2012-09-20 |
MARKET DATA |
No 182 (1967) |
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 |
1 382,50 |
1 489,54 |
111 |
2 560,00 |
2 761,81 |
26 |
3 942,50 |
4 251,35 |
137 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 382,50 |
1 489,54 |
111 |
2 560,00 |
2 761,81 |
26 |
3 942,50 |
4 251,35 |
137 |
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 |
99,61 |
99,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
98,59 |
98,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,51 |
100,53 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
96,61 |
96,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,83 |
100,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
94,79 |
94,79 |
94,79 |
94,79 |
94,75 |
94,75 |
94,79 |
27 500 |
26,07 |
2 |
PS0414 |
PL0000105433 |
102,40 |
102,47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
92,86 |
92,89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,22 |
103,26 |
103,14 |
103,26 |
103,14 |
103,26 |
103,19 |
45 000 |
47,47 |
3 |
DS1015 |
PL0000103602 |
105,82 |
105,89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,43 |
102,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,64 |
101,60 |
101,68 |
101,68 |
101,68 |
101,68 |
101,68 |
15 000 |
15,90 |
1 |
PS0417 |
PL0000107058 |
101,70 |
101,65 |
101,65 |
101,73 |
101,65 |
101,67 |
101,68 |
210 000 |
217,69 |
12 |
DS1017 |
PL0000104543 |
103,92 |
103,90 |
103,90 |
103,95 |
103,84 |
103,91 |
103,90 |
65 000 |
70,66 |
5 |
DS1019 |
PL0000105441 |
105,08 |
104,90 |
104,90 |
105,15 |
104,90 |
105,07 |
105,03 |
110 000 |
121,08 |
12 |
DS1020 |
PL0000106126 |
103,02 |
102,90 |
103,00 |
103,02 |
103,00 |
103,02 |
103,01 |
20 000 |
21,56 |
2 |
DS1021 |
PL0000106670 |
105,91 |
105,60 |
105,60 |
105,91 |
105,60 |
105,91 |
105,77 |
520 000 |
577,38 |
43 |
WS0922 |
PL0000102646 |
106,15 |
105,78 |
105,78 |
106,16 |
105,78 |
106,15 |
106,01 |
335 000 |
355,17 |
27 |
WS0429 |
PL0000105391 |
106,78 |
106,44 |
106,57 |
106,60 |
106,57 |
106,60 |
106,59 |
15 000 |
16,35 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,05 |
104,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
100,85 |
101,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,26 |
100,27 |
100,27 |
100,27 |
100,27 |
100,27 |
100,27 |
20 000 |
20,22 |
2 |
WZ0117 |
PL0000106936 |
99,66 |
99,72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,31 |
99,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,25 |
97,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 382 500 |
1 489,54 |
111 |
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 |
65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
128 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
156 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
184 |
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 |
98,56 |
98,65 |
4,34 |
4,06 |
98,61 |
4,18 |
PS0413 |
PL0000105037 |
100,48 |
100,57 |
4,31 |
4,16 |
100,53 |
4,23 |
OK0713 |
PL0000106563 |
96,56 |
96,67 |
4,28 |
4,14 |
96,62 |
4,20 |
DS1013 |
PL0000102836 |
100,80 |
100,95 |
4,22 |
4,08 |
100,88 |
4,14 |
OK0114 |
PL0000106712 |
94,72 |
94,85 |
4,14 |
4,03 |
94,79 |
4,08 |
PS0414 |
PL0000105433 |
102,35 |
102,52 |
4,17 |
4,06 |
102,44 |
4,11 |
OK0714 |
PL0000107009 |
92,83 |
92,94 |
4,14 |
4,08 |
92,89 |
4,11 |
WZ0115 |
PL0000106480 |
100,21 |
100,30 |
--- |
--- |
100,26 |
--- |
PS0415 |
PL0000105953 |
103,14 |
103,30 |
4,18 |
4,12 |
103,22 |
4,15 |
DS1015 |
PL0000103602 |
105,73 |
105,94 |
4,22 |
4,15 |
105,84 |
4,19 |
PS0416 |
PL0000106340 |
102,32 |
102,54 |
4,28 |
4,21 |
102,43 |
4,24 |
IZ0816 |
PL0000103529 |
103,94 |
104,28 |
--- |
--- |
104,11 |
--- |
PS1016 |
PL0000106795 |
101,46 |
101,68 |
4,35 |
4,29 |
101,57 |
4,32 |
WZ0117 |
PL0000106936 |
99,63 |
99,77 |
--- |
--- |
99,70 |
--- |
PS0417 |
PL0000107058 |
101,59 |
101,70 |
4,35 |
4,32 |
101,65 |
4,34 |
DS1017 |
PL0000104543 |
103,76 |
103,94 |
4,40 |
4,36 |
103,85 |
4,38 |
WZ0118 |
PL0000104717 |
99,26 |
99,43 |
--- |
--- |
99,35 |
--- |
DS1019 |
PL0000105441 |
104,72 |
104,98 |
4,70 |
4,66 |
104,85 |
4,68 |
DS1020 |
PL0000106126 |
102,66 |
102,98 |
4,84 |
4,79 |
102,82 |
4,82 |
WZ0121 |
PL0000106068 |
97,15 |
97,32 |
--- |
--- |
97,24 |
--- |
DS1021 |
PL0000106670 |
105,55 |
105,70 |
4,97 |
4,95 |
105,63 |
4,96 |
WS0922 |
PL0000102646 |
105,71 |
105,90 |
5,01 |
4,98 |
105,81 |
4,99 |
IZ0823 |
PL0000105359 |
100,73 |
101,23 |
--- |
--- |
100,98 |
--- |
WS0429 |
PL0000105391 |
106,02 |
106,51 |
5,19 |
5,15 |
106,27 |
5,17 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,57 |
98,64 |
4,31 |
4,09 |
98,61 |
4,18 |
PS0413 |
PL0000105037 |
100,49 |
100,57 |
4,30 |
4,16 |
100,53 |
4,23 |
OK0713 |
PL0000106563 |
96,59 |
96,68 |
4,24 |
4,12 |
96,64 |
4,17 |
DS1013 |
PL0000102836 |
100,81 |
100,95 |
4,21 |
4,08 |
100,88 |
4,14 |
OK0114 |
PL0000106712 |
94,71 |
94,82 |
4,15 |
4,06 |
94,77 |
4,10 |
PS0414 |
PL0000105433 |
102,35 |
102,49 |
4,17 |
4,08 |
102,42 |
4,12 |
OK0714 |
PL0000107009 |
92,81 |
92,94 |
4,15 |
4,08 |
92,88 |
4,11 |
WZ0115 |
PL0000106480 |
100,22 |
100,32 |
--- |
--- |
100,27 |
--- |
PS0415 |
PL0000105953 |
103,15 |
103,29 |
4,18 |
4,12 |
103,22 |
4,15 |
DS1015 |
PL0000103602 |
105,79 |
105,92 |
4,20 |
4,16 |
105,86 |
4,18 |
PS0416 |
PL0000106340 |
102,40 |
102,54 |
4,25 |
4,21 |
102,47 |
4,23 |
IZ0816 |
PL0000103529 |
103,97 |
104,29 |
--- |
--- |
104,13 |
--- |
PS1016 |
PL0000106795 |
101,61 |
101,76 |
4,31 |
4,27 |
101,69 |
4,28 |
WZ0117 |
PL0000106936 |
99,63 |
99,76 |
--- |
--- |
99,70 |
--- |
PS0417 |
PL0000107058 |
101,64 |
101,76 |
4,34 |
4,31 |
101,70 |
4,32 |
DS1017 |
PL0000104543 |
103,89 |
104,09 |
4,38 |
4,33 |
103,99 |
4,35 |
WZ0118 |
PL0000104717 |
99,26 |
99,43 |
--- |
--- |
99,35 |
--- |
DS1019 |
PL0000105441 |
105,00 |
105,27 |
4,65 |
4,61 |
105,14 |
4,63 |
DS1020 |
PL0000106126 |
102,99 |
103,24 |
4,79 |
4,75 |
103,12 |
4,77 |
WZ0121 |
PL0000106068 |
97,19 |
97,33 |
--- |
--- |
97,26 |
--- |
DS1021 |
PL0000106670 |
105,81 |
105,96 |
4,94 |
4,92 |
105,89 |
4,93 |
WS0922 |
PL0000102646 |
106,03 |
106,20 |
4,97 |
4,95 |
106,12 |
4,96 |
IZ0823 |
PL0000105359 |
100,79 |
101,25 |
--- |
--- |
101,02 |
--- |
WS0429 |
PL0000105391 |
106,47 |
106,85 |
5,15 |
5,12 |
106,66 |
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) |
(%) |
(%) |
(%) |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
200 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
320 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,550 |
4,660 |
4,559 |
385 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
180 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
85 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
110 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
180 |
DS1017 |
PL0000104543 |
1/4 |
3 |
4,660 |
4,660 |
4,660 |
120 |
PS0414 |
PL0000105433 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
15 |
DS1019 |
PL0000105441 |
1/4 |
3 |
4,660 |
4,660 |
4,660 |
50 |
PS0415 |
PL0000105953 |
1/4 |
3 |
4,660 |
4,660 |
4,660 |
5 |
DS1020 |
PL0000106126 |
1/4 |
3 |
4,650 |
4,660 |
4,656 |
95 |
PS0417 |
PL0000107058 |
1/4 |
3 |
4,640 |
4,640 |
4,640 |
80 |
WZ0118 |
PL0000104717 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
100 |
WZ0121 |
PL0000106068 |
1/4 |
3 |
4,640 |
4,640 |
4,640 |
30 |
DS1019 |
PL0000105441 |
0/4 |
4 |
4,650 |
4,650 |
4,650 |
200 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,710 |
4,710 |
4,710 |
80 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,710 |
4,710 |
4,710 |
200 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,710 |
4,710 |
4,710 |
40 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,710 |
4,710 |
4,710 |
65 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,710 |
4,710 |
4,710 |
20 |
TOTAL |
2 560 |