2013-02-06 |
MARKET DATA |
No 26 (2060) |
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 |
1 170,00 |
1 243,56 |
84 |
690,00 |
709,13 |
11 |
1 860,00 |
1 952,69 |
95 |
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 |
100,28 |
100,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
98,42 |
98,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,08 |
101,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
96,92 |
96,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,88 |
102,88 |
102,88 |
102,88 |
102,86 |
102,86 |
102,87 |
70 000 |
75,20 |
3 |
OK0714 |
PL0000107009 |
95,48 |
95,42 |
95,35 |
95,35 |
95,35 |
95,35 |
95,35 |
25 000 |
23,84 |
1 |
PS0415 |
PL0000105953 |
104,60 |
104,52 |
104,57 |
104,57 |
104,55 |
104,55 |
104,56 |
55 000 |
59,90 |
3 |
OK0715 |
PL0000107405 |
92,30 |
92,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
107,40 |
107,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
105,14 |
104,79 |
104,85 |
104,85 |
104,85 |
104,85 |
104,85 |
25 000 |
27,20 |
1 |
PS1016 |
PL0000106795 |
104,75 |
104,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,43 |
105,08 |
105,27 |
105,27 |
105,12 |
105,12 |
105,21 |
50 000 |
54,48 |
5 |
DS1017 |
PL0000104543 |
107,94 |
107,67 |
107,86 |
107,86 |
107,45 |
107,45 |
107,76 |
160 000 |
174,86 |
10 |
PS0418 |
PL0000107314 |
101,69 |
101,18 |
101,38 |
101,38 |
101,13 |
101,19 |
101,17 |
115 000 |
119,76 |
11 |
DS1019 |
PL0000105441 |
111,71 |
111,27 |
111,28 |
111,28 |
111,27 |
111,27 |
111,28 |
20 000 |
22,57 |
2 |
DS1020 |
PL0000106126 |
110,60 |
110,13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
114,10 |
113,65 |
114,09 |
114,09 |
113,85 |
113,93 |
113,99 |
130 000 |
150,36 |
13 |
WS0922 |
PL0000102646 |
124,37 |
114,57 |
114,70 |
114,70 |
114,70 |
114,70 |
114,70 |
10 000 |
11,69 |
1 |
DS1023 |
PL0000107264 |
100,62 |
100,18 |
100,57 |
100,63 |
100,08 |
100,08 |
100,41 |
195 000 |
198,07 |
19 |
WS0429 |
PL0000105391 |
119,80 |
119,55 |
119,80 |
119,80 |
119,01 |
119,01 |
119,51 |
30 000 |
37,22 |
3 |
WS0437 |
PL0000104857 |
113,50 |
116,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,75 |
106,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,55 |
110,55 |
110,55 |
110,55 |
110,55 |
110,55 |
110,55 |
10 000 |
12,86 |
1 |
WZ0115 |
PL0000106480 |
100,28 |
100,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,25 |
100,25 |
100,25 |
100,25 |
100,24 |
100,24 |
100,24 |
125 000 |
125,50 |
3 |
WZ0118 |
PL0000104717 |
100,30 |
100,31 |
100,30 |
100,30 |
100,28 |
100,28 |
100,29 |
80 000 |
80,35 |
3 |
WZ0121 |
PL0000106068 |
99,42 |
99,42 |
99,42 |
99,47 |
99,38 |
99,47 |
99,41 |
70 000 |
69,70 |
5 |
TOTAL |
1 170 000 |
1 243,56 |
84 |
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 |
105,18 |
105,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
106,68 |
106,95 |
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 |
120,63 |
121,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
113,52 |
114,48 |
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 |
19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29MAY13 |
PL0000004941 |
110 |
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 |
98,41 |
98,56 |
3,53 |
3,19 |
98,49 |
3,35 |
DS1013 |
PL0000102836 |
101,01 |
101,11 |
3,48 |
3,34 |
101,06 |
3,41 |
OK0114 |
PL0000106712 |
96,88 |
97,04 |
3,35 |
3,17 |
96,96 |
3,26 |
PS0414 |
PL0000105433 |
102,86 |
102,98 |
3,28 |
3,18 |
102,92 |
3,23 |
OK0714 |
PL0000107009 |
95,38 |
95,55 |
3,30 |
3,17 |
95,47 |
3,23 |
WZ0115 |
PL0000106480 |
100,20 |
100,37 |
--- |
--- |
100,29 |
--- |
PS0415 |
PL0000105953 |
104,54 |
104,65 |
3,33 |
3,28 |
104,60 |
3,30 |
DS1015 |
PL0000103602 |
107,37 |
107,55 |
3,35 |
3,28 |
107,46 |
3,31 |
PS0416 |
PL0000106340 |
104,89 |
105,03 |
3,36 |
3,31 |
104,96 |
3,34 |
IZ0816 |
PL0000103529 |
106,60 |
107,39 |
--- |
--- |
107,00 |
--- |
PS1016 |
PL0000106795 |
104,70 |
104,87 |
3,37 |
3,33 |
104,79 |
3,35 |
WZ0117 |
PL0000106936 |
100,17 |
100,36 |
--- |
--- |
100,27 |
--- |
PS0417 |
PL0000107058 |
105,25 |
105,45 |
3,38 |
3,33 |
105,35 |
3,36 |
DS1017 |
PL0000104543 |
107,84 |
108,07 |
3,41 |
3,36 |
107,96 |
3,39 |
WZ0118 |
PL0000104717 |
100,24 |
100,40 |
--- |
--- |
100,32 |
--- |
PS0418 |
PL0000107314 |
101,41 |
101,60 |
3,45 |
3,41 |
101,51 |
3,42 |
DS1019 |
PL0000105441 |
111,50 |
111,76 |
3,54 |
3,50 |
111,63 |
3,52 |
DS1020 |
PL0000106126 |
110,36 |
110,71 |
3,68 |
3,63 |
110,54 |
3,65 |
WZ0121 |
PL0000106068 |
99,36 |
99,60 |
--- |
--- |
99,48 |
--- |
DS1021 |
PL0000106670 |
114,04 |
114,35 |
3,82 |
3,78 |
114,20 |
3,80 |
WS0922 |
PL0000102646 |
114,77 |
115,15 |
3,88 |
3,83 |
114,96 |
3,85 |
IZ0823 |
PL0000105359 |
110,15 |
110,80 |
--- |
--- |
110,48 |
--- |
DS1023 |
PL0000107264 |
100,46 |
100,81 |
3,94 |
3,90 |
100,64 |
3,92 |
WS0429 |
PL0000105391 |
119,58 |
120,23 |
4,07 |
4,02 |
119,91 |
4,05 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
98,40 |
98,60 |
3,55 |
3,10 |
98,50 |
3,33 |
DS1013 |
PL0000102836 |
101,01 |
101,11 |
3,48 |
3,34 |
101,06 |
3,41 |
OK0114 |
PL0000106712 |
96,85 |
97,05 |
3,38 |
3,16 |
96,95 |
3,27 |
PS0414 |
PL0000105433 |
102,75 |
102,92 |
3,38 |
3,23 |
102,84 |
3,30 |
OK0714 |
PL0000107009 |
95,33 |
95,53 |
3,34 |
3,19 |
95,43 |
3,26 |
WZ0115 |
PL0000106480 |
100,22 |
100,37 |
--- |
--- |
100,30 |
--- |
PS0415 |
PL0000105953 |
104,37 |
104,54 |
3,40 |
3,33 |
104,46 |
3,36 |
DS1015 |
PL0000103602 |
107,29 |
107,47 |
3,38 |
3,31 |
107,38 |
3,34 |
PS0416 |
PL0000106340 |
104,70 |
104,94 |
3,42 |
3,34 |
104,82 |
3,38 |
IZ0816 |
PL0000103529 |
106,48 |
107,34 |
--- |
--- |
106,91 |
--- |
PS1016 |
PL0000106795 |
104,48 |
104,71 |
3,44 |
3,37 |
104,60 |
3,40 |
WZ0117 |
PL0000106936 |
100,19 |
100,34 |
--- |
--- |
100,27 |
--- |
PS0417 |
PL0000107058 |
104,94 |
105,22 |
3,46 |
3,39 |
105,08 |
3,43 |
DS1017 |
PL0000104543 |
107,53 |
107,76 |
3,48 |
3,43 |
107,65 |
3,46 |
WZ0118 |
PL0000104717 |
100,18 |
100,41 |
--- |
--- |
100,30 |
--- |
PS0418 |
PL0000107314 |
101,11 |
101,38 |
3,51 |
3,45 |
101,25 |
3,48 |
DS1019 |
PL0000105441 |
111,11 |
111,44 |
3,60 |
3,55 |
111,28 |
3,57 |
DS1020 |
PL0000106126 |
110,02 |
110,41 |
3,73 |
3,67 |
110,22 |
3,70 |
WZ0121 |
PL0000106068 |
99,28 |
99,53 |
--- |
--- |
99,41 |
--- |
DS1021 |
PL0000106670 |
113,54 |
113,86 |
3,88 |
3,84 |
113,70 |
3,86 |
WS0922 |
PL0000102646 |
114,45 |
114,81 |
3,91 |
3,87 |
114,63 |
3,89 |
IZ0823 |
PL0000105359 |
109,86 |
110,79 |
--- |
--- |
110,33 |
--- |
DS1023 |
PL0000107264 |
100,13 |
100,45 |
3,98 |
3,94 |
100,29 |
3,96 |
WS0429 |
PL0000105391 |
118,98 |
119,68 |
4,12 |
4,06 |
119,33 |
4,09 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
0/1 |
1 |
3,400 |
3,400 |
3,400 |
5 |
DS1015 |
PL0000103602 |
1/2 |
1 |
3,500 |
3,500 |
3,500 |
35 |
DS1019 |
PL0000105441 |
1/2 |
1 |
3,500 |
3,500 |
3,500 |
25 |
PS0416 |
PL0000106340 |
1/2 |
1 |
3,500 |
3,500 |
3,500 |
15 |
OK0713 |
PL0000106563 |
1/2 |
1 |
3,400 |
3,400 |
3,400 |
150 |
OK0114 |
PL0000106712 |
1/2 |
1 |
3,400 |
3,400 |
3,400 |
210 |
PS0417 |
PL0000107058 |
1/2 |
1 |
3,500 |
3,500 |
3,500 |
15 |
PS0418 |
PL0000107314 |
1/2 |
1 |
3,400 |
3,400 |
3,400 |
140 |
DS1021 |
PL0000106670 |
0/2 |
2 |
3,500 |
3,500 |
3,500 |
50 |
PS0417 |
PL0000107058 |
2/9 |
7 |
3,550 |
3,550 |
3,550 |
45 |
TOTAL |
690 |