2013-04-17 |
MARKET DATA |
No 74 (2108) |
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 |
2 082,50 |
2 276,39 |
137 |
2 980,00 |
3 262,12 |
40 |
5 062,50 |
5 538,51 |
177 |
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 |
100,02 |
100,03 |
100,02 |
100,02 |
100,02 |
100,02 |
100,02 |
15 000 |
15,78 |
1 |
OK0713 |
PL0000106563 |
99,20 |
99,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,95 |
101,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
97,81 |
97,83 |
97,83 |
97,83 |
97,83 |
97,83 |
97,83 |
60 000 |
58,70 |
1 |
PS0414 |
PL0000105433 |
102,83 |
102,81 |
102,83 |
102,83 |
102,82 |
102,83 |
102,83 |
115 000 |
124,76 |
4 |
OK0714 |
PL0000107009 |
96,56 |
96,56 |
96,56 |
96,56 |
96,56 |
96,56 |
96,56 |
137 500 |
132,77 |
6 |
PS0415 |
PL0000105953 |
105,09 |
105,00 |
105,00 |
105,09 |
105,00 |
105,08 |
105,04 |
330 000 |
364,49 |
10 |
OK0715 |
PL0000107405 |
93,73 |
93,71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
108,00 |
107,95 |
107,97 |
108,00 |
107,97 |
108,00 |
107,98 |
30 000 |
33,30 |
2 |
PS0416 |
PL0000106340 |
105,95 |
105,85 |
105,85 |
105,94 |
105,85 |
105,94 |
105,91 |
15 000 |
16,62 |
2 |
PS1016 |
PL0000106795 |
105,93 |
105,79 |
105,79 |
105,93 |
105,79 |
105,87 |
105,85 |
165 000 |
178,43 |
13 |
PS0417 |
PL0000107058 |
106,65 |
106,57 |
106,75 |
106,78 |
106,75 |
106,78 |
106,77 |
50 000 |
55,72 |
3 |
DS1017 |
PL0000104543 |
109,65 |
109,33 |
109,50 |
109,65 |
109,50 |
109,64 |
109,57 |
220 000 |
246,62 |
16 |
PS0418 |
PL0000107314 |
103,40 |
103,15 |
103,20 |
103,50 |
103,11 |
103,50 |
103,27 |
310 000 |
331,58 |
20 |
DS1019 |
PL0000105441 |
113,77 |
113,52 |
113,60 |
113,85 |
113,57 |
113,85 |
113,67 |
60 000 |
69,79 |
5 |
DS1020 |
PL0000106126 |
113,30 |
113,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
117,50 |
117,33 |
117,25 |
117,55 |
117,25 |
117,55 |
117,50 |
105 000 |
126,28 |
9 |
WS0922 |
PL0000102646 |
118,50 |
118,30 |
118,30 |
118,40 |
118,30 |
118,40 |
118,35 |
20 000 |
24,33 |
2 |
DS1023 |
PL0000107264 |
104,55 |
104,23 |
104,35 |
104,70 |
104,30 |
104,70 |
104,42 |
310 000 |
329,67 |
31 |
WS0429 |
PL0000105391 |
124,86 |
121,99 |
124,40 |
124,49 |
124,27 |
124,30 |
124,35 |
90 000 |
117,00 |
9 |
WS0437 |
PL0000104857 |
117,25 |
118,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,45 |
105,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,00 |
110,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,36 |
100,38 |
100,39 |
100,39 |
100,39 |
100,39 |
100,39 |
10 000 |
10,13 |
1 |
WZ0117 |
PL0000106936 |
100,45 |
100,47 |
100,45 |
100,45 |
100,45 |
100,45 |
100,45 |
20 000 |
20,27 |
1 |
WZ0118 |
PL0000104717 |
100,38 |
100,42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,73 |
99,75 |
99,73 |
99,73 |
99,73 |
99,73 |
99,73 |
20 000 |
20,13 |
1 |
WZ0124 |
PL0000107454 |
98,89 |
98,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
2 082 500 |
2 276,39 |
137 |
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 |
104,35 |
104,40 |
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 |
110,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
121,85 |
121,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
100,95 |
101,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,65 |
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 |
118,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
111,05 |
111,20 |
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 |
40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
131 |
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 |
99,26 |
3,15 |
2,81 |
99,22 |
2,96 |
DS1013 |
PL0000102836 |
100,94 |
101,08 |
3,07 |
2,80 |
101,01 |
2,94 |
OK0114 |
PL0000106712 |
97,74 |
97,86 |
3,00 |
2,84 |
97,80 |
2,92 |
PS0414 |
PL0000105433 |
102,75 |
102,85 |
2,96 |
2,86 |
102,80 |
2,91 |
OK0714 |
PL0000107009 |
96,48 |
96,59 |
2,87 |
2,78 |
96,54 |
2,82 |
WZ0115 |
PL0000106480 |
100,31 |
100,43 |
--- |
--- |
100,37 |
--- |
PS0415 |
PL0000105953 |
104,97 |
105,07 |
2,93 |
2,88 |
105,02 |
2,90 |
OK0715 |
PL0000107405 |
93,65 |
93,77 |
2,94 |
2,88 |
93,71 |
2,91 |
DS1015 |
PL0000103602 |
107,83 |
108,02 |
2,96 |
2,89 |
107,93 |
2,92 |
PS0416 |
PL0000106340 |
105,72 |
105,88 |
2,99 |
2,93 |
105,80 |
2,96 |
IZ0816 |
PL0000103529 |
105,30 |
106,01 |
--- |
--- |
105,66 |
--- |
PS1016 |
PL0000106795 |
105,73 |
105,87 |
3,00 |
2,96 |
105,80 |
2,98 |
WZ0117 |
PL0000106936 |
100,41 |
100,56 |
--- |
--- |
100,49 |
--- |
PS0417 |
PL0000107058 |
106,45 |
106,64 |
3,02 |
2,97 |
106,55 |
2,99 |
DS1017 |
PL0000104543 |
109,30 |
109,53 |
3,01 |
2,96 |
109,42 |
2,98 |
WZ0118 |
PL0000104717 |
100,31 |
100,50 |
--- |
--- |
100,41 |
--- |
PS0418 |
PL0000107314 |
103,21 |
103,39 |
3,05 |
3,01 |
103,30 |
3,03 |
DS1019 |
PL0000105441 |
113,46 |
113,73 |
3,18 |
3,13 |
113,60 |
3,15 |
DS1020 |
PL0000106126 |
112,97 |
113,32 |
3,27 |
3,22 |
113,15 |
3,25 |
WZ0121 |
PL0000106068 |
99,70 |
99,90 |
--- |
--- |
99,80 |
--- |
DS1021 |
PL0000106670 |
117,25 |
117,50 |
3,38 |
3,35 |
117,38 |
3,36 |
WS0922 |
PL0000102646 |
118,28 |
118,61 |
3,44 |
3,40 |
118,45 |
3,42 |
IZ0823 |
PL0000105359 |
110,55 |
111,22 |
--- |
--- |
110,89 |
--- |
DS1023 |
PL0000107264 |
104,26 |
104,59 |
3,50 |
3,47 |
104,43 |
3,49 |
WS0429 |
PL0000105391 |
124,22 |
124,75 |
3,71 |
3,68 |
124,49 |
3,69 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
99,18 |
99,26 |
3,11 |
2,81 |
99,22 |
2,96 |
DS1013 |
PL0000102836 |
100,94 |
101,04 |
3,07 |
2,88 |
100,99 |
2,98 |
OK0114 |
PL0000106712 |
97,78 |
97,86 |
2,95 |
2,84 |
97,82 |
2,89 |
PS0414 |
PL0000105433 |
102,80 |
102,89 |
2,91 |
2,82 |
102,85 |
2,86 |
OK0714 |
PL0000107009 |
96,53 |
96,67 |
2,83 |
2,71 |
96,60 |
2,77 |
WZ0115 |
PL0000106480 |
100,30 |
100,42 |
--- |
--- |
100,36 |
--- |
PS0415 |
PL0000105953 |
105,02 |
105,09 |
2,90 |
2,87 |
105,06 |
2,88 |
OK0715 |
PL0000107405 |
93,70 |
93,85 |
2,91 |
2,84 |
93,78 |
2,87 |
DS1015 |
PL0000103602 |
107,92 |
108,04 |
2,93 |
2,88 |
107,98 |
2,90 |
PS0416 |
PL0000106340 |
105,87 |
106,08 |
2,94 |
2,86 |
105,98 |
2,90 |
IZ0816 |
PL0000103529 |
105,33 |
105,90 |
--- |
--- |
105,62 |
--- |
PS1016 |
PL0000106795 |
105,85 |
106,08 |
2,97 |
2,90 |
105,97 |
2,93 |
WZ0117 |
PL0000106936 |
100,35 |
100,52 |
--- |
--- |
100,44 |
--- |
PS0417 |
PL0000107058 |
106,60 |
106,78 |
2,98 |
2,93 |
106,69 |
2,96 |
DS1017 |
PL0000104543 |
109,45 |
109,64 |
2,98 |
2,93 |
109,55 |
2,95 |
WZ0118 |
PL0000104717 |
100,29 |
100,48 |
--- |
--- |
100,39 |
--- |
PS0418 |
PL0000107314 |
103,27 |
103,48 |
3,04 |
2,99 |
103,38 |
3,01 |
DS1019 |
PL0000105441 |
113,59 |
113,84 |
3,16 |
3,12 |
113,72 |
3,13 |
DS1020 |
PL0000106126 |
113,02 |
113,42 |
3,26 |
3,21 |
113,22 |
3,24 |
WZ0121 |
PL0000106068 |
99,62 |
99,81 |
--- |
--- |
99,72 |
--- |
DS1021 |
PL0000106670 |
117,26 |
117,55 |
3,38 |
3,34 |
117,41 |
3,36 |
WS0922 |
PL0000102646 |
118,33 |
118,77 |
3,44 |
3,39 |
118,55 |
3,41 |
IZ0823 |
PL0000105359 |
110,71 |
111,37 |
--- |
--- |
111,04 |
--- |
DS1023 |
PL0000107264 |
104,30 |
104,58 |
3,50 |
3,47 |
104,44 |
3,48 |
WS0429 |
PL0000105391 |
124,12 |
124,82 |
3,72 |
3,67 |
124,47 |
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) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
0/1 |
1 |
2,930 |
2,930 |
2,930 |
30 |
DS1020 |
PL0000106126 |
0/1 |
1 |
3,060 |
3,060 |
3,060 |
30 |
OK0714 |
PL0000107009 |
0/1 |
1 |
2,950 |
2,950 |
2,950 |
40 |
PS0417 |
PL0000107058 |
0/1 |
1 |
3,060 |
3,060 |
3,060 |
220 |
DS1023 |
PL0000107264 |
0/1 |
1 |
3,060 |
3,060 |
3,060 |
80 |
OK0715 |
PL0000107405 |
0/1 |
1 |
3,060 |
3,060 |
3,060 |
50 |
WS0922 |
PL0000102646 |
1/2 |
1 |
3,050 |
3,050 |
3,050 |
110 |
DS1015 |
PL0000103602 |
1/2 |
1 |
3,060 |
3,060 |
3,060 |
245 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,900 |
3,100 |
3,013 |
660 |
PS0414 |
PL0000105433 |
1/2 |
1 |
3,050 |
3,050 |
3,050 |
80 |
DS1019 |
PL0000105441 |
1/2 |
1 |
3,060 |
3,100 |
3,086 |
245 |
PS0415 |
PL0000105953 |
1/2 |
1 |
3,050 |
3,050 |
3,050 |
10 |
PS0416 |
PL0000106340 |
1/2 |
1 |
3,060 |
3,100 |
3,092 |
105 |
DS1021 |
PL0000106670 |
1/2 |
1 |
3,060 |
3,060 |
3,060 |
105 |
PS1016 |
PL0000106795 |
1/2 |
1 |
3,060 |
3,060 |
3,060 |
15 |
PS0417 |
PL0000107058 |
1/2 |
1 |
3,060 |
3,060 |
3,060 |
25 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
3,050 |
3,050 |
3,050 |
120 |
WZ0115 |
PL0000106480 |
1/2 |
1 |
3,060 |
3,060 |
3,060 |
10 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
3,050 |
3,050 |
3,050 |
100 |
DS1015 |
PL0000103602 |
1/8 |
7 |
3,060 |
3,060 |
3,060 |
330 |
OK0714 |
PL0000107009 |
1/8 |
7 |
3,000 |
3,000 |
3,000 |
20 |
OK0715 |
PL0000107405 |
1/8 |
7 |
3,120 |
3,120 |
3,120 |
205 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
3,050 |
3,050 |
3,050 |
15 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
2,900 |
2,900 |
2,900 |
30 |
DS1017 |
PL0000104543 |
2/9 |
7 |
3,100 |
3,100 |
3,100 |
100 |
TOTAL |
2 980 |