2013-01-03 |
MARKET DATA |
No 2 (2036) |
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 |
3 050,00 |
3 220,38 |
165 |
3 285,00 |
3 526,68 |
36 |
6 335,00 |
6 747,06 |
201 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
3 050,00 |
3 220,38 |
165 |
3 285,00 |
3 526,68 |
36 |
6 335,00 |
6 747,06 |
201 |
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 |
99,80 |
99,82 |
99,82 |
99,85 |
99,82 |
99,85 |
99,84 |
275 000 |
274,55 |
5 |
PS0413 |
PL0000105037 |
100,53 |
100,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
98,26 |
98,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,41 |
101,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
96,86 |
96,82 |
96,82 |
96,90 |
96,82 |
96,90 |
96,85 |
335 000 |
324,46 |
8 |
PS0414 |
PL0000105433 |
103,23 |
103,14 |
103,16 |
103,16 |
103,14 |
103,14 |
103,14 |
150 000 |
160,79 |
5 |
OK0714 |
PL0000107009 |
95,32 |
95,32 |
95,32 |
95,32 |
95,22 |
95,22 |
95,27 |
50 000 |
47,64 |
2 |
PS0415 |
PL0000105953 |
105,23 |
104,96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
108,04 |
107,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
105,50 |
105,28 |
105,50 |
105,50 |
105,48 |
105,48 |
105,49 |
110 000 |
119,91 |
5 |
PS1016 |
PL0000106795 |
105,25 |
104,92 |
105,00 |
105,00 |
104,95 |
104,95 |
104,97 |
130 000 |
137,71 |
5 |
PS0417 |
PL0000107058 |
106,05 |
105,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,55 |
108,30 |
108,40 |
108,40 |
108,40 |
108,40 |
108,40 |
25 000 |
27,37 |
1 |
PS0418 |
PL0000107314 |
102,56 |
101,75 |
101,94 |
101,94 |
101,94 |
101,94 |
101,94 |
20 000 |
20,92 |
1 |
DS1019 |
PL0000105441 |
113,39 |
112,05 |
112,10 |
112,11 |
112,10 |
112,11 |
112,11 |
20 000 |
22,64 |
2 |
DS1020 |
PL0000106126 |
112,09 |
110,86 |
111,35 |
111,35 |
110,74 |
110,88 |
111,22 |
115 000 |
129,13 |
10 |
DS1021 |
PL0000106670 |
115,99 |
114,65 |
115,30 |
115,30 |
114,60 |
114,60 |
114,87 |
360 000 |
417,74 |
35 |
WS0922 |
PL0000102646 |
116,60 |
115,70 |
115,87 |
115,87 |
115,69 |
115,69 |
115,73 |
60 000 |
70,44 |
6 |
DS1023 |
PL0000107264 |
101,65 |
100,91 |
101,65 |
101,65 |
100,79 |
100,80 |
101,18 |
430 000 |
438,54 |
41 |
WS0429 |
PL0000105391 |
122,20 |
121,66 |
122,20 |
122,20 |
121,40 |
121,40 |
121,58 |
125 000 |
157,04 |
12 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
107,71 |
107,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,50 |
113,30 |
113,50 |
113,50 |
113,50 |
113,50 |
113,50 |
10 000 |
13,16 |
1 |
WZ0115 |
PL0000106480 |
100,55 |
100,51 |
100,55 |
100,55 |
100,51 |
100,51 |
100,52 |
660 000 |
678,76 |
18 |
WZ0117 |
PL0000106936 |
100,60 |
100,55 |
100,60 |
100,65 |
100,60 |
100,60 |
100,62 |
125 000 |
128,68 |
4 |
WZ0118 |
PL0000104717 |
100,41 |
100,42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,52 |
99,50 |
99,50 |
99,60 |
99,44 |
99,52 |
99,51 |
50 000 |
50,92 |
4 |
TOTAL |
3 050 000 |
3 220,38 |
165 |
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 |
23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
79 |
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 |
100,49 |
100,65 |
3,45 |
2,92 |
100,57 |
3,19 |
OK0713 |
PL0000106563 |
98,24 |
98,44 |
3,29 |
2,91 |
98,34 |
3,10 |
DS1013 |
PL0000102836 |
101,39 |
101,54 |
3,17 |
2,99 |
101,47 |
3,07 |
OK0114 |
PL0000106712 |
96,77 |
96,97 |
3,18 |
2,98 |
96,87 |
3,08 |
PS0414 |
PL0000105433 |
103,21 |
103,40 |
3,17 |
3,02 |
103,31 |
3,09 |
OK0714 |
PL0000107009 |
95,30 |
95,50 |
3,16 |
3,02 |
95,40 |
3,09 |
WZ0115 |
PL0000106480 |
100,51 |
100,66 |
--- |
--- |
100,59 |
--- |
PS0415 |
PL0000105953 |
105,02 |
105,22 |
3,19 |
3,10 |
105,12 |
3,15 |
DS1015 |
PL0000103602 |
108,02 |
108,26 |
3,20 |
3,11 |
108,14 |
3,16 |
PS0416 |
PL0000106340 |
105,47 |
105,65 |
3,22 |
3,16 |
105,56 |
3,19 |
IZ0816 |
PL0000103529 |
107,55 |
108,29 |
--- |
--- |
107,92 |
--- |
PS1016 |
PL0000106795 |
105,22 |
105,47 |
3,26 |
3,19 |
105,35 |
3,22 |
WZ0117 |
PL0000106936 |
100,54 |
100,71 |
--- |
--- |
100,63 |
--- |
PS0417 |
PL0000107058 |
105,76 |
106,08 |
3,28 |
3,21 |
105,92 |
3,25 |
DS1017 |
PL0000104543 |
108,53 |
108,83 |
3,29 |
3,23 |
108,68 |
3,26 |
WZ0118 |
PL0000104717 |
100,35 |
100,54 |
--- |
--- |
100,45 |
--- |
PS0418 |
PL0000107314 |
102,12 |
102,44 |
3,30 |
3,24 |
102,28 |
3,27 |
DS1019 |
PL0000105441 |
112,57 |
112,99 |
3,39 |
3,33 |
112,78 |
3,36 |
DS1020 |
PL0000106126 |
111,55 |
111,93 |
3,53 |
3,47 |
111,74 |
3,50 |
WZ0121 |
PL0000106068 |
99,46 |
99,66 |
--- |
--- |
99,56 |
--- |
DS1021 |
PL0000106670 |
115,37 |
115,82 |
3,67 |
3,61 |
115,60 |
3,64 |
WS0922 |
PL0000102646 |
116,51 |
116,86 |
3,69 |
3,65 |
116,69 |
3,67 |
IZ0823 |
PL0000105359 |
113,09 |
114,51 |
--- |
--- |
113,80 |
--- |
DS1023 |
PL0000107264 |
101,57 |
101,78 |
3,82 |
3,79 |
101,68 |
3,80 |
WS0429 |
PL0000105391 |
122,11 |
122,64 |
3,89 |
3,85 |
122,38 |
3,87 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,47 |
100,65 |
3,51 |
2,92 |
100,56 |
3,22 |
OK0713 |
PL0000106563 |
98,20 |
98,41 |
3,36 |
2,96 |
98,31 |
3,15 |
DS1013 |
PL0000102836 |
101,34 |
101,52 |
3,24 |
3,01 |
101,43 |
3,12 |
OK0114 |
PL0000106712 |
96,77 |
96,92 |
3,18 |
3,03 |
96,85 |
3,10 |
PS0414 |
PL0000105433 |
103,09 |
103,22 |
3,26 |
3,16 |
103,16 |
3,21 |
OK0714 |
PL0000107009 |
95,19 |
95,38 |
3,24 |
3,11 |
95,29 |
3,17 |
WZ0115 |
PL0000106480 |
100,42 |
100,56 |
--- |
--- |
100,49 |
--- |
PS0415 |
PL0000105953 |
104,77 |
104,97 |
3,30 |
3,21 |
104,87 |
3,26 |
DS1015 |
PL0000103602 |
107,68 |
107,99 |
3,32 |
3,21 |
107,84 |
3,26 |
PS0416 |
PL0000106340 |
105,13 |
105,37 |
3,32 |
3,25 |
105,25 |
3,28 |
IZ0816 |
PL0000103529 |
107,34 |
108,04 |
--- |
--- |
107,69 |
--- |
PS1016 |
PL0000106795 |
104,74 |
104,93 |
3,39 |
3,34 |
104,84 |
3,36 |
WZ0117 |
PL0000106936 |
100,46 |
100,62 |
--- |
--- |
100,54 |
--- |
PS0417 |
PL0000107058 |
105,27 |
105,58 |
3,40 |
3,33 |
105,43 |
3,36 |
DS1017 |
PL0000104543 |
108,02 |
108,32 |
3,40 |
3,34 |
108,17 |
3,37 |
WZ0118 |
PL0000104717 |
100,25 |
100,49 |
--- |
--- |
100,37 |
--- |
PS0418 |
PL0000107314 |
101,46 |
101,79 |
3,44 |
3,37 |
101,63 |
3,40 |
DS1019 |
PL0000105441 |
111,85 |
112,13 |
3,51 |
3,46 |
111,99 |
3,48 |
DS1020 |
PL0000106126 |
110,64 |
110,95 |
3,65 |
3,61 |
110,80 |
3,63 |
WZ0121 |
PL0000106068 |
99,44 |
99,65 |
--- |
--- |
99,55 |
--- |
DS1021 |
PL0000106670 |
114,43 |
114,69 |
3,79 |
3,75 |
114,56 |
3,77 |
WS0922 |
PL0000102646 |
115,34 |
115,75 |
3,82 |
3,78 |
115,55 |
3,80 |
IZ0823 |
PL0000105359 |
112,93 |
113,79 |
--- |
--- |
113,36 |
--- |
DS1023 |
PL0000107264 |
100,70 |
100,98 |
3,92 |
3,88 |
100,84 |
3,90 |
WS0429 |
PL0000105391 |
121,21 |
121,73 |
3,95 |
3,92 |
121,47 |
3,94 |
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 |
3,610 |
3,610 |
3,610 |
5 |
WS0922 |
PL0000102646 |
1/8 |
7 |
3,700 |
3,700 |
3,700 |
45 |
DS1017 |
PL0000104543 |
1/4 |
3 |
3,930 |
3,930 |
3,930 |
20 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,020 |
4,020 |
4,020 |
20 |
PS0413 |
PL0000105037 |
1/8 |
7 |
4,020 |
4,020 |
4,020 |
100 |
PS0414 |
PL0000105433 |
1/8 |
7 |
3,800 |
3,800 |
3,800 |
40 |
DS1019 |
PL0000105441 |
0/1 |
1 |
3,810 |
3,810 |
3,810 |
170 |
DS1019 |
PL0000105441 |
1/4 |
3 |
3,930 |
4,020 |
3,983 |
340 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,020 |
4,020 |
4,020 |
50 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
4,020 |
4,020 |
4,020 |
600 |
DS1020 |
PL0000106126 |
0/1 |
1 |
3,810 |
3,810 |
3,810 |
15 |
PS0416 |
PL0000106340 |
1/4 |
3 |
3,930 |
3,930 |
3,930 |
25 |
PS0416 |
PL0000106340 |
1/8 |
7 |
4,020 |
4,020 |
4,020 |
400 |
WZ0115 |
PL0000106480 |
1/8 |
7 |
4,020 |
4,020 |
4,020 |
5 |
DS1021 |
PL0000106670 |
1/4 |
3 |
3,930 |
3,930 |
3,930 |
70 |
PS1016 |
PL0000106795 |
0/1 |
1 |
3,700 |
3,700 |
3,700 |
10 |
PS1016 |
PL0000106795 |
1/4 |
3 |
3,900 |
3,900 |
3,900 |
10 |
WZ0117 |
PL0000106936 |
1/8 |
7 |
4,020 |
4,020 |
4,020 |
185 |
PS0417 |
PL0000107058 |
1/8 |
7 |
3,650 |
3,650 |
3,650 |
60 |
DS1023 |
PL0000107264 |
0/1 |
1 |
3,500 |
3,500 |
3,500 |
10 |
DS1023 |
PL0000107264 |
1/4 |
3 |
3,600 |
3,600 |
3,600 |
60 |
PS0418 |
PL0000107314 |
0/1 |
1 |
3,500 |
3,500 |
3,500 |
105 |
PS0418 |
PL0000107314 |
1/4 |
3 |
3,600 |
3,600 |
3,600 |
20 |
TOTAL |
2 365 |