2013-05-09 |
MARKET DATA |
No 88 (2122) |
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 |
2 425,00 |
2 682,25 |
144 |
2 735,00 |
2 938,59 |
21 |
5 160,00 |
5 620,85 |
165 |
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 |
99,48 |
99,51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,08 |
101,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,27 |
98,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,99 |
103,00 |
102,99 |
102,99 |
102,99 |
102,99 |
102,99 |
95 000 |
98,11 |
3 |
OK0714 |
PL0000107009 |
97,14 |
97,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
105,70 |
105,67 |
105,67 |
105,67 |
105,65 |
105,65 |
105,66 |
25 000 |
26,48 |
3 |
OK0715 |
PL0000107405 |
94,73 |
94,68 |
94,83 |
94,83 |
94,75 |
94,75 |
94,78 |
75 000 |
71,08 |
2 |
DS1015 |
PL0000103602 |
108,82 |
108,71 |
108,71 |
108,85 |
108,71 |
108,75 |
108,80 |
255 000 |
286,22 |
18 |
PS0416 |
PL0000106340 |
107,02 |
106,90 |
107,00 |
107,04 |
106,88 |
106,89 |
106,94 |
340 000 |
364,43 |
21 |
PS1016 |
PL0000106795 |
107,21 |
107,13 |
107,22 |
107,27 |
107,08 |
107,08 |
107,23 |
175 000 |
192,20 |
13 |
PS0417 |
PL0000107058 |
108,17 |
108,07 |
108,15 |
108,32 |
108,10 |
108,10 |
108,19 |
80 000 |
86,74 |
5 |
DS1017 |
PL0000104543 |
111,20 |
111,05 |
111,11 |
111,20 |
111,11 |
111,20 |
111,18 |
50 000 |
57,03 |
5 |
PS0418 |
PL0000107314 |
105,44 |
105,23 |
105,38 |
105,44 |
105,15 |
105,15 |
105,36 |
535 000 |
564,66 |
16 |
DS1019 |
PL0000105441 |
116,52 |
116,28 |
116,49 |
116,49 |
116,40 |
116,40 |
116,48 |
140 000 |
167,29 |
7 |
DS1020 |
PL0000106126 |
116,55 |
115,85 |
115,85 |
116,45 |
115,85 |
116,45 |
116,15 |
20 000 |
23,81 |
2 |
DS1021 |
PL0000106670 |
121,37 |
121,04 |
121,17 |
121,54 |
121,17 |
121,54 |
121,25 |
60 000 |
74,64 |
6 |
WS0922 |
PL0000102646 |
122,70 |
122,30 |
122,55 |
122,81 |
122,36 |
122,65 |
122,56 |
205 000 |
258,74 |
19 |
DS1023 |
PL0000107264 |
108,70 |
108,35 |
108,51 |
108,70 |
108,44 |
108,70 |
108,50 |
120 000 |
132,83 |
13 |
WS0429 |
PL0000105391 |
130,96 |
130,75 |
130,75 |
131,01 |
130,47 |
131,01 |
130,80 |
70 000 |
91,76 |
7 |
WS0437 |
PL0000104857 |
124,00 |
140,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
107,40 |
107,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
115,35 |
115,30 |
115,30 |
115,30 |
115,30 |
115,30 |
115,30 |
10 000 |
13,53 |
1 |
WZ0115 |
PL0000106480 |
100,42 |
100,41 |
100,41 |
100,41 |
100,40 |
100,40 |
100,41 |
20 000 |
20,32 |
2 |
WZ0117 |
PL0000106936 |
100,42 |
100,47 |
100,41 |
100,41 |
100,41 |
100,41 |
100,41 |
150 000 |
152,40 |
1 |
WZ0118 |
PL0000104717 |
100,38 |
100,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,63 |
99,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,81 |
98,96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
2 425 000 |
2 682,25 |
144 |
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 |
104,05 |
104,20 |
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 |
110,90 |
110,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
122,30 |
122,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
102,00 |
102,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
117,90 |
118,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
117,00 |
117,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
119,85 |
120,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
113,00 |
112,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
107,00 |
107,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
124,80 |
125,75 |
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 |
16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
107 |
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 |
101,01 |
101,21 |
2,65 |
2,22 |
101,11 |
2,44 |
OK0114 |
PL0000106712 |
98,18 |
98,37 |
2,63 |
2,35 |
98,28 |
2,49 |
PS0414 |
PL0000105433 |
102,96 |
103,08 |
2,55 |
2,43 |
103,02 |
2,49 |
OK0714 |
PL0000107009 |
97,11 |
97,29 |
2,47 |
2,32 |
97,20 |
2,39 |
WZ0115 |
PL0000106480 |
100,38 |
100,50 |
--- |
--- |
100,44 |
--- |
PS0415 |
PL0000105953 |
105,63 |
105,83 |
2,51 |
2,40 |
105,73 |
2,45 |
OK0715 |
PL0000107405 |
94,65 |
94,85 |
2,53 |
2,43 |
94,75 |
2,48 |
DS1015 |
PL0000103602 |
108,76 |
108,93 |
2,51 |
2,44 |
108,85 |
2,47 |
PS0416 |
PL0000106340 |
106,94 |
107,08 |
2,53 |
2,48 |
107,01 |
2,50 |
IZ0816 |
PL0000103529 |
106,97 |
107,66 |
--- |
--- |
107,32 |
--- |
PS1016 |
PL0000106795 |
107,17 |
107,38 |
2,55 |
2,49 |
107,28 |
2,52 |
WZ0117 |
PL0000106936 |
100,39 |
100,55 |
--- |
--- |
100,47 |
--- |
PS0417 |
PL0000107058 |
108,00 |
108,28 |
2,59 |
2,52 |
108,14 |
2,56 |
DS1017 |
PL0000104543 |
111,08 |
111,36 |
2,58 |
2,52 |
111,22 |
2,55 |
WZ0118 |
PL0000104717 |
100,34 |
100,55 |
--- |
--- |
100,45 |
--- |
PS0418 |
PL0000107314 |
105,19 |
105,43 |
2,62 |
2,57 |
105,31 |
2,59 |
DS1019 |
PL0000105441 |
116,33 |
116,77 |
2,70 |
2,64 |
116,55 |
2,67 |
DS1020 |
PL0000106126 |
116,31 |
116,71 |
2,79 |
2,74 |
116,51 |
2,76 |
WZ0121 |
PL0000106068 |
99,59 |
99,87 |
--- |
--- |
99,73 |
--- |
DS1021 |
PL0000106670 |
121,16 |
121,58 |
2,89 |
2,84 |
121,37 |
2,86 |
WS0922 |
PL0000102646 |
122,54 |
122,88 |
2,96 |
2,92 |
122,71 |
2,94 |
IZ0823 |
PL0000105359 |
114,52 |
115,48 |
--- |
--- |
115,00 |
--- |
DS1023 |
PL0000107264 |
108,56 |
109,00 |
3,03 |
2,98 |
108,78 |
3,01 |
WS0429 |
PL0000105391 |
130,22 |
131,11 |
3,28 |
3,22 |
130,67 |
3,25 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
101,04 |
101,15 |
2,59 |
2,35 |
101,10 |
2,46 |
OK0114 |
PL0000106712 |
98,13 |
98,31 |
2,71 |
2,44 |
98,22 |
2,57 |
PS0414 |
PL0000105433 |
102,95 |
103,07 |
2,56 |
2,44 |
103,01 |
2,50 |
OK0714 |
PL0000107009 |
97,06 |
97,24 |
2,52 |
2,36 |
97,15 |
2,44 |
WZ0115 |
PL0000106480 |
100,35 |
100,45 |
--- |
--- |
100,40 |
--- |
PS0415 |
PL0000105953 |
105,56 |
105,70 |
2,54 |
2,47 |
105,63 |
2,51 |
OK0715 |
PL0000107405 |
94,64 |
94,80 |
2,54 |
2,46 |
94,72 |
2,50 |
DS1015 |
PL0000103602 |
108,67 |
108,81 |
2,55 |
2,49 |
108,74 |
2,52 |
PS0416 |
PL0000106340 |
106,81 |
106,98 |
2,57 |
2,51 |
106,90 |
2,54 |
IZ0816 |
PL0000103529 |
106,87 |
107,67 |
--- |
--- |
107,27 |
--- |
PS1016 |
PL0000106795 |
106,98 |
107,21 |
2,60 |
2,54 |
107,10 |
2,57 |
WZ0117 |
PL0000106936 |
100,37 |
100,54 |
--- |
--- |
100,46 |
--- |
PS0417 |
PL0000107058 |
107,91 |
108,13 |
2,61 |
2,56 |
108,02 |
2,59 |
DS1017 |
PL0000104543 |
110,85 |
111,13 |
2,63 |
2,57 |
110,99 |
2,60 |
WZ0118 |
PL0000104717 |
100,31 |
100,51 |
--- |
--- |
100,41 |
--- |
PS0418 |
PL0000107314 |
105,11 |
105,34 |
2,63 |
2,59 |
105,23 |
2,61 |
DS1019 |
PL0000105441 |
116,10 |
116,37 |
2,74 |
2,70 |
116,24 |
2,72 |
DS1020 |
PL0000106126 |
116,13 |
116,44 |
2,82 |
2,77 |
116,29 |
2,79 |
WZ0121 |
PL0000106068 |
99,58 |
99,87 |
--- |
--- |
99,73 |
--- |
DS1021 |
PL0000106670 |
120,90 |
121,26 |
2,92 |
2,88 |
121,08 |
2,90 |
WS0922 |
PL0000102646 |
122,24 |
122,55 |
2,99 |
2,95 |
122,40 |
2,97 |
IZ0823 |
PL0000105359 |
114,91 |
115,92 |
--- |
--- |
115,42 |
--- |
DS1023 |
PL0000107264 |
108,17 |
108,56 |
3,07 |
3,03 |
108,37 |
3,05 |
WS0429 |
PL0000105391 |
129,99 |
131,05 |
3,30 |
3,23 |
130,52 |
3,26 |
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 |
2,700 |
2,700 |
2,700 |
25 |
PS0417 |
PL0000107058 |
0/1 |
1 |
2,700 |
2,700 |
2,700 |
10 |
DS1015 |
PL0000103602 |
1/4 |
3 |
2,800 |
2,800 |
2,800 |
60 |
PS0414 |
PL0000105433 |
1/4 |
3 |
2,900 |
2,900 |
2,900 |
10 |
DS1019 |
PL0000105441 |
1/4 |
3 |
2,700 |
2,900 |
2,740 |
200 |
OK0713 |
PL0000106563 |
1/4 |
3 |
2,900 |
2,900 |
2,900 |
40 |
DS1021 |
PL0000106670 |
1/4 |
3 |
2,900 |
2,900 |
2,900 |
25 |
PS1016 |
PL0000106795 |
1/4 |
3 |
2,700 |
2,800 |
2,786 |
140 |
OK0714 |
PL0000107009 |
1/4 |
3 |
2,800 |
2,800 |
2,800 |
140 |
PS0417 |
PL0000107058 |
1/4 |
3 |
2,900 |
2,900 |
2,900 |
120 |
WZ0117 |
PL0000106936 |
1/8 |
7 |
2,800 |
2,820 |
2,811 |
365 |
TOTAL |
1 135 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/4 |
3 |
3,000 |
3,030 |
3,011 |
1 600 |
TOTAL |
1 600 |