2013-04-12 |
MARKET DATA |
No 71 (2105) |
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 |
1 057,50 |
1 179,76 |
82 |
1 440,00 |
1 558,25 |
18 |
2 497,50 |
2 738,01 |
100 |
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 |
100,04 |
100,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
99,16 |
99,17 |
99,17 |
99,17 |
99,17 |
99,17 |
99,17 |
10 000 |
9,92 |
1 |
DS1013 |
PL0000102836 |
100,96 |
101,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
97,68 |
97,68 |
97,68 |
97,68 |
97,68 |
97,68 |
97,68 |
50 000 |
48,84 |
1 |
PS0414 |
PL0000105433 |
102,68 |
102,71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
96,36 |
96,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,83 |
104,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
93,45 |
93,48 |
93,48 |
93,48 |
93,48 |
93,48 |
93,48 |
25 000 |
23,37 |
1 |
DS1015 |
PL0000103602 |
107,66 |
107,70 |
107,70 |
107,70 |
107,70 |
107,70 |
107,70 |
15 000 |
16,60 |
1 |
PS0416 |
PL0000106340 |
105,56 |
105,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,44 |
105,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,15 |
106,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,90 |
108,76 |
108,89 |
108,89 |
108,89 |
108,89 |
108,89 |
10 000 |
11,14 |
1 |
PS0418 |
PL0000107314 |
102,81 |
102,68 |
102,72 |
102,83 |
102,65 |
102,83 |
102,70 |
285 000 |
303,12 |
20 |
DS1019 |
PL0000105441 |
113,15 |
112,91 |
113,00 |
113,01 |
113,00 |
113,01 |
113,01 |
20 000 |
23,12 |
2 |
DS1020 |
PL0000106126 |
112,60 |
112,49 |
112,55 |
112,55 |
112,50 |
112,50 |
112,52 |
110 000 |
126,50 |
9 |
DS1021 |
PL0000106670 |
116,80 |
116,65 |
116,70 |
116,76 |
116,63 |
116,65 |
116,67 |
210 000 |
250,72 |
17 |
WS0922 |
PL0000102646 |
117,75 |
117,55 |
117,75 |
117,80 |
117,61 |
117,80 |
117,76 |
105 000 |
127,04 |
9 |
DS1023 |
PL0000107264 |
103,90 |
103,65 |
103,59 |
103,90 |
103,47 |
103,90 |
103,68 |
90 000 |
95,02 |
8 |
WS0429 |
PL0000105391 |
123,85 |
123,59 |
123,75 |
123,75 |
123,65 |
123,75 |
123,73 |
45 000 |
58,20 |
5 |
WS0437 |
PL0000104857 |
116,90 |
118,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,35 |
105,58 |
105,35 |
105,35 |
105,35 |
105,35 |
105,35 |
10 000 |
13,67 |
1 |
IZ0823 |
PL0000105359 |
110,40 |
110,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,34 |
100,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,41 |
100,49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,29 |
100,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,70 |
99,75 |
99,75 |
99,75 |
99,75 |
99,75 |
99,75 |
20 000 |
20,13 |
1 |
WZ0124 |
PL0000107454 |
98,86 |
98,85 |
98,85 |
98,86 |
98,85 |
98,86 |
98,86 |
52 500 |
52,37 |
5 |
TOTAL |
1 057 500 |
1 179,76 |
82 |
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 |
104,42 |
104,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
107,70 |
107,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
110,25 |
110,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
121,70 |
121,80 |
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 |
115,35 |
115,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
117,50 |
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 |
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 |
43 |
3,25 |
3,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
71 |
3,25 |
2,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
134 |
3,25 |
2,90 |
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 |
99,12 |
99,22 |
3,24 |
2,87 |
99,17 |
3,05 |
DS1013 |
PL0000102836 |
100,92 |
101,05 |
3,14 |
2,89 |
100,99 |
3,01 |
OK0114 |
PL0000106712 |
97,63 |
97,75 |
3,12 |
2,96 |
97,69 |
3,04 |
PS0414 |
PL0000105433 |
102,64 |
102,78 |
3,09 |
2,95 |
102,71 |
3,02 |
OK0714 |
PL0000107009 |
96,31 |
96,48 |
3,00 |
2,85 |
96,40 |
2,92 |
WZ0115 |
PL0000106480 |
100,30 |
100,42 |
--- |
--- |
100,36 |
--- |
PS0415 |
PL0000105953 |
104,75 |
104,91 |
3,04 |
2,96 |
104,83 |
3,00 |
OK0715 |
PL0000107405 |
93,39 |
93,53 |
3,05 |
2,99 |
93,46 |
3,02 |
DS1015 |
PL0000103602 |
107,60 |
107,76 |
3,06 |
3,00 |
107,68 |
3,03 |
PS0416 |
PL0000106340 |
105,42 |
105,63 |
3,09 |
3,02 |
105,53 |
3,05 |
IZ0816 |
PL0000103529 |
105,21 |
105,90 |
--- |
--- |
105,56 |
--- |
PS1016 |
PL0000106795 |
105,30 |
105,55 |
3,13 |
3,06 |
105,43 |
3,09 |
WZ0117 |
PL0000106936 |
100,37 |
100,53 |
--- |
--- |
100,45 |
--- |
PS0417 |
PL0000107058 |
105,90 |
106,18 |
3,16 |
3,09 |
106,04 |
3,13 |
DS1017 |
PL0000104543 |
108,78 |
109,01 |
3,13 |
3,08 |
108,90 |
3,11 |
WZ0118 |
PL0000104717 |
100,26 |
100,44 |
--- |
--- |
100,35 |
--- |
PS0418 |
PL0000107314 |
102,66 |
102,84 |
3,17 |
3,13 |
102,75 |
3,15 |
DS1019 |
PL0000105441 |
112,85 |
113,23 |
3,28 |
3,22 |
113,04 |
3,25 |
DS1020 |
PL0000106126 |
112,49 |
112,79 |
3,34 |
3,30 |
112,64 |
3,32 |
WZ0121 |
PL0000106068 |
99,55 |
99,80 |
--- |
--- |
99,68 |
--- |
DS1021 |
PL0000106670 |
116,63 |
117,04 |
3,46 |
3,41 |
116,84 |
3,43 |
WS0922 |
PL0000102646 |
117,56 |
117,93 |
3,53 |
3,48 |
117,75 |
3,50 |
IZ0823 |
PL0000105359 |
110,12 |
111,03 |
--- |
--- |
110,58 |
--- |
DS1023 |
PL0000107264 |
103,54 |
103,94 |
3,59 |
3,54 |
103,74 |
3,56 |
WS0429 |
PL0000105391 |
123,77 |
124,53 |
3,75 |
3,69 |
124,15 |
3,72 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
99,14 |
99,20 |
3,17 |
2,94 |
99,17 |
3,05 |
DS1013 |
PL0000102836 |
100,94 |
101,04 |
3,10 |
2,91 |
100,99 |
3,01 |
OK0114 |
PL0000106712 |
97,64 |
97,73 |
3,11 |
2,99 |
97,69 |
3,04 |
PS0414 |
PL0000105433 |
102,66 |
102,79 |
3,07 |
2,94 |
102,73 |
3,00 |
OK0714 |
PL0000107009 |
96,34 |
96,48 |
2,97 |
2,85 |
96,41 |
2,91 |
WZ0115 |
PL0000106480 |
100,30 |
100,41 |
--- |
--- |
100,36 |
--- |
PS0415 |
PL0000105953 |
104,77 |
104,91 |
3,03 |
2,96 |
104,84 |
3,00 |
OK0715 |
PL0000107405 |
93,39 |
93,51 |
3,05 |
2,99 |
93,45 |
3,02 |
DS1015 |
PL0000103602 |
107,62 |
107,73 |
3,06 |
3,01 |
107,68 |
3,03 |
PS0416 |
PL0000106340 |
105,47 |
105,64 |
3,07 |
3,02 |
105,56 |
3,04 |
IZ0816 |
PL0000103529 |
105,22 |
105,86 |
--- |
--- |
105,54 |
--- |
PS1016 |
PL0000106795 |
105,40 |
105,56 |
3,10 |
3,06 |
105,48 |
3,08 |
WZ0117 |
PL0000106936 |
100,37 |
100,53 |
--- |
--- |
100,45 |
--- |
PS0417 |
PL0000107058 |
106,00 |
106,19 |
3,14 |
3,09 |
106,10 |
3,11 |
DS1017 |
PL0000104543 |
108,72 |
108,96 |
3,15 |
3,09 |
108,84 |
3,12 |
WZ0118 |
PL0000104717 |
100,26 |
100,43 |
--- |
--- |
100,35 |
--- |
PS0418 |
PL0000107314 |
102,67 |
102,85 |
3,16 |
3,13 |
102,76 |
3,15 |
DS1019 |
PL0000105441 |
112,81 |
113,15 |
3,28 |
3,23 |
112,98 |
3,25 |
DS1020 |
PL0000106126 |
112,31 |
112,68 |
3,37 |
3,31 |
112,50 |
3,34 |
WZ0121 |
PL0000106068 |
99,64 |
99,86 |
--- |
--- |
99,75 |
--- |
DS1021 |
PL0000106670 |
116,48 |
116,85 |
3,48 |
3,43 |
116,67 |
3,45 |
WS0922 |
PL0000102646 |
117,47 |
117,80 |
3,54 |
3,50 |
117,64 |
3,52 |
IZ0823 |
PL0000105359 |
110,20 |
110,99 |
--- |
--- |
110,60 |
--- |
DS1023 |
PL0000107264 |
103,52 |
103,79 |
3,59 |
3,56 |
103,66 |
3,57 |
WS0429 |
PL0000105391 |
123,36 |
124,09 |
3,78 |
3,72 |
123,73 |
3,75 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
3/4 |
1 |
3,020 |
3,020 |
3,020 |
240 |
DS1013 |
PL0000102836 |
3/4 |
1 |
3,080 |
3,080 |
3,080 |
115 |
DS1015 |
PL0000103602 |
3/4 |
1 |
3,050 |
3,050 |
3,050 |
15 |
DS1019 |
PL0000105441 |
3/4 |
1 |
3,050 |
3,080 |
3,077 |
180 |
OK0714 |
PL0000107009 |
3/4 |
1 |
3,000 |
3,000 |
3,000 |
20 |
WZ0117 |
PL0000106936 |
3/4 |
1 |
3,100 |
3,100 |
3,100 |
100 |
DS1017 |
PL0000104543 |
0/3 |
3 |
3,050 |
3,050 |
3,050 |
20 |
PS0415 |
PL0000105953 |
0/5 |
5 |
3,070 |
3,070 |
3,070 |
20 |
WS0922 |
PL0000102646 |
3/10 |
7 |
3,070 |
3,070 |
3,070 |
100 |
PS0415 |
PL0000105953 |
3/10 |
7 |
3,090 |
3,090 |
3,090 |
20 |
PS1016 |
PL0000106795 |
3/10 |
7 |
3,100 |
3,100 |
3,100 |
100 |
OK0714 |
PL0000107009 |
4/11 |
7 |
3,100 |
3,100 |
3,100 |
100 |
WZ0121 |
PL0000106068 |
4/11 |
7 |
3,100 |
3,120 |
3,115 |
410 |
TOTAL |
1 440 |