2013-01-09 |
MARKET DATA |
No 6 (2040) |
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 |
1 665,00 |
1 806,17 |
115 |
1 565,00 |
1 689,51 |
25 |
3 230,00 |
3 495,68 |
140 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 665,00 |
1 806,17 |
115 |
1 565,00 |
1 689,51 |
25 |
3 230,00 |
3 495,68 |
140 |
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 |
99,87 |
99,88 |
99,88 |
99,88 |
99,88 |
99,88 |
99,88 |
107 500 |
107,37 |
2 |
PS0413 |
PL0000105037 |
100,44 |
100,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
98,29 |
98,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,75 |
101,13 |
101,30 |
101,75 |
101,10 |
101,10 |
101,29 |
82 500 |
84,46 |
5 |
OK0114 |
PL0000106712 |
96,86 |
96,83 |
96,71 |
96,71 |
96,71 |
96,71 |
96,71 |
15 000 |
14,51 |
1 |
PS0414 |
PL0000105433 |
103,18 |
103,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
95,36 |
95,11 |
95,36 |
95,36 |
95,36 |
95,36 |
95,36 |
45 000 |
42,91 |
1 |
PS0415 |
PL0000105953 |
105,01 |
104,75 |
104,95 |
105,01 |
104,50 |
104,50 |
104,89 |
290 000 |
315,57 |
11 |
DS1015 |
PL0000103602 |
108,07 |
107,90 |
107,92 |
107,92 |
107,90 |
107,90 |
107,91 |
40 000 |
43,70 |
3 |
PS0416 |
PL0000106340 |
105,45 |
105,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,25 |
104,79 |
105,20 |
105,20 |
104,70 |
104,70 |
105,13 |
110 000 |
116,76 |
7 |
PS0417 |
PL0000107058 |
105,78 |
105,64 |
105,70 |
105,80 |
105,64 |
105,64 |
105,69 |
105 000 |
114,54 |
6 |
DS1017 |
PL0000104543 |
108,44 |
108,12 |
108,29 |
108,54 |
107,96 |
107,96 |
108,32 |
80 000 |
87,55 |
8 |
PS0418 |
PL0000107314 |
102,05 |
101,60 |
102,04 |
102,05 |
101,60 |
101,60 |
101,98 |
157 500 |
164,84 |
15 |
DS1019 |
PL0000105441 |
112,36 |
111,99 |
112,50 |
112,50 |
112,50 |
112,50 |
112,50 |
10 000 |
11,37 |
1 |
DS1020 |
PL0000106126 |
111,48 |
111,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
115,48 |
115,07 |
115,30 |
115,48 |
114,80 |
114,80 |
115,39 |
215 000 |
250,73 |
21 |
WS0922 |
PL0000102646 |
116,57 |
115,95 |
116,41 |
116,71 |
116,40 |
116,65 |
116,57 |
125 000 |
147,88 |
12 |
DS1023 |
PL0000107264 |
102,21 |
101,80 |
102,25 |
102,45 |
101,45 |
101,51 |
101,86 |
110 000 |
112,98 |
11 |
WS0429 |
PL0000105391 |
122,48 |
121,75 |
122,30 |
122,40 |
122,30 |
122,35 |
122,35 |
30 000 |
37,94 |
3 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
107,03 |
107,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,40 |
113,40 |
113,40 |
113,40 |
113,30 |
113,30 |
113,36 |
25 000 |
32,87 |
3 |
WZ0115 |
PL0000106480 |
100,53 |
100,54 |
100,53 |
100,53 |
100,53 |
100,53 |
100,53 |
10 000 |
10,29 |
1 |
WZ0117 |
PL0000106936 |
100,60 |
100,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,54 |
100,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,85 |
99,84 |
99,85 |
99,90 |
99,82 |
99,90 |
99,85 |
107 500 |
109,89 |
4 |
TOTAL |
1 665 000 |
1 806,17 |
115 |
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 |
19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
75 |
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 |
100,40 |
100,57 |
3,69 |
3,12 |
100,49 |
3,39 |
OK0713 |
PL0000106563 |
98,20 |
98,41 |
3,43 |
3,02 |
98,31 |
3,22 |
DS1013 |
PL0000102836 |
101,26 |
101,41 |
3,31 |
3,12 |
101,34 |
3,21 |
OK0114 |
PL0000106712 |
96,79 |
97,00 |
3,19 |
2,98 |
96,90 |
3,08 |
PS0414 |
PL0000105433 |
103,07 |
103,27 |
3,26 |
3,10 |
103,17 |
3,18 |
OK0714 |
PL0000107009 |
95,26 |
95,46 |
3,22 |
3,07 |
95,36 |
3,15 |
WZ0115 |
PL0000106480 |
100,47 |
100,61 |
--- |
--- |
100,54 |
--- |
PS0415 |
PL0000105953 |
104,82 |
105,02 |
3,27 |
3,18 |
104,92 |
3,22 |
DS1015 |
PL0000103602 |
107,80 |
108,02 |
3,27 |
3,19 |
107,91 |
3,23 |
PS0416 |
PL0000106340 |
105,23 |
105,52 |
3,29 |
3,20 |
105,38 |
3,24 |
IZ0816 |
PL0000103529 |
106,82 |
107,50 |
--- |
--- |
107,16 |
--- |
PS1016 |
PL0000106795 |
105,07 |
105,34 |
3,30 |
3,22 |
105,21 |
3,26 |
WZ0117 |
PL0000106936 |
100,52 |
100,72 |
--- |
--- |
100,62 |
--- |
PS0417 |
PL0000107058 |
105,66 |
105,79 |
3,31 |
3,27 |
105,73 |
3,29 |
DS1017 |
PL0000104543 |
108,24 |
108,52 |
3,35 |
3,29 |
108,38 |
3,32 |
WZ0118 |
PL0000104717 |
100,47 |
100,70 |
--- |
--- |
100,59 |
--- |
PS0418 |
PL0000107314 |
101,86 |
102,05 |
3,36 |
3,32 |
101,96 |
3,33 |
DS1019 |
PL0000105441 |
112,07 |
112,52 |
3,47 |
3,40 |
112,30 |
3,43 |
DS1020 |
PL0000106126 |
111,16 |
111,55 |
3,58 |
3,52 |
111,36 |
3,55 |
WZ0121 |
PL0000106068 |
99,72 |
99,93 |
--- |
--- |
99,83 |
--- |
DS1021 |
PL0000106670 |
115,15 |
115,45 |
3,69 |
3,66 |
115,30 |
3,68 |
WS0922 |
PL0000102646 |
116,11 |
116,53 |
3,73 |
3,69 |
116,32 |
3,71 |
IZ0823 |
PL0000105359 |
112,69 |
113,67 |
--- |
--- |
113,18 |
--- |
DS1023 |
PL0000107264 |
101,88 |
102,26 |
3,78 |
3,74 |
102,07 |
3,76 |
WS0429 |
PL0000105391 |
121,91 |
122,42 |
3,90 |
3,86 |
122,17 |
3,88 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,32 |
100,53 |
3,97 |
3,25 |
100,43 |
3,59 |
OK0713 |
PL0000106563 |
98,13 |
98,35 |
3,57 |
3,14 |
98,24 |
3,35 |
DS1013 |
PL0000102836 |
101,14 |
101,34 |
3,47 |
3,21 |
101,24 |
3,34 |
OK0114 |
PL0000106712 |
96,68 |
96,85 |
3,31 |
3,13 |
96,77 |
3,21 |
PS0414 |
PL0000105433 |
102,85 |
103,06 |
3,43 |
3,26 |
102,96 |
3,34 |
OK0714 |
PL0000107009 |
94,73 |
95,29 |
3,59 |
3,19 |
95,01 |
3,39 |
WZ0115 |
PL0000106480 |
100,45 |
100,64 |
--- |
--- |
100,55 |
--- |
PS0415 |
PL0000105953 |
104,48 |
104,87 |
3,42 |
3,25 |
104,68 |
3,33 |
DS1015 |
PL0000103602 |
107,48 |
108,11 |
3,38 |
3,15 |
107,80 |
3,27 |
PS0416 |
PL0000106340 |
104,72 |
105,59 |
3,45 |
3,17 |
105,16 |
3,31 |
IZ0816 |
PL0000103529 |
106,41 |
107,63 |
--- |
--- |
107,02 |
--- |
PS1016 |
PL0000106795 |
104,51 |
105,41 |
3,45 |
3,20 |
104,96 |
3,33 |
WZ0117 |
PL0000106936 |
100,51 |
100,73 |
--- |
--- |
100,62 |
--- |
PS0417 |
PL0000107058 |
105,17 |
105,83 |
3,43 |
3,26 |
105,50 |
3,34 |
DS1017 |
PL0000104543 |
107,98 |
108,38 |
3,41 |
3,32 |
108,18 |
3,37 |
WZ0118 |
PL0000104717 |
100,46 |
100,74 |
--- |
--- |
100,60 |
--- |
PS0418 |
PL0000107314 |
101,48 |
101,87 |
3,43 |
3,35 |
101,68 |
3,39 |
DS1019 |
PL0000105441 |
111,27 |
112,58 |
3,59 |
3,39 |
111,93 |
3,49 |
DS1020 |
PL0000106126 |
110,41 |
111,79 |
3,68 |
3,49 |
111,10 |
3,59 |
WZ0121 |
PL0000106068 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1021 |
PL0000106670 |
114,31 |
115,46 |
3,80 |
3,66 |
114,89 |
3,73 |
WS0922 |
PL0000102646 |
114,85 |
116,33 |
3,88 |
3,71 |
115,59 |
3,79 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
101,26 |
101,85 |
3,85 |
3,78 |
101,56 |
3,82 |
WS0429 |
PL0000105391 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
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 |
0/1 |
1 |
3,560 |
3,560 |
3,560 |
50 |
WS0922 |
PL0000102646 |
1/2 |
1 |
3,550 |
3,550 |
3,550 |
80 |
DS1013 |
PL0000102836 |
1/2 |
1 |
3,770 |
3,770 |
3,770 |
60 |
DS1015 |
PL0000103602 |
1/8 |
7 |
3,770 |
3,770 |
3,770 |
20 |
DS1017 |
PL0000104543 |
1/2 |
1 |
3,770 |
3,800 |
3,790 |
180 |
WS0429 |
PL0000105391 |
1/2 |
1 |
3,700 |
3,700 |
3,700 |
40 |
DS1019 |
PL0000105441 |
1/2 |
1 |
3,600 |
3,770 |
3,735 |
145 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
3,770 |
3,770 |
3,770 |
60 |
DS1020 |
PL0000106126 |
1/2 |
1 |
3,770 |
3,770 |
3,770 |
50 |
PS0416 |
PL0000106340 |
0/1 |
1 |
3,770 |
3,770 |
3,770 |
20 |
PS0416 |
PL0000106340 |
2/9 |
7 |
3,850 |
3,850 |
3,850 |
165 |
WZ0115 |
PL0000106480 |
1/2 |
1 |
3,800 |
3,800 |
3,800 |
130 |
OK0713 |
PL0000106563 |
1/2 |
1 |
3,600 |
3,600 |
3,600 |
200 |
DS1021 |
PL0000106670 |
0/1 |
1 |
3,800 |
3,800 |
3,800 |
35 |
DS1021 |
PL0000106670 |
1/2 |
1 |
3,770 |
3,770 |
3,770 |
120 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
3,770 |
3,770 |
3,770 |
90 |
OK0714 |
PL0000107009 |
1/2 |
1 |
3,800 |
3,800 |
3,800 |
80 |
DS1023 |
PL0000107264 |
1/2 |
1 |
3,800 |
3,800 |
3,800 |
40 |
TOTAL |
1 565 |