2013-04-22 |
MARKET DATA |
No 77 (2111) |
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 |
980,00 |
1 064,99 |
69 |
750,00 |
770,37 |
10 |
1 730,00 |
1 835,36 |
79 |
T-bonds EUR |
0,50 |
0,60 |
1 |
0,00 |
0,00 |
0 |
0,50 |
0,60 |
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 |
99,27 |
99,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,95 |
101,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
97,84 |
97,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,83 |
102,89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
96,68 |
96,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
105,13 |
105,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
93,93 |
93,95 |
93,95 |
93,96 |
93,95 |
93,96 |
93,96 |
245 000 |
230,19 |
5 |
DS1015 |
PL0000103602 |
108,15 |
108,15 |
108,21 |
108,21 |
108,21 |
108,21 |
108,21 |
20 000 |
22,27 |
1 |
PS0416 |
PL0000106340 |
106,07 |
106,13 |
106,20 |
106,20 |
106,20 |
106,20 |
106,20 |
30 000 |
31,86 |
2 |
PS1016 |
PL0000106795 |
106,08 |
106,19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,92 |
106,98 |
107,07 |
107,07 |
107,07 |
107,07 |
107,07 |
20 000 |
21,41 |
1 |
DS1017 |
PL0000104543 |
109,85 |
109,84 |
109,85 |
109,90 |
109,85 |
109,90 |
109,88 |
125 000 |
140,60 |
9 |
PS0418 |
PL0000107314 |
103,89 |
103,70 |
103,85 |
103,89 |
103,85 |
103,88 |
103,87 |
65 000 |
67,51 |
6 |
DS1019 |
PL0000105441 |
114,25 |
114,16 |
114,10 |
114,18 |
114,09 |
114,18 |
114,15 |
80 000 |
93,50 |
6 |
DS1020 |
PL0000106126 |
114,12 |
113,84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,27 |
117,95 |
118,10 |
118,45 |
118,10 |
118,45 |
118,17 |
90 000 |
108,92 |
9 |
WS0922 |
PL0000102646 |
119,44 |
118,85 |
119,39 |
119,43 |
119,39 |
119,43 |
119,41 |
85 000 |
104,35 |
7 |
DS1023 |
PL0000107264 |
105,41 |
105,00 |
105,10 |
105,39 |
104,95 |
105,39 |
105,22 |
180 000 |
192,97 |
18 |
WS0429 |
PL0000105391 |
125,90 |
125,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
116,90 |
122,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,70 |
105,70 |
105,80 |
105,80 |
105,80 |
105,80 |
105,80 |
10 000 |
13,74 |
1 |
IZ0823 |
PL0000105359 |
111,20 |
111,10 |
111,20 |
111,35 |
111,20 |
111,35 |
111,32 |
25 000 |
32,60 |
3 |
WZ0115 |
PL0000106480 |
100,35 |
100,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,43 |
100,45 |
100,43 |
100,43 |
100,43 |
100,43 |
100,43 |
5 000 |
5,07 |
1 |
WZ0118 |
PL0000104717 |
100,34 |
100,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,70 |
99,84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,80 |
98,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
980 000 |
1 064,99 |
69 |
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 |
104,26 |
104,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
107,65 |
107,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
110,40 |
110,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
121,90 |
122,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
101,25 |
101,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,85 |
117,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
116,00 |
116,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
118,65 |
119,00 |
118,65 |
118,65 |
118,65 |
118,65 |
118,65 |
500 |
0,60 |
1 |
EUR0123 |
XS0794399674 |
111,30 |
111,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
106,20 |
106,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
123,80 |
124,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
500 |
0,60 |
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 |
35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
126 |
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 |
99,24 |
99,37 |
3,04 |
2,52 |
99,31 |
2,76 |
DS1013 |
PL0000102836 |
100,92 |
101,06 |
3,06 |
2,79 |
100,99 |
2,92 |
OK0114 |
PL0000106712 |
97,79 |
97,96 |
2,99 |
2,75 |
97,88 |
2,86 |
PS0414 |
PL0000105433 |
102,77 |
102,91 |
2,89 |
2,75 |
102,84 |
2,82 |
OK0714 |
PL0000107009 |
96,59 |
96,77 |
2,81 |
2,66 |
96,68 |
2,73 |
WZ0115 |
PL0000106480 |
100,29 |
100,43 |
--- |
--- |
100,36 |
--- |
PS0415 |
PL0000105953 |
105,06 |
105,25 |
2,86 |
2,76 |
105,16 |
2,81 |
OK0715 |
PL0000107405 |
93,79 |
93,97 |
2,89 |
2,80 |
93,88 |
2,84 |
DS1015 |
PL0000103602 |
108,02 |
108,18 |
2,87 |
2,81 |
108,10 |
2,84 |
PS0416 |
PL0000106340 |
105,98 |
106,17 |
2,88 |
2,82 |
106,08 |
2,85 |
IZ0816 |
PL0000103529 |
105,31 |
105,86 |
--- |
--- |
105,59 |
--- |
PS1016 |
PL0000106795 |
106,02 |
106,24 |
2,91 |
2,85 |
106,13 |
2,88 |
WZ0117 |
PL0000106936 |
100,37 |
100,54 |
--- |
--- |
100,46 |
--- |
PS0417 |
PL0000107058 |
106,76 |
107,02 |
2,93 |
2,86 |
106,89 |
2,90 |
DS1017 |
PL0000104543 |
109,63 |
109,88 |
2,93 |
2,87 |
109,76 |
2,90 |
WZ0118 |
PL0000104717 |
100,31 |
100,49 |
--- |
--- |
100,40 |
--- |
PS0418 |
PL0000107314 |
103,62 |
103,83 |
2,96 |
2,91 |
103,73 |
2,93 |
DS1019 |
PL0000105441 |
113,92 |
114,28 |
3,10 |
3,04 |
114,10 |
3,07 |
DS1020 |
PL0000106126 |
113,64 |
113,98 |
3,17 |
3,13 |
113,81 |
3,15 |
WZ0121 |
PL0000106068 |
99,67 |
99,90 |
--- |
--- |
99,79 |
--- |
DS1021 |
PL0000106670 |
117,78 |
118,20 |
3,31 |
3,26 |
117,99 |
3,29 |
WS0922 |
PL0000102646 |
118,87 |
119,24 |
3,37 |
3,33 |
119,06 |
3,35 |
IZ0823 |
PL0000105359 |
110,54 |
111,33 |
--- |
--- |
110,94 |
--- |
DS1023 |
PL0000107264 |
104,85 |
105,20 |
3,44 |
3,40 |
105,03 |
3,42 |
WS0429 |
PL0000105391 |
124,99 |
125,87 |
3,66 |
3,59 |
125,43 |
3,62 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
99,25 |
99,36 |
3,00 |
2,56 |
99,31 |
2,76 |
DS1013 |
PL0000102836 |
100,94 |
101,08 |
3,02 |
2,75 |
101,01 |
2,88 |
OK0114 |
PL0000106712 |
97,80 |
97,98 |
2,97 |
2,73 |
97,89 |
2,85 |
PS0414 |
PL0000105433 |
102,80 |
102,92 |
2,86 |
2,74 |
102,86 |
2,80 |
OK0714 |
PL0000107009 |
96,65 |
96,78 |
2,76 |
2,65 |
96,72 |
2,70 |
WZ0115 |
PL0000106480 |
100,28 |
100,42 |
--- |
--- |
100,35 |
--- |
PS0415 |
PL0000105953 |
105,10 |
105,24 |
2,84 |
2,77 |
105,17 |
2,80 |
OK0715 |
PL0000107405 |
93,90 |
93,98 |
2,83 |
2,80 |
93,94 |
2,81 |
DS1015 |
PL0000103602 |
108,05 |
108,22 |
2,86 |
2,79 |
108,14 |
2,82 |
PS0416 |
PL0000106340 |
106,03 |
106,20 |
2,87 |
2,81 |
106,12 |
2,84 |
IZ0816 |
PL0000103529 |
105,53 |
106,10 |
--- |
--- |
105,82 |
--- |
PS1016 |
PL0000106795 |
106,02 |
106,26 |
2,91 |
2,84 |
106,14 |
2,88 |
WZ0117 |
PL0000106936 |
100,38 |
100,55 |
--- |
--- |
100,47 |
--- |
PS0417 |
PL0000107058 |
106,85 |
107,09 |
2,91 |
2,85 |
106,97 |
2,88 |
DS1017 |
PL0000104543 |
109,70 |
109,88 |
2,91 |
2,87 |
109,79 |
2,89 |
WZ0118 |
PL0000104717 |
100,29 |
100,52 |
--- |
--- |
100,41 |
--- |
PS0418 |
PL0000107314 |
103,70 |
103,89 |
2,94 |
2,90 |
103,80 |
2,92 |
DS1019 |
PL0000105441 |
114,22 |
114,56 |
3,05 |
3,00 |
114,39 |
3,02 |
DS1020 |
PL0000106126 |
113,98 |
114,41 |
3,13 |
3,07 |
114,20 |
3,10 |
WZ0121 |
PL0000106068 |
99,60 |
99,89 |
--- |
--- |
99,75 |
--- |
DS1021 |
PL0000106670 |
118,16 |
118,51 |
3,26 |
3,22 |
118,34 |
3,24 |
WS0922 |
PL0000102646 |
119,27 |
119,71 |
3,33 |
3,28 |
119,49 |
3,30 |
IZ0823 |
PL0000105359 |
110,80 |
111,45 |
--- |
--- |
111,13 |
--- |
DS1023 |
PL0000107264 |
105,32 |
105,52 |
3,39 |
3,36 |
105,42 |
3,37 |
WS0429 |
PL0000105391 |
125,46 |
126,32 |
3,62 |
3,56 |
125,89 |
3,59 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
OK0715 |
PL0000107405 |
0/1 |
1 |
3,010 |
3,010 |
3,010 |
130 |
DS1013 |
PL0000102836 |
1/2 |
1 |
2,950 |
2,950 |
2,950 |
50 |
DS1015 |
PL0000103602 |
1/2 |
1 |
3,010 |
3,030 |
3,028 |
135 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,950 |
2,950 |
2,950 |
10 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,950 |
3,030 |
2,965 |
135 |
OK0114 |
PL0000106712 |
1/2 |
1 |
2,950 |
2,950 |
2,950 |
60 |
OK0715 |
PL0000107405 |
1/2 |
1 |
3,010 |
3,010 |
3,010 |
130 |
OK0714 |
PL0000107009 |
1/8 |
7 |
2,900 |
2,900 |
2,900 |
100 |
TOTAL |
750 |