2012-09-06 |
MARKET DATA |
No 172 (1957) |
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 |
3 025,00 |
3 168,40 |
169 |
4 510,00 |
4 739,46 |
46 |
7 535,00 |
7 907,86 |
215 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
3 025,00 |
3 168,40 |
169 |
4 510,00 |
4 739,46 |
46 |
7 535,00 |
7 907,86 |
215 |
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 |
99,53 |
99,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
98,52 |
98,52 |
98,52 |
98,52 |
98,52 |
98,52 |
98,52 |
100 000 |
98,52 |
1 |
PS0413 |
PL0000105037 |
100,66 |
100,64 |
100,66 |
100,66 |
100,66 |
100,66 |
100,66 |
55 000 |
56,45 |
1 |
OK0713 |
PL0000106563 |
96,53 |
96,58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,98 |
101,03 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
94,65 |
94,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,61 |
102,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
92,85 |
92,86 |
92,88 |
92,88 |
92,88 |
92,88 |
92,88 |
85 000 |
78,95 |
4 |
PS0415 |
PL0000105953 |
103,69 |
103,66 |
103,69 |
103,69 |
103,67 |
103,67 |
103,68 |
115 000 |
121,62 |
4 |
DS1015 |
PL0000103602 |
106,33 |
106,31 |
106,29 |
106,29 |
106,29 |
106,29 |
106,29 |
20 000 |
22,36 |
2 |
PS0416 |
PL0000106340 |
102,93 |
102,90 |
102,90 |
102,96 |
102,84 |
102,96 |
102,89 |
270 000 |
282,90 |
16 |
PS1016 |
PL0000106795 |
102,28 |
102,18 |
102,20 |
102,28 |
102,18 |
102,28 |
102,22 |
195 000 |
207,46 |
16 |
PS0417 |
PL0000107058 |
102,26 |
102,16 |
102,20 |
102,26 |
102,13 |
102,21 |
102,22 |
550 000 |
572,08 |
41 |
DS1017 |
PL0000104543 |
104,62 |
104,57 |
104,57 |
104,65 |
104,57 |
104,65 |
104,60 |
30 000 |
32,76 |
2 |
DS1019 |
PL0000105441 |
106,00 |
105,90 |
105,90 |
106,01 |
105,90 |
106,01 |
105,95 |
50 000 |
55,39 |
3 |
DS1020 |
PL0000106126 |
104,04 |
103,97 |
103,99 |
103,99 |
103,99 |
103,99 |
103,99 |
30 000 |
32,58 |
2 |
DS1021 |
PL0000106670 |
106,80 |
106,73 |
106,73 |
106,83 |
106,69 |
106,75 |
106,76 |
245 000 |
273,91 |
17 |
WS0922 |
PL0000102646 |
106,83 |
106,71 |
106,73 |
106,87 |
106,73 |
106,75 |
106,83 |
150 000 |
168,56 |
13 |
WS0429 |
PL0000105391 |
108,10 |
108,02 |
107,83 |
108,12 |
107,83 |
108,12 |
108,06 |
12 500 |
13,78 |
2 |
WS0437 |
PL0000104857 |
97,00 |
103,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,20 |
104,20 |
104,25 |
104,29 |
104,25 |
104,29 |
104,28 |
92 500 |
122,90 |
5 |
IZ0823 |
PL0000105359 |
100,90 |
101,00 |
101,00 |
101,00 |
101,00 |
101,00 |
101,00 |
10 000 |
11,64 |
1 |
WZ0115 |
PL0000106480 |
100,38 |
100,38 |
100,38 |
100,38 |
100,38 |
100,38 |
100,38 |
10 000 |
10,10 |
1 |
WZ0117 |
PL0000106936 |
99,88 |
99,50 |
99,84 |
99,85 |
99,72 |
99,81 |
99,78 |
880 000 |
883,86 |
29 |
WZ0118 |
PL0000104717 |
99,46 |
99,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,45 |
97,44 |
97,45 |
97,45 |
97,39 |
97,39 |
97,42 |
125 000 |
122,59 |
9 |
TOTAL |
3 025 000 |
3 168,40 |
169 |
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 |
79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
100 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
142 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
170 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
198 |
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 |
98,50 |
98,59 |
4,06 |
3,81 |
98,55 |
3,92 |
PS0413 |
PL0000105037 |
100,60 |
100,67 |
4,18 |
4,06 |
100,64 |
4,11 |
OK0713 |
PL0000106563 |
96,50 |
96,64 |
4,16 |
3,99 |
96,57 |
4,08 |
DS1013 |
PL0000102836 |
100,94 |
101,10 |
4,11 |
3,97 |
101,02 |
4,04 |
OK0114 |
PL0000106712 |
94,62 |
94,76 |
4,10 |
3,99 |
94,69 |
4,05 |
PS0414 |
PL0000105433 |
102,55 |
102,70 |
4,08 |
3,98 |
102,63 |
4,03 |
OK0714 |
PL0000107009 |
92,78 |
92,90 |
4,09 |
4,01 |
92,84 |
4,05 |
WZ0115 |
PL0000106480 |
100,33 |
100,43 |
--- |
--- |
100,38 |
--- |
PS0415 |
PL0000105953 |
103,57 |
103,73 |
4,03 |
3,96 |
103,65 |
4,00 |
DS1015 |
PL0000103602 |
106,17 |
106,37 |
4,10 |
4,03 |
106,27 |
4,06 |
PS0416 |
PL0000106340 |
102,84 |
102,96 |
4,13 |
4,09 |
102,90 |
4,11 |
IZ0816 |
PL0000103529 |
103,85 |
104,26 |
--- |
--- |
104,06 |
--- |
PS1016 |
PL0000106795 |
102,15 |
102,27 |
4,17 |
4,13 |
102,21 |
4,15 |
WZ0117 |
PL0000106936 |
99,72 |
99,87 |
--- |
--- |
99,80 |
--- |
PS0417 |
PL0000107058 |
102,11 |
102,24 |
4,23 |
4,20 |
102,18 |
4,21 |
DS1017 |
PL0000104543 |
104,43 |
104,67 |
4,26 |
4,21 |
104,55 |
4,24 |
WZ0118 |
PL0000104717 |
99,42 |
99,61 |
--- |
--- |
99,52 |
--- |
DS1019 |
PL0000105441 |
105,76 |
106,01 |
4,53 |
4,49 |
105,89 |
4,51 |
DS1020 |
PL0000106126 |
103,87 |
104,10 |
4,66 |
4,63 |
103,99 |
4,64 |
WZ0121 |
PL0000106068 |
97,34 |
97,50 |
--- |
--- |
97,42 |
--- |
DS1021 |
PL0000106670 |
106,52 |
106,77 |
4,84 |
4,81 |
106,65 |
4,83 |
WS0922 |
PL0000102646 |
106,59 |
106,78 |
4,90 |
4,88 |
106,69 |
4,89 |
IZ0823 |
PL0000105359 |
100,83 |
101,12 |
--- |
--- |
100,98 |
--- |
WS0429 |
PL0000105391 |
107,67 |
108,20 |
5,05 |
5,01 |
107,94 |
5,03 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,48 |
98,55 |
4,11 |
3,92 |
98,52 |
4,00 |
PS0413 |
PL0000105037 |
100,59 |
100,69 |
4,19 |
4,03 |
100,64 |
4,11 |
OK0713 |
PL0000106563 |
96,50 |
96,62 |
4,16 |
4,02 |
96,56 |
4,09 |
DS1013 |
PL0000102836 |
100,96 |
101,06 |
4,09 |
4,00 |
101,01 |
4,05 |
OK0114 |
PL0000106712 |
94,59 |
94,72 |
4,13 |
4,02 |
94,66 |
4,07 |
PS0414 |
PL0000105433 |
102,59 |
102,68 |
4,05 |
3,99 |
102,64 |
4,02 |
OK0714 |
PL0000107009 |
92,82 |
92,90 |
4,06 |
4,01 |
92,86 |
4,04 |
WZ0115 |
PL0000106480 |
100,32 |
100,42 |
--- |
--- |
100,37 |
--- |
PS0415 |
PL0000105953 |
103,59 |
103,69 |
4,02 |
3,98 |
103,64 |
4,00 |
DS1015 |
PL0000103602 |
106,24 |
106,37 |
4,07 |
4,03 |
106,31 |
4,05 |
PS0416 |
PL0000106340 |
102,87 |
103,00 |
4,12 |
4,08 |
102,94 |
4,10 |
IZ0816 |
PL0000103529 |
104,09 |
104,56 |
--- |
--- |
104,33 |
--- |
PS1016 |
PL0000106795 |
102,21 |
102,33 |
4,15 |
4,12 |
102,27 |
4,13 |
WZ0117 |
PL0000106936 |
99,68 |
99,81 |
--- |
--- |
99,75 |
--- |
PS0417 |
PL0000107058 |
102,15 |
102,29 |
4,22 |
4,19 |
102,22 |
4,20 |
DS1017 |
PL0000104543 |
104,52 |
104,71 |
4,24 |
4,20 |
104,62 |
4,22 |
WZ0118 |
PL0000104717 |
99,36 |
99,54 |
--- |
--- |
99,45 |
--- |
DS1019 |
PL0000105441 |
105,89 |
106,08 |
4,51 |
4,48 |
105,99 |
4,49 |
DS1020 |
PL0000106126 |
103,97 |
104,18 |
4,65 |
4,62 |
104,08 |
4,63 |
WZ0121 |
PL0000106068 |
97,33 |
97,51 |
--- |
--- |
97,42 |
--- |
DS1021 |
PL0000106670 |
106,70 |
106,92 |
4,82 |
4,79 |
106,81 |
4,81 |
WS0922 |
PL0000102646 |
106,72 |
106,94 |
4,88 |
4,86 |
106,83 |
4,87 |
IZ0823 |
PL0000105359 |
100,83 |
101,08 |
--- |
--- |
100,96 |
--- |
WS0429 |
PL0000105391 |
107,87 |
108,23 |
5,03 |
5,00 |
108,05 |
5,02 |
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 |
1/4 |
3 |
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) |
(%) |
(%) |
(%) |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,670 |
4,670 |
4,670 |
100 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,670 |
4,670 |
4,670 |
80 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
30 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,680 |
4,680 |
4,680 |
155 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
20 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
15 |
PS1016 |
PL0000106795 |
0/1 |
1 |
4,550 |
4,650 |
4,636 |
145 |
PS0417 |
PL0000107058 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
400 |
WZ0117 |
PL0000106936 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
70 |
DS1017 |
PL0000104543 |
1/4 |
3 |
4,600 |
4,650 |
4,630 |
300 |
PS0413 |
PL0000105037 |
1/4 |
3 |
4,700 |
4,700 |
4,700 |
95 |
PS0415 |
PL0000105953 |
1/4 |
3 |
4,630 |
4,630 |
4,630 |
80 |
DS1020 |
PL0000106126 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
20 |
PS0416 |
PL0000106340 |
1/4 |
3 |
4,650 |
4,700 |
4,675 |
190 |
PS1016 |
PL0000106795 |
1/4 |
3 |
4,600 |
4,600 |
4,600 |
20 |
OK0714 |
PL0000107009 |
1/4 |
3 |
4,600 |
4,650 |
4,608 |
410 |
WZ0118 |
PL0000104717 |
1/4 |
3 |
4,650 |
4,700 |
4,675 |
100 |
WS0922 |
PL0000102646 |
1/5 |
4 |
4,600 |
4,600 |
4,600 |
110 |
DS1013 |
PL0000102836 |
0/4 |
4 |
4,650 |
4,650 |
4,650 |
120 |
PS1016 |
PL0000106795 |
0/4 |
4 |
4,600 |
4,600 |
4,600 |
20 |
DS1013 |
PL0000102836 |
1/8 |
7 |
4,650 |
4,670 |
4,658 |
265 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,670 |
4,670 |
4,670 |
160 |
DS1015 |
PL0000103602 |
4/11 |
7 |
4,650 |
4,650 |
4,650 |
40 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,600 |
4,670 |
4,635 |
50 |
DS1017 |
PL0000104543 |
4/11 |
7 |
4,600 |
4,600 |
4,600 |
270 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,670 |
4,670 |
4,670 |
270 |
PS1016 |
PL0000106795 |
1/8 |
7 |
4,620 |
4,620 |
4,620 |
305 |
WZ0117 |
PL0000106936 |
1/8 |
7 |
4,600 |
4,600 |
4,600 |
70 |
TOTAL |
3 910 |