2012-09-18 |
MARKET DATA |
No 180 (1965) |
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 |
1 765,00 |
1 859,37 |
119 |
1 830,00 |
1 927,50 |
23 |
3 595,00 |
3 786,87 |
142 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 765,00 |
1 859,37 |
119 |
1 830,00 |
1 927,50 |
23 |
3 595,00 |
3 786,87 |
142 |
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 |
99,57 |
99,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
98,54 |
98,53 |
98,53 |
98,53 |
98,53 |
98,53 |
98,53 |
100 000 |
98,53 |
1 |
PS0413 |
PL0000105037 |
100,51 |
100,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
96,54 |
96,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,87 |
100,88 |
100,88 |
100,89 |
100,88 |
100,89 |
100,88 |
110 000 |
115,96 |
6 |
OK0114 |
PL0000106712 |
94,80 |
94,74 |
94,74 |
94,74 |
94,74 |
94,74 |
94,74 |
20 000 |
18,95 |
2 |
PS0414 |
PL0000105433 |
102,43 |
102,38 |
102,40 |
102,40 |
102,38 |
102,38 |
102,39 |
45 000 |
47,12 |
3 |
OK0714 |
PL0000107009 |
92,81 |
92,83 |
92,81 |
92,81 |
92,81 |
92,81 |
92,81 |
40 000 |
37,12 |
1 |
PS0415 |
PL0000105953 |
103,28 |
103,25 |
103,26 |
103,27 |
103,26 |
103,26 |
103,26 |
130 000 |
137,14 |
5 |
DS1015 |
PL0000103602 |
105,83 |
105,87 |
105,89 |
105,89 |
105,89 |
105,89 |
105,89 |
5 000 |
5,58 |
1 |
PS0416 |
PL0000106340 |
102,41 |
102,40 |
102,40 |
102,42 |
102,38 |
102,38 |
102,40 |
65 000 |
67,88 |
5 |
PS1016 |
PL0000106795 |
101,63 |
101,60 |
101,60 |
101,63 |
101,60 |
101,63 |
101,61 |
32 500 |
34,42 |
3 |
PS0417 |
PL0000107058 |
101,65 |
101,60 |
101,60 |
101,70 |
101,60 |
101,65 |
101,63 |
310 000 |
321,01 |
20 |
DS1017 |
PL0000104543 |
103,92 |
103,61 |
103,75 |
103,95 |
103,75 |
103,95 |
103,85 |
220 000 |
238,92 |
14 |
DS1019 |
PL0000105441 |
105,08 |
104,94 |
105,05 |
105,06 |
104,94 |
105,06 |
105,02 |
80 000 |
88,00 |
5 |
DS1020 |
PL0000106126 |
103,11 |
102,85 |
102,95 |
102,96 |
102,85 |
102,86 |
102,88 |
205 000 |
220,64 |
16 |
DS1021 |
PL0000106670 |
105,85 |
105,70 |
105,75 |
105,86 |
105,68 |
105,72 |
105,75 |
175 000 |
194,16 |
17 |
WS0922 |
PL0000102646 |
105,98 |
105,95 |
105,95 |
106,03 |
105,87 |
105,87 |
105,94 |
90 000 |
95,35 |
8 |
WS0429 |
PL0000105391 |
106,79 |
106,64 |
106,95 |
106,97 |
106,60 |
106,60 |
106,84 |
30 000 |
32,75 |
3 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,85 |
104,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
100,54 |
100,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,24 |
100,22 |
100,22 |
100,26 |
100,22 |
100,26 |
100,23 |
15 000 |
15,15 |
2 |
WZ0117 |
PL0000106936 |
99,67 |
99,71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,34 |
99,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,27 |
97,27 |
97,25 |
97,28 |
97,25 |
97,25 |
97,26 |
92 500 |
90,70 |
7 |
TOTAL |
1 765 000 |
1 859,37 |
119 |
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 |
69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
132 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
160 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
188 |
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 |
98,50 |
98,58 |
4,38 |
4,14 |
98,54 |
4,26 |
PS0413 |
PL0000105037 |
100,48 |
100,58 |
4,33 |
4,16 |
100,53 |
4,25 |
OK0713 |
PL0000106563 |
96,49 |
96,61 |
4,31 |
4,16 |
96,55 |
4,23 |
DS1013 |
PL0000102836 |
100,81 |
100,96 |
4,22 |
4,07 |
100,89 |
4,14 |
OK0114 |
PL0000106712 |
94,62 |
94,80 |
4,19 |
4,04 |
94,71 |
4,11 |
PS0414 |
PL0000105433 |
102,37 |
102,48 |
4,16 |
4,09 |
102,43 |
4,13 |
OK0714 |
PL0000107009 |
92,73 |
92,87 |
4,18 |
4,09 |
92,80 |
4,14 |
WZ0115 |
PL0000106480 |
100,20 |
100,29 |
--- |
--- |
100,25 |
--- |
PS0415 |
PL0000105953 |
103,10 |
103,32 |
4,20 |
4,11 |
103,21 |
4,16 |
DS1015 |
PL0000103602 |
105,75 |
105,97 |
4,22 |
4,15 |
105,86 |
4,19 |
PS0416 |
PL0000106340 |
102,23 |
102,43 |
4,31 |
4,25 |
102,33 |
4,28 |
IZ0816 |
PL0000103529 |
103,79 |
104,21 |
--- |
--- |
104,00 |
--- |
PS1016 |
PL0000106795 |
101,48 |
101,64 |
4,34 |
4,30 |
101,56 |
4,32 |
WZ0117 |
PL0000106936 |
99,61 |
99,77 |
--- |
--- |
99,69 |
--- |
PS0417 |
PL0000107058 |
101,51 |
101,64 |
4,37 |
4,34 |
101,58 |
4,35 |
DS1017 |
PL0000104543 |
103,58 |
103,77 |
4,44 |
4,40 |
103,68 |
4,42 |
WZ0118 |
PL0000104717 |
99,28 |
99,43 |
--- |
--- |
99,36 |
--- |
DS1019 |
PL0000105441 |
104,87 |
105,09 |
4,67 |
4,64 |
104,98 |
4,66 |
DS1020 |
PL0000106126 |
102,88 |
103,11 |
4,81 |
4,77 |
103,00 |
4,79 |
WZ0121 |
PL0000106068 |
97,18 |
97,37 |
--- |
--- |
97,28 |
--- |
DS1021 |
PL0000106670 |
105,64 |
105,89 |
4,96 |
4,93 |
105,77 |
4,94 |
WS0922 |
PL0000102646 |
105,82 |
106,06 |
4,99 |
4,96 |
105,94 |
4,97 |
IZ0823 |
PL0000105359 |
100,47 |
100,86 |
--- |
--- |
100,67 |
--- |
WS0429 |
PL0000105391 |
106,44 |
107,00 |
5,16 |
5,11 |
106,72 |
5,13 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,52 |
98,59 |
4,32 |
4,11 |
98,56 |
4,20 |
PS0413 |
PL0000105037 |
100,47 |
100,56 |
4,35 |
4,19 |
100,52 |
4,26 |
OK0713 |
PL0000106563 |
96,53 |
96,62 |
4,26 |
4,15 |
96,58 |
4,20 |
DS1013 |
PL0000102836 |
100,82 |
100,97 |
4,21 |
4,07 |
100,90 |
4,13 |
OK0114 |
PL0000106712 |
94,65 |
94,76 |
4,16 |
4,07 |
94,71 |
4,11 |
PS0414 |
PL0000105433 |
102,35 |
102,48 |
4,18 |
4,09 |
102,42 |
4,13 |
OK0714 |
PL0000107009 |
92,75 |
92,89 |
4,17 |
4,08 |
92,82 |
4,12 |
WZ0115 |
PL0000106480 |
100,20 |
100,29 |
--- |
--- |
100,25 |
--- |
PS0415 |
PL0000105953 |
103,15 |
103,33 |
4,18 |
4,11 |
103,24 |
4,15 |
DS1015 |
PL0000103602 |
105,73 |
105,92 |
4,23 |
4,17 |
105,83 |
4,20 |
PS0416 |
PL0000106340 |
102,33 |
102,50 |
4,28 |
4,23 |
102,42 |
4,25 |
IZ0816 |
PL0000103529 |
103,79 |
104,15 |
--- |
--- |
103,97 |
--- |
PS1016 |
PL0000106795 |
101,48 |
101,71 |
4,34 |
4,28 |
101,60 |
4,31 |
WZ0117 |
PL0000106936 |
99,61 |
99,77 |
--- |
--- |
99,69 |
--- |
PS0417 |
PL0000107058 |
101,52 |
101,76 |
4,37 |
4,31 |
101,64 |
4,34 |
DS1017 |
PL0000104543 |
103,73 |
103,98 |
4,41 |
4,36 |
103,86 |
4,38 |
WZ0118 |
PL0000104717 |
99,27 |
99,43 |
--- |
--- |
99,35 |
--- |
DS1019 |
PL0000105441 |
104,78 |
105,04 |
4,69 |
4,65 |
104,91 |
4,67 |
DS1020 |
PL0000106126 |
102,70 |
102,98 |
4,83 |
4,79 |
102,84 |
4,81 |
WZ0121 |
PL0000106068 |
97,20 |
97,34 |
--- |
--- |
97,27 |
--- |
DS1021 |
PL0000106670 |
105,53 |
105,81 |
4,97 |
4,94 |
105,67 |
4,96 |
WS0922 |
PL0000102646 |
105,82 |
106,04 |
4,99 |
4,96 |
105,93 |
4,97 |
IZ0823 |
PL0000105359 |
100,39 |
100,92 |
--- |
--- |
100,66 |
--- |
WS0429 |
PL0000105391 |
106,45 |
106,79 |
5,16 |
5,13 |
106,62 |
5,14 |
REPO MARKET |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
15 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,630 |
4,640 |
4,636 |
95 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,630 |
4,650 |
4,646 |
75 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,630 |
4,630 |
4,630 |
50 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,670 |
4,670 |
4,670 |
45 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
260 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,670 |
4,670 |
4,670 |
80 |
OK1012 |
PL0000106100 |
0/1 |
1 |
4,500 |
4,500 |
4,500 |
20 |
OK1012 |
PL0000106100 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
265 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
115 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,660 |
4,670 |
4,668 |
145 |
DS1021 |
PL0000106670 |
2/3 |
1 |
4,650 |
4,650 |
4,650 |
40 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
100 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,630 |
4,630 |
4,630 |
50 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
4,670 |
4,670 |
4,670 |
100 |
DS1017 |
PL0000104543 |
2/9 |
7 |
4,600 |
4,600 |
4,600 |
320 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
4,670 |
4,670 |
4,670 |
50 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
4,600 |
4,600 |
4,600 |
5 |
TOTAL |
1 830 |