2013-05-20 |
MARKET DATA |
No 95 (2129) |
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 |
867,50 |
918,28 |
63 |
2 880,00 |
3 079,32 |
28 |
3 747,50 |
3 997,60 |
91 |
T-bonds EUR |
1,50 |
1,85 |
2 |
0,00 |
0,00 |
0 |
1,50 |
1,85 |
2 |
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 |
99,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,93 |
100,96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,22 |
98,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,86 |
102,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,16 |
97,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
105,52 |
105,59 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
94,70 |
94,73 |
94,73 |
94,73 |
94,68 |
94,68 |
94,69 |
117 500 |
111,26 |
4 |
DS1015 |
PL0000103602 |
108,61 |
108,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
106,70 |
106,53 |
106,70 |
106,70 |
106,55 |
106,55 |
106,64 |
67 500 |
72,23 |
3 |
PS1016 |
PL0000106795 |
106,73 |
106,72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
107,40 |
107,32 |
107,58 |
107,58 |
107,31 |
107,31 |
107,42 |
45 000 |
48,49 |
4 |
DS1017 |
PL0000104543 |
110,30 |
110,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,33 |
104,20 |
104,30 |
104,30 |
104,00 |
104,05 |
104,21 |
210 000 |
219,42 |
16 |
PS0718 |
PL0000107595 |
98,45 |
98,24 |
98,24 |
98,24 |
98,24 |
98,24 |
98,24 |
10 000 |
10,03 |
1 |
DS1019 |
PL0000105441 |
115,05 |
114,87 |
114,73 |
114,73 |
114,73 |
114,73 |
114,73 |
10 000 |
11,79 |
1 |
DS1020 |
PL0000106126 |
114,90 |
114,55 |
114,46 |
114,46 |
114,46 |
114,46 |
114,46 |
10 000 |
11,75 |
1 |
DS1021 |
PL0000106670 |
119,40 |
119,13 |
119,18 |
119,20 |
118,95 |
118,95 |
119,15 |
35 000 |
42,86 |
3 |
WS0922 |
PL0000102646 |
120,40 |
120,18 |
120,15 |
120,20 |
120,10 |
120,20 |
120,15 |
45 000 |
55,78 |
5 |
DS1023 |
PL0000107264 |
106,50 |
106,16 |
106,50 |
106,50 |
106,15 |
106,44 |
106,36 |
180 000 |
195,56 |
19 |
WS0429 |
PL0000105391 |
127,75 |
127,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
118,90 |
128,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,75 |
107,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,55 |
114,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,36 |
100,38 |
100,38 |
100,38 |
100,38 |
100,38 |
100,38 |
35 000 |
35,58 |
2 |
WZ0117 |
PL0000106936 |
100,31 |
100,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,32 |
100,32 |
100,32 |
100,32 |
100,30 |
100,30 |
100,32 |
65 000 |
66,04 |
2 |
WZ0121 |
PL0000106068 |
99,58 |
99,60 |
99,60 |
99,60 |
99,60 |
99,60 |
99,60 |
10 000 |
10,09 |
1 |
WZ0124 |
PL0000107454 |
98,22 |
98,31 |
98,33 |
98,33 |
98,33 |
98,33 |
98,33 |
27 500 |
27,39 |
1 |
TOTAL |
867 500 |
918,28 |
63 |
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 |
110,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
122,35 |
122,50 |
122,35 |
122,35 |
122,35 |
122,35 |
122,35 |
1 000 |
1,28 |
1 |
EUR0119 |
XS0874841066 |
101,80 |
101,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
117,55 |
117,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
116,80 |
116,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
119,50 |
120,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
112,65 |
113,00 |
113,00 |
113,00 |
113,00 |
113,00 |
113,00 |
500 |
0,57 |
1 |
EUR0724 |
XS0841073793 |
106,75 |
107,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
124,40 |
125,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 500 |
1,85 |
2 |
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 |
7 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
98 |
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 |
100,89 |
101,02 |
2,80 |
2,50 |
100,96 |
2,64 |
OK0114 |
PL0000106712 |
98,17 |
98,36 |
2,74 |
2,45 |
98,27 |
2,59 |
PS0414 |
PL0000105433 |
102,81 |
102,97 |
2,63 |
2,46 |
102,89 |
2,55 |
OK0714 |
PL0000107009 |
97,10 |
97,28 |
2,54 |
2,37 |
97,19 |
2,45 |
WZ0115 |
PL0000106480 |
100,27 |
100,43 |
--- |
--- |
100,35 |
--- |
PS0415 |
PL0000105953 |
105,48 |
105,68 |
2,55 |
2,44 |
105,58 |
2,49 |
OK0715 |
PL0000107405 |
94,64 |
94,82 |
2,56 |
2,48 |
94,73 |
2,52 |
DS1015 |
PL0000103602 |
108,49 |
108,69 |
2,58 |
2,50 |
108,59 |
2,54 |
PS0416 |
PL0000106340 |
106,57 |
106,80 |
2,63 |
2,55 |
106,69 |
2,59 |
IZ0816 |
PL0000103529 |
106,66 |
107,23 |
--- |
--- |
106,95 |
--- |
PS1016 |
PL0000106795 |
106,66 |
106,93 |
2,68 |
2,60 |
106,80 |
2,64 |
WZ0117 |
PL0000106936 |
100,23 |
100,42 |
--- |
--- |
100,33 |
--- |
PS0417 |
PL0000107058 |
107,33 |
107,60 |
2,75 |
2,68 |
107,47 |
2,72 |
DS1017 |
PL0000104543 |
110,28 |
110,57 |
2,75 |
2,68 |
110,43 |
2,71 |
WZ0118 |
PL0000104717 |
100,27 |
100,43 |
--- |
--- |
100,35 |
--- |
PS0418 |
PL0000107314 |
104,29 |
104,58 |
2,80 |
2,74 |
104,44 |
2,77 |
DS1019 |
PL0000105441 |
115,02 |
115,45 |
2,90 |
2,83 |
115,24 |
2,87 |
DS1020 |
PL0000106126 |
114,85 |
115,27 |
2,99 |
2,93 |
115,06 |
2,96 |
WZ0121 |
PL0000106068 |
99,44 |
99,70 |
--- |
--- |
99,57 |
--- |
DS1021 |
PL0000106670 |
119,35 |
119,78 |
3,10 |
3,05 |
119,57 |
3,07 |
WS0922 |
PL0000102646 |
120,36 |
120,79 |
3,19 |
3,14 |
120,58 |
3,17 |
IZ0823 |
PL0000105359 |
114,04 |
114,89 |
--- |
--- |
114,47 |
--- |
DS1023 |
PL0000107264 |
106,36 |
106,79 |
3,27 |
3,22 |
106,58 |
3,24 |
WS0429 |
PL0000105391 |
127,29 |
128,38 |
3,48 |
3,41 |
127,84 |
3,45 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,89 |
100,99 |
2,80 |
2,57 |
100,94 |
2,68 |
OK0114 |
PL0000106712 |
98,17 |
98,35 |
2,74 |
2,47 |
98,26 |
2,61 |
PS0414 |
PL0000105433 |
102,81 |
102,94 |
2,63 |
2,49 |
102,88 |
2,56 |
OK0714 |
PL0000107009 |
97,09 |
97,24 |
2,54 |
2,41 |
97,17 |
2,47 |
WZ0115 |
PL0000106480 |
100,32 |
100,42 |
--- |
--- |
100,37 |
--- |
PS0415 |
PL0000105953 |
105,44 |
105,61 |
2,57 |
2,48 |
105,53 |
2,52 |
OK0715 |
PL0000107405 |
94,62 |
94,75 |
2,57 |
2,51 |
94,69 |
2,54 |
DS1015 |
PL0000103602 |
108,47 |
108,65 |
2,59 |
2,52 |
108,56 |
2,56 |
PS0416 |
PL0000106340 |
106,45 |
106,68 |
2,67 |
2,60 |
106,57 |
2,63 |
IZ0816 |
PL0000103529 |
106,62 |
107,19 |
--- |
--- |
106,91 |
--- |
PS1016 |
PL0000106795 |
106,56 |
106,79 |
2,71 |
2,64 |
106,68 |
2,68 |
WZ0117 |
PL0000106936 |
100,27 |
100,44 |
--- |
--- |
100,36 |
--- |
PS0417 |
PL0000107058 |
107,26 |
107,43 |
2,77 |
2,73 |
107,35 |
2,75 |
DS1017 |
PL0000104543 |
110,05 |
110,33 |
2,80 |
2,74 |
110,19 |
2,77 |
WZ0118 |
PL0000104717 |
100,22 |
100,37 |
--- |
--- |
100,30 |
--- |
PS0418 |
PL0000107314 |
104,03 |
104,28 |
2,86 |
2,81 |
104,16 |
2,83 |
DS1019 |
PL0000105441 |
114,70 |
115,10 |
2,95 |
2,89 |
114,90 |
2,92 |
DS1020 |
PL0000106126 |
114,45 |
114,86 |
3,04 |
2,98 |
114,66 |
3,01 |
WZ0121 |
PL0000106068 |
99,47 |
99,72 |
--- |
--- |
99,60 |
--- |
DS1021 |
PL0000106670 |
119,01 |
119,27 |
3,14 |
3,11 |
119,14 |
3,13 |
WS0922 |
PL0000102646 |
120,04 |
120,44 |
3,23 |
3,18 |
120,24 |
3,20 |
IZ0823 |
PL0000105359 |
113,90 |
114,62 |
--- |
--- |
114,26 |
--- |
DS1023 |
PL0000107264 |
106,04 |
106,44 |
3,30 |
3,26 |
106,24 |
3,28 |
WS0429 |
PL0000105391 |
127,46 |
128,58 |
3,47 |
3,39 |
128,02 |
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 |
2,810 |
2,810 |
2,810 |
20 |
WS0429 |
PL0000105391 |
0/1 |
1 |
2,600 |
2,600 |
2,600 |
20 |
DS1021 |
PL0000106670 |
0/1 |
1 |
2,810 |
2,810 |
2,810 |
5 |
OK0714 |
PL0000107009 |
0/1 |
1 |
2,720 |
2,720 |
2,720 |
10 |
PS0718 |
PL0000107595 |
0/1 |
1 |
2,810 |
2,810 |
2,810 |
280 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,810 |
2,810 |
2,810 |
20 |
DS1015 |
PL0000103602 |
1/2 |
1 |
2,810 |
2,810 |
2,810 |
30 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,700 |
2,810 |
2,715 |
225 |
PS0414 |
PL0000105433 |
1/2 |
1 |
2,800 |
2,810 |
2,806 |
310 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,750 |
2,750 |
2,750 |
80 |
PS0415 |
PL0000105953 |
1/2 |
1 |
2,810 |
2,810 |
2,810 |
15 |
PS0416 |
PL0000106340 |
1/2 |
1 |
2,810 |
2,810 |
2,810 |
20 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,780 |
2,810 |
2,785 |
30 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,810 |
2,810 |
2,810 |
130 |
OK0714 |
PL0000107009 |
1/2 |
1 |
2,750 |
2,750 |
2,750 |
60 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,800 |
2,810 |
2,809 |
210 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,810 |
2,810 |
2,810 |
250 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
2,810 |
2,810 |
2,810 |
5 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
2,810 |
2,810 |
2,810 |
10 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,750 |
2,750 |
2,750 |
150 |
TOTAL |
1 880 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
2,980 |
2,980 |
2,980 |
1 000 |
TOTAL |
1 000 |