2013-04-25 |
MARKET DATA |
No 80 (2114) |
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 |
815,00 |
869,05 |
52 |
540,00 |
535,49 |
5 |
1 355,00 |
1 404,54 |
57 |
T-bonds EUR |
1,00 |
1,22 |
2 |
0,00 |
0,00 |
0 |
1,00 |
1,22 |
2 |
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 |
99,34 |
99,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,07 |
101,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,00 |
97,96 |
97,96 |
97,98 |
97,96 |
97,98 |
97,98 |
120 000 |
117,57 |
3 |
PS0414 |
PL0000105433 |
102,92 |
102,90 |
102,90 |
102,93 |
102,90 |
102,93 |
102,90 |
70 000 |
72,08 |
3 |
OK0714 |
PL0000107009 |
96,79 |
96,85 |
96,85 |
96,85 |
96,85 |
96,85 |
96,85 |
65 000 |
62,95 |
1 |
PS0415 |
PL0000105953 |
105,32 |
105,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
94,14 |
94,16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
108,33 |
108,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
106,20 |
106,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
106,16 |
106,26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
107,03 |
107,04 |
107,05 |
107,05 |
107,05 |
107,05 |
107,05 |
5 000 |
5,36 |
1 |
DS1017 |
PL0000104543 |
109,76 |
109,75 |
109,75 |
109,75 |
109,75 |
109,75 |
109,75 |
15 000 |
16,86 |
1 |
PS0418 |
PL0000107314 |
103,75 |
103,65 |
103,63 |
103,72 |
103,60 |
103,72 |
103,65 |
140 000 |
145,17 |
9 |
DS1019 |
PL0000105441 |
114,20 |
114,15 |
114,16 |
114,18 |
114,16 |
114,18 |
114,17 |
20 000 |
23,39 |
2 |
DS1020 |
PL0000106126 |
114,06 |
113,84 |
113,52 |
113,85 |
113,52 |
113,85 |
113,74 |
15 000 |
17,46 |
2 |
DS1021 |
PL0000106670 |
118,20 |
118,10 |
118,20 |
118,20 |
118,00 |
118,14 |
118,13 |
120 000 |
145,28 |
11 |
WS0922 |
PL0000102646 |
119,47 |
119,15 |
119,15 |
119,20 |
119,10 |
119,20 |
119,16 |
50 000 |
61,30 |
5 |
DS1023 |
PL0000107264 |
105,20 |
105,20 |
105,12 |
105,25 |
105,03 |
105,25 |
105,13 |
75 000 |
80,38 |
8 |
WS0429 |
PL0000105391 |
125,55 |
125,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
119,00 |
120,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,80 |
105,94 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
116,00 |
111,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,37 |
100,40 |
100,41 |
100,41 |
100,41 |
100,41 |
100,41 |
50 000 |
50,72 |
2 |
WZ0117 |
PL0000106936 |
100,49 |
100,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,39 |
100,44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,73 |
99,73 |
99,70 |
99,76 |
99,70 |
99,75 |
99,73 |
70 000 |
70,54 |
4 |
WZ0124 |
PL0000107454 |
98,80 |
98,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
815 000 |
869,05 |
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 |
104,27 |
104,37 |
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 |
110,80 |
111,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
122,20 |
122,25 |
122,30 |
122,30 |
122,30 |
122,30 |
122,30 |
500 |
0,64 |
1 |
EUR0119 |
XS0874841066 |
101,65 |
101,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
117,10 |
117,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
116,45 |
116,55 |
116,45 |
116,45 |
116,45 |
116,45 |
116,45 |
500 |
0,58 |
1 |
EUR0122 |
XS0282701514 |
119,10 |
119,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
111,65 |
112,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
106,00 |
107,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
124,00 |
125,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 000 |
1,22 |
2 |
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 |
30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
121 |
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 |
99,28 |
99,42 |
3,04 |
2,45 |
99,35 |
2,74 |
DS1013 |
PL0000102836 |
100,94 |
101,10 |
2,97 |
2,65 |
101,02 |
2,81 |
OK0114 |
PL0000106712 |
97,90 |
98,08 |
2,89 |
2,64 |
97,99 |
2,76 |
PS0414 |
PL0000105433 |
102,83 |
102,95 |
2,81 |
2,69 |
102,89 |
2,75 |
OK0714 |
PL0000107009 |
96,73 |
96,87 |
2,72 |
2,60 |
96,80 |
2,66 |
WZ0115 |
PL0000106480 |
100,33 |
100,46 |
--- |
--- |
100,40 |
--- |
PS0415 |
PL0000105953 |
105,25 |
105,45 |
2,75 |
2,65 |
105,35 |
2,70 |
OK0715 |
PL0000107405 |
94,07 |
94,23 |
2,77 |
2,69 |
94,15 |
2,73 |
DS1015 |
PL0000103602 |
108,22 |
108,44 |
2,78 |
2,69 |
108,33 |
2,73 |
PS0416 |
PL0000106340 |
106,10 |
106,33 |
2,84 |
2,76 |
106,22 |
2,80 |
IZ0816 |
PL0000103529 |
105,71 |
106,35 |
--- |
--- |
106,03 |
--- |
PS1016 |
PL0000106795 |
106,12 |
106,33 |
2,87 |
2,81 |
106,23 |
2,84 |
WZ0117 |
PL0000106936 |
100,42 |
100,59 |
--- |
--- |
100,51 |
--- |
PS0417 |
PL0000107058 |
106,88 |
107,13 |
2,90 |
2,83 |
107,01 |
2,86 |
DS1017 |
PL0000104543 |
109,62 |
109,88 |
2,93 |
2,87 |
109,75 |
2,90 |
WZ0118 |
PL0000104717 |
100,33 |
100,54 |
--- |
--- |
100,44 |
--- |
PS0418 |
PL0000107314 |
103,56 |
103,79 |
2,97 |
2,92 |
103,68 |
2,94 |
DS1019 |
PL0000105441 |
114,04 |
114,34 |
3,08 |
3,03 |
114,19 |
3,05 |
DS1020 |
PL0000106126 |
113,78 |
114,10 |
3,15 |
3,11 |
113,94 |
3,13 |
WZ0121 |
PL0000106068 |
99,66 |
99,92 |
--- |
--- |
99,79 |
--- |
DS1021 |
PL0000106670 |
118,12 |
118,42 |
3,27 |
3,23 |
118,27 |
3,25 |
WS0922 |
PL0000102646 |
119,12 |
119,53 |
3,34 |
3,30 |
119,33 |
3,32 |
IZ0823 |
PL0000105359 |
111,05 |
111,83 |
--- |
--- |
111,44 |
--- |
DS1023 |
PL0000107264 |
105,10 |
105,46 |
3,41 |
3,37 |
105,28 |
3,39 |
WS0429 |
PL0000105391 |
125,38 |
126,09 |
3,63 |
3,58 |
125,74 |
3,60 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
99,32 |
99,38 |
2,87 |
2,62 |
99,35 |
2,74 |
DS1013 |
PL0000102836 |
100,96 |
101,12 |
2,93 |
2,61 |
101,04 |
2,77 |
OK0114 |
PL0000106712 |
97,97 |
98,09 |
2,79 |
2,62 |
98,03 |
2,71 |
PS0414 |
PL0000105433 |
102,89 |
102,99 |
2,75 |
2,65 |
102,94 |
2,70 |
OK0714 |
PL0000107009 |
96,74 |
96,92 |
2,71 |
2,56 |
96,83 |
2,64 |
WZ0115 |
PL0000106480 |
100,32 |
100,45 |
--- |
--- |
100,39 |
--- |
PS0415 |
PL0000105953 |
105,27 |
105,44 |
2,74 |
2,66 |
105,36 |
2,70 |
OK0715 |
PL0000107405 |
94,11 |
94,23 |
2,75 |
2,69 |
94,17 |
2,72 |
DS1015 |
PL0000103602 |
108,24 |
108,44 |
2,77 |
2,69 |
108,34 |
2,73 |
PS0416 |
PL0000106340 |
106,17 |
106,32 |
2,82 |
2,77 |
106,25 |
2,79 |
IZ0816 |
PL0000103529 |
105,63 |
106,21 |
--- |
--- |
105,92 |
--- |
PS1016 |
PL0000106795 |
106,12 |
106,38 |
2,87 |
2,80 |
106,25 |
2,84 |
WZ0117 |
PL0000106936 |
100,38 |
100,55 |
--- |
--- |
100,47 |
--- |
PS0417 |
PL0000107058 |
107,00 |
107,19 |
2,87 |
2,82 |
107,10 |
2,84 |
DS1017 |
PL0000104543 |
109,74 |
110,04 |
2,90 |
2,83 |
109,89 |
2,87 |
WZ0118 |
PL0000104717 |
100,28 |
100,49 |
--- |
--- |
100,39 |
--- |
PS0418 |
PL0000107314 |
103,66 |
103,87 |
2,95 |
2,90 |
103,77 |
2,93 |
DS1019 |
PL0000105441 |
114,11 |
114,37 |
3,06 |
3,02 |
114,24 |
3,04 |
DS1020 |
PL0000106126 |
113,76 |
114,06 |
3,15 |
3,11 |
113,91 |
3,13 |
WZ0121 |
PL0000106068 |
99,58 |
99,83 |
--- |
--- |
99,71 |
--- |
DS1021 |
PL0000106670 |
118,07 |
118,35 |
3,27 |
3,24 |
118,21 |
3,26 |
WS0922 |
PL0000102646 |
119,10 |
119,40 |
3,34 |
3,31 |
119,25 |
3,33 |
IZ0823 |
PL0000105359 |
110,95 |
111,70 |
--- |
--- |
111,33 |
--- |
DS1023 |
PL0000107264 |
105,06 |
105,36 |
3,41 |
3,38 |
105,21 |
3,40 |
WS0429 |
PL0000105391 |
125,36 |
126,01 |
3,63 |
3,58 |
125,69 |
3,61 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
1/4 |
3 |
3,000 |
3,000 |
3,000 |
200 |
OK0715 |
PL0000107405 |
4/11 |
7 |
2,900 |
3,100 |
3,039 |
330 |
WZ0115 |
PL0000106480 |
4/11 |
7 |
3,000 |
3,000 |
3,000 |
10 |
TOTAL |
540 |