PL0000107009 |
96,31 |
96,47 |
2,99 |
2,85 |
96,39 |
2,92 |
WZ0115 |
PL0000106480 |
100,30 |
100,40 |
--- |
--- |
100,35 |
--- |
PS0415 |
PL0000105953 |
104,79 |
104,94 |
3,03 |
2,95 |
104,87 |
2,99 |
OK0715 |
PL0000107405 |
93,40 |
93,51 |
3,04 |
2,99 |
93,46 |
3,02 |
DS1015 |
PL0000103602 |
107,64 |
107,76 |
3,05 |
3,00 |
107,70 |
3,03 |
PS0416 |
PL0000106340 |
105,46 |
105,65 |
3,08 |
3,02 |
105,56 |
3,05 |
IZ0816 |
PL0000103529 |
105,26 |
105,85 |
--- |
--- |
105,56 |
--- |
PS1016 |
PL0000106795 |
105,40 |
105,59 |
3,10 |
3,05 |
105,50 |
3,07 |
WZ0117 |
PL0000106936 |
100,37 |
100,53 |
--- |
--- |
100,45 |
--- |
PS0417 |
PL0000107058 |
105,97 |
106,22 |
3,15 |
3,08 |
106,10 |
3,11 |
DS1017 |
PL0000104543 |
108,82 |
109,08 |
3,12 |
3,07 |
108,95 |
3,09 |
WZ0118 |
PL0000104717 |
100,28 |
100,43 |
--- |
--- |
100,36 |
--- |
PS0418 |
PL0000107314 |
102,71 |
102,90 |
3,16 |
3,12 |
102,81 |
3,14 |
DS1019 |
PL0000105441 |
113,00 |
113,29 |
3,25 |
3,21 |
113,15 |
3,23 |
DS1020 |
PL0000106126 |
112,60 |
112,86 |
3,32 |
3,29 |
112,73 |
3,31 |
WZ0121 |
PL0000106068 |
99,58 |
99,82 |
--- |
--- |
99,70 |
--- |
DS1021 |
PL0000106670 |
116,72 |
117,13 |
3,45 |
3,40 |
116,93 |
3,42 |
WS0922 |
PL0000102646 |
117,70 |
118,12 |
3,51 |
3,46 |
117,91 |
3,49 |
IZ0823 |
PL0000105359 |
110,15 |
111,01 |
--- |
--- |
110,58 |
--- |
DS1023 |
PL0000107264 |
103,65 |
104,04 |
3,57 |
3,53 |
103,85 |
3,55 |
WS0429 |
PL0000105391 |
123,80 |
124,46 |
3,75 |
3,70 |
124,13 |
3,72 |
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 |
3,100 |
3,100 |
3,100 |
10 |
DS1017 |
PL0000104543 |
0/1 |
1 |
3,050 |
3,060 |
3,052 |
250 |
PS0416 |
PL0000106340 |
0/1 |
1 |
3,060 |
3,060 |
3,060 |
10 |
DS1023 |
PL0000107264 |
0/1 |
1 |
3,000 |
3,000 |
3,000 |
85 |
WS0922 |
PL0000102646 |
1/4 |
3 |
3,050 |
3,080 |
3,068 |
260 |
DS1017 |
PL0000104543 |
1/4 |
3 |
3,060 |
3,060 |
3,060 |
60 |
DS1019 |
PL0000105441 |
1/4 |
3 |
3,060 |
3,080 |
3,068 |
160 |
DS1020 |
PL0000106126 |
1/4 |
3 |
3,100 |
3,100 |
3,100 |
150 |
DS1021 |
PL0000106670 |
1/4 |
3 |
3,060 |
3,060 |
3,060 |
100 |
OK0714 |
PL0000107009 |
1/4 |
3 |
3,000 |
3,000 |
3,000 |
90 |
DS1023 |
PL0000107264 |
1/4 |
3 |
3,000 |
3,000 |
3,000 |
200 |
PS0418 |
PL0000107314 |
1/4 |
3 |
3,100 |
3,100 |
3,100 |
40 |
WZ0117 |
PL0000106936 |
1/4 |
3 |
3,100 |
3,100 |
3,100 |
100 |
OK0714 |
PL0000107009 |
0/4 |
4 |
2,800 |
2,800 |
2,800 |
20 |
PS0413 |
PL0000105037 |
1/5 |
4 |
3,120 |
3,140 |
3,125 |
550 |
WS0922 |
PL0000102646 |
1/8 |
7 |
3,080 |
3,080 |
3,080 |
30 |
DS1013 |
PL0000102836 |
1/8 |
7 |
3,060 |
3,070 |
3,066 |
250 |
DS1015 |
PL0000103602 |
1/8 |
7 |
3,080 |
3,080 |
3,080 |
220 |
DS1017 |
PL0000104543 |
1/8 |
7 |
3,080 |
3,080 |
3,080 |
700 |
DS1019 |
PL0000105441 |
1/8 |
7 |
3,080 |
3,080 |
3,080 |
200 |
PS0416 |
PL0000106340 |
1/8 |
7 |
3,080 |
3,080 |
3,080 |
90 |
PS1016 |
PL0000106795 |
1/8 |
7 |
3,060 |
3,060 |
3,060 |
10 |
PS0417 |
PL0000107058 |
1/8 |
7 |
3,080 |
3,080 |
3,080 |
30 |
DS1023 |
PL0000107264 |
1/8 |
7 |
3,050 |
3,050 |
3,050 |
280 |
PS0418 |
PL0000107314 |
1/8 |
7 |
3,080 |
3,130 |
3,110 |
570 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
3,100 |
3,100 |
3,100 |
110 |
TOTAL |
4 575 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/4 |
3 |
3,270 |
3,270 |
3,270 |
1 000 |
TOTAL |
1 000 |