2012-12-20 |
MARKET DATA |
No 246 (2031) |
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 |
1 310,00 |
1 470,46 |
97 |
1 430,00 |
1 535,12 |
18 |
2 740,00 |
3 005,58 |
115 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 310,00 |
1 470,46 |
97 |
1 430,00 |
1 535,12 |
18 |
2 740,00 |
3 005,58 |
115 |
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 |
99,69 |
99,67 |
99,71 |
99,71 |
99,71 |
99,71 |
99,71 |
15 000 |
14,96 |
3 |
PS0413 |
PL0000105037 |
100,59 |
100,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
98,15 |
98,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,50 |
101,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
96,68 |
96,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
103,32 |
103,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
95,22 |
95,23 |
95,25 |
95,28 |
95,25 |
95,28 |
95,26 |
75 000 |
71,45 |
2 |
PS0415 |
PL0000105953 |
105,20 |
105,18 |
105,13 |
105,13 |
105,13 |
105,13 |
105,13 |
40 000 |
43,53 |
1 |
DS1015 |
PL0000103602 |
108,23 |
108,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
105,55 |
105,42 |
105,55 |
105,58 |
105,55 |
105,58 |
105,57 |
115 000 |
125,28 |
9 |
PS1016 |
PL0000106795 |
105,48 |
105,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,02 |
105,90 |
105,83 |
106,25 |
105,83 |
106,25 |
105,94 |
55 000 |
60,03 |
3 |
DS1017 |
PL0000104543 |
108,95 |
108,70 |
108,73 |
108,84 |
108,73 |
108,84 |
108,79 |
35 000 |
38,39 |
3 |
PS0418 |
PL0000107314 |
102,40 |
102,05 |
102,47 |
102,58 |
102,47 |
102,58 |
102,53 |
85 000 |
89,30 |
6 |
DS1019 |
PL0000105441 |
115,41 |
112,35 |
112,40 |
112,89 |
112,40 |
112,89 |
112,82 |
90 000 |
102,40 |
6 |
DS1020 |
PL0000106126 |
111,65 |
111,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
115,73 |
114,98 |
114,99 |
115,85 |
114,99 |
115,85 |
115,56 |
255 000 |
297,21 |
19 |
WS0922 |
PL0000102646 |
116,83 |
116,02 |
116,02 |
116,83 |
116,02 |
116,83 |
116,30 |
140 000 |
164,91 |
12 |
DS1023 |
PL0000107264 |
102,05 |
101,25 |
101,65 |
102,30 |
101,65 |
102,30 |
102,05 |
75 000 |
77,05 |
8 |
WS0429 |
PL0000105391 |
122,15 |
112,75 |
120,68 |
122,63 |
120,68 |
122,63 |
121,76 |
195 000 |
244,99 |
20 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
107,92 |
108,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,13 |
112,20 |
112,70 |
112,70 |
112,70 |
112,70 |
112,70 |
10 000 |
13,05 |
1 |
WZ0115 |
PL0000106480 |
100,53 |
100,54 |
100,54 |
100,54 |
100,54 |
100,54 |
100,54 |
75 000 |
77,03 |
3 |
WZ0117 |
PL0000106936 |
100,55 |
100,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,48 |
100,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,52 |
99,60 |
99,60 |
99,60 |
99,60 |
99,60 |
99,60 |
50 000 |
50,88 |
1 |
TOTAL |
1 310 000 |
1 470,46 |
97 |
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 |
34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
90 |
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 |
100,54 |
100,73 |
3,45 |
2,89 |
100,64 |
3,16 |
OK0713 |
PL0000106563 |
98,09 |
98,25 |
3,38 |
3,10 |
98,17 |
3,24 |
DS1013 |
PL0000102836 |
101,39 |
101,52 |
3,24 |
3,08 |
101,46 |
3,16 |
OK0114 |
PL0000106712 |
96,58 |
96,78 |
3,28 |
3,08 |
96,68 |
3,18 |
PS0414 |
PL0000105433 |
103,18 |
103,34 |
3,25 |
3,12 |
103,26 |
3,19 |
OK0714 |
PL0000107009 |
95,06 |
95,26 |
3,27 |
3,13 |
95,16 |
3,20 |
WZ0115 |
PL0000106480 |
100,47 |
100,60 |
--- |
--- |
100,54 |
--- |
PS0415 |
PL0000105953 |
105,00 |
105,21 |
3,23 |
3,13 |
105,11 |
3,18 |
DS1015 |
PL0000103602 |
108,00 |
108,22 |
3,24 |
3,16 |
108,11 |
3,20 |
PS0416 |
PL0000106340 |
105,32 |
105,48 |
3,28 |
3,23 |
105,40 |
3,25 |
IZ0816 |
PL0000103529 |
107,34 |
108,16 |
--- |
--- |
107,75 |
--- |
PS1016 |
PL0000106795 |
105,17 |
105,41 |
3,29 |
3,22 |
105,29 |
3,25 |
WZ0117 |
PL0000106936 |
100,45 |
100,64 |
--- |
--- |
100,55 |
--- |
PS0417 |
PL0000107058 |
105,79 |
106,07 |
3,29 |
3,22 |
105,93 |
3,25 |
DS1017 |
PL0000104543 |
108,58 |
108,82 |
3,29 |
3,24 |
108,70 |
3,27 |
WZ0118 |
PL0000104717 |
100,39 |
100,64 |
--- |
--- |
100,52 |
--- |
PS0418 |
PL0000107314 |
101,92 |
102,18 |
3,35 |
3,29 |
102,05 |
3,32 |
DS1019 |
PL0000105441 |
112,13 |
112,58 |
3,47 |
3,40 |
112,36 |
3,43 |
DS1020 |
PL0000106126 |
110,95 |
111,29 |
3,61 |
3,57 |
111,12 |
3,59 |
WZ0121 |
PL0000106068 |
99,40 |
99,67 |
--- |
--- |
99,54 |
--- |
DS1021 |
PL0000106670 |
114,75 |
115,18 |
3,75 |
3,70 |
114,97 |
3,72 |
WS0922 |
PL0000102646 |
115,86 |
116,25 |
3,77 |
3,73 |
116,06 |
3,75 |
IZ0823 |
PL0000105359 |
111,58 |
112,48 |
--- |
--- |
112,03 |
--- |
DS1023 |
PL0000107264 |
101,04 |
101,45 |
3,88 |
3,83 |
101,25 |
3,85 |
WS0429 |
PL0000105391 |
120,69 |
121,32 |
4,00 |
3,95 |
121,01 |
3,97 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,54 |
100,68 |
3,45 |
3,04 |
100,61 |
3,25 |
OK0713 |
PL0000106563 |
98,13 |
98,29 |
3,31 |
3,02 |
98,21 |
3,17 |
DS1013 |
PL0000102836 |
101,49 |
101,61 |
3,12 |
2,97 |
101,55 |
3,05 |
OK0114 |
PL0000106712 |
96,66 |
96,87 |
3,20 |
2,99 |
96,77 |
3,09 |
PS0414 |
PL0000105433 |
103,26 |
103,41 |
3,19 |
3,07 |
103,34 |
3,12 |
OK0714 |
PL0000107009 |
95,20 |
95,32 |
3,17 |
3,09 |
95,26 |
3,13 |
WZ0115 |
PL0000106480 |
100,50 |
100,60 |
--- |
--- |
100,55 |
--- |
PS0415 |
PL0000105953 |
105,07 |
105,28 |
3,20 |
3,10 |
105,18 |
3,15 |
DS1015 |
PL0000103602 |
108,07 |
108,37 |
3,21 |
3,10 |
108,22 |
3,16 |
PS0416 |
PL0000106340 |
105,48 |
105,71 |
3,23 |
3,16 |
105,60 |
3,19 |
IZ0816 |
PL0000103529 |
107,62 |
108,41 |
--- |
--- |
108,02 |
--- |
PS1016 |
PL0000106795 |
105,41 |
105,63 |
3,22 |
3,16 |
105,52 |
3,19 |
WZ0117 |
PL0000106936 |
100,47 |
100,67 |
--- |
--- |
100,57 |
--- |
PS0417 |
PL0000107058 |
105,97 |
106,28 |
3,24 |
3,17 |
106,13 |
3,20 |
DS1017 |
PL0000104543 |
108,76 |
109,03 |
3,26 |
3,20 |
108,90 |
3,23 |
WZ0118 |
PL0000104717 |
100,42 |
100,65 |
--- |
--- |
100,54 |
--- |
PS0418 |
PL0000107314 |
102,18 |
102,51 |
3,29 |
3,23 |
102,35 |
3,26 |
DS1019 |
PL0000105441 |
112,74 |
113,11 |
3,38 |
3,32 |
112,93 |
3,35 |
DS1020 |
PL0000106126 |
111,51 |
111,99 |
3,54 |
3,47 |
111,75 |
3,50 |
WZ0121 |
PL0000106068 |
99,43 |
99,69 |
--- |
--- |
99,56 |
--- |
DS1021 |
PL0000106670 |
115,41 |
115,85 |
3,67 |
3,62 |
115,63 |
3,64 |
WS0922 |
PL0000102646 |
116,53 |
116,98 |
3,69 |
3,64 |
116,76 |
3,67 |
IZ0823 |
PL0000105359 |
112,66 |
113,57 |
--- |
--- |
113,12 |
--- |
DS1023 |
PL0000107264 |
101,77 |
102,25 |
3,79 |
3,74 |
102,01 |
3,77 |
WS0429 |
PL0000105391 |
121,86 |
122,65 |
3,91 |
3,85 |
122,26 |
3,88 |
REPO MARKET |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,020 |
4,020 |
4,020 |
55 |
DS1013 |
PL0000102836 |
1/7 |
6 |
4,010 |
4,010 |
4,010 |
110 |
DS1013 |
PL0000102836 |
1/8 |
7 |
4,000 |
4,000 |
4,000 |
80 |
WS0429 |
PL0000105391 |
1/8 |
7 |
3,800 |
3,800 |
3,800 |
15 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
180 |
DS1019 |
PL0000105441 |
1/7 |
6 |
4,000 |
4,000 |
4,000 |
20 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,070 |
4,070 |
4,070 |
490 |
WZ0121 |
PL0000106068 |
0/8 |
8 |
4,000 |
4,000 |
4,000 |
10 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
70 |
OK0113 |
PL0000106324 |
1/8 |
7 |
4,000 |
4,000 |
4,000 |
35 |
WZ0115 |
PL0000106480 |
1/8 |
7 |
4,050 |
4,070 |
4,060 |
180 |
OK0714 |
PL0000107009 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
175 |
OK0714 |
PL0000107009 |
1/8 |
7 |
4,000 |
4,000 |
4,000 |
10 |
TOTAL |
1 430 |