2013-02-12 |
MARKET DATA |
No 30 (2064) |
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 |
2 452,50 |
2 669,16 |
206 |
730,00 |
810,25 |
12 |
3 182,50 |
3 479,41 |
218 |
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 |
100,26 |
100,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
98,45 |
98,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,01 |
101,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
96,83 |
96,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,68 |
102,68 |
102,67 |
102,68 |
102,67 |
102,68 |
102,67 |
30 000 |
32,20 |
2 |
OK0714 |
PL0000107009 |
95,30 |
95,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,18 |
104,16 |
104,17 |
104,18 |
104,17 |
104,18 |
104,17 |
220 000 |
238,96 |
10 |
OK0715 |
PL0000107405 |
91,98 |
92,04 |
91,92 |
91,92 |
91,92 |
91,92 |
91,92 |
20 000 |
18,38 |
1 |
DS1015 |
PL0000103602 |
106,95 |
106,92 |
106,90 |
106,90 |
106,80 |
106,80 |
106,86 |
130 000 |
141,44 |
8 |
PS0416 |
PL0000106340 |
104,30 |
104,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,01 |
103,88 |
103,90 |
103,90 |
103,87 |
103,88 |
103,88 |
130 000 |
136,94 |
11 |
PS0417 |
PL0000107058 |
104,51 |
104,28 |
104,51 |
104,51 |
104,33 |
104,33 |
104,45 |
75 000 |
81,21 |
6 |
DS1017 |
PL0000104543 |
107,01 |
106,84 |
107,00 |
107,00 |
106,70 |
106,70 |
106,91 |
100 000 |
108,53 |
7 |
PS0418 |
PL0000107314 |
100,50 |
100,33 |
100,40 |
100,48 |
100,33 |
100,48 |
100,42 |
385 000 |
398,28 |
33 |
DS1019 |
PL0000105441 |
110,32 |
110,00 |
110,09 |
110,31 |
109,95 |
109,95 |
110,17 |
280 000 |
313,21 |
28 |
DS1020 |
PL0000106126 |
109,34 |
108,85 |
109,10 |
109,43 |
108,65 |
108,89 |
109,14 |
202 500 |
224,28 |
20 |
DS1021 |
PL0000106670 |
113,00 |
112,52 |
112,70 |
112,84 |
112,41 |
112,70 |
112,65 |
360 000 |
411,88 |
33 |
WS0922 |
PL0000102646 |
113,80 |
113,50 |
113,55 |
113,78 |
113,55 |
113,56 |
113,62 |
80 000 |
92,71 |
7 |
DS1023 |
PL0000107264 |
99,85 |
99,45 |
99,60 |
99,90 |
99,35 |
99,45 |
99,64 |
230 000 |
232,00 |
23 |
WS0429 |
PL0000105391 |
118,00 |
117,60 |
117,75 |
117,90 |
117,45 |
117,45 |
117,70 |
85 000 |
104,00 |
9 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,30 |
106,30 |
106,30 |
106,30 |
106,30 |
106,30 |
106,30 |
20 000 |
27,41 |
2 |
IZ0823 |
PL0000105359 |
109,50 |
109,40 |
109,40 |
109,40 |
109,40 |
109,40 |
109,40 |
10 000 |
12,74 |
1 |
WZ0115 |
PL0000106480 |
100,21 |
100,23 |
100,21 |
100,21 |
100,21 |
100,21 |
100,21 |
25 000 |
25,11 |
1 |
WZ0117 |
PL0000106936 |
100,13 |
100,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,03 |
100,10 |
100,10 |
100,10 |
100,10 |
100,10 |
100,10 |
25 000 |
25,08 |
1 |
WZ0121 |
PL0000106068 |
99,31 |
99,35 |
99,35 |
99,37 |
99,35 |
99,37 |
99,36 |
45 000 |
44,81 |
3 |
TOTAL |
2 452 500 |
2 669,16 |
206 |
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 |
105,00 |
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 |
108,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
120,25 |
121,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
114,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
112,00 |
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 |
119,10 |
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 |
13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29MAY13 |
PL0000004941 |
104 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
132 |
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 |
98,42 |
98,58 |
3,64 |
3,27 |
98,50 |
3,45 |
DS1013 |
PL0000102836 |
100,97 |
101,11 |
3,51 |
3,30 |
101,04 |
3,41 |
OK0114 |
PL0000106712 |
96,81 |
96,94 |
3,49 |
3,34 |
96,88 |
3,41 |
PS0414 |
PL0000105433 |
102,63 |
102,76 |
3,45 |
3,34 |
102,70 |
3,39 |
OK0714 |
PL0000107009 |
95,27 |
95,40 |
3,42 |
3,32 |
95,34 |
3,37 |
WZ0115 |
PL0000106480 |
100,14 |
100,28 |
--- |
--- |
100,21 |
--- |
PS0415 |
PL0000105953 |
104,11 |
104,25 |
3,51 |
3,45 |
104,18 |
3,48 |
DS1015 |
PL0000103602 |
106,87 |
107,05 |
3,52 |
3,45 |
106,96 |
3,49 |
PS0416 |
PL0000106340 |
104,26 |
104,47 |
3,56 |
3,49 |
104,37 |
3,52 |
IZ0816 |
PL0000103529 |
106,21 |
106,99 |
--- |
--- |
106,60 |
--- |
PS1016 |
PL0000106795 |
103,95 |
104,17 |
3,58 |
3,52 |
104,06 |
3,55 |
WZ0117 |
PL0000106936 |
100,01 |
100,22 |
--- |
--- |
100,12 |
--- |
PS0417 |
PL0000107058 |
104,45 |
104,63 |
3,58 |
3,54 |
104,54 |
3,56 |
DS1017 |
PL0000104543 |
106,91 |
107,15 |
3,62 |
3,56 |
107,03 |
3,59 |
WZ0118 |
PL0000104717 |
99,97 |
100,20 |
--- |
--- |
100,09 |
--- |
PS0418 |
PL0000107314 |
100,38 |
100,61 |
3,66 |
3,61 |
100,50 |
3,64 |
DS1019 |
PL0000105441 |
110,21 |
110,44 |
3,74 |
3,70 |
110,33 |
3,72 |
DS1020 |
PL0000106126 |
109,12 |
109,43 |
3,85 |
3,81 |
109,28 |
3,83 |
WZ0121 |
PL0000106068 |
99,12 |
99,45 |
--- |
--- |
99,29 |
--- |
DS1021 |
PL0000106670 |
112,86 |
113,14 |
3,97 |
3,93 |
113,00 |
3,95 |
WS0922 |
PL0000102646 |
113,72 |
113,99 |
4,00 |
3,96 |
113,86 |
3,98 |
IZ0823 |
PL0000105359 |
109,10 |
109,95 |
--- |
--- |
109,53 |
--- |
DS1023 |
PL0000107264 |
99,73 |
100,05 |
4,03 |
3,99 |
99,89 |
4,01 |
WS0429 |
PL0000105391 |
117,87 |
118,53 |
4,20 |
4,15 |
118,20 |
4,18 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
98,43 |
98,58 |
3,62 |
3,27 |
98,51 |
3,43 |
DS1013 |
PL0000102836 |
100,98 |
101,10 |
3,49 |
3,32 |
101,04 |
3,41 |
OK0114 |
PL0000106712 |
96,80 |
96,94 |
3,50 |
3,34 |
96,87 |
3,42 |
PS0414 |
PL0000105433 |
102,62 |
102,72 |
3,46 |
3,37 |
102,67 |
3,41 |
OK0714 |
PL0000107009 |
95,28 |
95,42 |
3,41 |
3,31 |
95,35 |
3,36 |
WZ0115 |
PL0000106480 |
100,16 |
100,26 |
--- |
--- |
100,21 |
--- |
PS0415 |
PL0000105953 |
104,13 |
104,22 |
3,50 |
3,46 |
104,18 |
3,48 |
DS1015 |
PL0000103602 |
106,77 |
106,96 |
3,56 |
3,49 |
106,87 |
3,52 |
PS0416 |
PL0000106340 |
104,20 |
104,41 |
3,58 |
3,51 |
104,31 |
3,54 |
IZ0816 |
PL0000103529 |
105,89 |
106,51 |
--- |
--- |
106,20 |
--- |
PS1016 |
PL0000106795 |
103,88 |
104,08 |
3,60 |
3,54 |
103,98 |
3,57 |
WZ0117 |
PL0000106936 |
100,08 |
100,24 |
--- |
--- |
100,16 |
--- |
PS0417 |
PL0000107058 |
104,27 |
104,50 |
3,63 |
3,57 |
104,39 |
3,60 |
DS1017 |
PL0000104543 |
106,79 |
107,05 |
3,64 |
3,58 |
106,92 |
3,61 |
WZ0118 |
PL0000104717 |
99,97 |
100,16 |
--- |
--- |
100,07 |
--- |
PS0418 |
PL0000107314 |
100,29 |
100,54 |
3,68 |
3,63 |
100,42 |
3,66 |
DS1019 |
PL0000105441 |
109,96 |
110,25 |
3,78 |
3,74 |
110,11 |
3,76 |
DS1020 |
PL0000106126 |
108,81 |
109,16 |
3,90 |
3,85 |
108,99 |
3,87 |
WZ0121 |
PL0000106068 |
99,25 |
99,51 |
--- |
--- |
99,38 |
--- |
DS1021 |
PL0000106670 |
112,53 |
112,86 |
4,01 |
3,97 |
112,70 |
3,99 |
WS0922 |
PL0000102646 |
113,41 |
113,75 |
4,03 |
3,99 |
113,58 |
4,01 |
IZ0823 |
PL0000105359 |
109,14 |
109,94 |
--- |
--- |
109,54 |
--- |
DS1023 |
PL0000107264 |
99,39 |
99,72 |
4,07 |
4,03 |
99,56 |
4,05 |
WS0429 |
PL0000105391 |
117,27 |
118,00 |
4,25 |
4,19 |
117,64 |
4,22 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1013 |
PL0000102836 |
1/2 |
1 |
3,570 |
3,570 |
3,570 |
15 |
DS1017 |
PL0000104543 |
1/2 |
1 |
3,570 |
3,570 |
3,570 |
40 |
DS1019 |
PL0000105441 |
1/2 |
1 |
3,570 |
3,570 |
3,570 |
165 |
DS1020 |
PL0000106126 |
1/2 |
1 |
3,570 |
3,570 |
3,570 |
35 |
PS0416 |
PL0000106340 |
1/2 |
1 |
3,570 |
3,570 |
3,570 |
15 |
DS1021 |
PL0000106670 |
1/2 |
1 |
3,570 |
3,570 |
3,570 |
280 |
PS0418 |
PL0000107314 |
1/2 |
1 |
3,500 |
3,500 |
3,500 |
50 |
DS1013 |
PL0000102836 |
1/8 |
7 |
3,600 |
3,600 |
3,600 |
40 |
PS0416 |
PL0000106340 |
1/8 |
7 |
3,600 |
3,600 |
3,600 |
90 |
TOTAL |
730 |