2012-09-05 |
MARKET DATA |
No 171 (1956) |
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 |
1 900,00 |
1 979,76 |
105 |
2 950,00 |
3 164,65 |
32 |
4 850,00 |
5 144,41 |
137 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 900,00 |
1 979,76 |
105 |
2 950,00 |
3 164,65 |
32 |
4 850,00 |
5 144,41 |
137 |
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 |
99,50 |
99,47 |
99,47 |
99,50 |
99,47 |
99,49 |
99,49 |
135 000 |
134,32 |
3 |
OK0113 |
PL0000106324 |
98,86 |
98,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,64 |
100,44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
96,57 |
96,47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,05 |
101,04 |
101,00 |
101,00 |
100,98 |
100,98 |
100,99 |
255 000 |
268,64 |
6 |
OK0114 |
PL0000106712 |
94,63 |
94,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,63 |
102,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
92,85 |
92,84 |
92,85 |
92,85 |
92,84 |
92,84 |
92,84 |
60 000 |
55,71 |
2 |
PS0415 |
PL0000105953 |
103,74 |
103,46 |
103,80 |
103,80 |
103,70 |
103,70 |
103,73 |
35 000 |
37,02 |
2 |
DS1015 |
PL0000103602 |
106,36 |
106,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,28 |
102,92 |
103,00 |
103,00 |
102,93 |
102,95 |
102,95 |
247 500 |
259,38 |
16 |
PS1016 |
PL0000106795 |
102,40 |
102,15 |
102,15 |
102,20 |
102,15 |
102,20 |
102,16 |
55 000 |
58,46 |
3 |
PS0417 |
PL0000107058 |
102,13 |
102,11 |
102,07 |
102,22 |
102,05 |
102,22 |
102,14 |
475 000 |
493,53 |
33 |
DS1017 |
PL0000104543 |
104,58 |
104,46 |
104,60 |
104,60 |
104,50 |
104,50 |
104,54 |
35 000 |
38,19 |
2 |
DS1019 |
PL0000105441 |
105,85 |
105,77 |
105,82 |
105,93 |
105,78 |
105,93 |
105,85 |
140 000 |
154,88 |
10 |
DS1020 |
PL0000106126 |
103,93 |
103,75 |
103,90 |
103,90 |
103,85 |
103,85 |
103,87 |
40 000 |
43,37 |
3 |
DS1021 |
PL0000106670 |
106,70 |
106,65 |
106,70 |
106,78 |
106,65 |
106,78 |
106,69 |
110 000 |
122,86 |
8 |
WS0922 |
PL0000102646 |
106,69 |
106,65 |
106,69 |
106,75 |
106,68 |
106,75 |
106,70 |
45 000 |
50,49 |
3 |
WS0429 |
PL0000105391 |
107,91 |
107,93 |
107,69 |
107,69 |
107,69 |
107,69 |
107,69 |
2 500 |
2,75 |
1 |
WS0437 |
PL0000104857 |
70,00 |
120,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,95 |
104,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
100,90 |
101,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
101,01 |
100,39 |
100,39 |
100,39 |
100,39 |
100,39 |
100,39 |
10 000 |
10,10 |
1 |
WZ0117 |
PL0000106936 |
99,84 |
98,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,52 |
98,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,52 |
97,44 |
97,50 |
97,50 |
97,40 |
97,40 |
97,46 |
255 000 |
250,08 |
12 |
TOTAL |
1 900 000 |
1 979,76 |
105 |
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 |
82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
103 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
145 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
173 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
201 |
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 |
98,45 |
98,53 |
4,10 |
3,89 |
98,49 |
4,00 |
PS0413 |
PL0000105037 |
100,59 |
100,70 |
4,21 |
4,03 |
100,65 |
4,11 |
OK0713 |
PL0000106563 |
96,49 |
96,65 |
4,14 |
3,94 |
96,57 |
4,04 |
DS1013 |
PL0000102836 |
100,97 |
101,15 |
4,09 |
3,93 |
101,06 |
4,01 |
OK0114 |
PL0000106712 |
94,59 |
94,77 |
4,10 |
3,96 |
94,68 |
4,03 |
PS0414 |
PL0000105433 |
102,59 |
102,78 |
4,06 |
3,94 |
102,69 |
4,00 |
OK0714 |
PL0000107009 |
92,81 |
92,92 |
4,05 |
3,98 |
92,87 |
4,01 |
WZ0115 |
PL0000106480 |
100,35 |
100,43 |
--- |
--- |
100,39 |
--- |
PS0415 |
PL0000105953 |
103,64 |
103,83 |
4,00 |
3,93 |
103,74 |
3,96 |
DS1015 |
PL0000103602 |
106,25 |
106,44 |
4,08 |
4,01 |
106,35 |
4,04 |
PS0416 |
PL0000106340 |
102,96 |
103,10 |
4,10 |
4,05 |
103,03 |
4,08 |
IZ0816 |
PL0000103529 |
103,80 |
104,20 |
--- |
--- |
104,00 |
--- |
PS1016 |
PL0000106795 |
102,08 |
102,23 |
4,19 |
4,15 |
102,16 |
4,16 |
WZ0117 |
PL0000106936 |
99,79 |
99,94 |
--- |
--- |
99,87 |
--- |
PS0417 |
PL0000107058 |
102,01 |
102,18 |
4,25 |
4,21 |
102,10 |
4,23 |
DS1017 |
PL0000104543 |
104,46 |
104,65 |
4,26 |
4,22 |
104,56 |
4,24 |
WZ0118 |
PL0000104717 |
99,47 |
99,64 |
--- |
--- |
99,56 |
--- |
DS1019 |
PL0000105441 |
105,74 |
105,95 |
4,54 |
4,50 |
105,85 |
4,52 |
DS1020 |
PL0000106126 |
103,85 |
104,07 |
4,66 |
4,63 |
103,96 |
4,65 |
WZ0121 |
PL0000106068 |
97,47 |
97,65 |
--- |
--- |
97,56 |
--- |
DS1021 |
PL0000106670 |
106,61 |
106,72 |
4,83 |
4,82 |
106,67 |
4,82 |
WS0922 |
PL0000102646 |
106,59 |
106,77 |
4,90 |
4,88 |
106,68 |
4,89 |
IZ0823 |
PL0000105359 |
100,79 |
101,12 |
--- |
--- |
100,96 |
--- |
WS0429 |
PL0000105391 |
107,62 |
108,22 |
5,06 |
5,00 |
107,92 |
5,03 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,46 |
98,54 |
4,08 |
3,86 |
98,50 |
3,97 |
PS0413 |
PL0000105037 |
100,58 |
100,66 |
4,22 |
4,10 |
100,62 |
4,16 |
OK0713 |
PL0000106563 |
96,51 |
96,60 |
4,11 |
4,00 |
96,56 |
4,05 |
DS1013 |
PL0000102836 |
100,94 |
101,08 |
4,12 |
3,99 |
101,01 |
4,05 |
OK0114 |
PL0000106712 |
94,56 |
94,73 |
4,13 |
3,99 |
94,65 |
4,05 |
PS0414 |
PL0000105433 |
102,55 |
102,70 |
4,08 |
3,99 |
102,63 |
4,03 |
OK0714 |
PL0000107009 |
92,78 |
92,87 |
4,07 |
4,01 |
92,83 |
4,04 |
WZ0115 |
PL0000106480 |
100,36 |
100,43 |
--- |
--- |
100,40 |
--- |
PS0415 |
PL0000105953 |
103,52 |
103,73 |
4,05 |
3,97 |
103,63 |
4,01 |
DS1015 |
PL0000103602 |
106,18 |
106,40 |
4,10 |
4,03 |
106,29 |
4,06 |
PS0416 |
PL0000106340 |
102,81 |
102,99 |
4,14 |
4,09 |
102,90 |
4,11 |
IZ0816 |
PL0000103529 |
103,90 |
104,30 |
--- |
--- |
104,10 |
--- |
PS1016 |
PL0000106795 |
102,02 |
102,26 |
4,20 |
4,14 |
102,14 |
4,17 |
WZ0117 |
PL0000106936 |
99,78 |
99,91 |
--- |
--- |
99,85 |
--- |
PS0417 |
PL0000107058 |
101,96 |
102,19 |
4,27 |
4,21 |
102,08 |
4,24 |
DS1017 |
PL0000104543 |
104,39 |
104,64 |
4,27 |
4,22 |
104,52 |
4,25 |
WZ0118 |
PL0000104717 |
99,42 |
99,59 |
--- |
--- |
99,51 |
--- |
DS1019 |
PL0000105441 |
105,65 |
105,92 |
4,55 |
4,51 |
105,79 |
4,53 |
DS1020 |
PL0000106126 |
103,76 |
104,01 |
4,68 |
4,64 |
103,89 |
4,66 |
WZ0121 |
PL0000106068 |
97,31 |
97,49 |
--- |
--- |
97,40 |
--- |
DS1021 |
PL0000106670 |
106,51 |
106,78 |
4,85 |
4,81 |
106,65 |
4,83 |
WS0922 |
PL0000102646 |
106,50 |
106,78 |
4,91 |
4,88 |
106,64 |
4,89 |
IZ0823 |
PL0000105359 |
100,83 |
101,16 |
--- |
--- |
101,00 |
--- |
WS0429 |
PL0000105391 |
107,63 |
108,07 |
5,05 |
5,02 |
107,85 |
5,04 |
REPO MARKET |
General Collateral (GC) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/2 |
1 |
4,800 |
4,800 |
4,800 |
600 |
TOTAL |
600 |
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 |
4,550 |
4,550 |
4,550 |
10 |
WS0922 |
PL0000102646 |
1/2 |
1 |
4,580 |
4,630 |
4,596 |
145 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
100 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
50 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,530 |
4,600 |
4,556 |
485 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,620 |
4,620 |
4,620 |
20 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
40 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,640 |
4,640 |
4,640 |
125 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,640 |
4,650 |
4,644 |
220 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
105 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
4,600 |
4,650 |
4,635 |
100 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
275 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,600 |
4,660 |
4,644 |
270 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,600 |
4,600 |
4,600 |
5 |
PS0416 |
PL0000106340 |
2/9 |
7 |
4,650 |
4,650 |
4,650 |
260 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
70 |
DS1021 |
PL0000106670 |
2/9 |
7 |
4,650 |
4,650 |
4,650 |
70 |
TOTAL |
2 350 |