2013-04-18 |
MARKET DATA |
No 75 (2109) |
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 |
1 375,00 |
1 499,70 |
91 |
4 930,00 |
5 394,59 |
34 |
6 305,00 |
6 894,29 |
125 |
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 |
100,01 |
100,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
99,25 |
99,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,98 |
101,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
97,82 |
97,84 |
97,84 |
97,86 |
97,84 |
97,86 |
97,85 |
145 000 |
141,89 |
3 |
PS0414 |
PL0000105433 |
102,83 |
102,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
96,60 |
96,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
105,10 |
105,14 |
105,07 |
105,07 |
105,07 |
105,07 |
105,07 |
25 000 |
27,63 |
1 |
OK0715 |
PL0000107405 |
93,84 |
93,85 |
93,85 |
93,85 |
93,85 |
93,85 |
93,85 |
150 000 |
140,78 |
3 |
DS1015 |
PL0000103602 |
108,03 |
108,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
106,04 |
105,71 |
106,10 |
106,10 |
106,10 |
106,10 |
106,10 |
25 000 |
27,76 |
1 |
PS1016 |
PL0000106795 |
106,04 |
106,02 |
106,10 |
106,10 |
106,10 |
106,10 |
106,10 |
20 000 |
21,69 |
1 |
PS0417 |
PL0000107058 |
106,84 |
106,60 |
106,99 |
106,99 |
106,82 |
106,82 |
106,88 |
15 000 |
16,74 |
2 |
DS1017 |
PL0000104543 |
109,75 |
109,30 |
109,73 |
109,73 |
109,60 |
109,60 |
109,65 |
25 000 |
28,06 |
2 |
PS0418 |
PL0000107314 |
103,70 |
103,60 |
103,75 |
103,85 |
103,51 |
103,60 |
103,62 |
135 000 |
144,91 |
9 |
DS1019 |
PL0000105441 |
114,05 |
113,95 |
114,00 |
114,20 |
113,95 |
114,20 |
114,05 |
105 000 |
122,58 |
8 |
DS1020 |
PL0000106126 |
113,80 |
113,65 |
113,95 |
113,95 |
113,60 |
113,60 |
113,81 |
120 000 |
139,66 |
12 |
DS1021 |
PL0000106670 |
118,00 |
117,81 |
118,05 |
118,05 |
117,90 |
118,05 |
118,00 |
75 000 |
90,62 |
6 |
WS0922 |
PL0000102646 |
119,11 |
118,90 |
119,00 |
119,11 |
118,80 |
118,80 |
118,98 |
110 000 |
134,54 |
10 |
DS1023 |
PL0000107264 |
105,05 |
104,90 |
105,00 |
105,16 |
104,90 |
104,90 |
105,04 |
310 000 |
331,71 |
29 |
WS0429 |
PL0000105391 |
125,76 |
125,40 |
125,60 |
125,60 |
125,60 |
125,60 |
125,60 |
50 000 |
65,65 |
1 |
WS0437 |
PL0000104857 |
118,50 |
119,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,50 |
105,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,85 |
111,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,32 |
100,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,43 |
100,49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,36 |
100,42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,75 |
99,79 |
99,80 |
99,81 |
99,80 |
99,81 |
99,80 |
65 000 |
65,50 |
3 |
WZ0124 |
PL0000107454 |
98,90 |
98,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 375 000 |
1 499,70 |
91 |
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 |
104,28 |
104,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
107,70 |
107,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
110,35 |
110,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
121,95 |
122,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
101,20 |
101,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,75 |
116,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
115,85 |
115,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
118,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
111,25 |
111,25 |
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 |
37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
128 |
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 |
99,20 |
99,32 |
3,13 |
2,66 |
99,26 |
2,89 |
DS1013 |
PL0000102836 |
100,94 |
101,07 |
3,04 |
2,79 |
101,01 |
2,91 |
OK0114 |
PL0000106712 |
97,80 |
97,93 |
2,95 |
2,78 |
97,87 |
2,86 |
PS0414 |
PL0000105433 |
102,81 |
102,94 |
2,88 |
2,75 |
102,88 |
2,81 |
OK0714 |
PL0000107009 |
96,58 |
96,76 |
2,81 |
2,65 |
96,67 |
2,73 |
WZ0115 |
PL0000106480 |
100,29 |
100,43 |
--- |
--- |
100,36 |
--- |
PS0415 |
PL0000105953 |
105,07 |
105,22 |
2,87 |
2,79 |
105,15 |
2,83 |
OK0715 |
PL0000107405 |
93,76 |
93,92 |
2,90 |
2,82 |
93,84 |
2,86 |
DS1015 |
PL0000103602 |
107,93 |
108,20 |
2,91 |
2,81 |
108,07 |
2,86 |
PS0416 |
PL0000106340 |
105,99 |
106,23 |
2,89 |
2,81 |
106,11 |
2,85 |
IZ0816 |
PL0000103529 |
105,36 |
105,98 |
--- |
--- |
105,67 |
--- |
PS1016 |
PL0000106795 |
105,98 |
106,24 |
2,93 |
2,85 |
106,11 |
2,89 |
WZ0117 |
PL0000106936 |
100,37 |
100,54 |
--- |
--- |
100,46 |
--- |
PS0417 |
PL0000107058 |
106,72 |
106,94 |
2,95 |
2,89 |
106,83 |
2,92 |
DS1017 |
PL0000104543 |
109,58 |
109,87 |
2,94 |
2,88 |
109,73 |
2,91 |
WZ0118 |
PL0000104717 |
100,28 |
100,48 |
--- |
--- |
100,38 |
--- |
PS0418 |
PL0000107314 |
103,53 |
103,77 |
2,98 |
2,93 |
103,65 |
2,95 |
DS1019 |
PL0000105441 |
113,87 |
114,23 |
3,11 |
3,05 |
114,05 |
3,08 |
DS1020 |
PL0000106126 |
113,55 |
113,93 |
3,19 |
3,13 |
113,74 |
3,16 |
WZ0121 |
PL0000106068 |
99,62 |
99,85 |
--- |
--- |
99,74 |
--- |
DS1021 |
PL0000106670 |
117,83 |
118,20 |
3,31 |
3,26 |
118,02 |
3,28 |
WS0922 |
PL0000102646 |
118,96 |
119,25 |
3,36 |
3,33 |
119,11 |
3,35 |
IZ0823 |
PL0000105359 |
110,72 |
111,45 |
--- |
--- |
111,09 |
--- |
DS1023 |
PL0000107264 |
104,91 |
105,16 |
3,43 |
3,40 |
105,04 |
3,42 |
WS0429 |
PL0000105391 |
125,33 |
125,93 |
3,63 |
3,59 |
125,63 |
3,61 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
99,23 |
99,33 |
3,01 |
2,62 |
99,28 |
2,82 |
DS1013 |
PL0000102836 |
100,94 |
101,08 |
3,04 |
2,77 |
101,01 |
2,91 |
OK0114 |
PL0000106712 |
97,79 |
97,90 |
2,97 |
2,82 |
97,85 |
2,88 |
PS0414 |
PL0000105433 |
102,78 |
102,90 |
2,91 |
2,79 |
102,84 |
2,85 |
OK0714 |
PL0000107009 |
96,57 |
96,71 |
2,81 |
2,70 |
96,64 |
2,76 |
WZ0115 |
PL0000106480 |
100,29 |
100,43 |
--- |
--- |
100,36 |
--- |
PS0415 |
PL0000105953 |
105,05 |
105,19 |
2,88 |
2,81 |
105,12 |
2,84 |
OK0715 |
PL0000107405 |
93,80 |
93,90 |
2,88 |
2,83 |
93,85 |
2,85 |
DS1015 |
PL0000103602 |
107,96 |
108,13 |
2,90 |
2,84 |
108,05 |
2,87 |
PS0416 |
PL0000106340 |
105,99 |
106,13 |
2,89 |
2,84 |
106,06 |
2,87 |
IZ0816 |
PL0000103529 |
105,37 |
106,00 |
--- |
--- |
105,69 |
--- |
PS1016 |
PL0000106795 |
105,97 |
106,22 |
2,93 |
2,86 |
106,10 |
2,89 |
WZ0117 |
PL0000106936 |
100,39 |
100,55 |
--- |
--- |
100,47 |
--- |
PS0417 |
PL0000107058 |
106,68 |
106,92 |
2,96 |
2,89 |
106,80 |
2,93 |
DS1017 |
PL0000104543 |
109,57 |
109,78 |
2,95 |
2,90 |
109,68 |
2,92 |
WZ0118 |
PL0000104717 |
100,31 |
100,49 |
--- |
--- |
100,40 |
--- |
PS0418 |
PL0000107314 |
103,57 |
103,77 |
2,97 |
2,93 |
103,67 |
2,95 |
DS1019 |
PL0000105441 |
113,92 |
114,25 |
3,10 |
3,05 |
114,09 |
3,07 |
DS1020 |
PL0000106126 |
113,61 |
113,80 |
3,18 |
3,15 |
113,71 |
3,16 |
WZ0121 |
PL0000106068 |
99,69 |
99,88 |
--- |
--- |
99,79 |
--- |
DS1021 |
PL0000106670 |
117,81 |
118,02 |
3,31 |
3,28 |
117,92 |
3,30 |
WS0922 |
PL0000102646 |
118,84 |
119,13 |
3,38 |
3,34 |
118,99 |
3,36 |
IZ0823 |
PL0000105359 |
110,63 |
111,46 |
--- |
--- |
111,05 |
--- |
DS1023 |
PL0000107264 |
104,87 |
105,08 |
3,44 |
3,41 |
104,98 |
3,42 |
WS0429 |
PL0000105391 |
125,13 |
125,74 |
3,65 |
3,60 |
125,44 |
3,62 |
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 |
3,060 |
3,060 |
3,060 |
85 |
DS1019 |
PL0000105441 |
0/1 |
1 |
3,000 |
3,000 |
3,000 |
20 |
PS0417 |
PL0000107058 |
0/1 |
1 |
3,060 |
3,060 |
3,060 |
160 |
OK0715 |
PL0000107405 |
0/1 |
1 |
3,060 |
3,060 |
3,060 |
50 |
WS0922 |
PL0000102646 |
1/4 |
3 |
3,030 |
3,030 |
3,030 |
80 |
DS1015 |
PL0000103602 |
1/4 |
3 |
3,060 |
3,060 |
3,060 |
170 |
DS1017 |
PL0000104543 |
1/4 |
3 |
2,950 |
2,950 |
2,950 |
260 |
PS0414 |
PL0000105433 |
1/4 |
3 |
3,070 |
3,070 |
3,070 |
35 |
DS1019 |
PL0000105441 |
1/4 |
3 |
3,080 |
3,100 |
3,093 |
160 |
PS0416 |
PL0000106340 |
1/4 |
3 |
3,150 |
3,150 |
3,150 |
200 |
DS1021 |
PL0000106670 |
1/4 |
3 |
3,080 |
3,080 |
3,080 |
120 |
PS0417 |
PL0000107058 |
1/4 |
3 |
3,060 |
3,060 |
3,060 |
65 |
PS0418 |
PL0000107314 |
1/4 |
3 |
3,050 |
3,150 |
3,115 |
275 |
WZ0117 |
PL0000106936 |
1/4 |
3 |
3,050 |
3,050 |
3,050 |
60 |
WS0922 |
PL0000102646 |
1/8 |
7 |
3,050 |
3,050 |
3,050 |
90 |
DS1013 |
PL0000102836 |
1/8 |
7 |
3,080 |
3,080 |
3,080 |
120 |
DS1015 |
PL0000103602 |
1/8 |
7 |
3,080 |
3,080 |
3,080 |
80 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,950 |
3,060 |
3,021 |
840 |
DS1019 |
PL0000105441 |
1/8 |
7 |
3,050 |
3,060 |
3,055 |
380 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,950 |
3,000 |
2,985 |
680 |
TOTAL |
3 930 |
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 |
3,240 |
3,240 |
3,240 |
1 000 |
TOTAL |
1 000 |