2012-10-02 |
MARKET DATA |
No 190 (1975) |
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 |
1 792,50 |
1 928,12 |
104 |
2 560,00 |
2 722,10 |
28 |
4 352,50 |
4 650,22 |
132 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 792,50 |
1 928,12 |
104 |
2 560,00 |
2 722,10 |
28 |
4 352,50 |
4 650,22 |
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 |
99,75 |
99,74 |
99,75 |
99,75 |
99,74 |
99,74 |
99,74 |
180 000 |
179,54 |
3 |
OK0113 |
PL0000106324 |
98,75 |
98,77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,57 |
100,59 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
96,81 |
96,84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,94 |
100,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
94,96 |
94,95 |
95,00 |
95,00 |
95,00 |
95,00 |
95,00 |
50 000 |
47,50 |
1 |
PS0414 |
PL0000105433 |
102,57 |
102,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
93,17 |
93,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,51 |
103,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,22 |
106,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,91 |
102,90 |
102,90 |
102,95 |
102,90 |
102,95 |
102,94 |
100 000 |
105,16 |
4 |
PS1016 |
PL0000106795 |
102,27 |
102,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,35 |
102,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,77 |
104,65 |
104,65 |
104,77 |
104,65 |
104,77 |
104,75 |
310 000 |
340,07 |
15 |
DS1019 |
PL0000105441 |
106,33 |
106,38 |
106,41 |
106,41 |
106,41 |
106,41 |
106,41 |
15 000 |
16,74 |
2 |
DS1020 |
PL0000106126 |
104,55 |
104,47 |
104,42 |
104,55 |
104,42 |
104,55 |
104,51 |
30 000 |
32,84 |
3 |
DS1021 |
PL0000106670 |
107,72 |
107,58 |
107,60 |
107,80 |
107,58 |
107,80 |
107,62 |
325 000 |
367,37 |
24 |
WS0922 |
PL0000102646 |
108,31 |
108,12 |
108,18 |
108,36 |
108,10 |
108,36 |
108,26 |
272 500 |
295,47 |
22 |
WS0429 |
PL0000105391 |
109,40 |
109,15 |
109,00 |
109,00 |
109,00 |
109,00 |
109,00 |
10 000 |
11,16 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,00 |
104,82 |
104,78 |
104,92 |
104,78 |
104,92 |
104,89 |
20 000 |
26,68 |
2 |
IZ0823 |
PL0000105359 |
102,30 |
101,91 |
101,91 |
102,50 |
101,91 |
102,50 |
102,04 |
150 000 |
175,99 |
12 |
WZ0115 |
PL0000106480 |
100,24 |
100,25 |
100,25 |
100,25 |
100,25 |
100,25 |
100,25 |
170 000 |
172,11 |
8 |
WZ0117 |
PL0000106936 |
99,70 |
99,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,31 |
99,32 |
99,31 |
99,31 |
99,31 |
99,31 |
99,31 |
10 000 |
10,03 |
1 |
WZ0121 |
PL0000106068 |
97,34 |
97,24 |
97,30 |
97,35 |
97,30 |
97,35 |
97,33 |
150 000 |
147,48 |
6 |
TOTAL |
1 792 500 |
1 928,12 |
104 |
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 |
55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
118 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
146 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
174 |
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 |
98,73 |
98,80 |
4,15 |
3,92 |
98,77 |
4,02 |
PS0413 |
PL0000105037 |
100,53 |
100,65 |
4,18 |
3,96 |
100,59 |
4,07 |
OK0713 |
PL0000106563 |
96,77 |
96,90 |
4,14 |
3,97 |
96,84 |
4,05 |
DS1013 |
PL0000102836 |
100,90 |
101,04 |
4,10 |
3,97 |
100,97 |
4,04 |
OK0114 |
PL0000106712 |
94,89 |
95,02 |
4,09 |
3,98 |
94,96 |
4,03 |
PS0414 |
PL0000105433 |
102,51 |
102,64 |
4,03 |
3,95 |
102,58 |
3,99 |
OK0714 |
PL0000107009 |
93,08 |
93,23 |
4,05 |
3,96 |
93,16 |
4,00 |
WZ0115 |
PL0000106480 |
100,20 |
100,29 |
--- |
--- |
100,25 |
--- |
PS0415 |
PL0000105953 |
103,36 |
103,57 |
4,08 |
3,99 |
103,47 |
4,03 |
DS1015 |
PL0000103602 |
106,05 |
106,26 |
4,10 |
4,03 |
106,16 |
4,06 |
PS0416 |
PL0000106340 |
102,72 |
102,93 |
4,15 |
4,09 |
102,83 |
4,12 |
IZ0816 |
PL0000103529 |
104,53 |
104,88 |
--- |
--- |
104,71 |
--- |
PS1016 |
PL0000106795 |
102,09 |
102,28 |
4,18 |
4,12 |
102,19 |
4,15 |
WZ0117 |
PL0000106936 |
99,64 |
99,77 |
--- |
--- |
99,71 |
--- |
PS0417 |
PL0000107058 |
102,22 |
102,39 |
4,20 |
4,16 |
102,31 |
4,17 |
DS1017 |
PL0000104543 |
104,53 |
104,83 |
4,23 |
4,17 |
104,68 |
4,20 |
WZ0118 |
PL0000104717 |
99,18 |
99,35 |
--- |
--- |
99,27 |
--- |
DS1019 |
PL0000105441 |
106,16 |
106,48 |
4,46 |
4,41 |
106,32 |
4,43 |
DS1020 |
PL0000106126 |
104,34 |
104,56 |
4,59 |
4,56 |
104,45 |
4,57 |
WZ0121 |
PL0000106068 |
97,16 |
97,34 |
--- |
--- |
97,25 |
--- |
DS1021 |
PL0000106670 |
107,43 |
107,75 |
4,72 |
4,68 |
107,59 |
4,70 |
WS0922 |
PL0000102646 |
107,88 |
108,21 |
4,74 |
4,70 |
108,05 |
4,72 |
IZ0823 |
PL0000105359 |
101,53 |
101,99 |
--- |
--- |
101,76 |
--- |
WS0429 |
PL0000105391 |
108,78 |
109,23 |
4,95 |
4,92 |
109,01 |
4,93 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,72 |
98,79 |
4,19 |
3,96 |
98,76 |
4,06 |
PS0413 |
PL0000105037 |
100,55 |
100,65 |
4,14 |
3,96 |
100,60 |
4,05 |
OK0713 |
PL0000106563 |
96,78 |
96,90 |
4,13 |
3,97 |
96,84 |
4,05 |
DS1013 |
PL0000102836 |
100,90 |
101,03 |
4,10 |
3,98 |
100,97 |
4,04 |
OK0114 |
PL0000106712 |
94,90 |
95,02 |
4,08 |
3,98 |
94,96 |
4,03 |
PS0414 |
PL0000105433 |
102,52 |
102,63 |
4,03 |
3,96 |
102,58 |
3,99 |
OK0714 |
PL0000107009 |
93,12 |
93,22 |
4,03 |
3,97 |
93,17 |
4,00 |
WZ0115 |
PL0000106480 |
100,20 |
100,28 |
--- |
--- |
100,24 |
--- |
PS0415 |
PL0000105953 |
103,43 |
103,59 |
4,05 |
3,98 |
103,51 |
4,02 |
DS1015 |
PL0000103602 |
106,18 |
106,33 |
4,06 |
4,00 |
106,26 |
4,03 |
PS0416 |
PL0000106340 |
102,84 |
102,98 |
4,11 |
4,07 |
102,91 |
4,09 |
IZ0816 |
PL0000103529 |
104,81 |
105,26 |
--- |
--- |
105,04 |
--- |
PS1016 |
PL0000106795 |
102,13 |
102,34 |
4,16 |
4,11 |
102,24 |
4,13 |
WZ0117 |
PL0000106936 |
99,62 |
99,78 |
--- |
--- |
99,70 |
--- |
PS0417 |
PL0000107058 |
102,26 |
102,43 |
4,19 |
4,15 |
102,35 |
4,16 |
DS1017 |
PL0000104543 |
104,50 |
104,75 |
4,24 |
4,18 |
104,63 |
4,21 |
WZ0118 |
PL0000104717 |
99,24 |
99,37 |
--- |
--- |
99,31 |
--- |
DS1019 |
PL0000105441 |
106,18 |
106,48 |
4,46 |
4,41 |
106,33 |
4,43 |
DS1020 |
PL0000106126 |
104,27 |
104,57 |
4,60 |
4,56 |
104,42 |
4,58 |
WZ0121 |
PL0000106068 |
97,28 |
97,41 |
--- |
--- |
97,35 |
--- |
DS1021 |
PL0000106670 |
107,55 |
107,74 |
4,70 |
4,68 |
107,65 |
4,69 |
WS0922 |
PL0000102646 |
108,11 |
108,30 |
4,71 |
4,69 |
108,21 |
4,70 |
IZ0823 |
PL0000105359 |
102,08 |
102,65 |
--- |
--- |
102,37 |
--- |
WS0429 |
PL0000105391 |
108,87 |
109,28 |
4,95 |
4,91 |
109,08 |
4,93 |
REPO MARKET |
General Collateral (GC) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
|
|
|
|
0,000 |
0,000 |
0,000 |
0 |
TOTAL |
0 |
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 |
4,050 |
4,200 |
4,165 |
260 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,620 |
4,620 |
4,620 |
70 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,620 |
4,620 |
4,620 |
50 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,500 |
4,500 |
4,500 |
100 |
DS1017 |
PL0000104543 |
2/3 |
1 |
4,500 |
4,500 |
4,500 |
100 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
120 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,620 |
4,620 |
4,620 |
215 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,620 |
4,620 |
4,620 |
130 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,610 |
4,650 |
4,640 |
80 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,620 |
4,620 |
4,620 |
20 |
OK0713 |
PL0000106563 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
40 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,610 |
4,610 |
4,610 |
40 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
130 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
45 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
4,620 |
4,620 |
4,620 |
50 |
WS0922 |
PL0000102646 |
1/3 |
2 |
4,050 |
4,100 |
4,064 |
70 |
DS1020 |
PL0000106126 |
0/2 |
2 |
4,550 |
4,550 |
4,550 |
10 |
DS1017 |
PL0000104543 |
2/9 |
7 |
4,500 |
4,500 |
4,500 |
130 |
TOTAL |
1 660 |