2013-05-08 |
MARKET DATA |
No 87 (2121) |
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 |
1 435,00 |
1 549,85 |
98 |
1 690,00 |
1 729,46 |
12 |
3 125,00 |
3 279,31 |
110 |
T-bonds EUR |
1,50 |
1,70 |
3 |
0,00 |
0,00 |
0 |
1,50 |
1,70 |
3 |
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 |
99,44 |
99,42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,04 |
101,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,13 |
98,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
103,00 |
102,96 |
103,00 |
103,05 |
103,00 |
103,05 |
103,01 |
40 000 |
41,30 |
2 |
OK0714 |
PL0000107009 |
97,03 |
97,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
105,60 |
105,54 |
105,60 |
105,60 |
105,60 |
105,60 |
105,60 |
10 000 |
10,58 |
1 |
OK0715 |
PL0000107405 |
94,52 |
94,53 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
108,60 |
108,50 |
108,50 |
108,60 |
108,50 |
108,60 |
108,53 |
135 000 |
151,10 |
8 |
PS0416 |
PL0000106340 |
106,76 |
106,56 |
106,58 |
106,80 |
106,54 |
106,80 |
106,68 |
185 000 |
197,74 |
13 |
PS1016 |
PL0000106795 |
107,00 |
106,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
107,76 |
107,50 |
107,55 |
107,55 |
107,55 |
107,55 |
107,55 |
10 000 |
10,77 |
1 |
DS1017 |
PL0000104543 |
110,78 |
110,42 |
110,42 |
110,80 |
110,42 |
110,80 |
110,71 |
45 000 |
51,10 |
5 |
PS0418 |
PL0000107314 |
105,00 |
104,48 |
104,50 |
104,88 |
104,44 |
104,88 |
104,72 |
295 000 |
309,38 |
21 |
DS1019 |
PL0000105441 |
115,90 |
115,40 |
115,42 |
116,06 |
115,35 |
116,06 |
115,61 |
30 000 |
35,57 |
3 |
DS1020 |
PL0000106126 |
115,90 |
115,15 |
115,39 |
115,75 |
115,39 |
115,75 |
115,51 |
50 000 |
59,17 |
5 |
DS1021 |
PL0000106670 |
120,62 |
119,74 |
119,85 |
120,35 |
119,85 |
120,35 |
120,18 |
30 000 |
36,99 |
2 |
WS0922 |
PL0000102646 |
121,80 |
120,80 |
120,83 |
121,50 |
120,83 |
121,50 |
121,21 |
30 000 |
37,45 |
3 |
DS1023 |
PL0000107264 |
107,89 |
106,85 |
106,95 |
108,01 |
106,95 |
108,01 |
107,40 |
180 000 |
197,20 |
15 |
WS0429 |
PL0000105391 |
129,00 |
128,15 |
129,50 |
129,50 |
129,50 |
129,50 |
129,50 |
5 000 |
6,49 |
1 |
WS0437 |
PL0000104857 |
115,00 |
130,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,85 |
106,90 |
106,90 |
106,90 |
106,90 |
106,90 |
106,90 |
15 000 |
20,85 |
2 |
IZ0823 |
PL0000105359 |
114,40 |
113,95 |
114,45 |
114,45 |
114,45 |
114,45 |
114,45 |
10 000 |
13,42 |
1 |
WZ0115 |
PL0000106480 |
100,38 |
100,38 |
100,38 |
100,40 |
100,38 |
100,40 |
100,39 |
45 000 |
45,69 |
3 |
WZ0117 |
PL0000106936 |
100,45 |
100,40 |
100,40 |
100,48 |
100,40 |
100,48 |
100,43 |
315 000 |
319,98 |
11 |
WZ0118 |
PL0000104717 |
100,31 |
100,41 |
100,45 |
100,45 |
100,45 |
100,45 |
100,45 |
5 000 |
5,08 |
1 |
WZ0121 |
PL0000106068 |
99,61 |
99,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,76 |
98,94 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 435 000 |
1 549,85 |
98 |
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 |
104,10 |
104,25 |
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 |
111,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
122,50 |
122,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
102,00 |
102,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
117,90 |
118,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
117,00 |
117,00 |
116,90 |
116,90 |
116,90 |
116,90 |
116,90 |
500 |
0,59 |
1 |
EUR0122 |
XS0282701514 |
119,90 |
120,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
112,60 |
112,50 |
112,50 |
112,50 |
112,50 |
112,50 |
112,50 |
500 |
0,57 |
1 |
EUR0724 |
XS0841073793 |
106,90 |
107,30 |
106,90 |
106,90 |
106,90 |
106,90 |
106,90 |
500 |
0,54 |
1 |
EUR0125 |
XS0479333311 |
124,80 |
125,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 500 |
1,70 |
3 |
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 |
19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
110 |
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 |
100,99 |
101,15 |
2,74 |
2,39 |
101,07 |
2,57 |
OK0114 |
PL0000106712 |
98,05 |
98,20 |
2,79 |
2,57 |
98,13 |
2,68 |
PS0414 |
PL0000105433 |
102,87 |
103,00 |
2,67 |
2,54 |
102,94 |
2,60 |
OK0714 |
PL0000107009 |
96,93 |
97,09 |
2,61 |
2,47 |
97,01 |
2,54 |
WZ0115 |
PL0000106480 |
100,33 |
100,46 |
--- |
--- |
100,40 |
--- |
PS0415 |
PL0000105953 |
105,43 |
105,58 |
2,62 |
2,54 |
105,51 |
2,58 |
OK0715 |
PL0000107405 |
94,40 |
94,57 |
2,64 |
2,56 |
94,49 |
2,60 |
DS1015 |
PL0000103602 |
108,38 |
108,53 |
2,67 |
2,61 |
108,46 |
2,64 |
PS0416 |
PL0000106340 |
106,49 |
106,61 |
2,69 |
2,64 |
106,55 |
2,67 |
IZ0816 |
PL0000103529 |
106,42 |
107,03 |
--- |
--- |
106,73 |
--- |
PS1016 |
PL0000106795 |
106,53 |
106,78 |
2,74 |
2,67 |
106,66 |
2,70 |
WZ0117 |
PL0000106936 |
100,32 |
100,45 |
--- |
--- |
100,39 |
--- |
PS0417 |
PL0000107058 |
107,47 |
107,69 |
2,73 |
2,67 |
107,58 |
2,70 |
DS1017 |
PL0000104543 |
110,37 |
110,63 |
2,74 |
2,68 |
110,50 |
2,71 |
WZ0118 |
PL0000104717 |
100,26 |
100,45 |
--- |
--- |
100,36 |
--- |
PS0418 |
PL0000107314 |
104,45 |
104,60 |
2,78 |
2,74 |
104,53 |
2,76 |
DS1019 |
PL0000105441 |
115,30 |
115,59 |
2,87 |
2,82 |
115,45 |
2,84 |
DS1020 |
PL0000106126 |
115,16 |
115,44 |
2,95 |
2,91 |
115,30 |
2,93 |
WZ0121 |
PL0000106068 |
99,57 |
99,82 |
--- |
--- |
99,70 |
--- |
DS1021 |
PL0000106670 |
119,63 |
119,99 |
3,07 |
3,03 |
119,81 |
3,05 |
WS0922 |
PL0000102646 |
120,69 |
121,12 |
3,16 |
3,11 |
120,91 |
3,14 |
IZ0823 |
PL0000105359 |
113,29 |
114,21 |
--- |
--- |
113,75 |
--- |
DS1023 |
PL0000107264 |
106,68 |
107,12 |
3,23 |
3,19 |
106,90 |
3,21 |
WS0429 |
PL0000105391 |
127,53 |
128,50 |
3,47 |
3,40 |
128,02 |
3,44 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
101,01 |
101,19 |
2,69 |
2,31 |
101,10 |
2,50 |
OK0114 |
PL0000106712 |
98,08 |
98,27 |
2,75 |
2,47 |
98,18 |
2,60 |
PS0414 |
PL0000105433 |
102,93 |
103,02 |
2,61 |
2,52 |
102,98 |
2,56 |
OK0714 |
PL0000107009 |
96,96 |
97,15 |
2,59 |
2,42 |
97,06 |
2,50 |
WZ0115 |
PL0000106480 |
100,35 |
100,45 |
--- |
--- |
100,40 |
--- |
PS0415 |
PL0000105953 |
105,52 |
105,63 |
2,57 |
2,52 |
105,58 |
2,54 |
OK0715 |
PL0000107405 |
94,47 |
94,65 |
2,61 |
2,52 |
94,56 |
2,57 |
DS1015 |
PL0000103602 |
108,52 |
108,72 |
2,62 |
2,54 |
108,62 |
2,58 |
PS0416 |
PL0000106340 |
106,66 |
106,83 |
2,63 |
2,57 |
106,75 |
2,60 |
IZ0816 |
PL0000103529 |
106,68 |
107,37 |
--- |
--- |
107,03 |
--- |
PS1016 |
PL0000106795 |
106,85 |
107,11 |
2,65 |
2,57 |
106,98 |
2,61 |
WZ0117 |
PL0000106936 |
100,34 |
100,49 |
--- |
--- |
100,42 |
--- |
PS0417 |
PL0000107058 |
107,67 |
107,88 |
2,68 |
2,63 |
107,78 |
2,65 |
DS1017 |
PL0000104543 |
110,66 |
110,85 |
2,68 |
2,63 |
110,76 |
2,65 |
WZ0118 |
PL0000104717 |
100,28 |
100,49 |
--- |
--- |
100,39 |
--- |
PS0418 |
PL0000107314 |
104,78 |
105,02 |
2,71 |
2,65 |
104,90 |
2,68 |
DS1019 |
PL0000105441 |
115,84 |
116,08 |
2,78 |
2,75 |
115,96 |
2,76 |
DS1020 |
PL0000106126 |
115,63 |
116,03 |
2,89 |
2,83 |
115,83 |
2,86 |
WZ0121 |
PL0000106068 |
99,57 |
99,82 |
--- |
--- |
99,70 |
--- |
DS1021 |
PL0000106670 |
120,35 |
120,77 |
2,99 |
2,94 |
120,56 |
2,96 |
WS0922 |
PL0000102646 |
121,42 |
121,72 |
3,08 |
3,05 |
121,57 |
3,06 |
IZ0823 |
PL0000105359 |
114,11 |
114,72 |
--- |
--- |
114,42 |
--- |
DS1023 |
PL0000107264 |
107,44 |
107,84 |
3,15 |
3,11 |
107,64 |
3,13 |
WS0429 |
PL0000105391 |
128,72 |
129,82 |
3,39 |
3,31 |
129,27 |
3,35 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0417 |
PL0000107058 |
0/1 |
1 |
2,900 |
2,900 |
2,900 |
10 |
DS1013 |
PL0000102836 |
1/2 |
1 |
2,900 |
2,900 |
2,900 |
215 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,900 |
2,900 |
2,900 |
40 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,900 |
2,900 |
2,900 |
100 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,900 |
2,900 |
2,900 |
25 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,800 |
2,800 |
2,800 |
40 |
OK0714 |
PL0000107009 |
1/2 |
1 |
2,850 |
2,850 |
2,850 |
275 |
PS0417 |
PL0000107058 |
1/2 |
1 |
2,950 |
2,950 |
2,950 |
120 |
OK0714 |
PL0000107009 |
1/8 |
7 |
2,850 |
2,850 |
2,850 |
65 |
OK0715 |
PL0000107405 |
1/8 |
7 |
2,900 |
2,900 |
2,900 |
200 |
TOTAL |
1 090 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/5 |
4 |
3,050 |
3,050 |
3,050 |
600 |
TOTAL |
600 |