2013-04-23 |
MARKET DATA |
No 78 (2112) |
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 |
1 927,50 |
2 011,47 |
113 |
1 485,00 |
1 549,49 |
12 |
3 412,50 |
3 560,96 |
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 |
400,00 |
396,54 |
4 |
400,00 |
396,54 |
4 |
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 |
99,28 |
99,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,97 |
100,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
97,89 |
97,92 |
97,92 |
97,93 |
97,92 |
97,93 |
97,93 |
205 000 |
200,75 |
4 |
PS0414 |
PL0000105433 |
102,86 |
102,91 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
96,71 |
96,78 |
96,71 |
96,71 |
96,71 |
96,71 |
96,71 |
10 000 |
9,67 |
1 |
PS0415 |
PL0000105953 |
105,26 |
105,26 |
105,28 |
105,28 |
105,26 |
105,26 |
105,27 |
50 000 |
52,64 |
2 |
OK0715 |
PL0000107405 |
94,09 |
93,99 |
94,13 |
94,13 |
94,08 |
94,08 |
94,11 |
150 000 |
141,17 |
3 |
DS1015 |
PL0000103602 |
108,23 |
108,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
106,33 |
106,25 |
106,17 |
106,17 |
106,17 |
106,17 |
106,17 |
7 500 |
7,96 |
1 |
PS1016 |
PL0000106795 |
106,24 |
106,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
107,15 |
107,09 |
107,10 |
107,11 |
107,06 |
107,11 |
107,09 |
100 000 |
107,09 |
9 |
DS1017 |
PL0000104543 |
110,00 |
109,95 |
110,00 |
110,00 |
109,95 |
109,95 |
109,97 |
40 000 |
45,04 |
3 |
PS0418 |
PL0000107314 |
103,95 |
103,80 |
103,80 |
104,00 |
103,80 |
103,96 |
103,90 |
450 000 |
467,54 |
31 |
DS1019 |
PL0000105441 |
114,66 |
114,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
114,41 |
114,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,96 |
118,37 |
118,70 |
118,75 |
118,60 |
118,60 |
118,69 |
75 000 |
91,16 |
7 |
WS0922 |
PL0000102646 |
120,00 |
119,74 |
119,95 |
119,95 |
119,95 |
119,95 |
119,95 |
20 000 |
24,66 |
1 |
DS1023 |
PL0000107264 |
106,05 |
105,70 |
105,80 |
106,07 |
105,65 |
105,65 |
105,78 |
210 000 |
226,34 |
19 |
WS0429 |
PL0000105391 |
127,00 |
125,55 |
127,00 |
127,00 |
126,20 |
126,20 |
126,45 |
75 000 |
94,84 |
9 |
WS0437 |
PL0000104857 |
116,90 |
121,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,75 |
105,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,90 |
111,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,32 |
100,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,54 |
100,48 |
100,48 |
100,54 |
100,48 |
100,54 |
100,51 |
510 000 |
517,63 |
22 |
WZ0118 |
PL0000104717 |
100,38 |
100,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,71 |
99,84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,90 |
98,90 |
98,90 |
98,90 |
98,90 |
98,90 |
98,90 |
25 000 |
24,97 |
1 |
TOTAL |
1 927 500 |
2 011,47 |
113 |
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 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
0,00 |
0,00 |
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 |
34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
125 |
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 |
99,25 |
99,39 |
3,03 |
2,46 |
99,32 |
2,75 |
DS1013 |
PL0000102836 |
100,95 |
101,11 |
2,99 |
2,68 |
101,03 |
2,83 |
OK0114 |
PL0000106712 |
97,83 |
98,00 |
2,94 |
2,71 |
97,92 |
2,82 |
PS0414 |
PL0000105433 |
102,84 |
102,99 |
2,83 |
2,68 |
102,92 |
2,75 |
OK0714 |
PL0000107009 |
96,66 |
96,87 |
2,76 |
2,58 |
96,77 |
2,66 |
WZ0115 |
PL0000106480 |
100,28 |
100,42 |
--- |
--- |
100,35 |
--- |
PS0415 |
PL0000105953 |
105,12 |
105,31 |
2,83 |
2,74 |
105,22 |
2,78 |
OK0715 |
PL0000107405 |
93,93 |
94,09 |
2,82 |
2,75 |
94,01 |
2,78 |
DS1015 |
PL0000103602 |
108,12 |
108,38 |
2,83 |
2,73 |
108,25 |
2,78 |
PS0416 |
PL0000106340 |
106,14 |
106,34 |
2,83 |
2,77 |
106,24 |
2,80 |
IZ0816 |
PL0000103529 |
105,51 |
106,45 |
--- |
--- |
105,98 |
--- |
PS1016 |
PL0000106795 |
106,14 |
106,42 |
2,87 |
2,79 |
106,28 |
2,83 |
WZ0117 |
PL0000106936 |
100,40 |
100,55 |
--- |
--- |
100,48 |
--- |
PS0417 |
PL0000107058 |
106,98 |
107,27 |
2,88 |
2,80 |
107,13 |
2,84 |
DS1017 |
PL0000104543 |
109,88 |
110,17 |
2,87 |
2,81 |
110,03 |
2,84 |
WZ0118 |
PL0000104717 |
100,26 |
100,51 |
--- |
--- |
100,39 |
--- |
PS0418 |
PL0000107314 |
103,76 |
103,95 |
2,93 |
2,89 |
103,86 |
2,91 |
DS1019 |
PL0000105441 |
114,36 |
114,82 |
3,03 |
2,96 |
114,59 |
2,99 |
DS1020 |
PL0000106126 |
114,16 |
114,62 |
3,10 |
3,04 |
114,39 |
3,07 |
WZ0121 |
PL0000106068 |
99,57 |
99,94 |
--- |
--- |
99,76 |
--- |
DS1021 |
PL0000106670 |
118,47 |
118,93 |
3,23 |
3,17 |
118,70 |
3,20 |
WS0922 |
PL0000102646 |
119,61 |
120,07 |
3,29 |
3,24 |
119,84 |
3,26 |
IZ0823 |
PL0000105359 |
110,84 |
111,84 |
--- |
--- |
111,34 |
--- |
DS1023 |
PL0000107264 |
105,60 |
106,02 |
3,35 |
3,31 |
105,81 |
3,33 |
WS0429 |
PL0000105391 |
125,72 |
126,85 |
3,60 |
3,52 |
126,29 |
3,56 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
99,26 |
99,37 |
2,99 |
2,54 |
99,32 |
2,75 |
DS1013 |
PL0000102836 |
100,95 |
101,06 |
2,99 |
2,77 |
101,01 |
2,87 |
OK0114 |
PL0000106712 |
97,87 |
97,96 |
2,89 |
2,76 |
97,92 |
2,82 |
PS0414 |
PL0000105433 |
102,82 |
102,97 |
2,85 |
2,70 |
102,90 |
2,77 |
OK0714 |
PL0000107009 |
96,67 |
96,82 |
2,75 |
2,62 |
96,75 |
2,68 |
WZ0115 |
PL0000106480 |
100,27 |
100,44 |
--- |
--- |
100,36 |
--- |
PS0415 |
PL0000105953 |
105,21 |
105,39 |
2,79 |
2,70 |
105,30 |
2,74 |
OK0715 |
PL0000107405 |
94,02 |
94,14 |
2,78 |
2,72 |
94,08 |
2,75 |
DS1015 |
PL0000103602 |
108,20 |
108,41 |
2,80 |
2,71 |
108,31 |
2,75 |
PS0416 |
PL0000106340 |
106,15 |
106,39 |
2,83 |
2,75 |
106,27 |
2,79 |
IZ0816 |
PL0000103529 |
105,61 |
106,30 |
--- |
--- |
105,96 |
--- |
PS1016 |
PL0000106795 |
106,17 |
106,44 |
2,87 |
2,79 |
106,31 |
2,82 |
WZ0117 |
PL0000106936 |
100,47 |
100,60 |
--- |
--- |
100,54 |
--- |
PS0417 |
PL0000107058 |
106,97 |
107,20 |
2,88 |
2,82 |
107,09 |
2,85 |
DS1017 |
PL0000104543 |
109,85 |
110,12 |
2,88 |
2,82 |
109,99 |
2,85 |
WZ0118 |
PL0000104717 |
100,33 |
100,53 |
--- |
--- |
100,43 |
--- |
PS0418 |
PL0000107314 |
103,67 |
103,94 |
2,95 |
2,89 |
103,81 |
2,92 |
DS1019 |
PL0000105441 |
114,35 |
114,77 |
3,03 |
2,96 |
114,56 |
3,00 |
DS1020 |
PL0000106126 |
114,15 |
114,57 |
3,10 |
3,04 |
114,36 |
3,07 |
WZ0121 |
PL0000106068 |
99,61 |
100,06 |
--- |
--- |
99,84 |
--- |
DS1021 |
PL0000106670 |
118,49 |
118,84 |
3,22 |
3,18 |
118,67 |
3,20 |
WS0922 |
PL0000102646 |
119,63 |
119,97 |
3,29 |
3,25 |
119,80 |
3,27 |
IZ0823 |
PL0000105359 |
111,03 |
111,91 |
--- |
--- |
111,47 |
--- |
DS1023 |
PL0000107264 |
105,55 |
105,89 |
3,36 |
3,32 |
105,72 |
3,34 |
WS0429 |
PL0000105391 |
126,08 |
127,02 |
3,58 |
3,51 |
126,55 |
3,54 |
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 |
1/2 |
1 |
3,000 |
3,000 |
3,000 |
115 |
DS1015 |
PL0000103602 |
1/2 |
1 |
3,000 |
3,000 |
3,000 |
90 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,950 |
2,950 |
2,950 |
10 |
OK0715 |
PL0000107405 |
1/2 |
1 |
3,000 |
3,000 |
3,000 |
410 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
3,000 |
3,000 |
3,000 |
60 |
OK0714 |
PL0000107009 |
1/9 |
8 |
2,950 |
2,950 |
2,950 |
200 |
TOTAL |
885 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/2 |
1 |
3,200 |
3,400 |
3,280 |
1 000 |
TOTAL |
1 000 |