2012-09-21 |
MARKET DATA |
No 183 (1968) |
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 |
3 310,00 |
3 532,63 |
192 |
1 415,00 |
1 511,48 |
19 |
4 725,00 |
5 044,11 |
211 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
3 310,00 |
3 532,63 |
192 |
1 415,00 |
1 511,48 |
19 |
4 725,00 |
5 044,11 |
211 |
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 |
100,98 |
99,67 |
99,68 |
99,68 |
99,67 |
99,68 |
99,68 |
345 000 |
343,90 |
7 |
OK0113 |
PL0000106324 |
98,61 |
98,63 |
98,60 |
98,60 |
98,60 |
98,60 |
98,60 |
80 000 |
78,88 |
4 |
PS0413 |
PL0000105037 |
100,57 |
100,53 |
100,57 |
100,57 |
100,53 |
100,53 |
100,55 |
80 000 |
82,20 |
4 |
OK0713 |
PL0000106563 |
97,37 |
96,64 |
96,68 |
96,68 |
96,68 |
96,68 |
96,68 |
30 000 |
29,00 |
1 |
DS1013 |
PL0000102836 |
100,84 |
100,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
94,73 |
94,77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,39 |
102,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
92,86 |
92,86 |
92,84 |
92,84 |
92,84 |
92,84 |
92,84 |
20 000 |
18,57 |
1 |
PS0415 |
PL0000105953 |
103,29 |
103,19 |
103,21 |
103,29 |
103,16 |
103,26 |
103,19 |
370 000 |
390,32 |
14 |
DS1015 |
PL0000103602 |
105,90 |
105,80 |
105,95 |
105,95 |
105,71 |
105,75 |
105,75 |
497 500 |
554,75 |
31 |
PS0416 |
PL0000106340 |
102,46 |
102,45 |
102,46 |
102,46 |
102,42 |
102,42 |
102,44 |
200 000 |
209,07 |
10 |
PS1016 |
PL0000106795 |
101,74 |
101,70 |
101,70 |
101,70 |
101,63 |
101,65 |
101,68 |
187 500 |
198,82 |
11 |
PS0417 |
PL0000107058 |
101,76 |
101,75 |
101,75 |
101,84 |
101,73 |
101,73 |
101,80 |
210 000 |
217,96 |
14 |
DS1017 |
PL0000104543 |
104,00 |
104,05 |
103,92 |
104,00 |
103,90 |
104,00 |
103,94 |
65 000 |
70,70 |
5 |
DS1019 |
PL0000105441 |
105,30 |
105,15 |
105,20 |
105,39 |
105,20 |
105,39 |
105,34 |
145 000 |
160,07 |
11 |
DS1020 |
PL0000106126 |
103,20 |
102,98 |
103,25 |
103,28 |
103,17 |
103,17 |
103,21 |
120 000 |
129,64 |
10 |
DS1021 |
PL0000106670 |
106,10 |
106,03 |
106,05 |
106,16 |
105,95 |
106,00 |
106,09 |
370 000 |
412,05 |
27 |
WS0922 |
PL0000102646 |
106,40 |
106,30 |
106,30 |
106,43 |
106,30 |
106,32 |
106,37 |
175 000 |
186,21 |
16 |
WS0429 |
PL0000105391 |
107,00 |
106,85 |
106,85 |
107,07 |
106,85 |
107,06 |
107,00 |
35 000 |
38,29 |
4 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,15 |
104,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
101,25 |
101,00 |
101,25 |
101,25 |
100,85 |
100,85 |
101,12 |
185 000 |
215,24 |
18 |
WZ0115 |
PL0000106480 |
100,27 |
100,26 |
100,27 |
100,28 |
100,26 |
100,28 |
100,26 |
155 000 |
156,75 |
3 |
WZ0117 |
PL0000106936 |
99,70 |
99,71 |
99,68 |
99,68 |
99,68 |
99,68 |
99,68 |
40 000 |
40,22 |
1 |
WZ0118 |
PL0000104717 |
99,30 |
99,34 |
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 |
3 310 000 |
3 532,63 |
192 |
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 |
64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
127 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
155 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
183 |
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 |
98,58 |
98,67 |
4,31 |
4,03 |
98,63 |
4,16 |
PS0413 |
PL0000105037 |
100,49 |
100,58 |
4,29 |
4,14 |
100,54 |
4,20 |
OK0713 |
PL0000106563 |
96,58 |
96,68 |
4,27 |
4,14 |
96,63 |
4,20 |
DS1013 |
PL0000102836 |
100,82 |
100,95 |
4,20 |
4,07 |
100,89 |
4,13 |
OK0114 |
PL0000106712 |
94,70 |
94,81 |
4,17 |
4,08 |
94,76 |
4,12 |
PS0414 |
PL0000105433 |
102,36 |
102,52 |
4,16 |
4,05 |
102,44 |
4,11 |
OK0714 |
PL0000107009 |
92,82 |
92,97 |
4,16 |
4,06 |
92,90 |
4,11 |
WZ0115 |
PL0000106480 |
100,23 |
100,32 |
--- |
--- |
100,28 |
--- |
PS0415 |
PL0000105953 |
103,18 |
103,37 |
4,16 |
4,09 |
103,28 |
4,12 |
DS1015 |
PL0000103602 |
105,79 |
105,97 |
4,20 |
4,14 |
105,88 |
4,17 |
PS0416 |
PL0000106340 |
102,33 |
102,57 |
4,27 |
4,20 |
102,45 |
4,24 |
IZ0816 |
PL0000103529 |
104,01 |
104,39 |
--- |
--- |
104,20 |
--- |
PS1016 |
PL0000106795 |
101,62 |
101,78 |
4,30 |
4,26 |
101,70 |
4,28 |
WZ0117 |
PL0000106936 |
99,65 |
99,79 |
--- |
--- |
99,72 |
--- |
PS0417 |
PL0000107058 |
101,69 |
101,89 |
4,33 |
4,28 |
101,79 |
4,30 |
DS1017 |
PL0000104543 |
103,85 |
104,10 |
4,38 |
4,33 |
103,98 |
4,36 |
WZ0118 |
PL0000104717 |
99,26 |
99,40 |
--- |
--- |
99,33 |
--- |
DS1019 |
PL0000105441 |
105,14 |
105,37 |
4,63 |
4,59 |
105,26 |
4,61 |
DS1020 |
PL0000106126 |
102,96 |
103,26 |
4,79 |
4,75 |
103,11 |
4,77 |
WZ0121 |
PL0000106068 |
97,20 |
97,36 |
--- |
--- |
97,28 |
--- |
DS1021 |
PL0000106670 |
105,96 |
106,19 |
4,92 |
4,89 |
106,08 |
4,90 |
WS0922 |
PL0000102646 |
106,12 |
106,49 |
4,96 |
4,91 |
106,31 |
4,93 |
IZ0823 |
PL0000105359 |
100,93 |
101,46 |
--- |
--- |
101,20 |
--- |
WS0429 |
PL0000105391 |
106,57 |
107,07 |
5,14 |
5,10 |
106,82 |
5,12 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,58 |
98,65 |
4,31 |
4,09 |
98,62 |
4,19 |
PS0413 |
PL0000105037 |
100,49 |
100,55 |
4,29 |
4,19 |
100,52 |
4,24 |
OK0713 |
PL0000106563 |
96,61 |
96,70 |
4,23 |
4,11 |
96,66 |
4,16 |
DS1013 |
PL0000102836 |
100,79 |
100,92 |
4,23 |
4,10 |
100,86 |
4,16 |
OK0114 |
PL0000106712 |
94,68 |
94,81 |
4,18 |
4,08 |
94,75 |
4,12 |
PS0414 |
PL0000105433 |
102,33 |
102,47 |
4,18 |
4,09 |
102,40 |
4,13 |
OK0714 |
PL0000107009 |
92,77 |
92,88 |
4,19 |
4,12 |
92,83 |
4,15 |
WZ0115 |
PL0000106480 |
100,22 |
100,31 |
--- |
--- |
100,27 |
--- |
PS0415 |
PL0000105953 |
103,11 |
103,22 |
4,19 |
4,15 |
103,17 |
4,17 |
DS1015 |
PL0000103602 |
105,71 |
105,86 |
4,23 |
4,18 |
105,79 |
4,20 |
PS0416 |
PL0000106340 |
102,35 |
102,50 |
4,27 |
4,22 |
102,43 |
4,24 |
IZ0816 |
PL0000103529 |
103,93 |
104,19 |
--- |
--- |
104,06 |
--- |
PS1016 |
PL0000106795 |
101,59 |
101,74 |
4,31 |
4,27 |
101,67 |
4,29 |
WZ0117 |
PL0000106936 |
99,60 |
99,77 |
--- |
--- |
99,69 |
--- |
PS0417 |
PL0000107058 |
101,71 |
101,83 |
4,32 |
4,29 |
101,77 |
4,31 |
DS1017 |
PL0000104543 |
103,82 |
104,11 |
4,39 |
4,33 |
103,97 |
4,36 |
WZ0118 |
PL0000104717 |
99,21 |
99,38 |
--- |
--- |
99,30 |
--- |
DS1019 |
PL0000105441 |
105,16 |
105,40 |
4,63 |
4,59 |
105,28 |
4,61 |
DS1020 |
PL0000106126 |
103,11 |
103,27 |
4,77 |
4,75 |
103,19 |
4,76 |
WZ0121 |
PL0000106068 |
97,14 |
97,32 |
--- |
--- |
97,23 |
--- |
DS1021 |
PL0000106670 |
105,95 |
106,14 |
4,92 |
4,89 |
106,05 |
4,90 |
WS0922 |
PL0000102646 |
106,20 |
106,42 |
4,95 |
4,92 |
106,31 |
4,93 |
IZ0823 |
PL0000105359 |
100,73 |
101,09 |
--- |
--- |
100,91 |
--- |
WS0429 |
PL0000105391 |
106,88 |
107,22 |
5,12 |
5,09 |
107,05 |
5,10 |
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 |
3/4 |
1 |
4,650 |
4,650 |
4,650 |
25 |
DS1017 |
PL0000104543 |
3/4 |
1 |
4,650 |
4,650 |
4,650 |
30 |
WS0429 |
PL0000105391 |
3/4 |
1 |
4,670 |
4,670 |
4,670 |
10 |
PS0414 |
PL0000105433 |
3/4 |
1 |
4,700 |
4,700 |
4,700 |
150 |
PS0415 |
PL0000105953 |
3/4 |
1 |
4,650 |
4,650 |
4,650 |
15 |
DS1020 |
PL0000106126 |
3/4 |
1 |
4,660 |
4,660 |
4,660 |
35 |
OK0113 |
PL0000106324 |
3/4 |
1 |
4,650 |
4,650 |
4,650 |
5 |
PS0416 |
PL0000106340 |
3/4 |
1 |
4,650 |
4,650 |
4,650 |
10 |
WZ0118 |
PL0000104717 |
3/4 |
1 |
4,650 |
4,650 |
4,650 |
50 |
DS1013 |
PL0000102836 |
0/3 |
3 |
4,620 |
4,620 |
4,620 |
15 |
DS1017 |
PL0000104543 |
0/3 |
3 |
4,650 |
4,650 |
4,650 |
40 |
DS1019 |
PL0000105441 |
0/3 |
3 |
4,650 |
4,650 |
4,650 |
225 |
DS1020 |
PL0000106126 |
0/3 |
3 |
4,650 |
4,650 |
4,650 |
95 |
OK0713 |
PL0000106563 |
0/4 |
4 |
4,550 |
4,550 |
4,550 |
20 |
DS1013 |
PL0000102836 |
3/10 |
7 |
4,650 |
4,650 |
4,650 |
300 |
DS1017 |
PL0000104543 |
4/11 |
7 |
4,550 |
4,550 |
4,550 |
90 |
PS0414 |
PL0000105433 |
3/10 |
7 |
4,700 |
4,700 |
4,700 |
200 |
DS1019 |
PL0000105441 |
3/10 |
7 |
4,650 |
4,650 |
4,650 |
100 |
TOTAL |
1 415 |