2013-05-17 |
MARKET DATA |
No 94 (2128) |
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 |
1 677,50 |
1 878,73 |
132 |
3 105,00 |
3 408,80 |
29 |
4 782,50 |
5 287,53 |
161 |
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 |
99,52 |
99,59 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,96 |
100,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,24 |
98,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,92 |
102,96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,20 |
97,26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
105,67 |
105,68 |
105,62 |
105,62 |
105,60 |
105,60 |
105,61 |
140 000 |
148,40 |
5 |
OK0715 |
PL0000107405 |
94,80 |
94,81 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
108,74 |
108,76 |
108,74 |
108,74 |
108,70 |
108,70 |
108,73 |
35 000 |
39,31 |
2 |
PS0416 |
PL0000106340 |
106,87 |
106,82 |
106,80 |
106,80 |
106,79 |
106,79 |
106,80 |
60 000 |
64,29 |
2 |
PS1016 |
PL0000106795 |
107,07 |
106,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
107,90 |
103,82 |
107,90 |
107,93 |
107,52 |
107,53 |
107,62 |
255 000 |
275,30 |
18 |
DS1017 |
PL0000104543 |
110,84 |
110,63 |
110,80 |
110,90 |
110,80 |
110,90 |
110,83 |
15 000 |
17,07 |
3 |
PS0418 |
PL0000107314 |
104,93 |
104,68 |
104,83 |
105,00 |
104,65 |
104,71 |
104,80 |
180 000 |
189,12 |
13 |
PS0718 |
PL0000107595 |
99,11 |
98,76 |
99,15 |
99,17 |
98,83 |
98,84 |
99,01 |
70 000 |
70,75 |
6 |
DS1019 |
PL0000105441 |
116,01 |
115,55 |
115,90 |
115,91 |
115,42 |
115,42 |
115,62 |
100 000 |
118,76 |
8 |
DS1020 |
PL0000106126 |
115,88 |
115,36 |
115,80 |
115,88 |
115,32 |
115,45 |
115,67 |
215 000 |
255,12 |
19 |
DS1021 |
PL0000106670 |
120,35 |
119,86 |
120,25 |
120,30 |
120,25 |
120,30 |
120,28 |
20 000 |
24,71 |
2 |
WS0922 |
PL0000102646 |
121,49 |
120,90 |
121,20 |
121,50 |
120,78 |
120,80 |
121,08 |
147 500 |
184,17 |
13 |
DS1023 |
PL0000107264 |
107,39 |
106,85 |
107,09 |
107,50 |
106,76 |
106,80 |
107,08 |
355 000 |
388,24 |
33 |
WS0429 |
PL0000105391 |
129,65 |
128,35 |
128,95 |
129,10 |
128,00 |
128,00 |
128,66 |
40 000 |
51,63 |
4 |
WS0437 |
PL0000104857 |
123,00 |
127,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
107,01 |
107,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,60 |
114,60 |
114,80 |
114,80 |
114,60 |
114,60 |
114,70 |
20 000 |
26,94 |
2 |
WZ0115 |
PL0000106480 |
100,37 |
100,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,31 |
100,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,32 |
100,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,60 |
99,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,44 |
98,37 |
98,44 |
98,44 |
98,40 |
98,40 |
98,42 |
25 000 |
24,92 |
2 |
TOTAL |
1 677 500 |
1 878,73 |
132 |
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 |
103,90 |
104,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
107,70 |
107,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
110,75 |
110,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
122,35 |
122,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
101,90 |
102,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
117,65 |
117,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
116,90 |
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 |
112,95 |
113,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
106,85 |
107,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
124,50 |
125,50 |
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 |
8 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
99 |
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 |
100,92 |
101,05 |
2,74 |
2,45 |
100,99 |
2,58 |
OK0114 |
PL0000106712 |
98,19 |
98,37 |
2,70 |
2,43 |
98,28 |
2,57 |
PS0414 |
PL0000105433 |
102,85 |
102,98 |
2,60 |
2,46 |
102,92 |
2,52 |
OK0714 |
PL0000107009 |
97,13 |
97,28 |
2,50 |
2,37 |
97,21 |
2,43 |
WZ0115 |
PL0000106480 |
100,31 |
100,46 |
--- |
--- |
100,39 |
--- |
PS0415 |
PL0000105953 |
105,56 |
105,73 |
2,51 |
2,42 |
105,65 |
2,46 |
OK0715 |
PL0000107405 |
94,69 |
94,86 |
2,54 |
2,45 |
94,78 |
2,49 |
DS1015 |
PL0000103602 |
108,65 |
108,83 |
2,52 |
2,45 |
108,74 |
2,49 |
PS0416 |
PL0000106340 |
106,74 |
106,96 |
2,58 |
2,50 |
106,85 |
2,54 |
IZ0816 |
PL0000103529 |
106,68 |
107,27 |
--- |
--- |
106,98 |
--- |
PS1016 |
PL0000106795 |
106,89 |
107,12 |
2,62 |
2,55 |
107,01 |
2,58 |
WZ0117 |
PL0000106936 |
100,28 |
100,46 |
--- |
--- |
100,37 |
--- |
PS0417 |
PL0000107058 |
107,66 |
107,93 |
2,67 |
2,60 |
107,80 |
2,63 |
DS1017 |
PL0000104543 |
110,56 |
110,83 |
2,68 |
2,62 |
110,70 |
2,65 |
WZ0118 |
PL0000104717 |
100,28 |
100,48 |
--- |
--- |
100,38 |
--- |
PS0418 |
PL0000107314 |
104,63 |
104,88 |
2,73 |
2,68 |
104,76 |
2,70 |
DS1019 |
PL0000105441 |
115,51 |
115,92 |
2,82 |
2,76 |
115,72 |
2,79 |
DS1020 |
PL0000106126 |
115,28 |
115,70 |
2,93 |
2,87 |
115,49 |
2,90 |
WZ0121 |
PL0000106068 |
99,54 |
99,76 |
--- |
--- |
99,65 |
--- |
DS1021 |
PL0000106670 |
119,74 |
120,13 |
3,05 |
3,01 |
119,94 |
3,03 |
WS0922 |
PL0000102646 |
120,72 |
121,14 |
3,15 |
3,10 |
120,93 |
3,13 |
IZ0823 |
PL0000105359 |
114,25 |
114,97 |
--- |
--- |
114,61 |
--- |
DS1023 |
PL0000107264 |
106,74 |
107,06 |
3,23 |
3,19 |
106,90 |
3,21 |
WS0429 |
PL0000105391 |
128,04 |
128,84 |
3,43 |
3,38 |
128,44 |
3,40 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,92 |
101,00 |
2,74 |
2,56 |
100,96 |
2,65 |
OK0114 |
PL0000106712 |
98,19 |
98,37 |
2,70 |
2,43 |
98,28 |
2,57 |
PS0414 |
PL0000105433 |
102,86 |
102,99 |
2,59 |
2,45 |
102,93 |
2,51 |
OK0714 |
PL0000107009 |
97,11 |
97,28 |
2,52 |
2,37 |
97,20 |
2,44 |
WZ0115 |
PL0000106480 |
100,34 |
100,44 |
--- |
--- |
100,39 |
--- |
PS0415 |
PL0000105953 |
105,54 |
105,71 |
2,52 |
2,43 |
105,63 |
2,47 |
OK0715 |
PL0000107405 |
94,74 |
94,89 |
2,51 |
2,44 |
94,82 |
2,47 |
DS1015 |
PL0000103602 |
108,59 |
108,79 |
2,55 |
2,47 |
108,69 |
2,51 |
PS0416 |
PL0000106340 |
106,67 |
106,86 |
2,60 |
2,54 |
106,77 |
2,57 |
IZ0816 |
PL0000103529 |
106,65 |
107,24 |
--- |
--- |
106,95 |
--- |
PS1016 |
PL0000106795 |
106,72 |
106,99 |
2,67 |
2,59 |
106,86 |
2,63 |
WZ0117 |
PL0000106936 |
100,24 |
100,40 |
--- |
--- |
100,32 |
--- |
PS0417 |
PL0000107058 |
107,53 |
107,74 |
2,70 |
2,65 |
107,64 |
2,67 |
DS1017 |
PL0000104543 |
110,42 |
110,68 |
2,72 |
2,66 |
110,55 |
2,69 |
WZ0118 |
PL0000104717 |
100,27 |
100,42 |
--- |
--- |
100,35 |
--- |
PS0418 |
PL0000107314 |
104,51 |
104,73 |
2,76 |
2,71 |
104,62 |
2,73 |
DS1019 |
PL0000105441 |
115,27 |
115,67 |
2,86 |
2,80 |
115,47 |
2,83 |
DS1020 |
PL0000106126 |
115,00 |
115,41 |
2,97 |
2,91 |
115,21 |
2,94 |
WZ0121 |
PL0000106068 |
99,51 |
99,72 |
--- |
--- |
99,62 |
--- |
DS1021 |
PL0000106670 |
119,58 |
119,95 |
3,07 |
3,03 |
119,77 |
3,05 |
WS0922 |
PL0000102646 |
120,73 |
121,04 |
3,15 |
3,12 |
120,89 |
3,13 |
IZ0823 |
PL0000105359 |
114,26 |
114,99 |
--- |
--- |
114,63 |
--- |
DS1023 |
PL0000107264 |
106,74 |
107,02 |
3,23 |
3,19 |
106,88 |
3,21 |
WS0429 |
PL0000105391 |
127,46 |
128,61 |
3,47 |
3,39 |
128,04 |
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 |
3/4 |
1 |
2,770 |
2,770 |
2,770 |
105 |
DS1015 |
PL0000103602 |
3/4 |
1 |
2,770 |
2,770 |
2,770 |
40 |
DS1017 |
PL0000104543 |
3/4 |
1 |
2,770 |
2,770 |
2,770 |
30 |
DS1019 |
PL0000105441 |
3/4 |
1 |
2,600 |
2,600 |
2,600 |
195 |
DS1021 |
PL0000106670 |
3/4 |
1 |
2,750 |
2,750 |
2,750 |
40 |
PS1016 |
PL0000106795 |
3/4 |
1 |
2,770 |
2,770 |
2,770 |
110 |
OK0714 |
PL0000107009 |
3/4 |
1 |
2,650 |
2,700 |
2,691 |
55 |
DS1023 |
PL0000107264 |
3/4 |
1 |
2,800 |
2,800 |
2,800 |
80 |
WZ0118 |
PL0000104717 |
3/4 |
1 |
2,770 |
2,770 |
2,770 |
5 |
DS1017 |
PL0000104543 |
0/3 |
3 |
2,770 |
2,770 |
2,770 |
20 |
DS1020 |
PL0000106126 |
0/3 |
3 |
2,770 |
2,770 |
2,770 |
10 |
DS1021 |
PL0000106670 |
0/3 |
3 |
2,770 |
2,770 |
2,770 |
45 |
OK0714 |
PL0000107009 |
0/3 |
3 |
2,650 |
2,650 |
2,650 |
10 |
DS1023 |
PL0000107264 |
0/3 |
3 |
2,770 |
2,770 |
2,770 |
40 |
PS0718 |
PL0000107595 |
0/3 |
3 |
2,770 |
2,770 |
2,770 |
150 |
DS1019 |
PL0000105441 |
3/10 |
7 |
2,650 |
2,770 |
2,681 |
135 |
WZ0118 |
PL0000104717 |
3/10 |
7 |
2,800 |
2,800 |
2,800 |
15 |
PS0416 |
PL0000106340 |
4/11 |
7 |
2,770 |
2,770 |
2,770 |
20 |
TOTAL |
1 105 |
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 |
2 000 |
TOTAL |
2 000 |