2012-12-28 |
MARKET DATA |
No 249 (2034) |
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 |
270,00 |
291,94 |
28 |
585,00 |
637,91 |
4 |
855,00 |
929,85 |
32 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
270,00 |
291,94 |
28 |
585,00 |
637,91 |
4 |
855,00 |
929,85 |
32 |
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 |
99,97 |
99,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,58 |
100,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
98,29 |
98,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,55 |
101,61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
96,82 |
96,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
103,33 |
103,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
95,32 |
95,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
105,21 |
105,36 |
105,21 |
105,21 |
105,21 |
105,21 |
105,21 |
10 000 |
10,90 |
1 |
DS1015 |
PL0000103602 |
108,37 |
108,41 |
108,36 |
108,36 |
108,36 |
108,36 |
108,36 |
10 000 |
10,96 |
1 |
PS0416 |
PL0000106340 |
105,74 |
105,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,59 |
105,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,18 |
106,31 |
106,18 |
106,33 |
106,17 |
106,33 |
106,23 |
30 000 |
32,86 |
3 |
DS1017 |
PL0000104543 |
109,17 |
109,16 |
109,07 |
109,07 |
109,07 |
109,07 |
109,07 |
30 000 |
33,02 |
1 |
PS0418 |
PL0000107314 |
102,75 |
102,77 |
102,75 |
102,75 |
102,75 |
102,75 |
102,75 |
10 000 |
10,53 |
1 |
DS1019 |
PL0000105441 |
113,14 |
113,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,38 |
112,41 |
112,43 |
112,43 |
112,43 |
112,43 |
112,43 |
2 500 |
2,84 |
1 |
DS1021 |
PL0000106670 |
116,20 |
116,22 |
116,20 |
116,26 |
116,16 |
116,26 |
116,19 |
22 500 |
26,39 |
3 |
WS0922 |
PL0000102646 |
117,28 |
117,33 |
117,33 |
117,40 |
117,33 |
117,40 |
117,34 |
22 500 |
26,76 |
3 |
DS1023 |
PL0000107264 |
102,61 |
102,61 |
102,53 |
102,53 |
102,53 |
102,53 |
102,53 |
10 000 |
10,33 |
2 |
WS0429 |
PL0000105391 |
123,05 |
123,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
114,50 |
125,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
108,12 |
108,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,95 |
113,80 |
113,50 |
113,50 |
113,50 |
113,50 |
113,50 |
5 000 |
6,58 |
1 |
WZ0115 |
PL0000106480 |
100,59 |
100,60 |
100,60 |
100,61 |
100,57 |
100,61 |
100,60 |
80 000 |
82,30 |
4 |
WZ0117 |
PL0000106936 |
100,60 |
100,67 |
100,70 |
100,70 |
100,67 |
100,67 |
100,69 |
20 000 |
20,59 |
3 |
WZ0118 |
PL0000104717 |
100,60 |
100,60 |
100,60 |
100,60 |
100,60 |
100,60 |
100,60 |
5 000 |
5,14 |
1 |
WZ0121 |
PL0000106068 |
99,69 |
99,73 |
99,69 |
99,83 |
99,58 |
99,58 |
99,67 |
12 500 |
12,74 |
3 |
TOTAL |
270 000 |
291,94 |
28 |
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 |
27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
83 |
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 |
3,29 |
2,88 |
100,63 |
3,07 |
OK0713 |
PL0000106563 |
98,26 |
98,46 |
3,18 |
2,81 |
98,36 |
3,00 |
DS1013 |
PL0000102836 |
101,53 |
101,66 |
3,02 |
2,86 |
101,60 |
2,94 |
OK0114 |
PL0000106712 |
96,78 |
96,98 |
3,14 |
2,93 |
96,88 |
3,03 |
PS0414 |
PL0000105433 |
103,31 |
103,47 |
3,11 |
2,99 |
103,39 |
3,05 |
OK0714 |
PL0000107009 |
95,30 |
95,50 |
3,14 |
3,00 |
95,40 |
3,07 |
WZ0115 |
PL0000106480 |
100,51 |
100,64 |
--- |
--- |
100,58 |
--- |
PS0415 |
PL0000105953 |
105,20 |
105,41 |
3,12 |
3,03 |
105,31 |
3,07 |
DS1015 |
PL0000103602 |
108,35 |
108,58 |
3,09 |
3,01 |
108,47 |
3,05 |
PS0416 |
PL0000106340 |
105,72 |
106,01 |
3,14 |
3,05 |
105,87 |
3,10 |
IZ0816 |
PL0000103529 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
PS1016 |
PL0000106795 |
105,57 |
105,86 |
3,17 |
3,09 |
105,72 |
3,13 |
WZ0117 |
PL0000106936 |
100,48 |
100,73 |
--- |
--- |
100,61 |
--- |
PS0417 |
PL0000107058 |
106,16 |
106,47 |
3,19 |
3,12 |
106,32 |
3,15 |
DS1017 |
PL0000104543 |
109,00 |
109,27 |
3,20 |
3,14 |
109,14 |
3,17 |
WZ0118 |
PL0000104717 |
100,46 |
100,65 |
--- |
--- |
100,56 |
--- |
PS0418 |
PL0000107314 |
102,60 |
102,90 |
3,21 |
3,14 |
102,75 |
3,17 |
DS1019 |
PL0000105441 |
113,11 |
113,54 |
3,31 |
3,25 |
113,33 |
3,28 |
DS1020 |
PL0000106126 |
112,21 |
112,63 |
3,44 |
3,38 |
112,42 |
3,41 |
WZ0121 |
PL0000106068 |
99,52 |
99,80 |
--- |
--- |
99,66 |
--- |
DS1021 |
PL0000106670 |
116,03 |
116,35 |
3,59 |
3,55 |
116,19 |
3,57 |
WS0922 |
PL0000102646 |
117,17 |
117,61 |
3,62 |
3,57 |
117,39 |
3,59 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
102,51 |
102,95 |
3,71 |
3,66 |
102,73 |
3,69 |
WS0429 |
PL0000105391 |
122,99 |
123,71 |
3,82 |
3,77 |
123,35 |
3,80 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,53 |
100,69 |
3,38 |
2,88 |
100,61 |
3,13 |
OK0713 |
PL0000106563 |
98,22 |
98,42 |
3,26 |
2,89 |
98,32 |
3,07 |
DS1013 |
PL0000102836 |
101,47 |
101,63 |
3,10 |
2,90 |
101,55 |
3,00 |
OK0114 |
PL0000106712 |
96,78 |
96,93 |
3,14 |
2,98 |
96,86 |
3,05 |
PS0414 |
PL0000105433 |
103,30 |
103,40 |
3,12 |
3,04 |
103,35 |
3,08 |
OK0714 |
PL0000107009 |
95,30 |
95,47 |
3,14 |
3,02 |
95,39 |
3,08 |
WZ0115 |
PL0000106480 |
100,55 |
100,67 |
--- |
--- |
100,61 |
--- |
PS0415 |
PL0000105953 |
105,18 |
105,38 |
3,13 |
3,04 |
105,28 |
3,09 |
DS1015 |
PL0000103602 |
108,26 |
108,46 |
3,12 |
3,05 |
108,36 |
3,09 |
PS0416 |
PL0000106340 |
105,68 |
105,96 |
3,16 |
3,07 |
105,82 |
3,11 |
IZ0816 |
PL0000103529 |
107,75 |
108,97 |
--- |
--- |
108,36 |
--- |
PS1016 |
PL0000106795 |
105,53 |
105,80 |
3,18 |
3,11 |
105,67 |
3,14 |
WZ0117 |
PL0000106936 |
100,54 |
100,75 |
--- |
--- |
100,65 |
--- |
PS0417 |
PL0000107058 |
106,13 |
106,38 |
3,20 |
3,14 |
106,26 |
3,17 |
DS1017 |
PL0000104543 |
108,93 |
109,19 |
3,21 |
3,16 |
109,06 |
3,18 |
WZ0118 |
PL0000104717 |
100,43 |
100,65 |
--- |
--- |
100,54 |
--- |
PS0418 |
PL0000107314 |
102,51 |
102,79 |
3,22 |
3,17 |
102,65 |
3,19 |
DS1019 |
PL0000105441 |
112,96 |
113,39 |
3,34 |
3,27 |
113,18 |
3,30 |
DS1020 |
PL0000106126 |
112,05 |
112,46 |
3,46 |
3,40 |
112,26 |
3,43 |
WZ0121 |
PL0000106068 |
99,52 |
99,89 |
--- |
--- |
99,71 |
--- |
DS1021 |
PL0000106670 |
116,00 |
116,30 |
3,59 |
3,56 |
116,15 |
3,58 |
WS0922 |
PL0000102646 |
117,20 |
117,45 |
3,62 |
3,59 |
117,33 |
3,60 |
IZ0823 |
PL0000105359 |
113,39 |
114,70 |
--- |
--- |
114,05 |
--- |
DS1023 |
PL0000107264 |
102,27 |
102,68 |
3,74 |
3,69 |
102,48 |
3,71 |
WS0429 |
PL0000105391 |
122,75 |
123,49 |
3,84 |
3,79 |
123,12 |
3,81 |
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 |
0/6 |
6 |
3,050 |
3,050 |
3,050 |
125 |
DS1017 |
PL0000104543 |
0/7 |
7 |
4,000 |
4,000 |
4,000 |
220 |
DS1021 |
PL0000106670 |
0/7 |
7 |
4,000 |
4,000 |
4,000 |
140 |
DS1023 |
PL0000107264 |
0/5 |
5 |
3,500 |
3,500 |
3,500 |
100 |
TOTAL |
585 |