2012-09-17 |
MARKET DATA |
No 179 (1964) |
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 |
1 245,00 |
1 299,86 |
86 |
1 185,00 |
1 250,62 |
21 |
2 430,00 |
2 550,48 |
107 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 245,00 |
1 299,86 |
86 |
1 185,00 |
1 250,62 |
21 |
2 430,00 |
2 550,48 |
107 |
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 |
99,58 |
99,61 |
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 |
100,50 |
100,53 |
100,53 |
100,55 |
100,53 |
100,55 |
100,54 |
15 000 |
15,40 |
2 |
OK0713 |
PL0000106563 |
96,51 |
96,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,87 |
100,87 |
100,90 |
100,90 |
100,90 |
100,90 |
100,90 |
5 000 |
5,27 |
1 |
OK0114 |
PL0000106712 |
94,64 |
94,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,40 |
102,44 |
102,45 |
102,45 |
102,45 |
102,45 |
102,45 |
10 000 |
10,48 |
1 |
OK0714 |
PL0000107009 |
92,77 |
92,78 |
92,76 |
92,76 |
92,75 |
92,75 |
92,76 |
45 000 |
41,74 |
3 |
PS0415 |
PL0000105953 |
103,17 |
103,18 |
103,20 |
103,20 |
103,20 |
103,20 |
103,20 |
5 000 |
5,27 |
1 |
DS1015 |
PL0000103602 |
105,83 |
105,87 |
105,88 |
105,88 |
105,88 |
105,88 |
105,88 |
5 000 |
5,58 |
1 |
PS0416 |
PL0000106340 |
102,35 |
102,28 |
102,35 |
102,36 |
102,35 |
102,36 |
102,35 |
35 000 |
36,53 |
2 |
PS1016 |
PL0000106795 |
101,50 |
101,44 |
101,50 |
101,54 |
101,50 |
101,54 |
101,52 |
45 000 |
47,61 |
2 |
PS0417 |
PL0000107058 |
101,48 |
101,40 |
101,45 |
101,50 |
101,40 |
101,47 |
101,46 |
525 000 |
542,73 |
39 |
DS1017 |
PL0000104543 |
103,62 |
103,54 |
103,60 |
103,62 |
103,54 |
103,54 |
103,56 |
117 500 |
127,24 |
7 |
DS1019 |
PL0000105441 |
104,90 |
104,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,95 |
102,82 |
102,69 |
102,75 |
102,69 |
102,75 |
102,71 |
15 000 |
16,12 |
2 |
DS1021 |
PL0000106670 |
105,78 |
105,35 |
105,77 |
105,90 |
105,35 |
105,75 |
105,65 |
200 000 |
221,66 |
14 |
WS0922 |
PL0000102646 |
106,05 |
105,85 |
105,90 |
105,90 |
105,89 |
105,89 |
105,90 |
30 000 |
33,48 |
3 |
WS0429 |
PL0000105391 |
106,69 |
106,54 |
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 |
104,32 |
103,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
100,58 |
100,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,25 |
100,27 |
100,25 |
100,25 |
100,25 |
100,25 |
100,25 |
50 000 |
50,52 |
2 |
WZ0117 |
PL0000106936 |
99,68 |
99,44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,37 |
99,37 |
99,35 |
99,35 |
99,35 |
99,35 |
99,35 |
25 000 |
25,03 |
1 |
WZ0121 |
PL0000106068 |
97,29 |
97,26 |
97,28 |
97,28 |
97,25 |
97,28 |
97,26 |
117 500 |
115,21 |
5 |
TOTAL |
1 245 000 |
1 299,86 |
86 |
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 |
70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
91 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
133 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
161 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
189 |
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 |
98,48 |
98,57 |
4,40 |
4,14 |
98,53 |
4,25 |
PS0413 |
PL0000105037 |
100,44 |
100,59 |
4,40 |
4,15 |
100,52 |
4,27 |
OK0713 |
PL0000106563 |
96,46 |
96,63 |
4,34 |
4,12 |
96,55 |
4,22 |
DS1013 |
PL0000102836 |
100,77 |
100,96 |
4,26 |
4,08 |
100,87 |
4,16 |
OK0114 |
PL0000106712 |
94,59 |
94,77 |
4,20 |
4,06 |
94,68 |
4,13 |
PS0414 |
PL0000105433 |
102,34 |
102,54 |
4,19 |
4,06 |
102,44 |
4,12 |
OK0714 |
PL0000107009 |
92,69 |
92,86 |
4,20 |
4,09 |
92,78 |
4,14 |
WZ0115 |
PL0000106480 |
100,22 |
100,30 |
--- |
--- |
100,26 |
--- |
PS0415 |
PL0000105953 |
103,15 |
103,37 |
4,18 |
4,09 |
103,26 |
4,14 |
DS1015 |
PL0000103602 |
105,73 |
106,04 |
4,23 |
4,13 |
105,89 |
4,18 |
PS0416 |
PL0000106340 |
102,31 |
102,53 |
4,28 |
4,22 |
102,42 |
4,25 |
IZ0816 |
PL0000103529 |
103,72 |
104,17 |
--- |
--- |
103,95 |
--- |
PS1016 |
PL0000106795 |
101,41 |
101,68 |
4,36 |
4,29 |
101,55 |
4,32 |
WZ0117 |
PL0000106936 |
99,63 |
99,80 |
--- |
--- |
99,72 |
--- |
PS0417 |
PL0000107058 |
101,37 |
101,69 |
4,41 |
4,33 |
101,53 |
4,37 |
DS1017 |
PL0000104543 |
103,59 |
103,92 |
4,44 |
4,37 |
103,76 |
4,41 |
WZ0118 |
PL0000104717 |
99,32 |
99,47 |
--- |
--- |
99,40 |
--- |
DS1019 |
PL0000105441 |
104,86 |
105,24 |
4,68 |
4,61 |
105,05 |
4,64 |
DS1020 |
PL0000106126 |
102,86 |
103,31 |
4,81 |
4,74 |
103,09 |
4,78 |
WZ0121 |
PL0000106068 |
97,24 |
97,43 |
--- |
--- |
97,34 |
--- |
DS1021 |
PL0000106670 |
105,68 |
106,12 |
4,95 |
4,90 |
105,90 |
4,93 |
WS0922 |
PL0000102646 |
105,85 |
106,24 |
4,99 |
4,94 |
106,05 |
4,97 |
IZ0823 |
PL0000105359 |
100,36 |
100,83 |
--- |
--- |
100,60 |
--- |
WS0429 |
PL0000105391 |
106,39 |
106,98 |
5,16 |
5,11 |
106,69 |
5,13 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,50 |
98,57 |
4,34 |
4,14 |
98,54 |
4,22 |
PS0413 |
PL0000105037 |
100,47 |
100,56 |
4,35 |
4,20 |
100,52 |
4,27 |
OK0713 |
PL0000106563 |
96,47 |
96,58 |
4,32 |
4,18 |
96,53 |
4,25 |
DS1013 |
PL0000102836 |
100,80 |
100,96 |
4,23 |
4,08 |
100,88 |
4,15 |
OK0114 |
PL0000106712 |
94,62 |
94,78 |
4,18 |
4,05 |
94,70 |
4,11 |
PS0414 |
PL0000105433 |
102,36 |
102,46 |
4,17 |
4,11 |
102,41 |
4,14 |
OK0714 |
PL0000107009 |
92,71 |
92,84 |
4,18 |
4,11 |
92,78 |
4,14 |
WZ0115 |
PL0000106480 |
100,22 |
100,30 |
--- |
--- |
100,26 |
--- |
PS0415 |
PL0000105953 |
103,06 |
103,29 |
4,22 |
4,13 |
103,18 |
4,17 |
DS1015 |
PL0000103602 |
105,72 |
105,96 |
4,24 |
4,15 |
105,84 |
4,19 |
PS0416 |
PL0000106340 |
102,21 |
102,42 |
4,31 |
4,25 |
102,32 |
4,28 |
IZ0816 |
PL0000103529 |
103,71 |
104,12 |
--- |
--- |
103,92 |
--- |
PS1016 |
PL0000106795 |
101,36 |
101,57 |
4,37 |
4,32 |
101,47 |
4,35 |
WZ0117 |
PL0000106936 |
99,62 |
99,76 |
--- |
--- |
99,69 |
--- |
PS0417 |
PL0000107058 |
101,44 |
101,59 |
4,39 |
4,35 |
101,52 |
4,37 |
DS1017 |
PL0000104543 |
103,54 |
103,77 |
4,45 |
4,40 |
103,66 |
4,43 |
WZ0118 |
PL0000104717 |
99,29 |
99,44 |
--- |
--- |
99,37 |
--- |
DS1019 |
PL0000105441 |
104,71 |
104,99 |
4,70 |
4,65 |
104,85 |
4,68 |
DS1020 |
PL0000106126 |
102,68 |
102,94 |
4,84 |
4,80 |
102,81 |
4,82 |
WZ0121 |
PL0000106068 |
97,20 |
97,33 |
--- |
--- |
97,27 |
--- |
DS1021 |
PL0000106670 |
105,46 |
105,69 |
4,98 |
4,95 |
105,58 |
4,97 |
WS0922 |
PL0000102646 |
105,64 |
105,90 |
5,02 |
4,98 |
105,77 |
5,00 |
IZ0823 |
PL0000105359 |
100,39 |
100,83 |
--- |
--- |
100,61 |
--- |
WS0429 |
PL0000105391 |
106,14 |
106,72 |
5,18 |
5,13 |
106,43 |
5,16 |
REPO MARKET |
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 |
4,630 |
4,630 |
4,630 |
165 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
20 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
15 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
15 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,630 |
4,630 |
4,630 |
70 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,630 |
4,660 |
4,653 |
130 |
OK1012 |
PL0000106100 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
65 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,630 |
4,630 |
4,630 |
10 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,630 |
4,680 |
4,641 |
120 |
PS0417 |
PL0000107058 |
0/1 |
1 |
4,550 |
4,550 |
4,550 |
15 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
4,650 |
4,670 |
4,663 |
150 |
DS1013 |
PL0000102836 |
2/9 |
7 |
4,650 |
4,680 |
4,658 |
400 |
WS0429 |
PL0000105391 |
1/8 |
7 |
4,550 |
4,550 |
4,550 |
10 |
TOTAL |
1 185 |