2013-01-14 |
MARKET DATA |
No 9 (2043) |
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 |
1 035,00 |
1 106,29 |
61 |
670,00 |
717,00 |
15 |
1 705,00 |
1 823,29 |
76 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 035,00 |
1 106,29 |
61 |
670,00 |
717,00 |
15 |
1 705,00 |
1 823,29 |
76 |
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 |
99,90 |
99,91 |
99,92 |
99,92 |
99,92 |
99,92 |
99,92 |
300 000 |
299,76 |
2 |
PS0413 |
PL0000105037 |
100,35 |
100,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
98,19 |
98,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,07 |
101,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
96,73 |
96,69 |
96,73 |
96,73 |
96,70 |
96,70 |
96,71 |
130 000 |
125,72 |
5 |
PS0414 |
PL0000105433 |
102,90 |
102,87 |
102,81 |
102,81 |
102,81 |
102,81 |
102,81 |
100 000 |
107,00 |
1 |
OK0714 |
PL0000107009 |
95,02 |
95,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,48 |
104,44 |
104,46 |
104,48 |
104,46 |
104,48 |
104,47 |
20 000 |
21,70 |
2 |
DS1015 |
PL0000103602 |
107,28 |
107,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,65 |
104,69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,42 |
104,47 |
104,42 |
104,42 |
104,41 |
104,41 |
104,41 |
35 000 |
36,92 |
3 |
PS0417 |
PL0000107058 |
104,94 |
104,90 |
104,91 |
104,94 |
104,91 |
104,94 |
104,93 |
30 000 |
32,52 |
3 |
DS1017 |
PL0000104543 |
107,47 |
107,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
100,94 |
100,91 |
100,92 |
100,94 |
100,92 |
100,94 |
100,93 |
20 000 |
20,73 |
2 |
DS1019 |
PL0000105441 |
111,02 |
110,96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
110,05 |
109,82 |
109,83 |
109,86 |
109,82 |
109,86 |
109,83 |
50 000 |
55,51 |
3 |
DS1021 |
PL0000106670 |
113,85 |
113,67 |
113,77 |
113,88 |
113,65 |
113,65 |
113,77 |
220 000 |
253,18 |
26 |
WS0922 |
PL0000102646 |
114,93 |
114,57 |
114,65 |
114,89 |
114,65 |
114,89 |
114,83 |
80 000 |
93,31 |
9 |
DS1023 |
PL0000107264 |
100,45 |
100,10 |
100,30 |
100,30 |
100,30 |
100,30 |
100,30 |
10 000 |
10,12 |
1 |
WS0429 |
PL0000105391 |
120,45 |
120,00 |
120,30 |
120,40 |
120,30 |
120,40 |
120,34 |
40 000 |
49,81 |
4 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,13 |
105,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,35 |
111,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,36 |
100,42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,32 |
100,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,23 |
100,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,60 |
99,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 035 000 |
1 106,29 |
61 |
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 |
14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29MAY13 |
PL0000004941 |
133 |
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 |
100,47 |
3,94 |
3,37 |
100,39 |
3,66 |
OK0713 |
PL0000106563 |
98,08 |
98,28 |
3,76 |
3,36 |
98,18 |
3,56 |
DS1013 |
PL0000102836 |
101,01 |
101,18 |
3,61 |
3,39 |
101,10 |
3,49 |
OK0114 |
PL0000106712 |
96,66 |
96,77 |
3,37 |
3,26 |
96,72 |
3,31 |
PS0414 |
PL0000105433 |
102,74 |
102,91 |
3,49 |
3,36 |
102,83 |
3,42 |
OK0714 |
PL0000107009 |
94,98 |
95,18 |
3,45 |
3,30 |
95,08 |
3,37 |
WZ0115 |
PL0000106480 |
100,29 |
100,47 |
--- |
--- |
100,38 |
--- |
PS0415 |
PL0000105953 |
104,38 |
104,58 |
3,45 |
3,36 |
104,48 |
3,41 |
DS1015 |
PL0000103602 |
107,20 |
107,46 |
3,47 |
3,38 |
107,33 |
3,42 |
PS0416 |
PL0000106340 |
104,54 |
104,82 |
3,50 |
3,41 |
104,68 |
3,45 |
IZ0816 |
PL0000103529 |
105,03 |
107,80 |
--- |
--- |
106,42 |
--- |
PS1016 |
PL0000106795 |
104,35 |
104,60 |
3,49 |
3,42 |
104,48 |
3,46 |
WZ0117 |
PL0000106936 |
100,24 |
100,51 |
--- |
--- |
100,38 |
--- |
PS0417 |
PL0000107058 |
104,81 |
105,05 |
3,51 |
3,45 |
104,93 |
3,48 |
DS1017 |
PL0000104543 |
107,37 |
107,63 |
3,54 |
3,48 |
107,50 |
3,51 |
WZ0118 |
PL0000104717 |
100,17 |
100,47 |
--- |
--- |
100,32 |
--- |
PS0418 |
PL0000107314 |
100,78 |
101,08 |
3,58 |
3,52 |
100,93 |
3,55 |
DS1019 |
PL0000105441 |
110,77 |
111,18 |
3,67 |
3,61 |
110,98 |
3,64 |
DS1020 |
PL0000106126 |
109,61 |
110,04 |
3,79 |
3,73 |
109,83 |
3,76 |
WZ0121 |
PL0000106068 |
99,49 |
99,84 |
--- |
--- |
99,67 |
--- |
DS1021 |
PL0000106670 |
113,52 |
113,90 |
3,90 |
3,85 |
113,71 |
3,87 |
WS0922 |
PL0000102646 |
114,44 |
114,84 |
3,92 |
3,88 |
114,64 |
3,90 |
IZ0823 |
PL0000105359 |
110,96 |
112,05 |
--- |
--- |
111,51 |
--- |
DS1023 |
PL0000107264 |
100,06 |
100,49 |
3,99 |
3,94 |
100,28 |
3,96 |
WS0429 |
PL0000105391 |
119,71 |
120,53 |
4,07 |
4,00 |
120,12 |
4,03 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,33 |
100,46 |
3,87 |
3,41 |
100,40 |
3,62 |
OK0713 |
PL0000106563 |
98,09 |
98,29 |
3,74 |
3,34 |
98,19 |
3,54 |
DS1013 |
PL0000102836 |
101,04 |
101,17 |
3,57 |
3,40 |
101,11 |
3,48 |
OK0114 |
PL0000106712 |
96,59 |
96,71 |
3,44 |
3,32 |
96,65 |
3,38 |
PS0414 |
PL0000105433 |
102,77 |
102,92 |
3,47 |
3,35 |
102,85 |
3,41 |
OK0714 |
PL0000107009 |
94,99 |
95,18 |
3,44 |
3,30 |
95,09 |
3,37 |
WZ0115 |
PL0000106480 |
100,32 |
100,47 |
--- |
--- |
100,40 |
--- |
PS0415 |
PL0000105953 |
104,39 |
104,57 |
3,45 |
3,37 |
104,48 |
3,41 |
DS1015 |
PL0000103602 |
107,18 |
107,44 |
3,48 |
3,38 |
107,31 |
3,43 |
PS0416 |
PL0000106340 |
104,55 |
104,81 |
3,50 |
3,41 |
104,68 |
3,45 |
IZ0816 |
PL0000103529 |
105,22 |
106,09 |
--- |
--- |
105,66 |
--- |
PS1016 |
PL0000106795 |
104,33 |
104,57 |
3,50 |
3,43 |
104,45 |
3,46 |
WZ0117 |
PL0000106936 |
100,24 |
100,50 |
--- |
--- |
100,37 |
--- |
PS0417 |
PL0000107058 |
104,76 |
104,99 |
3,52 |
3,47 |
104,88 |
3,49 |
DS1017 |
PL0000104543 |
107,36 |
107,60 |
3,54 |
3,49 |
107,48 |
3,51 |
WZ0118 |
PL0000104717 |
100,19 |
100,47 |
--- |
--- |
100,33 |
--- |
PS0418 |
PL0000107314 |
100,78 |
101,06 |
3,58 |
3,52 |
100,92 |
3,55 |
DS1019 |
PL0000105441 |
110,86 |
111,11 |
3,66 |
3,62 |
110,99 |
3,64 |
DS1020 |
PL0000106126 |
109,63 |
110,03 |
3,79 |
3,73 |
109,83 |
3,76 |
WZ0121 |
PL0000106068 |
99,54 |
99,76 |
--- |
--- |
99,65 |
--- |
DS1021 |
PL0000106670 |
113,55 |
113,78 |
3,89 |
3,86 |
113,67 |
3,88 |
WS0922 |
PL0000102646 |
114,52 |
114,93 |
3,91 |
3,87 |
114,73 |
3,89 |
IZ0823 |
PL0000105359 |
111,16 |
111,91 |
--- |
--- |
111,54 |
--- |
DS1023 |
PL0000107264 |
100,22 |
100,51 |
3,97 |
3,94 |
100,37 |
3,95 |
WS0429 |
PL0000105391 |
119,94 |
120,57 |
4,05 |
4,00 |
120,26 |
4,02 |
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 |
3,500 |
3,500 |
3,500 |
5 |
DS1013 |
PL0000102836 |
1/2 |
1 |
3,600 |
3,600 |
3,600 |
15 |
DS1019 |
PL0000105441 |
0/1 |
1 |
3,600 |
3,600 |
3,600 |
85 |
DS1019 |
PL0000105441 |
1/2 |
1 |
3,600 |
3,600 |
3,600 |
95 |
PS0415 |
PL0000105953 |
1/2 |
1 |
3,600 |
3,600 |
3,600 |
15 |
DS1020 |
PL0000106126 |
0/1 |
1 |
3,600 |
3,600 |
3,600 |
40 |
DS1020 |
PL0000106126 |
1/2 |
1 |
3,600 |
3,600 |
3,600 |
40 |
PS0416 |
PL0000106340 |
1/4 |
3 |
3,650 |
3,650 |
3,650 |
85 |
DS1021 |
PL0000106670 |
0/1 |
1 |
3,600 |
3,600 |
3,600 |
15 |
OK0714 |
PL0000107009 |
0/7 |
7 |
3,650 |
3,650 |
3,650 |
130 |
PS0417 |
PL0000107058 |
1/2 |
1 |
3,650 |
3,650 |
3,650 |
45 |
PS0417 |
PL0000107058 |
1/8 |
7 |
3,650 |
3,650 |
3,650 |
80 |
DS1023 |
PL0000107264 |
1/8 |
7 |
3,650 |
3,650 |
3,650 |
20 |
TOTAL |
670 |