2012-09-25 |
MARKET DATA |
No 185 (1970) |
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 |
1 145,00 |
1 207,98 |
80 |
1 525,00 |
1 599,96 |
22 |
2 670,00 |
2 807,94 |
102 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 145,00 |
1 207,98 |
80 |
1 525,00 |
1 599,96 |
22 |
2 670,00 |
2 807,94 |
102 |
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 |
99,69 |
99,69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
98,64 |
98,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,53 |
100,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
96,66 |
96,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,84 |
100,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
94,75 |
94,78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,36 |
102,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
92,84 |
92,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,18 |
103,19 |
103,19 |
103,19 |
103,19 |
103,19 |
103,19 |
25 000 |
26,38 |
3 |
DS1015 |
PL0000103602 |
105,73 |
105,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,40 |
102,44 |
102,38 |
102,38 |
102,36 |
102,36 |
102,37 |
90 000 |
94,05 |
4 |
PS1016 |
PL0000106795 |
101,65 |
101,65 |
101,66 |
101,67 |
101,66 |
101,67 |
101,66 |
15 000 |
15,91 |
2 |
PS0417 |
PL0000107058 |
101,76 |
101,71 |
101,72 |
101,78 |
101,72 |
101,78 |
101,76 |
80 000 |
83,02 |
6 |
DS1017 |
PL0000104543 |
104,04 |
103,92 |
104,01 |
104,07 |
104,01 |
104,07 |
104,03 |
55 000 |
59,88 |
6 |
DS1019 |
PL0000105441 |
105,48 |
105,34 |
105,49 |
105,49 |
105,49 |
105,49 |
105,49 |
20 000 |
22,11 |
2 |
DS1020 |
PL0000106126 |
103,39 |
103,25 |
103,35 |
103,38 |
103,35 |
103,38 |
103,37 |
60 000 |
64,93 |
4 |
DS1021 |
PL0000106670 |
106,30 |
106,14 |
106,30 |
106,35 |
106,25 |
106,26 |
106,31 |
240 000 |
267,89 |
21 |
WS0922 |
PL0000102646 |
106,71 |
106,40 |
106,40 |
106,73 |
106,40 |
106,71 |
106,63 |
230 000 |
245,39 |
19 |
WS0429 |
PL0000105391 |
107,51 |
107,25 |
107,45 |
107,50 |
107,45 |
107,50 |
107,47 |
25 000 |
27,48 |
4 |
WS0437 |
PL0000104857 |
101,25 |
106,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,05 |
104,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
100,85 |
101,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,26 |
99,99 |
100,26 |
100,26 |
100,26 |
100,26 |
100,26 |
50 000 |
50,58 |
1 |
WZ0117 |
PL0000106936 |
99,67 |
99,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,28 |
99,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,30 |
97,26 |
97,28 |
97,30 |
97,26 |
97,26 |
97,28 |
255 000 |
250,36 |
8 |
TOTAL |
1 145 000 |
1 207,98 |
80 |
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 |
62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
125 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
153 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
181 |
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 |
98,60 |
98,68 |
4,32 |
4,07 |
98,64 |
4,19 |
PS0413 |
PL0000105037 |
100,47 |
100,58 |
4,32 |
4,13 |
100,53 |
4,21 |
OK0713 |
PL0000106563 |
96,63 |
96,72 |
4,23 |
4,11 |
96,68 |
4,16 |
DS1013 |
PL0000102836 |
100,80 |
100,94 |
4,21 |
4,08 |
100,87 |
4,15 |
OK0114 |
PL0000106712 |
94,69 |
94,84 |
4,19 |
4,07 |
94,77 |
4,13 |
PS0414 |
PL0000105433 |
102,31 |
102,47 |
4,18 |
4,08 |
102,39 |
4,13 |
OK0714 |
PL0000107009 |
92,77 |
92,91 |
4,20 |
4,11 |
92,84 |
4,16 |
WZ0115 |
PL0000106480 |
100,22 |
100,33 |
--- |
--- |
100,28 |
--- |
PS0415 |
PL0000105953 |
103,05 |
103,23 |
4,21 |
4,14 |
103,14 |
4,18 |
DS1015 |
PL0000103602 |
105,65 |
105,83 |
4,25 |
4,19 |
105,74 |
4,22 |
PS0416 |
PL0000106340 |
102,32 |
102,48 |
4,28 |
4,23 |
102,40 |
4,25 |
IZ0816 |
PL0000103529 |
103,91 |
104,29 |
--- |
--- |
104,10 |
--- |
PS1016 |
PL0000106795 |
101,57 |
101,69 |
4,32 |
4,28 |
101,63 |
4,30 |
WZ0117 |
PL0000106936 |
99,62 |
99,79 |
--- |
--- |
99,71 |
--- |
PS0417 |
PL0000107058 |
101,60 |
101,81 |
4,35 |
4,30 |
101,71 |
4,32 |
DS1017 |
PL0000104543 |
103,79 |
104,05 |
4,40 |
4,34 |
103,92 |
4,37 |
WZ0118 |
PL0000104717 |
99,24 |
99,41 |
--- |
--- |
99,33 |
--- |
DS1019 |
PL0000105441 |
105,22 |
105,51 |
4,62 |
4,57 |
105,37 |
4,59 |
DS1020 |
PL0000106126 |
103,17 |
103,39 |
4,76 |
4,73 |
103,28 |
4,75 |
WZ0121 |
PL0000106068 |
97,16 |
97,35 |
--- |
--- |
97,26 |
--- |
DS1021 |
PL0000106670 |
106,10 |
106,32 |
4,90 |
4,87 |
106,21 |
4,88 |
WS0922 |
PL0000102646 |
106,33 |
106,60 |
4,93 |
4,90 |
106,47 |
4,91 |
IZ0823 |
PL0000105359 |
100,75 |
101,08 |
--- |
--- |
100,92 |
--- |
WS0429 |
PL0000105391 |
106,94 |
107,37 |
5,11 |
5,08 |
107,16 |
5,09 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,61 |
98,69 |
4,29 |
4,04 |
98,65 |
4,16 |
PS0413 |
PL0000105037 |
100,50 |
100,60 |
4,27 |
4,09 |
100,55 |
4,18 |
OK0713 |
PL0000106563 |
96,62 |
96,72 |
4,24 |
4,11 |
96,67 |
4,18 |
DS1013 |
PL0000102836 |
100,81 |
100,94 |
4,21 |
4,08 |
100,88 |
4,14 |
OK0114 |
PL0000106712 |
94,73 |
94,86 |
4,16 |
4,05 |
94,80 |
4,10 |
PS0414 |
PL0000105433 |
102,34 |
102,45 |
4,17 |
4,09 |
102,40 |
4,13 |
OK0714 |
PL0000107009 |
92,79 |
92,89 |
4,19 |
4,12 |
92,84 |
4,16 |
WZ0115 |
PL0000106480 |
100,20 |
100,30 |
--- |
--- |
100,25 |
--- |
PS0415 |
PL0000105953 |
103,13 |
103,27 |
4,18 |
4,12 |
103,20 |
4,15 |
DS1015 |
PL0000103602 |
105,70 |
105,84 |
4,23 |
4,18 |
105,77 |
4,21 |
PS0416 |
PL0000106340 |
102,35 |
102,50 |
4,27 |
4,22 |
102,43 |
4,24 |
IZ0816 |
PL0000103529 |
103,99 |
104,34 |
--- |
--- |
104,17 |
--- |
PS1016 |
PL0000106795 |
101,60 |
101,78 |
4,31 |
4,26 |
101,69 |
4,28 |
WZ0117 |
PL0000106936 |
99,62 |
99,75 |
--- |
--- |
99,69 |
--- |
PS0417 |
PL0000107058 |
101,72 |
101,86 |
4,32 |
4,29 |
101,79 |
4,30 |
DS1017 |
PL0000104543 |
103,90 |
104,11 |
4,37 |
4,33 |
104,01 |
4,35 |
WZ0118 |
PL0000104717 |
99,21 |
99,38 |
--- |
--- |
99,30 |
--- |
DS1019 |
PL0000105441 |
105,36 |
105,69 |
4,59 |
4,54 |
105,53 |
4,56 |
DS1020 |
PL0000106126 |
103,34 |
103,53 |
4,74 |
4,71 |
103,44 |
4,72 |
WZ0121 |
PL0000106068 |
97,22 |
97,36 |
--- |
--- |
97,29 |
--- |
DS1021 |
PL0000106670 |
106,26 |
106,44 |
4,88 |
4,85 |
106,35 |
4,86 |
WS0922 |
PL0000102646 |
106,59 |
106,80 |
4,90 |
4,87 |
106,70 |
4,88 |
IZ0823 |
PL0000105359 |
100,77 |
101,13 |
--- |
--- |
100,95 |
--- |
WS0429 |
PL0000105391 |
107,42 |
107,69 |
5,07 |
5,05 |
107,56 |
5,06 |
REPO MARKET |
General Collateral (GC) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/2 |
1 |
4,850 |
4,850 |
4,850 |
600 |
TOTAL |
600 |
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 |
4,600 |
4,600 |
4,600 |
80 |
WS0922 |
PL0000102646 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
80 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
55 |
WS0429 |
PL0000105391 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
10 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
10 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
120 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,630 |
4,630 |
4,630 |
40 |
OK0713 |
PL0000106563 |
1/2 |
1 |
4,500 |
4,500 |
4,500 |
135 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
130 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,600 |
4,650 |
4,642 |
120 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
55 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
50 |
WS0922 |
PL0000102646 |
2/9 |
7 |
4,000 |
4,000 |
4,000 |
40 |
TOTAL |
925 |