2013-02-07 |
MARKET DATA |
No 27 (2061) |
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 |
3 062,50 |
3 285,16 |
186 |
1 050,00 |
1 143,80 |
18 |
4 112,50 |
4 428,96 |
204 |
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 |
100,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
98,45 |
98,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,07 |
101,07 |
101,08 |
101,09 |
101,07 |
101,07 |
101,08 |
615 000 |
630,90 |
11 |
OK0114 |
PL0000106712 |
96,98 |
96,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,77 |
102,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
95,39 |
95,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,43 |
104,30 |
104,32 |
104,36 |
104,30 |
104,36 |
104,33 |
315 000 |
342,51 |
12 |
OK0715 |
PL0000107405 |
92,20 |
92,21 |
92,17 |
92,17 |
92,17 |
92,17 |
92,17 |
50 000 |
46,09 |
1 |
DS1015 |
PL0000103602 |
107,35 |
107,14 |
107,15 |
107,15 |
107,14 |
107,15 |
107,15 |
35 000 |
38,16 |
3 |
PS0416 |
PL0000106340 |
104,67 |
104,63 |
104,65 |
104,65 |
104,65 |
104,65 |
104,65 |
30 000 |
32,60 |
2 |
PS1016 |
PL0000106795 |
104,45 |
104,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,85 |
104,75 |
104,73 |
104,86 |
104,69 |
104,86 |
104,78 |
230 000 |
249,74 |
21 |
DS1017 |
PL0000104543 |
107,50 |
107,33 |
107,53 |
107,60 |
107,53 |
107,60 |
107,57 |
50 000 |
54,57 |
4 |
PS0418 |
PL0000107314 |
101,08 |
100,80 |
101,05 |
101,05 |
100,00 |
101,02 |
100,87 |
210 000 |
218,13 |
17 |
DS1019 |
PL0000105441 |
111,05 |
110,51 |
110,49 |
111,05 |
110,49 |
111,05 |
110,93 |
150 000 |
168,85 |
14 |
DS1020 |
PL0000106126 |
109,95 |
109,60 |
109,52 |
109,80 |
109,48 |
109,80 |
109,57 |
80 000 |
88,91 |
8 |
DS1021 |
PL0000106670 |
113,65 |
112,53 |
113,00 |
113,67 |
113,00 |
113,67 |
113,58 |
192 500 |
221,95 |
9 |
WS0922 |
PL0000102646 |
114,35 |
113,41 |
114,30 |
114,40 |
113,85 |
114,40 |
114,27 |
275 000 |
320,36 |
23 |
DS1023 |
PL0000107264 |
100,19 |
99,85 |
99,95 |
100,20 |
99,80 |
100,05 |
100,00 |
255 000 |
258,05 |
26 |
WS0429 |
PL0000105391 |
119,15 |
118,47 |
118,57 |
119,08 |
118,47 |
118,47 |
118,85 |
90 000 |
111,11 |
9 |
WS0437 |
PL0000104857 |
0,00 |
116,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,65 |
106,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,99 |
109,70 |
109,80 |
109,80 |
109,60 |
109,60 |
109,72 |
60 000 |
76,63 |
6 |
WZ0115 |
PL0000106480 |
100,27 |
100,30 |
100,27 |
100,27 |
100,27 |
100,27 |
100,27 |
20 000 |
20,09 |
1 |
WZ0117 |
PL0000106936 |
100,22 |
100,16 |
100,21 |
100,24 |
100,16 |
100,16 |
100,19 |
380 000 |
381,43 |
18 |
WZ0118 |
PL0000104717 |
100,22 |
100,21 |
100,19 |
100,19 |
100,19 |
100,19 |
100,19 |
25 000 |
25,09 |
1 |
WZ0121 |
PL0000106068 |
99,30 |
99,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
3 062 500 |
3 285,16 |
186 |
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 |
106,85 |
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 |
120,39 |
114,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
114,15 |
115,00 |
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 |
16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29MAY13 |
PL0000004941 |
107 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
135 |
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 |
3,64 |
3,23 |
98,48 |
3,44 |
DS1013 |
PL0000102836 |
100,99 |
101,10 |
3,50 |
3,34 |
101,05 |
3,41 |
OK0114 |
PL0000106712 |
96,86 |
97,03 |
3,40 |
3,21 |
96,95 |
3,30 |
PS0414 |
PL0000105433 |
102,73 |
102,91 |
3,38 |
3,23 |
102,82 |
3,30 |
OK0714 |
PL0000107009 |
95,32 |
95,47 |
3,36 |
3,25 |
95,40 |
3,30 |
WZ0115 |
PL0000106480 |
100,23 |
100,37 |
--- |
--- |
100,30 |
--- |
PS0415 |
PL0000105953 |
104,39 |
104,55 |
3,39 |
3,31 |
104,47 |
3,35 |
DS1015 |
PL0000103602 |
107,17 |
107,38 |
3,41 |
3,34 |
107,28 |
3,37 |
PS0416 |
PL0000106340 |
104,62 |
104,83 |
3,44 |
3,38 |
104,73 |
3,41 |
IZ0816 |
PL0000103529 |
106,50 |
107,30 |
--- |
--- |
106,90 |
--- |
PS1016 |
PL0000106795 |
104,41 |
104,63 |
3,45 |
3,39 |
104,52 |
3,42 |
WZ0117 |
PL0000106936 |
100,16 |
100,34 |
--- |
--- |
100,25 |
--- |
PS0417 |
PL0000107058 |
104,81 |
105,07 |
3,49 |
3,43 |
104,94 |
3,46 |
DS1017 |
PL0000104543 |
107,43 |
107,61 |
3,50 |
3,46 |
107,52 |
3,48 |
WZ0118 |
PL0000104717 |
100,16 |
100,39 |
--- |
--- |
100,28 |
--- |
PS0418 |
PL0000107314 |
101,01 |
101,23 |
3,53 |
3,48 |
101,12 |
3,51 |
DS1019 |
PL0000105441 |
110,99 |
111,30 |
3,62 |
3,57 |
111,15 |
3,59 |
DS1020 |
PL0000106126 |
109,85 |
110,27 |
3,75 |
3,69 |
110,06 |
3,72 |
WZ0121 |
PL0000106068 |
99,25 |
99,51 |
--- |
--- |
99,38 |
--- |
DS1021 |
PL0000106670 |
113,38 |
113,78 |
3,90 |
3,85 |
113,58 |
3,88 |
WS0922 |
PL0000102646 |
114,27 |
114,68 |
3,93 |
3,89 |
114,48 |
3,91 |
IZ0823 |
PL0000105359 |
109,87 |
110,64 |
--- |
--- |
110,26 |
--- |
DS1023 |
PL0000107264 |
99,93 |
100,26 |
4,00 |
3,97 |
100,10 |
3,98 |
WS0429 |
PL0000105391 |
118,49 |
119,23 |
4,15 |
4,10 |
118,86 |
4,13 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
98,43 |
98,60 |
3,55 |
3,16 |
98,52 |
3,34 |
DS1013 |
PL0000102836 |
101,03 |
101,11 |
3,44 |
3,32 |
101,07 |
3,38 |
OK0114 |
PL0000106712 |
96,82 |
97,01 |
3,44 |
3,23 |
96,92 |
3,33 |
PS0414 |
PL0000105433 |
102,71 |
102,85 |
3,39 |
3,28 |
102,78 |
3,34 |
OK0714 |
PL0000107009 |
95,28 |
95,44 |
3,39 |
3,27 |
95,36 |
3,33 |
WZ0115 |
PL0000106480 |
100,19 |
100,33 |
--- |
--- |
100,26 |
--- |
PS0415 |
PL0000105953 |
104,33 |
104,43 |
3,42 |
3,37 |
104,38 |
3,39 |
DS1015 |
PL0000103602 |
107,13 |
107,29 |
3,43 |
3,37 |
107,21 |
3,40 |
PS0416 |
PL0000106340 |
104,57 |
104,78 |
3,46 |
3,39 |
104,68 |
3,42 |
IZ0816 |
PL0000103529 |
106,26 |
107,05 |
--- |
--- |
106,66 |
--- |
PS1016 |
PL0000106795 |
104,27 |
104,47 |
3,49 |
3,44 |
104,37 |
3,46 |
WZ0117 |
PL0000106936 |
100,09 |
100,21 |
--- |
--- |
100,15 |
--- |
PS0417 |
PL0000107058 |
104,70 |
104,89 |
3,52 |
3,47 |
104,80 |
3,50 |
DS1017 |
PL0000104543 |
107,28 |
107,53 |
3,54 |
3,48 |
107,41 |
3,51 |
WZ0118 |
PL0000104717 |
100,07 |
100,29 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
100,86 |
101,07 |
3,56 |
3,52 |
100,97 |
3,54 |
DS1019 |
PL0000105441 |
110,73 |
111,02 |
3,66 |
3,61 |
110,88 |
3,64 |
DS1020 |
PL0000106126 |
109,71 |
110,06 |
3,77 |
3,72 |
109,89 |
3,74 |
WZ0121 |
PL0000106068 |
99,15 |
99,42 |
--- |
--- |
99,29 |
--- |
DS1021 |
PL0000106670 |
113,42 |
113,72 |
3,90 |
3,86 |
113,57 |
3,88 |
WS0922 |
PL0000102646 |
114,05 |
114,41 |
3,96 |
3,92 |
114,23 |
3,94 |
IZ0823 |
PL0000105359 |
109,13 |
109,92 |
--- |
--- |
109,53 |
--- |
DS1023 |
PL0000107264 |
99,98 |
100,33 |
4,00 |
3,96 |
100,16 |
3,98 |
WS0429 |
PL0000105391 |
118,34 |
119,03 |
4,17 |
4,11 |
118,69 |
4,14 |
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 |
3,500 |
3,500 |
3,500 |
40 |
DS1019 |
PL0000105441 |
0/1 |
1 |
3,500 |
3,500 |
3,500 |
70 |
DS1021 |
PL0000106670 |
0/1 |
1 |
3,550 |
3,550 |
3,550 |
10 |
WS0922 |
PL0000102646 |
1/4 |
3 |
3,500 |
3,500 |
3,500 |
130 |
DS1015 |
PL0000103602 |
1/4 |
3 |
3,500 |
3,500 |
3,500 |
70 |
DS1019 |
PL0000105441 |
1/4 |
3 |
3,500 |
3,500 |
3,500 |
120 |
PS0416 |
PL0000106340 |
1/4 |
3 |
3,500 |
3,500 |
3,500 |
15 |
OK0714 |
PL0000107009 |
1/4 |
3 |
3,500 |
3,500 |
3,500 |
30 |
DS1023 |
PL0000107264 |
1/4 |
3 |
3,350 |
3,350 |
3,350 |
35 |
PS0418 |
PL0000107314 |
1/4 |
3 |
3,250 |
3,250 |
3,250 |
140 |
WZ0121 |
PL0000106068 |
1/4 |
3 |
3,550 |
3,550 |
3,550 |
10 |
DS1017 |
PL0000104543 |
1/5 |
4 |
3,550 |
3,550 |
3,550 |
95 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
3,550 |
3,550 |
3,550 |
50 |
WS0922 |
PL0000102646 |
4/11 |
7 |
3,500 |
3,500 |
3,500 |
40 |
DS1015 |
PL0000103602 |
4/11 |
7 |
3,550 |
3,550 |
3,550 |
120 |
PS0416 |
PL0000106340 |
4/11 |
7 |
3,550 |
3,550 |
3,550 |
75 |
TOTAL |
1 050 |