2013-04-16 |
MARKET DATA |
No 73 (2107) |
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 |
1 690,00 |
1 853,64 |
95 |
1 185,00 |
1 328,87 |
20 |
2 875,00 |
3 182,51 |
115 |
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 |
1 |
OK0713 |
PL0000106563 |
99,19 |
99,20 |
99,19 |
99,19 |
99,18 |
99,18 |
99,19 |
110 000 |
109,11 |
4 |
DS1013 |
PL0000102836 |
100,96 |
101,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
97,75 |
97,77 |
97,75 |
97,75 |
97,75 |
97,75 |
97,75 |
10 000 |
9,78 |
1 |
PS0414 |
PL0000105433 |
102,78 |
102,80 |
102,78 |
102,78 |
102,78 |
102,78 |
102,78 |
50 000 |
54,21 |
1 |
OK0714 |
PL0000107009 |
96,46 |
96,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,96 |
104,95 |
104,95 |
104,96 |
104,90 |
104,90 |
104,95 |
220 000 |
242,76 |
7 |
OK0715 |
PL0000107405 |
93,65 |
93,65 |
93,66 |
93,66 |
93,66 |
93,66 |
93,66 |
70 000 |
65,56 |
3 |
DS1015 |
PL0000103602 |
107,87 |
107,85 |
107,86 |
107,87 |
107,86 |
107,86 |
107,86 |
130 000 |
144,14 |
6 |
PS0416 |
PL0000106340 |
105,75 |
105,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,77 |
105,70 |
105,73 |
105,75 |
105,73 |
105,73 |
105,73 |
255 000 |
275,43 |
9 |
PS0417 |
PL0000107058 |
106,49 |
106,45 |
106,54 |
106,54 |
106,42 |
106,42 |
106,48 |
160 000 |
177,82 |
6 |
DS1017 |
PL0000104543 |
109,32 |
109,25 |
109,31 |
109,32 |
109,31 |
109,32 |
109,31 |
30 000 |
33,55 |
2 |
PS0418 |
PL0000107314 |
103,24 |
103,20 |
103,20 |
103,20 |
103,15 |
103,15 |
103,18 |
50 000 |
53,43 |
3 |
DS1019 |
PL0000105441 |
113,45 |
113,49 |
113,60 |
113,61 |
113,60 |
113,61 |
113,61 |
30 000 |
34,87 |
2 |
DS1020 |
PL0000106126 |
113,00 |
112,98 |
113,00 |
113,01 |
112,75 |
112,75 |
112,90 |
50 000 |
57,71 |
4 |
DS1021 |
PL0000106670 |
117,35 |
117,15 |
117,27 |
117,41 |
117,15 |
117,15 |
117,35 |
95 000 |
114,10 |
10 |
WS0922 |
PL0000102646 |
118,40 |
116,64 |
118,50 |
118,50 |
118,09 |
118,09 |
118,27 |
60 000 |
72,92 |
5 |
DS1023 |
PL0000107264 |
104,39 |
104,15 |
104,49 |
104,52 |
104,15 |
104,15 |
104,26 |
235 000 |
249,52 |
18 |
WS0429 |
PL0000105391 |
124,45 |
124,25 |
124,29 |
124,29 |
124,25 |
124,25 |
124,27 |
30 000 |
38,97 |
3 |
WS0437 |
PL0000104857 |
117,80 |
118,30 |
117,80 |
117,80 |
117,80 |
117,80 |
117,80 |
5 000 |
6,14 |
1 |
IZ0816 |
PL0000103529 |
105,45 |
105,84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,91 |
110,95 |
110,95 |
111,00 |
110,85 |
110,85 |
110,96 |
45 000 |
58,46 |
6 |
WZ0115 |
PL0000106480 |
100,36 |
100,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,46 |
100,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,31 |
100,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,70 |
99,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,85 |
98,90 |
98,90 |
98,90 |
98,90 |
98,90 |
98,90 |
50 000 |
49,91 |
3 |
TOTAL |
1 690 000 |
1 853,64 |
95 |
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 |
104,38 |
104,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
107,72 |
107,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
110,35 |
110,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
121,70 |
121,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,60 |
116,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
115,55 |
115,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
117,90 |
117,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
110,90 |
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 |
41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
132 |
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 |
99,17 |
99,24 |
3,12 |
2,85 |
99,21 |
2,97 |
DS1013 |
PL0000102836 |
100,94 |
101,07 |
3,08 |
2,83 |
101,01 |
2,95 |
OK0114 |
PL0000106712 |
97,70 |
97,81 |
3,05 |
2,90 |
97,76 |
2,97 |
PS0414 |
PL0000105433 |
102,73 |
102,82 |
2,99 |
2,90 |
102,78 |
2,94 |
OK0714 |
PL0000107009 |
96,42 |
96,56 |
2,92 |
2,80 |
96,49 |
2,86 |
WZ0115 |
PL0000106480 |
100,31 |
100,42 |
--- |
--- |
100,37 |
--- |
PS0415 |
PL0000105953 |
104,85 |
104,97 |
2,99 |
2,93 |
104,91 |
2,96 |
OK0715 |
PL0000107405 |
93,54 |
93,69 |
2,99 |
2,91 |
93,62 |
2,95 |
DS1015 |
PL0000103602 |
107,73 |
107,88 |
3,01 |
2,95 |
107,81 |
2,97 |
PS0416 |
PL0000106340 |
105,63 |
105,78 |
3,02 |
2,97 |
105,71 |
2,99 |
IZ0816 |
PL0000103529 |
105,26 |
106,08 |
--- |
--- |
105,67 |
--- |
PS1016 |
PL0000106795 |
105,58 |
105,76 |
3,05 |
2,99 |
105,67 |
3,02 |
WZ0117 |
PL0000106936 |
100,40 |
100,54 |
--- |
--- |
100,47 |
--- |
PS0417 |
PL0000107058 |
106,36 |
106,51 |
3,04 |
3,00 |
106,44 |
3,02 |
DS1017 |
PL0000104543 |
109,15 |
109,32 |
3,05 |
3,01 |
109,24 |
3,03 |
WZ0118 |
PL0000104717 |
100,27 |
100,45 |
--- |
--- |
100,36 |
--- |
PS0418 |
PL0000107314 |
103,16 |
103,32 |
3,06 |
3,03 |
103,24 |
3,04 |
DS1019 |
PL0000105441 |
113,39 |
113,63 |
3,19 |
3,15 |
113,51 |
3,17 |
DS1020 |
PL0000106126 |
112,95 |
113,20 |
3,27 |
3,24 |
113,08 |
3,26 |
WZ0121 |
PL0000106068 |
99,64 |
99,85 |
--- |
--- |
99,75 |
--- |
DS1021 |
PL0000106670 |
117,29 |
117,46 |
3,38 |
3,35 |
117,38 |
3,36 |
WS0922 |
PL0000102646 |
118,25 |
118,66 |
3,45 |
3,40 |
118,46 |
3,42 |
IZ0823 |
PL0000105359 |
110,40 |
111,25 |
--- |
--- |
110,83 |
--- |
DS1023 |
PL0000107264 |
104,26 |
104,61 |
3,50 |
3,47 |
104,44 |
3,48 |
WS0429 |
PL0000105391 |
124,25 |
125,06 |
3,71 |
3,65 |
124,66 |
3,68 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
99,16 |
99,24 |
3,16 |
2,85 |
99,20 |
3,00 |
DS1013 |
PL0000102836 |
100,92 |
101,06 |
3,12 |
2,85 |
100,99 |
2,99 |
OK0114 |
PL0000106712 |
97,70 |
97,81 |
3,05 |
2,90 |
97,76 |
2,97 |
PS0414 |
PL0000105433 |
102,74 |
102,83 |
2,98 |
2,89 |
102,79 |
2,93 |
OK0714 |
PL0000107009 |
96,43 |
96,54 |
2,91 |
2,81 |
96,49 |
2,86 |
WZ0115 |
PL0000106480 |
100,29 |
100,42 |
--- |
--- |
100,36 |
--- |
PS0415 |
PL0000105953 |
104,91 |
105,02 |
2,96 |
2,90 |
104,97 |
2,93 |
OK0715 |
PL0000107405 |
93,60 |
93,70 |
2,96 |
2,91 |
93,65 |
2,93 |
DS1015 |
PL0000103602 |
107,78 |
107,96 |
2,99 |
2,92 |
107,87 |
2,95 |
PS0416 |
PL0000106340 |
105,65 |
105,85 |
3,01 |
2,94 |
105,75 |
2,98 |
IZ0816 |
PL0000103529 |
105,33 |
106,09 |
--- |
--- |
105,71 |
--- |
PS1016 |
PL0000106795 |
105,64 |
105,87 |
3,03 |
2,96 |
105,76 |
2,99 |
WZ0117 |
PL0000106936 |
100,39 |
100,53 |
--- |
--- |
100,46 |
--- |
PS0417 |
PL0000107058 |
106,36 |
106,58 |
3,04 |
2,99 |
106,47 |
3,01 |
DS1017 |
PL0000104543 |
109,11 |
109,33 |
3,06 |
3,01 |
109,22 |
3,03 |
WZ0118 |
PL0000104717 |
100,27 |
100,43 |
--- |
--- |
100,35 |
--- |
PS0418 |
PL0000107314 |
103,05 |
103,28 |
3,08 |
3,03 |
103,17 |
3,06 |
DS1019 |
PL0000105441 |
113,26 |
113,53 |
3,21 |
3,17 |
113,40 |
3,19 |
DS1020 |
PL0000106126 |
112,72 |
113,06 |
3,31 |
3,26 |
112,89 |
3,28 |
WZ0121 |
PL0000106068 |
99,66 |
99,86 |
--- |
--- |
99,76 |
--- |
DS1021 |
PL0000106670 |
116,87 |
117,24 |
3,43 |
3,38 |
117,06 |
3,40 |
WS0922 |
PL0000102646 |
118,05 |
118,26 |
3,47 |
3,44 |
118,16 |
3,46 |
IZ0823 |
PL0000105359 |
110,64 |
111,35 |
--- |
--- |
111,00 |
--- |
DS1023 |
PL0000107264 |
103,96 |
104,29 |
3,54 |
3,50 |
104,13 |
3,52 |
WS0429 |
PL0000105391 |
123,96 |
124,57 |
3,73 |
3,69 |
124,27 |
3,71 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
0/1 |
1 |
3,000 |
3,000 |
3,000 |
20 |
DS1020 |
PL0000106126 |
0/1 |
1 |
3,060 |
3,060 |
3,060 |
30 |
WS0922 |
PL0000102646 |
1/2 |
1 |
3,050 |
3,080 |
3,065 |
200 |
DS1015 |
PL0000103602 |
1/2 |
1 |
3,060 |
3,100 |
3,093 |
110 |
DS1017 |
PL0000104543 |
1/2 |
1 |
3,000 |
3,100 |
3,055 |
480 |
DS1019 |
PL0000105441 |
1/2 |
1 |
3,050 |
3,100 |
3,091 |
85 |
PS0416 |
PL0000106340 |
1/2 |
1 |
3,060 |
3,060 |
3,060 |
20 |
DS1021 |
PL0000106670 |
1/2 |
1 |
3,060 |
3,080 |
3,076 |
45 |
PS0417 |
PL0000107058 |
1/2 |
1 |
3,060 |
3,060 |
3,060 |
20 |
DS1023 |
PL0000107264 |
1/2 |
1 |
3,100 |
3,100 |
3,100 |
25 |
OK0714 |
PL0000107009 |
1/8 |
7 |
2,950 |
2,950 |
2,950 |
100 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
3,060 |
3,060 |
3,060 |
50 |
TOTAL |
1 185 |