2013-04-26 |
MARKET DATA |
No 81 (2115) |
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 |
2 083,53 |
112 |
350,00 |
396,06 |
9 |
2 277,50 |
2 479,59 |
121 |
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) |
OK0713 |
PL0000106563 |
99,37 |
99,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,06 |
101,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,01 |
98,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
103,01 |
102,96 |
102,99 |
103,04 |
102,99 |
103,04 |
103,00 |
475 000 |
489,65 |
8 |
OK0714 |
PL0000107009 |
96,93 |
96,91 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
105,46 |
105,40 |
105,41 |
105,41 |
105,40 |
105,40 |
105,41 |
35 000 |
36,92 |
2 |
OK0715 |
PL0000107405 |
94,26 |
94,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
108,45 |
108,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
106,51 |
106,38 |
106,43 |
106,45 |
106,43 |
106,45 |
106,44 |
35 000 |
37,28 |
2 |
PS1016 |
PL0000106795 |
106,63 |
106,39 |
106,39 |
106,50 |
106,38 |
106,50 |
106,44 |
70 000 |
76,21 |
4 |
PS0417 |
PL0000107058 |
107,41 |
107,20 |
107,24 |
107,33 |
107,15 |
107,33 |
107,28 |
300 000 |
322,04 |
19 |
DS1017 |
PL0000104543 |
110,25 |
110,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,30 |
103,90 |
103,90 |
104,33 |
103,90 |
104,33 |
104,08 |
260 000 |
270,75 |
18 |
DS1019 |
PL0000105441 |
114,75 |
114,34 |
114,43 |
114,85 |
114,43 |
114,82 |
114,74 |
155 000 |
182,22 |
15 |
DS1020 |
PL0000106126 |
114,48 |
114,00 |
114,48 |
114,48 |
114,48 |
114,48 |
114,48 |
10 000 |
11,72 |
1 |
DS1021 |
PL0000106670 |
118,65 |
118,40 |
118,50 |
118,50 |
118,45 |
118,45 |
118,47 |
35 000 |
42,49 |
4 |
WS0922 |
PL0000102646 |
119,63 |
119,49 |
119,49 |
119,49 |
119,49 |
119,49 |
119,49 |
60 000 |
73,76 |
5 |
DS1023 |
PL0000107264 |
105,65 |
105,40 |
105,45 |
105,65 |
105,45 |
105,65 |
105,54 |
270 000 |
290,50 |
22 |
WS0429 |
PL0000105391 |
126,10 |
125,90 |
125,91 |
126,21 |
125,91 |
126,21 |
126,05 |
62 500 |
78,83 |
5 |
WS0437 |
PL0000104857 |
119,50 |
120,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,02 |
105,94 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,90 |
111,45 |
111,70 |
111,74 |
111,70 |
111,74 |
111,72 |
30 000 |
39,27 |
3 |
WZ0115 |
PL0000106480 |
100,39 |
100,40 |
100,40 |
100,40 |
100,40 |
100,40 |
100,40 |
125 000 |
126,81 |
3 |
WZ0117 |
PL0000106936 |
100,48 |
100,50 |
100,51 |
100,51 |
100,51 |
100,51 |
100,51 |
5 000 |
5,08 |
1 |
WZ0118 |
PL0000104717 |
100,34 |
100,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,71 |
99,77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,89 |
98,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 927 500 |
2 083,53 |
112 |
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 |
104,25 |
104,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
107,78 |
107,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
110,80 |
100,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
122,20 |
122,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
101,70 |
101,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
117,05 |
117,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
116,30 |
116,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
119,00 |
119,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
111,65 |
112,35 |
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 |
123,75 |
124,75 |
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 |
29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
120 |
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) |
(%) |
DS1013 |
PL0000102836 |
100,97 |
101,10 |
2,90 |
2,64 |
101,04 |
2,76 |
OK0114 |
PL0000106712 |
97,98 |
98,09 |
2,79 |
2,63 |
98,04 |
2,70 |
PS0414 |
PL0000105433 |
102,90 |
103,00 |
2,73 |
2,63 |
102,95 |
2,68 |
OK0714 |
PL0000107009 |
96,77 |
96,94 |
2,69 |
2,55 |
96,86 |
2,62 |
WZ0115 |
PL0000106480 |
100,32 |
100,44 |
--- |
--- |
100,38 |
--- |
PS0415 |
PL0000105953 |
105,33 |
105,46 |
2,71 |
2,64 |
105,40 |
2,67 |
OK0715 |
PL0000107405 |
94,15 |
94,28 |
2,73 |
2,67 |
94,22 |
2,70 |
DS1015 |
PL0000103602 |
108,29 |
108,50 |
2,74 |
2,66 |
108,40 |
2,70 |
PS0416 |
PL0000106340 |
106,25 |
106,47 |
2,79 |
2,71 |
106,36 |
2,75 |
IZ0816 |
PL0000103529 |
105,71 |
106,34 |
--- |
--- |
106,03 |
--- |
PS1016 |
PL0000106795 |
106,24 |
106,48 |
2,84 |
2,77 |
106,36 |
2,80 |
WZ0117 |
PL0000106936 |
100,40 |
100,55 |
--- |
--- |
100,48 |
--- |
PS0417 |
PL0000107058 |
107,09 |
107,28 |
2,84 |
2,79 |
107,19 |
2,82 |
DS1017 |
PL0000104543 |
109,96 |
110,15 |
2,85 |
2,81 |
110,06 |
2,83 |
WZ0118 |
PL0000104717 |
100,28 |
100,48 |
--- |
--- |
100,38 |
--- |
PS0418 |
PL0000107314 |
103,88 |
104,01 |
2,90 |
2,87 |
103,95 |
2,89 |
DS1019 |
PL0000105441 |
114,16 |
114,44 |
3,06 |
3,01 |
114,30 |
3,03 |
DS1020 |
PL0000106126 |
113,91 |
114,20 |
3,13 |
3,09 |
114,06 |
3,11 |
WZ0121 |
PL0000106068 |
99,58 |
99,84 |
--- |
--- |
99,71 |
--- |
DS1021 |
PL0000106670 |
118,17 |
118,54 |
3,26 |
3,21 |
118,36 |
3,24 |
WS0922 |
PL0000102646 |
119,28 |
119,68 |
3,32 |
3,28 |
119,48 |
3,30 |
IZ0823 |
PL0000105359 |
111,03 |
111,82 |
--- |
--- |
111,43 |
--- |
DS1023 |
PL0000107264 |
105,29 |
105,53 |
3,39 |
3,36 |
105,41 |
3,38 |
WS0429 |
PL0000105391 |
125,49 |
126,13 |
3,62 |
3,57 |
125,81 |
3,60 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
101,00 |
101,13 |
2,84 |
2,58 |
101,07 |
2,70 |
OK0114 |
PL0000106712 |
97,99 |
98,17 |
2,77 |
2,52 |
98,08 |
2,65 |
PS0414 |
PL0000105433 |
102,94 |
103,07 |
2,69 |
2,56 |
103,01 |
2,62 |
OK0714 |
PL0000107009 |
96,88 |
97,04 |
2,60 |
2,46 |
96,96 |
2,53 |
WZ0115 |
PL0000106480 |
100,34 |
100,44 |
--- |
--- |
100,39 |
--- |
PS0415 |
PL0000105953 |
105,43 |
105,59 |
2,66 |
2,58 |
105,51 |
2,62 |
OK0715 |
PL0000107405 |
94,23 |
94,38 |
2,69 |
2,62 |
94,31 |
2,66 |
DS1015 |
PL0000103602 |
108,44 |
108,67 |
2,68 |
2,59 |
108,56 |
2,64 |
PS0416 |
PL0000106340 |
106,44 |
106,63 |
2,72 |
2,66 |
106,54 |
2,69 |
IZ0816 |
PL0000103529 |
105,86 |
106,54 |
--- |
--- |
106,20 |
--- |
PS1016 |
PL0000106795 |
106,50 |
106,73 |
2,76 |
2,70 |
106,62 |
2,73 |
WZ0117 |
PL0000106936 |
100,42 |
100,55 |
--- |
--- |
100,49 |
--- |
PS0417 |
PL0000107058 |
107,38 |
107,62 |
2,77 |
2,71 |
107,50 |
2,74 |
DS1017 |
PL0000104543 |
110,21 |
110,50 |
2,79 |
2,73 |
110,36 |
2,76 |
WZ0118 |
PL0000104717 |
100,28 |
100,47 |
--- |
--- |
100,38 |
--- |
PS0418 |
PL0000107314 |
104,18 |
104,46 |
2,84 |
2,78 |
104,32 |
2,81 |
DS1019 |
PL0000105441 |
114,71 |
114,97 |
2,97 |
2,93 |
114,84 |
2,95 |
DS1020 |
PL0000106126 |
114,41 |
114,67 |
3,06 |
3,03 |
114,54 |
3,04 |
WZ0121 |
PL0000106068 |
99,63 |
99,83 |
--- |
--- |
99,73 |
--- |
DS1021 |
PL0000106670 |
118,43 |
118,87 |
3,23 |
3,17 |
118,65 |
3,20 |
WS0922 |
PL0000102646 |
119,45 |
119,89 |
3,30 |
3,25 |
119,67 |
3,28 |
IZ0823 |
PL0000105359 |
111,53 |
112,27 |
--- |
--- |
111,90 |
--- |
DS1023 |
PL0000107264 |
105,56 |
105,83 |
3,36 |
3,33 |
105,70 |
3,34 |
WS0429 |
PL0000105391 |
125,92 |
126,46 |
3,59 |
3,55 |
126,19 |
3,57 |
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 |
3,010 |
3,010 |
3,010 |
5 |
DS1015 |
PL0000103602 |
3/4 |
1 |
3,010 |
3,010 |
3,010 |
30 |
WS0922 |
PL0000102646 |
3/10 |
7 |
3,010 |
3,010 |
3,010 |
20 |
DS1013 |
PL0000102836 |
3/10 |
7 |
2,900 |
2,900 |
2,900 |
10 |
PS0416 |
PL0000106340 |
3/10 |
7 |
3,010 |
3,010 |
3,010 |
20 |
DS1021 |
PL0000106670 |
3/10 |
7 |
3,010 |
3,010 |
3,010 |
125 |
PS0417 |
PL0000107058 |
3/10 |
7 |
3,010 |
3,010 |
3,010 |
95 |
PS0418 |
PL0000107314 |
3/10 |
7 |
3,020 |
3,020 |
3,020 |
45 |
TOTAL |
350 |