2013-05-21 |
MARKET DATA |
No 96 (2130) |
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 |
2 840,00 |
3 042,85 |
191 |
4 535,00 |
4 889,73 |
48 |
7 375,00 |
7 932,58 |
239 |
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 |
99,54 |
99,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,91 |
100,94 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,21 |
98,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,90 |
102,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,12 |
97,17 |
97,17 |
97,17 |
97,17 |
97,17 |
97,17 |
20 000 |
19,43 |
1 |
PS0415 |
PL0000105953 |
105,48 |
105,38 |
105,45 |
105,45 |
105,39 |
105,39 |
105,41 |
360 000 |
381,01 |
14 |
OK0715 |
PL0000107405 |
94,63 |
94,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
108,63 |
108,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
106,69 |
106,37 |
106,47 |
106,47 |
106,35 |
106,40 |
106,39 |
147 500 |
157,50 |
10 |
PS1016 |
PL0000106795 |
106,90 |
106,50 |
106,50 |
106,50 |
106,48 |
106,48 |
106,49 |
15 000 |
16,38 |
2 |
PS0417 |
PL0000107058 |
107,23 |
103,78 |
107,07 |
107,17 |
107,07 |
107,17 |
107,14 |
180 000 |
193,50 |
15 |
DS1017 |
PL0000104543 |
110,58 |
109,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,54 |
103,81 |
103,88 |
104,11 |
103,77 |
103,94 |
103,93 |
1 215 000 |
1 266,27 |
80 |
PS0718 |
PL0000107595 |
98,20 |
98,10 |
98,15 |
98,20 |
97,96 |
98,20 |
98,07 |
50 000 |
50,07 |
4 |
DS1019 |
PL0000105441 |
115,43 |
114,35 |
114,29 |
114,50 |
114,29 |
114,50 |
114,40 |
100 000 |
117,57 |
7 |
DS1020 |
PL0000106126 |
115,14 |
114,10 |
114,00 |
114,22 |
114,00 |
114,22 |
114,13 |
50 000 |
58,58 |
4 |
DS1021 |
PL0000106670 |
119,60 |
118,68 |
119,05 |
119,07 |
118,77 |
118,77 |
118,90 |
70 000 |
85,54 |
8 |
WS0922 |
PL0000102646 |
119,90 |
119,80 |
119,70 |
119,90 |
119,70 |
119,75 |
119,81 |
115 000 |
142,16 |
11 |
DS1023 |
PL0000107264 |
105,95 |
105,70 |
105,80 |
106,12 |
105,65 |
105,70 |
105,95 |
372 500 |
403,23 |
27 |
WS0428 |
PL0000107611 |
91,61 |
91,59 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,50 |
124,98 |
127,45 |
127,45 |
127,45 |
127,45 |
127,45 |
10 000 |
12,79 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,73 |
107,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,26 |
114,20 |
114,25 |
114,25 |
114,25 |
114,25 |
114,25 |
5 000 |
6,71 |
1 |
WZ0115 |
PL0000106480 |
100,36 |
100,35 |
100,37 |
100,37 |
100,35 |
100,35 |
100,35 |
125 000 |
127,06 |
5 |
WZ0117 |
PL0000106936 |
100,31 |
100,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,27 |
100,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,60 |
99,65 |
99,60 |
99,60 |
99,60 |
99,60 |
99,60 |
5 000 |
5,04 |
1 |
WZ0124 |
PL0000107454 |
98,30 |
98,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
2 840 000 |
3 042,85 |
191 |
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 |
103,88 |
104,03 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
107,65 |
107,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
110,70 |
110,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
122,25 |
122,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
101,75 |
101,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
117,35 |
117,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
116,60 |
116,80 |
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 |
112,70 |
113,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
106,75 |
107,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
124,75 |
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 |
6 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
97 |
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 |
100,87 |
100,98 |
2,83 |
2,58 |
100,93 |
2,69 |
OK0114 |
PL0000106712 |
98,14 |
98,32 |
2,80 |
2,53 |
98,23 |
2,66 |
PS0414 |
PL0000105433 |
102,81 |
102,93 |
2,62 |
2,49 |
102,87 |
2,56 |
OK0714 |
PL0000107009 |
97,09 |
97,25 |
2,55 |
2,41 |
97,17 |
2,48 |
WZ0115 |
PL0000106480 |
100,27 |
100,42 |
--- |
--- |
100,35 |
--- |
PS0415 |
PL0000105953 |
105,43 |
105,60 |
2,57 |
2,48 |
105,52 |
2,52 |
OK0715 |
PL0000107405 |
94,57 |
94,76 |
2,60 |
2,51 |
94,67 |
2,55 |
DS1015 |
PL0000103602 |
108,38 |
108,57 |
2,63 |
2,55 |
108,48 |
2,58 |
PS0416 |
PL0000106340 |
106,39 |
106,61 |
2,69 |
2,62 |
106,50 |
2,66 |
IZ0816 |
PL0000103529 |
106,60 |
107,17 |
--- |
--- |
106,89 |
--- |
PS1016 |
PL0000106795 |
106,46 |
106,62 |
2,74 |
2,69 |
106,54 |
2,72 |
WZ0117 |
PL0000106936 |
100,24 |
100,43 |
--- |
--- |
100,34 |
--- |
PS0417 |
PL0000107058 |
107,10 |
107,28 |
2,81 |
2,76 |
107,19 |
2,79 |
DS1017 |
PL0000104543 |
109,95 |
110,17 |
2,82 |
2,77 |
110,06 |
2,80 |
WZ0118 |
PL0000104717 |
100,17 |
100,35 |
--- |
--- |
100,26 |
--- |
PS0418 |
PL0000107314 |
103,85 |
104,04 |
2,90 |
2,86 |
103,95 |
2,88 |
PS0718 |
PL0000107595 |
97,96 |
98,32 |
2,93 |
2,85 |
98,14 |
2,89 |
DS1019 |
PL0000105441 |
114,44 |
114,79 |
2,99 |
2,94 |
114,62 |
2,96 |
DS1020 |
PL0000106126 |
114,09 |
114,48 |
3,09 |
3,04 |
114,29 |
3,06 |
WZ0121 |
PL0000106068 |
99,44 |
99,71 |
--- |
--- |
99,58 |
--- |
DS1021 |
PL0000106670 |
118,65 |
118,98 |
3,19 |
3,15 |
118,82 |
3,16 |
WS0922 |
PL0000102646 |
119,63 |
120,03 |
3,27 |
3,23 |
119,83 |
3,25 |
IZ0823 |
PL0000105359 |
113,69 |
114,51 |
--- |
--- |
114,10 |
--- |
DS1023 |
PL0000107264 |
105,68 |
106,03 |
3,34 |
3,30 |
105,86 |
3,32 |
WS0429 |
PL0000105391 |
126,92 |
128,21 |
3,51 |
3,42 |
127,57 |
3,46 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,88 |
101,00 |
2,81 |
2,53 |
100,94 |
2,67 |
OK0114 |
PL0000106712 |
98,15 |
98,35 |
2,79 |
2,48 |
98,25 |
2,63 |
PS0414 |
PL0000105433 |
102,79 |
102,94 |
2,64 |
2,48 |
102,87 |
2,56 |
OK0714 |
PL0000107009 |
97,04 |
97,26 |
2,60 |
2,40 |
97,15 |
2,50 |
WZ0115 |
PL0000106480 |
100,32 |
100,41 |
--- |
--- |
100,37 |
--- |
PS0415 |
PL0000105953 |
105,32 |
105,49 |
2,62 |
2,54 |
105,41 |
2,58 |
OK0715 |
PL0000107405 |
94,50 |
94,70 |
2,64 |
2,54 |
94,60 |
2,59 |
DS1015 |
PL0000103602 |
108,31 |
108,50 |
2,65 |
2,58 |
108,41 |
2,61 |
PS0416 |
PL0000106340 |
106,29 |
106,49 |
2,73 |
2,66 |
106,39 |
2,69 |
IZ0816 |
PL0000103529 |
106,58 |
107,16 |
--- |
--- |
106,87 |
--- |
PS1016 |
PL0000106795 |
106,47 |
106,68 |
2,74 |
2,68 |
106,58 |
2,71 |
WZ0117 |
PL0000106936 |
100,27 |
100,42 |
--- |
--- |
100,35 |
--- |
PS0417 |
PL0000107058 |
107,07 |
107,22 |
2,82 |
2,78 |
107,15 |
2,80 |
DS1017 |
PL0000104543 |
109,85 |
110,10 |
2,84 |
2,79 |
109,98 |
2,81 |
WZ0118 |
PL0000104717 |
100,21 |
100,35 |
--- |
--- |
100,28 |
--- |
PS0418 |
PL0000107314 |
103,83 |
104,05 |
2,90 |
2,85 |
103,94 |
2,88 |
PS0718 |
PL0000107595 |
97,93 |
98,30 |
2,93 |
2,86 |
98,12 |
2,89 |
DS1019 |
PL0000105441 |
114,15 |
114,57 |
3,04 |
2,97 |
114,36 |
3,00 |
DS1020 |
PL0000106126 |
113,94 |
114,30 |
3,11 |
3,06 |
114,12 |
3,09 |
WZ0121 |
PL0000106068 |
99,54 |
99,71 |
--- |
--- |
99,63 |
--- |
DS1021 |
PL0000106670 |
118,39 |
118,75 |
3,22 |
3,17 |
118,57 |
3,20 |
WS0922 |
PL0000102646 |
119,42 |
119,86 |
3,30 |
3,25 |
119,64 |
3,27 |
IZ0823 |
PL0000105359 |
113,62 |
114,43 |
--- |
--- |
114,03 |
--- |
DS1023 |
PL0000107264 |
105,52 |
105,98 |
3,36 |
3,31 |
105,75 |
3,33 |
WS0429 |
PL0000105391 |
126,74 |
127,79 |
3,52 |
3,45 |
127,27 |
3,49 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
0/1 |
1 |
2,810 |
2,810 |
2,810 |
50 |
WS0429 |
PL0000105391 |
0/1 |
1 |
2,700 |
2,700 |
2,700 |
20 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,850 |
2,850 |
2,850 |
40 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,800 |
2,800 |
2,800 |
30 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,810 |
2,810 |
2,810 |
90 |
DS1015 |
PL0000103602 |
1/2 |
1 |
2,810 |
2,810 |
2,810 |
65 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,800 |
2,810 |
2,801 |
255 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,600 |
2,600 |
2,600 |
60 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,810 |
2,810 |
2,810 |
95 |
OK0114 |
PL0000106712 |
1/2 |
1 |
2,850 |
2,850 |
2,850 |
60 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,810 |
2,810 |
2,810 |
120 |
OK0714 |
PL0000107009 |
1/2 |
1 |
2,820 |
2,820 |
2,820 |
85 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,830 |
2,830 |
2,830 |
190 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
2,810 |
2,810 |
2,810 |
35 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
2,810 |
2,810 |
2,810 |
10 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
2,810 |
2,850 |
2,827 |
300 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,810 |
2,810 |
2,810 |
55 |
DS1015 |
PL0000103602 |
1/8 |
7 |
2,800 |
2,810 |
2,801 |
145 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,810 |
2,810 |
2,810 |
300 |
PS0414 |
PL0000105433 |
1/8 |
7 |
2,810 |
2,810 |
2,810 |
65 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,810 |
2,850 |
2,822 |
185 |
PS0415 |
PL0000105953 |
1/8 |
7 |
2,830 |
2,880 |
2,874 |
170 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,810 |
2,810 |
2,810 |
80 |
OK0114 |
PL0000106712 |
1/8 |
7 |
2,750 |
2,750 |
2,750 |
45 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,830 |
2,830 |
2,830 |
20 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,810 |
2,810 |
2,810 |
250 |
OK0715 |
PL0000107405 |
1/8 |
7 |
2,820 |
2,820 |
2,820 |
200 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
2,800 |
2,800 |
2,800 |
50 |
WZ0117 |
PL0000106936 |
1/8 |
7 |
2,810 |
2,810 |
2,810 |
65 |
PS0418 |
PL0000107314 |
2/10 |
8 |
2,810 |
2,810 |
2,810 |
400 |
TOTAL |
3 535 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/2 |
1 |
3,030 |
3,030 |
3,030 |
1 000 |
TOTAL |
1 000 |