2012-10-03 |
MARKET DATA |
No 191 (1976) |
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 |
1 970,00 |
1 985,59 |
69 |
4 395,00 |
4 699,68 |
43 |
6 365,00 |
6 685,27 |
112 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 970,00 |
1 985,59 |
69 |
4 395,00 |
4 699,68 |
43 |
6 365,00 |
6 685,27 |
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 |
99,74 |
99,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
99,18 |
98,74 |
98,75 |
98,75 |
98,71 |
98,71 |
98,73 |
45 000 |
44,43 |
2 |
PS0413 |
PL0000105037 |
100,57 |
100,58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
96,81 |
96,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,95 |
100,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
94,95 |
94,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
103,17 |
102,55 |
102,47 |
102,48 |
102,47 |
102,48 |
102,47 |
50 000 |
52,52 |
3 |
OK0714 |
PL0000107009 |
93,17 |
93,15 |
93,15 |
93,15 |
93,12 |
93,12 |
93,12 |
565 000 |
526,15 |
11 |
PS0415 |
PL0000105953 |
103,81 |
103,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,23 |
106,10 |
106,18 |
106,18 |
106,18 |
106,18 |
106,18 |
25 000 |
28,03 |
1 |
PS0416 |
PL0000106340 |
102,90 |
102,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,30 |
102,20 |
102,29 |
102,29 |
102,20 |
102,20 |
102,23 |
55 000 |
58,69 |
4 |
PS0417 |
PL0000107058 |
102,31 |
102,25 |
102,20 |
102,20 |
102,20 |
102,20 |
102,20 |
20 000 |
20,86 |
1 |
DS1017 |
PL0000104543 |
104,70 |
104,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,40 |
105,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,61 |
104,50 |
104,52 |
104,52 |
104,52 |
104,52 |
104,52 |
10 000 |
10,95 |
1 |
DS1021 |
PL0000106670 |
107,88 |
106,90 |
107,88 |
107,88 |
107,85 |
107,85 |
107,86 |
60 000 |
67,98 |
4 |
WS0922 |
PL0000102646 |
108,40 |
107,62 |
108,40 |
108,50 |
108,40 |
108,40 |
108,44 |
45 000 |
48,88 |
4 |
WS0429 |
PL0000105391 |
109,26 |
109,20 |
109,25 |
109,25 |
108,82 |
109,05 |
108,98 |
35 000 |
39,04 |
3 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,41 |
104,76 |
105,40 |
105,40 |
105,40 |
105,40 |
105,40 |
12 500 |
16,75 |
2 |
IZ0823 |
PL0000105359 |
103,55 |
102,60 |
102,85 |
103,53 |
102,85 |
103,53 |
103,20 |
70 000 |
83,06 |
8 |
WZ0115 |
PL0000106480 |
100,28 |
100,25 |
100,25 |
100,28 |
100,25 |
100,27 |
100,27 |
895 000 |
906,40 |
17 |
WZ0117 |
PL0000106936 |
99,72 |
99,75 |
99,70 |
99,70 |
99,70 |
99,70 |
99,70 |
10 000 |
10,07 |
1 |
WZ0118 |
PL0000104717 |
99,33 |
99,34 |
99,34 |
99,34 |
99,32 |
99,32 |
99,33 |
22 500 |
22,58 |
2 |
WZ0121 |
PL0000106068 |
97,92 |
97,38 |
97,38 |
97,40 |
97,38 |
97,38 |
97,38 |
50 000 |
49,20 |
5 |
TOTAL |
1 970 000 |
1 985,59 |
69 |
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 |
54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
117 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
145 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
173 |
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 |
98,81 |
4,19 |
3,92 |
98,77 |
4,06 |
PS0413 |
PL0000105037 |
100,55 |
100,65 |
4,14 |
3,96 |
100,60 |
4,05 |
OK0713 |
PL0000106563 |
96,79 |
96,92 |
4,13 |
3,96 |
96,86 |
4,04 |
DS1013 |
PL0000102836 |
100,92 |
101,08 |
4,08 |
3,93 |
101,00 |
4,01 |
OK0114 |
PL0000106712 |
94,92 |
95,09 |
4,07 |
3,93 |
95,01 |
3,99 |
PS0414 |
PL0000105433 |
102,54 |
102,71 |
4,01 |
3,90 |
102,63 |
3,95 |
OK0714 |
PL0000107009 |
93,14 |
93,30 |
4,02 |
3,92 |
93,22 |
3,97 |
WZ0115 |
PL0000106480 |
100,21 |
100,28 |
--- |
--- |
100,25 |
--- |
PS0415 |
PL0000105953 |
103,45 |
103,66 |
4,04 |
3,95 |
103,56 |
3,99 |
DS1015 |
PL0000103602 |
106,16 |
106,38 |
4,06 |
3,99 |
106,27 |
4,02 |
PS0416 |
PL0000106340 |
102,87 |
103,08 |
4,10 |
4,04 |
102,98 |
4,07 |
IZ0816 |
PL0000103529 |
105,34 |
106,00 |
--- |
--- |
105,67 |
--- |
PS1016 |
PL0000106795 |
102,26 |
102,45 |
4,13 |
4,08 |
102,36 |
4,10 |
WZ0117 |
PL0000106936 |
99,62 |
99,79 |
--- |
--- |
99,71 |
--- |
PS0417 |
PL0000107058 |
102,28 |
102,53 |
4,18 |
4,12 |
102,41 |
4,15 |
DS1017 |
PL0000104543 |
104,66 |
104,91 |
4,20 |
4,15 |
104,79 |
4,18 |
WZ0118 |
PL0000104717 |
99,21 |
99,39 |
--- |
--- |
99,30 |
--- |
DS1019 |
PL0000105441 |
106,27 |
106,62 |
4,44 |
4,39 |
106,45 |
4,41 |
DS1020 |
PL0000106126 |
104,57 |
104,82 |
4,56 |
4,52 |
104,70 |
4,54 |
WZ0121 |
PL0000106068 |
97,30 |
97,43 |
--- |
--- |
97,37 |
--- |
DS1021 |
PL0000106670 |
107,73 |
107,99 |
4,68 |
4,65 |
107,86 |
4,66 |
WS0922 |
PL0000102646 |
108,35 |
108,60 |
4,68 |
4,65 |
108,48 |
4,66 |
IZ0823 |
PL0000105359 |
102,86 |
103,44 |
--- |
--- |
103,15 |
--- |
WS0429 |
PL0000105391 |
109,17 |
109,52 |
4,92 |
4,89 |
109,35 |
4,91 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,64 |
98,76 |
4,49 |
4,09 |
98,70 |
4,29 |
PS0413 |
PL0000105037 |
100,47 |
100,65 |
4,28 |
3,96 |
100,56 |
4,12 |
OK0713 |
PL0000106563 |
96,72 |
96,90 |
4,22 |
3,99 |
96,81 |
4,10 |
DS1013 |
PL0000102836 |
100,81 |
101,01 |
4,19 |
4,00 |
100,91 |
4,09 |
OK0114 |
PL0000106712 |
94,79 |
95,01 |
4,18 |
3,99 |
94,90 |
4,09 |
PS0414 |
PL0000105433 |
102,44 |
102,58 |
4,08 |
3,99 |
102,51 |
4,03 |
OK0714 |
PL0000107009 |
93,05 |
93,17 |
4,08 |
4,00 |
93,11 |
4,04 |
WZ0115 |
PL0000106480 |
100,22 |
100,38 |
--- |
--- |
100,30 |
--- |
PS0415 |
PL0000105953 |
103,22 |
103,44 |
4,13 |
4,04 |
103,33 |
4,09 |
DS1015 |
PL0000103602 |
105,97 |
106,17 |
4,13 |
4,06 |
106,07 |
4,09 |
PS0416 |
PL0000106340 |
102,66 |
102,92 |
4,17 |
4,09 |
102,79 |
4,13 |
IZ0816 |
PL0000103529 |
105,33 |
105,97 |
--- |
--- |
105,65 |
--- |
PS1016 |
PL0000106795 |
102,07 |
102,25 |
4,18 |
4,13 |
102,16 |
4,16 |
WZ0117 |
PL0000106936 |
99,66 |
99,82 |
--- |
--- |
99,74 |
--- |
PS0417 |
PL0000107058 |
102,00 |
102,32 |
4,25 |
4,17 |
102,16 |
4,21 |
DS1017 |
PL0000104543 |
104,36 |
104,68 |
4,27 |
4,20 |
104,52 |
4,23 |
WZ0118 |
PL0000104717 |
99,24 |
99,42 |
--- |
--- |
99,33 |
--- |
DS1019 |
PL0000105441 |
106,05 |
106,42 |
4,48 |
4,42 |
106,24 |
4,45 |
DS1020 |
PL0000106126 |
104,33 |
104,65 |
4,59 |
4,54 |
104,49 |
4,57 |
WZ0121 |
PL0000106068 |
97,26 |
97,45 |
--- |
--- |
97,36 |
--- |
DS1021 |
PL0000106670 |
107,45 |
107,76 |
4,72 |
4,68 |
107,61 |
4,70 |
WS0922 |
PL0000102646 |
108,04 |
108,46 |
4,72 |
4,67 |
108,25 |
4,69 |
IZ0823 |
PL0000105359 |
103,41 |
104,09 |
--- |
--- |
103,75 |
--- |
WS0429 |
PL0000105391 |
108,71 |
109,27 |
4,96 |
4,91 |
108,99 |
4,94 |
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 |
0/1 |
1 |
3,500 |
4,000 |
3,583 |
120 |
WS0922 |
PL0000102646 |
1/2 |
1 |
3,500 |
3,500 |
3,500 |
100 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
50 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,500 |
4,500 |
4,500 |
100 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,350 |
4,600 |
4,493 |
100 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,530 |
4,530 |
4,530 |
45 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
120 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
280 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,530 |
4,530 |
4,530 |
70 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,450 |
4,650 |
4,600 |
200 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,450 |
4,550 |
4,492 |
60 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,530 |
4,530 |
4,530 |
20 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,450 |
4,450 |
4,450 |
10 |
OK0713 |
PL0000106563 |
1/2 |
1 |
4,450 |
4,450 |
4,450 |
35 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,530 |
4,530 |
4,530 |
85 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
290 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
130 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
80 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
50 |
WS0922 |
PL0000102646 |
2/9 |
7 |
3,900 |
4,450 |
4,175 |
200 |
DS1013 |
PL0000102836 |
1/8 |
7 |
4,400 |
4,600 |
4,585 |
135 |
DS1017 |
PL0000104543 |
2/9 |
7 |
4,490 |
4,490 |
4,490 |
40 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,450 |
4,450 |
4,450 |
420 |
PS0416 |
PL0000106340 |
2/9 |
7 |
4,490 |
4,490 |
4,490 |
260 |
OK0114 |
PL0000106712 |
1/8 |
7 |
4,400 |
4,550 |
4,460 |
25 |
TOTAL |
3 025 |