2013-01-23 |
MARKET DATA |
No 16 (2050) |
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 |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
T-bonds PLN |
2 550,00 |
2 715,32 |
184 |
1 170,00 |
1 281,35 |
23 |
3 720,00 |
3 996,67 |
207 |
T-bonds EUR |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
CASH MARKET SUMMARY - T-BONDS PLN |
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) |
PS0413 |
PL0000105037 |
100,35 |
100,42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
98,33 |
98,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,09 |
101,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
96,84 |
96,85 |
96,85 |
96,91 |
96,85 |
96,91 |
96,89 |
185 000 |
179,24 |
6 |
PS0414 |
PL0000105433 |
102,98 |
102,89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
95,40 |
95,30 |
95,30 |
95,41 |
95,30 |
95,41 |
95,37 |
300 000 |
286,12 |
7 |
PS0415 |
PL0000105953 |
104,67 |
104,64 |
104,67 |
104,70 |
104,65 |
104,70 |
104,67 |
192 500 |
209,47 |
9 |
DS1015 |
PL0000103602 |
107,61 |
107,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
105,11 |
105,00 |
104,96 |
105,13 |
104,96 |
105,04 |
105,07 |
115 000 |
125,17 |
6 |
PS1016 |
PL0000106795 |
104,95 |
104,71 |
104,80 |
105,02 |
104,68 |
105,02 |
104,77 |
242 500 |
256,96 |
22 |
PS0417 |
PL0000107058 |
105,50 |
105,20 |
105,23 |
105,50 |
105,13 |
105,50 |
105,34 |
175 000 |
190,61 |
12 |
DS1017 |
PL0000104543 |
108,30 |
107,91 |
108,18 |
108,18 |
108,18 |
108,18 |
108,18 |
10 000 |
10,95 |
1 |
PS0418 |
PL0000107314 |
101,75 |
101,23 |
101,20 |
101,77 |
101,15 |
101,77 |
101,38 |
395 000 |
411,60 |
36 |
DS1019 |
PL0000105441 |
112,00 |
111,27 |
111,34 |
112,05 |
111,34 |
112,05 |
111,70 |
280 000 |
316,65 |
23 |
DS1020 |
PL0000106126 |
111,00 |
110,22 |
110,30 |
111,00 |
110,30 |
110,50 |
110,72 |
60 000 |
67,22 |
6 |
DS1021 |
PL0000106670 |
115,00 |
114,06 |
114,06 |
114,96 |
114,06 |
114,89 |
114,39 |
310 000 |
359,11 |
29 |
WS0922 |
PL0000102646 |
115,95 |
115,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
101,90 |
100,95 |
101,03 |
101,90 |
101,03 |
101,60 |
101,28 |
220 000 |
225,04 |
22 |
WS0429 |
PL0000105391 |
121,33 |
120,35 |
120,50 |
120,50 |
120,50 |
120,50 |
120,50 |
10 000 |
12,48 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,90 |
106,80 |
106,90 |
106,90 |
106,90 |
106,90 |
106,90 |
10 000 |
13,75 |
1 |
IZ0823 |
PL0000105359 |
111,01 |
111,05 |
111,20 |
111,40 |
111,20 |
111,40 |
111,30 |
20 000 |
25,86 |
2 |
WZ0115 |
PL0000106480 |
100,37 |
100,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,33 |
100,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,33 |
100,28 |
100,35 |
100,35 |
100,35 |
100,35 |
100,35 |
25 000 |
25,09 |
1 |
WZ0121 |
PL0000106068 |
99,77 |
99,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
2 550 000 |
2 715,32 |
184 |
Weighted average by volume
CASH MARKET SUMMARY - T-BONDS EUR |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices |
TURNOVER |
Buy |
Sell |
First |
High |
Low |
Last |
Average *) |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(EUR M) |
(pcs) |
EUR0214 |
XS0410961014 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
0,00 |
108,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
121,50 |
122,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
114,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
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
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 |
5 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29MAY13 |
PL0000004941 |
124 |
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 |
100,44 |
3,83 |
3,32 |
100,38 |
3,56 |
OK0713 |
PL0000106563 |
98,26 |
98,42 |
3,57 |
3,24 |
98,34 |
3,40 |
DS1013 |
PL0000102836 |
101,03 |
101,17 |
3,54 |
3,35 |
101,10 |
3,44 |
OK0114 |
PL0000106712 |
96,78 |
96,93 |
3,33 |
3,17 |
96,86 |
3,24 |
PS0414 |
PL0000105433 |
102,83 |
102,95 |
3,38 |
3,28 |
102,89 |
3,33 |
OK0714 |
PL0000107009 |
95,24 |
95,38 |
3,31 |
3,21 |
95,31 |
3,26 |
WZ0115 |
PL0000106480 |
100,28 |
100,46 |
--- |
--- |
100,37 |
--- |
PS0415 |
PL0000105953 |
104,51 |
104,71 |
3,37 |
3,28 |
104,61 |
3,33 |
DS1015 |
PL0000103602 |
107,43 |
107,66 |
3,36 |
3,28 |
107,55 |
3,32 |
PS0416 |
PL0000106340 |
104,90 |
105,09 |
3,37 |
3,31 |
105,00 |
3,34 |
IZ0816 |
PL0000103529 |
106,14 |
107,09 |
--- |
--- |
106,62 |
--- |
PS1016 |
PL0000106795 |
104,68 |
104,83 |
3,39 |
3,35 |
104,76 |
3,37 |
WZ0117 |
PL0000106936 |
100,24 |
100,44 |
--- |
--- |
100,34 |
--- |
PS0417 |
PL0000107058 |
105,13 |
105,28 |
3,43 |
3,39 |
105,21 |
3,41 |
DS1017 |
PL0000104543 |
107,78 |
108,05 |
3,44 |
3,38 |
107,92 |
3,41 |
WZ0118 |
PL0000104717 |
100,15 |
100,36 |
--- |
--- |
100,26 |
--- |
PS0418 |
PL0000107314 |
101,15 |
101,36 |
3,50 |
3,46 |
101,26 |
3,48 |
DS1019 |
PL0000105441 |
111,07 |
111,48 |
3,62 |
3,55 |
111,28 |
3,58 |
DS1020 |
PL0000106126 |
109,97 |
110,40 |
3,74 |
3,68 |
110,19 |
3,71 |
WZ0121 |
PL0000106068 |
99,66 |
99,88 |
--- |
--- |
99,77 |
--- |
DS1021 |
PL0000106670 |
113,87 |
114,25 |
3,85 |
3,80 |
114,06 |
3,82 |
WS0922 |
PL0000102646 |
114,78 |
115,20 |
3,88 |
3,83 |
114,99 |
3,86 |
IZ0823 |
PL0000105359 |
110,61 |
111,37 |
--- |
--- |
110,99 |
--- |
DS1023 |
PL0000107264 |
100,65 |
101,01 |
3,92 |
3,88 |
100,83 |
3,90 |
WS0429 |
PL0000105391 |
119,97 |
120,62 |
4,04 |
4,00 |
120,30 |
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 |
100,44 |
3,75 |
3,32 |
100,39 |
3,52 |
OK0713 |
PL0000106563 |
98,27 |
98,44 |
3,55 |
3,20 |
98,36 |
3,36 |
DS1013 |
PL0000102836 |
101,06 |
101,15 |
3,50 |
3,37 |
101,11 |
3,43 |
OK0114 |
PL0000106712 |
96,81 |
96,94 |
3,30 |
3,16 |
96,88 |
3,22 |
PS0414 |
PL0000105433 |
102,91 |
103,08 |
3,31 |
3,18 |
103,00 |
3,24 |
OK0714 |
PL0000107009 |
95,32 |
95,47 |
3,26 |
3,15 |
95,40 |
3,20 |
WZ0115 |
PL0000106480 |
100,33 |
100,46 |
--- |
--- |
100,40 |
--- |
PS0415 |
PL0000105953 |
104,62 |
104,80 |
3,32 |
3,24 |
104,71 |
3,28 |
DS1015 |
PL0000103602 |
107,55 |
107,79 |
3,32 |
3,23 |
107,67 |
3,28 |
PS0416 |
PL0000106340 |
104,96 |
105,21 |
3,35 |
3,27 |
105,09 |
3,31 |
IZ0816 |
PL0000103529 |
106,64 |
107,76 |
--- |
--- |
107,20 |
--- |
PS1016 |
PL0000106795 |
104,88 |
105,05 |
3,34 |
3,29 |
104,97 |
3,31 |
WZ0117 |
PL0000106936 |
100,29 |
100,46 |
--- |
--- |
100,38 |
--- |
PS0417 |
PL0000107058 |
105,45 |
105,64 |
3,35 |
3,30 |
105,55 |
3,32 |
DS1017 |
PL0000104543 |
108,18 |
108,46 |
3,35 |
3,29 |
108,32 |
3,32 |
WZ0118 |
PL0000104717 |
100,27 |
100,44 |
--- |
--- |
100,36 |
--- |
PS0418 |
PL0000107314 |
101,60 |
101,83 |
3,41 |
3,36 |
101,72 |
3,38 |
DS1019 |
PL0000105441 |
111,75 |
112,12 |
3,51 |
3,45 |
111,94 |
3,48 |
DS1020 |
PL0000106126 |
110,62 |
111,00 |
3,65 |
3,59 |
110,81 |
3,62 |
WZ0121 |
PL0000106068 |
99,72 |
99,96 |
--- |
--- |
99,84 |
--- |
DS1021 |
PL0000106670 |
114,62 |
115,01 |
3,75 |
3,70 |
114,82 |
3,73 |
WS0922 |
PL0000102646 |
115,65 |
116,08 |
3,78 |
3,73 |
115,87 |
3,76 |
IZ0823 |
PL0000105359 |
110,80 |
111,85 |
--- |
--- |
111,33 |
--- |
DS1023 |
PL0000107264 |
101,33 |
101,70 |
3,84 |
3,80 |
101,52 |
3,82 |
WS0429 |
PL0000105391 |
120,88 |
121,67 |
3,98 |
3,92 |
121,28 |
3,95 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0413 |
PL0000105037 |
0/1 |
1 |
3,810 |
3,810 |
3,810 |
40 |
DS1023 |
PL0000107264 |
0/1 |
1 |
3,700 |
3,810 |
3,783 |
60 |
PS0418 |
PL0000107314 |
0/1 |
1 |
3,810 |
3,810 |
3,810 |
35 |
DS1015 |
PL0000103602 |
1/2 |
1 |
3,810 |
3,810 |
3,810 |
55 |
DS1017 |
PL0000104543 |
1/2 |
1 |
3,710 |
3,710 |
3,710 |
70 |
DS1019 |
PL0000105441 |
1/2 |
1 |
3,810 |
3,810 |
3,810 |
60 |
PS0416 |
PL0000106340 |
1/2 |
1 |
3,810 |
3,810 |
3,810 |
15 |
DS1021 |
PL0000106670 |
1/2 |
1 |
3,810 |
3,810 |
3,810 |
10 |
PS0417 |
PL0000107058 |
1/2 |
1 |
3,800 |
3,800 |
3,800 |
50 |
PS0418 |
PL0000107314 |
1/2 |
1 |
3,300 |
3,300 |
3,300 |
30 |
WS0922 |
PL0000102646 |
2/9 |
7 |
3,700 |
3,700 |
3,700 |
95 |
DS1015 |
PL0000103602 |
2/9 |
7 |
3,810 |
3,810 |
3,810 |
180 |
DS1019 |
PL0000105441 |
2/9 |
7 |
3,810 |
3,810 |
3,810 |
100 |
PS0416 |
PL0000106340 |
2/9 |
7 |
3,810 |
3,810 |
3,810 |
360 |
DS1021 |
PL0000106670 |
2/9 |
7 |
3,810 |
3,810 |
3,810 |
10 |
TOTAL |
1 170 |