2012-09-07 |
MARKET DATA |
No 173 (1958) |
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 |
2 882,50 |
3 045,72 |
149 |
4 275,00 |
4 428,87 |
45 |
7 157,50 |
7 474,59 |
194 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 882,50 |
3 045,72 |
149 |
4 275,00 |
4 428,87 |
45 |
7 157,50 |
7 474,59 |
194 |
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 |
99,50 |
99,50 |
99,50 |
99,50 |
99,50 |
99,50 |
45 000 |
44,78 |
1 |
OK0113 |
PL0000106324 |
98,52 |
98,53 |
98,51 |
98,51 |
98,51 |
98,51 |
98,51 |
40 000 |
39,40 |
1 |
PS0413 |
PL0000105037 |
100,66 |
100,60 |
100,60 |
100,66 |
100,60 |
100,64 |
100,63 |
520 000 |
533,69 |
7 |
OK0713 |
PL0000106563 |
96,59 |
96,58 |
96,59 |
96,59 |
96,58 |
96,58 |
96,58 |
57 500 |
55,53 |
2 |
DS1013 |
PL0000102836 |
100,96 |
100,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
94,66 |
94,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,62 |
102,60 |
102,60 |
102,60 |
102,60 |
102,60 |
102,60 |
80 000 |
83,83 |
3 |
OK0714 |
PL0000107009 |
92,86 |
92,85 |
92,85 |
92,87 |
92,83 |
92,87 |
92,84 |
250 000 |
232,11 |
6 |
PS0415 |
PL0000105953 |
103,65 |
103,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,35 |
106,23 |
106,25 |
106,28 |
106,23 |
106,28 |
106,25 |
65 000 |
72,64 |
4 |
PS0416 |
PL0000106340 |
102,91 |
102,79 |
102,84 |
102,84 |
102,79 |
102,79 |
102,81 |
60 000 |
62,83 |
3 |
PS1016 |
PL0000106795 |
102,28 |
102,10 |
102,28 |
102,28 |
102,10 |
102,18 |
102,16 |
435 000 |
462,56 |
22 |
PS0417 |
PL0000107058 |
102,24 |
102,09 |
102,20 |
102,22 |
102,14 |
102,18 |
102,19 |
255 000 |
265,20 |
16 |
DS1017 |
PL0000104543 |
104,65 |
104,47 |
104,53 |
104,58 |
104,53 |
104,58 |
104,56 |
75 000 |
81,88 |
4 |
DS1019 |
PL0000105441 |
106,11 |
105,86 |
106,10 |
106,10 |
105,86 |
105,89 |
105,93 |
100 000 |
110,77 |
6 |
DS1020 |
PL0000106126 |
104,16 |
103,93 |
104,16 |
104,16 |
104,00 |
104,00 |
104,07 |
30 000 |
32,61 |
3 |
DS1021 |
PL0000106670 |
106,96 |
106,58 |
106,95 |
106,96 |
106,70 |
106,88 |
106,84 |
265 000 |
296,52 |
19 |
WS0922 |
PL0000102646 |
106,90 |
106,74 |
106,89 |
106,89 |
106,75 |
106,89 |
106,84 |
305 000 |
342,82 |
25 |
WS0429 |
PL0000105391 |
108,07 |
107,60 |
107,72 |
108,00 |
107,64 |
108,00 |
107,70 |
105 000 |
115,39 |
12 |
WS0437 |
PL0000104857 |
100,00 |
105,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,34 |
104,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
101,14 |
101,15 |
101,16 |
101,29 |
101,16 |
101,29 |
101,22 |
110 000 |
128,28 |
9 |
WZ0115 |
PL0000106480 |
100,38 |
100,37 |
100,38 |
100,39 |
100,37 |
100,37 |
100,38 |
25 000 |
25,26 |
3 |
WZ0117 |
PL0000106936 |
99,81 |
99,81 |
99,78 |
99,78 |
99,78 |
99,78 |
99,78 |
10 000 |
10,05 |
1 |
WZ0118 |
PL0000104717 |
99,50 |
99,54 |
99,50 |
99,50 |
99,50 |
99,50 |
99,50 |
25 000 |
25,04 |
1 |
WZ0121 |
PL0000106068 |
97,45 |
97,46 |
97,45 |
97,45 |
97,45 |
97,45 |
97,45 |
25 000 |
24,53 |
1 |
TOTAL |
2 882 500 |
3 045,72 |
149 |
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 |
78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
141 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
169 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
197 |
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 |
98,57 |
4,09 |
3,89 |
98,54 |
3,98 |
PS0413 |
PL0000105037 |
100,60 |
100,70 |
4,17 |
4,01 |
100,65 |
4,09 |
OK0713 |
PL0000106563 |
96,55 |
96,63 |
4,11 |
4,02 |
96,59 |
4,06 |
DS1013 |
PL0000102836 |
100,93 |
101,08 |
4,12 |
3,98 |
101,01 |
4,05 |
OK0114 |
PL0000106712 |
94,64 |
94,78 |
4,10 |
3,98 |
94,71 |
4,04 |
PS0414 |
PL0000105433 |
102,58 |
102,73 |
4,05 |
3,96 |
102,66 |
4,00 |
OK0714 |
PL0000107009 |
92,82 |
92,97 |
4,07 |
3,98 |
92,90 |
4,02 |
WZ0115 |
PL0000106480 |
100,33 |
100,45 |
--- |
--- |
100,39 |
--- |
PS0415 |
PL0000105953 |
103,62 |
103,79 |
4,01 |
3,94 |
103,71 |
3,97 |
DS1015 |
PL0000103602 |
106,28 |
106,45 |
4,06 |
4,00 |
106,37 |
4,03 |
PS0416 |
PL0000106340 |
102,88 |
103,08 |
4,12 |
4,06 |
102,98 |
4,09 |
IZ0816 |
PL0000103529 |
104,14 |
104,66 |
--- |
--- |
104,40 |
--- |
PS1016 |
PL0000106795 |
102,24 |
102,39 |
4,14 |
4,10 |
102,32 |
4,12 |
WZ0117 |
PL0000106936 |
99,76 |
99,89 |
--- |
--- |
99,83 |
--- |
PS0417 |
PL0000107058 |
102,18 |
102,35 |
4,21 |
4,17 |
102,27 |
4,19 |
DS1017 |
PL0000104543 |
104,60 |
104,77 |
4,23 |
4,19 |
104,69 |
4,21 |
WZ0118 |
PL0000104717 |
99,42 |
99,61 |
--- |
--- |
99,52 |
--- |
DS1019 |
PL0000105441 |
106,06 |
106,28 |
4,48 |
4,45 |
106,17 |
4,47 |
DS1020 |
PL0000106126 |
104,10 |
104,32 |
4,63 |
4,60 |
104,21 |
4,61 |
WZ0121 |
PL0000106068 |
97,35 |
97,55 |
--- |
--- |
97,45 |
--- |
DS1021 |
PL0000106670 |
106,84 |
107,04 |
4,80 |
4,77 |
106,94 |
4,79 |
WS0922 |
PL0000102646 |
106,84 |
107,07 |
4,87 |
4,84 |
106,96 |
4,85 |
IZ0823 |
PL0000105359 |
101,02 |
101,37 |
--- |
--- |
101,20 |
--- |
WS0429 |
PL0000105391 |
107,92 |
108,47 |
5,03 |
4,98 |
108,20 |
5,01 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,49 |
98,55 |
4,11 |
3,95 |
98,52 |
4,03 |
PS0413 |
PL0000105037 |
100,58 |
100,67 |
4,21 |
4,06 |
100,63 |
4,12 |
OK0713 |
PL0000106563 |
96,52 |
96,62 |
4,15 |
4,03 |
96,57 |
4,09 |
DS1013 |
PL0000102836 |
100,91 |
101,04 |
4,14 |
4,02 |
100,98 |
4,07 |
OK0114 |
PL0000106712 |
94,58 |
94,71 |
4,14 |
4,04 |
94,65 |
4,09 |
PS0414 |
PL0000105433 |
102,54 |
102,62 |
4,08 |
4,03 |
102,58 |
4,05 |
OK0714 |
PL0000107009 |
92,80 |
92,90 |
4,08 |
4,02 |
92,85 |
4,05 |
WZ0115 |
PL0000106480 |
100,31 |
100,42 |
--- |
--- |
100,37 |
--- |
PS0415 |
PL0000105953 |
103,50 |
103,72 |
4,05 |
3,97 |
103,61 |
4,01 |
DS1015 |
PL0000103602 |
106,17 |
106,32 |
4,10 |
4,05 |
106,25 |
4,07 |
PS0416 |
PL0000106340 |
102,78 |
102,95 |
4,15 |
4,10 |
102,87 |
4,12 |
IZ0816 |
PL0000103529 |
104,09 |
104,62 |
--- |
--- |
104,36 |
--- |
PS1016 |
PL0000106795 |
102,13 |
102,22 |
4,17 |
4,15 |
102,18 |
4,16 |
WZ0117 |
PL0000106936 |
99,76 |
99,89 |
--- |
--- |
99,83 |
--- |
PS0417 |
PL0000107058 |
102,14 |
102,26 |
4,22 |
4,19 |
102,20 |
4,21 |
DS1017 |
PL0000104543 |
104,52 |
104,72 |
4,24 |
4,20 |
104,62 |
4,22 |
WZ0118 |
PL0000104717 |
99,42 |
99,58 |
--- |
--- |
99,50 |
--- |
DS1019 |
PL0000105441 |
105,82 |
106,12 |
4,52 |
4,47 |
105,97 |
4,50 |
DS1020 |
PL0000106126 |
103,92 |
104,20 |
4,65 |
4,61 |
104,06 |
4,63 |
WZ0121 |
PL0000106068 |
97,37 |
97,51 |
--- |
--- |
97,44 |
--- |
DS1021 |
PL0000106670 |
106,71 |
106,97 |
4,82 |
4,78 |
106,84 |
4,80 |
WS0922 |
PL0000102646 |
106,78 |
107,02 |
4,88 |
4,85 |
106,90 |
4,86 |
IZ0823 |
PL0000105359 |
101,06 |
101,30 |
--- |
--- |
101,18 |
--- |
WS0429 |
PL0000105391 |
107,82 |
108,10 |
5,04 |
5,01 |
107,96 |
5,03 |
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 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
20 |
DS1017 |
PL0000104543 |
3/4 |
1 |
4,580 |
4,650 |
4,630 |
230 |
PS0414 |
PL0000105433 |
3/4 |
1 |
4,700 |
4,700 |
4,700 |
50 |
PS0415 |
PL0000105953 |
3/4 |
1 |
4,650 |
4,650 |
4,650 |
125 |
DS1020 |
PL0000106126 |
3/4 |
1 |
4,650 |
4,650 |
4,650 |
20 |
PS0416 |
PL0000106340 |
3/4 |
1 |
4,650 |
4,650 |
4,650 |
90 |
OK0714 |
PL0000107009 |
3/4 |
1 |
4,650 |
4,650 |
4,650 |
385 |
OK0714 |
PL0000107009 |
4/5 |
1 |
4,620 |
4,620 |
4,620 |
300 |
PS0417 |
PL0000107058 |
3/4 |
1 |
4,600 |
4,700 |
4,660 |
200 |
WZ0118 |
PL0000104717 |
3/4 |
1 |
4,660 |
4,700 |
4,680 |
100 |
WZ0117 |
PL0000106936 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
300 |
WS0922 |
PL0000102646 |
0/3 |
3 |
4,630 |
4,630 |
4,630 |
20 |
DS1017 |
PL0000104543 |
0/3 |
3 |
4,600 |
4,630 |
4,609 |
240 |
PS0414 |
PL0000105433 |
0/3 |
3 |
4,600 |
4,600 |
4,600 |
20 |
DS1019 |
PL0000105441 |
0/3 |
3 |
4,630 |
4,630 |
4,630 |
40 |
DS1020 |
PL0000106126 |
0/3 |
3 |
4,630 |
4,640 |
4,631 |
115 |
DS1021 |
PL0000106670 |
0/3 |
3 |
4,630 |
4,630 |
4,630 |
120 |
PS0417 |
PL0000107058 |
0/3 |
3 |
4,600 |
4,600 |
4,600 |
240 |
WS0922 |
PL0000102646 |
3/10 |
7 |
4,670 |
4,700 |
4,674 |
340 |
DS1013 |
PL0000102836 |
3/10 |
7 |
4,650 |
4,650 |
4,650 |
145 |
DS1019 |
PL0000105441 |
3/10 |
7 |
4,670 |
4,670 |
4,670 |
50 |
PS0415 |
PL0000105953 |
3/10 |
7 |
4,670 |
4,670 |
4,670 |
235 |
OK1012 |
PL0000106100 |
3/10 |
7 |
4,600 |
4,640 |
4,625 |
555 |
DS1020 |
PL0000106126 |
3/10 |
7 |
4,670 |
4,670 |
4,670 |
210 |
OK0114 |
PL0000106712 |
3/10 |
7 |
4,600 |
4,600 |
4,600 |
30 |
PS1016 |
PL0000106795 |
3/10 |
7 |
4,650 |
4,650 |
4,650 |
95 |
TOTAL |
4 275 |