2013-01-18 |
MARKET DATA |
No 13 (2047) |
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 |
1 052,50 |
1 134,61 |
80 |
1 010,00 |
1 093,92 |
12 |
2 062,50 |
2 228,54 |
92 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 052,50 |
1 134,61 |
80 |
1 010,00 |
1 093,92 |
12 |
2 062,50 |
2 228,54 |
92 |
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 |
99,94 |
99,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,35 |
100,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
98,20 |
98,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,07 |
101,13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
96,71 |
96,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,84 |
102,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
95,22 |
95,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,55 |
104,54 |
104,47 |
104,48 |
104,47 |
104,48 |
104,48 |
35 000 |
38,00 |
3 |
DS1015 |
PL0000103602 |
107,32 |
107,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,85 |
104,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,55 |
104,45 |
104,53 |
104,62 |
104,53 |
104,62 |
104,60 |
70 000 |
74,03 |
4 |
PS0417 |
PL0000107058 |
105,10 |
104,94 |
104,97 |
105,10 |
104,90 |
104,90 |
105,05 |
90 000 |
97,73 |
8 |
DS1017 |
PL0000104543 |
107,62 |
107,55 |
107,62 |
107,77 |
107,62 |
107,77 |
107,67 |
195 000 |
212,46 |
17 |
PS0418 |
PL0000107314 |
101,04 |
101,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
110,95 |
110,94 |
110,94 |
110,94 |
110,94 |
110,94 |
110,94 |
10 000 |
11,23 |
1 |
DS1020 |
PL0000106126 |
110,00 |
109,65 |
109,65 |
110,00 |
109,65 |
110,00 |
109,73 |
120 000 |
133,22 |
11 |
DS1021 |
PL0000106670 |
113,70 |
113,50 |
113,53 |
113,86 |
113,53 |
113,59 |
113,69 |
55 000 |
63,30 |
5 |
WS0922 |
PL0000102646 |
114,60 |
114,60 |
114,60 |
114,76 |
114,60 |
114,76 |
114,73 |
45 000 |
52,49 |
4 |
DS1023 |
PL0000107264 |
100,60 |
100,55 |
100,70 |
100,82 |
100,35 |
100,35 |
100,58 |
75 000 |
76,17 |
7 |
WS0429 |
PL0000105391 |
120,31 |
120,20 |
120,25 |
120,31 |
120,10 |
120,10 |
120,22 |
30 000 |
37,35 |
3 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,09 |
106,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,70 |
111,10 |
110,50 |
110,50 |
110,50 |
110,50 |
110,50 |
10 000 |
12,84 |
1 |
WZ0115 |
PL0000106480 |
100,32 |
100,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,31 |
100,36 |
100,36 |
100,36 |
100,36 |
100,36 |
100,36 |
32 500 |
33,44 |
4 |
WZ0118 |
PL0000104717 |
100,22 |
100,21 |
100,21 |
100,28 |
100,21 |
100,28 |
100,24 |
195 000 |
200,41 |
8 |
WZ0121 |
PL0000106068 |
99,65 |
99,61 |
99,61 |
99,70 |
99,61 |
99,70 |
99,65 |
90 000 |
91,96 |
4 |
TOTAL |
1 052 500 |
1 134,61 |
80 |
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 |
8 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29MAY13 |
PL0000004941 |
127 |
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 |
3,83 |
3,49 |
100,37 |
3,64 |
OK0713 |
PL0000106563 |
98,16 |
98,36 |
3,72 |
3,31 |
98,26 |
3,51 |
DS1013 |
PL0000102836 |
101,04 |
101,17 |
3,54 |
3,37 |
101,11 |
3,45 |
OK0114 |
PL0000106712 |
96,69 |
96,87 |
3,39 |
3,20 |
96,78 |
3,30 |
PS0414 |
PL0000105433 |
102,77 |
102,95 |
3,44 |
3,30 |
102,86 |
3,37 |
OK0714 |
PL0000107009 |
95,15 |
95,35 |
3,36 |
3,22 |
95,25 |
3,29 |
WZ0115 |
PL0000106480 |
100,28 |
100,45 |
--- |
--- |
100,37 |
--- |
PS0415 |
PL0000105953 |
104,46 |
104,59 |
3,40 |
3,34 |
104,53 |
3,37 |
DS1015 |
PL0000103602 |
107,26 |
107,49 |
3,43 |
3,35 |
107,38 |
3,39 |
PS0416 |
PL0000106340 |
104,80 |
104,98 |
3,41 |
3,35 |
104,89 |
3,38 |
IZ0816 |
PL0000103529 |
105,65 |
106,56 |
--- |
--- |
106,11 |
--- |
PS1016 |
PL0000106795 |
104,45 |
104,71 |
3,46 |
3,39 |
104,58 |
3,42 |
WZ0117 |
PL0000106936 |
100,22 |
100,42 |
--- |
--- |
100,32 |
--- |
PS0417 |
PL0000107058 |
104,91 |
105,19 |
3,48 |
3,41 |
105,05 |
3,45 |
DS1017 |
PL0000104543 |
107,59 |
107,86 |
3,48 |
3,43 |
107,73 |
3,45 |
WZ0118 |
PL0000104717 |
100,10 |
100,28 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
100,95 |
101,23 |
3,54 |
3,49 |
101,09 |
3,51 |
DS1019 |
PL0000105441 |
110,85 |
111,28 |
3,65 |
3,59 |
111,07 |
3,62 |
DS1020 |
PL0000106126 |
109,75 |
110,07 |
3,77 |
3,73 |
109,91 |
3,75 |
WZ0121 |
PL0000106068 |
99,58 |
99,78 |
--- |
--- |
99,68 |
--- |
DS1021 |
PL0000106670 |
113,61 |
114,04 |
3,88 |
3,83 |
113,83 |
3,85 |
WS0922 |
PL0000102646 |
114,44 |
114,87 |
3,92 |
3,87 |
114,66 |
3,90 |
IZ0823 |
PL0000105359 |
110,42 |
111,44 |
--- |
--- |
110,93 |
--- |
DS1023 |
PL0000107264 |
100,54 |
100,99 |
3,93 |
3,88 |
100,77 |
3,91 |
WS0429 |
PL0000105391 |
119,96 |
120,67 |
4,05 |
3,99 |
120,32 |
4,02 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,33 |
100,43 |
3,80 |
3,42 |
100,38 |
3,61 |
OK0713 |
PL0000106563 |
98,17 |
98,37 |
3,70 |
3,29 |
98,27 |
3,49 |
DS1013 |
PL0000102836 |
101,04 |
101,16 |
3,54 |
3,38 |
101,10 |
3,46 |
OK0114 |
PL0000106712 |
96,64 |
96,84 |
3,45 |
3,24 |
96,74 |
3,34 |
PS0414 |
PL0000105433 |
102,79 |
102,90 |
3,43 |
3,34 |
102,85 |
3,38 |
OK0714 |
PL0000107009 |
95,15 |
95,35 |
3,36 |
3,22 |
95,25 |
3,29 |
WZ0115 |
PL0000106480 |
100,28 |
100,45 |
--- |
--- |
100,37 |
--- |
PS0415 |
PL0000105953 |
104,43 |
104,62 |
3,42 |
3,33 |
104,53 |
3,37 |
DS1015 |
PL0000103602 |
107,23 |
107,48 |
3,45 |
3,35 |
107,36 |
3,40 |
PS0416 |
PL0000106340 |
104,63 |
104,92 |
3,46 |
3,37 |
104,78 |
3,42 |
IZ0816 |
PL0000103529 |
105,91 |
106,62 |
--- |
--- |
106,27 |
--- |
PS1016 |
PL0000106795 |
104,42 |
104,65 |
3,47 |
3,40 |
104,54 |
3,43 |
WZ0117 |
PL0000106936 |
100,18 |
100,42 |
--- |
--- |
100,30 |
--- |
PS0417 |
PL0000107058 |
104,78 |
105,08 |
3,51 |
3,44 |
104,93 |
3,48 |
DS1017 |
PL0000104543 |
107,48 |
107,69 |
3,51 |
3,46 |
107,59 |
3,48 |
WZ0118 |
PL0000104717 |
100,09 |
100,34 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
100,83 |
101,13 |
3,57 |
3,51 |
100,98 |
3,54 |
DS1019 |
PL0000105441 |
110,67 |
111,12 |
3,68 |
3,61 |
110,90 |
3,65 |
DS1020 |
PL0000106126 |
109,51 |
109,88 |
3,81 |
3,75 |
109,70 |
3,78 |
WZ0121 |
PL0000106068 |
99,57 |
99,79 |
--- |
--- |
99,68 |
--- |
DS1021 |
PL0000106670 |
113,39 |
113,80 |
3,91 |
3,86 |
113,60 |
3,88 |
WS0922 |
PL0000102646 |
114,36 |
114,79 |
3,93 |
3,88 |
114,58 |
3,91 |
IZ0823 |
PL0000105359 |
110,21 |
111,50 |
--- |
--- |
110,86 |
--- |
DS1023 |
PL0000107264 |
100,27 |
100,63 |
3,96 |
3,92 |
100,45 |
3,94 |
WS0429 |
PL0000105391 |
119,64 |
120,32 |
4,07 |
4,02 |
119,98 |
4,04 |
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 |
0/7 |
7 |
3,920 |
3,920 |
3,920 |
500 |
TOTAL |
500 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
3/10 |
7 |
3,650 |
3,650 |
3,650 |
60 |
DS1015 |
PL0000103602 |
3/6 |
3 |
3,820 |
3,820 |
3,820 |
90 |
PS0414 |
PL0000105433 |
3/10 |
7 |
3,750 |
3,750 |
3,750 |
20 |
DS1019 |
PL0000105441 |
3/4 |
1 |
3,600 |
3,600 |
3,600 |
95 |
PS0415 |
PL0000105953 |
3/10 |
7 |
3,820 |
3,820 |
3,820 |
45 |
DS1020 |
PL0000106126 |
3/4 |
1 |
3,820 |
3,820 |
3,820 |
10 |
WZ0117 |
PL0000106936 |
3/4 |
1 |
3,860 |
3,860 |
3,860 |
170 |
DS1023 |
PL0000107264 |
0/3 |
3 |
3,700 |
3,700 |
3,700 |
20 |
TOTAL |
510 |