2013-01-28 |
MARKET DATA |
No 19 (2053) |
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 |
990,00 |
1 047,61 |
74 |
1 675,00 |
1 851,11 |
25 |
2 665,00 |
2 898,72 |
99 |
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 |
100,33 |
100,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
98,40 |
98,47 |
98,48 |
98,48 |
98,48 |
98,48 |
98,48 |
25 000 |
24,62 |
1 |
DS1013 |
PL0000102836 |
101,11 |
101,12 |
101,12 |
101,12 |
101,12 |
101,12 |
101,12 |
50 000 |
51,23 |
2 |
OK0114 |
PL0000106712 |
97,00 |
97,00 |
97,02 |
97,02 |
97,02 |
97,02 |
97,02 |
15 000 |
14,55 |
1 |
PS0414 |
PL0000105433 |
102,95 |
103,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
95,44 |
95,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,64 |
104,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
92,35 |
92,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
107,70 |
107,62 |
107,71 |
107,71 |
107,71 |
107,71 |
107,71 |
10 000 |
10,94 |
1 |
PS0416 |
PL0000106340 |
105,04 |
105,05 |
105,16 |
105,16 |
105,16 |
105,16 |
105,16 |
10 000 |
10,90 |
1 |
PS1016 |
PL0000106795 |
104,95 |
104,89 |
105,03 |
105,05 |
104,80 |
104,80 |
104,87 |
245 000 |
260,03 |
17 |
PS0417 |
PL0000107058 |
105,46 |
105,36 |
105,56 |
105,57 |
105,56 |
105,57 |
105,57 |
20 000 |
21,84 |
2 |
DS1017 |
PL0000104543 |
108,11 |
108,00 |
108,25 |
108,25 |
107,83 |
107,83 |
108,00 |
75 000 |
82,04 |
8 |
PS0418 |
PL0000107314 |
101,60 |
101,53 |
101,50 |
101,50 |
101,50 |
101,50 |
101,50 |
10 000 |
10,44 |
1 |
DS1019 |
PL0000105441 |
111,68 |
111,50 |
111,50 |
111,50 |
111,50 |
111,50 |
111,50 |
10 000 |
11,30 |
1 |
DS1020 |
PL0000106126 |
110,48 |
110,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
114,22 |
113,95 |
114,00 |
114,00 |
113,95 |
113,95 |
113,99 |
70 000 |
80,86 |
6 |
WS0922 |
PL0000102646 |
115,16 |
114,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
100,80 |
100,31 |
101,00 |
101,00 |
100,15 |
100,35 |
100,57 |
190 000 |
193,11 |
19 |
WS0429 |
PL0000105391 |
120,10 |
119,19 |
119,84 |
119,84 |
119,19 |
119,19 |
119,40 |
65 000 |
80,48 |
6 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,60 |
107,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,60 |
111,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,38 |
100,40 |
100,38 |
100,38 |
100,38 |
100,38 |
100,38 |
100 000 |
100,44 |
2 |
WZ0117 |
PL0000106936 |
100,36 |
100,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,33 |
100,37 |
100,33 |
100,33 |
100,33 |
100,33 |
100,33 |
20 000 |
20,08 |
1 |
WZ0121 |
PL0000106068 |
99,64 |
99,52 |
99,64 |
99,64 |
99,52 |
99,52 |
99,61 |
75 000 |
74,75 |
5 |
TOTAL |
990 000 |
1 047,61 |
74 |
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 |
108,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
0,00 |
110,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
121,50 |
121,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
0,00 |
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 |
28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29MAY13 |
PL0000004941 |
119 |
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) |
(%) |
OK0713 |
PL0000106563 |
98,33 |
98,51 |
3,52 |
3,14 |
98,42 |
3,33 |
DS1013 |
PL0000102836 |
101,05 |
101,19 |
3,48 |
3,29 |
101,12 |
3,39 |
OK0114 |
PL0000106712 |
96,87 |
97,04 |
3,28 |
3,09 |
96,96 |
3,18 |
PS0414 |
PL0000105433 |
102,92 |
103,06 |
3,28 |
3,17 |
102,99 |
3,22 |
OK0714 |
PL0000107009 |
95,41 |
95,51 |
3,22 |
3,15 |
95,46 |
3,18 |
WZ0115 |
PL0000106480 |
100,31 |
100,46 |
--- |
--- |
100,39 |
--- |
PS0415 |
PL0000105953 |
104,63 |
104,83 |
3,31 |
3,22 |
104,73 |
3,26 |
DS1015 |
PL0000103602 |
107,59 |
107,83 |
3,29 |
3,20 |
107,71 |
3,25 |
PS0416 |
PL0000106340 |
105,02 |
105,26 |
3,33 |
3,25 |
105,14 |
3,29 |
IZ0816 |
PL0000103529 |
106,42 |
107,41 |
--- |
--- |
106,92 |
--- |
PS1016 |
PL0000106795 |
104,90 |
105,11 |
3,33 |
3,27 |
105,01 |
3,30 |
WZ0117 |
PL0000106936 |
100,32 |
100,48 |
--- |
--- |
100,40 |
--- |
PS0417 |
PL0000107058 |
105,38 |
105,63 |
3,36 |
3,30 |
105,51 |
3,33 |
DS1017 |
PL0000104543 |
108,07 |
108,32 |
3,37 |
3,32 |
108,20 |
3,34 |
WZ0118 |
PL0000104717 |
100,29 |
100,46 |
--- |
--- |
100,38 |
--- |
PS0418 |
PL0000107314 |
101,57 |
101,83 |
3,41 |
3,36 |
101,70 |
3,39 |
DS1019 |
PL0000105441 |
111,58 |
111,90 |
3,53 |
3,48 |
111,74 |
3,51 |
DS1020 |
PL0000106126 |
110,42 |
110,75 |
3,67 |
3,63 |
110,59 |
3,65 |
WZ0121 |
PL0000106068 |
99,58 |
99,81 |
--- |
--- |
99,70 |
--- |
DS1021 |
PL0000106670 |
114,16 |
114,55 |
3,81 |
3,76 |
114,36 |
3,78 |
WS0922 |
PL0000102646 |
115,11 |
115,44 |
3,84 |
3,80 |
115,28 |
3,82 |
IZ0823 |
PL0000105359 |
110,37 |
111,43 |
--- |
--- |
110,90 |
--- |
DS1023 |
PL0000107264 |
100,72 |
101,05 |
3,91 |
3,87 |
100,89 |
3,89 |
WS0429 |
PL0000105391 |
119,82 |
120,54 |
4,05 |
4,00 |
120,18 |
4,03 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
98,38 |
98,52 |
3,41 |
3,12 |
98,45 |
3,27 |
DS1013 |
PL0000102836 |
101,09 |
101,18 |
3,43 |
3,30 |
101,14 |
3,36 |
OK0114 |
PL0000106712 |
96,92 |
97,07 |
3,22 |
3,06 |
97,00 |
3,14 |
PS0414 |
PL0000105433 |
102,88 |
103,02 |
3,31 |
3,20 |
102,95 |
3,26 |
OK0714 |
PL0000107009 |
95,41 |
95,52 |
3,22 |
3,14 |
95,47 |
3,18 |
WZ0115 |
PL0000106480 |
100,31 |
100,44 |
--- |
--- |
100,38 |
--- |
PS0415 |
PL0000105953 |
104,58 |
104,75 |
3,33 |
3,25 |
104,67 |
3,29 |
DS1015 |
PL0000103602 |
107,45 |
107,65 |
3,34 |
3,27 |
107,55 |
3,31 |
PS0416 |
PL0000106340 |
104,86 |
105,08 |
3,38 |
3,31 |
104,97 |
3,34 |
IZ0816 |
PL0000103529 |
106,43 |
107,28 |
--- |
--- |
106,86 |
--- |
PS1016 |
PL0000106795 |
104,71 |
104,92 |
3,38 |
3,32 |
104,82 |
3,35 |
WZ0117 |
PL0000106936 |
100,27 |
100,43 |
--- |
--- |
100,35 |
--- |
PS0417 |
PL0000107058 |
105,13 |
105,39 |
3,42 |
3,36 |
105,26 |
3,39 |
DS1017 |
PL0000104543 |
107,76 |
108,04 |
3,44 |
3,38 |
107,90 |
3,41 |
WZ0118 |
PL0000104717 |
100,27 |
100,42 |
--- |
--- |
100,35 |
--- |
PS0418 |
PL0000107314 |
101,35 |
101,57 |
3,46 |
3,41 |
101,46 |
3,44 |
DS1019 |
PL0000105441 |
111,21 |
111,54 |
3,59 |
3,54 |
111,38 |
3,56 |
DS1020 |
PL0000106126 |
109,85 |
110,21 |
3,75 |
3,70 |
110,03 |
3,73 |
WZ0121 |
PL0000106068 |
99,41 |
99,60 |
--- |
--- |
99,51 |
--- |
DS1021 |
PL0000106670 |
113,64 |
114,01 |
3,87 |
3,83 |
113,83 |
3,85 |
WS0922 |
PL0000102646 |
114,45 |
114,83 |
3,92 |
3,87 |
114,64 |
3,89 |
IZ0823 |
PL0000105359 |
110,32 |
111,22 |
--- |
--- |
110,77 |
--- |
DS1023 |
PL0000107264 |
100,07 |
100,37 |
3,99 |
3,95 |
100,22 |
3,97 |
WS0429 |
PL0000105391 |
118,68 |
119,32 |
4,14 |
4,09 |
119,00 |
4,12 |
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 |
0/1 |
1 |
3,500 |
3,500 |
3,500 |
10 |
DS1017 |
PL0000104543 |
0/1 |
1 |
3,400 |
3,400 |
3,400 |
40 |
PS0414 |
PL0000105433 |
0/1 |
1 |
3,700 |
3,700 |
3,700 |
45 |
DS1019 |
PL0000105441 |
0/1 |
1 |
3,400 |
3,400 |
3,400 |
50 |
DS1021 |
PL0000106670 |
0/1 |
1 |
3,400 |
3,650 |
3,445 |
330 |
OK0114 |
PL0000106712 |
0/1 |
1 |
3,500 |
3,500 |
3,500 |
40 |
OK0714 |
PL0000107009 |
0/1 |
1 |
3,350 |
3,350 |
3,350 |
70 |
PS0418 |
PL0000107314 |
0/1 |
1 |
3,350 |
3,350 |
3,350 |
40 |
WZ0115 |
PL0000106480 |
0/1 |
1 |
3,650 |
3,650 |
3,650 |
45 |
WS0922 |
PL0000102646 |
1/2 |
1 |
3,500 |
3,500 |
3,500 |
25 |
DS1017 |
PL0000104543 |
1/2 |
1 |
3,400 |
3,400 |
3,400 |
20 |
DS1019 |
PL0000105441 |
1/2 |
1 |
3,500 |
3,500 |
3,500 |
30 |
PS0415 |
PL0000105953 |
1/2 |
1 |
3,400 |
3,400 |
3,400 |
30 |
PS0416 |
PL0000106340 |
1/2 |
1 |
3,650 |
3,650 |
3,650 |
30 |
DS1021 |
PL0000106670 |
1/2 |
1 |
3,400 |
3,650 |
3,445 |
330 |
OK0114 |
PL0000106712 |
1/2 |
1 |
3,350 |
3,350 |
3,350 |
20 |
DS1019 |
PL0000105441 |
0/2 |
2 |
3,400 |
3,400 |
3,400 |
20 |
PS0415 |
PL0000105953 |
1/8 |
7 |
3,400 |
3,400 |
3,400 |
10 |
PS0417 |
PL0000107058 |
1/8 |
7 |
3,400 |
3,400 |
3,400 |
440 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
3,350 |
3,350 |
3,350 |
50 |
TOTAL |
1 675 |