2013-05-07 |
MARKET DATA |
No 86 (2120) |
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 |
1 022,50 |
1 149,42 |
78 |
3 300,00 |
3 533,53 |
15 |
4 322,50 |
4 682,95 |
93 |
T-bonds EUR |
0,50 |
0,55 |
1 |
0,00 |
0,00 |
0 |
0,50 |
0,55 |
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 |
99,42 |
99,44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,00 |
101,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,13 |
98,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,93 |
102,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
96,98 |
97,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
105,43 |
105,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
94,42 |
94,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
108,41 |
108,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
106,53 |
106,49 |
106,50 |
106,50 |
106,50 |
106,50 |
106,50 |
35 000 |
37,34 |
2 |
PS1016 |
PL0000106795 |
106,58 |
106,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
107,44 |
107,44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
110,41 |
110,30 |
110,30 |
110,41 |
110,30 |
110,37 |
110,36 |
305 000 |
345,20 |
22 |
PS0418 |
PL0000107314 |
104,45 |
104,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
115,09 |
115,05 |
115,09 |
115,31 |
115,05 |
115,31 |
115,14 |
70 000 |
82,67 |
7 |
DS1020 |
PL0000106126 |
115,09 |
114,98 |
115,09 |
115,09 |
115,07 |
115,07 |
115,08 |
50 000 |
58,95 |
5 |
DS1021 |
PL0000106670 |
119,79 |
119,50 |
119,79 |
119,79 |
119,79 |
119,79 |
119,79 |
20 000 |
24,58 |
1 |
WS0922 |
PL0000102646 |
120,72 |
120,60 |
120,90 |
120,90 |
120,55 |
120,60 |
120,67 |
165 000 |
205,03 |
17 |
DS1023 |
PL0000107264 |
106,78 |
106,55 |
106,75 |
106,75 |
106,55 |
106,66 |
106,62 |
57 500 |
62,54 |
5 |
WS0429 |
PL0000105391 |
128,00 |
127,68 |
127,95 |
128,00 |
127,60 |
127,80 |
127,88 |
40 000 |
51,24 |
6 |
WS0437 |
PL0000104857 |
120,40 |
122,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,60 |
106,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,50 |
113,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,40 |
100,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,42 |
100,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,34 |
100,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,78 |
99,76 |
99,78 |
99,78 |
99,68 |
99,68 |
99,74 |
215 000 |
216,90 |
10 |
WZ0124 |
PL0000107454 |
98,85 |
98,94 |
98,85 |
98,85 |
98,83 |
98,83 |
98,84 |
65 000 |
64,99 |
3 |
TOTAL |
1 022 500 |
1 149,42 |
78 |
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 |
104,15 |
104,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
107,80 |
108,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
110,95 |
111,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
122,70 |
122,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
102,15 |
102,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
117,95 |
118,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
116,90 |
117,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
120,10 |
120,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
112,65 |
113,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
107,35 |
107,75 |
107,35 |
107,35 |
107,35 |
107,35 |
107,35 |
500 |
0,55 |
1 |
EUR0125 |
XS0479333311 |
125,00 |
125,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
500 |
0,55 |
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 |
20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
111 |
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 |
101,16 |
2,79 |
2,39 |
101,07 |
2,58 |
OK0114 |
PL0000106712 |
98,05 |
98,25 |
2,78 |
2,49 |
98,15 |
2,64 |
PS0414 |
PL0000105433 |
102,91 |
103,02 |
2,64 |
2,53 |
102,97 |
2,58 |
OK0714 |
PL0000107009 |
96,91 |
97,09 |
2,63 |
2,47 |
97,00 |
2,55 |
WZ0115 |
PL0000106480 |
100,33 |
100,47 |
--- |
--- |
100,40 |
--- |
PS0415 |
PL0000105953 |
105,40 |
105,56 |
2,64 |
2,56 |
105,48 |
2,60 |
OK0715 |
PL0000107405 |
94,40 |
94,55 |
2,64 |
2,57 |
94,48 |
2,60 |
DS1015 |
PL0000103602 |
108,39 |
108,58 |
2,67 |
2,60 |
108,49 |
2,63 |
PS0416 |
PL0000106340 |
106,46 |
106,66 |
2,70 |
2,63 |
106,56 |
2,66 |
IZ0816 |
PL0000103529 |
106,40 |
107,07 |
--- |
--- |
106,74 |
--- |
PS1016 |
PL0000106795 |
106,50 |
106,69 |
2,75 |
2,69 |
106,60 |
2,72 |
WZ0117 |
PL0000106936 |
100,33 |
100,50 |
--- |
--- |
100,42 |
--- |
PS0417 |
PL0000107058 |
107,37 |
107,59 |
2,76 |
2,70 |
107,48 |
2,73 |
DS1017 |
PL0000104543 |
110,33 |
110,60 |
2,75 |
2,69 |
110,47 |
2,72 |
WZ0118 |
PL0000104717 |
100,26 |
100,48 |
--- |
--- |
100,37 |
--- |
PS0418 |
PL0000107314 |
104,35 |
104,55 |
2,80 |
2,75 |
104,45 |
2,78 |
DS1019 |
PL0000105441 |
115,03 |
115,30 |
2,91 |
2,87 |
115,17 |
2,89 |
DS1020 |
PL0000106126 |
114,93 |
115,29 |
2,98 |
2,93 |
115,11 |
2,96 |
WZ0121 |
PL0000106068 |
99,60 |
99,84 |
--- |
--- |
99,72 |
--- |
DS1021 |
PL0000106670 |
119,63 |
119,94 |
3,08 |
3,04 |
119,79 |
3,06 |
WS0922 |
PL0000102646 |
120,55 |
120,86 |
3,18 |
3,14 |
120,71 |
3,16 |
IZ0823 |
PL0000105359 |
113,37 |
114,23 |
--- |
--- |
113,80 |
--- |
DS1023 |
PL0000107264 |
106,69 |
107,02 |
3,23 |
3,20 |
106,86 |
3,21 |
WS0429 |
PL0000105391 |
127,37 |
128,29 |
3,48 |
3,42 |
127,83 |
3,45 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,98 |
101,14 |
2,77 |
2,43 |
101,06 |
2,60 |
OK0114 |
PL0000106712 |
98,05 |
98,23 |
2,78 |
2,52 |
98,14 |
2,65 |
PS0414 |
PL0000105433 |
102,90 |
103,02 |
2,65 |
2,53 |
102,96 |
2,59 |
OK0714 |
PL0000107009 |
96,95 |
97,07 |
2,59 |
2,49 |
97,01 |
2,54 |
WZ0115 |
PL0000106480 |
100,34 |
100,46 |
--- |
--- |
100,40 |
--- |
PS0415 |
PL0000105953 |
105,40 |
105,55 |
2,64 |
2,56 |
105,48 |
2,60 |
OK0715 |
PL0000107405 |
94,37 |
94,55 |
2,66 |
2,57 |
94,46 |
2,61 |
DS1015 |
PL0000103602 |
108,36 |
108,52 |
2,68 |
2,62 |
108,44 |
2,65 |
PS0416 |
PL0000106340 |
106,39 |
106,58 |
2,72 |
2,66 |
106,49 |
2,69 |
IZ0816 |
PL0000103529 |
106,48 |
107,06 |
--- |
--- |
106,77 |
--- |
PS1016 |
PL0000106795 |
106,49 |
106,70 |
2,75 |
2,69 |
106,60 |
2,72 |
WZ0117 |
PL0000106936 |
100,33 |
100,47 |
--- |
--- |
100,40 |
--- |
PS0417 |
PL0000107058 |
107,37 |
107,58 |
2,76 |
2,70 |
107,48 |
2,73 |
DS1017 |
PL0000104543 |
110,30 |
110,46 |
2,76 |
2,72 |
110,38 |
2,74 |
WZ0118 |
PL0000104717 |
100,26 |
100,46 |
--- |
--- |
100,36 |
--- |
PS0418 |
PL0000107314 |
104,32 |
104,50 |
2,80 |
2,76 |
104,41 |
2,78 |
DS1019 |
PL0000105441 |
114,93 |
115,32 |
2,93 |
2,87 |
115,13 |
2,89 |
DS1020 |
PL0000106126 |
114,74 |
115,09 |
3,01 |
2,96 |
114,92 |
2,99 |
WZ0121 |
PL0000106068 |
99,61 |
99,80 |
--- |
--- |
99,71 |
--- |
DS1021 |
PL0000106670 |
119,47 |
119,70 |
3,09 |
3,07 |
119,59 |
3,08 |
WS0922 |
PL0000102646 |
120,50 |
120,76 |
3,18 |
3,15 |
120,63 |
3,17 |
IZ0823 |
PL0000105359 |
113,23 |
114,11 |
--- |
--- |
113,67 |
--- |
DS1023 |
PL0000107264 |
106,49 |
106,76 |
3,25 |
3,22 |
106,63 |
3,24 |
WS0429 |
PL0000105391 |
127,41 |
128,19 |
3,48 |
3,42 |
127,80 |
3,45 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
0/1 |
1 |
2,850 |
2,850 |
2,850 |
150 |
DS1021 |
PL0000106670 |
0/1 |
1 |
2,850 |
2,850 |
2,850 |
110 |
PS0417 |
PL0000107058 |
0/1 |
1 |
2,900 |
2,900 |
2,900 |
10 |
DS1019 |
PL0000105441 |
1/2 |
1 |
3,000 |
3,000 |
3,000 |
85 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,850 |
2,850 |
2,850 |
80 |
PS0417 |
PL0000107058 |
1/2 |
1 |
3,000 |
3,000 |
3,000 |
120 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,850 |
2,850 |
2,850 |
55 |
DS1017 |
PL0000104543 |
0/8 |
8 |
2,850 |
2,850 |
2,850 |
90 |
TOTAL |
700 |
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 |
3,050 |
3,100 |
3,069 |
2 600 |
TOTAL |
2 600 |