2013-01-04 |
MARKET DATA |
No 3 (2037) |
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 |
1 797,50 |
1 945,96 |
138 |
1 345,00 |
1 438,30 |
17 |
3 142,50 |
3 384,26 |
155 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 797,50 |
1 945,96 |
138 |
1 345,00 |
1 438,30 |
17 |
3 142,50 |
3 384,26 |
155 |
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 |
99,81 |
99,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,49 |
100,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
98,23 |
98,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,34 |
101,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
96,80 |
96,85 |
96,85 |
96,87 |
96,85 |
96,87 |
96,86 |
105 000 |
101,70 |
3 |
PS0414 |
PL0000105433 |
103,11 |
103,13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
95,21 |
95,26 |
95,16 |
95,20 |
95,16 |
95,20 |
95,17 |
45 000 |
42,83 |
3 |
PS0415 |
PL0000105953 |
104,85 |
104,74 |
104,85 |
104,85 |
104,66 |
104,66 |
104,72 |
280 000 |
304,11 |
15 |
DS1015 |
PL0000103602 |
107,70 |
107,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
105,03 |
105,10 |
105,10 |
105,15 |
105,10 |
105,15 |
105,12 |
55 000 |
59,76 |
5 |
PS1016 |
PL0000106795 |
104,80 |
104,78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,26 |
105,16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,10 |
107,82 |
108,00 |
108,26 |
107,82 |
108,26 |
107,91 |
200 000 |
217,97 |
16 |
PS0418 |
PL0000107314 |
101,45 |
101,27 |
101,20 |
101,62 |
101,18 |
101,62 |
101,46 |
135 000 |
140,55 |
10 |
DS1019 |
PL0000105441 |
111,79 |
111,30 |
111,33 |
111,90 |
111,22 |
111,90 |
111,39 |
140 000 |
157,53 |
8 |
DS1020 |
PL0000106126 |
110,60 |
110,00 |
110,14 |
110,60 |
110,00 |
110,19 |
110,08 |
290 000 |
322,37 |
26 |
DS1021 |
PL0000106670 |
114,19 |
113,88 |
113,91 |
114,40 |
113,87 |
114,39 |
114,08 |
130 000 |
149,84 |
13 |
WS0922 |
PL0000102646 |
115,40 |
114,71 |
114,85 |
115,40 |
114,75 |
115,40 |
114,97 |
40 000 |
46,66 |
4 |
DS1023 |
PL0000107264 |
100,84 |
100,12 |
100,55 |
100,83 |
99,95 |
100,50 |
100,39 |
265 000 |
268,22 |
23 |
WS0429 |
PL0000105391 |
121,00 |
120,10 |
120,63 |
120,63 |
120,40 |
120,40 |
120,54 |
40 000 |
49,84 |
4 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
107,45 |
107,15 |
107,30 |
107,30 |
107,20 |
107,20 |
107,26 |
30 000 |
41,32 |
3 |
IZ0823 |
PL0000105359 |
113,10 |
113,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,45 |
100,51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,51 |
100,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,32 |
100,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,50 |
99,55 |
99,46 |
99,46 |
99,46 |
99,46 |
99,46 |
42 500 |
43,26 |
5 |
TOTAL |
1 797 500 |
1 945,96 |
138 |
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 |
22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
78 |
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 |
100,45 |
100,63 |
3,57 |
2,97 |
100,54 |
3,27 |
OK0713 |
PL0000106563 |
98,20 |
98,41 |
3,38 |
2,98 |
98,31 |
3,17 |
DS1013 |
PL0000102836 |
101,32 |
101,50 |
3,26 |
3,03 |
101,41 |
3,14 |
OK0114 |
PL0000106712 |
96,69 |
96,90 |
3,27 |
3,05 |
96,80 |
3,16 |
PS0414 |
PL0000105433 |
103,05 |
103,18 |
3,29 |
3,19 |
103,12 |
3,23 |
OK0714 |
PL0000107009 |
95,13 |
95,32 |
3,29 |
3,16 |
95,23 |
3,22 |
WZ0115 |
PL0000106480 |
100,41 |
100,55 |
--- |
--- |
100,48 |
--- |
PS0415 |
PL0000105953 |
104,70 |
104,87 |
3,33 |
3,25 |
104,79 |
3,29 |
DS1015 |
PL0000103602 |
107,59 |
107,89 |
3,35 |
3,24 |
107,74 |
3,30 |
PS0416 |
PL0000106340 |
104,88 |
105,17 |
3,40 |
3,31 |
105,03 |
3,35 |
IZ0816 |
PL0000103529 |
106,61 |
107,31 |
--- |
--- |
106,96 |
--- |
PS1016 |
PL0000106795 |
104,60 |
104,87 |
3,43 |
3,36 |
104,74 |
3,39 |
WZ0117 |
PL0000106936 |
100,44 |
100,62 |
--- |
--- |
100,53 |
--- |
PS0417 |
PL0000107058 |
105,07 |
105,38 |
3,45 |
3,38 |
105,23 |
3,41 |
DS1017 |
PL0000104543 |
107,74 |
108,01 |
3,46 |
3,41 |
107,88 |
3,43 |
WZ0118 |
PL0000104717 |
100,24 |
100,46 |
--- |
--- |
100,35 |
--- |
PS0418 |
PL0000107314 |
101,13 |
101,57 |
3,51 |
3,42 |
101,35 |
3,46 |
DS1019 |
PL0000105441 |
111,27 |
111,68 |
3,60 |
3,53 |
111,48 |
3,56 |
DS1020 |
PL0000106126 |
110,01 |
110,44 |
3,74 |
3,68 |
110,23 |
3,71 |
WZ0121 |
PL0000106068 |
99,41 |
99,67 |
--- |
--- |
99,54 |
--- |
DS1021 |
PL0000106670 |
113,60 |
114,03 |
3,89 |
3,84 |
113,82 |
3,86 |
WS0922 |
PL0000102646 |
114,38 |
114,89 |
3,93 |
3,88 |
114,64 |
3,90 |
IZ0823 |
PL0000105359 |
112,62 |
113,69 |
--- |
--- |
113,16 |
--- |
DS1023 |
PL0000107264 |
99,90 |
100,30 |
4,01 |
3,96 |
100,10 |
3,98 |
WS0429 |
PL0000105391 |
119,80 |
120,48 |
4,06 |
4,01 |
120,14 |
4,03 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,43 |
100,61 |
3,63 |
3,04 |
100,52 |
3,33 |
OK0713 |
PL0000106563 |
98,20 |
98,41 |
3,38 |
2,98 |
98,31 |
3,17 |
DS1013 |
PL0000102836 |
101,29 |
101,49 |
3,29 |
3,04 |
101,39 |
3,17 |
OK0114 |
PL0000106712 |
96,77 |
96,91 |
3,19 |
3,04 |
96,84 |
3,12 |
PS0414 |
PL0000105433 |
103,03 |
103,17 |
3,30 |
3,19 |
103,10 |
3,25 |
OK0714 |
PL0000107009 |
95,14 |
95,33 |
3,28 |
3,15 |
95,24 |
3,21 |
WZ0115 |
PL0000106480 |
100,41 |
100,56 |
--- |
--- |
100,49 |
--- |
PS0415 |
PL0000105953 |
104,68 |
104,90 |
3,34 |
3,24 |
104,79 |
3,29 |
DS1015 |
PL0000103602 |
107,62 |
107,88 |
3,34 |
3,25 |
107,75 |
3,29 |
PS0416 |
PL0000106340 |
104,97 |
105,24 |
3,37 |
3,29 |
105,11 |
3,33 |
IZ0816 |
PL0000103529 |
106,77 |
107,41 |
--- |
--- |
107,09 |
--- |
PS1016 |
PL0000106795 |
104,69 |
104,98 |
3,41 |
3,33 |
104,84 |
3,36 |
WZ0117 |
PL0000106936 |
100,42 |
100,62 |
--- |
--- |
100,52 |
--- |
PS0417 |
PL0000107058 |
105,21 |
105,53 |
3,42 |
3,34 |
105,37 |
3,38 |
DS1017 |
PL0000104543 |
107,94 |
108,23 |
3,42 |
3,36 |
108,09 |
3,39 |
WZ0118 |
PL0000104717 |
100,23 |
100,45 |
--- |
--- |
100,34 |
--- |
PS0418 |
PL0000107314 |
101,35 |
101,69 |
3,46 |
3,39 |
101,52 |
3,43 |
DS1019 |
PL0000105441 |
111,46 |
111,92 |
3,57 |
3,49 |
111,69 |
3,53 |
DS1020 |
PL0000106126 |
110,17 |
110,47 |
3,72 |
3,68 |
110,32 |
3,70 |
WZ0121 |
PL0000106068 |
99,39 |
99,61 |
--- |
--- |
99,50 |
--- |
DS1021 |
PL0000106670 |
113,99 |
114,33 |
3,84 |
3,80 |
114,16 |
3,82 |
WS0922 |
PL0000102646 |
114,98 |
115,36 |
3,86 |
3,82 |
115,17 |
3,84 |
IZ0823 |
PL0000105359 |
112,64 |
113,60 |
--- |
--- |
113,12 |
--- |
DS1023 |
PL0000107264 |
100,43 |
100,72 |
3,95 |
3,91 |
100,58 |
3,93 |
WS0429 |
PL0000105391 |
120,23 |
120,94 |
4,03 |
3,97 |
120,59 |
4,00 |
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 |
0/3 |
3 |
3,700 |
3,700 |
3,700 |
25 |
DS1015 |
PL0000103602 |
0/3 |
3 |
3,930 |
3,930 |
3,930 |
45 |
DS1017 |
PL0000104543 |
3/10 |
7 |
3,950 |
3,950 |
3,950 |
90 |
DS1017 |
PL0000104543 |
3/4 |
1 |
3,980 |
3,980 |
3,980 |
15 |
DS1019 |
PL0000105441 |
3/4 |
1 |
3,930 |
3,930 |
3,930 |
130 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
3,950 |
3,950 |
3,950 |
245 |
DS1020 |
PL0000106126 |
3/4 |
1 |
3,980 |
3,980 |
3,980 |
130 |
PS0416 |
PL0000106340 |
0/7 |
7 |
4,150 |
4,150 |
4,150 |
150 |
PS0416 |
PL0000106340 |
3/4 |
1 |
3,950 |
3,950 |
3,950 |
20 |
WZ0115 |
PL0000106480 |
0/3 |
3 |
3,930 |
3,930 |
3,930 |
85 |
DS1021 |
PL0000106670 |
3/4 |
1 |
3,980 |
3,980 |
3,980 |
30 |
PS1016 |
PL0000106795 |
0/7 |
7 |
4,150 |
4,150 |
4,150 |
250 |
WZ0117 |
PL0000106936 |
3/10 |
7 |
3,950 |
3,950 |
3,950 |
60 |
DS1023 |
PL0000107264 |
0/3 |
3 |
3,800 |
3,800 |
3,800 |
70 |
TOTAL |
1 345 |