2012-09-13 |
MARKET DATA |
No 177 (1962) |
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 |
1 332,50 |
1 442,81 |
83 |
4 170,00 |
4 283,58 |
34 |
5 502,50 |
5 726,39 |
117 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 332,50 |
1 442,81 |
83 |
4 170,00 |
4 283,58 |
34 |
5 502,50 |
5 726,39 |
117 |
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 |
99,54 |
99,59 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
98,58 |
98,54 |
98,54 |
98,55 |
98,54 |
98,55 |
98,54 |
205 000 |
202,01 |
3 |
PS0413 |
PL0000105037 |
100,58 |
100,61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
96,60 |
96,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,90 |
100,95 |
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 |
102,52 |
102,46 |
102,46 |
102,55 |
102,46 |
102,50 |
102,49 |
100 000 |
104,77 |
3 |
OK0714 |
PL0000107009 |
92,85 |
92,83 |
92,85 |
92,86 |
92,83 |
92,84 |
92,84 |
220 000 |
204,25 |
11 |
PS0415 |
PL0000105953 |
103,40 |
103,40 |
103,40 |
103,41 |
103,40 |
103,41 |
103,41 |
37 500 |
39,60 |
2 |
DS1015 |
PL0000103602 |
106,03 |
106,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,68 |
102,59 |
102,64 |
102,68 |
102,64 |
102,68 |
102,65 |
35 000 |
36,62 |
2 |
PS1016 |
PL0000106795 |
101,84 |
101,73 |
101,76 |
101,87 |
101,76 |
101,87 |
101,83 |
40 000 |
42,43 |
4 |
PS0417 |
PL0000107058 |
101,83 |
101,70 |
101,70 |
101,88 |
101,70 |
101,88 |
101,79 |
65 000 |
67,39 |
6 |
DS1017 |
PL0000104543 |
104,10 |
104,03 |
104,16 |
104,16 |
104,16 |
104,16 |
104,16 |
10 000 |
10,89 |
1 |
DS1019 |
PL0000105441 |
105,76 |
105,58 |
105,60 |
105,80 |
105,58 |
105,80 |
105,69 |
50 000 |
55,31 |
5 |
DS1020 |
PL0000106126 |
103,80 |
103,62 |
103,85 |
103,85 |
103,85 |
103,85 |
103,85 |
10 000 |
10,86 |
1 |
DS1021 |
PL0000106670 |
106,60 |
106,40 |
106,52 |
106,68 |
106,40 |
106,65 |
106,54 |
90 000 |
100,53 |
9 |
WS0922 |
PL0000102646 |
106,75 |
106,52 |
106,60 |
106,72 |
106,50 |
106,72 |
106,58 |
90 000 |
101,01 |
9 |
WS0429 |
PL0000105391 |
107,53 |
107,51 |
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 |
104,10 |
103,95 |
103,95 |
104,15 |
103,90 |
103,90 |
104,00 |
240 000 |
317,83 |
17 |
IZ0823 |
PL0000105359 |
100,85 |
100,78 |
100,85 |
100,85 |
100,78 |
100,78 |
100,80 |
55 000 |
63,84 |
5 |
WZ0115 |
PL0000106480 |
100,28 |
100,30 |
100,31 |
100,32 |
100,31 |
100,32 |
100,32 |
35 000 |
35,38 |
2 |
WZ0117 |
PL0000106936 |
99,72 |
99,79 |
99,71 |
99,71 |
99,71 |
99,71 |
99,71 |
10 000 |
10,05 |
1 |
WZ0118 |
PL0000104717 |
99,41 |
99,44 |
99,40 |
99,41 |
99,40 |
99,41 |
99,41 |
40 000 |
40,07 |
2 |
WZ0121 |
PL0000106068 |
97,36 |
97,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 332 500 |
1 442,81 |
83 |
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 |
72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
135 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
163 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
191 |
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 |
98,52 |
98,60 |
4,22 |
3,99 |
98,56 |
4,10 |
PS0413 |
PL0000105037 |
100,53 |
100,64 |
4,26 |
4,08 |
100,59 |
4,16 |
OK0713 |
PL0000106563 |
96,56 |
96,67 |
4,18 |
4,04 |
96,62 |
4,11 |
DS1013 |
PL0000102836 |
100,87 |
101,02 |
4,16 |
4,02 |
100,95 |
4,09 |
OK0114 |
PL0000106712 |
94,61 |
94,77 |
4,17 |
4,04 |
94,69 |
4,11 |
PS0414 |
PL0000105433 |
102,43 |
102,61 |
4,13 |
4,02 |
102,52 |
4,08 |
OK0714 |
PL0000107009 |
92,77 |
92,90 |
4,14 |
4,06 |
92,84 |
4,09 |
WZ0115 |
PL0000106480 |
100,22 |
100,34 |
--- |
--- |
100,28 |
--- |
PS0415 |
PL0000105953 |
103,33 |
103,53 |
4,11 |
4,03 |
103,43 |
4,07 |
DS1015 |
PL0000103602 |
105,93 |
106,15 |
4,17 |
4,09 |
106,04 |
4,13 |
PS0416 |
PL0000106340 |
102,46 |
102,67 |
4,24 |
4,18 |
102,57 |
4,21 |
IZ0816 |
PL0000103529 |
103,78 |
104,22 |
--- |
--- |
104,00 |
--- |
PS1016 |
PL0000106795 |
101,67 |
101,87 |
4,29 |
4,24 |
101,77 |
4,27 |
WZ0117 |
PL0000106936 |
99,67 |
99,83 |
--- |
--- |
99,75 |
--- |
PS0417 |
PL0000107058 |
101,68 |
101,86 |
4,33 |
4,29 |
101,77 |
4,31 |
DS1017 |
PL0000104543 |
104,03 |
104,24 |
4,35 |
4,30 |
104,14 |
4,32 |
WZ0118 |
PL0000104717 |
99,35 |
99,51 |
--- |
--- |
99,43 |
--- |
DS1019 |
PL0000105441 |
105,57 |
105,78 |
4,56 |
4,53 |
105,68 |
4,54 |
DS1020 |
PL0000106126 |
103,58 |
103,82 |
4,70 |
4,67 |
103,70 |
4,69 |
WZ0121 |
PL0000106068 |
97,29 |
97,49 |
--- |
--- |
97,39 |
--- |
DS1021 |
PL0000106670 |
106,41 |
106,63 |
4,86 |
4,83 |
106,52 |
4,84 |
WS0922 |
PL0000102646 |
106,55 |
106,75 |
4,90 |
4,88 |
106,65 |
4,89 |
IZ0823 |
PL0000105359 |
100,76 |
101,09 |
--- |
--- |
100,93 |
--- |
WS0429 |
PL0000105391 |
107,27 |
107,79 |
5,08 |
5,04 |
107,53 |
5,06 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,49 |
98,57 |
4,30 |
4,07 |
98,53 |
4,19 |
PS0413 |
PL0000105037 |
100,55 |
100,63 |
4,23 |
4,09 |
100,59 |
4,16 |
OK0713 |
PL0000106563 |
96,56 |
96,67 |
4,18 |
4,04 |
96,62 |
4,11 |
DS1013 |
PL0000102836 |
100,88 |
101,00 |
4,16 |
4,04 |
100,94 |
4,10 |
OK0114 |
PL0000106712 |
94,63 |
94,77 |
4,15 |
4,04 |
94,70 |
4,10 |
PS0414 |
PL0000105433 |
102,43 |
102,56 |
4,13 |
4,05 |
102,50 |
4,09 |
OK0714 |
PL0000107009 |
92,77 |
92,86 |
4,14 |
4,08 |
92,82 |
4,11 |
WZ0115 |
PL0000106480 |
100,25 |
100,34 |
--- |
--- |
100,30 |
--- |
PS0415 |
PL0000105953 |
103,38 |
103,50 |
4,09 |
4,05 |
103,44 |
4,07 |
DS1015 |
PL0000103602 |
106,01 |
106,19 |
4,14 |
4,08 |
106,10 |
4,11 |
PS0416 |
PL0000106340 |
102,58 |
102,75 |
4,20 |
4,15 |
102,67 |
4,18 |
IZ0816 |
PL0000103529 |
103,98 |
104,21 |
--- |
--- |
104,10 |
--- |
PS1016 |
PL0000106795 |
101,80 |
101,94 |
4,26 |
4,22 |
101,87 |
4,24 |
WZ0117 |
PL0000106936 |
99,67 |
99,82 |
--- |
--- |
99,75 |
--- |
PS0417 |
PL0000107058 |
101,74 |
101,90 |
4,32 |
4,28 |
101,82 |
4,30 |
DS1017 |
PL0000104543 |
104,03 |
104,23 |
4,35 |
4,30 |
104,13 |
4,33 |
WZ0118 |
PL0000104717 |
99,35 |
99,47 |
--- |
--- |
99,41 |
--- |
DS1019 |
PL0000105441 |
105,64 |
105,84 |
4,55 |
4,52 |
105,74 |
4,53 |
DS1020 |
PL0000106126 |
103,68 |
103,89 |
4,69 |
4,66 |
103,79 |
4,67 |
WZ0121 |
PL0000106068 |
97,31 |
97,47 |
--- |
--- |
97,39 |
--- |
DS1021 |
PL0000106670 |
106,50 |
106,69 |
4,85 |
4,82 |
106,60 |
4,83 |
WS0922 |
PL0000102646 |
106,67 |
106,84 |
4,89 |
4,87 |
106,76 |
4,88 |
IZ0823 |
PL0000105359 |
100,78 |
101,21 |
--- |
--- |
101,00 |
--- |
WS0429 |
PL0000105391 |
107,43 |
107,77 |
5,07 |
5,04 |
107,60 |
5,06 |
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) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,700 |
4,700 |
4,700 |
105 |
WS0922 |
PL0000102646 |
1/4 |
3 |
4,600 |
4,620 |
4,609 |
160 |
DS1015 |
PL0000103602 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
15 |
DS1017 |
PL0000104543 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
15 |
PS0413 |
PL0000105037 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
10 |
PS0415 |
PL0000105953 |
1/4 |
3 |
4,700 |
4,700 |
4,700 |
45 |
DS1020 |
PL0000106126 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
40 |
PS0416 |
PL0000106340 |
1/4 |
3 |
4,660 |
4,660 |
4,660 |
20 |
DS1021 |
PL0000106670 |
1/4 |
3 |
4,650 |
4,700 |
4,675 |
290 |
OK0714 |
PL0000107009 |
1/4 |
3 |
4,700 |
4,700 |
4,700 |
820 |
PS0417 |
PL0000107058 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
70 |
WZ0118 |
PL0000104717 |
1/4 |
3 |
4,700 |
4,700 |
4,700 |
100 |
DS1013 |
PL0000102836 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
120 |
DS1017 |
PL0000104543 |
4/11 |
7 |
4,630 |
4,630 |
4,630 |
25 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,720 |
4,720 |
4,720 |
20 |
OK1012 |
PL0000106100 |
4/11 |
7 |
4,600 |
4,600 |
4,600 |
215 |
TOTAL |
2 070 |