2012-09-24 |
MARKET DATA |
No 184 (1969) |
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 |
200,00 |
218,23 |
14 |
2 185,00 |
2 329,40 |
22 |
2 385,00 |
2 547,62 |
36 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
200,00 |
218,23 |
14 |
2 185,00 |
2 329,40 |
22 |
2 385,00 |
2 547,62 |
36 |
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 |
99,68 |
99,72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
98,61 |
98,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,51 |
100,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
96,63 |
96,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,82 |
100,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
94,72 |
94,77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,35 |
102,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
92,82 |
92,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,12 |
103,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,71 |
105,77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,35 |
102,43 |
102,45 |
102,45 |
102,44 |
102,44 |
102,45 |
30 000 |
31,37 |
2 |
PS1016 |
PL0000106795 |
101,55 |
101,58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
101,65 |
101,68 |
101,68 |
101,68 |
101,68 |
101,68 |
101,68 |
50 000 |
51,84 |
2 |
DS1017 |
PL0000104543 |
103,86 |
103,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,28 |
105,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
103,17 |
103,12 |
103,12 |
103,25 |
103,12 |
103,25 |
103,16 |
30 000 |
32,40 |
2 |
DS1021 |
PL0000106670 |
106,06 |
106,10 |
106,10 |
106,12 |
106,10 |
106,12 |
106,12 |
35 000 |
38,99 |
3 |
WS0922 |
PL0000102646 |
106,40 |
106,35 |
106,35 |
106,35 |
106,35 |
106,35 |
106,35 |
20 000 |
21,28 |
1 |
WS0429 |
PL0000105391 |
107,02 |
106,96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
101,00 |
106,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,10 |
104,14 |
104,14 |
104,14 |
104,14 |
104,14 |
104,14 |
15 000 |
19,88 |
1 |
IZ0823 |
PL0000105359 |
100,90 |
100,90 |
100,90 |
100,90 |
100,90 |
100,90 |
100,90 |
15 000 |
17,41 |
2 |
WZ0115 |
PL0000106480 |
100,24 |
100,28 |
100,29 |
100,29 |
100,29 |
100,29 |
100,29 |
5 000 |
5,06 |
1 |
WZ0117 |
PL0000106936 |
99,65 |
99,71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,27 |
99,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,20 |
97,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
200 000 |
218,23 |
14 |
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 |
63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
126 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
154 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
182 |
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 |
98,59 |
98,67 |
4,31 |
4,07 |
98,63 |
4,19 |
PS0413 |
PL0000105037 |
100,49 |
100,57 |
4,29 |
4,15 |
100,53 |
4,22 |
OK0713 |
PL0000106563 |
96,62 |
96,71 |
4,23 |
4,11 |
96,67 |
4,16 |
DS1013 |
PL0000102836 |
100,79 |
100,93 |
4,23 |
4,09 |
100,86 |
4,16 |
OK0114 |
PL0000106712 |
94,68 |
94,84 |
4,19 |
4,06 |
94,76 |
4,13 |
PS0414 |
PL0000105433 |
102,31 |
102,48 |
4,19 |
4,08 |
102,40 |
4,13 |
OK0714 |
PL0000107009 |
92,77 |
92,91 |
4,19 |
4,11 |
92,84 |
4,15 |
WZ0115 |
PL0000106480 |
100,21 |
100,31 |
--- |
--- |
100,26 |
--- |
PS0415 |
PL0000105953 |
103,05 |
103,22 |
4,22 |
4,15 |
103,14 |
4,18 |
DS1015 |
PL0000103602 |
105,63 |
105,82 |
4,26 |
4,19 |
105,73 |
4,22 |
PS0416 |
PL0000106340 |
102,30 |
102,49 |
4,28 |
4,22 |
102,40 |
4,25 |
IZ0816 |
PL0000103529 |
103,83 |
104,21 |
--- |
--- |
104,02 |
--- |
PS1016 |
PL0000106795 |
101,49 |
101,73 |
4,34 |
4,27 |
101,61 |
4,31 |
WZ0117 |
PL0000106936 |
99,61 |
99,77 |
--- |
--- |
99,69 |
--- |
PS0417 |
PL0000107058 |
101,59 |
101,76 |
4,35 |
4,31 |
101,68 |
4,33 |
DS1017 |
PL0000104543 |
103,77 |
104,05 |
4,40 |
4,34 |
103,91 |
4,37 |
WZ0118 |
PL0000104717 |
99,23 |
99,39 |
--- |
--- |
99,31 |
--- |
DS1019 |
PL0000105441 |
105,09 |
105,39 |
4,64 |
4,59 |
105,24 |
4,61 |
DS1020 |
PL0000106126 |
103,01 |
103,30 |
4,79 |
4,74 |
103,16 |
4,76 |
WZ0121 |
PL0000106068 |
97,16 |
97,32 |
--- |
--- |
97,24 |
--- |
DS1021 |
PL0000106670 |
105,89 |
106,21 |
4,93 |
4,88 |
106,05 |
4,90 |
WS0922 |
PL0000102646 |
106,21 |
106,50 |
4,94 |
4,91 |
106,36 |
4,93 |
IZ0823 |
PL0000105359 |
100,61 |
101,08 |
--- |
--- |
100,85 |
--- |
WS0429 |
PL0000105391 |
106,73 |
107,18 |
5,13 |
5,09 |
106,96 |
5,11 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,59 |
98,66 |
4,31 |
4,10 |
98,63 |
4,19 |
PS0413 |
PL0000105037 |
100,49 |
100,57 |
4,29 |
4,15 |
100,53 |
4,22 |
OK0713 |
PL0000106563 |
96,61 |
96,71 |
4,24 |
4,11 |
96,66 |
4,18 |
DS1013 |
PL0000102836 |
100,80 |
100,93 |
4,22 |
4,09 |
100,87 |
4,15 |
OK0114 |
PL0000106712 |
94,70 |
94,83 |
4,17 |
4,07 |
94,77 |
4,12 |
PS0414 |
PL0000105433 |
102,33 |
102,47 |
4,17 |
4,08 |
102,40 |
4,13 |
OK0714 |
PL0000107009 |
92,79 |
92,88 |
4,18 |
4,12 |
92,84 |
4,15 |
WZ0115 |
PL0000106480 |
100,21 |
100,32 |
--- |
--- |
100,27 |
--- |
PS0415 |
PL0000105953 |
103,09 |
103,20 |
4,20 |
4,15 |
103,15 |
4,17 |
DS1015 |
PL0000103602 |
105,69 |
105,82 |
4,23 |
4,19 |
105,76 |
4,21 |
PS0416 |
PL0000106340 |
102,32 |
102,47 |
4,28 |
4,23 |
102,40 |
4,25 |
IZ0816 |
PL0000103529 |
103,97 |
104,28 |
--- |
--- |
104,13 |
--- |
PS1016 |
PL0000106795 |
101,50 |
101,64 |
4,34 |
4,30 |
101,57 |
4,32 |
WZ0117 |
PL0000106936 |
99,61 |
99,75 |
--- |
--- |
99,68 |
--- |
PS0417 |
PL0000107058 |
101,58 |
101,72 |
4,35 |
4,32 |
101,65 |
4,34 |
DS1017 |
PL0000104543 |
103,80 |
103,98 |
4,39 |
4,36 |
103,89 |
4,37 |
WZ0118 |
PL0000104717 |
99,23 |
99,40 |
--- |
--- |
99,32 |
--- |
DS1019 |
PL0000105441 |
105,23 |
105,42 |
4,61 |
4,58 |
105,33 |
4,60 |
DS1020 |
PL0000106126 |
103,14 |
103,30 |
4,77 |
4,74 |
103,22 |
4,76 |
WZ0121 |
PL0000106068 |
97,16 |
97,34 |
--- |
--- |
97,25 |
--- |
DS1021 |
PL0000106670 |
106,02 |
106,18 |
4,91 |
4,89 |
106,10 |
4,90 |
WS0922 |
PL0000102646 |
106,31 |
106,54 |
4,93 |
4,90 |
106,43 |
4,92 |
IZ0823 |
PL0000105359 |
100,75 |
101,07 |
--- |
--- |
100,91 |
--- |
WS0429 |
PL0000105391 |
106,92 |
107,22 |
5,11 |
5,09 |
107,07 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
4,550 |
4,550 |
4,550 |
40 |
WS0922 |
PL0000102646 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
110 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,680 |
4,680 |
4,680 |
55 |
WS0429 |
PL0000105391 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
10 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,680 |
4,680 |
4,680 |
210 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,670 |
4,670 |
4,670 |
215 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,670 |
4,670 |
4,670 |
210 |
OK1012 |
PL0000106100 |
1/2 |
1 |
4,500 |
4,500 |
4,500 |
20 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,680 |
4,680 |
4,680 |
45 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,700 |
4,700 |
4,700 |
65 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
40 |
OK0713 |
PL0000106563 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
135 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,670 |
4,670 |
4,670 |
135 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
50 |
OK0714 |
PL0000107009 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
10 |
PS0417 |
PL0000107058 |
0/1 |
1 |
4,670 |
4,670 |
4,670 |
40 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,550 |
4,650 |
4,623 |
75 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
4,680 |
4,680 |
4,680 |
50 |
DS1013 |
PL0000102836 |
2/9 |
7 |
4,650 |
4,650 |
4,650 |
400 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,680 |
4,680 |
4,680 |
270 |
TOTAL |
2 185 |