2012-09-11 |
MARKET DATA |
No 175 (1960) |
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 |
835,00 |
922,84 |
58 |
5 150,00 |
5 334,59 |
48 |
5 985,00 |
6 257,43 |
106 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
835,00 |
922,84 |
58 |
5 150,00 |
5 334,59 |
48 |
5 985,00 |
6 257,43 |
106 |
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 |
99,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
98,53 |
98,53 |
98,52 |
98,52 |
98,51 |
98,51 |
98,52 |
150 000 |
147,78 |
3 |
PS0413 |
PL0000105037 |
100,60 |
100,61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
96,56 |
96,61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,94 |
101,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
94,62 |
94,72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,51 |
102,58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
92,77 |
92,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,51 |
103,55 |
103,55 |
103,56 |
103,55 |
103,56 |
103,56 |
50 000 |
52,84 |
3 |
DS1015 |
PL0000103602 |
106,15 |
106,16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,75 |
102,77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,02 |
102,03 |
102,03 |
102,03 |
102,03 |
102,03 |
102,03 |
10 000 |
10,62 |
1 |
PS0417 |
PL0000107058 |
102,03 |
102,03 |
102,04 |
102,09 |
102,04 |
102,09 |
102,05 |
75 000 |
77,92 |
5 |
DS1017 |
PL0000104543 |
104,41 |
104,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,98 |
105,91 |
105,92 |
105,96 |
105,92 |
105,96 |
105,95 |
60 000 |
66,49 |
5 |
DS1020 |
PL0000106126 |
104,05 |
103,91 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
106,85 |
106,75 |
106,75 |
106,90 |
106,75 |
106,90 |
106,80 |
65 000 |
72,73 |
7 |
WS0922 |
PL0000102646 |
106,94 |
106,79 |
106,80 |
106,94 |
106,79 |
106,94 |
106,88 |
255 000 |
286,80 |
24 |
WS0429 |
PL0000105391 |
107,93 |
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 |
104,30 |
104,20 |
104,30 |
104,30 |
104,17 |
104,17 |
104,25 |
115 000 |
152,72 |
7 |
IZ0823 |
PL0000105359 |
101,15 |
101,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,36 |
100,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,81 |
99,84 |
99,85 |
99,85 |
99,85 |
99,85 |
99,85 |
40 000 |
40,22 |
1 |
WZ0118 |
PL0000104717 |
99,55 |
99,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,47 |
97,50 |
97,50 |
97,50 |
97,50 |
97,50 |
97,50 |
15 000 |
14,73 |
2 |
TOTAL |
835 000 |
922,84 |
58 |
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 |
76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
139 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
167 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
195 |
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 |
98,51 |
98,57 |
4,12 |
3,95 |
98,54 |
4,04 |
PS0413 |
PL0000105037 |
100,57 |
100,63 |
4,21 |
4,11 |
100,60 |
4,16 |
OK0713 |
PL0000106563 |
96,53 |
96,62 |
4,17 |
4,05 |
96,58 |
4,10 |
DS1013 |
PL0000102836 |
100,92 |
101,02 |
4,13 |
4,03 |
100,97 |
4,08 |
OK0114 |
PL0000106712 |
94,58 |
94,73 |
4,16 |
4,04 |
94,66 |
4,10 |
PS0414 |
PL0000105433 |
102,45 |
102,61 |
4,13 |
4,03 |
102,53 |
4,08 |
OK0714 |
PL0000107009 |
92,74 |
92,90 |
4,13 |
4,03 |
92,82 |
4,08 |
WZ0115 |
PL0000106480 |
100,34 |
100,41 |
--- |
--- |
100,38 |
--- |
PS0415 |
PL0000105953 |
103,40 |
103,58 |
4,09 |
4,02 |
103,49 |
4,06 |
DS1015 |
PL0000103602 |
106,08 |
106,24 |
4,12 |
4,07 |
106,16 |
4,10 |
PS0416 |
PL0000106340 |
102,63 |
102,82 |
4,19 |
4,13 |
102,73 |
4,16 |
IZ0816 |
PL0000103529 |
104,23 |
104,58 |
--- |
--- |
104,41 |
--- |
PS1016 |
PL0000106795 |
101,90 |
102,08 |
4,23 |
4,18 |
101,99 |
4,21 |
WZ0117 |
PL0000106936 |
99,76 |
99,88 |
--- |
--- |
99,82 |
--- |
PS0417 |
PL0000107058 |
101,90 |
102,12 |
4,28 |
4,23 |
102,01 |
4,25 |
DS1017 |
PL0000104543 |
104,29 |
104,51 |
4,29 |
4,25 |
104,40 |
4,27 |
WZ0118 |
PL0000104717 |
99,46 |
99,60 |
--- |
--- |
99,53 |
--- |
DS1019 |
PL0000105441 |
105,72 |
105,95 |
4,54 |
4,50 |
105,84 |
4,52 |
DS1020 |
PL0000106126 |
103,77 |
104,04 |
4,68 |
4,64 |
103,91 |
4,66 |
WZ0121 |
PL0000106068 |
97,39 |
97,56 |
--- |
--- |
97,48 |
--- |
DS1021 |
PL0000106670 |
106,55 |
106,79 |
4,84 |
4,81 |
106,67 |
4,82 |
WS0922 |
PL0000102646 |
106,62 |
106,86 |
4,90 |
4,87 |
106,74 |
4,88 |
IZ0823 |
PL0000105359 |
101,03 |
101,38 |
--- |
--- |
101,21 |
--- |
WS0429 |
PL0000105391 |
107,44 |
107,87 |
5,07 |
5,03 |
107,66 |
5,05 |
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 |
4,18 |
4,01 |
98,52 |
4,09 |
PS0413 |
PL0000105037 |
100,57 |
100,65 |
4,21 |
4,08 |
100,61 |
4,15 |
OK0713 |
PL0000106563 |
96,53 |
96,62 |
4,17 |
4,05 |
96,58 |
4,10 |
DS1013 |
PL0000102836 |
100,91 |
101,02 |
4,14 |
4,03 |
100,97 |
4,08 |
OK0114 |
PL0000106712 |
94,59 |
94,75 |
4,15 |
4,02 |
94,67 |
4,09 |
PS0414 |
PL0000105433 |
102,49 |
102,61 |
4,11 |
4,03 |
102,55 |
4,07 |
OK0714 |
PL0000107009 |
92,74 |
92,90 |
4,13 |
4,03 |
92,82 |
4,08 |
WZ0115 |
PL0000106480 |
100,34 |
100,41 |
--- |
--- |
100,38 |
--- |
PS0415 |
PL0000105953 |
103,41 |
103,58 |
4,09 |
4,02 |
103,50 |
4,05 |
DS1015 |
PL0000103602 |
106,08 |
106,24 |
4,12 |
4,07 |
106,16 |
4,10 |
PS0416 |
PL0000106340 |
102,71 |
102,84 |
4,17 |
4,13 |
102,78 |
4,15 |
IZ0816 |
PL0000103529 |
103,98 |
104,27 |
--- |
--- |
104,13 |
--- |
PS1016 |
PL0000106795 |
101,94 |
102,10 |
4,22 |
4,18 |
102,02 |
4,20 |
WZ0117 |
PL0000106936 |
99,77 |
99,88 |
--- |
--- |
99,83 |
--- |
PS0417 |
PL0000107058 |
101,97 |
102,14 |
4,26 |
4,22 |
102,06 |
4,24 |
DS1017 |
PL0000104543 |
104,36 |
104,54 |
4,28 |
4,24 |
104,45 |
4,26 |
WZ0118 |
PL0000104717 |
99,50 |
99,63 |
--- |
--- |
99,57 |
--- |
DS1019 |
PL0000105441 |
105,87 |
106,13 |
4,51 |
4,47 |
106,00 |
4,49 |
DS1020 |
PL0000106126 |
103,99 |
104,24 |
4,64 |
4,61 |
104,12 |
4,62 |
WZ0121 |
PL0000106068 |
97,42 |
97,59 |
--- |
--- |
97,51 |
--- |
DS1021 |
PL0000106670 |
106,81 |
106,95 |
4,80 |
4,79 |
106,88 |
4,80 |
WS0922 |
PL0000102646 |
106,90 |
107,10 |
4,86 |
4,84 |
107,00 |
4,85 |
IZ0823 |
PL0000105359 |
101,02 |
101,34 |
--- |
--- |
101,18 |
--- |
WS0429 |
PL0000105391 |
107,69 |
108,07 |
5,05 |
5,02 |
107,88 |
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 |
4,500 |
4,500 |
4,500 |
10 |
WS0922 |
PL0000102646 |
1/2 |
1 |
4,550 |
4,650 |
4,618 |
220 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
15 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
15 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
5 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,630 |
4,630 |
4,630 |
100 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,650 |
4,720 |
4,711 |
230 |
PS0413 |
PL0000105037 |
2/3 |
1 |
4,700 |
4,700 |
4,700 |
240 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,600 |
4,650 |
4,646 |
230 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,650 |
4,700 |
4,693 |
200 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,650 |
4,700 |
4,668 |
125 |
OK1012 |
PL0000106100 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
60 |
OK1012 |
PL0000106100 |
2/3 |
1 |
4,550 |
4,550 |
4,550 |
20 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,630 |
4,630 |
4,630 |
40 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
60 |
OK0113 |
PL0000106324 |
0/1 |
1 |
4,550 |
4,550 |
4,550 |
80 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,700 |
4,700 |
4,700 |
70 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
40 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
90 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,570 |
4,620 |
4,596 |
300 |
OK0714 |
PL0000107009 |
1/2 |
1 |
4,720 |
4,720 |
4,720 |
690 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,550 |
4,700 |
4,664 |
210 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
4,660 |
4,700 |
4,680 |
100 |
DS1013 |
PL0000102836 |
1/8 |
7 |
4,660 |
4,660 |
4,660 |
400 |
TOTAL |
3 550 |