2013-01-11 |
MARKET DATA |
No 8 (2042) |
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 |
3 312,50 |
3 551,39 |
222 |
1 325,00 |
1 494,51 |
11 |
4 637,50 |
5 045,90 |
233 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
3 312,50 |
3 551,39 |
222 |
1 325,00 |
1 494,51 |
11 |
4 637,50 |
5 045,90 |
233 |
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 |
99,95 |
99,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,34 |
100,40 |
100,33 |
100,42 |
100,33 |
100,42 |
100,34 |
40 000 |
41,66 |
2 |
OK0713 |
PL0000106563 |
98,10 |
98,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,06 |
101,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
96,70 |
96,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,81 |
102,83 |
102,79 |
102,83 |
102,79 |
102,83 |
102,82 |
65 000 |
69,55 |
3 |
OK0714 |
PL0000107009 |
95,08 |
95,10 |
95,00 |
95,02 |
95,00 |
95,02 |
95,01 |
90 000 |
85,51 |
3 |
PS0415 |
PL0000105953 |
104,50 |
104,39 |
104,53 |
104,53 |
104,41 |
104,41 |
104,47 |
180 000 |
195,23 |
7 |
DS1015 |
PL0000103602 |
107,33 |
107,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,64 |
104,60 |
104,64 |
104,65 |
104,64 |
104,65 |
104,65 |
60 000 |
64,97 |
4 |
PS1016 |
PL0000106795 |
104,43 |
104,40 |
104,35 |
104,38 |
104,35 |
104,38 |
104,37 |
50 000 |
52,72 |
3 |
PS0417 |
PL0000107058 |
104,92 |
104,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,49 |
107,37 |
107,42 |
107,46 |
107,42 |
107,46 |
107,44 |
45 000 |
48,88 |
4 |
PS0418 |
PL0000107314 |
101,03 |
100,75 |
101,00 |
101,15 |
100,83 |
100,88 |
100,96 |
272 500 |
282,54 |
24 |
DS1019 |
PL0000105441 |
111,20 |
110,80 |
111,10 |
111,32 |
110,86 |
110,86 |
111,05 |
115 000 |
129,13 |
12 |
DS1020 |
PL0000106126 |
110,23 |
109,62 |
109,80 |
109,80 |
109,70 |
109,70 |
109,75 |
20 000 |
22,19 |
2 |
DS1021 |
PL0000106670 |
114,23 |
113,47 |
114,22 |
114,22 |
113,20 |
113,60 |
113,66 |
450 000 |
517,30 |
39 |
WS0922 |
PL0000102646 |
115,20 |
105,22 |
115,20 |
115,20 |
114,41 |
114,42 |
114,77 |
185 000 |
215,64 |
19 |
DS1023 |
PL0000107264 |
100,70 |
99,90 |
100,72 |
100,75 |
99,60 |
99,75 |
100,08 |
455 000 |
459,45 |
37 |
WS0429 |
PL0000105391 |
120,68 |
119,65 |
119,80 |
119,80 |
119,50 |
119,50 |
119,67 |
72 500 |
89,79 |
10 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,70 |
105,90 |
106,70 |
106,70 |
105,90 |
105,90 |
106,45 |
70 000 |
95,77 |
7 |
IZ0823 |
PL0000105359 |
112,64 |
111,70 |
112,55 |
112,55 |
111,70 |
111,70 |
112,12 |
30 000 |
39,04 |
3 |
WZ0115 |
PL0000106480 |
100,50 |
100,40 |
100,50 |
100,50 |
100,44 |
100,45 |
100,46 |
167 500 |
172,35 |
6 |
WZ0117 |
PL0000106936 |
100,57 |
100,36 |
100,57 |
100,57 |
100,38 |
100,40 |
100,47 |
275 000 |
282,98 |
8 |
WZ0118 |
PL0000104717 |
100,49 |
100,33 |
100,49 |
100,49 |
100,30 |
100,40 |
100,40 |
325 000 |
334,21 |
15 |
WZ0121 |
PL0000106068 |
99,88 |
99,73 |
99,85 |
99,85 |
99,59 |
99,59 |
99,74 |
345 000 |
352,50 |
14 |
TOTAL |
3 312 500 |
3 551,39 |
222 |
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 |
15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29MAY13 |
PL0000004941 |
134 |
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 |
100,31 |
100,48 |
3,95 |
3,35 |
100,40 |
3,64 |
OK0713 |
PL0000106563 |
98,09 |
98,29 |
3,72 |
3,32 |
98,19 |
3,52 |
DS1013 |
PL0000102836 |
101,03 |
101,16 |
3,59 |
3,42 |
101,10 |
3,50 |
OK0114 |
PL0000106712 |
96,62 |
96,81 |
3,40 |
3,21 |
96,72 |
3,30 |
PS0414 |
PL0000105433 |
102,78 |
102,97 |
3,47 |
3,32 |
102,88 |
3,39 |
OK0714 |
PL0000107009 |
95,04 |
95,25 |
3,40 |
3,25 |
95,15 |
3,32 |
WZ0115 |
PL0000106480 |
100,47 |
100,58 |
--- |
--- |
100,53 |
--- |
PS0415 |
PL0000105953 |
104,41 |
104,56 |
3,44 |
3,37 |
104,49 |
3,41 |
DS1015 |
PL0000103602 |
107,20 |
107,42 |
3,47 |
3,39 |
107,31 |
3,43 |
PS0416 |
PL0000106340 |
104,51 |
104,76 |
3,51 |
3,43 |
104,64 |
3,47 |
IZ0816 |
PL0000103529 |
106,60 |
107,27 |
--- |
--- |
106,94 |
--- |
PS1016 |
PL0000106795 |
104,29 |
104,56 |
3,51 |
3,44 |
104,43 |
3,47 |
WZ0117 |
PL0000106936 |
100,52 |
100,69 |
--- |
--- |
100,61 |
--- |
PS0417 |
PL0000107058 |
104,84 |
105,08 |
3,50 |
3,44 |
104,96 |
3,47 |
DS1017 |
PL0000104543 |
107,33 |
107,63 |
3,55 |
3,48 |
107,48 |
3,52 |
WZ0118 |
PL0000104717 |
100,30 |
100,49 |
--- |
--- |
100,40 |
--- |
PS0418 |
PL0000107314 |
100,78 |
101,07 |
3,58 |
3,52 |
100,93 |
3,55 |
DS1019 |
PL0000105441 |
110,96 |
111,32 |
3,64 |
3,58 |
111,14 |
3,61 |
DS1020 |
PL0000106126 |
109,97 |
110,41 |
3,74 |
3,68 |
110,19 |
3,71 |
WZ0121 |
PL0000106068 |
99,71 |
99,88 |
--- |
--- |
99,80 |
--- |
DS1021 |
PL0000106670 |
114,13 |
114,44 |
3,82 |
3,78 |
114,29 |
3,80 |
WS0922 |
PL0000102646 |
115,00 |
115,39 |
3,86 |
3,81 |
115,20 |
3,84 |
IZ0823 |
PL0000105359 |
111,91 |
112,85 |
--- |
--- |
112,38 |
--- |
DS1023 |
PL0000107264 |
100,47 |
100,79 |
3,94 |
3,91 |
100,63 |
3,92 |
WS0429 |
PL0000105391 |
120,34 |
121,03 |
4,02 |
3,97 |
120,69 |
3,99 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,31 |
100,42 |
3,95 |
3,56 |
100,37 |
3,74 |
OK0713 |
PL0000106563 |
98,08 |
98,29 |
3,74 |
3,32 |
98,19 |
3,52 |
DS1013 |
PL0000102836 |
101,04 |
101,17 |
3,58 |
3,41 |
101,11 |
3,48 |
OK0114 |
PL0000106712 |
96,67 |
96,80 |
3,35 |
3,22 |
96,74 |
3,28 |
PS0414 |
PL0000105433 |
102,65 |
102,85 |
3,57 |
3,41 |
102,75 |
3,49 |
OK0714 |
PL0000107009 |
94,99 |
95,13 |
3,43 |
3,33 |
95,06 |
3,38 |
WZ0115 |
PL0000106480 |
100,31 |
100,47 |
--- |
--- |
100,39 |
--- |
PS0415 |
PL0000105953 |
104,30 |
104,47 |
3,49 |
3,42 |
104,39 |
3,45 |
DS1015 |
PL0000103602 |
107,07 |
107,36 |
3,52 |
3,42 |
107,22 |
3,47 |
PS0416 |
PL0000106340 |
104,36 |
104,62 |
3,56 |
3,47 |
104,49 |
3,52 |
IZ0816 |
PL0000103529 |
105,58 |
106,21 |
--- |
--- |
105,90 |
--- |
PS1016 |
PL0000106795 |
104,13 |
104,44 |
3,56 |
3,47 |
104,29 |
3,51 |
WZ0117 |
PL0000106936 |
100,30 |
100,51 |
--- |
--- |
100,41 |
--- |
PS0417 |
PL0000107058 |
104,53 |
104,87 |
3,58 |
3,50 |
104,70 |
3,54 |
DS1017 |
PL0000104543 |
107,05 |
107,39 |
3,61 |
3,54 |
107,22 |
3,57 |
WZ0118 |
PL0000104717 |
100,18 |
100,41 |
--- |
--- |
100,30 |
--- |
PS0418 |
PL0000107314 |
100,50 |
100,84 |
3,64 |
3,57 |
100,67 |
3,60 |
DS1019 |
PL0000105441 |
110,37 |
110,86 |
3,73 |
3,66 |
110,62 |
3,69 |
DS1020 |
PL0000106126 |
109,21 |
109,69 |
3,85 |
3,78 |
109,45 |
3,82 |
WZ0121 |
PL0000106068 |
99,54 |
99,79 |
--- |
--- |
99,67 |
--- |
DS1021 |
PL0000106670 |
113,12 |
113,54 |
3,95 |
3,89 |
113,33 |
3,92 |
WS0922 |
PL0000102646 |
113,86 |
114,36 |
3,99 |
3,93 |
114,11 |
3,96 |
IZ0823 |
PL0000105359 |
111,18 |
112,03 |
--- |
--- |
111,61 |
--- |
DS1023 |
PL0000107264 |
99,52 |
99,97 |
4,05 |
4,00 |
99,75 |
4,03 |
WS0429 |
PL0000105391 |
119,24 |
119,85 |
4,10 |
4,06 |
119,55 |
4,08 |
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 |
3/4 |
1 |
4,050 |
4,050 |
4,050 |
800 |
TOTAL |
800 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
3/7 |
4 |
3,550 |
3,550 |
3,550 |
40 |
PS0414 |
PL0000105433 |
3/10 |
7 |
3,700 |
3,700 |
3,700 |
20 |
DS1019 |
PL0000105441 |
3/6 |
3 |
3,750 |
3,750 |
3,750 |
20 |
PS0415 |
PL0000105953 |
3/4 |
1 |
3,750 |
3,750 |
3,750 |
70 |
DS1020 |
PL0000106126 |
3/4 |
1 |
3,800 |
3,800 |
3,800 |
60 |
PS0416 |
PL0000106340 |
3/4 |
1 |
3,750 |
3,750 |
3,750 |
35 |
PS1016 |
PL0000106795 |
0/3 |
3 |
3,850 |
3,850 |
3,850 |
100 |
OK0714 |
PL0000107009 |
3/10 |
7 |
3,800 |
3,800 |
3,800 |
10 |
PS0417 |
PL0000107058 |
0/3 |
3 |
3,850 |
3,850 |
3,850 |
50 |
PS0417 |
PL0000107058 |
3/4 |
1 |
3,850 |
3,850 |
3,850 |
120 |
TOTAL |
525 |