2013-05-22 |
MARKET DATA |
No 97 (2131) |
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 |
1 727,50 |
1 889,74 |
109 |
2 650,00 |
2 843,45 |
31 |
4 377,50 |
4 733,19 |
140 |
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 |
99,58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,93 |
100,94 |
100,96 |
100,96 |
100,93 |
100,93 |
100,94 |
340 000 |
353,06 |
8 |
OK0114 |
PL0000106712 |
98,23 |
98,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,86 |
102,91 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,16 |
97,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
105,53 |
105,49 |
105,50 |
105,53 |
105,50 |
105,53 |
105,52 |
250 000 |
264,90 |
7 |
OK0715 |
PL0000107405 |
94,68 |
94,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
108,50 |
108,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
106,62 |
106,40 |
106,55 |
106,65 |
106,52 |
106,52 |
106,58 |
152 500 |
163,14 |
10 |
PS1016 |
PL0000106795 |
106,84 |
106,75 |
106,80 |
106,80 |
106,68 |
106,75 |
106,70 |
45 000 |
49,25 |
4 |
PS0417 |
PL0000107058 |
107,60 |
107,35 |
107,40 |
107,45 |
107,40 |
107,45 |
107,44 |
35 000 |
37,73 |
2 |
DS1017 |
PL0000104543 |
110,40 |
110,16 |
110,25 |
110,29 |
110,25 |
110,29 |
110,27 |
50 000 |
56,65 |
4 |
PS0418 |
PL0000107314 |
104,50 |
104,10 |
104,10 |
104,35 |
104,10 |
104,35 |
104,25 |
120 000 |
125,46 |
11 |
PS0718 |
PL0000107595 |
98,52 |
98,35 |
98,40 |
98,60 |
98,40 |
98,40 |
98,46 |
85 000 |
85,45 |
6 |
DS1019 |
PL0000105441 |
114,90 |
114,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
114,75 |
114,40 |
114,40 |
114,73 |
114,40 |
114,62 |
114,59 |
100 000 |
117,62 |
10 |
DS1021 |
PL0000106670 |
119,43 |
118,98 |
118,98 |
119,55 |
118,98 |
119,55 |
119,27 |
142 500 |
174,70 |
13 |
WS0922 |
PL0000102646 |
120,44 |
120,05 |
120,45 |
120,45 |
120,45 |
120,45 |
120,45 |
10 000 |
12,43 |
1 |
DS1023 |
PL0000107264 |
106,50 |
106,14 |
106,30 |
106,35 |
106,00 |
106,00 |
106,23 |
107 500 |
116,68 |
10 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,60 |
127,12 |
127,37 |
127,60 |
127,08 |
127,60 |
127,38 |
52 500 |
67,11 |
7 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,90 |
107,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,34 |
114,30 |
114,42 |
114,47 |
114,17 |
114,17 |
114,32 |
80 000 |
107,45 |
8 |
WZ0115 |
PL0000106480 |
100,32 |
100,33 |
100,32 |
100,32 |
100,28 |
100,28 |
100,30 |
50 000 |
50,80 |
3 |
WZ0117 |
PL0000106936 |
100,29 |
100,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,24 |
100,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,55 |
99,52 |
99,48 |
99,48 |
99,48 |
99,48 |
99,48 |
25 000 |
25,20 |
1 |
WZ0124 |
PL0000107454 |
98,21 |
98,30 |
98,36 |
98,36 |
98,16 |
98,16 |
98,21 |
82 500 |
82,10 |
4 |
TOTAL |
1 727 500 |
1 889,74 |
109 |
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 |
103,82 |
103,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
107,60 |
107,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
110,55 |
110,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
122,10 |
122,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
101,55 |
101,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
117,00 |
117,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
116,30 |
116,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
119,25 |
119,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
112,80 |
113,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
106,50 |
107,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
124,30 |
125,30 |
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 |
5 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
96 |
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 |
100,88 |
100,99 |
2,80 |
2,54 |
100,94 |
2,66 |
OK0114 |
PL0000106712 |
98,19 |
98,37 |
2,74 |
2,46 |
98,28 |
2,60 |
PS0414 |
PL0000105433 |
102,79 |
102,94 |
2,63 |
2,47 |
102,87 |
2,55 |
OK0714 |
PL0000107009 |
97,12 |
97,24 |
2,53 |
2,42 |
97,18 |
2,48 |
WZ0115 |
PL0000106480 |
100,27 |
100,39 |
--- |
--- |
100,33 |
--- |
PS0415 |
PL0000105953 |
105,38 |
105,52 |
2,59 |
2,52 |
105,45 |
2,55 |
OK0715 |
PL0000107405 |
94,55 |
94,73 |
2,62 |
2,53 |
94,64 |
2,57 |
DS1015 |
PL0000103602 |
108,36 |
108,54 |
2,63 |
2,56 |
108,45 |
2,59 |
PS0416 |
PL0000106340 |
106,37 |
106,58 |
2,70 |
2,63 |
106,48 |
2,66 |
IZ0816 |
PL0000103529 |
106,72 |
107,32 |
--- |
--- |
107,02 |
--- |
PS1016 |
PL0000106795 |
106,56 |
106,78 |
2,71 |
2,64 |
106,67 |
2,68 |
WZ0117 |
PL0000106936 |
100,24 |
100,40 |
--- |
--- |
100,32 |
--- |
PS0417 |
PL0000107058 |
107,29 |
107,49 |
2,76 |
2,71 |
107,39 |
2,73 |
DS1017 |
PL0000104543 |
110,02 |
110,27 |
2,80 |
2,75 |
110,15 |
2,77 |
WZ0118 |
PL0000104717 |
100,18 |
100,38 |
--- |
--- |
100,28 |
--- |
PS0418 |
PL0000107314 |
104,07 |
104,26 |
2,85 |
2,81 |
104,17 |
2,83 |
PS0718 |
PL0000107595 |
98,13 |
98,47 |
2,89 |
2,82 |
98,30 |
2,86 |
DS1019 |
PL0000105441 |
114,48 |
114,87 |
2,98 |
2,92 |
114,68 |
2,95 |
DS1020 |
PL0000106126 |
114,22 |
114,60 |
3,07 |
3,02 |
114,41 |
3,05 |
WZ0121 |
PL0000106068 |
99,48 |
99,73 |
--- |
--- |
99,61 |
--- |
DS1021 |
PL0000106670 |
118,86 |
119,24 |
3,16 |
3,11 |
119,05 |
3,14 |
WS0922 |
PL0000102646 |
119,91 |
120,30 |
3,24 |
3,20 |
120,11 |
3,22 |
IZ0823 |
PL0000105359 |
114,15 |
114,90 |
--- |
--- |
114,53 |
--- |
DS1023 |
PL0000107264 |
106,03 |
106,37 |
3,30 |
3,27 |
106,20 |
3,28 |
WS0429 |
PL0000105391 |
126,69 |
127,53 |
3,53 |
3,47 |
127,11 |
3,50 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,91 |
100,98 |
2,73 |
2,56 |
100,95 |
2,63 |
OK0114 |
PL0000106712 |
98,21 |
98,35 |
2,70 |
2,49 |
98,28 |
2,60 |
PS0414 |
PL0000105433 |
102,83 |
102,98 |
2,59 |
2,43 |
102,91 |
2,50 |
OK0714 |
PL0000107009 |
97,14 |
97,33 |
2,51 |
2,34 |
97,24 |
2,42 |
WZ0115 |
PL0000106480 |
100,26 |
100,38 |
--- |
--- |
100,32 |
--- |
PS0415 |
PL0000105953 |
105,48 |
105,57 |
2,54 |
2,49 |
105,53 |
2,51 |
OK0715 |
PL0000107405 |
94,66 |
94,81 |
2,56 |
2,49 |
94,74 |
2,52 |
DS1015 |
PL0000103602 |
108,47 |
108,67 |
2,58 |
2,50 |
108,57 |
2,54 |
PS0416 |
PL0000106340 |
106,59 |
106,78 |
2,62 |
2,56 |
106,69 |
2,59 |
IZ0816 |
PL0000103529 |
106,80 |
107,34 |
--- |
--- |
107,07 |
--- |
PS1016 |
PL0000106795 |
106,79 |
106,98 |
2,64 |
2,59 |
106,89 |
2,61 |
WZ0117 |
PL0000106936 |
100,26 |
100,41 |
--- |
--- |
100,34 |
--- |
PS0417 |
PL0000107058 |
107,56 |
107,76 |
2,69 |
2,64 |
107,66 |
2,66 |
DS1017 |
PL0000104543 |
110,36 |
110,58 |
2,73 |
2,68 |
110,47 |
2,70 |
WZ0118 |
PL0000104717 |
100,19 |
100,37 |
--- |
--- |
100,28 |
--- |
PS0418 |
PL0000107314 |
104,40 |
104,64 |
2,78 |
2,73 |
104,52 |
2,75 |
PS0718 |
PL0000107595 |
98,48 |
98,77 |
2,82 |
2,76 |
98,63 |
2,79 |
DS1019 |
PL0000105441 |
114,84 |
115,27 |
2,93 |
2,86 |
115,06 |
2,89 |
DS1020 |
PL0000106126 |
114,68 |
115,05 |
3,01 |
2,96 |
114,87 |
2,98 |
WZ0121 |
PL0000106068 |
99,44 |
99,70 |
--- |
--- |
99,57 |
--- |
DS1021 |
PL0000106670 |
119,35 |
119,78 |
3,10 |
3,05 |
119,57 |
3,07 |
WS0922 |
PL0000102646 |
120,39 |
120,79 |
3,19 |
3,14 |
120,59 |
3,16 |
IZ0823 |
PL0000105359 |
114,17 |
114,90 |
--- |
--- |
114,54 |
--- |
DS1023 |
PL0000107264 |
106,42 |
106,70 |
3,26 |
3,23 |
106,56 |
3,24 |
WS0429 |
PL0000105391 |
127,34 |
128,03 |
3,48 |
3,43 |
127,69 |
3,46 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0429 |
PL0000105391 |
0/1 |
1 |
2,650 |
2,650 |
2,650 |
20 |
DS1019 |
PL0000105441 |
0/1 |
1 |
2,830 |
2,830 |
2,830 |
70 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
2,820 |
2,820 |
2,820 |
30 |
DS1015 |
PL0000103602 |
1/2 |
1 |
2,830 |
2,830 |
2,830 |
125 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,850 |
2,850 |
2,850 |
20 |
OK0114 |
PL0000106712 |
1/2 |
1 |
2,850 |
2,850 |
2,850 |
60 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,830 |
2,830 |
2,830 |
30 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,850 |
2,850 |
2,850 |
65 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,820 |
2,820 |
2,820 |
110 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
2,820 |
2,820 |
2,820 |
35 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
2,820 |
2,820 |
2,820 |
30 |
DS1015 |
PL0000103602 |
2/9 |
7 |
2,830 |
2,870 |
2,843 |
175 |
DS1019 |
PL0000105441 |
2/9 |
7 |
2,830 |
2,830 |
2,830 |
20 |
DS1021 |
PL0000106670 |
2/9 |
7 |
2,830 |
2,830 |
2,830 |
10 |
PS1016 |
PL0000106795 |
2/9 |
7 |
2,880 |
2,880 |
2,880 |
300 |
DS1023 |
PL0000107264 |
2/9 |
7 |
2,830 |
2,850 |
2,834 |
365 |
WZ0117 |
PL0000106936 |
2/9 |
7 |
2,870 |
2,870 |
2,870 |
175 |
WS0922 |
PL0000102646 |
1/9 |
8 |
2,850 |
2,850 |
2,850 |
40 |
DS1017 |
PL0000104543 |
1/9 |
8 |
2,820 |
2,850 |
2,831 |
160 |
DS1020 |
PL0000106126 |
1/9 |
8 |
2,820 |
2,820 |
2,820 |
50 |
PS1016 |
PL0000106795 |
1/9 |
8 |
2,820 |
2,820 |
2,820 |
120 |
OK0714 |
PL0000107009 |
1/9 |
8 |
2,820 |
2,820 |
2,820 |
75 |
PS0418 |
PL0000107314 |
1/9 |
8 |
2,820 |
2,820 |
2,820 |
200 |
OK0715 |
PL0000107405 |
1/9 |
8 |
2,840 |
2,840 |
2,840 |
125 |
WZ0117 |
PL0000106936 |
1/9 |
8 |
2,880 |
2,880 |
2,880 |
240 |
TOTAL |
2 650 |