2013-04-15 |
MARKET DATA |
No 72 (2106) |
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 |
930,00 |
966,74 |
52 |
3 505,00 |
3 770,53 |
32 |
4 435,00 |
4 737,28 |
84 |
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 |
100,03 |
100,04 |
100,03 |
100,03 |
100,03 |
100,03 |
100,03 |
5 000 |
5,26 |
2 |
OK0713 |
PL0000106563 |
99,17 |
99,19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,97 |
101,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
97,71 |
97,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,81 |
102,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
96,42 |
96,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,89 |
104,88 |
104,88 |
104,88 |
104,88 |
104,88 |
104,88 |
50 000 |
55,13 |
2 |
OK0715 |
PL0000107405 |
93,57 |
93,52 |
93,55 |
93,60 |
93,55 |
93,60 |
93,58 |
375 000 |
350,94 |
9 |
DS1015 |
PL0000103602 |
107,85 |
107,75 |
107,75 |
107,79 |
107,75 |
107,79 |
107,76 |
105 000 |
116,30 |
6 |
PS0416 |
PL0000106340 |
105,62 |
105,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,70 |
105,69 |
105,60 |
105,60 |
105,59 |
105,59 |
105,60 |
30 000 |
32,36 |
2 |
PS0417 |
PL0000107058 |
106,38 |
106,18 |
106,18 |
106,38 |
106,18 |
106,38 |
106,26 |
120 000 |
133,09 |
11 |
DS1017 |
PL0000104543 |
109,13 |
109,05 |
109,10 |
109,12 |
109,03 |
109,05 |
109,09 |
90 000 |
100,43 |
6 |
PS0418 |
PL0000107314 |
103,05 |
102,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,68 |
113,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,82 |
112,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
117,18 |
116,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,18 |
118,00 |
118,14 |
118,18 |
118,09 |
118,18 |
118,15 |
50 000 |
60,70 |
3 |
DS1023 |
PL0000107264 |
104,19 |
104,00 |
104,15 |
104,20 |
104,10 |
104,13 |
104,15 |
100 000 |
106,06 |
10 |
WS0429 |
PL0000105391 |
124,17 |
124,06 |
124,25 |
124,25 |
124,25 |
124,25 |
124,25 |
5 000 |
6,49 |
1 |
WS0437 |
PL0000104857 |
117,70 |
118,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,32 |
105,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,35 |
110,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,33 |
100,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,42 |
100,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,30 |
100,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,66 |
99,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,82 |
98,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
930 000 |
966,74 |
52 |
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 |
104,40 |
104,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
107,70 |
107,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
110,30 |
110,50 |
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 |
116,60 |
116,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
115,50 |
115,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
117,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
110,55 |
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 |
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 |
42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
133 |
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 |
99,22 |
3,24 |
2,90 |
99,18 |
3,05 |
DS1013 |
PL0000102836 |
100,92 |
101,09 |
3,13 |
2,81 |
101,01 |
2,96 |
OK0114 |
PL0000106712 |
97,66 |
97,79 |
3,09 |
2,91 |
97,73 |
3,00 |
PS0414 |
PL0000105433 |
102,68 |
102,82 |
3,04 |
2,91 |
102,75 |
2,98 |
OK0714 |
PL0000107009 |
96,36 |
96,51 |
2,96 |
2,83 |
96,44 |
2,89 |
WZ0115 |
PL0000106480 |
100,29 |
100,42 |
--- |
--- |
100,36 |
--- |
PS0415 |
PL0000105953 |
104,81 |
104,91 |
3,01 |
2,96 |
104,86 |
2,99 |
OK0715 |
PL0000107405 |
93,46 |
93,58 |
3,02 |
2,96 |
93,52 |
2,99 |
DS1015 |
PL0000103602 |
107,66 |
107,79 |
3,04 |
2,99 |
107,73 |
3,01 |
PS0416 |
PL0000106340 |
105,52 |
105,74 |
3,06 |
2,98 |
105,63 |
3,02 |
IZ0816 |
PL0000103529 |
105,21 |
105,85 |
--- |
--- |
105,53 |
--- |
PS1016 |
PL0000106795 |
105,47 |
105,73 |
3,08 |
3,00 |
105,60 |
3,04 |
WZ0117 |
PL0000106936 |
100,38 |
100,56 |
--- |
--- |
100,47 |
--- |
PS0417 |
PL0000107058 |
106,16 |
106,37 |
3,09 |
3,04 |
106,27 |
3,07 |
DS1017 |
PL0000104543 |
109,00 |
109,23 |
3,08 |
3,03 |
109,12 |
3,05 |
WZ0118 |
PL0000104717 |
100,25 |
100,45 |
--- |
--- |
100,35 |
--- |
PS0418 |
PL0000107314 |
102,87 |
103,14 |
3,12 |
3,06 |
103,01 |
3,09 |
DS1019 |
PL0000105441 |
113,16 |
113,52 |
3,23 |
3,17 |
113,34 |
3,20 |
DS1020 |
PL0000106126 |
112,58 |
112,99 |
3,33 |
3,27 |
112,79 |
3,30 |
WZ0121 |
PL0000106068 |
99,60 |
99,84 |
--- |
--- |
99,72 |
--- |
DS1021 |
PL0000106670 |
116,82 |
117,22 |
3,43 |
3,38 |
117,02 |
3,41 |
WS0922 |
PL0000102646 |
117,87 |
118,28 |
3,49 |
3,44 |
118,08 |
3,47 |
IZ0823 |
PL0000105359 |
110,14 |
110,94 |
--- |
--- |
110,54 |
--- |
DS1023 |
PL0000107264 |
103,80 |
104,20 |
3,56 |
3,51 |
104,00 |
3,53 |
WS0429 |
PL0000105391 |
123,62 |
124,34 |
3,76 |
3,71 |
123,98 |
3,73 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
99,13 |
99,22 |
3,24 |
2,90 |
99,18 |
3,05 |
DS1013 |
PL0000102836 |
100,96 |
101,11 |
3,05 |
2,77 |
101,04 |
2,90 |
OK0114 |
PL0000106712 |
97,69 |
97,79 |
3,05 |
2,91 |
97,74 |
2,98 |
PS0414 |
PL0000105433 |
102,70 |
102,82 |
3,03 |
2,91 |
102,76 |
2,97 |
OK0714 |
PL0000107009 |
96,40 |
96,54 |
2,93 |
2,81 |
96,47 |
2,87 |
WZ0115 |
PL0000106480 |
100,29 |
100,41 |
--- |
--- |
100,35 |
--- |
PS0415 |
PL0000105953 |
104,86 |
104,94 |
2,99 |
2,95 |
104,90 |
2,97 |
OK0715 |
PL0000107405 |
93,55 |
93,69 |
2,98 |
2,91 |
93,62 |
2,95 |
DS1015 |
PL0000103602 |
107,73 |
107,88 |
3,01 |
2,95 |
107,81 |
2,98 |
PS0416 |
PL0000106340 |
105,54 |
105,74 |
3,05 |
2,98 |
105,64 |
3,02 |
IZ0816 |
PL0000103529 |
105,15 |
105,85 |
--- |
--- |
105,50 |
--- |
PS1016 |
PL0000106795 |
105,56 |
105,74 |
3,05 |
3,00 |
105,65 |
3,03 |
WZ0117 |
PL0000106936 |
100,38 |
100,56 |
--- |
--- |
100,47 |
--- |
PS0417 |
PL0000107058 |
106,25 |
106,46 |
3,07 |
3,02 |
106,36 |
3,04 |
DS1017 |
PL0000104543 |
109,02 |
109,24 |
3,08 |
3,03 |
109,13 |
3,05 |
WZ0118 |
PL0000104717 |
100,26 |
100,45 |
--- |
--- |
100,36 |
--- |
PS0418 |
PL0000107314 |
103,02 |
103,27 |
3,09 |
3,04 |
103,15 |
3,06 |
DS1019 |
PL0000105441 |
113,25 |
113,51 |
3,21 |
3,17 |
113,38 |
3,19 |
DS1020 |
PL0000106126 |
112,73 |
113,06 |
3,31 |
3,26 |
112,90 |
3,28 |
WZ0121 |
PL0000106068 |
99,62 |
99,81 |
--- |
--- |
99,72 |
--- |
DS1021 |
PL0000106670 |
117,06 |
117,39 |
3,40 |
3,36 |
117,23 |
3,38 |
WS0922 |
PL0000102646 |
118,03 |
118,39 |
3,47 |
3,43 |
118,21 |
3,45 |
IZ0823 |
PL0000105359 |
110,13 |
110,96 |
--- |
--- |
110,55 |
--- |
DS1023 |
PL0000107264 |
104,09 |
104,39 |
3,52 |
3,49 |
104,24 |
3,51 |
WS0429 |
PL0000105391 |
124,08 |
124,72 |
3,72 |
3,68 |
124,40 |
3,70 |
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 |
0/1 |
1 |
3,060 |
3,060 |
3,060 |
30 |
DS1017 |
PL0000104543 |
0/1 |
1 |
3,060 |
3,060 |
3,060 |
130 |
OK0714 |
PL0000107009 |
0/1 |
1 |
2,800 |
3,000 |
2,850 |
120 |
DS1023 |
PL0000107264 |
0/1 |
1 |
3,060 |
3,060 |
3,060 |
340 |
PS0418 |
PL0000107314 |
0/1 |
1 |
3,060 |
3,060 |
3,060 |
10 |
WS0922 |
PL0000102646 |
1/2 |
1 |
3,060 |
3,060 |
3,060 |
185 |
DS1013 |
PL0000102836 |
1/2 |
1 |
3,050 |
3,050 |
3,050 |
115 |
DS1017 |
PL0000104543 |
1/2 |
1 |
3,060 |
3,060 |
3,060 |
240 |
PS0413 |
PL0000105037 |
1/2 |
1 |
3,060 |
3,080 |
3,062 |
550 |
WS0429 |
PL0000105391 |
1/2 |
1 |
3,000 |
3,000 |
3,000 |
50 |
DS1019 |
PL0000105441 |
1/2 |
1 |
3,060 |
3,060 |
3,060 |
85 |
PS0416 |
PL0000106340 |
1/2 |
1 |
3,060 |
3,060 |
3,060 |
20 |
DS1021 |
PL0000106670 |
1/2 |
1 |
3,060 |
3,060 |
3,060 |
25 |
PS1016 |
PL0000106795 |
1/2 |
1 |
3,060 |
3,060 |
3,060 |
10 |
OK0714 |
PL0000107009 |
1/2 |
1 |
3,000 |
3,000 |
3,000 |
30 |
DS1023 |
PL0000107264 |
1/2 |
1 |
3,060 |
3,060 |
3,060 |
290 |
WZ0117 |
PL0000106936 |
1/3 |
2 |
3,100 |
3,100 |
3,100 |
100 |
WS0922 |
PL0000102646 |
1/8 |
7 |
3,050 |
3,050 |
3,050 |
20 |
DS1019 |
PL0000105441 |
1/8 |
7 |
3,050 |
3,050 |
3,050 |
75 |
OK0714 |
PL0000107009 |
2/9 |
7 |
2,900 |
2,900 |
2,900 |
80 |
TOTAL |
2 505 |
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 |
3,270 |
3,270 |
3,270 |
1 000 |
TOTAL |
1 000 |