2013-01-10 |
MARKET DATA |
No 7 (2041) |
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 |
3 207,50 |
3 428,84 |
217 |
7 435,00 |
7 863,91 |
39 |
10 642,50 |
11 292,75 |
256 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
3 207,50 |
3 428,84 |
217 |
7 435,00 |
7 863,91 |
39 |
10 642,50 |
11 292,75 |
256 |
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 |
99,86 |
99,86 |
99,87 |
99,86 |
99,87 |
99,87 |
77 500 |
77,40 |
2 |
PS0413 |
PL0000105037 |
100,34 |
100,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
98,14 |
98,15 |
98,15 |
98,17 |
98,14 |
98,14 |
98,15 |
72 500 |
71,16 |
4 |
DS1013 |
PL0000102836 |
101,10 |
101,13 |
101,05 |
101,16 |
101,05 |
101,08 |
101,09 |
120 000 |
122,66 |
5 |
OK0114 |
PL0000106712 |
96,67 |
96,71 |
96,75 |
96,75 |
96,75 |
96,75 |
96,75 |
20 000 |
19,35 |
2 |
PS0414 |
PL0000105433 |
103,05 |
102,95 |
102,96 |
103,05 |
102,96 |
103,05 |
103,01 |
20 000 |
21,43 |
2 |
OK0714 |
PL0000107009 |
95,22 |
95,12 |
95,10 |
95,25 |
95,10 |
95,15 |
95,19 |
330 000 |
314,12 |
10 |
PS0415 |
PL0000105953 |
114,40 |
104,45 |
104,50 |
104,60 |
104,41 |
104,52 |
104,52 |
752 500 |
816,48 |
37 |
DS1015 |
PL0000103602 |
107,59 |
107,25 |
107,30 |
107,30 |
107,30 |
107,30 |
107,30 |
55 000 |
59,79 |
3 |
PS0416 |
PL0000106340 |
105,04 |
104,73 |
104,76 |
104,76 |
104,73 |
104,73 |
104,74 |
75 000 |
81,27 |
6 |
PS1016 |
PL0000106795 |
104,73 |
104,49 |
104,65 |
104,65 |
104,65 |
104,65 |
104,65 |
10 000 |
10,57 |
1 |
PS0417 |
PL0000107058 |
105,22 |
104,94 |
105,22 |
105,22 |
104,90 |
105,12 |
105,10 |
220 000 |
238,78 |
16 |
DS1017 |
PL0000104543 |
107,87 |
107,54 |
107,81 |
107,85 |
107,45 |
107,45 |
107,65 |
95 000 |
103,38 |
8 |
PS0418 |
PL0000107314 |
101,45 |
99,97 |
101,02 |
101,02 |
100,92 |
101,01 |
100,98 |
155 000 |
160,72 |
12 |
DS1019 |
PL0000105441 |
111,56 |
111,25 |
111,57 |
111,57 |
111,25 |
111,53 |
111,41 |
220 000 |
247,79 |
19 |
DS1020 |
PL0000106126 |
110,75 |
110,23 |
110,68 |
110,85 |
110,24 |
110,25 |
110,48 |
95 000 |
106,06 |
10 |
DS1021 |
PL0000106670 |
114,80 |
114,20 |
114,63 |
114,75 |
114,13 |
114,26 |
114,44 |
195 000 |
225,64 |
17 |
WS0922 |
PL0000102646 |
115,82 |
115,24 |
115,29 |
115,89 |
115,22 |
115,89 |
115,62 |
115 000 |
135,01 |
12 |
DS1023 |
PL0000107264 |
101,55 |
100,82 |
101,55 |
101,55 |
100,70 |
100,90 |
101,03 |
390 000 |
397,48 |
37 |
WS0429 |
PL0000105391 |
121,50 |
120,72 |
121,00 |
121,70 |
121,00 |
121,20 |
121,33 |
55 000 |
69,02 |
7 |
WS0437 |
PL0000104857 |
0,00 |
119,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,70 |
106,80 |
106,80 |
106,80 |
106,80 |
106,80 |
106,80 |
10 000 |
13,72 |
1 |
IZ0823 |
PL0000105359 |
112,90 |
112,65 |
112,90 |
112,90 |
112,50 |
112,50 |
112,63 |
30 000 |
39,21 |
3 |
WZ0115 |
PL0000106480 |
100,55 |
100,54 |
100,55 |
100,55 |
100,54 |
100,54 |
100,55 |
70 000 |
72,08 |
2 |
WZ0117 |
PL0000106936 |
100,64 |
100,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,55 |
100,60 |
100,50 |
100,50 |
100,50 |
100,50 |
100,50 |
25 000 |
25,73 |
1 |
WZ0121 |
PL0000106068 |
99,93 |
99,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
3 207 500 |
3 428,84 |
217 |
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 |
16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29MAY13 |
PL0000004941 |
135 |
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 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
OK0713 |
PL0000106563 |
98,03 |
98,23 |
3,82 |
3,43 |
98,13 |
3,62 |
DS1013 |
PL0000102836 |
101,03 |
101,18 |
3,59 |
3,40 |
101,11 |
3,49 |
OK0114 |
PL0000106712 |
96,54 |
96,75 |
3,48 |
3,26 |
96,65 |
3,36 |
PS0414 |
PL0000105433 |
102,81 |
102,99 |
3,45 |
3,30 |
102,90 |
3,38 |
OK0714 |
PL0000107009 |
95,10 |
95,22 |
3,35 |
3,26 |
95,16 |
3,30 |
WZ0115 |
PL0000106480 |
100,44 |
100,60 |
--- |
--- |
100,52 |
--- |
PS0415 |
PL0000105953 |
104,40 |
104,57 |
3,45 |
3,37 |
104,49 |
3,41 |
DS1015 |
PL0000103602 |
107,26 |
107,51 |
3,45 |
3,36 |
107,39 |
3,41 |
PS0416 |
PL0000106340 |
104,51 |
104,86 |
3,51 |
3,40 |
104,69 |
3,45 |
IZ0816 |
PL0000103529 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
PS1016 |
PL0000106795 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0117 |
PL0000106936 |
100,52 |
100,69 |
--- |
--- |
100,61 |
--- |
PS0417 |
PL0000107058 |
104,18 |
105,73 |
3,67 |
3,29 |
104,96 |
3,48 |
DS1017 |
PL0000104543 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0118 |
PL0000104717 |
100,46 |
100,68 |
--- |
--- |
100,57 |
--- |
PS0418 |
PL0000107314 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1019 |
PL0000105441 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1020 |
PL0000106126 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0121 |
PL0000106068 |
99,76 |
100,03 |
--- |
--- |
99,90 |
--- |
DS1021 |
PL0000106670 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WS0922 |
PL0000102646 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WS0429 |
PL0000105391 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,31 |
100,51 |
3,97 |
3,27 |
100,41 |
3,62 |
OK0713 |
PL0000106563 |
98,08 |
98,27 |
3,72 |
3,35 |
98,18 |
3,52 |
DS1013 |
PL0000102836 |
101,04 |
101,17 |
3,58 |
3,41 |
101,11 |
3,49 |
OK0114 |
PL0000106712 |
96,61 |
96,78 |
3,40 |
3,23 |
96,70 |
3,31 |
PS0414 |
PL0000105433 |
102,79 |
102,97 |
3,46 |
3,32 |
102,88 |
3,39 |
OK0714 |
PL0000107009 |
95,06 |
95,23 |
3,38 |
3,25 |
95,15 |
3,31 |
WZ0115 |
PL0000106480 |
100,48 |
100,60 |
--- |
--- |
100,54 |
--- |
PS0415 |
PL0000105953 |
104,44 |
104,60 |
3,43 |
3,36 |
104,52 |
3,39 |
DS1015 |
PL0000103602 |
107,27 |
107,49 |
3,45 |
3,37 |
107,38 |
3,41 |
PS0416 |
PL0000106340 |
104,60 |
104,90 |
3,48 |
3,39 |
104,75 |
3,43 |
IZ0816 |
PL0000103529 |
106,44 |
107,14 |
--- |
--- |
106,79 |
--- |
PS1016 |
PL0000106795 |
104,38 |
104,65 |
3,49 |
3,41 |
104,52 |
3,45 |
WZ0117 |
PL0000106936 |
100,53 |
100,71 |
--- |
--- |
100,62 |
--- |
PS0417 |
PL0000107058 |
104,94 |
105,17 |
3,48 |
3,42 |
105,06 |
3,45 |
DS1017 |
PL0000104543 |
107,50 |
107,81 |
3,51 |
3,44 |
107,66 |
3,48 |
WZ0118 |
PL0000104717 |
100,45 |
100,64 |
--- |
--- |
100,55 |
--- |
PS0418 |
PL0000107314 |
101,03 |
101,33 |
3,53 |
3,47 |
101,18 |
3,50 |
DS1019 |
PL0000105441 |
111,20 |
111,55 |
3,60 |
3,55 |
111,38 |
3,58 |
DS1020 |
PL0000106126 |
110,25 |
110,70 |
3,70 |
3,64 |
110,48 |
3,67 |
WZ0121 |
PL0000106068 |
99,84 |
100,08 |
--- |
--- |
99,96 |
--- |
DS1021 |
PL0000106670 |
114,19 |
114,64 |
3,81 |
3,76 |
114,42 |
3,78 |
WS0922 |
PL0000102646 |
115,09 |
115,57 |
3,85 |
3,79 |
115,33 |
3,82 |
IZ0823 |
PL0000105359 |
112,24 |
113,37 |
--- |
--- |
112,81 |
--- |
DS1023 |
PL0000107264 |
100,66 |
101,05 |
3,92 |
3,88 |
100,86 |
3,90 |
WS0429 |
PL0000105391 |
120,65 |
121,54 |
4,00 |
3,93 |
121,10 |
3,96 |
REPO MARKET |
General Collateral (GC) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/4 |
3 |
4,000 |
4,050 |
4,005 |
4 900 |
TOTAL |
4 900 |
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 |
3,550 |
3,550 |
3,550 |
25 |
WS0922 |
PL0000102646 |
1/8 |
7 |
3,650 |
3,650 |
3,650 |
215 |
DS1015 |
PL0000103602 |
0/1 |
1 |
3,770 |
3,770 |
3,770 |
55 |
DS1015 |
PL0000103602 |
1/8 |
7 |
3,810 |
3,810 |
3,810 |
180 |
DS1017 |
PL0000104543 |
0/1 |
1 |
3,770 |
3,770 |
3,770 |
25 |
WS0429 |
PL0000105391 |
0/1 |
1 |
3,500 |
3,500 |
3,500 |
50 |
WS0429 |
PL0000105391 |
1/8 |
7 |
3,600 |
3,600 |
3,600 |
35 |
PS0414 |
PL0000105433 |
1/8 |
7 |
3,850 |
3,850 |
3,850 |
60 |
DS1019 |
PL0000105441 |
1/4 |
3 |
3,770 |
3,770 |
3,770 |
115 |
DS1019 |
PL0000105441 |
1/8 |
7 |
3,750 |
3,750 |
3,750 |
90 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
3,810 |
3,810 |
3,810 |
500 |
DS1020 |
PL0000106126 |
1/4 |
3 |
3,770 |
3,770 |
3,770 |
40 |
PS0416 |
PL0000106340 |
1/8 |
7 |
3,810 |
3,810 |
3,810 |
115 |
WZ0115 |
PL0000106480 |
1/8 |
7 |
3,810 |
3,810 |
3,810 |
25 |
OK0713 |
PL0000106563 |
1/8 |
7 |
3,600 |
3,600 |
3,600 |
25 |
DS1021 |
PL0000106670 |
1/4 |
3 |
3,800 |
3,850 |
3,825 |
80 |
DS1021 |
PL0000106670 |
1/8 |
7 |
3,770 |
3,770 |
3,770 |
40 |
OK0114 |
PL0000106712 |
1/4 |
3 |
3,650 |
3,650 |
3,650 |
30 |
WZ0117 |
PL0000106936 |
1/4 |
3 |
3,770 |
3,770 |
3,770 |
40 |
WZ0117 |
PL0000106936 |
1/8 |
7 |
3,810 |
3,810 |
3,810 |
500 |
OK0714 |
PL0000107009 |
0/4 |
4 |
3,850 |
3,850 |
3,850 |
40 |
OK0714 |
PL0000107009 |
1/8 |
7 |
3,850 |
3,850 |
3,850 |
80 |
PS0418 |
PL0000107314 |
1/8 |
7 |
3,650 |
3,650 |
3,650 |
170 |
TOTAL |
2 535 |