2013-01-25 |
MARKET DATA |
No 18 (2052) |
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 |
1 192,50 |
1 263,95 |
90 |
1 035,00 |
1 118,84 |
14 |
2 227,50 |
2 382,79 |
104 |
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 |
100,34 |
100,42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
98,34 |
98,46 |
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 |
96,87 |
96,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,95 |
102,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
95,45 |
95,46 |
95,46 |
95,46 |
95,46 |
95,46 |
95,46 |
25 000 |
23,87 |
1 |
PS0415 |
PL0000105953 |
104,65 |
104,66 |
104,62 |
104,62 |
104,62 |
104,62 |
104,62 |
30 000 |
32,65 |
2 |
DS1015 |
PL0000103602 |
107,58 |
107,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
105,05 |
105,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,92 |
104,85 |
104,87 |
104,87 |
104,87 |
104,87 |
104,87 |
25 000 |
26,53 |
1 |
PS0417 |
PL0000107058 |
105,41 |
105,32 |
105,42 |
105,46 |
105,42 |
105,46 |
105,44 |
40 000 |
43,63 |
3 |
DS1017 |
PL0000104543 |
108,16 |
108,00 |
108,08 |
108,23 |
108,00 |
108,23 |
108,06 |
120 000 |
131,33 |
12 |
PS0418 |
PL0000107314 |
101,71 |
101,53 |
101,62 |
101,70 |
101,57 |
101,66 |
101,62 |
325 000 |
339,57 |
23 |
DS1019 |
PL0000105441 |
111,83 |
111,60 |
111,86 |
111,86 |
111,60 |
111,70 |
111,66 |
85 000 |
96,14 |
8 |
DS1020 |
PL0000106126 |
110,78 |
110,40 |
110,71 |
110,72 |
110,49 |
110,49 |
110,58 |
100 000 |
111,96 |
6 |
DS1021 |
PL0000106670 |
114,71 |
114,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
115,71 |
115,20 |
115,71 |
115,71 |
115,59 |
115,62 |
115,67 |
60 000 |
70,61 |
5 |
DS1023 |
PL0000107264 |
101,45 |
100,80 |
101,13 |
101,20 |
100,67 |
100,90 |
101,07 |
147 500 |
150,63 |
19 |
WS0429 |
PL0000105391 |
121,91 |
120,09 |
120,40 |
120,40 |
120,40 |
120,40 |
120,40 |
5 000 |
6,24 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,80 |
107,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,80 |
111,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,40 |
100,40 |
100,40 |
100,40 |
100,40 |
100,40 |
100,40 |
50 000 |
50,22 |
1 |
WZ0117 |
PL0000106936 |
100,40 |
100,40 |
100,37 |
100,40 |
100,37 |
100,40 |
100,38 |
60 000 |
60,25 |
2 |
WZ0118 |
PL0000104717 |
100,33 |
100,35 |
100,33 |
100,33 |
100,32 |
100,32 |
100,32 |
100 000 |
100,37 |
4 |
WZ0121 |
PL0000106068 |
99,80 |
99,70 |
99,80 |
99,80 |
99,70 |
99,70 |
99,75 |
20 000 |
19,96 |
2 |
TOTAL |
1 192 500 |
1 263,95 |
90 |
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 |
108,00 |
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 |
115,00 |
122,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
115,10 |
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) |
27FEB13 |
PL0000006144 |
29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29MAY13 |
PL0000004941 |
120 |
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 |
100,44 |
3,73 |
3,24 |
100,38 |
3,48 |
OK0713 |
PL0000106563 |
98,30 |
98,48 |
3,57 |
3,18 |
98,39 |
3,37 |
DS1013 |
PL0000102836 |
101,04 |
101,14 |
3,50 |
3,36 |
101,09 |
3,43 |
OK0114 |
PL0000106712 |
96,85 |
97,01 |
3,29 |
3,12 |
96,93 |
3,20 |
PS0414 |
PL0000105433 |
102,91 |
103,07 |
3,29 |
3,16 |
102,99 |
3,23 |
OK0714 |
PL0000107009 |
95,33 |
95,52 |
3,27 |
3,13 |
95,43 |
3,20 |
WZ0115 |
PL0000106480 |
100,37 |
100,49 |
--- |
--- |
100,43 |
--- |
PS0415 |
PL0000105953 |
104,60 |
104,79 |
3,32 |
3,24 |
104,70 |
3,28 |
DS1015 |
PL0000103602 |
107,55 |
107,78 |
3,31 |
3,22 |
107,67 |
3,26 |
PS0416 |
PL0000106340 |
105,00 |
105,24 |
3,34 |
3,26 |
105,12 |
3,30 |
IZ0816 |
PL0000103529 |
106,61 |
107,64 |
--- |
--- |
107,13 |
--- |
PS1016 |
PL0000106795 |
104,87 |
105,07 |
3,34 |
3,28 |
104,97 |
3,31 |
WZ0117 |
PL0000106936 |
100,30 |
100,47 |
--- |
--- |
100,39 |
--- |
PS0417 |
PL0000107058 |
105,36 |
105,60 |
3,37 |
3,31 |
105,48 |
3,34 |
DS1017 |
PL0000104543 |
108,10 |
108,37 |
3,37 |
3,31 |
108,24 |
3,33 |
WZ0118 |
PL0000104717 |
100,28 |
100,47 |
--- |
--- |
100,38 |
--- |
PS0418 |
PL0000107314 |
101,65 |
101,88 |
3,40 |
3,35 |
101,77 |
3,37 |
DS1019 |
PL0000105441 |
111,77 |
112,09 |
3,50 |
3,45 |
111,93 |
3,48 |
DS1020 |
PL0000106126 |
110,69 |
111,06 |
3,63 |
3,58 |
110,88 |
3,61 |
WZ0121 |
PL0000106068 |
99,73 |
99,95 |
--- |
--- |
99,84 |
--- |
DS1021 |
PL0000106670 |
114,61 |
114,97 |
3,75 |
3,71 |
114,79 |
3,73 |
WS0922 |
PL0000102646 |
115,59 |
115,99 |
3,79 |
3,74 |
115,79 |
3,76 |
IZ0823 |
PL0000105359 |
110,51 |
111,60 |
--- |
--- |
111,06 |
--- |
DS1023 |
PL0000107264 |
101,34 |
101,67 |
3,84 |
3,80 |
101,51 |
3,82 |
WS0429 |
PL0000105391 |
120,80 |
121,52 |
3,98 |
3,93 |
121,16 |
3,95 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,32 |
100,45 |
3,73 |
3,20 |
100,39 |
3,44 |
OK0713 |
PL0000106563 |
98,32 |
98,49 |
3,52 |
3,16 |
98,41 |
3,33 |
DS1013 |
PL0000102836 |
101,05 |
101,14 |
3,49 |
3,36 |
101,10 |
3,42 |
OK0114 |
PL0000106712 |
96,86 |
97,02 |
3,28 |
3,11 |
96,94 |
3,19 |
PS0414 |
PL0000105433 |
102,91 |
103,02 |
3,29 |
3,20 |
102,97 |
3,25 |
OK0714 |
PL0000107009 |
95,42 |
95,51 |
3,21 |
3,14 |
95,47 |
3,17 |
WZ0115 |
PL0000106480 |
100,33 |
100,48 |
--- |
--- |
100,41 |
--- |
PS0415 |
PL0000105953 |
104,61 |
104,76 |
3,32 |
3,25 |
104,69 |
3,28 |
DS1015 |
PL0000103602 |
107,49 |
107,72 |
3,33 |
3,25 |
107,61 |
3,29 |
PS0416 |
PL0000106340 |
104,90 |
105,16 |
3,37 |
3,29 |
105,03 |
3,33 |
IZ0816 |
PL0000103529 |
106,37 |
107,43 |
--- |
--- |
106,90 |
--- |
PS1016 |
PL0000106795 |
104,77 |
105,01 |
3,36 |
3,30 |
104,89 |
3,33 |
WZ0117 |
PL0000106936 |
100,34 |
100,50 |
--- |
--- |
100,42 |
--- |
PS0417 |
PL0000107058 |
105,32 |
105,58 |
3,38 |
3,31 |
105,45 |
3,34 |
DS1017 |
PL0000104543 |
107,97 |
108,25 |
3,39 |
3,33 |
108,11 |
3,36 |
WZ0118 |
PL0000104717 |
100,29 |
100,45 |
--- |
--- |
100,37 |
--- |
PS0418 |
PL0000107314 |
101,51 |
101,72 |
3,43 |
3,38 |
101,62 |
3,40 |
DS1019 |
PL0000105441 |
111,51 |
111,82 |
3,54 |
3,50 |
111,67 |
3,52 |
DS1020 |
PL0000106126 |
110,21 |
110,59 |
3,70 |
3,65 |
110,40 |
3,68 |
WZ0121 |
PL0000106068 |
99,59 |
99,80 |
--- |
--- |
99,70 |
--- |
DS1021 |
PL0000106670 |
114,09 |
114,46 |
3,82 |
3,77 |
114,28 |
3,79 |
WS0922 |
PL0000102646 |
115,05 |
115,34 |
3,85 |
3,81 |
115,20 |
3,83 |
IZ0823 |
PL0000105359 |
110,39 |
111,41 |
--- |
--- |
110,90 |
--- |
DS1023 |
PL0000107264 |
100,61 |
100,96 |
3,93 |
3,89 |
100,79 |
3,90 |
WS0429 |
PL0000105391 |
119,74 |
120,35 |
4,06 |
4,02 |
120,05 |
4,04 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
3/4 |
1 |
3,700 |
3,700 |
3,700 |
35 |
DS1017 |
PL0000104543 |
3/4 |
1 |
3,820 |
3,820 |
3,820 |
100 |
OK0713 |
PL0000106563 |
3/4 |
1 |
3,600 |
3,600 |
3,600 |
200 |
DS1021 |
PL0000106670 |
3/4 |
1 |
3,820 |
3,820 |
3,820 |
290 |
DS1023 |
PL0000107264 |
3/4 |
1 |
3,820 |
3,820 |
3,820 |
20 |
DS1013 |
PL0000102836 |
0/3 |
3 |
3,820 |
3,820 |
3,820 |
20 |
DS1017 |
PL0000104543 |
0/3 |
3 |
3,820 |
3,820 |
3,820 |
20 |
DS1020 |
PL0000106126 |
0/3 |
3 |
3,820 |
3,820 |
3,820 |
60 |
OK0713 |
PL0000106563 |
0/3 |
3 |
3,600 |
3,600 |
3,600 |
100 |
DS1021 |
PL0000106670 |
0/3 |
3 |
3,800 |
3,800 |
3,800 |
40 |
OK0114 |
PL0000106712 |
0/3 |
3 |
3,700 |
3,700 |
3,700 |
50 |
DS1020 |
PL0000106126 |
3/10 |
7 |
3,800 |
3,800 |
3,800 |
70 |
PS0416 |
PL0000106340 |
3/10 |
7 |
3,750 |
3,750 |
3,750 |
30 |
TOTAL |
1 035 |