2013-01-02 |
MARKET DATA |
No 1 (2035) |
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 |
1 385,00 |
1 501,84 |
75 |
3 705,00 |
3 967,05 |
21 |
5 090,00 |
5 468,89 |
96 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 385,00 |
1 501,84 |
75 |
3 705,00 |
3 967,05 |
21 |
5 090,00 |
5 468,89 |
96 |
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 |
99,79 |
99,78 |
99,78 |
99,78 |
99,78 |
99,78 |
99,78 |
60 000 |
59,87 |
2 |
PS0413 |
PL0000105037 |
100,61 |
100,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
98,25 |
98,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,51 |
101,49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
96,81 |
96,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
103,30 |
103,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
95,33 |
95,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
105,19 |
105,09 |
105,09 |
105,11 |
105,09 |
105,11 |
105,10 |
420 000 |
457,49 |
12 |
DS1015 |
PL0000103602 |
108,27 |
108,15 |
108,10 |
108,10 |
108,07 |
108,07 |
108,09 |
50 000 |
54,66 |
3 |
PS0416 |
PL0000106340 |
105,69 |
105,59 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,53 |
105,36 |
105,45 |
105,51 |
105,42 |
105,51 |
105,45 |
130 000 |
138,28 |
5 |
PS0417 |
PL0000107058 |
109,38 |
105,95 |
106,01 |
106,01 |
106,01 |
106,01 |
106,01 |
30 000 |
32,79 |
1 |
DS1017 |
PL0000104543 |
108,95 |
108,72 |
108,65 |
108,65 |
108,60 |
108,60 |
108,62 |
50 000 |
54,82 |
3 |
PS0418 |
PL0000107314 |
102,55 |
102,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,02 |
112,75 |
112,70 |
112,70 |
112,69 |
112,69 |
112,69 |
45 000 |
51,19 |
3 |
DS1020 |
PL0000106126 |
112,06 |
111,80 |
112,01 |
112,01 |
111,80 |
111,80 |
111,98 |
110 000 |
124,30 |
10 |
DS1021 |
PL0000106670 |
116,00 |
115,56 |
115,58 |
115,69 |
115,54 |
115,68 |
115,63 |
95 000 |
110,91 |
9 |
WS0922 |
PL0000102646 |
117,05 |
116,65 |
116,70 |
116,70 |
116,50 |
116,50 |
116,61 |
40 000 |
47,29 |
4 |
DS1023 |
PL0000107264 |
102,30 |
101,54 |
102,30 |
102,30 |
101,54 |
101,57 |
101,81 |
205 000 |
210,31 |
18 |
WS0429 |
PL0000105391 |
122,84 |
122,27 |
122,80 |
122,80 |
122,28 |
122,50 |
122,53 |
25 000 |
31,63 |
3 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
108,12 |
108,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,82 |
114,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,56 |
100,62 |
100,55 |
100,55 |
100,55 |
100,55 |
100,55 |
100 000 |
102,83 |
1 |
WZ0117 |
PL0000106936 |
100,62 |
100,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,50 |
100,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,57 |
99,65 |
99,57 |
99,57 |
99,57 |
99,57 |
99,57 |
25 000 |
25,46 |
1 |
TOTAL |
1 385 000 |
1 501,84 |
75 |
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 |
26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
82 |
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 |
100,51 |
100,66 |
3,43 |
2,95 |
100,59 |
3,18 |
OK0713 |
PL0000106563 |
98,22 |
98,41 |
3,27 |
2,92 |
98,32 |
3,09 |
DS1013 |
PL0000102836 |
101,40 |
101,55 |
3,18 |
2,99 |
101,48 |
3,08 |
OK0114 |
PL0000106712 |
96,72 |
96,92 |
3,20 |
3,00 |
96,82 |
3,10 |
PS0414 |
PL0000105433 |
103,23 |
103,39 |
3,17 |
3,04 |
103,31 |
3,11 |
OK0714 |
PL0000107009 |
95,26 |
95,45 |
3,18 |
3,04 |
95,36 |
3,11 |
WZ0115 |
PL0000106480 |
100,53 |
100,67 |
--- |
--- |
100,60 |
--- |
PS0415 |
PL0000105953 |
105,12 |
105,33 |
3,15 |
3,06 |
105,23 |
3,10 |
DS1015 |
PL0000103602 |
108,14 |
108,39 |
3,16 |
3,07 |
108,27 |
3,12 |
PS0416 |
PL0000106340 |
105,54 |
105,82 |
3,20 |
3,11 |
105,68 |
3,16 |
IZ0816 |
PL0000103529 |
107,76 |
108,76 |
--- |
--- |
108,26 |
--- |
PS1016 |
PL0000106795 |
105,33 |
105,53 |
3,23 |
3,18 |
105,43 |
3,21 |
WZ0117 |
PL0000106936 |
100,59 |
100,77 |
--- |
--- |
100,68 |
--- |
PS0417 |
PL0000107058 |
105,99 |
106,30 |
3,23 |
3,16 |
106,15 |
3,19 |
DS1017 |
PL0000104543 |
108,77 |
109,06 |
3,24 |
3,18 |
108,92 |
3,21 |
WZ0118 |
PL0000104717 |
100,42 |
100,67 |
--- |
--- |
100,55 |
--- |
PS0418 |
PL0000107314 |
102,35 |
102,67 |
3,26 |
3,19 |
102,51 |
3,22 |
DS1019 |
PL0000105441 |
112,77 |
113,14 |
3,37 |
3,31 |
112,96 |
3,34 |
DS1020 |
PL0000106126 |
111,82 |
112,09 |
3,49 |
3,45 |
111,96 |
3,47 |
WZ0121 |
PL0000106068 |
99,53 |
99,73 |
--- |
--- |
99,63 |
--- |
DS1021 |
PL0000106670 |
115,64 |
116,09 |
3,64 |
3,58 |
115,87 |
3,61 |
WS0922 |
PL0000102646 |
116,78 |
117,26 |
3,66 |
3,61 |
117,02 |
3,63 |
IZ0823 |
PL0000105359 |
113,30 |
114,58 |
--- |
--- |
113,94 |
--- |
DS1023 |
PL0000107264 |
101,95 |
102,37 |
3,77 |
3,73 |
102,16 |
3,75 |
WS0429 |
PL0000105391 |
122,48 |
123,13 |
3,86 |
3,81 |
122,81 |
3,84 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,51 |
100,66 |
3,43 |
2,95 |
100,59 |
3,18 |
OK0713 |
PL0000106563 |
98,22 |
98,41 |
3,27 |
2,92 |
98,32 |
3,09 |
DS1013 |
PL0000102836 |
101,40 |
101,56 |
3,18 |
2,98 |
101,48 |
3,08 |
OK0114 |
PL0000106712 |
96,74 |
96,93 |
3,18 |
2,99 |
96,84 |
3,08 |
PS0414 |
PL0000105433 |
103,22 |
103,41 |
3,18 |
3,03 |
103,32 |
3,10 |
OK0714 |
PL0000107009 |
95,29 |
95,47 |
3,15 |
3,03 |
95,38 |
3,09 |
WZ0115 |
PL0000106480 |
100,52 |
100,65 |
--- |
--- |
100,59 |
--- |
PS0415 |
PL0000105953 |
105,02 |
105,14 |
3,20 |
3,14 |
105,08 |
3,17 |
DS1015 |
PL0000103602 |
108,03 |
108,21 |
3,20 |
3,14 |
108,12 |
3,17 |
PS0416 |
PL0000106340 |
105,46 |
105,63 |
3,22 |
3,17 |
105,55 |
3,20 |
IZ0816 |
PL0000103529 |
107,76 |
108,24 |
--- |
--- |
108,00 |
--- |
PS1016 |
PL0000106795 |
105,23 |
105,40 |
3,26 |
3,21 |
105,32 |
3,24 |
WZ0117 |
PL0000106936 |
100,57 |
100,70 |
--- |
--- |
100,64 |
--- |
PS0417 |
PL0000107058 |
105,81 |
106,07 |
3,27 |
3,21 |
105,94 |
3,24 |
DS1017 |
PL0000104543 |
108,54 |
108,82 |
3,29 |
3,23 |
108,68 |
3,26 |
WZ0118 |
PL0000104717 |
100,34 |
100,57 |
--- |
--- |
100,46 |
--- |
PS0418 |
PL0000107314 |
102,13 |
102,45 |
3,30 |
3,24 |
102,29 |
3,27 |
DS1019 |
PL0000105441 |
112,56 |
112,89 |
3,40 |
3,35 |
112,73 |
3,37 |
DS1020 |
PL0000106126 |
111,59 |
112,01 |
3,52 |
3,46 |
111,80 |
3,49 |
WZ0121 |
PL0000106068 |
99,51 |
99,69 |
--- |
--- |
99,60 |
--- |
DS1021 |
PL0000106670 |
115,46 |
115,70 |
3,66 |
3,63 |
115,58 |
3,65 |
WS0922 |
PL0000102646 |
116,56 |
116,85 |
3,69 |
3,65 |
116,71 |
3,67 |
IZ0823 |
PL0000105359 |
113,39 |
114,46 |
--- |
--- |
113,93 |
--- |
DS1023 |
PL0000107264 |
101,58 |
101,92 |
3,82 |
3,78 |
101,75 |
3,80 |
WS0429 |
PL0000105391 |
122,12 |
122,68 |
3,89 |
3,85 |
122,40 |
3,87 |
REPO MARKET |
General Collateral (GC) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
|
|
|
|
0,000 |
0,000 |
0,000 |
0 |
TOTAL |
0 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
3,700 |
3,700 |
3,700 |
25 |
WS0922 |
PL0000102646 |
1/8 |
7 |
3,600 |
3,600 |
3,600 |
40 |
DS1013 |
PL0000102836 |
1/8 |
7 |
3,800 |
3,800 |
3,800 |
125 |
PS0413 |
PL0000105037 |
2/8 |
6 |
3,900 |
3,900 |
3,900 |
130 |
WS0429 |
PL0000105391 |
0/2 |
2 |
3,500 |
3,500 |
3,500 |
10 |
WS0429 |
PL0000105391 |
0/5 |
5 |
3,700 |
3,700 |
3,700 |
155 |
WS0429 |
PL0000105391 |
1/8 |
7 |
3,700 |
3,700 |
3,700 |
35 |
PS0414 |
PL0000105433 |
0/1 |
1 |
3,750 |
3,750 |
3,750 |
40 |
PS0414 |
PL0000105433 |
1/2 |
1 |
3,750 |
3,750 |
3,750 |
40 |
DS1019 |
PL0000105441 |
0/5 |
5 |
3,850 |
3,850 |
3,850 |
190 |
DS1019 |
PL0000105441 |
1/8 |
7 |
3,900 |
3,900 |
3,900 |
65 |
PS0416 |
PL0000106340 |
1/2 |
1 |
3,850 |
3,850 |
3,850 |
830 |
OK0114 |
PL0000106712 |
0/7 |
7 |
3,700 |
3,700 |
3,700 |
255 |
WZ0117 |
PL0000106936 |
0/7 |
7 |
3,900 |
3,900 |
3,900 |
50 |
OK0714 |
PL0000107009 |
1/8 |
7 |
4,000 |
4,000 |
4,000 |
165 |
PS0417 |
PL0000107058 |
0/1 |
1 |
3,700 |
3,700 |
3,700 |
40 |
TOTAL |
2 195 |