2013-01-15 |
MARKET DATA |
No 10 (2044) |
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 |
1 072,50 |
1 197,48 |
85 |
1 300,00 |
1 399,12 |
19 |
2 372,50 |
2 596,60 |
104 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 072,50 |
1 197,48 |
85 |
1 300,00 |
1 399,12 |
19 |
2 372,50 |
2 596,60 |
104 |
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 |
99,91 |
99,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,37 |
100,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
98,13 |
98,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,12 |
101,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
96,66 |
96,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,80 |
102,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
95,06 |
95,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,47 |
104,42 |
104,43 |
104,43 |
104,41 |
104,41 |
104,41 |
160 000 |
173,50 |
7 |
DS1015 |
PL0000103602 |
107,32 |
107,26 |
107,23 |
107,23 |
107,22 |
107,22 |
107,22 |
40 000 |
43,47 |
3 |
PS0416 |
PL0000106340 |
104,65 |
104,58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,40 |
104,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,95 |
104,78 |
105,11 |
105,11 |
104,51 |
104,51 |
104,62 |
60 000 |
64,86 |
6 |
DS1017 |
PL0000104543 |
107,48 |
107,32 |
107,40 |
107,40 |
107,37 |
107,37 |
107,38 |
80 000 |
86,87 |
6 |
PS0418 |
PL0000107314 |
101,00 |
100,80 |
100,99 |
101,00 |
100,99 |
101,00 |
101,00 |
30 000 |
31,12 |
3 |
DS1019 |
PL0000105441 |
111,03 |
110,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,90 |
109,60 |
109,75 |
109,90 |
109,44 |
109,44 |
109,73 |
142 500 |
158,08 |
17 |
DS1021 |
PL0000106670 |
113,75 |
113,59 |
113,75 |
113,75 |
113,69 |
113,69 |
113,71 |
30 000 |
34,51 |
3 |
WS0922 |
PL0000102646 |
114,78 |
114,43 |
114,70 |
114,70 |
114,67 |
114,67 |
114,69 |
60 000 |
69,91 |
6 |
DS1023 |
PL0000107264 |
100,60 |
99,95 |
100,65 |
100,65 |
100,60 |
100,60 |
100,62 |
30 000 |
30,46 |
3 |
WS0429 |
PL0000105391 |
120,30 |
119,90 |
120,19 |
120,19 |
120,19 |
120,19 |
120,19 |
10 000 |
12,44 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,55 |
105,28 |
105,40 |
105,65 |
105,28 |
105,65 |
105,45 |
100 000 |
135,56 |
10 |
IZ0823 |
PL0000105359 |
111,30 |
111,05 |
111,20 |
111,20 |
111,00 |
111,20 |
111,13 |
70 000 |
90,31 |
7 |
WZ0115 |
PL0000106480 |
100,36 |
100,42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,37 |
100,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,33 |
100,27 |
100,32 |
100,33 |
100,22 |
100,22 |
100,28 |
125 000 |
128,43 |
5 |
WZ0121 |
PL0000106068 |
99,77 |
99,72 |
99,72 |
99,76 |
99,70 |
99,70 |
99,73 |
135 000 |
137,97 |
8 |
TOTAL |
1 072 500 |
1 197,48 |
85 |
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 |
13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29MAY13 |
PL0000004941 |
132 |
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 |
100,34 |
100,47 |
3,83 |
3,36 |
100,41 |
3,57 |
OK0713 |
PL0000106563 |
98,10 |
98,30 |
3,74 |
3,34 |
98,20 |
3,54 |
DS1013 |
PL0000102836 |
101,04 |
101,17 |
3,57 |
3,40 |
101,11 |
3,47 |
OK0114 |
PL0000106712 |
96,58 |
96,74 |
3,46 |
3,30 |
96,66 |
3,38 |
PS0414 |
PL0000105433 |
102,74 |
102,89 |
3,49 |
3,37 |
102,82 |
3,42 |
OK0714 |
PL0000107009 |
94,99 |
95,18 |
3,44 |
3,31 |
95,09 |
3,37 |
WZ0115 |
PL0000106480 |
100,33 |
100,48 |
--- |
--- |
100,41 |
--- |
PS0415 |
PL0000105953 |
104,43 |
104,57 |
3,43 |
3,37 |
104,50 |
3,40 |
DS1015 |
PL0000103602 |
107,26 |
107,46 |
3,45 |
3,37 |
107,36 |
3,41 |
PS0416 |
PL0000106340 |
104,59 |
104,87 |
3,48 |
3,39 |
104,73 |
3,44 |
IZ0816 |
PL0000103529 |
105,27 |
105,92 |
--- |
--- |
105,60 |
--- |
PS1016 |
PL0000106795 |
104,34 |
104,61 |
3,49 |
3,42 |
104,48 |
3,46 |
WZ0117 |
PL0000106936 |
100,32 |
100,52 |
--- |
--- |
100,42 |
--- |
PS0417 |
PL0000107058 |
104,80 |
105,07 |
3,51 |
3,45 |
104,94 |
3,48 |
DS1017 |
PL0000104543 |
107,43 |
107,61 |
3,52 |
3,49 |
107,52 |
3,50 |
WZ0118 |
PL0000104717 |
100,29 |
100,49 |
--- |
--- |
100,39 |
--- |
PS0418 |
PL0000107314 |
100,86 |
101,13 |
3,56 |
3,51 |
101,00 |
3,53 |
DS1019 |
PL0000105441 |
110,89 |
111,25 |
3,65 |
3,59 |
111,07 |
3,62 |
DS1020 |
PL0000106126 |
109,70 |
110,05 |
3,78 |
3,73 |
109,88 |
3,76 |
WZ0121 |
PL0000106068 |
99,71 |
99,92 |
--- |
--- |
99,82 |
--- |
DS1021 |
PL0000106670 |
113,60 |
113,98 |
3,89 |
3,84 |
113,79 |
3,86 |
WS0922 |
PL0000102646 |
114,64 |
114,95 |
3,90 |
3,86 |
114,80 |
3,88 |
IZ0823 |
PL0000105359 |
111,12 |
111,81 |
--- |
--- |
111,47 |
--- |
DS1023 |
PL0000107264 |
100,31 |
100,69 |
3,96 |
3,92 |
100,50 |
3,94 |
WS0429 |
PL0000105391 |
120,10 |
120,71 |
4,04 |
3,99 |
120,41 |
4,01 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,35 |
100,47 |
3,79 |
3,36 |
100,41 |
3,57 |
OK0713 |
PL0000106563 |
98,12 |
98,31 |
3,70 |
3,32 |
98,22 |
3,50 |
DS1013 |
PL0000102836 |
101,04 |
101,18 |
3,57 |
3,38 |
101,11 |
3,47 |
OK0114 |
PL0000106712 |
96,60 |
96,79 |
3,44 |
3,24 |
96,70 |
3,34 |
PS0414 |
PL0000105433 |
102,72 |
102,89 |
3,50 |
3,37 |
102,81 |
3,43 |
OK0714 |
PL0000107009 |
95,02 |
95,17 |
3,42 |
3,32 |
95,10 |
3,37 |
WZ0115 |
PL0000106480 |
100,33 |
100,48 |
--- |
--- |
100,41 |
--- |
PS0415 |
PL0000105953 |
104,26 |
104,45 |
3,51 |
3,42 |
104,36 |
3,46 |
DS1015 |
PL0000103602 |
107,08 |
107,30 |
3,51 |
3,43 |
107,19 |
3,47 |
PS0416 |
PL0000106340 |
104,41 |
104,67 |
3,54 |
3,46 |
104,54 |
3,50 |
IZ0816 |
PL0000103529 |
105,38 |
106,20 |
--- |
--- |
105,79 |
--- |
PS1016 |
PL0000106795 |
104,10 |
104,36 |
3,56 |
3,49 |
104,23 |
3,53 |
WZ0117 |
PL0000106936 |
100,26 |
100,43 |
--- |
--- |
100,35 |
--- |
PS0417 |
PL0000107058 |
104,53 |
104,83 |
3,58 |
3,51 |
104,68 |
3,54 |
DS1017 |
PL0000104543 |
107,08 |
107,34 |
3,60 |
3,54 |
107,21 |
3,57 |
WZ0118 |
PL0000104717 |
100,13 |
100,34 |
--- |
--- |
100,24 |
--- |
PS0418 |
PL0000107314 |
100,54 |
100,82 |
3,63 |
3,57 |
100,68 |
3,60 |
DS1019 |
PL0000105441 |
110,51 |
110,87 |
3,71 |
3,65 |
110,69 |
3,68 |
DS1020 |
PL0000106126 |
109,28 |
109,68 |
3,84 |
3,78 |
109,48 |
3,81 |
WZ0121 |
PL0000106068 |
99,57 |
99,79 |
--- |
--- |
99,68 |
--- |
DS1021 |
PL0000106670 |
113,20 |
113,65 |
3,94 |
3,88 |
113,43 |
3,91 |
WS0922 |
PL0000102646 |
114,07 |
114,51 |
3,97 |
3,92 |
114,29 |
3,94 |
IZ0823 |
PL0000105359 |
110,81 |
111,75 |
--- |
--- |
111,28 |
--- |
DS1023 |
PL0000107264 |
99,61 |
100,04 |
4,04 |
3,99 |
99,83 |
4,02 |
WS0429 |
PL0000105391 |
119,31 |
120,09 |
4,10 |
4,04 |
119,70 |
4,07 |
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 |
30 |
WS0922 |
PL0000102646 |
1/8 |
7 |
3,510 |
3,600 |
3,519 |
105 |
DS1013 |
PL0000102836 |
1/2 |
1 |
3,750 |
3,750 |
3,750 |
20 |
DS1015 |
PL0000103602 |
0/1 |
1 |
3,800 |
3,800 |
3,800 |
25 |
DS1019 |
PL0000105441 |
1/2 |
1 |
3,650 |
3,850 |
3,702 |
115 |
PS0415 |
PL0000105953 |
1/2 |
1 |
3,600 |
3,600 |
3,600 |
15 |
DS1020 |
PL0000106126 |
0/1 |
1 |
3,800 |
3,800 |
3,800 |
40 |
DS1020 |
PL0000106126 |
1/2 |
1 |
3,600 |
3,600 |
3,600 |
40 |
OK0713 |
PL0000106563 |
0/2 |
2 |
3,450 |
3,450 |
3,450 |
125 |
DS1021 |
PL0000106670 |
0/1 |
1 |
3,600 |
3,600 |
3,600 |
5 |
DS1021 |
PL0000106670 |
1/3 |
2 |
3,600 |
3,620 |
3,603 |
355 |
OK0114 |
PL0000106712 |
1/2 |
1 |
3,400 |
3,400 |
3,400 |
30 |
OK0114 |
PL0000106712 |
1/8 |
7 |
3,750 |
3,750 |
3,750 |
255 |
PS0417 |
PL0000107058 |
1/2 |
1 |
3,600 |
3,600 |
3,600 |
65 |
DS1023 |
PL0000107264 |
1/8 |
7 |
3,650 |
3,650 |
3,650 |
45 |
PS0418 |
PL0000107314 |
1/2 |
1 |
3,500 |
3,500 |
3,500 |
30 |
TOTAL |
1 300 |