2012-09-03 |
MARKET DATA |
No 169 (1954) |
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 |
(PLN M) |
(PLN M) |
(pcs) |
(PLN M) |
(PLN M) |
(pcs) |
(PLN M) |
(PLN M) |
(pcs) |
T-bonds |
730,00 |
771,83 |
41 |
1 285,00 |
1 363,54 |
19 |
2 015,00 |
2 135,37 |
60 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
730,00 |
771,83 |
41 |
1 285,00 |
1 363,54 |
19 |
2 015,00 |
2 135,37 |
60 |
CASH MARKET SUMMARY - T-BONDS |
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) |
OK1012 |
PL0000106100 |
99,52 |
99,46 |
99,52 |
99,52 |
99,46 |
99,46 |
99,50 |
130 000 |
129,35 |
2 |
OK0113 |
PL0000106324 |
98,42 |
98,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,64 |
100,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
96,49 |
96,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,95 |
101,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
94,59 |
94,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,57 |
102,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
92,80 |
92,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,57 |
103,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,17 |
106,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,72 |
102,61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,92 |
101,80 |
101,93 |
101,93 |
101,93 |
101,93 |
101,93 |
10 000 |
10,60 |
1 |
PS0417 |
PL0000107058 |
101,82 |
101,70 |
101,83 |
101,92 |
101,83 |
101,92 |
101,89 |
295 000 |
305,68 |
18 |
DS1017 |
PL0000104543 |
104,19 |
104,03 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,59 |
105,54 |
105,56 |
105,56 |
105,56 |
105,56 |
105,56 |
10 000 |
11,03 |
1 |
DS1020 |
PL0000106126 |
105,10 |
103,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
106,60 |
106,55 |
106,56 |
106,67 |
106,56 |
106,67 |
106,62 |
40 000 |
44,63 |
2 |
WS0922 |
PL0000102646 |
106,64 |
106,62 |
106,62 |
106,65 |
106,61 |
106,65 |
106,63 |
35 000 |
39,23 |
4 |
WS0429 |
PL0000105391 |
107,50 |
107,25 |
107,54 |
107,60 |
107,54 |
107,60 |
107,58 |
50 000 |
54,84 |
5 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,65 |
103,65 |
103,65 |
103,68 |
103,65 |
103,68 |
103,67 |
50 000 |
66,07 |
4 |
IZ0823 |
PL0000105359 |
100,80 |
100,94 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,37 |
100,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,79 |
99,78 |
99,79 |
99,79 |
99,75 |
99,75 |
99,77 |
110 000 |
110,39 |
4 |
WZ0118 |
PL0000104717 |
99,40 |
99,47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,38 |
97,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
730 000 |
771,83 |
41 |
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) |
28NOV12 |
PL0000006110 |
84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
105 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
147 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
175 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
203 |
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) |
(%) |
OK0113 |
PL0000106324 |
98,39 |
98,50 |
4,21 |
3,91 |
98,45 |
4,05 |
PS0413 |
PL0000105037 |
100,60 |
100,73 |
4,20 |
4,00 |
100,67 |
4,09 |
OK0713 |
PL0000106563 |
96,43 |
96,59 |
4,18 |
3,99 |
96,51 |
4,09 |
DS1013 |
PL0000102836 |
100,89 |
101,06 |
4,17 |
4,01 |
100,98 |
4,09 |
OK0114 |
PL0000106712 |
94,57 |
94,71 |
4,10 |
3,99 |
94,64 |
4,05 |
PS0414 |
PL0000105433 |
102,54 |
102,70 |
4,10 |
4,00 |
102,62 |
4,05 |
OK0714 |
PL0000107009 |
92,73 |
92,85 |
4,09 |
4,01 |
92,79 |
4,05 |
WZ0115 |
PL0000106480 |
100,33 |
100,42 |
--- |
--- |
100,38 |
--- |
PS0415 |
PL0000105953 |
103,51 |
103,70 |
4,06 |
3,98 |
103,61 |
4,02 |
DS1015 |
PL0000103602 |
106,08 |
106,28 |
4,14 |
4,07 |
106,18 |
4,10 |
PS0416 |
PL0000106340 |
102,61 |
102,82 |
4,20 |
4,14 |
102,72 |
4,17 |
IZ0816 |
PL0000103529 |
103,40 |
103,72 |
--- |
--- |
103,56 |
--- |
PS1016 |
PL0000106795 |
101,79 |
102,02 |
4,26 |
4,20 |
101,91 |
4,23 |
WZ0117 |
PL0000106936 |
99,74 |
99,90 |
--- |
--- |
99,82 |
--- |
PS0417 |
PL0000107058 |
101,69 |
101,93 |
4,33 |
4,27 |
101,81 |
4,30 |
DS1017 |
PL0000104543 |
104,01 |
104,26 |
4,36 |
4,30 |
104,14 |
4,33 |
WZ0118 |
PL0000104717 |
99,32 |
99,52 |
--- |
--- |
99,42 |
--- |
DS1019 |
PL0000105441 |
105,50 |
105,74 |
4,57 |
4,54 |
105,62 |
4,56 |
DS1020 |
PL0000106126 |
103,69 |
103,95 |
4,69 |
4,65 |
103,82 |
4,67 |
WZ0121 |
PL0000106068 |
97,33 |
97,58 |
--- |
--- |
97,46 |
--- |
DS1021 |
PL0000106670 |
106,51 |
106,75 |
4,85 |
4,81 |
106,63 |
4,83 |
WS0922 |
PL0000102646 |
106,58 |
106,87 |
4,90 |
4,87 |
106,73 |
4,88 |
IZ0823 |
PL0000105359 |
100,64 |
101,07 |
--- |
--- |
100,86 |
--- |
WS0429 |
PL0000105391 |
107,14 |
107,46 |
5,10 |
5,07 |
107,30 |
5,08 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,40 |
98,49 |
4,18 |
3,94 |
98,45 |
4,05 |
PS0413 |
PL0000105037 |
100,61 |
100,68 |
4,18 |
4,07 |
100,65 |
4,12 |
OK0713 |
PL0000106563 |
96,47 |
96,58 |
4,13 |
4,00 |
96,53 |
4,06 |
DS1013 |
PL0000102836 |
100,93 |
101,06 |
4,13 |
4,01 |
101,00 |
4,07 |
OK0114 |
PL0000106712 |
94,57 |
94,72 |
4,10 |
3,98 |
94,65 |
4,04 |
PS0414 |
PL0000105433 |
102,54 |
102,71 |
4,10 |
3,99 |
102,63 |
4,04 |
OK0714 |
PL0000107009 |
92,78 |
92,85 |
4,06 |
4,01 |
92,82 |
4,03 |
WZ0115 |
PL0000106480 |
100,34 |
100,42 |
--- |
--- |
100,38 |
--- |
PS0415 |
PL0000105953 |
103,53 |
103,68 |
4,05 |
3,99 |
103,61 |
4,02 |
DS1015 |
PL0000103602 |
106,12 |
106,28 |
4,12 |
4,07 |
106,20 |
4,10 |
PS0416 |
PL0000106340 |
102,66 |
102,84 |
4,19 |
4,13 |
102,75 |
4,16 |
IZ0816 |
PL0000103529 |
103,53 |
103,86 |
--- |
--- |
103,70 |
--- |
PS1016 |
PL0000106795 |
101,87 |
102,03 |
4,24 |
4,20 |
101,95 |
4,22 |
WZ0117 |
PL0000106936 |
99,71 |
99,82 |
--- |
--- |
99,77 |
--- |
PS0417 |
PL0000107058 |
101,77 |
101,91 |
4,31 |
4,28 |
101,84 |
4,30 |
DS1017 |
PL0000104543 |
104,14 |
104,40 |
4,33 |
4,27 |
104,27 |
4,30 |
WZ0118 |
PL0000104717 |
99,32 |
99,50 |
--- |
--- |
99,41 |
--- |
DS1019 |
PL0000105441 |
105,42 |
105,72 |
4,59 |
4,54 |
105,57 |
4,56 |
DS1020 |
PL0000106126 |
103,61 |
103,92 |
4,70 |
4,65 |
103,77 |
4,68 |
WZ0121 |
PL0000106068 |
97,33 |
97,52 |
--- |
--- |
97,43 |
--- |
DS1021 |
PL0000106670 |
106,45 |
106,71 |
4,85 |
4,82 |
106,58 |
4,84 |
WS0922 |
PL0000102646 |
106,42 |
106,69 |
4,92 |
4,89 |
106,56 |
4,90 |
IZ0823 |
PL0000105359 |
100,72 |
101,06 |
--- |
--- |
100,89 |
--- |
WS0429 |
PL0000105391 |
107,38 |
107,73 |
5,08 |
5,05 |
107,56 |
5,06 |
REPO MARKET |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/2 |
1 |
4,500 |
4,500 |
4,500 |
15 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,630 |
4,630 |
4,630 |
135 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
20 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
20 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,500 |
4,500 |
4,500 |
60 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,620 |
4,620 |
4,620 |
105 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,700 |
4,700 |
4,700 |
30 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
50 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
50 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
4,700 |
4,700 |
4,700 |
40 |
WS0922 |
PL0000102646 |
0/2 |
2 |
4,500 |
4,500 |
4,500 |
10 |
DS1020 |
PL0000106126 |
0/2 |
2 |
4,600 |
4,600 |
4,600 |
150 |
DS1013 |
PL0000102836 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
35 |
DS1013 |
PL0000102836 |
2/9 |
7 |
4,650 |
4,650 |
4,650 |
400 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,600 |
4,600 |
4,600 |
15 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,600 |
4,620 |
4,605 |
130 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
20 |
TOTAL |
1 285 |