2013-01-29 |
MARKET DATA |
No 20 (2054) |
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 |
1 755,00 |
1 834,39 |
90 |
1 840,00 |
1 982,45 |
26 |
3 595,00 |
3 816,85 |
116 |
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 |
98,41 |
98,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,11 |
101,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
96,98 |
97,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,97 |
102,96 |
102,98 |
102,99 |
102,98 |
102,99 |
102,99 |
80 000 |
85,93 |
2 |
OK0714 |
PL0000107009 |
95,44 |
95,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,71 |
104,67 |
104,69 |
104,69 |
104,67 |
104,68 |
104,68 |
60 000 |
65,35 |
4 |
OK0715 |
PL0000107405 |
92,34 |
92,38 |
92,40 |
92,40 |
92,38 |
92,38 |
92,39 |
50 000 |
46,20 |
4 |
DS1015 |
PL0000103602 |
107,61 |
107,62 |
107,75 |
107,75 |
107,63 |
107,63 |
107,65 |
50 000 |
54,67 |
3 |
PS0416 |
PL0000106340 |
105,08 |
105,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,92 |
104,88 |
104,89 |
104,93 |
104,87 |
104,93 |
104,91 |
110 000 |
116,80 |
7 |
PS0417 |
PL0000107058 |
105,59 |
105,43 |
105,56 |
105,60 |
105,42 |
105,42 |
105,51 |
210 000 |
229,25 |
20 |
DS1017 |
PL0000104543 |
108,11 |
108,00 |
108,27 |
108,27 |
108,27 |
108,27 |
108,27 |
20 000 |
21,94 |
2 |
PS0418 |
PL0000107314 |
101,66 |
101,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,65 |
111,47 |
111,75 |
111,77 |
111,75 |
111,77 |
111,76 |
30 000 |
33,97 |
2 |
DS1020 |
PL0000106126 |
110,55 |
110,37 |
110,68 |
110,68 |
110,68 |
110,68 |
110,68 |
10 000 |
11,21 |
1 |
DS1021 |
PL0000106670 |
114,30 |
114,15 |
114,15 |
114,30 |
114,14 |
114,30 |
114,18 |
75 000 |
86,79 |
6 |
WS0922 |
PL0000102646 |
115,17 |
115,11 |
115,02 |
115,02 |
115,00 |
115,00 |
115,02 |
40 000 |
46,83 |
4 |
DS1023 |
PL0000107264 |
100,70 |
100,50 |
100,65 |
100,71 |
100,45 |
100,60 |
100,60 |
70 000 |
71,17 |
7 |
WS0429 |
PL0000105391 |
119,70 |
119,45 |
119,65 |
119,71 |
119,65 |
119,70 |
119,69 |
45 000 |
55,85 |
5 |
WS0437 |
PL0000104857 |
0,00 |
115,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,72 |
106,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,67 |
111,03 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,38 |
100,32 |
100,37 |
100,37 |
100,30 |
100,30 |
100,34 |
610 000 |
612,46 |
14 |
WZ0117 |
PL0000106936 |
100,32 |
100,31 |
100,32 |
100,32 |
100,29 |
100,29 |
100,31 |
255 000 |
255,95 |
7 |
WZ0118 |
PL0000104717 |
100,32 |
100,33 |
100,32 |
100,32 |
100,32 |
100,32 |
100,32 |
25 000 |
25,10 |
1 |
WZ0121 |
PL0000106068 |
99,49 |
99,47 |
99,47 |
99,47 |
99,47 |
99,47 |
99,47 |
15 000 |
14,93 |
1 |
TOTAL |
1 755 000 |
1 834,39 |
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 |
114,40 |
122,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
114,40 |
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 |
27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29MAY13 |
PL0000004941 |
118 |
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 |
98,37 |
98,54 |
3,46 |
3,09 |
98,46 |
3,26 |
DS1013 |
PL0000102836 |
101,06 |
101,21 |
3,46 |
3,26 |
101,14 |
3,35 |
OK0114 |
PL0000106712 |
96,91 |
97,10 |
3,24 |
3,04 |
97,01 |
3,13 |
PS0414 |
PL0000105433 |
102,89 |
103,02 |
3,30 |
3,19 |
102,96 |
3,24 |
OK0714 |
PL0000107009 |
95,38 |
95,50 |
3,25 |
3,16 |
95,44 |
3,20 |
WZ0115 |
PL0000106480 |
100,33 |
100,44 |
--- |
--- |
100,39 |
--- |
PS0415 |
PL0000105953 |
104,63 |
104,76 |
3,30 |
3,25 |
104,70 |
3,27 |
DS1015 |
PL0000103602 |
107,54 |
107,75 |
3,31 |
3,23 |
107,65 |
3,27 |
PS0416 |
PL0000106340 |
104,99 |
105,24 |
3,34 |
3,26 |
105,12 |
3,30 |
IZ0816 |
PL0000103529 |
106,57 |
107,39 |
--- |
--- |
106,98 |
--- |
PS1016 |
PL0000106795 |
104,77 |
105,05 |
3,36 |
3,28 |
104,91 |
3,32 |
WZ0117 |
PL0000106936 |
100,29 |
100,45 |
--- |
--- |
100,37 |
--- |
PS0417 |
PL0000107058 |
105,42 |
105,61 |
3,35 |
3,30 |
105,52 |
3,32 |
DS1017 |
PL0000104543 |
107,99 |
108,24 |
3,39 |
3,33 |
108,12 |
3,36 |
WZ0118 |
PL0000104717 |
100,28 |
100,46 |
--- |
--- |
100,37 |
--- |
PS0418 |
PL0000107314 |
101,52 |
101,81 |
3,42 |
3,36 |
101,67 |
3,39 |
DS1019 |
PL0000105441 |
111,50 |
111,86 |
3,54 |
3,49 |
111,68 |
3,52 |
DS1020 |
PL0000106126 |
110,18 |
110,60 |
3,71 |
3,65 |
110,39 |
3,68 |
WZ0121 |
PL0000106068 |
99,39 |
99,67 |
--- |
--- |
99,53 |
--- |
DS1021 |
PL0000106670 |
114,01 |
114,42 |
3,83 |
3,78 |
114,22 |
3,80 |
WS0922 |
PL0000102646 |
114,82 |
115,26 |
3,87 |
3,82 |
115,04 |
3,85 |
IZ0823 |
PL0000105359 |
110,48 |
111,26 |
--- |
--- |
110,87 |
--- |
DS1023 |
PL0000107264 |
100,38 |
100,74 |
3,95 |
3,91 |
100,56 |
3,93 |
WS0429 |
PL0000105391 |
119,11 |
119,72 |
4,11 |
4,06 |
119,42 |
4,09 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
98,39 |
98,59 |
3,41 |
2,98 |
98,49 |
3,20 |
DS1013 |
PL0000102836 |
101,07 |
101,22 |
3,45 |
3,24 |
101,15 |
3,34 |
OK0114 |
PL0000106712 |
96,95 |
97,08 |
3,20 |
3,06 |
97,02 |
3,12 |
PS0414 |
PL0000105433 |
102,91 |
103,02 |
3,28 |
3,19 |
102,97 |
3,23 |
OK0714 |
PL0000107009 |
95,40 |
95,51 |
3,23 |
3,15 |
95,46 |
3,19 |
WZ0115 |
PL0000106480 |
100,21 |
100,36 |
--- |
--- |
100,29 |
--- |
PS0415 |
PL0000105953 |
104,62 |
104,76 |
3,31 |
3,25 |
104,69 |
3,28 |
DS1015 |
PL0000103602 |
107,57 |
107,67 |
3,30 |
3,26 |
107,62 |
3,28 |
PS0416 |
PL0000106340 |
104,98 |
105,23 |
3,34 |
3,26 |
105,11 |
3,30 |
IZ0816 |
PL0000103529 |
106,49 |
107,23 |
--- |
--- |
106,86 |
--- |
PS1016 |
PL0000106795 |
104,86 |
105,01 |
3,34 |
3,29 |
104,94 |
3,31 |
WZ0117 |
PL0000106936 |
100,21 |
100,36 |
--- |
--- |
100,29 |
--- |
PS0417 |
PL0000107058 |
105,35 |
105,53 |
3,37 |
3,32 |
105,44 |
3,34 |
DS1017 |
PL0000104543 |
107,93 |
108,19 |
3,40 |
3,34 |
108,06 |
3,37 |
WZ0118 |
PL0000104717 |
100,21 |
100,38 |
--- |
--- |
100,30 |
--- |
PS0418 |
PL0000107314 |
101,53 |
101,81 |
3,42 |
3,36 |
101,67 |
3,39 |
DS1019 |
PL0000105441 |
111,49 |
111,87 |
3,55 |
3,49 |
111,68 |
3,52 |
DS1020 |
PL0000106126 |
110,29 |
110,65 |
3,69 |
3,64 |
110,47 |
3,66 |
WZ0121 |
PL0000106068 |
99,37 |
99,56 |
--- |
--- |
99,47 |
--- |
DS1021 |
PL0000106670 |
114,14 |
114,47 |
3,81 |
3,77 |
114,31 |
3,79 |
WS0922 |
PL0000102646 |
114,91 |
115,27 |
3,86 |
3,82 |
115,09 |
3,84 |
IZ0823 |
PL0000105359 |
110,49 |
111,20 |
--- |
--- |
110,85 |
--- |
DS1023 |
PL0000107264 |
100,40 |
100,77 |
3,95 |
3,91 |
100,59 |
3,93 |
WS0429 |
PL0000105391 |
119,53 |
120,21 |
4,08 |
4,03 |
119,87 |
4,05 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
0/1 |
1 |
3,600 |
3,600 |
3,600 |
200 |
DS1020 |
PL0000106126 |
0/1 |
1 |
3,650 |
3,650 |
3,650 |
20 |
PS0416 |
PL0000106340 |
0/1 |
1 |
3,600 |
3,600 |
3,600 |
10 |
OK0713 |
PL0000106563 |
0/1 |
1 |
2,750 |
2,750 |
2,750 |
200 |
DS1021 |
PL0000106670 |
0/1 |
1 |
3,300 |
3,300 |
3,300 |
70 |
PS1016 |
PL0000106795 |
0/1 |
1 |
3,100 |
3,100 |
3,100 |
20 |
WZ0117 |
PL0000106936 |
0/1 |
1 |
3,100 |
3,100 |
3,100 |
50 |
WS0922 |
PL0000102646 |
1/2 |
1 |
3,500 |
3,500 |
3,500 |
10 |
DS1020 |
PL0000106126 |
1/2 |
1 |
3,650 |
3,650 |
3,650 |
20 |
PS0416 |
PL0000106340 |
1/2 |
1 |
3,600 |
3,600 |
3,600 |
30 |
DS1021 |
PL0000106670 |
1/2 |
1 |
3,650 |
3,750 |
3,718 |
370 |
OK0114 |
PL0000106712 |
1/2 |
1 |
3,300 |
3,300 |
3,300 |
15 |
PS1016 |
PL0000106795 |
1/2 |
1 |
3,600 |
3,650 |
3,622 |
45 |
PS0417 |
PL0000107058 |
1/2 |
1 |
3,600 |
3,600 |
3,600 |
20 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
3,650 |
3,650 |
3,650 |
50 |
DS1019 |
PL0000105441 |
0/2 |
2 |
3,300 |
3,300 |
3,300 |
20 |
PS0418 |
PL0000107314 |
0/2 |
2 |
3,500 |
3,500 |
3,500 |
30 |
PS0414 |
PL0000105433 |
0/3 |
3 |
3,600 |
3,600 |
3,600 |
45 |
WS0922 |
PL0000102646 |
1/8 |
7 |
3,550 |
3,550 |
3,550 |
15 |
TOTAL |
1 240 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/2 |
1 |
4,000 |
4,000 |
4,000 |
600 |
TOTAL |
600 |