2012-12-19 |
MARKET DATA |
No 245 (2030) |
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 |
(PLN M) |
(PLN M) |
(pcs) |
(PLN M) |
(PLN M) |
(pcs) |
(PLN M) |
(PLN M) |
(pcs) |
T-bonds |
1 085,00 |
1 170,71 |
63 |
730,00 |
800,46 |
10 |
1 815,00 |
1 971,16 |
73 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 085,00 |
1 170,71 |
63 |
730,00 |
800,46 |
10 |
1 815,00 |
1 971,16 |
73 |
CASH MARKET SUMMARY - T-BONDS |
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) |
OK0113 |
PL0000106324 |
99,63 |
99,67 |
99,67 |
99,68 |
99,67 |
99,68 |
99,68 |
50 000 |
49,84 |
2 |
PS0413 |
PL0000105037 |
100,62 |
100,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
98,07 |
98,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,41 |
101,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
96,56 |
96,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
103,25 |
103,25 |
103,26 |
103,26 |
103,26 |
103,26 |
103,26 |
10 000 |
10,70 |
1 |
OK0714 |
PL0000107009 |
95,05 |
95,05 |
95,05 |
95,10 |
95,05 |
95,10 |
95,07 |
55 000 |
52,29 |
2 |
PS0415 |
PL0000105953 |
105,00 |
104,93 |
105,03 |
105,03 |
105,03 |
105,03 |
105,03 |
45 000 |
48,89 |
2 |
DS1015 |
PL0000103602 |
108,00 |
107,86 |
108,10 |
108,10 |
108,10 |
108,10 |
108,10 |
30 000 |
32,73 |
2 |
PS0416 |
PL0000106340 |
105,30 |
105,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,18 |
105,04 |
104,93 |
104,93 |
104,92 |
104,92 |
104,93 |
20 000 |
21,13 |
2 |
PS0417 |
PL0000107058 |
105,74 |
105,60 |
105,54 |
105,75 |
105,54 |
105,75 |
105,69 |
130 000 |
141,46 |
7 |
DS1017 |
PL0000104543 |
108,51 |
108,36 |
108,24 |
108,24 |
108,24 |
108,24 |
108,24 |
35 000 |
38,17 |
1 |
PS0418 |
PL0000107314 |
101,88 |
101,78 |
101,61 |
101,90 |
101,61 |
101,90 |
101,79 |
30 000 |
31,28 |
3 |
DS1019 |
PL0000105441 |
112,15 |
112,00 |
112,06 |
112,06 |
112,06 |
112,06 |
112,06 |
30 000 |
33,88 |
2 |
DS1020 |
PL0000106126 |
110,91 |
110,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
114,80 |
114,61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
115,80 |
115,65 |
115,65 |
115,65 |
115,65 |
115,65 |
115,65 |
20 000 |
23,41 |
2 |
DS1023 |
PL0000107264 |
101,07 |
101,00 |
101,00 |
101,20 |
101,00 |
101,20 |
101,06 |
65 000 |
66,09 |
5 |
WS0429 |
PL0000105391 |
120,97 |
120,60 |
120,70 |
120,75 |
120,70 |
120,75 |
120,73 |
20 000 |
24,90 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,63 |
110,95 |
111,05 |
111,65 |
111,05 |
111,65 |
111,25 |
80 000 |
102,93 |
10 |
IZ0816 |
PL0000103529 |
107,69 |
107,70 |
107,40 |
107,40 |
107,35 |
107,40 |
107,39 |
55 000 |
75,62 |
5 |
WZ0115 |
PL0000106480 |
100,51 |
100,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,47 |
100,47 |
100,47 |
100,49 |
100,47 |
100,49 |
100,48 |
70 000 |
71,79 |
2 |
WZ0118 |
PL0000104717 |
100,44 |
100,49 |
100,49 |
100,49 |
100,49 |
100,49 |
100,49 |
30 000 |
30,77 |
1 |
WZ0121 |
PL0000106068 |
99,46 |
99,45 |
99,50 |
99,51 |
99,42 |
99,51 |
99,47 |
310 000 |
314,81 |
12 |
TOTAL |
1 085 000 |
1 170,71 |
63 |
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) |
30JAN13 |
PL0000006136 |
40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
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) |
(%) |
PS0413 |
PL0000105037 |
100,56 |
100,69 |
3,48 |
3,11 |
100,63 |
3,28 |
OK0713 |
PL0000106563 |
98,02 |
98,16 |
3,41 |
3,17 |
98,09 |
3,29 |
DS1013 |
PL0000102836 |
101,34 |
101,48 |
3,34 |
3,17 |
101,41 |
3,25 |
OK0114 |
PL0000106712 |
96,46 |
96,64 |
3,34 |
3,17 |
96,55 |
3,26 |
PS0414 |
PL0000105433 |
103,09 |
103,28 |
3,34 |
3,20 |
103,19 |
3,27 |
OK0714 |
PL0000107009 |
94,91 |
95,07 |
3,34 |
3,23 |
94,99 |
3,28 |
WZ0115 |
PL0000106480 |
100,47 |
100,58 |
--- |
--- |
100,53 |
--- |
PS0415 |
PL0000105953 |
104,82 |
104,99 |
3,32 |
3,24 |
104,91 |
3,28 |
DS1015 |
PL0000103602 |
107,78 |
107,99 |
3,33 |
3,26 |
107,89 |
3,29 |
PS0416 |
PL0000106340 |
105,09 |
105,31 |
3,36 |
3,29 |
105,20 |
3,32 |
IZ0816 |
PL0000103529 |
107,32 |
108,09 |
--- |
--- |
107,71 |
--- |
PS1016 |
PL0000106795 |
104,90 |
105,12 |
3,36 |
3,30 |
105,01 |
3,33 |
WZ0117 |
PL0000106936 |
100,35 |
100,55 |
--- |
--- |
100,45 |
--- |
PS0417 |
PL0000107058 |
105,51 |
105,71 |
3,36 |
3,31 |
105,61 |
3,33 |
DS1017 |
PL0000104543 |
108,25 |
108,52 |
3,37 |
3,31 |
108,39 |
3,34 |
WZ0118 |
PL0000104717 |
100,33 |
100,57 |
--- |
--- |
100,45 |
--- |
PS0418 |
PL0000107314 |
101,61 |
101,88 |
3,41 |
3,36 |
101,75 |
3,38 |
DS1019 |
PL0000105441 |
111,78 |
112,10 |
3,53 |
3,48 |
111,94 |
3,50 |
DS1020 |
PL0000106126 |
110,58 |
110,93 |
3,67 |
3,62 |
110,76 |
3,64 |
WZ0121 |
PL0000106068 |
99,40 |
99,64 |
--- |
--- |
99,52 |
--- |
DS1021 |
PL0000106670 |
114,42 |
114,77 |
3,80 |
3,75 |
114,60 |
3,77 |
WS0922 |
PL0000102646 |
115,51 |
115,85 |
3,81 |
3,77 |
115,68 |
3,79 |
IZ0823 |
PL0000105359 |
110,39 |
111,23 |
--- |
--- |
110,81 |
--- |
DS1023 |
PL0000107264 |
100,77 |
101,09 |
3,91 |
3,87 |
100,93 |
3,89 |
WS0429 |
PL0000105391 |
120,28 |
120,92 |
4,03 |
3,98 |
120,60 |
4,00 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,56 |
100,70 |
3,48 |
3,08 |
100,63 |
3,28 |
OK0713 |
PL0000106563 |
98,02 |
98,18 |
3,41 |
3,13 |
98,10 |
3,27 |
DS1013 |
PL0000102836 |
101,39 |
101,55 |
3,28 |
3,08 |
101,47 |
3,18 |
OK0114 |
PL0000106712 |
96,53 |
96,71 |
3,28 |
3,10 |
96,62 |
3,19 |
PS0414 |
PL0000105433 |
103,20 |
103,34 |
3,26 |
3,15 |
103,27 |
3,21 |
OK0714 |
PL0000107009 |
95,03 |
95,21 |
3,25 |
3,13 |
95,12 |
3,19 |
WZ0115 |
PL0000106480 |
100,49 |
100,58 |
--- |
--- |
100,54 |
--- |
PS0415 |
PL0000105953 |
104,99 |
105,14 |
3,24 |
3,18 |
105,07 |
3,21 |
DS1015 |
PL0000103602 |
107,98 |
108,16 |
3,26 |
3,20 |
108,07 |
3,23 |
PS0416 |
PL0000106340 |
105,26 |
105,43 |
3,30 |
3,25 |
105,35 |
3,28 |
IZ0816 |
PL0000103529 |
107,39 |
108,22 |
--- |
--- |
107,81 |
--- |
PS1016 |
PL0000106795 |
105,10 |
105,37 |
3,31 |
3,24 |
105,24 |
3,27 |
WZ0117 |
PL0000106936 |
100,43 |
100,61 |
--- |
--- |
100,52 |
--- |
PS0417 |
PL0000107058 |
105,71 |
105,94 |
3,31 |
3,25 |
105,83 |
3,28 |
DS1017 |
PL0000104543 |
108,47 |
108,68 |
3,32 |
3,28 |
108,58 |
3,30 |
WZ0118 |
PL0000104717 |
100,40 |
100,64 |
--- |
--- |
100,52 |
--- |
PS0418 |
PL0000107314 |
101,82 |
102,15 |
3,37 |
3,30 |
101,99 |
3,33 |
DS1019 |
PL0000105441 |
112,07 |
112,35 |
3,48 |
3,44 |
112,21 |
3,46 |
DS1020 |
PL0000106126 |
110,85 |
111,29 |
3,63 |
3,57 |
111,07 |
3,60 |
WZ0121 |
PL0000106068 |
99,41 |
99,61 |
--- |
--- |
99,51 |
--- |
DS1021 |
PL0000106670 |
114,66 |
115,03 |
3,77 |
3,72 |
114,85 |
3,74 |
WS0922 |
PL0000102646 |
115,71 |
116,15 |
3,79 |
3,74 |
115,93 |
3,76 |
IZ0823 |
PL0000105359 |
111,46 |
112,45 |
--- |
--- |
111,96 |
--- |
DS1023 |
PL0000107264 |
101,02 |
101,38 |
3,88 |
3,84 |
101,20 |
3,86 |
WS0429 |
PL0000105391 |
120,66 |
121,29 |
4,00 |
3,95 |
120,98 |
3,97 |
REPO MARKET |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/8 |
7 |
3,900 |
3,900 |
3,900 |
20 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,070 |
4,070 |
4,070 |
70 |
DS1013 |
PL0000102836 |
1/2 |
1 |
3,950 |
3,950 |
3,950 |
25 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,050 |
4,050 |
4,050 |
125 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,050 |
4,050 |
4,050 |
150 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,050 |
4,050 |
4,050 |
85 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,050 |
4,050 |
4,050 |
60 |
PS0416 |
PL0000106340 |
2/16 |
14 |
4,150 |
4,150 |
4,150 |
160 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,050 |
4,050 |
4,050 |
35 |
TOTAL |
730 |