2012-09-14 |
MARKET DATA |
No 178 (1963) |
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 |
2 377,50 |
2 585,72 |
178 |
3 635,00 |
3 746,80 |
42 |
6 012,50 |
6 332,52 |
220 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 377,50 |
2 585,72 |
178 |
3 635,00 |
3 746,80 |
42 |
6 012,50 |
6 332,52 |
220 |
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 |
99,56 |
99,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
98,53 |
98,49 |
98,49 |
98,49 |
98,49 |
98,49 |
98,49 |
60 000 |
59,09 |
2 |
PS0413 |
PL0000105037 |
100,57 |
100,57 |
100,56 |
100,56 |
100,56 |
100,56 |
100,56 |
50 000 |
51,33 |
1 |
OK0713 |
PL0000106563 |
96,59 |
96,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,86 |
100,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
94,66 |
94,72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,50 |
102,50 |
102,44 |
102,45 |
102,36 |
102,45 |
102,42 |
110 000 |
115,19 |
3 |
OK0714 |
PL0000107009 |
92,84 |
92,76 |
92,74 |
92,74 |
92,74 |
92,74 |
92,74 |
30 000 |
27,82 |
1 |
PS0415 |
PL0000105953 |
103,52 |
103,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,17 |
105,88 |
106,08 |
106,08 |
106,08 |
106,08 |
106,08 |
25 000 |
27,93 |
1 |
PS0416 |
PL0000106340 |
102,78 |
102,44 |
102,55 |
102,55 |
102,40 |
102,40 |
102,46 |
170 000 |
177,58 |
14 |
PS1016 |
PL0000106795 |
102,01 |
101,54 |
101,97 |
101,97 |
101,50 |
101,50 |
101,64 |
380 000 |
402,44 |
24 |
PS0417 |
PL0000107058 |
102,03 |
101,50 |
101,98 |
101,98 |
101,50 |
101,50 |
101,69 |
225 000 |
233,08 |
15 |
DS1017 |
PL0000104543 |
104,30 |
103,81 |
103,89 |
104,28 |
103,85 |
103,85 |
103,93 |
90 000 |
97,78 |
7 |
DS1019 |
PL0000105441 |
105,87 |
105,15 |
105,87 |
105,87 |
104,95 |
104,97 |
105,38 |
115 000 |
126,87 |
8 |
DS1020 |
PL0000106126 |
103,95 |
103,15 |
103,50 |
103,50 |
103,21 |
103,21 |
103,37 |
30 000 |
32,43 |
3 |
DS1021 |
PL0000106670 |
106,83 |
105,85 |
106,88 |
106,88 |
105,75 |
105,75 |
106,25 |
362 500 |
403,90 |
35 |
WS0922 |
PL0000102646 |
106,92 |
106,16 |
106,83 |
106,83 |
106,00 |
106,00 |
106,22 |
140 000 |
156,65 |
17 |
WS0429 |
PL0000105391 |
107,74 |
106,65 |
107,69 |
107,69 |
106,73 |
106,73 |
107,21 |
82 500 |
90,35 |
11 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,00 |
103,88 |
104,00 |
104,00 |
103,87 |
103,90 |
103,92 |
217 500 |
287,79 |
18 |
IZ0823 |
PL0000105359 |
100,86 |
100,60 |
100,86 |
100,86 |
100,50 |
100,50 |
100,69 |
35 000 |
40,57 |
5 |
WZ0115 |
PL0000106480 |
100,28 |
100,23 |
100,28 |
100,28 |
100,27 |
100,27 |
100,27 |
85 000 |
85,89 |
3 |
WZ0117 |
PL0000106936 |
99,75 |
99,75 |
99,75 |
99,75 |
99,75 |
99,75 |
99,75 |
45 000 |
45,23 |
2 |
WZ0118 |
PL0000104717 |
99,44 |
99,41 |
99,41 |
99,41 |
99,39 |
99,39 |
99,40 |
55 000 |
55,09 |
2 |
WZ0121 |
PL0000106068 |
97,36 |
97,37 |
97,36 |
97,39 |
97,33 |
97,33 |
97,36 |
70 000 |
68,69 |
6 |
TOTAL |
2 377 500 |
2 585,72 |
178 |
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 |
71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
134 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
162 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
190 |
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 |
98,60 |
4,28 |
4,02 |
98,56 |
4,13 |
PS0413 |
PL0000105037 |
100,54 |
100,65 |
4,24 |
4,06 |
100,60 |
4,14 |
OK0713 |
PL0000106563 |
96,55 |
96,68 |
4,21 |
4,04 |
96,62 |
4,12 |
DS1013 |
PL0000102836 |
100,83 |
101,00 |
4,20 |
4,04 |
100,92 |
4,12 |
OK0114 |
PL0000106712 |
94,63 |
94,80 |
4,16 |
4,02 |
94,72 |
4,09 |
PS0414 |
PL0000105433 |
102,43 |
102,61 |
4,13 |
4,02 |
102,52 |
4,07 |
OK0714 |
PL0000107009 |
92,81 |
92,94 |
4,12 |
4,04 |
92,88 |
4,07 |
WZ0115 |
PL0000106480 |
100,25 |
100,35 |
--- |
--- |
100,30 |
--- |
PS0415 |
PL0000105953 |
103,46 |
103,59 |
4,06 |
4,01 |
103,53 |
4,03 |
DS1015 |
PL0000103602 |
106,08 |
106,30 |
4,12 |
4,04 |
106,19 |
4,08 |
PS0416 |
PL0000106340 |
102,69 |
102,84 |
4,17 |
4,12 |
102,77 |
4,15 |
IZ0816 |
PL0000103529 |
103,92 |
104,26 |
--- |
--- |
104,09 |
--- |
PS1016 |
PL0000106795 |
101,93 |
102,09 |
4,22 |
4,18 |
102,01 |
4,20 |
WZ0117 |
PL0000106936 |
99,70 |
99,83 |
--- |
--- |
99,77 |
--- |
PS0417 |
PL0000107058 |
101,91 |
102,07 |
4,28 |
4,24 |
101,99 |
4,26 |
DS1017 |
PL0000104543 |
104,23 |
104,49 |
4,30 |
4,25 |
104,36 |
4,28 |
WZ0118 |
PL0000104717 |
99,35 |
99,50 |
--- |
--- |
99,43 |
--- |
DS1019 |
PL0000105441 |
105,81 |
106,08 |
4,52 |
4,48 |
105,95 |
4,50 |
DS1020 |
PL0000106126 |
103,87 |
104,16 |
4,66 |
4,62 |
104,02 |
4,64 |
WZ0121 |
PL0000106068 |
97,30 |
97,50 |
--- |
--- |
97,40 |
--- |
DS1021 |
PL0000106670 |
106,77 |
106,95 |
4,81 |
4,79 |
106,86 |
4,80 |
WS0922 |
PL0000102646 |
106,84 |
107,11 |
4,87 |
4,83 |
106,98 |
4,85 |
IZ0823 |
PL0000105359 |
100,73 |
101,10 |
--- |
--- |
100,92 |
--- |
WS0429 |
PL0000105391 |
107,62 |
108,06 |
5,05 |
5,02 |
107,84 |
5,04 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,47 |
98,56 |
4,40 |
4,13 |
98,52 |
4,25 |
PS0413 |
PL0000105037 |
100,45 |
100,60 |
4,39 |
4,14 |
100,53 |
4,25 |
OK0713 |
PL0000106563 |
96,45 |
96,63 |
4,33 |
4,11 |
96,54 |
4,22 |
DS1013 |
PL0000102836 |
100,78 |
100,97 |
4,25 |
4,07 |
100,88 |
4,15 |
OK0114 |
PL0000106712 |
94,61 |
94,77 |
4,18 |
4,05 |
94,69 |
4,11 |
PS0414 |
PL0000105433 |
102,37 |
102,53 |
4,17 |
4,07 |
102,45 |
4,12 |
OK0714 |
PL0000107009 |
92,67 |
92,85 |
4,20 |
4,09 |
92,76 |
4,15 |
WZ0115 |
PL0000106480 |
100,22 |
100,31 |
--- |
--- |
100,27 |
--- |
PS0415 |
PL0000105953 |
103,14 |
103,37 |
4,19 |
4,10 |
103,26 |
4,14 |
DS1015 |
PL0000103602 |
105,77 |
106,06 |
4,22 |
4,12 |
105,92 |
4,17 |
PS0416 |
PL0000106340 |
102,31 |
102,49 |
4,28 |
4,23 |
102,40 |
4,26 |
IZ0816 |
PL0000103529 |
103,66 |
103,98 |
--- |
--- |
103,82 |
--- |
PS1016 |
PL0000106795 |
101,38 |
101,69 |
4,37 |
4,29 |
101,54 |
4,33 |
WZ0117 |
PL0000106936 |
99,65 |
99,81 |
--- |
--- |
99,73 |
--- |
PS0417 |
PL0000107058 |
101,37 |
101,64 |
4,41 |
4,34 |
101,51 |
4,37 |
DS1017 |
PL0000104543 |
103,67 |
103,96 |
4,43 |
4,36 |
103,82 |
4,39 |
WZ0118 |
PL0000104717 |
99,34 |
99,45 |
--- |
--- |
99,40 |
--- |
DS1019 |
PL0000105441 |
104,94 |
105,24 |
4,66 |
4,61 |
105,09 |
4,64 |
DS1020 |
PL0000106126 |
102,95 |
103,41 |
4,80 |
4,73 |
103,18 |
4,76 |
WZ0121 |
PL0000106068 |
97,32 |
97,47 |
--- |
--- |
97,40 |
--- |
DS1021 |
PL0000106670 |
105,79 |
106,07 |
4,94 |
4,90 |
105,93 |
4,92 |
WS0922 |
PL0000102646 |
105,99 |
106,30 |
4,97 |
4,93 |
106,15 |
4,95 |
IZ0823 |
PL0000105359 |
100,41 |
100,93 |
--- |
--- |
100,67 |
--- |
WS0429 |
PL0000105391 |
106,61 |
106,90 |
5,14 |
5,12 |
106,76 |
5,13 |
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 |
3/4 |
1 |
4,850 |
4,850 |
4,850 |
700 |
TOTAL |
700 |
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 |
4,670 |
4,670 |
4,670 |
260 |
DS1013 |
PL0000102836 |
3/4 |
1 |
4,670 |
4,670 |
4,670 |
10 |
DS1015 |
PL0000103602 |
3/4 |
1 |
4,670 |
4,670 |
4,670 |
15 |
DS1017 |
PL0000104543 |
3/4 |
1 |
4,650 |
4,650 |
4,650 |
15 |
PS0413 |
PL0000105037 |
3/4 |
1 |
4,670 |
4,670 |
4,670 |
10 |
DS1019 |
PL0000105441 |
3/4 |
1 |
4,670 |
4,670 |
4,670 |
10 |
PS0415 |
PL0000105953 |
3/4 |
1 |
4,670 |
4,700 |
4,680 |
135 |
DS1020 |
PL0000106126 |
3/4 |
1 |
4,670 |
4,670 |
4,670 |
210 |
PS0416 |
PL0000106340 |
3/4 |
1 |
4,670 |
4,700 |
4,685 |
40 |
DS1021 |
PL0000106670 |
3/4 |
1 |
4,650 |
4,650 |
4,650 |
125 |
PS1016 |
PL0000106795 |
3/4 |
1 |
4,650 |
4,650 |
4,650 |
190 |
OK0714 |
PL0000107009 |
3/4 |
1 |
4,650 |
4,700 |
4,660 |
820 |
PS0417 |
PL0000107058 |
3/4 |
1 |
4,600 |
4,700 |
4,652 |
395 |
WZ0118 |
PL0000104717 |
3/4 |
1 |
4,670 |
4,700 |
4,691 |
100 |
DS1019 |
PL0000105441 |
4/6 |
2 |
4,650 |
4,650 |
4,650 |
25 |
WZ0117 |
PL0000106936 |
3/5 |
2 |
4,650 |
4,650 |
4,650 |
270 |
WS0922 |
PL0000102646 |
0/3 |
3 |
4,550 |
4,550 |
4,550 |
5 |
DS1019 |
PL0000105441 |
0/3 |
3 |
4,670 |
4,670 |
4,670 |
10 |
DS1020 |
PL0000106126 |
0/3 |
3 |
4,670 |
4,670 |
4,670 |
70 |
DS1021 |
PL0000106670 |
0/3 |
3 |
4,670 |
4,670 |
4,670 |
35 |
WS0922 |
PL0000102646 |
0/4 |
4 |
4,600 |
4,600 |
4,600 |
50 |
OK0713 |
PL0000106563 |
0/4 |
4 |
4,500 |
4,500 |
4,500 |
15 |
DS1017 |
PL0000104543 |
4/11 |
7 |
4,630 |
4,630 |
4,630 |
60 |
DS1020 |
PL0000106126 |
3/10 |
7 |
4,650 |
4,650 |
4,650 |
60 |
TOTAL |
2 935 |