2012-10-01 |
MARKET DATA |
No 189 (1974) |
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 |
1 402,50 |
1 602,48 |
92 |
1 120,00 |
1 178,07 |
20 |
2 522,50 |
2 780,56 |
112 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 402,50 |
1 602,48 |
92 |
1 120,00 |
1 178,07 |
20 |
2 522,50 |
2 780,56 |
112 |
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 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
98,74 |
98,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,57 |
100,61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
96,78 |
96,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,91 |
101,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
94,86 |
94,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,54 |
102,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
93,13 |
93,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,42 |
103,38 |
103,38 |
103,40 |
103,38 |
103,40 |
103,39 |
150 000 |
158,73 |
6 |
DS1015 |
PL0000103602 |
106,15 |
106,07 |
106,01 |
106,23 |
106,01 |
106,23 |
106,14 |
262 500 |
294,08 |
10 |
PS0416 |
PL0000106340 |
102,80 |
102,81 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,17 |
102,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,32 |
102,22 |
102,25 |
102,25 |
102,25 |
102,25 |
102,25 |
25 000 |
26,09 |
1 |
DS1017 |
PL0000104543 |
104,77 |
104,60 |
104,60 |
104,60 |
104,60 |
104,60 |
104,60 |
10 000 |
10,95 |
1 |
DS1019 |
PL0000105441 |
106,45 |
106,29 |
106,20 |
106,41 |
106,20 |
106,41 |
106,33 |
45 000 |
50,18 |
3 |
DS1020 |
PL0000106126 |
104,48 |
104,35 |
104,45 |
104,45 |
104,19 |
104,19 |
104,32 |
10 000 |
10,93 |
2 |
DS1021 |
PL0000106670 |
107,75 |
107,40 |
107,70 |
107,70 |
107,40 |
107,50 |
107,53 |
90 000 |
101,64 |
6 |
WS0922 |
PL0000102646 |
108,20 |
107,91 |
108,10 |
108,12 |
107,92 |
108,00 |
108,01 |
430 000 |
465,11 |
32 |
WS0429 |
PL0000105391 |
109,00 |
108,95 |
109,12 |
109,12 |
108,80 |
109,00 |
108,97 |
50 000 |
55,76 |
5 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,66 |
104,52 |
104,55 |
104,66 |
104,45 |
104,62 |
104,58 |
300 000 |
398,98 |
23 |
IZ0823 |
PL0000105359 |
101,60 |
101,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,24 |
100,26 |
100,26 |
100,26 |
100,26 |
100,26 |
100,26 |
15 000 |
15,19 |
1 |
WZ0117 |
PL0000106936 |
99,67 |
99,74 |
99,74 |
99,74 |
99,74 |
99,74 |
99,74 |
5 000 |
5,04 |
1 |
WZ0118 |
PL0000104717 |
99,25 |
99,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,26 |
97,30 |
97,26 |
97,26 |
97,26 |
97,26 |
97,26 |
10 000 |
9,82 |
1 |
TOTAL |
1 402 500 |
1 602,48 |
92 |
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 |
56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
119 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
147 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
175 |
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 |
98,71 |
98,81 |
4,18 |
3,86 |
98,76 |
4,02 |
PS0413 |
PL0000105037 |
100,55 |
100,63 |
4,15 |
4,00 |
100,59 |
4,08 |
OK0713 |
PL0000106563 |
96,75 |
96,88 |
4,16 |
3,98 |
96,82 |
4,06 |
DS1013 |
PL0000102836 |
100,88 |
101,04 |
4,13 |
3,97 |
100,96 |
4,05 |
OK0114 |
PL0000106712 |
94,83 |
95,00 |
4,13 |
3,99 |
94,92 |
4,05 |
PS0414 |
PL0000105433 |
102,46 |
102,63 |
4,07 |
3,96 |
102,55 |
4,01 |
OK0714 |
PL0000107009 |
93,08 |
93,21 |
4,05 |
3,97 |
93,15 |
4,00 |
WZ0115 |
PL0000106480 |
100,18 |
100,30 |
--- |
--- |
100,24 |
--- |
PS0415 |
PL0000105953 |
103,32 |
103,51 |
4,10 |
4,02 |
103,42 |
4,05 |
DS1015 |
PL0000103602 |
105,99 |
106,13 |
4,12 |
4,07 |
106,06 |
4,10 |
PS0416 |
PL0000106340 |
102,72 |
102,90 |
4,15 |
4,10 |
102,81 |
4,12 |
IZ0816 |
PL0000103529 |
104,19 |
104,61 |
--- |
--- |
104,40 |
--- |
PS1016 |
PL0000106795 |
102,09 |
102,36 |
4,18 |
4,10 |
102,23 |
4,14 |
WZ0117 |
PL0000106936 |
99,60 |
99,78 |
--- |
--- |
99,69 |
--- |
PS0417 |
PL0000107058 |
102,14 |
102,40 |
4,22 |
4,15 |
102,27 |
4,18 |
DS1017 |
PL0000104543 |
104,55 |
104,83 |
4,23 |
4,17 |
104,69 |
4,20 |
WZ0118 |
PL0000104717 |
99,20 |
99,37 |
--- |
--- |
99,29 |
--- |
DS1019 |
PL0000105441 |
106,27 |
106,57 |
4,44 |
4,39 |
106,42 |
4,42 |
DS1020 |
PL0000106126 |
104,34 |
104,67 |
4,59 |
4,54 |
104,51 |
4,56 |
WZ0121 |
PL0000106068 |
97,18 |
97,37 |
--- |
--- |
97,28 |
--- |
DS1021 |
PL0000106670 |
107,50 |
107,83 |
4,71 |
4,67 |
107,67 |
4,69 |
WS0922 |
PL0000102646 |
107,95 |
108,22 |
4,73 |
4,70 |
108,09 |
4,71 |
IZ0823 |
PL0000105359 |
101,28 |
101,82 |
--- |
--- |
101,55 |
--- |
WS0429 |
PL0000105391 |
108,62 |
109,21 |
4,97 |
4,92 |
108,92 |
4,94 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,71 |
98,76 |
4,18 |
4,02 |
98,74 |
4,09 |
PS0413 |
PL0000105037 |
100,54 |
100,63 |
4,16 |
4,00 |
100,59 |
4,08 |
OK0713 |
PL0000106563 |
96,76 |
96,89 |
4,14 |
3,97 |
96,83 |
4,05 |
DS1013 |
PL0000102836 |
100,89 |
101,04 |
4,12 |
3,97 |
100,97 |
4,04 |
OK0114 |
PL0000106712 |
94,84 |
95,01 |
4,12 |
3,98 |
94,93 |
4,04 |
PS0414 |
PL0000105433 |
102,52 |
102,63 |
4,03 |
3,96 |
102,58 |
3,99 |
OK0714 |
PL0000107009 |
93,10 |
93,22 |
4,03 |
3,96 |
93,16 |
4,00 |
WZ0115 |
PL0000106480 |
100,21 |
100,29 |
--- |
--- |
100,25 |
--- |
PS0415 |
PL0000105953 |
103,40 |
103,58 |
4,06 |
3,99 |
103,49 |
4,03 |
DS1015 |
PL0000103602 |
106,12 |
106,24 |
4,08 |
4,04 |
106,18 |
4,06 |
PS0416 |
PL0000106340 |
102,76 |
102,93 |
4,14 |
4,09 |
102,85 |
4,11 |
IZ0816 |
PL0000103529 |
104,36 |
104,62 |
--- |
--- |
104,49 |
--- |
PS1016 |
PL0000106795 |
102,10 |
102,34 |
4,17 |
4,11 |
102,22 |
4,14 |
WZ0117 |
PL0000106936 |
99,62 |
99,78 |
--- |
--- |
99,70 |
--- |
PS0417 |
PL0000107058 |
102,19 |
102,36 |
4,20 |
4,16 |
102,28 |
4,18 |
DS1017 |
PL0000104543 |
104,51 |
104,74 |
4,24 |
4,19 |
104,63 |
4,21 |
WZ0118 |
PL0000104717 |
99,21 |
99,38 |
--- |
--- |
99,30 |
--- |
DS1019 |
PL0000105441 |
106,19 |
106,49 |
4,46 |
4,41 |
106,34 |
4,43 |
DS1020 |
PL0000106126 |
104,27 |
104,56 |
4,60 |
4,56 |
104,42 |
4,58 |
WZ0121 |
PL0000106068 |
97,21 |
97,34 |
--- |
--- |
97,28 |
--- |
DS1021 |
PL0000106670 |
107,46 |
107,79 |
4,72 |
4,67 |
107,63 |
4,69 |
WS0922 |
PL0000102646 |
107,95 |
108,17 |
4,73 |
4,70 |
108,06 |
4,72 |
IZ0823 |
PL0000105359 |
101,41 |
101,83 |
--- |
--- |
101,62 |
--- |
WS0429 |
PL0000105391 |
108,83 |
109,27 |
4,95 |
4,91 |
109,05 |
4,93 |
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 |
4,500 |
4,600 |
4,575 |
40 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
70 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
40 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
30 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
120 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
95 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
55 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
20 |
OK0713 |
PL0000106563 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
40 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
40 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
80 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
20 |
PS0414 |
PL0000105433 |
0/2 |
2 |
4,600 |
4,700 |
4,683 |
120 |
DS1020 |
PL0000106126 |
1/3 |
2 |
4,600 |
4,600 |
4,600 |
15 |
OK0713 |
PL0000106563 |
1/3 |
2 |
4,600 |
4,600 |
4,600 |
35 |
PS1016 |
PL0000106795 |
0/2 |
2 |
4,610 |
4,610 |
4,610 |
50 |
WZ0118 |
PL0000104717 |
0/2 |
2 |
4,650 |
4,650 |
4,650 |
50 |
PS0415 |
PL0000105953 |
0/3 |
3 |
4,600 |
4,600 |
4,600 |
200 |
TOTAL |
1 120 |