2013-04-30 |
MARKET DATA |
No 83 (2117) |
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 |
1 827,50 |
1 977,75 |
104 |
1 755,00 |
1 854,14 |
9 |
3 582,50 |
3 831,89 |
113 |
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 |
99,40 |
99,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,04 |
101,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,08 |
98,13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,99 |
102,99 |
103,00 |
103,00 |
102,98 |
102,98 |
102,99 |
210 000 |
216,65 |
6 |
OK0714 |
PL0000107009 |
97,02 |
97,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
105,50 |
105,50 |
105,50 |
105,50 |
105,50 |
105,50 |
105,50 |
15 000 |
15,85 |
1 |
OK0715 |
PL0000107405 |
94,48 |
94,44 |
94,45 |
94,46 |
94,45 |
94,46 |
94,46 |
90 000 |
85,01 |
3 |
DS1015 |
PL0000103602 |
108,55 |
108,45 |
108,55 |
108,57 |
108,45 |
108,56 |
108,53 |
305 000 |
341,16 |
13 |
PS0416 |
PL0000106340 |
106,65 |
106,54 |
106,54 |
106,54 |
106,54 |
106,54 |
106,54 |
30 000 |
32,01 |
2 |
PS1016 |
PL0000106795 |
106,64 |
106,52 |
106,53 |
106,53 |
106,53 |
106,53 |
106,53 |
10 000 |
10,90 |
1 |
PS0417 |
PL0000107058 |
107,57 |
107,20 |
107,43 |
107,59 |
107,39 |
107,59 |
107,44 |
195 000 |
209,79 |
10 |
DS1017 |
PL0000104543 |
110,52 |
110,43 |
110,48 |
110,48 |
110,48 |
110,48 |
110,48 |
20 000 |
22,65 |
1 |
PS0418 |
PL0000107314 |
104,48 |
104,30 |
104,30 |
104,52 |
104,30 |
104,52 |
104,46 |
335 000 |
350,31 |
19 |
DS1019 |
PL0000105441 |
115,20 |
114,90 |
114,90 |
115,20 |
114,90 |
115,20 |
115,06 |
60 000 |
70,78 |
5 |
DS1020 |
PL0000106126 |
114,81 |
114,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
119,45 |
118,92 |
119,20 |
119,76 |
119,20 |
119,76 |
119,57 |
30 000 |
36,78 |
3 |
WS0922 |
PL0000102646 |
120,58 |
119,99 |
120,00 |
120,85 |
120,00 |
120,85 |
120,56 |
130 000 |
161,34 |
12 |
DS1023 |
PL0000107264 |
106,50 |
106,00 |
106,00 |
106,80 |
106,00 |
106,80 |
106,17 |
195 000 |
211,16 |
19 |
WS0429 |
PL0000105391 |
127,65 |
125,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
120,80 |
120,10 |
120,90 |
121,00 |
120,90 |
121,00 |
120,97 |
7 500 |
9,08 |
2 |
IZ0816 |
PL0000103529 |
106,50 |
106,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,20 |
113,18 |
113,20 |
113,50 |
113,20 |
113,50 |
113,35 |
20 000 |
26,58 |
2 |
WZ0115 |
PL0000106480 |
100,40 |
100,41 |
100,43 |
100,43 |
100,43 |
100,43 |
100,43 |
100 000 |
101,54 |
1 |
WZ0117 |
PL0000106936 |
100,47 |
100,49 |
100,47 |
100,52 |
100,47 |
100,52 |
100,50 |
20 000 |
20,32 |
2 |
WZ0118 |
PL0000104717 |
100,35 |
100,42 |
100,42 |
100,42 |
100,42 |
100,42 |
100,42 |
55 000 |
55,84 |
2 |
WZ0121 |
PL0000106068 |
99,70 |
99,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,75 |
98,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 827 500 |
1 977,75 |
104 |
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 |
104,22 |
104,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
107,80 |
107,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
110,80 |
101,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
122,35 |
122,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
101,85 |
102,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
117,15 |
117,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
116,50 |
116,65 |
116,50 |
116,50 |
116,50 |
116,50 |
116,50 |
500 |
0,58 |
1 |
EUR0122 |
XS0282701514 |
119,40 |
119,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
111,80 |
112,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
106,40 |
107,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
124,20 |
125,20 |
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 |
23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
114 |
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 |
101,00 |
101,16 |
2,76 |
2,43 |
101,08 |
2,60 |
OK0114 |
PL0000106712 |
98,03 |
98,18 |
2,78 |
2,56 |
98,11 |
2,66 |
PS0414 |
PL0000105433 |
102,91 |
103,04 |
2,67 |
2,53 |
102,98 |
2,60 |
OK0714 |
PL0000107009 |
96,94 |
97,13 |
2,58 |
2,42 |
97,04 |
2,50 |
WZ0115 |
PL0000106480 |
100,31 |
100,44 |
--- |
--- |
100,38 |
--- |
PS0415 |
PL0000105953 |
105,39 |
105,53 |
2,65 |
2,58 |
105,46 |
2,62 |
OK0715 |
PL0000107405 |
94,33 |
94,47 |
2,67 |
2,60 |
94,40 |
2,63 |
DS1015 |
PL0000103602 |
108,47 |
108,60 |
2,65 |
2,60 |
108,54 |
2,62 |
PS0416 |
PL0000106340 |
106,51 |
106,68 |
2,69 |
2,63 |
106,60 |
2,66 |
IZ0816 |
PL0000103529 |
106,14 |
106,90 |
--- |
--- |
106,52 |
--- |
PS1016 |
PL0000106795 |
106,48 |
106,73 |
2,76 |
2,69 |
106,61 |
2,72 |
WZ0117 |
PL0000106936 |
100,40 |
100,57 |
--- |
--- |
100,49 |
--- |
PS0417 |
PL0000107058 |
107,33 |
107,53 |
2,77 |
2,72 |
107,43 |
2,75 |
DS1017 |
PL0000104543 |
110,35 |
110,58 |
2,75 |
2,70 |
110,47 |
2,73 |
WZ0118 |
PL0000104717 |
100,25 |
100,46 |
--- |
--- |
100,36 |
--- |
PS0418 |
PL0000107314 |
104,22 |
104,43 |
2,83 |
2,78 |
104,33 |
2,80 |
DS1019 |
PL0000105441 |
114,69 |
114,99 |
2,97 |
2,92 |
114,84 |
2,94 |
DS1020 |
PL0000106126 |
114,41 |
114,77 |
3,06 |
3,01 |
114,59 |
3,03 |
WZ0121 |
PL0000106068 |
99,56 |
99,80 |
--- |
--- |
99,68 |
--- |
DS1021 |
PL0000106670 |
118,66 |
119,08 |
3,20 |
3,14 |
118,87 |
3,17 |
WS0922 |
PL0000102646 |
119,77 |
120,14 |
3,27 |
3,22 |
119,96 |
3,24 |
IZ0823 |
PL0000105359 |
112,41 |
113,44 |
--- |
--- |
112,93 |
--- |
DS1023 |
PL0000107264 |
105,85 |
106,15 |
3,33 |
3,29 |
106,00 |
3,31 |
WS0429 |
PL0000105391 |
126,14 |
126,97 |
3,57 |
3,51 |
126,56 |
3,54 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
101,00 |
101,16 |
2,76 |
2,43 |
101,08 |
2,60 |
OK0114 |
PL0000106712 |
98,05 |
98,18 |
2,75 |
2,56 |
98,12 |
2,65 |
PS0414 |
PL0000105433 |
102,92 |
103,03 |
2,66 |
2,54 |
102,98 |
2,60 |
OK0714 |
PL0000107009 |
96,97 |
97,15 |
2,56 |
2,40 |
97,06 |
2,48 |
WZ0115 |
PL0000106480 |
100,35 |
100,45 |
--- |
--- |
100,40 |
--- |
PS0415 |
PL0000105953 |
105,47 |
105,58 |
2,61 |
2,56 |
105,53 |
2,58 |
OK0715 |
PL0000107405 |
94,42 |
94,55 |
2,62 |
2,56 |
94,49 |
2,59 |
DS1015 |
PL0000103602 |
108,51 |
108,68 |
2,64 |
2,57 |
108,60 |
2,60 |
PS0416 |
PL0000106340 |
106,59 |
106,78 |
2,66 |
2,60 |
106,69 |
2,63 |
IZ0816 |
PL0000103529 |
106,40 |
107,06 |
--- |
--- |
106,73 |
--- |
PS1016 |
PL0000106795 |
106,59 |
106,86 |
2,73 |
2,65 |
106,73 |
2,69 |
WZ0117 |
PL0000106936 |
100,40 |
100,56 |
--- |
--- |
100,48 |
--- |
PS0417 |
PL0000107058 |
107,53 |
107,73 |
2,72 |
2,67 |
107,63 |
2,70 |
DS1017 |
PL0000104543 |
110,47 |
110,75 |
2,73 |
2,66 |
110,61 |
2,69 |
WZ0118 |
PL0000104717 |
100,31 |
100,50 |
--- |
--- |
100,41 |
--- |
PS0418 |
PL0000107314 |
104,44 |
104,60 |
2,78 |
2,75 |
104,52 |
2,76 |
DS1019 |
PL0000105441 |
115,07 |
115,40 |
2,91 |
2,86 |
115,24 |
2,88 |
DS1020 |
PL0000106126 |
114,76 |
115,11 |
3,01 |
2,96 |
114,94 |
2,98 |
WZ0121 |
PL0000106068 |
99,65 |
99,90 |
--- |
--- |
99,78 |
--- |
DS1021 |
PL0000106670 |
119,26 |
119,70 |
3,12 |
3,07 |
119,48 |
3,10 |
WS0922 |
PL0000102646 |
120,31 |
120,74 |
3,20 |
3,16 |
120,53 |
3,18 |
IZ0823 |
PL0000105359 |
112,82 |
113,77 |
--- |
--- |
113,30 |
--- |
DS1023 |
PL0000107264 |
106,40 |
106,71 |
3,26 |
3,23 |
106,56 |
3,25 |
WS0429 |
PL0000105391 |
127,27 |
127,97 |
3,49 |
3,44 |
127,62 |
3,47 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
0/2 |
2 |
2,850 |
2,850 |
2,850 |
120 |
DS1017 |
PL0000104543 |
2/6 |
4 |
2,850 |
2,850 |
2,850 |
200 |
DS1013 |
PL0000102836 |
2/9 |
7 |
2,850 |
2,850 |
2,850 |
10 |
DS1015 |
PL0000103602 |
2/9 |
7 |
3,000 |
3,000 |
3,000 |
155 |
DS1019 |
PL0000105441 |
2/9 |
7 |
2,800 |
2,800 |
2,800 |
90 |
OK0714 |
PL0000107009 |
2/9 |
7 |
2,750 |
2,750 |
2,750 |
30 |
DS1013 |
PL0000102836 |
6/13 |
7 |
2,900 |
2,900 |
2,900 |
150 |
TOTAL |
755 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/2 |
2 |
3,200 |
3,200 |
3,200 |
1 000 |
TOTAL |
1 000 |