2012-09-10 |
MARKET DATA |
No 174 (1959) |
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 |
290,00 |
312,49 |
26 |
3 400,00 |
3 533,88 |
41 |
3 690,00 |
3 846,36 |
67 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
290,00 |
312,49 |
26 |
3 400,00 |
3 533,88 |
41 |
3 690,00 |
3 846,36 |
67 |
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 |
99,53 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
98,51 |
98,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,61 |
100,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
96,55 |
96,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,94 |
100,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
94,62 |
94,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,53 |
102,59 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
92,83 |
92,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,55 |
103,57 |
103,57 |
103,57 |
103,57 |
103,57 |
103,57 |
5 000 |
5,28 |
1 |
DS1015 |
PL0000103602 |
106,16 |
106,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,77 |
102,73 |
102,70 |
102,74 |
102,70 |
102,74 |
102,72 |
25 000 |
26,16 |
2 |
PS1016 |
PL0000106795 |
102,16 |
102,00 |
102,16 |
102,16 |
102,02 |
102,04 |
102,06 |
20 000 |
21,25 |
3 |
PS0417 |
PL0000107058 |
102,15 |
102,00 |
102,03 |
102,05 |
102,00 |
102,05 |
102,03 |
80 000 |
83,08 |
6 |
DS1017 |
PL0000104543 |
104,57 |
104,42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,82 |
105,84 |
105,85 |
105,85 |
105,85 |
105,85 |
105,85 |
10 000 |
11,07 |
1 |
DS1020 |
PL0000106126 |
104,03 |
103,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
106,76 |
106,65 |
106,72 |
106,72 |
106,57 |
106,57 |
106,62 |
30 000 |
33,51 |
2 |
WS0922 |
PL0000102646 |
106,87 |
106,70 |
106,84 |
106,84 |
106,68 |
106,78 |
106,75 |
70 000 |
78,63 |
9 |
WS0429 |
PL0000105391 |
107,80 |
107,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,51 |
104,50 |
104,51 |
104,51 |
104,51 |
104,51 |
104,51 |
10 000 |
13,31 |
1 |
IZ0823 |
PL0000105359 |
101,10 |
101,26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,36 |
100,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,80 |
99,83 |
99,80 |
99,80 |
99,80 |
99,80 |
99,80 |
40 000 |
40,19 |
1 |
WZ0118 |
PL0000104717 |
99,48 |
99,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,41 |
97,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
290 000 |
312,49 |
26 |
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 |
77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
140 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
168 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
196 |
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 |
98,49 |
98,58 |
4,15 |
3,89 |
98,54 |
4,01 |
PS0413 |
PL0000105037 |
100,57 |
100,67 |
4,22 |
4,05 |
100,62 |
4,13 |
OK0713 |
PL0000106563 |
96,53 |
96,63 |
4,15 |
4,03 |
96,58 |
4,09 |
DS1013 |
PL0000102836 |
100,92 |
101,07 |
4,13 |
3,99 |
101,00 |
4,05 |
OK0114 |
PL0000106712 |
94,59 |
94,75 |
4,14 |
4,02 |
94,67 |
4,08 |
PS0414 |
PL0000105433 |
102,51 |
102,65 |
4,10 |
4,01 |
102,58 |
4,05 |
OK0714 |
PL0000107009 |
92,79 |
92,94 |
4,09 |
4,00 |
92,87 |
4,04 |
WZ0115 |
PL0000106480 |
100,32 |
100,43 |
--- |
--- |
100,38 |
--- |
PS0415 |
PL0000105953 |
103,53 |
103,72 |
4,04 |
3,96 |
103,63 |
4,00 |
DS1015 |
PL0000103602 |
106,13 |
106,34 |
4,11 |
4,04 |
106,24 |
4,07 |
PS0416 |
PL0000106340 |
102,69 |
102,91 |
4,17 |
4,11 |
102,80 |
4,14 |
IZ0816 |
PL0000103529 |
104,09 |
104,62 |
--- |
--- |
104,36 |
--- |
PS1016 |
PL0000106795 |
102,01 |
102,22 |
4,20 |
4,15 |
102,12 |
4,17 |
WZ0117 |
PL0000106936 |
99,73 |
99,89 |
--- |
--- |
99,81 |
--- |
PS0417 |
PL0000107058 |
101,97 |
102,21 |
4,26 |
4,21 |
102,09 |
4,23 |
DS1017 |
PL0000104543 |
104,40 |
104,64 |
4,27 |
4,22 |
104,52 |
4,24 |
WZ0118 |
PL0000104717 |
99,44 |
99,61 |
--- |
--- |
99,53 |
--- |
DS1019 |
PL0000105441 |
105,74 |
106,05 |
4,53 |
4,48 |
105,90 |
4,51 |
DS1020 |
PL0000106126 |
103,92 |
104,16 |
4,65 |
4,62 |
104,04 |
4,64 |
WZ0121 |
PL0000106068 |
97,35 |
97,56 |
--- |
--- |
97,46 |
--- |
DS1021 |
PL0000106670 |
106,56 |
106,84 |
4,84 |
4,80 |
106,70 |
4,82 |
WS0922 |
PL0000102646 |
106,71 |
106,91 |
4,88 |
4,86 |
106,81 |
4,87 |
IZ0823 |
PL0000105359 |
101,02 |
101,39 |
--- |
--- |
101,21 |
--- |
WS0429 |
PL0000105391 |
107,68 |
108,11 |
5,05 |
5,01 |
107,90 |
5,03 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,49 |
98,56 |
4,15 |
3,95 |
98,53 |
4,03 |
PS0413 |
PL0000105037 |
100,57 |
100,65 |
4,22 |
4,09 |
100,61 |
4,15 |
OK0713 |
PL0000106563 |
96,52 |
96,62 |
4,16 |
4,04 |
96,57 |
4,10 |
DS1013 |
PL0000102836 |
100,90 |
100,99 |
4,15 |
4,06 |
100,95 |
4,10 |
OK0114 |
PL0000106712 |
94,56 |
94,70 |
4,17 |
4,06 |
94,63 |
4,11 |
PS0414 |
PL0000105433 |
102,47 |
102,61 |
4,12 |
4,03 |
102,54 |
4,08 |
OK0714 |
PL0000107009 |
92,74 |
92,89 |
4,12 |
4,03 |
92,82 |
4,07 |
WZ0115 |
PL0000106480 |
100,33 |
100,40 |
--- |
--- |
100,37 |
--- |
PS0415 |
PL0000105953 |
103,47 |
103,60 |
4,06 |
4,01 |
103,54 |
4,04 |
DS1015 |
PL0000103602 |
106,05 |
106,26 |
4,13 |
4,06 |
106,16 |
4,10 |
PS0416 |
PL0000106340 |
102,62 |
102,77 |
4,19 |
4,15 |
102,70 |
4,17 |
IZ0816 |
PL0000103529 |
104,14 |
104,56 |
--- |
--- |
104,35 |
--- |
PS1016 |
PL0000106795 |
101,87 |
102,04 |
4,24 |
4,19 |
101,96 |
4,22 |
WZ0117 |
PL0000106936 |
99,74 |
99,86 |
--- |
--- |
99,80 |
--- |
PS0417 |
PL0000107058 |
101,94 |
102,07 |
4,27 |
4,24 |
102,01 |
4,25 |
DS1017 |
PL0000104543 |
104,27 |
104,48 |
4,30 |
4,25 |
104,38 |
4,27 |
WZ0118 |
PL0000104717 |
99,44 |
99,59 |
--- |
--- |
99,52 |
--- |
DS1019 |
PL0000105441 |
105,65 |
105,89 |
4,55 |
4,51 |
105,77 |
4,53 |
DS1020 |
PL0000106126 |
103,72 |
103,99 |
4,68 |
4,64 |
103,86 |
4,66 |
WZ0121 |
PL0000106068 |
97,37 |
97,55 |
--- |
--- |
97,46 |
--- |
DS1021 |
PL0000106670 |
106,53 |
106,76 |
4,84 |
4,81 |
106,65 |
4,83 |
WS0922 |
PL0000102646 |
106,56 |
106,78 |
4,90 |
4,88 |
106,67 |
4,89 |
IZ0823 |
PL0000105359 |
101,01 |
101,34 |
--- |
--- |
101,18 |
--- |
WS0429 |
PL0000105391 |
107,48 |
107,91 |
5,07 |
5,03 |
107,70 |
5,05 |
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 |
4,850 |
4,827 |
1 100 |
TOTAL |
1 100 |
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 |
4,600 |
4,600 |
4,600 |
170 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
20 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
5 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
25 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,600 |
4,650 |
4,628 |
230 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,700 |
4,700 |
4,700 |
30 |
WS0429 |
PL0000105391 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
10 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
10 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
10 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
180 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,700 |
4,700 |
4,700 |
125 |
OK1012 |
PL0000106100 |
0/1 |
1 |
4,550 |
4,550 |
4,550 |
5 |
OK1012 |
PL0000106100 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
30 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,620 |
4,620 |
4,620 |
60 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,620 |
4,620 |
4,620 |
20 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,700 |
4,700 |
4,700 |
70 |
PS1016 |
PL0000106795 |
0/1 |
1 |
4,550 |
4,550 |
4,550 |
15 |
OK0714 |
PL0000107009 |
1/2 |
1 |
4,670 |
4,670 |
4,670 |
500 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,620 |
4,700 |
4,683 |
260 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
4,650 |
4,700 |
4,675 |
100 |
DS1013 |
PL0000102836 |
0/2 |
2 |
4,650 |
4,650 |
4,650 |
120 |
DS1013 |
PL0000102836 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
130 |
PS0413 |
PL0000105037 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
15 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,600 |
4,600 |
4,600 |
25 |
OK0113 |
PL0000106324 |
1/8 |
7 |
4,600 |
4,600 |
4,600 |
135 |
TOTAL |
2 300 |