2012-09-04 |
MARKET DATA |
No 170 (1955) |
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 |
4 775,00 |
4 963,97 |
259 |
3 020,00 |
3 172,38 |
33 |
7 795,00 |
8 136,35 |
292 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
4 775,00 |
4 963,97 |
259 |
3 020,00 |
3 172,38 |
33 |
7 795,00 |
8 136,35 |
292 |
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 |
99,48 |
99,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
98,49 |
98,47 |
98,49 |
98,49 |
98,49 |
98,49 |
98,49 |
20 000 |
19,70 |
1 |
PS0413 |
PL0000105037 |
100,64 |
100,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
96,54 |
96,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,04 |
100,97 |
100,98 |
101,01 |
100,98 |
101,01 |
101,00 |
340 000 |
358,16 |
6 |
OK0114 |
PL0000106712 |
94,73 |
94,63 |
94,73 |
94,73 |
94,73 |
94,73 |
94,73 |
10 000 |
9,47 |
1 |
PS0414 |
PL0000105433 |
102,74 |
102,62 |
102,70 |
102,70 |
102,70 |
102,70 |
102,70 |
35 000 |
36,68 |
2 |
OK0714 |
PL0000107009 |
92,91 |
92,80 |
92,84 |
92,95 |
92,84 |
92,85 |
92,87 |
880 000 |
817,25 |
25 |
PS0415 |
PL0000105953 |
103,95 |
103,64 |
103,85 |
103,95 |
103,73 |
103,95 |
103,85 |
165 000 |
174,69 |
6 |
DS1015 |
PL0000103602 |
106,40 |
106,18 |
106,22 |
106,50 |
106,22 |
106,40 |
106,37 |
555 000 |
620,47 |
34 |
PS0416 |
PL0000106340 |
103,10 |
102,80 |
102,82 |
103,09 |
102,82 |
102,99 |
102,94 |
435 000 |
455,79 |
27 |
PS1016 |
PL0000106795 |
102,30 |
102,01 |
102,16 |
102,40 |
102,16 |
102,25 |
102,21 |
480 000 |
510,36 |
27 |
PS0417 |
PL0000107058 |
102,32 |
101,95 |
101,90 |
102,30 |
101,90 |
102,30 |
102,07 |
502 500 |
521,69 |
38 |
DS1017 |
PL0000104543 |
104,78 |
104,14 |
104,39 |
104,78 |
104,39 |
104,60 |
104,62 |
160 000 |
174,67 |
12 |
DS1019 |
PL0000105441 |
106,01 |
105,74 |
105,83 |
106,00 |
105,83 |
105,99 |
105,91 |
45 000 |
49,80 |
4 |
DS1020 |
PL0000106126 |
104,17 |
103,77 |
103,93 |
104,29 |
103,93 |
104,13 |
104,13 |
100 000 |
108,68 |
10 |
DS1021 |
PL0000106670 |
106,90 |
106,64 |
106,75 |
107,00 |
106,75 |
106,85 |
106,80 |
210 000 |
234,74 |
15 |
WS0922 |
PL0000102646 |
106,80 |
106,68 |
106,70 |
107,03 |
106,68 |
106,75 |
106,73 |
225 000 |
252,48 |
23 |
WS0429 |
PL0000105391 |
108,00 |
107,81 |
107,95 |
108,10 |
107,95 |
107,95 |
107,98 |
32 500 |
35,78 |
4 |
WS0437 |
PL0000104857 |
100,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,92 |
103,86 |
103,89 |
103,89 |
103,89 |
103,89 |
103,89 |
5 000 |
6,62 |
1 |
IZ0823 |
PL0000105359 |
101,01 |
101,00 |
101,00 |
101,00 |
101,00 |
101,00 |
101,00 |
17 500 |
20,37 |
2 |
WZ0115 |
PL0000106480 |
100,40 |
100,38 |
100,38 |
100,41 |
100,38 |
100,41 |
100,38 |
137 500 |
138,85 |
5 |
WZ0117 |
PL0000106936 |
99,83 |
99,80 |
99,80 |
99,81 |
99,80 |
99,81 |
99,81 |
135 000 |
135,56 |
3 |
WZ0118 |
PL0000104717 |
99,55 |
99,45 |
99,45 |
99,60 |
99,45 |
99,60 |
99,53 |
125 000 |
125,17 |
4 |
WZ0121 |
PL0000106068 |
97,57 |
97,40 |
97,40 |
97,61 |
97,40 |
97,61 |
97,52 |
160 000 |
157,00 |
9 |
TOTAL |
4 775 000 |
4 963,97 |
259 |
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 |
83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
104 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
146 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
174 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
202 |
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 |
98,40 |
98,51 |
4,21 |
3,92 |
98,46 |
4,05 |
PS0413 |
PL0000105037 |
100,58 |
100,70 |
4,23 |
4,04 |
100,64 |
4,13 |
OK0713 |
PL0000106563 |
96,47 |
96,63 |
4,15 |
3,95 |
96,55 |
4,05 |
DS1013 |
PL0000102836 |
100,88 |
101,00 |
4,18 |
4,07 |
100,94 |
4,12 |
OK0114 |
PL0000106712 |
94,60 |
94,78 |
4,09 |
3,94 |
94,69 |
4,01 |
PS0414 |
PL0000105433 |
102,62 |
102,77 |
4,04 |
3,95 |
102,70 |
3,99 |
OK0714 |
PL0000107009 |
92,77 |
92,90 |
4,07 |
3,99 |
92,84 |
4,03 |
WZ0115 |
PL0000106480 |
100,34 |
100,41 |
--- |
--- |
100,38 |
--- |
PS0415 |
PL0000105953 |
103,62 |
103,80 |
4,01 |
3,94 |
103,71 |
3,98 |
DS1015 |
PL0000103602 |
106,19 |
106,39 |
4,10 |
4,03 |
106,29 |
4,06 |
PS0416 |
PL0000106340 |
102,71 |
102,93 |
4,17 |
4,11 |
102,82 |
4,14 |
IZ0816 |
PL0000103529 |
103,80 |
104,21 |
--- |
--- |
104,01 |
--- |
PS1016 |
PL0000106795 |
101,99 |
102,20 |
4,21 |
4,15 |
102,10 |
4,18 |
WZ0117 |
PL0000106936 |
99,73 |
99,88 |
--- |
--- |
99,81 |
--- |
PS0417 |
PL0000107058 |
101,87 |
102,04 |
4,29 |
4,25 |
101,96 |
4,27 |
DS1017 |
PL0000104543 |
104,22 |
104,48 |
4,31 |
4,25 |
104,35 |
4,28 |
WZ0118 |
PL0000104717 |
99,36 |
99,57 |
--- |
--- |
99,47 |
--- |
DS1019 |
PL0000105441 |
105,68 |
105,97 |
4,55 |
4,50 |
105,83 |
4,52 |
DS1020 |
PL0000106126 |
103,66 |
103,99 |
4,69 |
4,64 |
103,83 |
4,67 |
WZ0121 |
PL0000106068 |
97,33 |
97,51 |
--- |
--- |
97,42 |
--- |
DS1021 |
PL0000106670 |
106,56 |
106,84 |
4,84 |
4,80 |
106,70 |
4,82 |
WS0922 |
PL0000102646 |
106,45 |
106,79 |
4,92 |
4,88 |
106,62 |
4,90 |
IZ0823 |
PL0000105359 |
100,77 |
101,08 |
--- |
--- |
100,93 |
--- |
WS0429 |
PL0000105391 |
107,55 |
108,13 |
5,06 |
5,01 |
107,84 |
5,04 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,47 |
98,55 |
4,02 |
3,81 |
98,51 |
3,92 |
PS0413 |
PL0000105037 |
100,62 |
100,70 |
4,16 |
4,04 |
100,66 |
4,10 |
OK0713 |
PL0000106563 |
96,53 |
96,62 |
4,07 |
3,97 |
96,58 |
4,01 |
DS1013 |
PL0000102836 |
100,99 |
101,11 |
4,08 |
3,97 |
101,05 |
4,02 |
OK0114 |
PL0000106712 |
94,60 |
94,69 |
4,09 |
4,01 |
94,65 |
4,05 |
PS0414 |
PL0000105433 |
102,59 |
102,69 |
4,06 |
4,00 |
102,64 |
4,03 |
OK0714 |
PL0000107009 |
92,86 |
92,97 |
4,01 |
3,95 |
92,92 |
3,98 |
WZ0115 |
PL0000106480 |
100,36 |
100,44 |
--- |
--- |
100,40 |
--- |
PS0415 |
PL0000105953 |
103,71 |
103,83 |
3,98 |
3,93 |
103,77 |
3,95 |
DS1015 |
PL0000103602 |
106,37 |
106,50 |
4,04 |
4,00 |
106,44 |
4,01 |
PS0416 |
PL0000106340 |
102,97 |
103,08 |
4,09 |
4,06 |
103,03 |
4,08 |
IZ0816 |
PL0000103529 |
103,80 |
104,20 |
--- |
--- |
104,00 |
--- |
PS1016 |
PL0000106795 |
102,22 |
102,39 |
4,15 |
4,10 |
102,31 |
4,12 |
WZ0117 |
PL0000106936 |
99,80 |
99,95 |
--- |
--- |
99,88 |
--- |
PS0417 |
PL0000107058 |
102,11 |
102,27 |
4,23 |
4,19 |
102,19 |
4,21 |
DS1017 |
PL0000104543 |
104,59 |
104,82 |
4,23 |
4,18 |
104,71 |
4,21 |
WZ0118 |
PL0000104717 |
99,49 |
99,60 |
--- |
--- |
99,55 |
--- |
DS1019 |
PL0000105441 |
105,86 |
106,05 |
4,52 |
4,49 |
105,96 |
4,50 |
DS1020 |
PL0000106126 |
103,94 |
104,18 |
4,65 |
4,62 |
104,06 |
4,63 |
WZ0121 |
PL0000106068 |
97,49 |
97,66 |
--- |
--- |
97,58 |
--- |
DS1021 |
PL0000106670 |
106,67 |
106,94 |
4,82 |
4,79 |
106,81 |
4,81 |
WS0922 |
PL0000102646 |
106,71 |
106,95 |
4,89 |
4,86 |
106,83 |
4,87 |
IZ0823 |
PL0000105359 |
100,79 |
101,12 |
--- |
--- |
100,96 |
--- |
WS0429 |
PL0000105391 |
107,77 |
108,15 |
5,04 |
5,01 |
107,96 |
5,03 |
REPO MARKET |
General Collateral (GC) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
|
|
|
|
0,000 |
0,000 |
0,000 |
0 |
TOTAL |
0 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
4,610 |
4,610 |
4,610 |
25 |
WS0922 |
PL0000102646 |
1/2 |
1 |
4,610 |
4,610 |
4,610 |
145 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
95 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,610 |
4,610 |
4,610 |
40 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,610 |
4,610 |
4,610 |
75 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,610 |
4,610 |
4,610 |
20 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
20 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,610 |
4,610 |
4,610 |
125 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,610 |
4,610 |
4,610 |
80 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,630 |
4,630 |
4,630 |
155 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,610 |
4,610 |
4,610 |
55 |
WZ0118 |
PL0000104717 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
65 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
50 |
WZ0115 |
PL0000106480 |
1/2 |
1 |
4,670 |
4,670 |
4,670 |
45 |
PS0416 |
PL0000106340 |
0/3 |
3 |
4,630 |
4,630 |
4,630 |
15 |
PS0413 |
PL0000105037 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
300 |
TOTAL |
1 310 |