2012-09-12 |
MARKET DATA |
No 176 (1961) |
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 |
2 662,50 |
2 797,63 |
149 |
7 445,00 |
7 760,79 |
60 |
10 107,50 |
10 558,42 |
209 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 662,50 |
2 797,63 |
149 |
7 445,00 |
7 760,79 |
60 |
10 107,50 |
10 558,42 |
209 |
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 |
99,51 |
99,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
98,54 |
98,55 |
98,53 |
98,53 |
98,52 |
98,53 |
98,53 |
165 000 |
162,57 |
3 |
PS0413 |
PL0000105037 |
100,58 |
100,61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
96,57 |
96,59 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,94 |
100,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
94,62 |
94,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,50 |
102,08 |
102,08 |
102,50 |
102,08 |
102,49 |
102,42 |
105 000 |
109,89 |
3 |
OK0714 |
PL0000107009 |
92,86 |
92,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,49 |
103,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,11 |
106,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,70 |
102,57 |
102,70 |
102,70 |
102,60 |
102,60 |
102,65 |
45 000 |
47,07 |
4 |
PS1016 |
PL0000106795 |
102,00 |
101,80 |
101,85 |
101,90 |
101,80 |
101,80 |
101,86 |
35 000 |
37,13 |
3 |
PS0417 |
PL0000107058 |
102,08 |
101,71 |
101,99 |
101,99 |
101,71 |
101,77 |
101,89 |
357 500 |
370,87 |
23 |
DS1017 |
PL0000104543 |
104,40 |
104,09 |
104,40 |
104,40 |
104,12 |
104,12 |
104,21 |
125 000 |
136,10 |
9 |
DS1019 |
PL0000105441 |
106,02 |
105,59 |
105,94 |
105,94 |
105,94 |
105,94 |
105,94 |
10 000 |
11,08 |
1 |
DS1020 |
PL0000106126 |
104,12 |
100,15 |
104,05 |
104,05 |
102,09 |
103,75 |
103,67 |
70 000 |
75,83 |
6 |
DS1021 |
PL0000106670 |
106,83 |
106,44 |
106,78 |
106,78 |
106,37 |
106,40 |
106,63 |
500 000 |
558,66 |
39 |
WS0922 |
PL0000102646 |
106,90 |
106,56 |
106,89 |
106,90 |
106,54 |
106,62 |
106,76 |
245 000 |
275,29 |
25 |
WS0429 |
PL0000105391 |
107,67 |
107,46 |
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 |
104,01 |
104,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
101,05 |
100,91 |
101,05 |
101,05 |
100,91 |
100,91 |
100,98 |
10 000 |
11,63 |
2 |
WZ0115 |
PL0000106480 |
100,36 |
100,22 |
100,36 |
100,36 |
100,28 |
100,28 |
100,31 |
580 000 |
585,96 |
14 |
WZ0117 |
PL0000106936 |
99,81 |
99,79 |
99,81 |
99,81 |
99,78 |
99,78 |
99,78 |
125 000 |
125,62 |
8 |
WZ0118 |
PL0000104717 |
99,50 |
99,46 |
99,44 |
99,44 |
99,40 |
99,40 |
99,40 |
270 000 |
270,32 |
7 |
WZ0121 |
PL0000106068 |
97,40 |
97,43 |
97,39 |
97,39 |
97,39 |
97,39 |
97,39 |
20 000 |
19,62 |
2 |
TOTAL |
2 662 500 |
2 797,63 |
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 |
75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
138 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
166 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
194 |
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 |
4,21 |
3,95 |
98,54 |
4,07 |
PS0413 |
PL0000105037 |
100,55 |
100,64 |
4,24 |
4,09 |
100,60 |
4,16 |
OK0713 |
PL0000106563 |
96,52 |
96,65 |
4,19 |
4,03 |
96,59 |
4,10 |
DS1013 |
PL0000102836 |
100,87 |
101,04 |
4,17 |
4,01 |
100,96 |
4,09 |
OK0114 |
PL0000106712 |
94,59 |
94,77 |
4,16 |
4,02 |
94,68 |
4,09 |
PS0414 |
PL0000105433 |
102,48 |
102,64 |
4,11 |
4,01 |
102,56 |
4,06 |
OK0714 |
PL0000107009 |
92,75 |
92,91 |
4,13 |
4,03 |
92,83 |
4,08 |
WZ0115 |
PL0000106480 |
100,31 |
100,40 |
--- |
--- |
100,36 |
--- |
PS0415 |
PL0000105953 |
103,42 |
103,63 |
4,08 |
4,00 |
103,53 |
4,04 |
DS1015 |
PL0000103602 |
105,99 |
106,20 |
4,15 |
4,08 |
106,10 |
4,12 |
PS0416 |
PL0000106340 |
102,62 |
102,78 |
4,19 |
4,14 |
102,70 |
4,17 |
IZ0816 |
PL0000103529 |
103,94 |
104,29 |
--- |
--- |
104,12 |
--- |
PS1016 |
PL0000106795 |
101,82 |
102,05 |
4,25 |
4,19 |
101,94 |
4,22 |
WZ0117 |
PL0000106936 |
99,73 |
99,87 |
--- |
--- |
99,80 |
--- |
PS0417 |
PL0000107058 |
101,83 |
101,96 |
4,30 |
4,26 |
101,90 |
4,28 |
DS1017 |
PL0000104543 |
104,16 |
104,38 |
4,32 |
4,27 |
104,27 |
4,30 |
WZ0118 |
PL0000104717 |
99,41 |
99,58 |
--- |
--- |
99,50 |
--- |
DS1019 |
PL0000105441 |
105,80 |
106,03 |
4,52 |
4,49 |
105,92 |
4,50 |
DS1020 |
PL0000106126 |
103,87 |
104,11 |
4,66 |
4,63 |
103,99 |
4,64 |
WZ0121 |
PL0000106068 |
97,32 |
97,52 |
--- |
--- |
97,42 |
--- |
DS1021 |
PL0000106670 |
106,56 |
106,78 |
4,84 |
4,81 |
106,67 |
4,82 |
WS0922 |
PL0000102646 |
106,67 |
106,87 |
4,89 |
4,86 |
106,77 |
4,88 |
IZ0823 |
PL0000105359 |
100,83 |
101,26 |
--- |
--- |
101,05 |
--- |
WS0429 |
PL0000105391 |
107,44 |
107,81 |
5,07 |
5,04 |
107,63 |
5,05 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,52 |
98,57 |
4,12 |
3,98 |
98,55 |
4,04 |
PS0413 |
PL0000105037 |
100,54 |
100,64 |
4,26 |
4,09 |
100,59 |
4,18 |
OK0713 |
PL0000106563 |
96,54 |
96,64 |
4,17 |
4,04 |
96,59 |
4,10 |
DS1013 |
PL0000102836 |
100,89 |
101,02 |
4,15 |
4,03 |
100,96 |
4,09 |
OK0114 |
PL0000106712 |
94,56 |
94,70 |
4,18 |
4,07 |
94,63 |
4,13 |
PS0414 |
PL0000105433 |
102,41 |
102,56 |
4,15 |
4,06 |
102,49 |
4,10 |
OK0714 |
PL0000107009 |
92,70 |
92,86 |
4,16 |
4,06 |
92,78 |
4,11 |
WZ0115 |
PL0000106480 |
100,22 |
100,33 |
--- |
--- |
100,28 |
--- |
PS0415 |
PL0000105953 |
103,35 |
103,47 |
4,11 |
4,06 |
103,41 |
4,09 |
DS1015 |
PL0000103602 |
105,97 |
106,17 |
4,16 |
4,09 |
106,07 |
4,13 |
PS0416 |
PL0000106340 |
102,47 |
102,65 |
4,24 |
4,18 |
102,56 |
4,21 |
IZ0816 |
PL0000103529 |
103,94 |
104,34 |
--- |
--- |
104,14 |
--- |
PS1016 |
PL0000106795 |
101,66 |
101,83 |
4,30 |
4,25 |
101,75 |
4,27 |
WZ0117 |
PL0000106936 |
99,68 |
99,83 |
--- |
--- |
99,76 |
--- |
PS0417 |
PL0000107058 |
101,64 |
101,81 |
4,34 |
4,30 |
101,73 |
4,32 |
DS1017 |
PL0000104543 |
104,01 |
104,15 |
4,35 |
4,32 |
104,08 |
4,34 |
WZ0118 |
PL0000104717 |
99,32 |
99,50 |
--- |
--- |
99,41 |
--- |
DS1019 |
PL0000105441 |
105,55 |
105,75 |
4,56 |
4,53 |
105,65 |
4,55 |
DS1020 |
PL0000106126 |
103,57 |
103,78 |
4,71 |
4,67 |
103,68 |
4,69 |
WZ0121 |
PL0000106068 |
97,32 |
97,49 |
--- |
--- |
97,41 |
--- |
DS1021 |
PL0000106670 |
106,31 |
106,49 |
4,87 |
4,85 |
106,40 |
4,86 |
WS0922 |
PL0000102646 |
106,46 |
106,65 |
4,92 |
4,89 |
106,56 |
4,90 |
IZ0823 |
PL0000105359 |
100,72 |
101,27 |
--- |
--- |
101,00 |
--- |
WS0429 |
PL0000105391 |
107,13 |
107,61 |
5,10 |
5,06 |
107,37 |
5,08 |
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 |
1/2 |
1 |
4,550 |
4,630 |
4,575 |
130 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,670 |
4,670 |
4,670 |
15 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
15 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,600 |
4,650 |
4,646 |
70 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,600 |
4,650 |
4,625 |
50 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,630 |
4,630 |
4,630 |
90 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,630 |
4,630 |
4,630 |
30 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
10 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,670 |
4,670 |
4,670 |
105 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,630 |
4,700 |
4,651 |
225 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,630 |
4,650 |
4,646 |
90 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,670 |
4,670 |
4,670 |
25 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,700 |
4,700 |
4,700 |
90 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,630 |
4,630 |
4,630 |
55 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
100 |
OK0714 |
PL0000107009 |
1/2 |
1 |
4,700 |
4,700 |
4,700 |
700 |
PS0417 |
PL0000107058 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
20 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,600 |
4,700 |
4,651 |
570 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
4,650 |
4,700 |
4,675 |
100 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
95 |
DS1015 |
PL0000103602 |
2/9 |
7 |
4,720 |
4,720 |
4,720 |
330 |
DS1017 |
PL0000104543 |
2/9 |
7 |
4,720 |
4,720 |
4,720 |
300 |
PS0414 |
PL0000105433 |
1/8 |
7 |
4,670 |
4,670 |
4,670 |
130 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
65 |
DS1019 |
PL0000105441 |
2/9 |
7 |
4,720 |
4,720 |
4,720 |
50 |
PS0415 |
PL0000105953 |
2/9 |
7 |
4,720 |
4,720 |
4,720 |
100 |
DS1020 |
PL0000106126 |
2/9 |
7 |
4,720 |
4,720 |
4,720 |
140 |
PS0416 |
PL0000106340 |
2/9 |
7 |
4,650 |
4,720 |
4,713 |
310 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
90 |
OK0114 |
PL0000106712 |
2/9 |
7 |
4,600 |
4,600 |
4,600 |
45 |
WZ0121 |
PL0000106068 |
2/9 |
7 |
4,650 |
4,650 |
4,650 |
200 |
TOTAL |
4 345 |