2013-01-17 |
MARKET DATA |
No 12 (2046) |
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 |
1 207,50 |
1 297,53 |
98 |
1 550,00 |
1 678,78 |
24 |
2 757,50 |
2 976,31 |
122 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 207,50 |
1 297,53 |
98 |
1 550,00 |
1 678,78 |
24 |
2 757,50 |
2 976,31 |
122 |
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 |
99,96 |
99,96 |
99,96 |
99,96 |
99,96 |
99,96 |
50 000 |
49,98 |
1 |
PS0413 |
PL0000105037 |
100,34 |
100,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
98,18 |
98,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,09 |
101,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
96,70 |
96,78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,80 |
102,82 |
102,86 |
102,86 |
102,86 |
102,86 |
102,86 |
10 000 |
10,71 |
1 |
OK0714 |
PL0000107009 |
95,16 |
95,17 |
95,15 |
95,15 |
95,15 |
95,15 |
95,15 |
10 000 |
9,52 |
1 |
PS0415 |
PL0000105953 |
104,47 |
104,41 |
104,41 |
104,44 |
104,40 |
104,40 |
104,43 |
90 000 |
97,66 |
5 |
DS1015 |
PL0000103602 |
107,30 |
107,20 |
107,19 |
107,21 |
107,16 |
107,21 |
107,19 |
80 000 |
86,97 |
7 |
PS0416 |
PL0000106340 |
104,69 |
104,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,38 |
104,30 |
104,45 |
104,52 |
104,40 |
104,40 |
104,46 |
125 000 |
132,01 |
7 |
PS0417 |
PL0000107058 |
104,87 |
104,56 |
104,68 |
104,81 |
104,67 |
104,81 |
104,74 |
212 500 |
230,07 |
21 |
DS1017 |
PL0000104543 |
107,45 |
107,13 |
107,43 |
107,43 |
107,43 |
107,43 |
107,43 |
5 000 |
5,43 |
1 |
PS0418 |
PL0000107314 |
101,10 |
100,75 |
100,77 |
100,87 |
100,77 |
100,87 |
100,85 |
85 000 |
88,09 |
7 |
DS1019 |
PL0000105441 |
110,70 |
110,45 |
110,77 |
110,85 |
110,77 |
110,85 |
110,80 |
90 000 |
100,92 |
8 |
DS1020 |
PL0000106126 |
109,60 |
109,48 |
109,55 |
109,70 |
109,55 |
109,70 |
109,63 |
20 000 |
22,18 |
3 |
DS1021 |
PL0000106670 |
113,35 |
113,10 |
113,03 |
113,45 |
113,03 |
113,45 |
113,22 |
90 000 |
103,14 |
9 |
WS0922 |
PL0000102646 |
114,35 |
114,03 |
114,23 |
114,35 |
114,23 |
114,33 |
114,32 |
30 000 |
34,86 |
4 |
DS1023 |
PL0000107264 |
100,40 |
100,00 |
100,00 |
100,41 |
99,95 |
100,41 |
100,09 |
105 000 |
106,11 |
10 |
WS0429 |
PL0000105391 |
119,97 |
119,50 |
119,58 |
119,97 |
119,48 |
119,72 |
119,67 |
45 000 |
55,77 |
5 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,90 |
106,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,70 |
111,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,31 |
100,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,26 |
100,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,16 |
100,16 |
100,16 |
100,20 |
100,16 |
100,20 |
100,18 |
130 000 |
133,50 |
5 |
WZ0121 |
PL0000106068 |
99,50 |
99,50 |
99,50 |
99,50 |
99,50 |
99,50 |
99,50 |
30 000 |
30,61 |
3 |
TOTAL |
1 207 500 |
1 297,53 |
98 |
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 |
9 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29MAY13 |
PL0000004941 |
128 |
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 |
100,32 |
100,41 |
3,85 |
3,51 |
100,37 |
3,66 |
OK0713 |
PL0000106563 |
98,15 |
98,35 |
3,72 |
3,31 |
98,25 |
3,51 |
DS1013 |
PL0000102836 |
101,02 |
101,17 |
3,57 |
3,37 |
101,10 |
3,47 |
OK0114 |
PL0000106712 |
96,67 |
96,85 |
3,41 |
3,22 |
96,76 |
3,31 |
PS0414 |
PL0000105433 |
102,74 |
102,88 |
3,47 |
3,36 |
102,81 |
3,41 |
OK0714 |
PL0000107009 |
95,08 |
95,27 |
3,40 |
3,27 |
95,18 |
3,33 |
WZ0115 |
PL0000106480 |
100,25 |
100,43 |
--- |
--- |
100,34 |
--- |
PS0415 |
PL0000105953 |
104,38 |
104,58 |
3,44 |
3,35 |
104,48 |
3,40 |
DS1015 |
PL0000103602 |
107,13 |
107,38 |
3,48 |
3,39 |
107,26 |
3,44 |
PS0416 |
PL0000106340 |
104,50 |
104,74 |
3,51 |
3,43 |
104,62 |
3,47 |
IZ0816 |
PL0000103529 |
105,74 |
106,56 |
--- |
--- |
106,15 |
--- |
PS1016 |
PL0000106795 |
104,16 |
104,44 |
3,54 |
3,46 |
104,30 |
3,50 |
WZ0117 |
PL0000106936 |
100,21 |
100,42 |
--- |
--- |
100,32 |
--- |
PS0417 |
PL0000107058 |
104,56 |
104,84 |
3,57 |
3,50 |
104,70 |
3,54 |
DS1017 |
PL0000104543 |
107,11 |
107,38 |
3,59 |
3,53 |
107,25 |
3,56 |
WZ0118 |
PL0000104717 |
100,01 |
100,21 |
--- |
--- |
100,11 |
--- |
PS0418 |
PL0000107314 |
100,61 |
100,88 |
3,62 |
3,56 |
100,75 |
3,59 |
DS1019 |
PL0000105441 |
110,37 |
110,81 |
3,73 |
3,66 |
110,59 |
3,70 |
DS1020 |
PL0000106126 |
109,18 |
109,61 |
3,85 |
3,79 |
109,40 |
3,82 |
WZ0121 |
PL0000106068 |
99,43 |
99,65 |
--- |
--- |
99,54 |
--- |
DS1021 |
PL0000106670 |
112,97 |
113,35 |
3,96 |
3,91 |
113,16 |
3,94 |
WS0922 |
PL0000102646 |
113,99 |
114,43 |
3,97 |
3,92 |
114,21 |
3,95 |
IZ0823 |
PL0000105359 |
110,46 |
111,29 |
--- |
--- |
110,88 |
--- |
DS1023 |
PL0000107264 |
99,90 |
100,18 |
4,01 |
3,98 |
100,04 |
3,99 |
WS0429 |
PL0000105391 |
119,14 |
119,78 |
4,11 |
4,06 |
119,46 |
4,08 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,32 |
100,40 |
3,85 |
3,54 |
100,36 |
3,69 |
OK0713 |
PL0000106563 |
98,16 |
98,35 |
3,70 |
3,31 |
98,26 |
3,49 |
DS1013 |
PL0000102836 |
101,05 |
101,16 |
3,53 |
3,39 |
101,11 |
3,45 |
OK0114 |
PL0000106712 |
96,68 |
96,81 |
3,40 |
3,26 |
96,75 |
3,32 |
PS0414 |
PL0000105433 |
102,73 |
102,90 |
3,48 |
3,34 |
102,82 |
3,41 |
OK0714 |
PL0000107009 |
95,12 |
95,28 |
3,38 |
3,26 |
95,20 |
3,32 |
WZ0115 |
PL0000106480 |
100,26 |
100,43 |
--- |
--- |
100,35 |
--- |
PS0415 |
PL0000105953 |
104,37 |
104,48 |
3,45 |
3,40 |
104,43 |
3,42 |
DS1015 |
PL0000103602 |
107,18 |
107,32 |
3,47 |
3,41 |
107,25 |
3,44 |
PS0416 |
PL0000106340 |
104,50 |
104,73 |
3,51 |
3,43 |
104,62 |
3,47 |
IZ0816 |
PL0000103529 |
105,76 |
106,67 |
--- |
--- |
106,22 |
--- |
PS1016 |
PL0000106795 |
104,21 |
104,44 |
3,53 |
3,46 |
104,33 |
3,49 |
WZ0117 |
PL0000106936 |
100,21 |
100,40 |
--- |
--- |
100,31 |
--- |
PS0417 |
PL0000107058 |
104,62 |
104,84 |
3,56 |
3,50 |
104,73 |
3,53 |
DS1017 |
PL0000104543 |
107,20 |
107,46 |
3,57 |
3,51 |
107,33 |
3,54 |
WZ0118 |
PL0000104717 |
100,10 |
100,28 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
100,63 |
100,91 |
3,61 |
3,55 |
100,77 |
3,58 |
DS1019 |
PL0000105441 |
110,37 |
110,80 |
3,73 |
3,66 |
110,59 |
3,70 |
DS1020 |
PL0000106126 |
109,22 |
109,63 |
3,85 |
3,79 |
109,43 |
3,82 |
WZ0121 |
PL0000106068 |
99,44 |
99,67 |
--- |
--- |
99,56 |
--- |
DS1021 |
PL0000106670 |
113,09 |
113,44 |
3,95 |
3,90 |
113,27 |
3,93 |
WS0922 |
PL0000102646 |
114,00 |
114,43 |
3,97 |
3,92 |
114,22 |
3,95 |
IZ0823 |
PL0000105359 |
110,51 |
111,38 |
--- |
--- |
110,95 |
--- |
DS1023 |
PL0000107264 |
99,95 |
100,37 |
4,00 |
3,95 |
100,16 |
3,98 |
WS0429 |
PL0000105391 |
119,13 |
119,80 |
4,11 |
4,06 |
119,47 |
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 |
1/8 |
7 |
3,750 |
3,750 |
3,750 |
210 |
DS1015 |
PL0000103602 |
1/8 |
7 |
3,870 |
3,870 |
3,870 |
100 |
DS1017 |
PL0000104543 |
0/1 |
1 |
3,780 |
3,780 |
3,780 |
10 |
DS1017 |
PL0000104543 |
1/8 |
7 |
3,870 |
3,870 |
3,870 |
20 |
WS0429 |
PL0000105391 |
0/1 |
1 |
3,650 |
3,650 |
3,650 |
20 |
PS0414 |
PL0000105433 |
1/4 |
3 |
3,800 |
3,800 |
3,800 |
40 |
DS1019 |
PL0000105441 |
1/8 |
7 |
3,600 |
3,600 |
3,600 |
45 |
PS0415 |
PL0000105953 |
1/4 |
3 |
3,780 |
3,780 |
3,780 |
175 |
PS0415 |
PL0000105953 |
4/11 |
7 |
3,870 |
3,870 |
3,870 |
105 |
DS1020 |
PL0000106126 |
0/1 |
1 |
3,780 |
3,780 |
3,780 |
30 |
DS1020 |
PL0000106126 |
1/4 |
3 |
3,780 |
3,780 |
3,780 |
10 |
DS1020 |
PL0000106126 |
1/8 |
7 |
3,870 |
3,870 |
3,870 |
110 |
PS0416 |
PL0000106340 |
1/8 |
7 |
3,870 |
3,870 |
3,870 |
100 |
OK0713 |
PL0000106563 |
1/8 |
7 |
3,600 |
3,600 |
3,600 |
150 |
DS1021 |
PL0000106670 |
0/1 |
1 |
3,780 |
3,780 |
3,780 |
5 |
DS1021 |
PL0000106670 |
1/8 |
7 |
3,870 |
3,870 |
3,870 |
100 |
DS1023 |
PL0000107264 |
1/8 |
7 |
3,800 |
3,800 |
3,800 |
45 |
PS0418 |
PL0000107314 |
1/4 |
3 |
3,700 |
3,700 |
3,700 |
110 |
PS0418 |
PL0000107314 |
1/8 |
7 |
3,700 |
3,700 |
3,700 |
165 |
TOTAL |
1 550 |