2013-01-16 |
MARKET DATA |
No 11 (2045) |
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 |
1 325,00 |
1 407,00 |
100 |
3 220,00 |
3 447,22 |
37 |
4 545,00 |
4 854,21 |
137 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 325,00 |
1 407,00 |
100 |
3 220,00 |
3 447,22 |
37 |
4 545,00 |
4 854,21 |
137 |
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 |
99,92 |
99,93 |
99,93 |
99,93 |
99,93 |
99,93 |
99,93 |
50 000 |
49,97 |
1 |
PS0413 |
PL0000105037 |
100,34 |
100,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
98,12 |
98,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,05 |
101,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
96,64 |
96,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,72 |
102,84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
95,08 |
95,10 |
95,05 |
95,05 |
95,05 |
95,05 |
95,05 |
5 000 |
4,75 |
1 |
PS0415 |
PL0000105953 |
104,34 |
104,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
107,20 |
107,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,56 |
104,47 |
104,50 |
104,56 |
104,45 |
104,56 |
104,49 |
347 500 |
375,85 |
23 |
PS1016 |
PL0000106795 |
104,20 |
104,12 |
104,23 |
104,28 |
104,22 |
104,28 |
104,24 |
65 000 |
68,48 |
7 |
PS0417 |
PL0000107058 |
104,52 |
104,52 |
104,50 |
104,50 |
104,50 |
104,50 |
104,50 |
20 000 |
21,60 |
2 |
DS1017 |
PL0000104543 |
107,09 |
106,84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
100,50 |
100,42 |
100,48 |
100,60 |
100,48 |
100,60 |
100,53 |
32 500 |
33,57 |
3 |
DS1019 |
PL0000105441 |
110,47 |
110,35 |
110,50 |
110,50 |
110,50 |
110,50 |
110,50 |
5 000 |
5,59 |
1 |
DS1020 |
PL0000106126 |
109,38 |
109,05 |
109,20 |
109,20 |
109,20 |
109,20 |
109,20 |
10 000 |
11,04 |
1 |
DS1021 |
PL0000106670 |
113,20 |
112,95 |
113,05 |
113,05 |
112,93 |
113,05 |
113,02 |
167 500 |
191,55 |
16 |
WS0922 |
PL0000102646 |
113,96 |
113,88 |
113,69 |
113,97 |
113,60 |
113,97 |
113,84 |
60 000 |
69,41 |
6 |
DS1023 |
PL0000107264 |
99,99 |
99,50 |
99,60 |
99,95 |
99,37 |
99,90 |
99,64 |
150 000 |
150,86 |
16 |
WS0429 |
PL0000105391 |
119,70 |
119,00 |
119,70 |
119,70 |
119,70 |
119,70 |
119,70 |
5 000 |
6,20 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,84 |
106,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,80 |
110,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,34 |
100,35 |
100,36 |
100,36 |
100,35 |
100,36 |
100,35 |
75 000 |
77,12 |
4 |
WZ0117 |
PL0000106936 |
100,29 |
100,23 |
100,23 |
100,31 |
100,23 |
100,31 |
100,25 |
155 000 |
159,23 |
7 |
WZ0118 |
PL0000104717 |
100,21 |
100,12 |
100,12 |
100,15 |
100,12 |
100,15 |
100,13 |
112 500 |
115,44 |
7 |
WZ0121 |
PL0000106068 |
99,64 |
99,50 |
99,64 |
99,64 |
99,50 |
99,50 |
99,60 |
65 000 |
66,35 |
4 |
TOTAL |
1 325 000 |
1 407,00 |
100 |
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 |
12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29MAY13 |
PL0000004941 |
131 |
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 |
100,30 |
100,49 |
3,96 |
3,26 |
100,40 |
3,59 |
OK0713 |
PL0000106563 |
98,10 |
98,30 |
3,76 |
3,36 |
98,20 |
3,56 |
DS1013 |
PL0000102836 |
101,00 |
101,18 |
3,61 |
3,38 |
101,09 |
3,49 |
OK0114 |
PL0000106712 |
96,57 |
96,73 |
3,48 |
3,32 |
96,65 |
3,40 |
PS0414 |
PL0000105433 |
102,69 |
102,88 |
3,52 |
3,37 |
102,79 |
3,44 |
OK0714 |
PL0000107009 |
95,01 |
95,16 |
3,44 |
3,33 |
95,09 |
3,38 |
WZ0115 |
PL0000106480 |
100,23 |
100,41 |
--- |
--- |
100,32 |
--- |
PS0415 |
PL0000105953 |
104,22 |
104,42 |
3,52 |
3,43 |
104,32 |
3,48 |
DS1015 |
PL0000103602 |
106,97 |
107,25 |
3,55 |
3,45 |
107,11 |
3,50 |
PS0416 |
PL0000106340 |
104,37 |
104,50 |
3,55 |
3,51 |
104,44 |
3,53 |
IZ0816 |
PL0000103529 |
105,41 |
106,40 |
--- |
--- |
105,91 |
--- |
PS1016 |
PL0000106795 |
103,89 |
104,18 |
3,62 |
3,54 |
104,04 |
3,58 |
WZ0117 |
PL0000106936 |
100,19 |
100,38 |
--- |
--- |
100,29 |
--- |
PS0417 |
PL0000107058 |
104,29 |
104,56 |
3,64 |
3,57 |
104,43 |
3,60 |
DS1017 |
PL0000104543 |
106,73 |
106,92 |
3,68 |
3,64 |
106,83 |
3,66 |
WZ0118 |
PL0000104717 |
99,93 |
100,16 |
--- |
--- |
100,05 |
--- |
PS0418 |
PL0000107314 |
100,20 |
100,47 |
3,70 |
3,65 |
100,34 |
3,67 |
DS1019 |
PL0000105441 |
110,01 |
110,41 |
3,79 |
3,73 |
110,21 |
3,76 |
DS1020 |
PL0000106126 |
108,71 |
109,10 |
3,92 |
3,87 |
108,91 |
3,89 |
WZ0121 |
PL0000106068 |
99,40 |
99,58 |
--- |
--- |
99,49 |
--- |
DS1021 |
PL0000106670 |
112,62 |
113,03 |
4,01 |
3,96 |
112,83 |
3,98 |
WS0922 |
PL0000102646 |
113,60 |
113,96 |
4,02 |
3,98 |
113,78 |
4,00 |
IZ0823 |
PL0000105359 |
109,97 |
111,24 |
--- |
--- |
110,61 |
--- |
DS1023 |
PL0000107264 |
99,18 |
99,59 |
4,09 |
4,04 |
99,39 |
4,07 |
WS0429 |
PL0000105391 |
118,50 |
119,22 |
4,16 |
4,10 |
118,86 |
4,13 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,32 |
100,41 |
3,88 |
3,55 |
100,37 |
3,70 |
OK0713 |
PL0000106563 |
98,10 |
98,30 |
3,76 |
3,36 |
98,20 |
3,56 |
DS1013 |
PL0000102836 |
101,03 |
101,16 |
3,57 |
3,40 |
101,10 |
3,48 |
OK0114 |
PL0000106712 |
96,62 |
96,78 |
3,43 |
3,26 |
96,70 |
3,35 |
PS0414 |
PL0000105433 |
102,67 |
102,86 |
3,54 |
3,39 |
102,77 |
3,46 |
OK0714 |
PL0000107009 |
95,02 |
95,17 |
3,43 |
3,32 |
95,10 |
3,37 |
WZ0115 |
PL0000106480 |
100,28 |
100,41 |
--- |
--- |
100,35 |
--- |
PS0415 |
PL0000105953 |
104,28 |
104,44 |
3,49 |
3,42 |
104,36 |
3,46 |
DS1015 |
PL0000103602 |
107,06 |
107,31 |
3,52 |
3,43 |
107,19 |
3,47 |
PS0416 |
PL0000106340 |
104,48 |
104,66 |
3,52 |
3,46 |
104,57 |
3,49 |
IZ0816 |
PL0000103529 |
105,70 |
106,33 |
--- |
--- |
106,02 |
--- |
PS1016 |
PL0000106795 |
104,14 |
104,38 |
3,55 |
3,48 |
104,26 |
3,52 |
WZ0117 |
PL0000106936 |
100,19 |
100,40 |
--- |
--- |
100,30 |
--- |
PS0417 |
PL0000107058 |
104,45 |
104,69 |
3,60 |
3,54 |
104,57 |
3,57 |
DS1017 |
PL0000104543 |
107,03 |
107,24 |
3,61 |
3,57 |
107,14 |
3,59 |
WZ0118 |
PL0000104717 |
100,03 |
100,21 |
--- |
--- |
100,12 |
--- |
PS0418 |
PL0000107314 |
100,46 |
100,75 |
3,65 |
3,59 |
100,61 |
3,62 |
DS1019 |
PL0000105441 |
110,31 |
110,73 |
3,74 |
3,68 |
110,52 |
3,71 |
DS1020 |
PL0000106126 |
109,10 |
109,53 |
3,87 |
3,80 |
109,32 |
3,83 |
WZ0121 |
PL0000106068 |
99,40 |
99,62 |
--- |
--- |
99,51 |
--- |
DS1021 |
PL0000106670 |
112,88 |
113,24 |
3,98 |
3,93 |
113,06 |
3,95 |
WS0922 |
PL0000102646 |
113,78 |
114,21 |
4,00 |
3,95 |
114,00 |
3,97 |
IZ0823 |
PL0000105359 |
110,20 |
111,30 |
--- |
--- |
110,75 |
--- |
DS1023 |
PL0000107264 |
99,67 |
100,06 |
4,03 |
3,99 |
99,87 |
4,01 |
WS0429 |
PL0000105391 |
119,15 |
119,81 |
4,11 |
4,06 |
119,48 |
4,08 |
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 |
1/2 |
1 |
3,630 |
3,630 |
3,630 |
5 |
DS1015 |
PL0000103602 |
0/1 |
1 |
3,730 |
3,730 |
3,730 |
20 |
DS1015 |
PL0000103602 |
1/2 |
1 |
3,780 |
3,780 |
3,780 |
80 |
DS1015 |
PL0000103602 |
2/9 |
7 |
3,790 |
3,790 |
3,790 |
310 |
DS1017 |
PL0000104543 |
1/2 |
1 |
3,730 |
3,730 |
3,730 |
130 |
DS1017 |
PL0000104543 |
2/9 |
7 |
3,790 |
3,790 |
3,790 |
130 |
PS0413 |
PL0000105037 |
1/8 |
7 |
3,790 |
3,790 |
3,790 |
100 |
DS1019 |
PL0000105441 |
0/1 |
1 |
3,730 |
3,730 |
3,730 |
10 |
DS1019 |
PL0000105441 |
1/2 |
1 |
3,730 |
3,730 |
3,730 |
255 |
DS1019 |
PL0000105441 |
1/8 |
7 |
3,790 |
3,790 |
3,790 |
30 |
DS1019 |
PL0000105441 |
2/9 |
7 |
3,790 |
3,790 |
3,790 |
215 |
PS0415 |
PL0000105953 |
0/1 |
1 |
3,730 |
3,730 |
3,730 |
70 |
PS0415 |
PL0000105953 |
1/2 |
1 |
3,730 |
3,730 |
3,730 |
70 |
WZ0121 |
PL0000106068 |
1/5 |
4 |
3,750 |
3,750 |
3,750 |
95 |
WZ0121 |
PL0000106068 |
2/5 |
3 |
3,730 |
3,730 |
3,730 |
40 |
DS1020 |
PL0000106126 |
0/1 |
1 |
3,730 |
3,730 |
3,730 |
50 |
DS1020 |
PL0000106126 |
1/2 |
1 |
3,730 |
3,730 |
3,730 |
10 |
DS1020 |
PL0000106126 |
2/9 |
7 |
3,790 |
3,790 |
3,790 |
20 |
PS0416 |
PL0000106340 |
1/2 |
1 |
3,730 |
3,730 |
3,730 |
85 |
PS0416 |
PL0000106340 |
2/9 |
7 |
3,790 |
3,790 |
3,790 |
505 |
DS1021 |
PL0000106670 |
1/2 |
1 |
3,730 |
3,730 |
3,730 |
105 |
OK0114 |
PL0000106712 |
1/2 |
1 |
3,500 |
3,500 |
3,500 |
10 |
PS1016 |
PL0000106795 |
0/1 |
1 |
3,600 |
3,600 |
3,600 |
10 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
3,730 |
3,730 |
3,730 |
220 |
WZ0117 |
PL0000106936 |
2/5 |
3 |
3,730 |
3,730 |
3,730 |
500 |
OK0714 |
PL0000107009 |
2/9 |
7 |
3,650 |
3,650 |
3,650 |
70 |
PS0418 |
PL0000107314 |
0/1 |
1 |
3,400 |
3,730 |
3,554 |
75 |
TOTAL |
3 220 |