2013-05-16 |
MARKET DATA |
No 93 (2127) |
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 |
1 455,00 |
1 578,75 |
99 |
920,00 |
1 053,24 |
14 |
2 375,00 |
2 631,98 |
113 |
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 |
99,53 |
99,53 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,98 |
100,98 |
101,04 |
101,04 |
100,97 |
100,97 |
100,99 |
242 500 |
251,81 |
10 |
OK0114 |
PL0000106712 |
98,25 |
98,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,90 |
102,93 |
102,93 |
102,93 |
102,93 |
102,93 |
102,93 |
15 000 |
15,50 |
1 |
OK0714 |
PL0000107009 |
97,13 |
97,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
105,60 |
105,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
94,68 |
94,77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
108,63 |
108,64 |
108,60 |
108,67 |
108,58 |
108,67 |
108,60 |
30 000 |
33,65 |
3 |
PS0416 |
PL0000106340 |
106,75 |
106,71 |
106,60 |
106,60 |
106,60 |
106,60 |
106,60 |
45 000 |
48,12 |
2 |
PS1016 |
PL0000106795 |
106,96 |
106,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
107,67 |
107,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
110,63 |
110,39 |
110,44 |
110,44 |
110,44 |
110,44 |
110,44 |
20 000 |
22,68 |
2 |
PS0418 |
PL0000107314 |
104,67 |
104,35 |
104,51 |
104,80 |
104,45 |
104,80 |
104,58 |
210 000 |
220,16 |
13 |
PS0718 |
PL0000107595 |
98,90 |
98,59 |
98,55 |
98,55 |
98,41 |
98,41 |
98,48 |
20 000 |
20,11 |
2 |
DS1019 |
PL0000105441 |
115,46 |
115,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
115,25 |
114,85 |
115,05 |
115,05 |
115,05 |
115,05 |
115,05 |
10 000 |
11,80 |
1 |
DS1021 |
PL0000106670 |
119,65 |
119,26 |
119,53 |
119,80 |
119,28 |
119,80 |
119,44 |
165 000 |
202,45 |
12 |
WS0922 |
PL0000102646 |
120,66 |
120,23 |
120,45 |
120,70 |
120,45 |
120,70 |
120,55 |
65 000 |
80,80 |
6 |
DS1023 |
PL0000107264 |
106,70 |
106,20 |
106,20 |
106,80 |
106,15 |
106,80 |
106,43 |
247 500 |
269,02 |
25 |
WS0429 |
PL0000105391 |
129,85 |
126,61 |
128,00 |
128,00 |
128,00 |
128,00 |
128,00 |
10 000 |
12,84 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,78 |
106,80 |
106,80 |
106,80 |
106,80 |
106,80 |
106,80 |
15 000 |
20,86 |
1 |
IZ0823 |
PL0000105359 |
114,44 |
114,60 |
114,44 |
114,60 |
114,44 |
114,60 |
114,52 |
20 000 |
26,89 |
2 |
WZ0115 |
PL0000106480 |
100,35 |
100,37 |
100,35 |
100,35 |
100,35 |
100,35 |
100,35 |
30 000 |
30,48 |
2 |
WZ0117 |
PL0000106936 |
100,32 |
100,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,35 |
100,30 |
100,33 |
100,37 |
100,30 |
100,37 |
100,35 |
125 000 |
127,02 |
6 |
WZ0121 |
PL0000106068 |
99,60 |
99,58 |
99,64 |
99,64 |
99,64 |
99,64 |
99,64 |
5 000 |
5,05 |
1 |
WZ0124 |
PL0000107454 |
98,45 |
98,36 |
98,45 |
98,45 |
98,45 |
98,45 |
98,45 |
180 000 |
179,49 |
9 |
TOTAL |
1 455 000 |
1 578,75 |
99 |
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 |
103,95 |
104,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
110,70 |
110,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
122,35 |
122,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
101,85 |
102,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
117,35 |
117,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
116,50 |
116,85 |
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 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
106,60 |
106,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
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
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 |
9 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
100 |
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 |
100,94 |
101,07 |
2,71 |
2,42 |
101,01 |
2,55 |
OK0114 |
PL0000106712 |
98,17 |
98,38 |
2,72 |
2,40 |
98,28 |
2,56 |
PS0414 |
PL0000105433 |
102,85 |
102,98 |
2,61 |
2,47 |
102,92 |
2,53 |
OK0714 |
PL0000107009 |
97,08 |
97,27 |
2,54 |
2,37 |
97,18 |
2,45 |
WZ0115 |
PL0000106480 |
100,30 |
100,41 |
--- |
--- |
100,36 |
--- |
PS0415 |
PL0000105953 |
105,50 |
105,70 |
2,54 |
2,44 |
105,60 |
2,49 |
OK0715 |
PL0000107405 |
94,60 |
94,81 |
2,58 |
2,47 |
94,71 |
2,52 |
DS1015 |
PL0000103602 |
108,52 |
108,72 |
2,58 |
2,50 |
108,62 |
2,54 |
PS0416 |
PL0000106340 |
106,52 |
106,74 |
2,65 |
2,58 |
106,63 |
2,62 |
IZ0816 |
PL0000103529 |
106,33 |
106,96 |
--- |
--- |
106,65 |
--- |
PS1016 |
PL0000106795 |
106,73 |
107,00 |
2,67 |
2,59 |
106,87 |
2,62 |
WZ0117 |
PL0000106936 |
100,27 |
100,48 |
--- |
--- |
100,38 |
--- |
PS0417 |
PL0000107058 |
107,41 |
107,70 |
2,73 |
2,66 |
107,56 |
2,69 |
DS1017 |
PL0000104543 |
110,34 |
110,62 |
2,74 |
2,67 |
110,48 |
2,70 |
WZ0118 |
PL0000104717 |
100,28 |
100,43 |
--- |
--- |
100,36 |
--- |
PS0418 |
PL0000107314 |
104,36 |
104,59 |
2,79 |
2,74 |
104,48 |
2,76 |
DS1019 |
PL0000105441 |
115,02 |
115,43 |
2,90 |
2,84 |
115,23 |
2,87 |
DS1020 |
PL0000106126 |
114,71 |
115,13 |
3,01 |
2,95 |
114,92 |
2,98 |
WZ0121 |
PL0000106068 |
99,50 |
99,74 |
--- |
--- |
99,62 |
--- |
DS1021 |
PL0000106670 |
119,09 |
119,46 |
3,13 |
3,09 |
119,28 |
3,11 |
WS0922 |
PL0000102646 |
119,95 |
120,36 |
3,24 |
3,19 |
120,16 |
3,21 |
IZ0823 |
PL0000105359 |
113,80 |
114,80 |
--- |
--- |
114,30 |
--- |
DS1023 |
PL0000107264 |
106,06 |
106,36 |
3,30 |
3,27 |
106,21 |
3,28 |
WS0429 |
PL0000105391 |
126,84 |
127,74 |
3,52 |
3,45 |
127,29 |
3,49 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,95 |
101,02 |
2,69 |
2,53 |
100,99 |
2,60 |
OK0114 |
PL0000106712 |
98,20 |
98,33 |
2,68 |
2,48 |
98,27 |
2,57 |
PS0414 |
PL0000105433 |
102,87 |
102,96 |
2,58 |
2,49 |
102,92 |
2,53 |
OK0714 |
PL0000107009 |
97,11 |
97,28 |
2,51 |
2,36 |
97,20 |
2,43 |
WZ0115 |
PL0000106480 |
100,32 |
100,45 |
--- |
--- |
100,39 |
--- |
PS0415 |
PL0000105953 |
105,53 |
105,70 |
2,53 |
2,44 |
105,62 |
2,48 |
OK0715 |
PL0000107405 |
94,66 |
94,83 |
2,55 |
2,46 |
94,75 |
2,50 |
DS1015 |
PL0000103602 |
108,61 |
108,82 |
2,54 |
2,46 |
108,72 |
2,50 |
PS0416 |
PL0000106340 |
106,73 |
106,96 |
2,58 |
2,50 |
106,85 |
2,54 |
IZ0816 |
PL0000103529 |
106,68 |
107,30 |
--- |
--- |
106,99 |
--- |
PS1016 |
PL0000106795 |
106,93 |
107,16 |
2,61 |
2,54 |
107,05 |
2,57 |
WZ0117 |
PL0000106936 |
100,26 |
100,40 |
--- |
--- |
100,33 |
--- |
PS0417 |
PL0000107058 |
107,64 |
107,89 |
2,67 |
2,61 |
107,77 |
2,64 |
DS1017 |
PL0000104543 |
110,59 |
110,81 |
2,68 |
2,63 |
110,70 |
2,65 |
WZ0118 |
PL0000104717 |
100,28 |
100,42 |
--- |
--- |
100,35 |
--- |
PS0418 |
PL0000107314 |
104,63 |
104,89 |
2,73 |
2,68 |
104,76 |
2,70 |
DS1019 |
PL0000105441 |
115,43 |
115,85 |
2,84 |
2,77 |
115,64 |
2,80 |
DS1020 |
PL0000106126 |
115,21 |
115,64 |
2,94 |
2,88 |
115,43 |
2,91 |
WZ0121 |
PL0000106068 |
99,53 |
99,72 |
--- |
--- |
99,63 |
--- |
DS1021 |
PL0000106670 |
119,60 |
119,98 |
3,07 |
3,03 |
119,79 |
3,05 |
WS0922 |
PL0000102646 |
120,59 |
120,96 |
3,17 |
3,12 |
120,78 |
3,14 |
IZ0823 |
PL0000105359 |
114,09 |
114,81 |
--- |
--- |
114,45 |
--- |
DS1023 |
PL0000107264 |
106,60 |
106,89 |
3,24 |
3,21 |
106,75 |
3,22 |
WS0429 |
PL0000105391 |
127,82 |
128,64 |
3,45 |
3,39 |
128,23 |
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) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
0/1 |
1 |
2,700 |
2,700 |
2,700 |
200 |
DS1017 |
PL0000104543 |
1/4 |
3 |
2,750 |
2,750 |
2,750 |
20 |
WS0429 |
PL0000105391 |
1/4 |
3 |
2,650 |
2,650 |
2,650 |
15 |
DS1020 |
PL0000106126 |
1/4 |
3 |
2,800 |
2,800 |
2,800 |
55 |
OK0114 |
PL0000106712 |
1/4 |
3 |
2,750 |
2,750 |
2,750 |
30 |
DS1023 |
PL0000107264 |
1/4 |
3 |
2,800 |
2,800 |
2,800 |
10 |
WZ0124 |
PL0000107454 |
1/4 |
3 |
2,750 |
2,750 |
2,750 |
10 |
DS1019 |
PL0000105441 |
0/4 |
4 |
2,700 |
2,700 |
2,700 |
220 |
DS1020 |
PL0000106126 |
0/4 |
4 |
2,750 |
2,750 |
2,750 |
100 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,700 |
2,700 |
2,700 |
20 |
DS1021 |
PL0000106670 |
1/8 |
7 |
2,750 |
2,750 |
2,750 |
65 |
WZ0117 |
PL0000106936 |
1/8 |
7 |
2,800 |
2,800 |
2,800 |
175 |
TOTAL |
920 |