2013-05-10 |
MARKET DATA |
No 89 (2123) |
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 |
1 660,00 |
1 905,76 |
138 |
1 510,00 |
1 695,31 |
13 |
3 170,00 |
3 601,07 |
151 |
T-bonds EUR |
0,50 |
0,57 |
1 |
0,00 |
0,00 |
0 |
0,50 |
0,57 |
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 |
99,49 |
99,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,04 |
101,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,19 |
98,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,94 |
102,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,09 |
97,19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
105,62 |
105,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
94,67 |
94,71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
108,71 |
108,70 |
108,70 |
108,70 |
108,70 |
108,70 |
108,70 |
10 000 |
11,22 |
1 |
PS0416 |
PL0000106340 |
106,86 |
106,77 |
106,70 |
106,80 |
106,70 |
106,75 |
106,77 |
215 000 |
230,11 |
11 |
PS1016 |
PL0000106795 |
106,96 |
106,96 |
106,85 |
106,85 |
106,85 |
106,85 |
106,85 |
10 000 |
10,95 |
1 |
PS0417 |
PL0000107058 |
108,00 |
107,81 |
107,74 |
107,74 |
107,70 |
107,70 |
107,72 |
100 000 |
107,96 |
8 |
DS1017 |
PL0000104543 |
111,05 |
110,67 |
110,57 |
110,57 |
110,57 |
110,57 |
110,57 |
15 000 |
17,02 |
1 |
PS0418 |
PL0000107314 |
105,00 |
104,77 |
104,85 |
104,97 |
104,75 |
104,97 |
104,85 |
120 000 |
126,06 |
9 |
DS1019 |
PL0000105441 |
116,04 |
115,80 |
115,75 |
116,04 |
115,60 |
116,04 |
115,90 |
110 000 |
130,82 |
7 |
DS1020 |
PL0000106126 |
116,17 |
115,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
120,65 |
120,25 |
120,30 |
120,70 |
120,25 |
120,30 |
120,41 |
245 000 |
302,77 |
25 |
WS0922 |
PL0000102646 |
121,82 |
121,50 |
121,75 |
121,89 |
121,25 |
121,60 |
121,56 |
110 000 |
137,75 |
10 |
DS1023 |
PL0000107264 |
108,00 |
107,50 |
107,75 |
108,05 |
107,25 |
107,60 |
107,72 |
427 500 |
469,94 |
42 |
WS0429 |
PL0000105391 |
131,15 |
127,30 |
129,00 |
130,30 |
127,30 |
129,80 |
129,40 |
95 000 |
123,22 |
10 |
WS0437 |
PL0000104857 |
115,00 |
140,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,83 |
106,77 |
106,80 |
106,94 |
106,77 |
106,77 |
106,85 |
42 500 |
59,09 |
4 |
IZ0823 |
PL0000105359 |
115,07 |
114,65 |
114,95 |
114,95 |
114,45 |
114,45 |
114,68 |
50 000 |
67,28 |
5 |
WZ0115 |
PL0000106480 |
100,38 |
100,37 |
100,38 |
100,38 |
100,37 |
100,37 |
100,38 |
90 000 |
91,42 |
2 |
WZ0117 |
PL0000106936 |
100,36 |
100,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,34 |
100,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,70 |
99,63 |
99,70 |
99,70 |
99,68 |
99,68 |
99,69 |
20 000 |
20,18 |
2 |
WZ0124 |
PL0000107454 |
98,71 |
98,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 660 000 |
1 905,76 |
138 |
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 |
104,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
107,75 |
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 |
122,25 |
122,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
101,90 |
102,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
117,80 |
107,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
116,85 |
117,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
119,60 |
119,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
112,85 |
113,00 |
113,00 |
113,00 |
113,00 |
113,00 |
113,00 |
500 |
0,57 |
1 |
EUR0724 |
XS0841073793 |
106,60 |
107,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
124,40 |
125,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
500 |
0,57 |
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 |
15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
106 |
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 |
101,17 |
2,73 |
2,29 |
101,07 |
2,51 |
OK0114 |
PL0000106712 |
98,12 |
98,34 |
2,73 |
2,41 |
98,23 |
2,57 |
PS0414 |
PL0000105433 |
102,89 |
103,02 |
2,62 |
2,48 |
102,96 |
2,54 |
OK0714 |
PL0000107009 |
97,02 |
97,22 |
2,56 |
2,38 |
97,12 |
2,47 |
WZ0115 |
PL0000106480 |
100,31 |
100,47 |
--- |
--- |
100,39 |
--- |
PS0415 |
PL0000105953 |
105,52 |
105,67 |
2,56 |
2,48 |
105,60 |
2,52 |
OK0715 |
PL0000107405 |
94,59 |
94,75 |
2,56 |
2,48 |
94,67 |
2,52 |
DS1015 |
PL0000103602 |
108,57 |
108,73 |
2,58 |
2,52 |
108,65 |
2,55 |
PS0416 |
PL0000106340 |
106,67 |
106,90 |
2,62 |
2,54 |
106,79 |
2,58 |
IZ0816 |
PL0000103529 |
106,48 |
107,20 |
--- |
--- |
106,84 |
--- |
PS1016 |
PL0000106795 |
106,82 |
107,02 |
2,65 |
2,59 |
106,92 |
2,62 |
WZ0117 |
PL0000106936 |
100,29 |
100,47 |
--- |
--- |
100,38 |
--- |
PS0417 |
PL0000107058 |
107,60 |
107,87 |
2,69 |
2,62 |
107,74 |
2,66 |
DS1017 |
PL0000104543 |
110,57 |
110,83 |
2,69 |
2,63 |
110,70 |
2,66 |
WZ0118 |
PL0000104717 |
100,25 |
100,45 |
--- |
--- |
100,35 |
--- |
PS0418 |
PL0000107314 |
104,57 |
104,87 |
2,75 |
2,68 |
104,72 |
2,72 |
DS1019 |
PL0000105441 |
115,56 |
115,99 |
2,82 |
2,76 |
115,78 |
2,79 |
DS1020 |
PL0000106126 |
115,43 |
115,89 |
2,91 |
2,85 |
115,66 |
2,88 |
WZ0121 |
PL0000106068 |
99,54 |
99,75 |
--- |
--- |
99,65 |
--- |
DS1021 |
PL0000106670 |
120,14 |
120,45 |
3,01 |
2,97 |
120,30 |
2,99 |
WS0922 |
PL0000102646 |
121,33 |
121,63 |
3,09 |
3,05 |
121,48 |
3,07 |
IZ0823 |
PL0000105359 |
114,38 |
115,34 |
--- |
--- |
114,86 |
--- |
DS1023 |
PL0000107264 |
107,44 |
107,75 |
3,15 |
3,12 |
107,60 |
3,13 |
WS0429 |
PL0000105391 |
128,60 |
129,56 |
3,39 |
3,33 |
129,08 |
3,36 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,97 |
101,14 |
2,73 |
2,36 |
101,06 |
2,53 |
OK0114 |
PL0000106712 |
98,14 |
98,35 |
2,70 |
2,39 |
98,25 |
2,54 |
PS0414 |
PL0000105433 |
102,89 |
103,04 |
2,62 |
2,46 |
102,97 |
2,53 |
OK0714 |
PL0000107009 |
97,04 |
97,23 |
2,54 |
2,37 |
97,14 |
2,45 |
WZ0115 |
PL0000106480 |
100,33 |
100,45 |
--- |
--- |
100,39 |
--- |
PS0415 |
PL0000105953 |
105,58 |
105,70 |
2,53 |
2,47 |
105,64 |
2,50 |
OK0715 |
PL0000107405 |
94,62 |
94,81 |
2,55 |
2,46 |
94,72 |
2,50 |
DS1015 |
PL0000103602 |
108,65 |
108,81 |
2,55 |
2,49 |
108,73 |
2,52 |
PS0416 |
PL0000106340 |
106,79 |
106,93 |
2,58 |
2,53 |
106,86 |
2,55 |
IZ0816 |
PL0000103529 |
106,68 |
107,38 |
--- |
--- |
107,03 |
--- |
PS1016 |
PL0000106795 |
106,88 |
107,09 |
2,63 |
2,57 |
106,99 |
2,60 |
WZ0117 |
PL0000106936 |
100,23 |
100,45 |
--- |
--- |
100,34 |
--- |
PS0417 |
PL0000107058 |
107,80 |
108,01 |
2,64 |
2,59 |
107,91 |
2,61 |
DS1017 |
PL0000104543 |
110,69 |
110,86 |
2,66 |
2,63 |
110,78 |
2,64 |
WZ0118 |
PL0000104717 |
100,29 |
100,50 |
--- |
--- |
100,40 |
--- |
PS0418 |
PL0000107314 |
104,75 |
104,95 |
2,71 |
2,67 |
104,85 |
2,69 |
DS1019 |
PL0000105441 |
115,94 |
116,11 |
2,76 |
2,74 |
116,03 |
2,75 |
DS1020 |
PL0000106126 |
115,73 |
116,04 |
2,87 |
2,83 |
115,89 |
2,85 |
WZ0121 |
PL0000106068 |
99,46 |
99,74 |
--- |
--- |
99,60 |
--- |
DS1021 |
PL0000106670 |
120,57 |
120,83 |
2,96 |
2,93 |
120,70 |
2,94 |
WS0922 |
PL0000102646 |
121,67 |
122,06 |
3,05 |
3,01 |
121,87 |
3,03 |
IZ0823 |
PL0000105359 |
114,29 |
115,16 |
--- |
--- |
114,73 |
--- |
DS1023 |
PL0000107264 |
107,78 |
108,09 |
3,11 |
3,08 |
107,94 |
3,10 |
WS0429 |
PL0000105391 |
128,75 |
130,05 |
3,38 |
3,29 |
129,40 |
3,34 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0429 |
PL0000105391 |
3/4 |
1 |
2,800 |
2,800 |
2,800 |
40 |
PS0414 |
PL0000105433 |
3/4 |
1 |
2,850 |
2,850 |
2,850 |
10 |
OK0714 |
PL0000107009 |
3/4 |
1 |
2,750 |
2,750 |
2,750 |
140 |
DS1019 |
PL0000105441 |
0/4 |
4 |
2,700 |
2,700 |
2,700 |
10 |
DS1013 |
PL0000102836 |
3/10 |
7 |
2,850 |
2,850 |
2,850 |
150 |
DS1019 |
PL0000105441 |
3/10 |
7 |
2,700 |
2,700 |
2,700 |
395 |
PS1016 |
PL0000106795 |
3/10 |
7 |
2,700 |
2,700 |
2,700 |
130 |
DS1023 |
PL0000107264 |
3/10 |
7 |
2,700 |
2,700 |
2,700 |
305 |
PS0416 |
PL0000106340 |
4/11 |
7 |
2,800 |
2,800 |
2,800 |
80 |
TOTAL |
1 260 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
3/4 |
1 |
3,000 |
3,000 |
3,000 |
250 |
TOTAL |
250 |