2013-04-19 |
MARKET DATA |
No 76 (2110) |
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 |
822,50 |
905,78 |
52 |
1 875,00 |
2 073,48 |
19 |
2 697,50 |
2 979,27 |
71 |
T-bonds EUR |
0,50 |
0,58 |
1 |
0,00 |
0,00 |
0 |
0,50 |
0,58 |
1 |
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) |
OK0713 |
PL0000106563 |
99,25 |
99,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,95 |
101,03 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
97,81 |
97,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,78 |
102,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
96,61 |
96,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
105,16 |
105,09 |
105,11 |
105,15 |
105,11 |
105,15 |
105,13 |
292 500 |
323,51 |
7 |
OK0715 |
PL0000107405 |
93,86 |
93,86 |
93,86 |
93,87 |
93,85 |
93,87 |
93,86 |
60 000 |
56,32 |
6 |
DS1015 |
PL0000103602 |
108,05 |
108,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
106,05 |
106,06 |
106,09 |
106,09 |
106,09 |
106,09 |
106,09 |
20 000 |
22,21 |
1 |
PS1016 |
PL0000106795 |
106,05 |
106,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,80 |
106,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,75 |
109,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,60 |
103,55 |
103,59 |
103,70 |
103,58 |
103,70 |
103,62 |
110 000 |
118,08 |
5 |
DS1019 |
PL0000105441 |
114,15 |
113,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,85 |
113,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,00 |
117,80 |
117,65 |
118,10 |
117,65 |
118,10 |
117,78 |
35 000 |
42,22 |
3 |
WS0922 |
PL0000102646 |
119,20 |
118,81 |
119,00 |
119,08 |
119,00 |
119,08 |
119,02 |
110 000 |
134,59 |
13 |
DS1023 |
PL0000107264 |
105,30 |
104,88 |
105,00 |
105,30 |
105,00 |
105,30 |
105,13 |
195 000 |
208,86 |
17 |
WS0429 |
PL0000105391 |
125,26 |
125,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
118,00 |
120,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,42 |
105,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,65 |
108,70 |
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 |
100,42 |
100,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,34 |
100,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,83 |
99,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,90 |
98,94 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
822 500 |
905,78 |
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 |
104,30 |
104,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
107,65 |
107,72 |
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 |
101,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,85 |
117,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
116,00 |
116,20 |
116,00 |
116,00 |
116,00 |
116,00 |
116,00 |
500 |
0,58 |
1 |
EUR0122 |
XS0282701514 |
118,60 |
119,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
111,30 |
111,60 |
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 |
500 |
0,58 |
1 |
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 |
36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
127 |
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 |
99,22 |
99,32 |
3,09 |
2,69 |
99,27 |
2,89 |
DS1013 |
PL0000102836 |
100,94 |
101,05 |
3,03 |
2,82 |
101,00 |
2,92 |
OK0114 |
PL0000106712 |
97,79 |
97,89 |
2,98 |
2,84 |
97,84 |
2,91 |
PS0414 |
PL0000105433 |
102,74 |
102,88 |
2,91 |
2,77 |
102,81 |
2,84 |
OK0714 |
PL0000107009 |
96,57 |
96,72 |
2,82 |
2,69 |
96,65 |
2,75 |
WZ0115 |
PL0000106480 |
100,29 |
100,43 |
--- |
--- |
100,36 |
--- |
PS0415 |
PL0000105953 |
104,99 |
105,15 |
2,90 |
2,82 |
105,07 |
2,86 |
OK0715 |
PL0000107405 |
93,74 |
93,92 |
2,91 |
2,82 |
93,83 |
2,86 |
DS1015 |
PL0000103602 |
107,88 |
108,12 |
2,93 |
2,84 |
108,00 |
2,88 |
PS0416 |
PL0000106340 |
105,90 |
106,11 |
2,92 |
2,85 |
106,01 |
2,88 |
IZ0816 |
PL0000103529 |
105,27 |
105,95 |
--- |
--- |
105,61 |
--- |
PS1016 |
PL0000106795 |
105,94 |
106,17 |
2,94 |
2,87 |
106,06 |
2,90 |
WZ0117 |
PL0000106936 |
100,37 |
100,54 |
--- |
--- |
100,46 |
--- |
PS0417 |
PL0000107058 |
106,58 |
106,83 |
2,98 |
2,92 |
106,71 |
2,95 |
DS1017 |
PL0000104543 |
109,48 |
109,67 |
2,97 |
2,92 |
109,58 |
2,94 |
WZ0118 |
PL0000104717 |
100,30 |
100,48 |
--- |
--- |
100,39 |
--- |
PS0418 |
PL0000107314 |
103,41 |
103,59 |
3,00 |
2,97 |
103,50 |
2,99 |
DS1019 |
PL0000105441 |
113,71 |
114,01 |
3,13 |
3,09 |
113,86 |
3,11 |
DS1020 |
PL0000106126 |
113,39 |
113,68 |
3,21 |
3,17 |
113,54 |
3,19 |
WZ0121 |
PL0000106068 |
99,67 |
99,89 |
--- |
--- |
99,78 |
--- |
DS1021 |
PL0000106670 |
117,59 |
117,84 |
3,34 |
3,30 |
117,72 |
3,32 |
WS0922 |
PL0000102646 |
118,67 |
118,87 |
3,40 |
3,37 |
118,77 |
3,38 |
IZ0823 |
PL0000105359 |
110,50 |
111,32 |
--- |
--- |
110,91 |
--- |
DS1023 |
PL0000107264 |
104,57 |
104,92 |
3,47 |
3,43 |
104,75 |
3,45 |
WS0429 |
PL0000105391 |
124,74 |
125,64 |
3,67 |
3,61 |
125,19 |
3,64 |
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 |
3,05 |
2,65 |
99,28 |
2,85 |
DS1013 |
PL0000102836 |
100,93 |
101,06 |
3,05 |
2,80 |
101,00 |
2,92 |
OK0114 |
PL0000106712 |
97,80 |
97,94 |
2,96 |
2,77 |
97,87 |
2,87 |
PS0414 |
PL0000105433 |
102,76 |
102,89 |
2,89 |
2,76 |
102,83 |
2,82 |
OK0714 |
PL0000107009 |
96,58 |
96,76 |
2,81 |
2,66 |
96,67 |
2,74 |
WZ0115 |
PL0000106480 |
100,28 |
100,43 |
--- |
--- |
100,36 |
--- |
PS0415 |
PL0000105953 |
105,12 |
105,21 |
2,84 |
2,79 |
105,17 |
2,81 |
OK0715 |
PL0000107405 |
93,81 |
93,93 |
2,87 |
2,82 |
93,87 |
2,85 |
DS1015 |
PL0000103602 |
108,01 |
108,17 |
2,88 |
2,82 |
108,09 |
2,85 |
PS0416 |
PL0000106340 |
106,01 |
106,12 |
2,88 |
2,84 |
106,07 |
2,86 |
IZ0816 |
PL0000103529 |
105,04 |
106,01 |
--- |
--- |
105,53 |
--- |
PS1016 |
PL0000106795 |
106,00 |
106,22 |
2,92 |
2,85 |
106,11 |
2,89 |
WZ0117 |
PL0000106936 |
100,37 |
100,54 |
--- |
--- |
100,46 |
--- |
PS0417 |
PL0000107058 |
106,73 |
107,04 |
2,94 |
2,86 |
106,89 |
2,90 |
DS1017 |
PL0000104543 |
109,68 |
109,99 |
2,92 |
2,85 |
109,84 |
2,88 |
WZ0118 |
PL0000104717 |
100,29 |
100,49 |
--- |
--- |
100,39 |
--- |
PS0418 |
PL0000107314 |
103,56 |
103,88 |
2,97 |
2,90 |
103,72 |
2,94 |
DS1019 |
PL0000105441 |
113,97 |
114,39 |
3,09 |
3,03 |
114,18 |
3,06 |
DS1020 |
PL0000106126 |
113,69 |
114,16 |
3,17 |
3,10 |
113,93 |
3,13 |
WZ0121 |
PL0000106068 |
99,58 |
99,97 |
--- |
--- |
99,78 |
--- |
DS1021 |
PL0000106670 |
117,86 |
118,16 |
3,30 |
3,27 |
118,01 |
3,28 |
WS0922 |
PL0000102646 |
118,98 |
119,41 |
3,36 |
3,31 |
119,20 |
3,34 |
IZ0823 |
PL0000105359 |
110,20 |
111,50 |
--- |
--- |
110,85 |
--- |
DS1023 |
PL0000107264 |
105,03 |
105,27 |
3,42 |
3,39 |
105,15 |
3,40 |
WS0429 |
PL0000105391 |
124,75 |
125,94 |
3,67 |
3,59 |
125,35 |
3,63 |
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 |
3,050 |
3,050 |
3,050 |
60 |
DS1015 |
PL0000103602 |
3/4 |
1 |
3,070 |
3,070 |
3,070 |
70 |
DS1017 |
PL0000104543 |
3/4 |
1 |
2,950 |
3,050 |
2,979 |
280 |
DS1019 |
PL0000105441 |
3/4 |
1 |
3,000 |
3,070 |
3,029 |
145 |
PS0416 |
PL0000106340 |
3/4 |
1 |
3,100 |
3,100 |
3,100 |
220 |
OK0114 |
PL0000106712 |
3/4 |
1 |
2,900 |
2,900 |
2,900 |
60 |
WZ0121 |
PL0000106068 |
3/4 |
1 |
3,050 |
3,050 |
3,050 |
40 |
WZ0117 |
PL0000106936 |
3/4 |
1 |
3,050 |
3,050 |
3,050 |
60 |
DS1013 |
PL0000102836 |
0/4 |
4 |
2,950 |
2,950 |
2,950 |
50 |
DS1017 |
PL0000104543 |
0/4 |
4 |
3,000 |
3,000 |
3,000 |
10 |
DS1019 |
PL0000105441 |
3/10 |
7 |
3,000 |
3,000 |
3,000 |
260 |
DS1021 |
PL0000106670 |
3/10 |
7 |
3,000 |
3,000 |
3,000 |
20 |
TOTAL |
1 275 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
3/4 |
1 |
3,240 |
3,240 |
3,240 |
600 |
TOTAL |
600 |