2013-01-08 |
MARKET DATA |
No 5 (2039) |
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 |
2 445,00 |
2 689,71 |
175 |
1 435,00 |
1 534,06 |
18 |
3 880,00 |
4 223,77 |
193 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 445,00 |
2 689,71 |
175 |
1 435,00 |
1 534,06 |
18 |
3 880,00 |
4 223,77 |
193 |
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 |
99,85 |
99,87 |
99,87 |
99,88 |
99,87 |
99,88 |
99,87 |
175 000 |
174,78 |
3 |
PS0413 |
PL0000105037 |
100,54 |
100,01 |
100,47 |
100,47 |
100,47 |
100,47 |
100,47 |
75 000 |
78,16 |
1 |
OK0713 |
PL0000106563 |
98,24 |
98,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,34 |
101,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
97,00 |
96,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
103,20 |
100,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
96,00 |
95,36 |
95,41 |
95,41 |
95,41 |
95,41 |
95,41 |
25 000 |
23,85 |
1 |
PS0415 |
PL0000105953 |
109,00 |
105,02 |
105,00 |
105,07 |
105,00 |
105,04 |
105,06 |
185 000 |
201,62 |
9 |
DS1015 |
PL0000103602 |
109,00 |
108,04 |
107,96 |
107,96 |
107,96 |
107,96 |
107,96 |
10 000 |
10,93 |
1 |
PS0416 |
PL0000106340 |
105,57 |
105,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,42 |
105,01 |
105,17 |
105,42 |
105,17 |
105,42 |
105,32 |
135 000 |
143,53 |
8 |
PS0417 |
PL0000107058 |
105,89 |
105,01 |
105,91 |
105,91 |
105,91 |
105,91 |
105,91 |
10 000 |
10,93 |
1 |
DS1017 |
PL0000104543 |
108,61 |
103,01 |
108,20 |
108,32 |
108,15 |
108,32 |
108,26 |
100 000 |
109,37 |
6 |
PS0418 |
PL0000107314 |
102,30 |
101,73 |
102,00 |
102,26 |
102,00 |
102,11 |
102,15 |
425 000 |
445,47 |
32 |
DS1019 |
PL0000105441 |
112,45 |
111,01 |
112,00 |
112,15 |
112,00 |
112,15 |
112,12 |
90 000 |
101,95 |
6 |
DS1020 |
PL0000106126 |
112,00 |
110,90 |
110,90 |
111,70 |
110,90 |
111,70 |
111,30 |
20 000 |
22,48 |
2 |
DS1021 |
PL0000106670 |
115,73 |
114,01 |
114,91 |
115,83 |
114,91 |
115,83 |
115,48 |
275 000 |
320,90 |
26 |
WS0922 |
PL0000102646 |
117,00 |
115,90 |
116,00 |
116,65 |
116,00 |
116,65 |
116,18 |
210 000 |
247,58 |
22 |
DS1023 |
PL0000107264 |
102,65 |
100,01 |
101,39 |
102,65 |
101,39 |
102,40 |
102,00 |
105 000 |
107,98 |
11 |
WS0429 |
PL0000105391 |
122,60 |
121,20 |
121,40 |
122,60 |
121,40 |
122,60 |
121,54 |
75 000 |
94,23 |
8 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
107,30 |
106,95 |
106,95 |
107,30 |
106,95 |
107,25 |
107,20 |
70 000 |
96,38 |
7 |
IZ0823 |
PL0000105359 |
113,40 |
112,85 |
112,80 |
113,65 |
112,70 |
113,65 |
113,18 |
95 000 |
124,71 |
10 |
WZ0115 |
PL0000106480 |
100,54 |
100,01 |
100,53 |
100,53 |
100,53 |
100,53 |
100,53 |
25 000 |
25,72 |
1 |
WZ0117 |
PL0000106936 |
100,60 |
100,01 |
100,63 |
100,65 |
100,63 |
100,65 |
100,65 |
40 000 |
41,20 |
2 |
WZ0118 |
PL0000104717 |
100,60 |
100,01 |
100,52 |
100,65 |
100,52 |
100,59 |
100,57 |
190 000 |
195,57 |
10 |
WZ0121 |
PL0000106068 |
100,00 |
99,60 |
99,61 |
99,90 |
99,61 |
99,87 |
99,79 |
110 000 |
112,37 |
8 |
TOTAL |
2 445 000 |
2 689,71 |
175 |
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 |
20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
76 |
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 |
3,64 |
3,03 |
100,51 |
3,33 |
OK0713 |
PL0000106563 |
98,22 |
98,40 |
3,37 |
3,03 |
98,31 |
3,20 |
DS1013 |
PL0000102836 |
101,28 |
101,43 |
3,30 |
3,10 |
101,36 |
3,19 |
OK0114 |
PL0000106712 |
96,75 |
96,93 |
3,22 |
3,04 |
96,84 |
3,13 |
PS0414 |
PL0000105433 |
103,06 |
103,24 |
3,27 |
3,13 |
103,15 |
3,20 |
OK0714 |
PL0000107009 |
95,20 |
95,40 |
3,25 |
3,11 |
95,30 |
3,18 |
WZ0115 |
PL0000106480 |
100,41 |
100,54 |
--- |
--- |
100,48 |
--- |
PS0415 |
PL0000105953 |
104,93 |
105,11 |
3,22 |
3,14 |
105,02 |
3,18 |
DS1015 |
PL0000103602 |
107,98 |
108,15 |
3,20 |
3,14 |
108,07 |
3,17 |
PS0416 |
PL0000106340 |
105,27 |
105,54 |
3,27 |
3,19 |
105,41 |
3,23 |
IZ0816 |
PL0000103529 |
106,79 |
107,47 |
--- |
--- |
107,13 |
--- |
PS1016 |
PL0000106795 |
105,06 |
105,33 |
3,30 |
3,23 |
105,20 |
3,26 |
WZ0117 |
PL0000106936 |
100,45 |
100,62 |
--- |
--- |
100,54 |
--- |
PS0417 |
PL0000107058 |
105,57 |
105,86 |
3,33 |
3,26 |
105,72 |
3,29 |
DS1017 |
PL0000104543 |
108,15 |
108,35 |
3,37 |
3,33 |
108,25 |
3,35 |
WZ0118 |
PL0000104717 |
100,24 |
100,47 |
--- |
--- |
100,36 |
--- |
PS0418 |
PL0000107314 |
101,70 |
101,98 |
3,39 |
3,33 |
101,84 |
3,36 |
DS1019 |
PL0000105441 |
111,78 |
112,15 |
3,52 |
3,46 |
111,97 |
3,49 |
DS1020 |
PL0000106126 |
110,85 |
111,31 |
3,62 |
3,56 |
111,08 |
3,59 |
WZ0121 |
PL0000106068 |
99,43 |
99,66 |
--- |
--- |
99,55 |
--- |
DS1021 |
PL0000106670 |
114,96 |
115,25 |
3,72 |
3,68 |
115,11 |
3,70 |
WS0922 |
PL0000102646 |
115,94 |
116,33 |
3,75 |
3,71 |
116,14 |
3,73 |
IZ0823 |
PL0000105359 |
112,38 |
113,27 |
--- |
--- |
112,83 |
--- |
DS1023 |
PL0000107264 |
101,45 |
101,89 |
3,83 |
3,78 |
101,67 |
3,80 |
WS0429 |
PL0000105391 |
121,33 |
122,00 |
3,95 |
3,90 |
121,67 |
3,92 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,42 |
100,58 |
3,64 |
3,10 |
100,50 |
3,37 |
OK0713 |
PL0000106563 |
98,23 |
98,43 |
3,36 |
2,97 |
98,33 |
3,16 |
DS1013 |
PL0000102836 |
101,31 |
101,43 |
3,26 |
3,10 |
101,37 |
3,18 |
OK0114 |
PL0000106712 |
96,81 |
97,00 |
3,16 |
2,97 |
96,91 |
3,06 |
PS0414 |
PL0000105433 |
103,13 |
103,32 |
3,21 |
3,07 |
103,23 |
3,14 |
OK0714 |
PL0000107009 |
95,33 |
95,48 |
3,16 |
3,06 |
95,41 |
3,10 |
WZ0115 |
PL0000106480 |
100,49 |
100,62 |
--- |
--- |
100,56 |
--- |
PS0415 |
PL0000105953 |
104,98 |
105,14 |
3,20 |
3,13 |
105,06 |
3,16 |
DS1015 |
PL0000103602 |
108,02 |
108,23 |
3,19 |
3,11 |
108,13 |
3,15 |
PS0416 |
PL0000106340 |
105,37 |
105,66 |
3,24 |
3,15 |
105,52 |
3,20 |
IZ0816 |
PL0000103529 |
106,89 |
107,56 |
--- |
--- |
107,23 |
--- |
PS1016 |
PL0000106795 |
105,21 |
105,50 |
3,26 |
3,18 |
105,36 |
3,22 |
WZ0117 |
PL0000106936 |
100,55 |
100,76 |
--- |
--- |
100,66 |
--- |
PS0417 |
PL0000107058 |
105,70 |
106,00 |
3,30 |
3,22 |
105,85 |
3,26 |
DS1017 |
PL0000104543 |
108,40 |
108,71 |
3,32 |
3,25 |
108,56 |
3,28 |
WZ0118 |
PL0000104717 |
100,51 |
100,72 |
--- |
--- |
100,62 |
--- |
PS0418 |
PL0000107314 |
102,05 |
102,23 |
3,32 |
3,28 |
102,14 |
3,30 |
DS1019 |
PL0000105441 |
112,26 |
112,70 |
3,44 |
3,37 |
112,48 |
3,41 |
DS1020 |
PL0000106126 |
111,27 |
111,72 |
3,56 |
3,50 |
111,50 |
3,53 |
WZ0121 |
PL0000106068 |
99,76 |
99,97 |
--- |
--- |
99,87 |
--- |
DS1021 |
PL0000106670 |
115,37 |
115,81 |
3,67 |
3,61 |
115,59 |
3,64 |
WS0922 |
PL0000102646 |
116,39 |
116,85 |
3,70 |
3,65 |
116,62 |
3,68 |
IZ0823 |
PL0000105359 |
113,15 |
113,96 |
--- |
--- |
113,56 |
--- |
DS1023 |
PL0000107264 |
102,01 |
102,45 |
3,77 |
3,72 |
102,23 |
3,74 |
WS0429 |
PL0000105391 |
122,31 |
122,90 |
3,87 |
3,83 |
122,61 |
3,85 |
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 |
0/1 |
1 |
3,600 |
3,600 |
3,600 |
25 |
DS1013 |
PL0000102836 |
0/2 |
2 |
3,500 |
3,500 |
3,500 |
40 |
DS1013 |
PL0000102836 |
1/2 |
1 |
3,770 |
3,770 |
3,770 |
60 |
DS1017 |
PL0000104543 |
0/1 |
1 |
3,770 |
3,770 |
3,770 |
205 |
DS1017 |
PL0000104543 |
1/2 |
1 |
3,770 |
3,770 |
3,770 |
240 |
PS0414 |
PL0000105433 |
0/2 |
2 |
3,400 |
3,400 |
3,400 |
5 |
DS1019 |
PL0000105441 |
0/1 |
1 |
3,770 |
3,770 |
3,770 |
85 |
DS1019 |
PL0000105441 |
1/2 |
1 |
3,700 |
3,770 |
3,735 |
100 |
DS1019 |
PL0000105441 |
1/8 |
7 |
3,800 |
3,800 |
3,800 |
135 |
DS1020 |
PL0000106126 |
1/2 |
1 |
3,770 |
3,770 |
3,770 |
70 |
OK0114 |
PL0000106712 |
1/8 |
7 |
3,800 |
3,800 |
3,800 |
255 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
3,770 |
3,770 |
3,770 |
50 |
PS0417 |
PL0000107058 |
1/8 |
7 |
3,700 |
3,700 |
3,700 |
30 |
DS1023 |
PL0000107264 |
1/2 |
1 |
3,800 |
3,800 |
3,800 |
135 |
TOTAL |
1 435 |