2012-09-19 |
MARKET DATA |
No 181 (1966) |
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 |
3 420,00 |
3 506,91 |
163 |
1 755,00 |
1 856,77 |
25 |
5 175,00 |
5 363,68 |
188 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
3 420,00 |
3 506,91 |
163 |
1 755,00 |
1 856,77 |
25 |
5 175,00 |
5 363,68 |
188 |
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 |
99,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
98,57 |
98,55 |
98,57 |
98,57 |
98,57 |
98,57 |
98,57 |
15 000 |
14,79 |
2 |
PS0413 |
PL0000105037 |
100,52 |
100,52 |
100,53 |
100,54 |
100,52 |
100,52 |
100,53 |
205 000 |
210,48 |
7 |
OK0713 |
PL0000106563 |
96,59 |
96,58 |
96,56 |
96,61 |
96,56 |
96,58 |
96,60 |
635 000 |
613,42 |
15 |
DS1013 |
PL0000102836 |
100,83 |
100,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
94,75 |
94,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,40 |
102,42 |
102,53 |
102,53 |
102,53 |
102,53 |
102,53 |
10 000 |
10,49 |
1 |
OK0714 |
PL0000107009 |
92,85 |
92,85 |
92,84 |
92,85 |
92,84 |
92,85 |
92,84 |
245 000 |
227,46 |
6 |
PS0415 |
PL0000105953 |
103,22 |
103,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,95 |
105,90 |
105,92 |
105,95 |
105,92 |
105,94 |
105,93 |
210 000 |
234,40 |
10 |
PS0416 |
PL0000106340 |
102,46 |
102,45 |
102,45 |
102,50 |
102,45 |
102,50 |
102,47 |
25 000 |
26,13 |
2 |
PS1016 |
PL0000106795 |
101,68 |
101,68 |
101,75 |
101,75 |
101,75 |
101,75 |
101,75 |
25 000 |
26,51 |
1 |
PS0417 |
PL0000107058 |
101,78 |
101,67 |
101,76 |
101,83 |
101,70 |
101,70 |
101,74 |
582 500 |
603,91 |
31 |
DS1017 |
PL0000104543 |
103,98 |
103,69 |
104,01 |
104,06 |
103,69 |
104,06 |
103,98 |
255 000 |
277,29 |
13 |
DS1019 |
PL0000105441 |
105,33 |
104,76 |
104,97 |
105,33 |
104,72 |
104,72 |
105,01 |
80 000 |
88,00 |
5 |
DS1020 |
PL0000106126 |
103,11 |
102,78 |
102,95 |
102,95 |
102,79 |
102,85 |
102,86 |
110 000 |
118,38 |
8 |
DS1021 |
PL0000106670 |
105,83 |
105,61 |
105,75 |
105,83 |
105,51 |
105,70 |
105,74 |
70 000 |
77,67 |
7 |
WS0922 |
PL0000102646 |
106,13 |
105,80 |
105,99 |
106,13 |
105,75 |
105,90 |
105,98 |
295 000 |
312,63 |
22 |
WS0429 |
PL0000105391 |
106,55 |
106,37 |
106,35 |
106,35 |
106,35 |
106,35 |
106,35 |
15 000 |
16,30 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,10 |
104,08 |
104,08 |
104,08 |
104,08 |
104,08 |
104,08 |
15 000 |
19,87 |
1 |
IZ0823 |
PL0000105359 |
101,05 |
100,72 |
100,82 |
101,00 |
100,82 |
100,98 |
100,96 |
30 000 |
34,86 |
3 |
WZ0115 |
PL0000106480 |
100,27 |
100,27 |
100,27 |
100,28 |
100,27 |
100,27 |
100,27 |
182 500 |
184,48 |
8 |
WZ0117 |
PL0000106936 |
99,70 |
99,71 |
99,72 |
99,72 |
99,70 |
99,70 |
99,70 |
45 000 |
45,23 |
2 |
WZ0118 |
PL0000104717 |
99,34 |
99,36 |
99,40 |
99,40 |
99,36 |
99,36 |
99,38 |
75 000 |
75,15 |
3 |
WZ0121 |
PL0000106068 |
97,30 |
97,25 |
97,19 |
97,36 |
97,19 |
97,27 |
97,31 |
295 000 |
289,45 |
14 |
TOTAL |
3 420 000 |
3 506,91 |
163 |
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 |
68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
131 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
159 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
187 |
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 |
98,53 |
98,59 |
4,32 |
4,14 |
98,56 |
4,23 |
PS0413 |
PL0000105037 |
100,48 |
100,59 |
4,33 |
4,14 |
100,54 |
4,22 |
OK0713 |
PL0000106563 |
96,51 |
96,65 |
4,30 |
4,12 |
96,58 |
4,21 |
DS1013 |
PL0000102836 |
100,81 |
101,00 |
4,22 |
4,04 |
100,91 |
4,12 |
OK0114 |
PL0000106712 |
94,64 |
94,79 |
4,18 |
4,06 |
94,72 |
4,11 |
PS0414 |
PL0000105433 |
102,35 |
102,54 |
4,17 |
4,05 |
102,45 |
4,11 |
OK0714 |
PL0000107009 |
92,74 |
92,93 |
4,18 |
4,06 |
92,84 |
4,12 |
WZ0115 |
PL0000106480 |
100,19 |
100,30 |
--- |
--- |
100,25 |
--- |
PS0415 |
PL0000105953 |
103,17 |
103,40 |
4,17 |
4,08 |
103,29 |
4,12 |
DS1015 |
PL0000103602 |
105,84 |
105,95 |
4,19 |
4,15 |
105,90 |
4,17 |
PS0416 |
PL0000106340 |
102,41 |
102,51 |
4,25 |
4,22 |
102,46 |
4,24 |
IZ0816 |
PL0000103529 |
103,79 |
104,15 |
--- |
--- |
103,97 |
--- |
PS1016 |
PL0000106795 |
101,50 |
101,74 |
4,34 |
4,27 |
101,62 |
4,30 |
WZ0117 |
PL0000106936 |
99,60 |
99,76 |
--- |
--- |
99,68 |
--- |
PS0417 |
PL0000107058 |
101,62 |
101,80 |
4,34 |
4,30 |
101,71 |
4,32 |
DS1017 |
PL0000104543 |
103,72 |
103,99 |
4,41 |
4,35 |
103,86 |
4,38 |
WZ0118 |
PL0000104717 |
99,26 |
99,43 |
--- |
--- |
99,35 |
--- |
DS1019 |
PL0000105441 |
104,82 |
105,08 |
4,68 |
4,64 |
104,95 |
4,66 |
DS1020 |
PL0000106126 |
102,63 |
102,99 |
4,84 |
4,79 |
102,81 |
4,82 |
WZ0121 |
PL0000106068 |
97,19 |
97,34 |
--- |
--- |
97,27 |
--- |
DS1021 |
PL0000106670 |
105,56 |
105,77 |
4,97 |
4,94 |
105,67 |
4,96 |
WS0922 |
PL0000102646 |
105,76 |
106,02 |
5,00 |
4,97 |
105,89 |
4,98 |
IZ0823 |
PL0000105359 |
100,37 |
100,81 |
--- |
--- |
100,59 |
--- |
WS0429 |
PL0000105391 |
106,23 |
106,76 |
5,17 |
5,13 |
106,50 |
5,15 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,54 |
98,62 |
4,29 |
4,05 |
98,58 |
4,17 |
PS0413 |
PL0000105037 |
100,49 |
100,56 |
4,31 |
4,19 |
100,53 |
4,24 |
OK0713 |
PL0000106563 |
96,57 |
96,63 |
4,22 |
4,15 |
96,60 |
4,18 |
DS1013 |
PL0000102836 |
100,80 |
100,95 |
4,22 |
4,08 |
100,88 |
4,15 |
OK0114 |
PL0000106712 |
94,67 |
94,81 |
4,16 |
4,04 |
94,74 |
4,10 |
PS0414 |
PL0000105433 |
102,34 |
102,45 |
4,18 |
4,11 |
102,40 |
4,14 |
OK0714 |
PL0000107009 |
92,79 |
92,93 |
4,15 |
4,06 |
92,86 |
4,11 |
WZ0115 |
PL0000106480 |
100,20 |
100,31 |
--- |
--- |
100,26 |
--- |
PS0415 |
PL0000105953 |
103,14 |
103,37 |
4,19 |
4,09 |
103,26 |
4,14 |
DS1015 |
PL0000103602 |
105,78 |
106,00 |
4,21 |
4,14 |
105,89 |
4,17 |
PS0416 |
PL0000106340 |
102,39 |
102,56 |
4,26 |
4,21 |
102,48 |
4,23 |
IZ0816 |
PL0000103529 |
103,85 |
104,26 |
--- |
--- |
104,06 |
--- |
PS1016 |
PL0000106795 |
101,46 |
101,73 |
4,35 |
4,27 |
101,60 |
4,31 |
WZ0117 |
PL0000106936 |
99,62 |
99,75 |
--- |
--- |
99,69 |
--- |
PS0417 |
PL0000107058 |
101,56 |
101,79 |
4,36 |
4,30 |
101,68 |
4,33 |
DS1017 |
PL0000104543 |
103,76 |
103,98 |
4,41 |
4,36 |
103,87 |
4,38 |
WZ0118 |
PL0000104717 |
99,28 |
99,44 |
--- |
--- |
99,36 |
--- |
DS1019 |
PL0000105441 |
104,71 |
105,02 |
4,70 |
4,65 |
104,87 |
4,67 |
DS1020 |
PL0000106126 |
102,76 |
102,98 |
4,83 |
4,79 |
102,87 |
4,81 |
WZ0121 |
PL0000106068 |
97,23 |
97,35 |
--- |
--- |
97,29 |
--- |
DS1021 |
PL0000106670 |
105,55 |
105,73 |
4,97 |
4,95 |
105,64 |
4,96 |
WS0922 |
PL0000102646 |
105,75 |
105,95 |
5,00 |
4,97 |
105,85 |
4,99 |
IZ0823 |
PL0000105359 |
100,63 |
101,16 |
--- |
--- |
100,90 |
--- |
WS0429 |
PL0000105391 |
106,17 |
106,67 |
5,18 |
5,14 |
106,42 |
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) |
(%) |
(%) |
(%) |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
20 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
15 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
85 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
50 |
WS0429 |
PL0000105391 |
1/2 |
1 |
4,640 |
4,640 |
4,640 |
10 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
210 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
100 |
OK1012 |
PL0000106100 |
0/1 |
1 |
4,500 |
4,500 |
4,500 |
20 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
110 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
120 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
50 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,630 |
4,630 |
4,630 |
20 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
100 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
4,620 |
4,620 |
4,620 |
25 |
OK0714 |
PL0000107009 |
0/2 |
2 |
4,600 |
4,600 |
4,600 |
15 |
PS0413 |
PL0000105037 |
2/5 |
3 |
4,650 |
4,650 |
4,650 |
25 |
OK0113 |
PL0000106324 |
0/5 |
5 |
4,570 |
4,570 |
4,570 |
15 |
DS1013 |
PL0000102836 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
185 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,600 |
4,600 |
4,600 |
20 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
180 |
PS0416 |
PL0000106340 |
2/9 |
7 |
4,650 |
4,650 |
4,650 |
380 |
TOTAL |
1 755 |