2013-05-14 |
MARKET DATA |
No 91 (2125) |
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 |
1 515,00 |
1 602,35 |
82 |
990,00 |
1 099,30 |
16 |
2 505,00 |
2 701,65 |
98 |
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 |
99,50 |
99,58 |
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 |
98,24 |
98,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,96 |
102,92 |
102,92 |
102,92 |
102,89 |
102,90 |
102,90 |
555 000 |
572,95 |
14 |
OK0714 |
PL0000107009 |
97,15 |
97,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
105,63 |
105,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
94,72 |
94,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
108,71 |
108,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
106,90 |
106,77 |
106,80 |
106,90 |
106,79 |
106,90 |
106,81 |
150 000 |
160,65 |
10 |
PS1016 |
PL0000106795 |
107,14 |
106,97 |
107,15 |
107,15 |
107,15 |
107,15 |
107,15 |
5 000 |
5,49 |
1 |
PS0417 |
PL0000107058 |
108,00 |
107,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
110,90 |
110,70 |
110,95 |
110,95 |
110,95 |
110,95 |
110,95 |
10 000 |
11,39 |
1 |
PS0418 |
PL0000107314 |
105,02 |
104,78 |
104,85 |
105,16 |
104,85 |
104,93 |
104,94 |
340 000 |
357,54 |
24 |
PS0718 |
PL0000107595 |
99,20 |
99,00 |
99,15 |
99,15 |
99,15 |
99,15 |
99,15 |
25 000 |
25,29 |
2 |
DS1019 |
PL0000105441 |
116,14 |
115,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
115,86 |
115,60 |
115,95 |
115,95 |
115,95 |
115,95 |
115,95 |
10 000 |
11,89 |
1 |
DS1021 |
PL0000106670 |
120,35 |
120,20 |
120,35 |
120,35 |
120,16 |
120,16 |
120,23 |
40 000 |
49,37 |
5 |
WS0922 |
PL0000102646 |
121,38 |
121,25 |
121,38 |
121,38 |
121,38 |
121,38 |
121,38 |
15 000 |
18,76 |
1 |
DS1023 |
PL0000107264 |
107,44 |
107,20 |
107,40 |
107,42 |
107,02 |
107,02 |
107,37 |
145 000 |
158,91 |
12 |
WS0429 |
PL0000105391 |
128,51 |
128,31 |
128,40 |
128,40 |
128,40 |
128,40 |
128,40 |
30 000 |
38,62 |
2 |
WS0437 |
PL0000104857 |
115,00 |
135,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,80 |
107,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,55 |
114,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,40 |
100,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,35 |
100,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,35 |
100,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,70 |
99,70 |
99,70 |
99,73 |
99,63 |
99,73 |
99,66 |
170 000 |
171,50 |
8 |
WZ0124 |
PL0000107454 |
98,68 |
98,72 |
98,72 |
98,72 |
98,72 |
98,72 |
98,72 |
20 000 |
19,99 |
1 |
TOTAL |
1 515 000 |
1 602,35 |
82 |
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 |
104,00 |
104,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
107,75 |
107,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
110,60 |
110,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
122,05 |
122,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
101,65 |
101,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
117,50 |
117,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
116,60 |
116,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
119,50 |
119,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
112,40 |
112,90 |
112,90 |
112,90 |
112,90 |
112,90 |
112,90 |
500 |
0,57 |
1 |
EUR0724 |
XS0841073793 |
106,50 |
107,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
124,00 |
125,25 |
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 |
13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
104 |
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 |
100,95 |
101,11 |
2,74 |
2,39 |
101,03 |
2,57 |
OK0114 |
PL0000106712 |
98,18 |
98,36 |
2,66 |
2,40 |
98,27 |
2,53 |
PS0414 |
PL0000105433 |
102,88 |
102,99 |
2,61 |
2,49 |
102,94 |
2,55 |
OK0714 |
PL0000107009 |
97,05 |
97,24 |
2,54 |
2,38 |
97,15 |
2,46 |
WZ0115 |
PL0000106480 |
100,34 |
100,47 |
--- |
--- |
100,41 |
--- |
PS0415 |
PL0000105953 |
105,51 |
105,67 |
2,55 |
2,47 |
105,59 |
2,51 |
OK0715 |
PL0000107405 |
94,60 |
94,77 |
2,57 |
2,48 |
94,69 |
2,52 |
DS1015 |
PL0000103602 |
108,55 |
108,75 |
2,58 |
2,50 |
108,65 |
2,54 |
PS0416 |
PL0000106340 |
106,60 |
106,82 |
2,64 |
2,56 |
106,71 |
2,60 |
IZ0816 |
PL0000103529 |
106,71 |
107,36 |
--- |
--- |
107,04 |
--- |
PS1016 |
PL0000106795 |
106,81 |
107,06 |
2,65 |
2,57 |
106,94 |
2,61 |
WZ0117 |
PL0000106936 |
100,30 |
100,46 |
--- |
--- |
100,38 |
--- |
PS0417 |
PL0000107058 |
107,63 |
107,91 |
2,68 |
2,61 |
107,77 |
2,65 |
DS1017 |
PL0000104543 |
110,47 |
110,74 |
2,71 |
2,65 |
110,61 |
2,68 |
WZ0118 |
PL0000104717 |
100,29 |
100,47 |
--- |
--- |
100,38 |
--- |
PS0418 |
PL0000107314 |
104,60 |
104,86 |
2,74 |
2,68 |
104,73 |
2,71 |
DS1019 |
PL0000105441 |
115,43 |
115,85 |
2,84 |
2,78 |
115,64 |
2,81 |
DS1020 |
PL0000106126 |
115,28 |
115,67 |
2,93 |
2,88 |
115,48 |
2,90 |
WZ0121 |
PL0000106068 |
99,55 |
99,75 |
--- |
--- |
99,65 |
--- |
DS1021 |
PL0000106670 |
119,84 |
120,26 |
3,04 |
2,99 |
120,05 |
3,02 |
WS0922 |
PL0000102646 |
120,85 |
121,29 |
3,14 |
3,09 |
121,07 |
3,11 |
IZ0823 |
PL0000105359 |
114,40 |
115,17 |
--- |
--- |
114,79 |
--- |
DS1023 |
PL0000107264 |
106,80 |
107,25 |
3,22 |
3,17 |
107,03 |
3,19 |
WS0429 |
PL0000105391 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,96 |
101,10 |
2,72 |
2,41 |
101,03 |
2,57 |
OK0114 |
PL0000106712 |
98,21 |
98,37 |
2,62 |
2,38 |
98,29 |
2,50 |
PS0414 |
PL0000105433 |
102,93 |
103,03 |
2,56 |
2,45 |
102,98 |
2,50 |
OK0714 |
PL0000107009 |
97,12 |
97,24 |
2,48 |
2,38 |
97,18 |
2,43 |
WZ0115 |
PL0000106480 |
100,36 |
100,48 |
--- |
--- |
100,42 |
--- |
PS0415 |
PL0000105953 |
105,57 |
105,72 |
2,52 |
2,45 |
105,65 |
2,48 |
OK0715 |
PL0000107405 |
94,68 |
94,86 |
2,53 |
2,44 |
94,77 |
2,48 |
DS1015 |
PL0000103602 |
108,67 |
108,87 |
2,53 |
2,45 |
108,77 |
2,49 |
PS0416 |
PL0000106340 |
106,77 |
106,98 |
2,58 |
2,51 |
106,88 |
2,54 |
IZ0816 |
PL0000103529 |
106,68 |
107,36 |
--- |
--- |
107,02 |
--- |
PS1016 |
PL0000106795 |
106,99 |
107,22 |
2,60 |
2,53 |
107,11 |
2,56 |
WZ0117 |
PL0000106936 |
100,25 |
100,46 |
--- |
--- |
100,36 |
--- |
PS0417 |
PL0000107058 |
107,77 |
108,02 |
2,65 |
2,58 |
107,90 |
2,61 |
DS1017 |
PL0000104543 |
110,72 |
110,93 |
2,65 |
2,61 |
110,83 |
2,63 |
WZ0118 |
PL0000104717 |
100,29 |
100,46 |
--- |
--- |
100,38 |
--- |
PS0418 |
PL0000107314 |
104,83 |
105,04 |
2,69 |
2,65 |
104,94 |
2,67 |
DS1019 |
PL0000105441 |
115,67 |
115,93 |
2,80 |
2,76 |
115,80 |
2,78 |
DS1020 |
PL0000106126 |
115,41 |
115,76 |
2,91 |
2,86 |
115,59 |
2,89 |
WZ0121 |
PL0000106068 |
99,58 |
99,77 |
--- |
--- |
99,68 |
--- |
DS1021 |
PL0000106670 |
119,87 |
120,30 |
3,04 |
2,99 |
120,09 |
3,01 |
WS0922 |
PL0000102646 |
120,87 |
121,32 |
3,14 |
3,09 |
121,10 |
3,11 |
IZ0823 |
PL0000105359 |
114,25 |
115,37 |
--- |
--- |
114,81 |
--- |
DS1023 |
PL0000107264 |
106,85 |
107,30 |
3,21 |
3,16 |
107,08 |
3,19 |
WS0429 |
PL0000105391 |
127,95 |
128,59 |
3,44 |
3,40 |
128,27 |
3,42 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
OK0114 |
PL0000106712 |
0/1 |
1 |
2,750 |
2,750 |
2,750 |
60 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,600 |
2,700 |
2,654 |
260 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,700 |
2,700 |
2,700 |
125 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,700 |
2,700 |
2,700 |
105 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,700 |
2,700 |
2,700 |
40 |
DS1015 |
PL0000103602 |
0/2 |
2 |
2,700 |
2,700 |
2,700 |
15 |
DS1013 |
PL0000102836 |
1/8 |
7 |
2,750 |
2,750 |
2,750 |
20 |
PS0414 |
PL0000105433 |
1/8 |
7 |
2,850 |
2,850 |
2,850 |
140 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,750 |
2,750 |
2,750 |
100 |
OK0114 |
PL0000106712 |
1/8 |
7 |
2,700 |
2,800 |
2,767 |
60 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,700 |
2,700 |
2,700 |
65 |
TOTAL |
990 |