2013-01-30 |
MARKET DATA |
No 21 (2055) |
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 |
495,00 |
524,08 |
41 |
4 830,00 |
5 123,76 |
32 |
5 325,00 |
5 647,84 |
73 |
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 |
100,47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
98,43 |
98,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,07 |
100,26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
96,97 |
97,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,93 |
103,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
95,43 |
95,49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,61 |
104,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
92,32 |
92,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
107,55 |
107,50 |
107,54 |
107,54 |
107,53 |
107,53 |
107,54 |
15 000 |
16,39 |
2 |
PS0416 |
PL0000106340 |
105,03 |
105,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,90 |
104,87 |
104,84 |
104,88 |
104,83 |
104,83 |
104,85 |
75 000 |
79,60 |
4 |
PS0417 |
PL0000107058 |
105,33 |
105,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,93 |
108,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,55 |
101,39 |
101,60 |
101,60 |
101,39 |
101,39 |
101,53 |
60 000 |
62,66 |
6 |
DS1019 |
PL0000105441 |
111,48 |
111,45 |
111,45 |
111,45 |
111,45 |
111,45 |
111,45 |
20 000 |
22,59 |
2 |
DS1020 |
PL0000106126 |
110,30 |
110,26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
114,05 |
114,05 |
114,05 |
114,10 |
113,95 |
114,10 |
114,02 |
90 000 |
104,02 |
9 |
WS0922 |
PL0000102646 |
114,87 |
114,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
100,59 |
100,35 |
100,31 |
100,31 |
100,24 |
100,25 |
100,27 |
120 000 |
121,62 |
12 |
WS0429 |
PL0000105391 |
119,46 |
119,53 |
119,35 |
119,35 |
119,35 |
119,35 |
119,35 |
10 000 |
12,38 |
1 |
WS0437 |
PL0000104857 |
0,00 |
115,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,70 |
106,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,50 |
110,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,30 |
100,33 |
100,30 |
100,30 |
100,30 |
100,30 |
100,30 |
5 000 |
5,02 |
1 |
WZ0117 |
PL0000106936 |
100,28 |
100,31 |
100,27 |
100,27 |
100,27 |
100,27 |
100,27 |
30 000 |
30,10 |
1 |
WZ0118 |
PL0000104717 |
100,26 |
100,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,42 |
99,48 |
99,48 |
99,50 |
99,48 |
99,50 |
99,49 |
70 000 |
69,70 |
3 |
TOTAL |
495 000 |
524,08 |
41 |
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 |
0,00 |
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 |
0,00 |
0,00 |
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 |
26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29MAY13 |
PL0000004941 |
117 |
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 |
98,39 |
98,57 |
3,43 |
3,04 |
98,48 |
3,24 |
DS1013 |
PL0000102836 |
101,05 |
101,23 |
3,47 |
3,22 |
101,14 |
3,35 |
OK0114 |
PL0000106712 |
96,95 |
97,13 |
3,21 |
3,01 |
97,04 |
3,11 |
PS0414 |
PL0000105433 |
102,89 |
103,06 |
3,30 |
3,16 |
102,98 |
3,22 |
OK0714 |
PL0000107009 |
95,39 |
95,51 |
3,25 |
3,16 |
95,45 |
3,20 |
WZ0115 |
PL0000106480 |
100,22 |
100,38 |
--- |
--- |
100,30 |
--- |
PS0415 |
PL0000105953 |
104,53 |
104,70 |
3,35 |
3,27 |
104,62 |
3,31 |
DS1015 |
PL0000103602 |
107,46 |
107,60 |
3,33 |
3,28 |
107,53 |
3,31 |
PS0416 |
PL0000106340 |
104,91 |
105,12 |
3,36 |
3,29 |
105,02 |
3,33 |
IZ0816 |
PL0000103529 |
106,53 |
107,47 |
--- |
--- |
107,00 |
--- |
PS1016 |
PL0000106795 |
104,75 |
104,91 |
3,37 |
3,32 |
104,83 |
3,34 |
WZ0117 |
PL0000106936 |
100,21 |
100,40 |
--- |
--- |
100,31 |
--- |
PS0417 |
PL0000107058 |
105,19 |
105,47 |
3,41 |
3,34 |
105,33 |
3,37 |
DS1017 |
PL0000104543 |
107,79 |
108,08 |
3,43 |
3,37 |
107,94 |
3,40 |
WZ0118 |
PL0000104717 |
100,20 |
100,39 |
--- |
--- |
100,30 |
--- |
PS0418 |
PL0000107314 |
101,42 |
101,68 |
3,44 |
3,39 |
101,55 |
3,42 |
DS1019 |
PL0000105441 |
111,21 |
111,55 |
3,59 |
3,54 |
111,38 |
3,56 |
DS1020 |
PL0000106126 |
110,04 |
110,39 |
3,73 |
3,68 |
110,22 |
3,70 |
WZ0121 |
PL0000106068 |
99,31 |
99,59 |
--- |
--- |
99,45 |
--- |
DS1021 |
PL0000106670 |
113,81 |
114,10 |
3,85 |
3,81 |
113,96 |
3,83 |
WS0922 |
PL0000102646 |
114,48 |
114,90 |
3,91 |
3,86 |
114,69 |
3,89 |
IZ0823 |
PL0000105359 |
110,27 |
111,33 |
--- |
--- |
110,80 |
--- |
DS1023 |
PL0000107264 |
100,16 |
100,44 |
3,98 |
3,95 |
100,30 |
3,96 |
WS0429 |
PL0000105391 |
119,09 |
119,75 |
4,11 |
4,06 |
119,42 |
4,08 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
98,40 |
98,58 |
3,41 |
3,02 |
98,49 |
3,22 |
DS1013 |
PL0000102836 |
101,05 |
101,21 |
3,47 |
3,25 |
101,13 |
3,36 |
OK0114 |
PL0000106712 |
96,93 |
97,08 |
3,23 |
3,07 |
97,01 |
3,14 |
PS0414 |
PL0000105433 |
102,88 |
103,02 |
3,30 |
3,19 |
102,95 |
3,25 |
OK0714 |
PL0000107009 |
95,36 |
95,51 |
3,27 |
3,16 |
95,44 |
3,21 |
WZ0115 |
PL0000106480 |
100,19 |
100,36 |
--- |
--- |
100,28 |
--- |
PS0415 |
PL0000105953 |
104,56 |
104,71 |
3,33 |
3,27 |
104,64 |
3,30 |
DS1015 |
PL0000103602 |
107,48 |
107,61 |
3,33 |
3,28 |
107,55 |
3,30 |
PS0416 |
PL0000106340 |
104,94 |
105,11 |
3,35 |
3,30 |
105,03 |
3,32 |
IZ0816 |
PL0000103529 |
106,26 |
107,13 |
--- |
--- |
106,70 |
--- |
PS1016 |
PL0000106795 |
104,74 |
104,92 |
3,37 |
3,32 |
104,83 |
3,34 |
WZ0117 |
PL0000106936 |
100,18 |
100,38 |
--- |
--- |
100,28 |
--- |
PS0417 |
PL0000107058 |
105,25 |
105,52 |
3,39 |
3,32 |
105,39 |
3,36 |
DS1017 |
PL0000104543 |
107,82 |
108,10 |
3,42 |
3,36 |
107,96 |
3,39 |
WZ0118 |
PL0000104717 |
100,16 |
100,37 |
--- |
--- |
100,27 |
--- |
PS0418 |
PL0000107314 |
101,43 |
101,68 |
3,44 |
3,39 |
101,56 |
3,41 |
DS1019 |
PL0000105441 |
111,39 |
111,77 |
3,56 |
3,50 |
111,58 |
3,53 |
DS1020 |
PL0000106126 |
110,17 |
110,52 |
3,71 |
3,66 |
110,35 |
3,68 |
WZ0121 |
PL0000106068 |
99,30 |
99,55 |
--- |
--- |
99,43 |
--- |
DS1021 |
PL0000106670 |
113,83 |
114,15 |
3,85 |
3,81 |
113,99 |
3,83 |
WS0922 |
PL0000102646 |
114,74 |
115,05 |
3,88 |
3,85 |
114,90 |
3,86 |
IZ0823 |
PL0000105359 |
110,12 |
110,82 |
--- |
--- |
110,47 |
--- |
DS1023 |
PL0000107264 |
100,19 |
100,57 |
3,97 |
3,93 |
100,38 |
3,95 |
WS0429 |
PL0000105391 |
119,24 |
119,97 |
4,10 |
4,04 |
119,61 |
4,07 |
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 |
3,700 |
3,700 |
3,700 |
20 |
DS1017 |
PL0000104543 |
0/1 |
1 |
3,850 |
3,850 |
3,850 |
290 |
DS1019 |
PL0000105441 |
0/1 |
1 |
3,850 |
3,850 |
3,850 |
120 |
WZ0115 |
PL0000106480 |
0/1 |
1 |
3,850 |
3,850 |
3,850 |
35 |
WZ0117 |
PL0000106936 |
0/1 |
1 |
3,850 |
3,850 |
3,850 |
50 |
DS1015 |
PL0000103602 |
1/2 |
1 |
3,850 |
3,850 |
3,850 |
40 |
DS1017 |
PL0000104543 |
1/2 |
1 |
3,850 |
3,850 |
3,850 |
80 |
PS0414 |
PL0000105433 |
1/2 |
1 |
3,950 |
3,950 |
3,950 |
65 |
DS1019 |
PL0000105441 |
1/2 |
1 |
3,750 |
3,750 |
3,750 |
45 |
DS1021 |
PL0000106670 |
1/2 |
1 |
3,900 |
3,950 |
3,935 |
360 |
OK0114 |
PL0000106712 |
1/2 |
1 |
3,300 |
3,300 |
3,300 |
15 |
OK0714 |
PL0000107009 |
1/2 |
1 |
3,600 |
3,600 |
3,600 |
85 |
DS1023 |
PL0000107264 |
1/2 |
1 |
3,750 |
3,750 |
3,750 |
175 |
PS0418 |
PL0000107314 |
1/2 |
1 |
3,500 |
3,500 |
3,500 |
70 |
DS1020 |
PL0000106126 |
1/5 |
4 |
3,950 |
3,950 |
3,950 |
25 |
DS1017 |
PL0000104543 |
1/8 |
7 |
3,850 |
3,850 |
3,850 |
150 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
3,750 |
3,750 |
3,750 |
50 |
DS1015 |
PL0000103602 |
2/9 |
7 |
3,850 |
3,850 |
3,850 |
40 |
DS1017 |
PL0000104543 |
2/9 |
7 |
3,850 |
3,850 |
3,850 |
120 |
DS1019 |
PL0000105441 |
2/9 |
7 |
3,850 |
3,850 |
3,850 |
280 |
PS0416 |
PL0000106340 |
2/9 |
7 |
3,850 |
3,850 |
3,850 |
120 |
DS1021 |
PL0000106670 |
2/9 |
7 |
3,850 |
3,850 |
3,850 |
240 |
WZ0115 |
PL0000106480 |
2/9 |
7 |
3,850 |
3,850 |
3,850 |
15 |
WZ0117 |
PL0000106936 |
2/9 |
7 |
3,850 |
3,850 |
3,850 |
40 |
TOTAL |
2 530 |
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 |
4,050 |
4,050 |
4,050 |
1 000 |
GCZ |
G.C. Poland |
0/7 |
7 |
3,950 |
3,950 |
3,950 |
300 |
GCZ |
G.C. Poland |
2/9 |
7 |
3,950 |
3,950 |
3,950 |
1 000 |
TOTAL |
2 300 |