2012-09-28 |
MARKET DATA |
No 188 (1973) |
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 |
2 510,00 |
2 765,52 |
167 |
2 665,00 |
2 807,45 |
24 |
5 175,00 |
5 572,98 |
191 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 510,00 |
2 765,52 |
167 |
2 665,00 |
2 807,45 |
24 |
5 175,00 |
5 572,98 |
191 |
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 |
99,75 |
99,77 |
99,75 |
99,75 |
99,75 |
99,75 |
99,75 |
5 000 |
4,99 |
1 |
OK0113 |
PL0000106324 |
98,73 |
98,77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,57 |
100,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
96,80 |
96,84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,94 |
100,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
94,96 |
94,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,52 |
102,54 |
102,55 |
102,55 |
102,55 |
102,55 |
102,55 |
35 000 |
36,77 |
3 |
OK0714 |
PL0000107009 |
93,10 |
93,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,38 |
103,42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,13 |
106,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,84 |
102,72 |
102,75 |
102,84 |
102,69 |
102,81 |
102,75 |
465 000 |
487,97 |
23 |
PS1016 |
PL0000106795 |
102,20 |
102,20 |
102,30 |
102,30 |
102,30 |
102,30 |
102,30 |
20 000 |
21,35 |
2 |
PS0417 |
PL0000107058 |
102,40 |
102,23 |
102,43 |
102,43 |
102,18 |
102,34 |
102,24 |
385 000 |
401,63 |
22 |
DS1017 |
PL0000104543 |
104,79 |
104,68 |
104,79 |
104,79 |
104,79 |
104,79 |
104,79 |
20 000 |
21,94 |
1 |
DS1019 |
PL0000105441 |
106,45 |
106,33 |
106,39 |
106,54 |
106,39 |
106,40 |
106,46 |
195 000 |
217,64 |
15 |
DS1020 |
PL0000106126 |
104,55 |
104,44 |
104,44 |
104,56 |
104,44 |
104,56 |
104,51 |
70 000 |
76,60 |
8 |
DS1021 |
PL0000106670 |
107,77 |
107,60 |
107,75 |
107,85 |
107,59 |
107,85 |
107,66 |
225 000 |
254,36 |
17 |
WS0922 |
PL0000102646 |
108,35 |
107,91 |
108,00 |
108,39 |
108,00 |
108,35 |
108,20 |
532 500 |
576,92 |
39 |
WS0429 |
PL0000105391 |
112,39 |
108,87 |
108,87 |
109,29 |
108,87 |
109,05 |
109,06 |
185 000 |
206,42 |
15 |
WS0437 |
PL0000104857 |
100,00 |
107,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,50 |
104,45 |
104,45 |
104,50 |
104,45 |
104,45 |
104,47 |
240 000 |
318,85 |
14 |
IZ0823 |
PL0000105359 |
101,60 |
101,54 |
101,54 |
101,60 |
101,54 |
101,60 |
101,58 |
40 000 |
46,72 |
3 |
WZ0115 |
PL0000106480 |
100,25 |
100,25 |
100,27 |
100,27 |
100,25 |
100,25 |
100,27 |
62 500 |
63,27 |
3 |
WZ0117 |
PL0000106936 |
99,70 |
99,77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,31 |
99,35 |
99,31 |
99,31 |
99,31 |
99,31 |
99,31 |
30 000 |
30,08 |
1 |
WZ0121 |
PL0000106068 |
97,32 |
97,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
2 510 000 |
2 765,52 |
167 |
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 |
57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
120 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
148 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
176 |
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 |
98,70 |
98,79 |
4,18 |
3,89 |
98,75 |
4,02 |
PS0413 |
PL0000105037 |
100,54 |
100,65 |
4,17 |
3,98 |
100,60 |
4,06 |
OK0713 |
PL0000106563 |
96,75 |
96,87 |
4,14 |
3,98 |
96,81 |
4,06 |
DS1013 |
PL0000102836 |
100,91 |
101,05 |
4,10 |
3,96 |
100,98 |
4,03 |
OK0114 |
PL0000106712 |
94,84 |
95,00 |
4,11 |
3,98 |
94,92 |
4,04 |
PS0414 |
PL0000105433 |
102,47 |
102,62 |
4,07 |
3,97 |
102,55 |
4,01 |
OK0714 |
PL0000107009 |
93,05 |
93,17 |
4,06 |
3,98 |
93,11 |
4,02 |
WZ0115 |
PL0000106480 |
100,19 |
100,31 |
--- |
--- |
100,25 |
--- |
PS0415 |
PL0000105953 |
103,29 |
103,49 |
4,11 |
4,03 |
103,39 |
4,07 |
DS1015 |
PL0000103602 |
106,00 |
106,21 |
4,12 |
4,05 |
106,11 |
4,08 |
PS0416 |
PL0000106340 |
102,75 |
102,96 |
4,14 |
4,08 |
102,86 |
4,11 |
IZ0816 |
PL0000103529 |
104,31 |
104,54 |
--- |
--- |
104,43 |
--- |
PS1016 |
PL0000106795 |
102,06 |
102,29 |
4,18 |
4,12 |
102,18 |
4,15 |
WZ0117 |
PL0000106936 |
99,66 |
99,84 |
--- |
--- |
99,75 |
--- |
PS0417 |
PL0000107058 |
102,20 |
102,47 |
4,20 |
4,14 |
102,34 |
4,17 |
DS1017 |
PL0000104543 |
104,56 |
104,82 |
4,23 |
4,17 |
104,69 |
4,20 |
WZ0118 |
PL0000104717 |
99,27 |
99,44 |
--- |
--- |
99,36 |
--- |
DS1019 |
PL0000105441 |
106,20 |
106,44 |
4,45 |
4,42 |
106,32 |
4,44 |
DS1020 |
PL0000106126 |
104,25 |
104,53 |
4,60 |
4,56 |
104,39 |
4,58 |
WZ0121 |
PL0000106068 |
97,26 |
97,44 |
--- |
--- |
97,35 |
--- |
DS1021 |
PL0000106670 |
107,46 |
107,73 |
4,72 |
4,68 |
107,60 |
4,70 |
WS0922 |
PL0000102646 |
107,76 |
108,04 |
4,75 |
4,72 |
107,90 |
4,73 |
IZ0823 |
PL0000105359 |
101,42 |
101,89 |
--- |
--- |
101,66 |
--- |
WS0429 |
PL0000105391 |
108,84 |
109,23 |
4,95 |
4,92 |
109,04 |
4,93 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,70 |
98,79 |
4,18 |
3,89 |
98,75 |
4,02 |
PS0413 |
PL0000105037 |
100,55 |
100,64 |
4,15 |
3,99 |
100,60 |
4,06 |
OK0713 |
PL0000106563 |
96,75 |
96,87 |
4,14 |
3,98 |
96,81 |
4,06 |
DS1013 |
PL0000102836 |
100,90 |
101,03 |
4,11 |
3,98 |
100,97 |
4,04 |
OK0114 |
PL0000106712 |
94,83 |
94,97 |
4,12 |
4,00 |
94,90 |
4,06 |
PS0414 |
PL0000105433 |
102,44 |
102,58 |
4,09 |
3,99 |
102,51 |
4,04 |
OK0714 |
PL0000107009 |
93,05 |
93,15 |
4,06 |
4,00 |
93,10 |
4,03 |
WZ0115 |
PL0000106480 |
100,19 |
100,29 |
--- |
--- |
100,24 |
--- |
PS0415 |
PL0000105953 |
103,35 |
103,47 |
4,08 |
4,04 |
103,41 |
4,06 |
DS1015 |
PL0000103602 |
106,00 |
106,20 |
4,12 |
4,05 |
106,10 |
4,09 |
PS0416 |
PL0000106340 |
102,73 |
102,88 |
4,15 |
4,10 |
102,81 |
4,12 |
IZ0816 |
PL0000103529 |
104,34 |
104,57 |
--- |
--- |
104,46 |
--- |
PS1016 |
PL0000106795 |
102,10 |
102,33 |
4,17 |
4,11 |
102,22 |
4,14 |
WZ0117 |
PL0000106936 |
99,63 |
99,81 |
--- |
--- |
99,72 |
--- |
PS0417 |
PL0000107058 |
102,21 |
102,35 |
4,20 |
4,17 |
102,28 |
4,18 |
DS1017 |
PL0000104543 |
104,58 |
104,80 |
4,22 |
4,17 |
104,69 |
4,20 |
WZ0118 |
PL0000104717 |
99,22 |
99,38 |
--- |
--- |
99,30 |
--- |
DS1019 |
PL0000105441 |
106,29 |
106,55 |
4,44 |
4,40 |
106,42 |
4,42 |
DS1020 |
PL0000106126 |
104,46 |
104,74 |
4,57 |
4,53 |
104,60 |
4,55 |
WZ0121 |
PL0000106068 |
97,21 |
97,39 |
--- |
--- |
97,30 |
--- |
DS1021 |
PL0000106670 |
107,61 |
107,80 |
4,70 |
4,67 |
107,71 |
4,68 |
WS0922 |
PL0000102646 |
108,13 |
108,31 |
4,71 |
4,69 |
108,22 |
4,70 |
IZ0823 |
PL0000105359 |
101,42 |
101,82 |
--- |
--- |
101,62 |
--- |
WS0429 |
PL0000105391 |
108,88 |
109,22 |
4,95 |
4,92 |
109,05 |
4,93 |
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 |
3/4 |
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) |
(%) |
(%) |
(%) |
DS1013 |
PL0000102836 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
70 |
DS1017 |
PL0000104543 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
20 |
PS0413 |
PL0000105037 |
3/4 |
1 |
4,600 |
4,670 |
4,631 |
460 |
DS1020 |
PL0000106126 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
200 |
OK0113 |
PL0000106324 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
20 |
DS1021 |
PL0000106670 |
3/4 |
1 |
4,850 |
4,850 |
4,850 |
240 |
PS1016 |
PL0000106795 |
3/4 |
1 |
4,650 |
4,720 |
4,690 |
140 |
OK0714 |
PL0000107009 |
3/4 |
1 |
4,620 |
4,620 |
4,620 |
55 |
PS0417 |
PL0000107058 |
3/4 |
1 |
4,650 |
4,650 |
4,650 |
65 |
WZ0121 |
PL0000106068 |
3/4 |
1 |
4,850 |
4,850 |
4,850 |
240 |
DS1013 |
PL0000102836 |
0/3 |
3 |
4,700 |
4,700 |
4,700 |
25 |
DS1017 |
PL0000104543 |
0/3 |
3 |
4,700 |
4,700 |
4,700 |
80 |
DS1017 |
PL0000104543 |
3/6 |
3 |
4,500 |
4,500 |
4,500 |
200 |
PS0414 |
PL0000105433 |
0/3 |
3 |
4,700 |
4,700 |
4,700 |
90 |
OK0713 |
PL0000106563 |
0/3 |
3 |
4,600 |
4,600 |
4,600 |
40 |
PS0413 |
PL0000105037 |
0/4 |
4 |
4,670 |
4,670 |
4,670 |
60 |
DS1017 |
PL0000104543 |
4/11 |
7 |
4,500 |
4,500 |
4,500 |
60 |
TOTAL |
2 065 |