2013-02-08 |
MARKET DATA |
No 28 (2062) |
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 |
1 357,50 |
1 479,04 |
102 |
1 250,00 |
1 367,80 |
19 |
2 607,50 |
2 846,83 |
121 |
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 |
100,27 |
100,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
98,45 |
98,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,07 |
101,09 |
101,09 |
101,09 |
101,07 |
101,07 |
101,08 |
60 000 |
61,56 |
2 |
OK0114 |
PL0000106712 |
96,88 |
96,94 |
96,94 |
96,94 |
96,94 |
96,94 |
96,94 |
42 500 |
41,20 |
1 |
PS0414 |
PL0000105433 |
102,75 |
102,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
95,31 |
95,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,36 |
104,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
92,16 |
92,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
107,20 |
107,18 |
107,20 |
107,20 |
107,12 |
107,12 |
107,17 |
75 000 |
81,80 |
6 |
PS0416 |
PL0000106340 |
104,67 |
104,62 |
104,64 |
104,67 |
104,60 |
104,62 |
104,64 |
170 000 |
184,71 |
8 |
PS1016 |
PL0000106795 |
104,42 |
104,38 |
104,40 |
104,43 |
104,30 |
104,30 |
104,35 |
95 000 |
100,49 |
6 |
PS0417 |
PL0000107058 |
104,90 |
104,79 |
104,75 |
104,76 |
104,70 |
104,70 |
104,73 |
100 000 |
108,55 |
9 |
DS1017 |
PL0000104543 |
107,52 |
107,39 |
107,35 |
107,41 |
107,35 |
107,41 |
107,39 |
120 000 |
130,76 |
10 |
PS0418 |
PL0000107314 |
101,04 |
100,88 |
100,95 |
100,95 |
100,95 |
100,95 |
100,95 |
95 000 |
98,76 |
3 |
DS1019 |
PL0000105441 |
110,96 |
110,82 |
110,95 |
110,95 |
110,85 |
110,85 |
110,93 |
25 000 |
28,15 |
3 |
DS1020 |
PL0000106126 |
110,40 |
109,65 |
109,80 |
109,80 |
109,67 |
109,78 |
109,75 |
85 000 |
94,63 |
8 |
DS1021 |
PL0000106670 |
113,69 |
113,30 |
113,69 |
113,69 |
113,28 |
113,35 |
113,42 |
60 000 |
69,09 |
6 |
WS0922 |
PL0000102646 |
114,35 |
114,10 |
114,25 |
114,27 |
114,07 |
114,14 |
114,18 |
280 000 |
325,96 |
26 |
DS1023 |
PL0000107264 |
100,35 |
100,10 |
100,30 |
100,30 |
100,05 |
100,16 |
100,17 |
145 000 |
147,00 |
13 |
WS0429 |
PL0000105391 |
118,60 |
118,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
116,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,40 |
106,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,65 |
109,70 |
109,61 |
109,61 |
109,61 |
109,61 |
109,61 |
5 000 |
6,38 |
1 |
WZ0115 |
PL0000106480 |
100,26 |
100,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,15 |
100,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,14 |
100,16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,24 |
99,42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 357 500 |
1 479,04 |
102 |
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 |
106,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
120,49 |
121,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
114,10 |
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 |
15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29MAY13 |
PL0000004941 |
106 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
134 |
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 |
98,43 |
98,60 |
3,57 |
3,18 |
98,52 |
3,36 |
DS1013 |
PL0000102836 |
100,99 |
101,11 |
3,49 |
3,32 |
101,05 |
3,40 |
OK0114 |
PL0000106712 |
96,84 |
97,02 |
3,43 |
3,23 |
96,93 |
3,33 |
PS0414 |
PL0000105433 |
102,72 |
102,84 |
3,38 |
3,28 |
102,78 |
3,33 |
OK0714 |
PL0000107009 |
95,26 |
95,45 |
3,41 |
3,27 |
95,36 |
3,34 |
WZ0115 |
PL0000106480 |
100,18 |
100,36 |
--- |
--- |
100,27 |
--- |
PS0415 |
PL0000105953 |
104,32 |
104,46 |
3,42 |
3,35 |
104,39 |
3,39 |
DS1015 |
PL0000103602 |
107,16 |
107,34 |
3,42 |
3,35 |
107,25 |
3,38 |
PS0416 |
PL0000106340 |
104,61 |
104,79 |
3,45 |
3,39 |
104,70 |
3,42 |
IZ0816 |
PL0000103529 |
106,07 |
107,05 |
--- |
--- |
106,56 |
--- |
PS1016 |
PL0000106795 |
104,31 |
104,50 |
3,48 |
3,43 |
104,41 |
3,45 |
WZ0117 |
PL0000106936 |
100,09 |
100,25 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
104,78 |
105,04 |
3,50 |
3,43 |
104,91 |
3,47 |
DS1017 |
PL0000104543 |
107,43 |
107,65 |
3,50 |
3,45 |
107,54 |
3,48 |
WZ0118 |
PL0000104717 |
100,04 |
100,30 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
100,88 |
101,12 |
3,56 |
3,51 |
101,00 |
3,53 |
DS1019 |
PL0000105441 |
110,82 |
111,12 |
3,65 |
3,60 |
110,97 |
3,62 |
DS1020 |
PL0000106126 |
109,73 |
110,02 |
3,76 |
3,72 |
109,88 |
3,74 |
WZ0121 |
PL0000106068 |
99,11 |
99,48 |
--- |
--- |
99,30 |
--- |
DS1021 |
PL0000106670 |
113,41 |
113,78 |
3,90 |
3,85 |
113,60 |
3,87 |
WS0922 |
PL0000102646 |
114,16 |
114,42 |
3,95 |
3,92 |
114,29 |
3,93 |
IZ0823 |
PL0000105359 |
108,89 |
109,95 |
--- |
--- |
109,42 |
--- |
DS1023 |
PL0000107264 |
100,08 |
100,45 |
3,99 |
3,94 |
100,27 |
3,96 |
WS0429 |
PL0000105391 |
118,21 |
118,92 |
4,18 |
4,12 |
118,57 |
4,15 |
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 |
3,57 |
3,18 |
98,52 |
3,36 |
DS1013 |
PL0000102836 |
101,04 |
101,12 |
3,42 |
3,30 |
101,08 |
3,36 |
OK0114 |
PL0000106712 |
96,86 |
97,00 |
3,41 |
3,25 |
96,93 |
3,33 |
PS0414 |
PL0000105433 |
102,69 |
102,81 |
3,41 |
3,30 |
102,75 |
3,36 |
OK0714 |
PL0000107009 |
95,26 |
95,44 |
3,41 |
3,28 |
95,35 |
3,35 |
WZ0115 |
PL0000106480 |
100,21 |
100,36 |
--- |
--- |
100,29 |
--- |
PS0415 |
PL0000105953 |
104,27 |
104,42 |
3,44 |
3,37 |
104,35 |
3,40 |
DS1015 |
PL0000103602 |
107,08 |
107,22 |
3,45 |
3,39 |
107,15 |
3,42 |
PS0416 |
PL0000106340 |
104,51 |
104,72 |
3,48 |
3,41 |
104,62 |
3,44 |
IZ0816 |
PL0000103529 |
106,15 |
106,97 |
--- |
--- |
106,56 |
--- |
PS1016 |
PL0000106795 |
104,26 |
104,44 |
3,49 |
3,44 |
104,35 |
3,47 |
WZ0117 |
PL0000106936 |
100,09 |
100,25 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
104,69 |
104,90 |
3,52 |
3,47 |
104,80 |
3,49 |
DS1017 |
PL0000104543 |
107,36 |
107,53 |
3,52 |
3,48 |
107,45 |
3,50 |
WZ0118 |
PL0000104717 |
100,04 |
100,25 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
100,81 |
101,04 |
3,57 |
3,52 |
100,93 |
3,55 |
DS1019 |
PL0000105441 |
110,79 |
111,03 |
3,65 |
3,61 |
110,91 |
3,63 |
DS1020 |
PL0000106126 |
109,55 |
109,83 |
3,79 |
3,75 |
109,69 |
3,77 |
WZ0121 |
PL0000106068 |
99,17 |
99,56 |
--- |
--- |
99,37 |
--- |
DS1021 |
PL0000106670 |
113,25 |
113,52 |
3,92 |
3,88 |
113,39 |
3,90 |
WS0922 |
PL0000102646 |
114,02 |
114,30 |
3,96 |
3,93 |
114,16 |
3,95 |
IZ0823 |
PL0000105359 |
109,52 |
110,20 |
--- |
--- |
109,86 |
--- |
DS1023 |
PL0000107264 |
100,01 |
100,26 |
3,99 |
3,97 |
100,14 |
3,98 |
WS0429 |
PL0000105391 |
118,27 |
118,89 |
4,17 |
4,12 |
118,58 |
4,15 |
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 |
3/4 |
1 |
3,250 |
3,300 |
3,290 |
105 |
DS1021 |
PL0000106670 |
3/4 |
1 |
3,450 |
3,450 |
3,450 |
20 |
OK0114 |
PL0000106712 |
3/4 |
1 |
3,300 |
3,300 |
3,300 |
10 |
PS0417 |
PL0000107058 |
3/4 |
1 |
3,500 |
3,500 |
3,500 |
90 |
DS1023 |
PL0000107264 |
3/4 |
1 |
3,250 |
3,400 |
3,372 |
215 |
DS1013 |
PL0000102836 |
0/3 |
3 |
3,550 |
3,550 |
3,550 |
40 |
DS1015 |
PL0000103602 |
3/10 |
7 |
3,550 |
3,550 |
3,550 |
10 |
DS1017 |
PL0000104543 |
3/10 |
7 |
3,550 |
3,550 |
3,550 |
90 |
DS1019 |
PL0000105441 |
3/10 |
7 |
3,500 |
3,550 |
3,514 |
220 |
OK0714 |
PL0000107009 |
3/10 |
7 |
3,550 |
3,550 |
3,550 |
30 |
DS1023 |
PL0000107264 |
3/10 |
7 |
3,300 |
3,300 |
3,300 |
100 |
PS0418 |
PL0000107314 |
3/10 |
7 |
3,400 |
3,400 |
3,400 |
20 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
3,550 |
3,550 |
3,550 |
10 |
WS0922 |
PL0000102646 |
4/11 |
7 |
3,500 |
3,500 |
3,500 |
290 |
TOTAL |
1 250 |