2012-09-27 |
MARKET DATA |
No 187 (1972) |
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 |
1 820,00 |
1 935,47 |
112 |
2 030,00 |
2 135,41 |
20 |
3 850,00 |
4 070,88 |
132 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 820,00 |
1 935,47 |
112 |
2 030,00 |
2 135,41 |
20 |
3 850,00 |
4 070,88 |
132 |
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 |
99,76 |
99,76 |
99,76 |
99,76 |
99,76 |
99,76 |
99,76 |
100 000 |
99,76 |
1 |
OK0113 |
PL0000106324 |
98,73 |
98,71 |
98,73 |
98,73 |
98,73 |
98,73 |
98,73 |
40 000 |
39,49 |
1 |
PS0413 |
PL0000105037 |
100,58 |
100,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
96,79 |
96,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,95 |
100,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
94,86 |
94,89 |
94,95 |
94,95 |
94,95 |
94,95 |
94,95 |
10 000 |
9,50 |
2 |
PS0414 |
PL0000105433 |
102,52 |
102,50 |
102,55 |
102,55 |
102,55 |
102,55 |
102,55 |
65 000 |
68,29 |
3 |
OK0714 |
PL0000107009 |
93,06 |
92,99 |
93,05 |
93,11 |
93,05 |
93,11 |
93,08 |
230 000 |
214,08 |
5 |
PS0415 |
PL0000105953 |
103,42 |
103,37 |
103,40 |
103,40 |
103,40 |
103,40 |
103,40 |
50 000 |
52,90 |
2 |
DS1015 |
PL0000103602 |
106,14 |
106,00 |
106,14 |
106,14 |
106,07 |
106,07 |
106,11 |
45 000 |
50,38 |
2 |
PS0416 |
PL0000106340 |
102,79 |
102,74 |
102,79 |
102,79 |
102,79 |
102,79 |
102,79 |
40 000 |
41,99 |
1 |
PS1016 |
PL0000106795 |
102,10 |
102,05 |
102,10 |
102,10 |
102,09 |
102,10 |
102,10 |
30 000 |
31,96 |
4 |
PS0417 |
PL0000107058 |
102,25 |
102,16 |
102,18 |
102,29 |
102,18 |
102,22 |
102,22 |
145 000 |
151,23 |
12 |
DS1017 |
PL0000104543 |
104,57 |
104,55 |
104,44 |
104,60 |
104,44 |
104,60 |
104,54 |
40 000 |
43,78 |
3 |
DS1019 |
PL0000105441 |
106,26 |
106,14 |
106,15 |
106,25 |
106,15 |
106,22 |
106,21 |
165 000 |
183,72 |
10 |
DS1020 |
PL0000106126 |
104,40 |
104,16 |
104,20 |
104,50 |
104,20 |
104,50 |
104,26 |
185 000 |
201,95 |
13 |
DS1021 |
PL0000106670 |
107,50 |
107,18 |
107,30 |
107,67 |
107,27 |
107,45 |
107,47 |
250 000 |
282,10 |
19 |
WS0922 |
PL0000102646 |
107,85 |
107,56 |
107,56 |
107,87 |
107,56 |
107,80 |
107,77 |
330 000 |
356,06 |
23 |
WS0429 |
PL0000105391 |
109,00 |
108,53 |
108,80 |
109,10 |
108,61 |
109,10 |
108,87 |
45 000 |
50,12 |
5 |
WS0437 |
PL0000104857 |
101,50 |
107,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,30 |
104,25 |
104,25 |
104,38 |
104,25 |
104,38 |
104,30 |
25 000 |
33,16 |
2 |
IZ0823 |
PL0000105359 |
101,40 |
101,42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,22 |
100,24 |
100,25 |
100,25 |
100,24 |
100,24 |
100,25 |
15 000 |
15,18 |
3 |
WZ0117 |
PL0000106936 |
99,71 |
99,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,30 |
99,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,30 |
97,31 |
97,31 |
97,31 |
97,31 |
97,31 |
97,31 |
10 000 |
9,83 |
1 |
TOTAL |
1 820 000 |
1 935,47 |
112 |
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 |
58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
121 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
149 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
177 |
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 |
98,69 |
98,77 |
4,18 |
3,92 |
98,73 |
4,05 |
PS0413 |
PL0000105037 |
100,53 |
100,61 |
4,19 |
4,05 |
100,57 |
4,12 |
OK0713 |
PL0000106563 |
96,73 |
96,84 |
4,15 |
4,01 |
96,79 |
4,08 |
DS1013 |
PL0000102836 |
100,90 |
101,03 |
4,11 |
3,98 |
100,97 |
4,04 |
OK0114 |
PL0000106712 |
94,82 |
94,98 |
4,12 |
3,99 |
94,90 |
4,05 |
PS0414 |
PL0000105433 |
102,46 |
102,58 |
4,08 |
4,00 |
102,52 |
4,04 |
OK0714 |
PL0000107009 |
92,92 |
93,08 |
4,13 |
4,03 |
93,00 |
4,08 |
WZ0115 |
PL0000106480 |
100,18 |
100,29 |
--- |
--- |
100,24 |
--- |
PS0415 |
PL0000105953 |
103,27 |
103,47 |
4,12 |
4,04 |
103,37 |
4,08 |
DS1015 |
PL0000103602 |
105,93 |
106,15 |
4,15 |
4,07 |
106,04 |
4,11 |
PS0416 |
PL0000106340 |
102,62 |
102,81 |
4,18 |
4,13 |
102,72 |
4,15 |
IZ0816 |
PL0000103529 |
104,12 |
104,45 |
--- |
--- |
104,29 |
--- |
PS1016 |
PL0000106795 |
101,95 |
102,14 |
4,21 |
4,16 |
102,05 |
4,19 |
WZ0117 |
PL0000106936 |
99,65 |
99,79 |
--- |
--- |
99,72 |
--- |
PS0417 |
PL0000107058 |
102,06 |
102,28 |
4,24 |
4,18 |
102,17 |
4,21 |
DS1017 |
PL0000104543 |
104,39 |
104,65 |
4,26 |
4,21 |
104,52 |
4,24 |
WZ0118 |
PL0000104717 |
99,24 |
99,40 |
--- |
--- |
99,32 |
--- |
DS1019 |
PL0000105441 |
106,06 |
106,26 |
4,48 |
4,45 |
106,16 |
4,46 |
DS1020 |
PL0000106126 |
103,95 |
104,29 |
4,65 |
4,60 |
104,12 |
4,62 |
WZ0121 |
PL0000106068 |
97,22 |
97,37 |
--- |
--- |
97,30 |
--- |
DS1021 |
PL0000106670 |
107,16 |
107,37 |
4,76 |
4,73 |
107,27 |
4,74 |
WS0922 |
PL0000102646 |
107,56 |
107,76 |
4,78 |
4,75 |
107,66 |
4,76 |
IZ0823 |
PL0000105359 |
101,23 |
101,59 |
--- |
--- |
101,41 |
--- |
WS0429 |
PL0000105391 |
108,43 |
108,79 |
4,98 |
4,95 |
108,61 |
4,97 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,70 |
98,78 |
4,14 |
3,89 |
98,74 |
4,02 |
PS0413 |
PL0000105037 |
100,55 |
100,62 |
4,16 |
4,03 |
100,59 |
4,09 |
OK0713 |
PL0000106563 |
96,75 |
96,86 |
4,13 |
3,98 |
96,81 |
4,05 |
DS1013 |
PL0000102836 |
100,91 |
101,02 |
4,10 |
3,99 |
100,97 |
4,04 |
OK0114 |
PL0000106712 |
94,83 |
94,96 |
4,11 |
4,00 |
94,90 |
4,05 |
PS0414 |
PL0000105433 |
102,47 |
102,60 |
4,07 |
3,98 |
102,54 |
4,02 |
OK0714 |
PL0000107009 |
93,01 |
93,13 |
4,08 |
4,00 |
93,07 |
4,04 |
WZ0115 |
PL0000106480 |
100,19 |
100,28 |
--- |
--- |
100,24 |
--- |
PS0415 |
PL0000105953 |
103,29 |
103,45 |
4,11 |
4,05 |
103,37 |
4,08 |
DS1015 |
PL0000103602 |
105,99 |
106,17 |
4,13 |
4,06 |
106,08 |
4,09 |
PS0416 |
PL0000106340 |
102,75 |
102,83 |
4,14 |
4,12 |
102,79 |
4,13 |
IZ0816 |
PL0000103529 |
104,19 |
104,51 |
--- |
--- |
104,35 |
--- |
PS1016 |
PL0000106795 |
102,02 |
102,23 |
4,19 |
4,14 |
102,13 |
4,16 |
WZ0117 |
PL0000106936 |
99,67 |
99,81 |
--- |
--- |
99,74 |
--- |
PS0417 |
PL0000107058 |
102,20 |
102,32 |
4,20 |
4,17 |
102,26 |
4,19 |
DS1017 |
PL0000104543 |
104,52 |
104,69 |
4,24 |
4,20 |
104,61 |
4,22 |
WZ0118 |
PL0000104717 |
99,26 |
99,38 |
--- |
--- |
99,32 |
--- |
DS1019 |
PL0000105441 |
106,10 |
106,34 |
4,47 |
4,43 |
106,22 |
4,45 |
DS1020 |
PL0000106126 |
104,19 |
104,44 |
4,61 |
4,58 |
104,32 |
4,59 |
WZ0121 |
PL0000106068 |
97,24 |
97,36 |
--- |
--- |
97,30 |
--- |
DS1021 |
PL0000106670 |
107,38 |
107,56 |
4,73 |
4,70 |
107,47 |
4,71 |
WS0922 |
PL0000102646 |
107,73 |
107,94 |
4,76 |
4,73 |
107,84 |
4,74 |
IZ0823 |
PL0000105359 |
101,25 |
101,64 |
--- |
--- |
101,45 |
--- |
WS0429 |
PL0000105391 |
108,67 |
109,02 |
4,96 |
4,93 |
108,85 |
4,95 |
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 |
0/1 |
1 |
4,710 |
4,710 |
4,710 |
600 |
TOTAL |
600 |
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 |
4,630 |
4,630 |
4,630 |
85 |
OK0113 |
PL0000106324 |
0/1 |
1 |
4,630 |
4,630 |
4,630 |
80 |
DS1013 |
PL0000102836 |
1/4 |
3 |
4,670 |
4,670 |
4,670 |
70 |
DS1017 |
PL0000104543 |
1/4 |
3 |
4,600 |
4,600 |
4,600 |
200 |
PS0413 |
PL0000105037 |
1/4 |
3 |
4,680 |
4,680 |
4,680 |
60 |
PS0414 |
PL0000105433 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
215 |
DS1019 |
PL0000105441 |
1/4 |
3 |
4,660 |
4,660 |
4,660 |
20 |
PS0415 |
PL0000105953 |
1/4 |
3 |
4,660 |
4,660 |
4,660 |
45 |
DS1020 |
PL0000106126 |
1/4 |
3 |
4,660 |
4,660 |
4,660 |
25 |
DS1021 |
PL0000106670 |
1/4 |
3 |
4,660 |
4,660 |
4,660 |
30 |
PS1016 |
PL0000106795 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
60 |
PS0417 |
PL0000107058 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
15 |
DS1021 |
PL0000106670 |
0/4 |
4 |
4,600 |
4,600 |
4,600 |
20 |
WZ0118 |
PL0000104717 |
0/4 |
4 |
4,600 |
4,600 |
4,600 |
50 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,650 |
4,710 |
4,709 |
275 |
OK0113 |
PL0000106324 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
100 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
80 |
TOTAL |
1 430 |