2013-05-13 |
MARKET DATA |
No 90 (2124) |
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 |
1 240,00 |
1 404,09 |
108 |
2 385,00 |
2 702,73 |
28 |
3 625,00 |
4 106,82 |
136 |
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 |
99,50 |
99,56 |
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 |
98,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,92 |
103,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,14 |
97,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
105,55 |
105,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
94,65 |
94,65 |
94,72 |
94,72 |
94,72 |
94,72 |
94,72 |
110 000 |
104,19 |
5 |
DS1015 |
PL0000103602 |
108,60 |
108,61 |
108,61 |
108,61 |
108,61 |
108,61 |
108,61 |
20 000 |
22,42 |
2 |
PS0416 |
PL0000106340 |
106,82 |
106,65 |
106,68 |
106,68 |
106,68 |
106,68 |
106,68 |
15 000 |
16,04 |
2 |
PS1016 |
PL0000106795 |
106,85 |
106,85 |
106,87 |
106,87 |
106,87 |
106,87 |
106,87 |
10 000 |
10,95 |
1 |
PS0417 |
PL0000107058 |
108,00 |
107,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
110,60 |
110,48 |
110,53 |
110,53 |
110,50 |
110,52 |
110,51 |
75 000 |
85,06 |
6 |
PS0418 |
PL0000107314 |
104,68 |
104,55 |
104,60 |
104,62 |
104,60 |
104,62 |
104,61 |
45 000 |
47,17 |
2 |
DS1019 |
PL0000105441 |
116,22 |
115,39 |
115,65 |
115,65 |
115,43 |
115,63 |
115,51 |
160 000 |
189,68 |
15 |
DS1020 |
PL0000106126 |
115,55 |
115,20 |
115,35 |
115,35 |
115,35 |
115,35 |
115,35 |
10 000 |
11,83 |
1 |
DS1021 |
PL0000106670 |
120,40 |
119,75 |
120,40 |
120,40 |
119,71 |
119,71 |
120,07 |
150 000 |
184,88 |
14 |
WS0922 |
PL0000102646 |
122,48 |
120,75 |
121,25 |
121,25 |
121,06 |
121,06 |
121,17 |
120 000 |
149,83 |
9 |
DS1023 |
PL0000107264 |
107,50 |
106,75 |
107,65 |
107,66 |
106,67 |
107,15 |
107,16 |
485 000 |
530,46 |
46 |
WS0429 |
PL0000105391 |
129,30 |
126,60 |
129,30 |
129,30 |
127,65 |
127,65 |
128,67 |
40 000 |
51,59 |
5 |
WS0437 |
PL0000104857 |
110,00 |
130,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,88 |
107,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,39 |
114,61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,36 |
100,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,31 |
100,38 |
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 |
99,61 |
99,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,65 |
98,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 240 000 |
1 404,09 |
108 |
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 |
104,03 |
104,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
107,80 |
107,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
110,75 |
107,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
122,20 |
122,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
101,85 |
102,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
117,65 |
117,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
116,85 |
117,00 |
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 |
112,60 |
113,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
106,40 |
107,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
124,50 |
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 |
14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
105 |
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 |
101,18 |
2,67 |
2,25 |
101,09 |
2,45 |
OK0114 |
PL0000106712 |
98,17 |
98,37 |
2,67 |
2,37 |
98,27 |
2,52 |
PS0414 |
PL0000105433 |
102,89 |
103,04 |
2,61 |
2,45 |
102,97 |
2,52 |
OK0714 |
PL0000107009 |
97,06 |
97,24 |
2,53 |
2,37 |
97,15 |
2,45 |
WZ0115 |
PL0000106480 |
100,32 |
100,46 |
--- |
--- |
100,39 |
--- |
PS0415 |
PL0000105953 |
105,50 |
105,67 |
2,56 |
2,48 |
105,59 |
2,52 |
OK0715 |
PL0000107405 |
94,57 |
94,75 |
2,58 |
2,49 |
94,66 |
2,53 |
DS1015 |
PL0000103602 |
108,53 |
108,69 |
2,59 |
2,53 |
108,61 |
2,56 |
PS0416 |
PL0000106340 |
106,62 |
106,83 |
2,63 |
2,56 |
106,73 |
2,59 |
IZ0816 |
PL0000103529 |
106,72 |
107,51 |
--- |
--- |
107,12 |
--- |
PS1016 |
PL0000106795 |
106,81 |
107,03 |
2,65 |
2,59 |
106,92 |
2,62 |
WZ0117 |
PL0000106936 |
100,25 |
100,43 |
--- |
--- |
100,34 |
--- |
PS0417 |
PL0000107058 |
107,58 |
107,84 |
2,70 |
2,63 |
107,71 |
2,66 |
DS1017 |
PL0000104543 |
110,47 |
110,71 |
2,71 |
2,66 |
110,59 |
2,69 |
WZ0118 |
PL0000104717 |
100,27 |
100,47 |
--- |
--- |
100,37 |
--- |
PS0418 |
PL0000107314 |
104,53 |
104,81 |
2,76 |
2,70 |
104,67 |
2,73 |
DS1019 |
PL0000105441 |
115,53 |
115,85 |
2,83 |
2,78 |
115,69 |
2,80 |
DS1020 |
PL0000106126 |
115,38 |
115,70 |
2,92 |
2,87 |
115,54 |
2,90 |
WZ0121 |
PL0000106068 |
99,53 |
99,82 |
--- |
--- |
99,68 |
--- |
DS1021 |
PL0000106670 |
120,08 |
120,44 |
3,02 |
2,97 |
120,26 |
2,99 |
WS0922 |
PL0000102646 |
121,21 |
121,64 |
3,10 |
3,05 |
121,43 |
3,08 |
IZ0823 |
PL0000105359 |
114,10 |
115,16 |
--- |
--- |
114,63 |
--- |
DS1023 |
PL0000107264 |
107,32 |
107,53 |
3,16 |
3,14 |
107,43 |
3,15 |
WS0429 |
PL0000105391 |
128,30 |
129,62 |
3,42 |
3,32 |
128,96 |
3,37 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,98 |
101,17 |
2,69 |
2,27 |
101,08 |
2,47 |
OK0114 |
PL0000106712 |
98,17 |
98,37 |
2,67 |
2,37 |
98,27 |
2,52 |
PS0414 |
PL0000105433 |
102,90 |
103,03 |
2,60 |
2,46 |
102,97 |
2,52 |
OK0714 |
PL0000107009 |
97,05 |
97,23 |
2,54 |
2,38 |
97,14 |
2,46 |
WZ0115 |
PL0000106480 |
100,32 |
100,47 |
--- |
--- |
100,40 |
--- |
PS0415 |
PL0000105953 |
105,52 |
105,65 |
2,55 |
2,49 |
105,59 |
2,52 |
OK0715 |
PL0000107405 |
94,62 |
94,76 |
2,55 |
2,48 |
94,69 |
2,52 |
DS1015 |
PL0000103602 |
108,56 |
108,73 |
2,58 |
2,51 |
108,65 |
2,55 |
PS0416 |
PL0000106340 |
106,63 |
106,76 |
2,63 |
2,58 |
106,70 |
2,60 |
IZ0816 |
PL0000103529 |
106,64 |
107,29 |
--- |
--- |
106,97 |
--- |
PS1016 |
PL0000106795 |
106,77 |
107,03 |
2,66 |
2,59 |
106,90 |
2,62 |
WZ0117 |
PL0000106936 |
100,24 |
100,43 |
--- |
--- |
100,34 |
--- |
PS0417 |
PL0000107058 |
107,57 |
107,85 |
2,70 |
2,63 |
107,71 |
2,66 |
DS1017 |
PL0000104543 |
110,48 |
110,73 |
2,71 |
2,65 |
110,61 |
2,68 |
WZ0118 |
PL0000104717 |
100,28 |
100,49 |
--- |
--- |
100,39 |
--- |
PS0418 |
PL0000107314 |
104,57 |
104,85 |
2,75 |
2,69 |
104,71 |
2,72 |
DS1019 |
PL0000105441 |
115,42 |
115,83 |
2,84 |
2,78 |
115,63 |
2,81 |
DS1020 |
PL0000106126 |
115,25 |
115,67 |
2,94 |
2,88 |
115,46 |
2,91 |
WZ0121 |
PL0000106068 |
99,50 |
99,74 |
--- |
--- |
99,62 |
--- |
DS1021 |
PL0000106670 |
119,85 |
120,26 |
3,04 |
2,99 |
120,06 |
3,02 |
WS0922 |
PL0000102646 |
120,88 |
121,28 |
3,14 |
3,09 |
121,08 |
3,11 |
IZ0823 |
PL0000105359 |
114,05 |
114,94 |
--- |
--- |
114,50 |
--- |
DS1023 |
PL0000107264 |
106,94 |
107,25 |
3,20 |
3,17 |
107,10 |
3,19 |
WS0429 |
PL0000105391 |
127,59 |
128,55 |
3,47 |
3,40 |
128,07 |
3,43 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
2,700 |
2,700 |
2,700 |
90 |
DS1013 |
PL0000102836 |
0/1 |
1 |
2,750 |
2,750 |
2,750 |
15 |
DS1017 |
PL0000104543 |
0/1 |
1 |
2,700 |
2,750 |
2,706 |
170 |
DS1019 |
PL0000105441 |
0/1 |
1 |
2,750 |
2,750 |
2,750 |
100 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,750 |
2,750 |
2,750 |
130 |
OK0714 |
PL0000107009 |
0/1 |
1 |
2,700 |
2,700 |
2,700 |
105 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,700 |
2,700 |
2,700 |
170 |
PS0418 |
PL0000107314 |
0/1 |
1 |
2,700 |
2,700 |
2,700 |
40 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,800 |
2,800 |
2,800 |
50 |
DS1013 |
PL0000102836 |
1/2 |
1 |
2,750 |
2,750 |
2,750 |
40 |
DS1015 |
PL0000103602 |
1/2 |
1 |
2,750 |
2,750 |
2,750 |
130 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,750 |
2,750 |
2,750 |
200 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,750 |
2,750 |
2,750 |
200 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,750 |
2,750 |
2,750 |
25 |
PS0416 |
PL0000106340 |
1/2 |
1 |
2,750 |
2,750 |
2,750 |
10 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,750 |
2,750 |
2,750 |
40 |
DS1020 |
PL0000106126 |
0/2 |
2 |
2,750 |
2,750 |
2,750 |
160 |
DS1013 |
PL0000102836 |
1/8 |
7 |
2,750 |
2,750 |
2,750 |
30 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,600 |
2,700 |
2,650 |
400 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,700 |
2,700 |
2,700 |
135 |
DS1021 |
PL0000106670 |
1/8 |
7 |
2,700 |
2,700 |
2,700 |
5 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,800 |
2,800 |
2,800 |
25 |
OK0714 |
PL0000107009 |
1/8 |
7 |
2,750 |
2,750 |
2,750 |
105 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
2,700 |
2,700 |
2,700 |
10 |
TOTAL |
2 385 |