2013-01-07 |
MARKET DATA |
No 4 (2038) |
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 |
1 340,00 |
1 494,42 |
116 |
770,00 |
838,84 |
11 |
2 110,00 |
2 333,26 |
127 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 340,00 |
1 494,42 |
116 |
770,00 |
838,84 |
11 |
2 110,00 |
2 333,26 |
127 |
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 |
99,83 |
99,86 |
99,87 |
99,87 |
99,86 |
99,86 |
99,87 |
30 000 |
29,96 |
2 |
PS0413 |
PL0000105037 |
100,45 |
100,58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
98,25 |
98,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,31 |
101,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
96,81 |
96,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
103,08 |
103,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
95,26 |
95,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,92 |
104,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
107,95 |
107,88 |
107,92 |
107,95 |
107,90 |
107,90 |
107,94 |
285 000 |
311,39 |
14 |
PS0416 |
PL0000106340 |
105,33 |
105,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,00 |
105,01 |
104,88 |
104,88 |
104,88 |
104,88 |
104,88 |
20 000 |
21,17 |
1 |
PS0417 |
PL0000107058 |
105,50 |
105,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,19 |
108,12 |
108,28 |
108,28 |
108,15 |
108,15 |
108,18 |
95 000 |
103,81 |
9 |
PS0418 |
PL0000107314 |
101,67 |
101,63 |
101,59 |
101,71 |
101,56 |
101,71 |
101,61 |
80 000 |
83,41 |
7 |
DS1019 |
PL0000105441 |
111,80 |
111,75 |
111,83 |
112,00 |
111,70 |
112,00 |
111,87 |
105 000 |
118,66 |
9 |
DS1020 |
PL0000106126 |
110,75 |
110,50 |
110,80 |
110,80 |
110,75 |
110,75 |
110,78 |
20 000 |
22,37 |
2 |
DS1021 |
PL0000106670 |
114,65 |
114,43 |
114,44 |
114,80 |
114,40 |
114,80 |
114,55 |
140 000 |
162,04 |
13 |
WS0922 |
PL0000102646 |
115,73 |
115,44 |
115,44 |
115,94 |
115,44 |
115,94 |
115,73 |
115 000 |
135,04 |
12 |
DS1023 |
PL0000107264 |
101,10 |
100,73 |
101,10 |
101,38 |
100,73 |
101,05 |
101,02 |
270 000 |
274,99 |
27 |
WS0429 |
PL0000105391 |
121,05 |
120,67 |
121,00 |
121,00 |
120,51 |
120,90 |
120,86 |
90 000 |
112,45 |
9 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
107,10 |
107,00 |
107,10 |
107,10 |
107,00 |
107,00 |
107,05 |
20 000 |
27,50 |
2 |
IZ0823 |
PL0000105359 |
113,00 |
112,93 |
113,00 |
113,00 |
112,75 |
112,78 |
112,84 |
70 000 |
91,62 |
9 |
WZ0115 |
PL0000106480 |
100,45 |
100,49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,50 |
100,51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,30 |
100,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,48 |
99,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 340 000 |
1 494,42 |
116 |
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 |
21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
77 |
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 |
100,42 |
100,60 |
3,65 |
3,05 |
100,51 |
3,35 |
OK0713 |
PL0000106563 |
98,21 |
98,42 |
3,38 |
2,97 |
98,32 |
3,17 |
DS1013 |
PL0000102836 |
101,29 |
101,49 |
3,29 |
3,03 |
101,39 |
3,16 |
OK0114 |
PL0000106712 |
96,75 |
96,96 |
3,22 |
3,00 |
96,86 |
3,10 |
PS0414 |
PL0000105433 |
103,03 |
103,23 |
3,30 |
3,14 |
103,13 |
3,22 |
OK0714 |
PL0000107009 |
95,15 |
95,38 |
3,28 |
3,12 |
95,27 |
3,20 |
WZ0115 |
PL0000106480 |
100,41 |
100,58 |
--- |
--- |
100,50 |
--- |
PS0415 |
PL0000105953 |
104,74 |
104,94 |
3,31 |
3,22 |
104,84 |
3,26 |
DS1015 |
PL0000103602 |
107,63 |
107,93 |
3,33 |
3,23 |
107,78 |
3,28 |
PS0416 |
PL0000106340 |
105,08 |
105,37 |
3,34 |
3,24 |
105,23 |
3,29 |
IZ0816 |
PL0000103529 |
106,83 |
107,54 |
--- |
--- |
107,19 |
--- |
PS1016 |
PL0000106795 |
104,87 |
105,13 |
3,35 |
3,28 |
105,00 |
3,32 |
WZ0117 |
PL0000106936 |
100,45 |
100,65 |
--- |
--- |
100,55 |
--- |
PS0417 |
PL0000107058 |
105,36 |
105,66 |
3,38 |
3,31 |
105,51 |
3,34 |
DS1017 |
PL0000104543 |
108,09 |
108,32 |
3,39 |
3,34 |
108,21 |
3,36 |
WZ0118 |
PL0000104717 |
100,24 |
100,47 |
--- |
--- |
100,36 |
--- |
PS0418 |
PL0000107314 |
101,52 |
101,85 |
3,43 |
3,36 |
101,69 |
3,39 |
DS1019 |
PL0000105441 |
111,67 |
111,96 |
3,53 |
3,49 |
111,82 |
3,51 |
DS1020 |
PL0000106126 |
110,51 |
110,84 |
3,67 |
3,62 |
110,68 |
3,65 |
WZ0121 |
PL0000106068 |
99,41 |
99,69 |
--- |
--- |
99,55 |
--- |
DS1021 |
PL0000106670 |
114,35 |
114,71 |
3,80 |
3,75 |
114,53 |
3,77 |
WS0922 |
PL0000102646 |
115,50 |
115,82 |
3,80 |
3,77 |
115,66 |
3,79 |
IZ0823 |
PL0000105359 |
112,81 |
113,73 |
--- |
--- |
113,27 |
--- |
DS1023 |
PL0000107264 |
100,78 |
101,22 |
3,91 |
3,86 |
101,00 |
3,88 |
WS0429 |
PL0000105391 |
120,82 |
121,28 |
3,98 |
3,95 |
121,05 |
3,97 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,42 |
100,59 |
3,65 |
3,09 |
100,51 |
3,35 |
OK0713 |
PL0000106563 |
98,21 |
98,40 |
3,38 |
3,01 |
98,31 |
3,19 |
DS1013 |
PL0000102836 |
101,27 |
101,44 |
3,31 |
3,10 |
101,36 |
3,20 |
OK0114 |
PL0000106712 |
96,75 |
96,93 |
3,22 |
3,03 |
96,84 |
3,12 |
PS0414 |
PL0000105433 |
103,06 |
103,25 |
3,27 |
3,13 |
103,16 |
3,20 |
OK0714 |
PL0000107009 |
95,18 |
95,38 |
3,26 |
3,12 |
95,28 |
3,19 |
WZ0115 |
PL0000106480 |
100,41 |
100,54 |
--- |
--- |
100,48 |
--- |
PS0415 |
PL0000105953 |
104,85 |
105,00 |
3,26 |
3,19 |
104,93 |
3,22 |
DS1015 |
PL0000103602 |
107,86 |
108,02 |
3,25 |
3,19 |
107,94 |
3,22 |
PS0416 |
PL0000106340 |
105,19 |
105,42 |
3,30 |
3,23 |
105,31 |
3,26 |
IZ0816 |
PL0000103529 |
106,60 |
107,17 |
--- |
--- |
106,89 |
--- |
PS1016 |
PL0000106795 |
104,88 |
105,14 |
3,35 |
3,28 |
105,01 |
3,32 |
WZ0117 |
PL0000106936 |
100,43 |
100,61 |
--- |
--- |
100,52 |
--- |
PS0417 |
PL0000107058 |
105,35 |
105,63 |
3,38 |
3,31 |
105,49 |
3,35 |
DS1017 |
PL0000104543 |
107,97 |
108,19 |
3,41 |
3,37 |
108,08 |
3,39 |
WZ0118 |
PL0000104717 |
100,25 |
100,47 |
--- |
--- |
100,36 |
--- |
PS0418 |
PL0000107314 |
101,51 |
101,74 |
3,43 |
3,38 |
101,63 |
3,40 |
DS1019 |
PL0000105441 |
111,57 |
111,97 |
3,55 |
3,49 |
111,77 |
3,52 |
DS1020 |
PL0000106126 |
110,58 |
110,84 |
3,66 |
3,62 |
110,71 |
3,64 |
WZ0121 |
PL0000106068 |
99,42 |
99,61 |
--- |
--- |
99,52 |
--- |
DS1021 |
PL0000106670 |
114,49 |
114,81 |
3,78 |
3,74 |
114,65 |
3,76 |
WS0922 |
PL0000102646 |
115,46 |
115,87 |
3,81 |
3,76 |
115,67 |
3,79 |
IZ0823 |
PL0000105359 |
112,51 |
113,26 |
--- |
--- |
112,89 |
--- |
DS1023 |
PL0000107264 |
100,93 |
101,30 |
3,89 |
3,85 |
101,12 |
3,87 |
WS0429 |
PL0000105391 |
120,68 |
121,16 |
3,99 |
3,96 |
120,92 |
3,98 |
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 |
3,700 |
3,700 |
3,700 |
40 |
DS1013 |
PL0000102836 |
1/2 |
1 |
3,810 |
3,810 |
3,810 |
35 |
DS1017 |
PL0000104543 |
1/2 |
1 |
3,710 |
3,810 |
3,719 |
220 |
DS1019 |
PL0000105441 |
0/1 |
1 |
3,810 |
3,810 |
3,810 |
85 |
DS1019 |
PL0000105441 |
1/2 |
1 |
3,810 |
3,810 |
3,810 |
210 |
DS1020 |
PL0000106126 |
1/2 |
1 |
3,900 |
3,900 |
3,900 |
90 |
PS0416 |
PL0000106340 |
1/2 |
1 |
3,810 |
3,810 |
3,810 |
20 |
OK0714 |
PL0000107009 |
1/2 |
1 |
3,650 |
3,650 |
3,650 |
70 |
TOTAL |
770 |