2012-09-26 |
MARKET DATA |
No 186 (1971) |
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 |
3 477,50 |
3 758,00 |
187 |
2 195,00 |
2 349,85 |
21 |
5 672,50 |
6 107,85 |
208 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
3 477,50 |
3 758,00 |
187 |
2 195,00 |
2 349,85 |
21 |
5 672,50 |
6 107,85 |
208 |
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 |
99,70 |
99,46 |
99,46 |
99,46 |
99,46 |
99,46 |
99,46 |
90 000 |
89,51 |
1 |
OK0113 |
PL0000106324 |
98,67 |
98,69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,59 |
100,55 |
100,55 |
100,56 |
100,55 |
100,56 |
100,56 |
85 000 |
87,38 |
4 |
OK0713 |
PL0000106563 |
96,68 |
96,72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,90 |
100,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
94,81 |
94,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,47 |
102,43 |
102,43 |
102,49 |
102,43 |
102,49 |
102,46 |
725 000 |
760,69 |
13 |
OK0714 |
PL0000107009 |
93,45 |
92,89 |
92,90 |
93,42 |
92,88 |
92,97 |
93,00 |
175 000 |
162,75 |
7 |
PS0415 |
PL0000105953 |
103,27 |
103,24 |
103,24 |
103,30 |
103,24 |
103,30 |
103,27 |
267 500 |
282,53 |
11 |
DS1015 |
PL0000103602 |
105,94 |
105,81 |
105,81 |
105,95 |
105,81 |
105,95 |
105,89 |
55 000 |
61,43 |
2 |
PS0416 |
PL0000106340 |
102,63 |
102,50 |
102,50 |
102,55 |
102,50 |
102,55 |
102,54 |
50 000 |
52,34 |
4 |
PS1016 |
PL0000106795 |
101,93 |
101,80 |
101,80 |
102,04 |
101,80 |
102,04 |
101,97 |
410 000 |
436,12 |
18 |
PS0417 |
PL0000107058 |
102,09 |
101,92 |
101,92 |
102,06 |
101,92 |
102,06 |
102,01 |
70 000 |
72,83 |
6 |
DS1017 |
PL0000104543 |
104,30 |
104,15 |
104,15 |
104,38 |
104,15 |
104,23 |
104,27 |
185 000 |
201,90 |
10 |
DS1019 |
PL0000105441 |
106,43 |
105,69 |
105,80 |
105,93 |
105,80 |
105,90 |
105,85 |
60 000 |
66,56 |
4 |
DS1020 |
PL0000106126 |
105,19 |
103,55 |
103,90 |
103,90 |
103,90 |
103,90 |
103,90 |
20 000 |
21,75 |
1 |
DS1021 |
PL0000106670 |
107,20 |
106,43 |
106,43 |
107,18 |
106,43 |
107,18 |
106,84 |
675 000 |
757,15 |
53 |
WS0922 |
PL0000102646 |
108,62 |
106,79 |
106,79 |
107,80 |
106,79 |
107,80 |
107,17 |
257 500 |
276,17 |
26 |
WS0429 |
PL0000105391 |
108,40 |
107,55 |
107,55 |
108,27 |
107,55 |
108,27 |
107,84 |
70 000 |
77,21 |
7 |
WS0437 |
PL0000104857 |
101,00 |
109,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,19 |
104,18 |
104,22 |
104,22 |
104,15 |
104,18 |
104,18 |
195 000 |
258,42 |
12 |
IZ0823 |
PL0000105359 |
101,20 |
101,05 |
101,12 |
101,20 |
101,12 |
101,20 |
101,17 |
32 500 |
37,82 |
4 |
WZ0115 |
PL0000106480 |
100,25 |
100,25 |
100,25 |
100,25 |
100,25 |
100,25 |
100,25 |
15 000 |
15,17 |
1 |
WZ0117 |
PL0000106936 |
99,69 |
99,72 |
99,72 |
99,75 |
99,72 |
99,72 |
99,74 |
40 000 |
40,26 |
3 |
WZ0118 |
PL0000104717 |
99,27 |
99,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,30 |
97,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
3 477 500 |
3 758,00 |
187 |
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 |
61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
124 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
152 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
180 |
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 |
98,65 |
98,74 |
4,20 |
3,91 |
98,70 |
4,04 |
PS0413 |
PL0000105037 |
100,51 |
100,62 |
4,24 |
4,05 |
100,57 |
4,14 |
OK0713 |
PL0000106563 |
96,66 |
96,78 |
4,20 |
4,05 |
96,72 |
4,13 |
DS1013 |
PL0000102836 |
100,87 |
101,01 |
4,15 |
4,01 |
100,94 |
4,08 |
OK0114 |
PL0000106712 |
94,75 |
94,93 |
4,15 |
4,00 |
94,84 |
4,08 |
PS0414 |
PL0000105433 |
102,43 |
102,54 |
4,10 |
4,03 |
102,49 |
4,06 |
OK0714 |
PL0000107009 |
92,87 |
93,00 |
4,14 |
4,06 |
92,94 |
4,10 |
WZ0115 |
PL0000106480 |
100,20 |
100,30 |
--- |
--- |
100,25 |
--- |
PS0415 |
PL0000105953 |
103,23 |
103,36 |
4,14 |
4,09 |
103,30 |
4,11 |
DS1015 |
PL0000103602 |
105,84 |
106,01 |
4,18 |
4,12 |
105,93 |
4,15 |
PS0416 |
PL0000106340 |
102,55 |
102,78 |
4,21 |
4,14 |
102,67 |
4,17 |
IZ0816 |
PL0000103529 |
104,04 |
104,45 |
--- |
--- |
104,25 |
--- |
PS1016 |
PL0000106795 |
101,84 |
102,00 |
4,24 |
4,20 |
101,92 |
4,22 |
WZ0117 |
PL0000106936 |
99,61 |
99,76 |
--- |
--- |
99,69 |
--- |
PS0417 |
PL0000107058 |
101,85 |
102,10 |
4,29 |
4,23 |
101,98 |
4,26 |
DS1017 |
PL0000104543 |
104,09 |
104,38 |
4,33 |
4,27 |
104,24 |
4,30 |
WZ0118 |
PL0000104717 |
99,22 |
99,38 |
--- |
--- |
99,30 |
--- |
DS1019 |
PL0000105441 |
105,59 |
105,93 |
4,55 |
4,50 |
105,76 |
4,53 |
DS1020 |
PL0000106126 |
103,57 |
103,90 |
4,70 |
4,65 |
103,74 |
4,68 |
WZ0121 |
PL0000106068 |
97,20 |
97,38 |
--- |
--- |
97,29 |
--- |
DS1021 |
PL0000106670 |
106,53 |
106,72 |
4,84 |
4,81 |
106,63 |
4,83 |
WS0922 |
PL0000102646 |
106,95 |
107,09 |
4,85 |
4,84 |
107,02 |
4,84 |
IZ0823 |
PL0000105359 |
100,85 |
101,22 |
--- |
--- |
101,04 |
--- |
WS0429 |
PL0000105391 |
107,71 |
108,02 |
5,05 |
5,02 |
107,87 |
5,03 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,65 |
98,74 |
4,20 |
3,91 |
98,70 |
4,04 |
PS0413 |
PL0000105037 |
100,53 |
100,59 |
4,21 |
4,10 |
100,56 |
4,16 |
OK0713 |
PL0000106563 |
96,67 |
96,79 |
4,19 |
4,04 |
96,73 |
4,11 |
DS1013 |
PL0000102836 |
100,88 |
101,01 |
4,14 |
4,01 |
100,95 |
4,07 |
OK0114 |
PL0000106712 |
94,78 |
94,94 |
4,13 |
3,99 |
94,86 |
4,06 |
PS0414 |
PL0000105433 |
102,45 |
102,54 |
4,09 |
4,03 |
102,50 |
4,06 |
OK0714 |
PL0000107009 |
92,88 |
93,00 |
4,14 |
4,06 |
92,94 |
4,10 |
WZ0115 |
PL0000106480 |
100,20 |
100,28 |
--- |
--- |
100,24 |
--- |
PS0415 |
PL0000105953 |
103,20 |
103,33 |
4,15 |
4,10 |
103,27 |
4,12 |
DS1015 |
PL0000103602 |
105,89 |
106,07 |
4,16 |
4,10 |
105,98 |
4,13 |
PS0416 |
PL0000106340 |
102,54 |
102,76 |
4,21 |
4,14 |
102,65 |
4,18 |
IZ0816 |
PL0000103529 |
104,04 |
104,28 |
--- |
--- |
104,16 |
--- |
PS1016 |
PL0000106795 |
101,89 |
102,01 |
4,23 |
4,20 |
101,95 |
4,21 |
WZ0117 |
PL0000106936 |
99,66 |
99,80 |
--- |
--- |
99,73 |
--- |
PS0417 |
PL0000107058 |
101,96 |
102,20 |
4,26 |
4,20 |
102,08 |
4,23 |
DS1017 |
PL0000104543 |
104,22 |
104,50 |
4,30 |
4,24 |
104,36 |
4,27 |
WZ0118 |
PL0000104717 |
99,24 |
99,40 |
--- |
--- |
99,32 |
--- |
DS1019 |
PL0000105441 |
105,75 |
105,96 |
4,53 |
4,49 |
105,86 |
4,51 |
DS1020 |
PL0000106126 |
103,67 |
104,17 |
4,69 |
4,62 |
103,92 |
4,65 |
WZ0121 |
PL0000106068 |
97,21 |
97,37 |
--- |
--- |
97,29 |
--- |
DS1021 |
PL0000106670 |
106,78 |
107,00 |
4,81 |
4,78 |
106,89 |
4,79 |
WS0922 |
PL0000102646 |
107,18 |
107,43 |
4,82 |
4,79 |
107,31 |
4,81 |
IZ0823 |
PL0000105359 |
101,06 |
101,41 |
--- |
--- |
101,24 |
--- |
WS0429 |
PL0000105391 |
108,05 |
108,40 |
5,02 |
4,99 |
108,23 |
5,00 |
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 |
1/2 |
1 |
4,630 |
4,630 |
4,630 |
65 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
65 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,630 |
4,630 |
4,630 |
130 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,670 |
4,670 |
4,670 |
100 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
55 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,630 |
4,630 |
4,630 |
115 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,630 |
4,630 |
4,630 |
115 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,650 |
4,670 |
4,665 |
400 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,670 |
4,670 |
4,670 |
50 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
100 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
55 |
WS0922 |
PL0000102646 |
1/5 |
4 |
4,500 |
4,500 |
4,500 |
25 |
WS0922 |
PL0000102646 |
2/9 |
7 |
4,660 |
4,660 |
4,660 |
100 |
DS1013 |
PL0000102836 |
2/9 |
7 |
4,680 |
4,680 |
4,680 |
100 |
DS1017 |
PL0000104543 |
2/9 |
7 |
4,680 |
4,680 |
4,680 |
320 |
PS0416 |
PL0000106340 |
2/9 |
7 |
4,680 |
4,680 |
4,680 |
400 |
TOTAL |
2 195 |