2012-10-04 |
MARKET DATA |
No 192 (1977) |
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 |
2 472,50 |
2 596,88 |
127 |
5 690,00 |
6 064,58 |
44 |
8 162,50 |
8 661,46 |
171 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 472,50 |
2 596,88 |
127 |
5 690,00 |
6 064,58 |
44 |
8 162,50 |
8 661,46 |
171 |
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 |
99,77 |
99,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
98,71 |
98,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,50 |
100,54 |
100,54 |
100,54 |
100,54 |
100,54 |
100,54 |
50 000 |
51,46 |
2 |
OK0713 |
PL0000106563 |
96,80 |
96,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,00 |
100,96 |
100,96 |
101,00 |
100,96 |
101,00 |
100,97 |
375 000 |
396,56 |
5 |
OK0114 |
PL0000106712 |
94,97 |
95,00 |
94,95 |
95,03 |
94,94 |
95,03 |
94,97 |
85 000 |
80,72 |
3 |
PS0414 |
PL0000105433 |
102,46 |
102,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
93,15 |
93,15 |
93,15 |
93,18 |
93,15 |
93,18 |
93,16 |
315 000 |
293,46 |
8 |
PS0415 |
PL0000105953 |
103,28 |
103,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,02 |
106,13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,73 |
102,81 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,14 |
101,99 |
102,10 |
102,10 |
101,99 |
101,99 |
102,00 |
112 500 |
119,85 |
7 |
PS0417 |
PL0000107058 |
102,12 |
102,10 |
102,10 |
102,12 |
102,10 |
102,10 |
102,11 |
130 000 |
135,55 |
8 |
DS1017 |
PL0000104543 |
104,48 |
104,49 |
104,36 |
104,38 |
104,36 |
104,38 |
104,37 |
52 500 |
57,42 |
3 |
DS1019 |
PL0000105441 |
106,20 |
106,24 |
106,11 |
106,11 |
106,11 |
106,11 |
106,11 |
15 000 |
16,70 |
1 |
DS1020 |
PL0000106126 |
104,43 |
104,38 |
104,30 |
104,30 |
104,30 |
104,30 |
104,30 |
10 000 |
10,93 |
1 |
DS1021 |
PL0000106670 |
107,55 |
107,42 |
107,53 |
107,54 |
107,34 |
107,34 |
107,45 |
515 000 |
581,60 |
41 |
WS0922 |
PL0000102646 |
108,20 |
107,95 |
108,32 |
108,32 |
107,90 |
108,00 |
108,10 |
247 500 |
268,13 |
22 |
WS0429 |
PL0000105391 |
108,90 |
108,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,65 |
105,85 |
105,65 |
105,65 |
105,65 |
105,65 |
105,65 |
15 000 |
20,15 |
1 |
IZ0823 |
PL0000105359 |
103,92 |
103,95 |
103,85 |
103,90 |
103,68 |
103,90 |
103,74 |
55 000 |
65,60 |
6 |
WZ0115 |
PL0000106480 |
100,25 |
100,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,76 |
99,73 |
99,73 |
99,76 |
99,73 |
99,74 |
99,75 |
460 000 |
463,70 |
17 |
WZ0118 |
PL0000104717 |
99,31 |
99,36 |
99,36 |
99,36 |
99,36 |
99,36 |
99,36 |
30 000 |
30,12 |
1 |
WZ0121 |
PL0000106068 |
97,36 |
97,35 |
97,34 |
97,34 |
97,34 |
97,34 |
97,34 |
5 000 |
4,92 |
1 |
TOTAL |
2 472 500 |
2 596,88 |
127 |
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 |
51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
114 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
142 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
170 |
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 |
98,79 |
4,44 |
4,10 |
98,74 |
4,27 |
PS0413 |
PL0000105037 |
100,44 |
100,58 |
4,32 |
4,06 |
100,51 |
4,19 |
OK0713 |
PL0000106563 |
96,75 |
96,92 |
4,23 |
4,00 |
96,84 |
4,11 |
DS1013 |
PL0000102836 |
100,81 |
101,00 |
4,19 |
4,00 |
100,91 |
4,09 |
OK0114 |
PL0000106712 |
94,87 |
95,05 |
4,14 |
3,99 |
94,96 |
4,06 |
PS0414 |
PL0000105433 |
102,38 |
102,59 |
4,11 |
3,97 |
102,49 |
4,04 |
OK0714 |
PL0000107009 |
93,02 |
93,21 |
4,11 |
4,00 |
93,12 |
4,05 |
WZ0115 |
PL0000106480 |
100,21 |
100,32 |
--- |
--- |
100,27 |
--- |
PS0415 |
PL0000105953 |
103,18 |
103,45 |
4,15 |
4,04 |
103,32 |
4,09 |
DS1015 |
PL0000103602 |
105,93 |
106,19 |
4,13 |
4,05 |
106,06 |
4,09 |
PS0416 |
PL0000106340 |
102,65 |
102,94 |
4,17 |
4,08 |
102,80 |
4,12 |
IZ0816 |
PL0000103529 |
105,56 |
106,09 |
--- |
--- |
105,83 |
--- |
PS1016 |
PL0000106795 |
101,96 |
102,11 |
4,21 |
4,17 |
102,04 |
4,19 |
WZ0117 |
PL0000106936 |
99,66 |
99,79 |
--- |
--- |
99,73 |
--- |
PS0417 |
PL0000107058 |
101,92 |
102,21 |
4,27 |
4,20 |
102,07 |
4,23 |
DS1017 |
PL0000104543 |
104,27 |
104,58 |
4,29 |
4,22 |
104,43 |
4,25 |
WZ0118 |
PL0000104717 |
99,26 |
99,40 |
--- |
--- |
99,33 |
--- |
DS1019 |
PL0000105441 |
105,88 |
106,29 |
4,50 |
4,44 |
106,09 |
4,47 |
DS1020 |
PL0000106126 |
104,05 |
104,44 |
4,63 |
4,57 |
104,25 |
4,60 |
WZ0121 |
PL0000106068 |
97,29 |
97,47 |
--- |
--- |
97,38 |
--- |
DS1021 |
PL0000106670 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WS0922 |
PL0000102646 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
IZ0823 |
PL0000105359 |
103,81 |
104,48 |
--- |
--- |
104,15 |
--- |
WS0429 |
PL0000105391 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,68 |
98,76 |
4,48 |
4,20 |
98,72 |
4,34 |
PS0413 |
PL0000105037 |
100,48 |
100,57 |
4,25 |
4,08 |
100,53 |
4,16 |
OK0713 |
PL0000106563 |
96,78 |
96,90 |
4,19 |
4,03 |
96,84 |
4,11 |
DS1013 |
PL0000102836 |
100,98 |
101,04 |
4,02 |
3,96 |
101,01 |
3,99 |
OK0114 |
PL0000106712 |
94,91 |
95,02 |
4,10 |
4,01 |
94,97 |
4,05 |
PS0414 |
PL0000105433 |
102,44 |
102,58 |
4,07 |
3,98 |
102,51 |
4,02 |
OK0714 |
PL0000107009 |
93,12 |
93,21 |
4,05 |
4,00 |
93,17 |
4,02 |
WZ0115 |
PL0000106480 |
100,22 |
100,31 |
--- |
--- |
100,27 |
--- |
PS0415 |
PL0000105953 |
103,25 |
103,45 |
4,12 |
4,04 |
103,35 |
4,08 |
DS1015 |
PL0000103602 |
105,98 |
106,20 |
4,12 |
4,04 |
106,09 |
4,08 |
PS0416 |
PL0000106340 |
102,68 |
102,91 |
4,16 |
4,09 |
102,80 |
4,12 |
IZ0816 |
PL0000103529 |
105,47 |
105,93 |
--- |
--- |
105,70 |
--- |
PS1016 |
PL0000106795 |
101,99 |
102,14 |
4,20 |
4,16 |
102,07 |
4,18 |
WZ0117 |
PL0000106936 |
99,67 |
99,80 |
--- |
--- |
99,74 |
--- |
PS0417 |
PL0000107058 |
102,02 |
102,17 |
4,24 |
4,21 |
102,10 |
4,22 |
DS1017 |
PL0000104543 |
104,28 |
104,53 |
4,29 |
4,23 |
104,41 |
4,26 |
WZ0118 |
PL0000104717 |
99,25 |
99,40 |
--- |
--- |
99,33 |
--- |
DS1019 |
PL0000105441 |
106,04 |
106,34 |
4,48 |
4,43 |
106,19 |
4,45 |
DS1020 |
PL0000106126 |
104,20 |
104,48 |
4,61 |
4,57 |
104,34 |
4,59 |
WZ0121 |
PL0000106068 |
97,26 |
97,41 |
--- |
--- |
97,34 |
--- |
DS1021 |
PL0000106670 |
107,38 |
107,57 |
4,72 |
4,70 |
107,48 |
4,71 |
WS0922 |
PL0000102646 |
107,93 |
108,08 |
4,73 |
4,71 |
108,01 |
4,72 |
IZ0823 |
PL0000105359 |
103,70 |
104,30 |
--- |
--- |
104,00 |
--- |
WS0429 |
PL0000105391 |
108,56 |
108,92 |
4,97 |
4,94 |
108,74 |
4,96 |
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) |
(%) |
(%) |
(%) |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,630 |
4,650 |
4,633 |
80 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
20 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
50 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,670 |
4,670 |
4,670 |
70 |
OK0113 |
PL0000106324 |
0/1 |
1 |
4,630 |
4,630 |
4,630 |
20 |
OK0713 |
PL0000106563 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
40 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,670 |
4,670 |
4,670 |
340 |
DS1015 |
PL0000103602 |
1/4 |
3 |
4,700 |
4,700 |
4,700 |
50 |
DS1017 |
PL0000104543 |
1/4 |
3 |
4,670 |
4,670 |
4,670 |
50 |
PS0413 |
PL0000105037 |
1/4 |
3 |
4,680 |
4,680 |
4,680 |
120 |
PS0414 |
PL0000105433 |
1/4 |
3 |
4,690 |
4,700 |
4,696 |
185 |
PS0416 |
PL0000106340 |
1/4 |
3 |
4,700 |
4,700 |
4,700 |
120 |
DS1021 |
PL0000106670 |
1/4 |
3 |
4,670 |
4,670 |
4,670 |
40 |
PS1016 |
PL0000106795 |
1/4 |
3 |
4,600 |
4,700 |
4,636 |
140 |
WZ0118 |
PL0000104717 |
1/4 |
3 |
4,660 |
4,660 |
4,660 |
30 |
PS0415 |
PL0000105953 |
0/4 |
4 |
4,600 |
4,600 |
4,600 |
200 |
OK0713 |
PL0000106563 |
1/5 |
4 |
4,650 |
4,650 |
4,650 |
35 |
WZ0121 |
PL0000106068 |
0/4 |
4 |
4,700 |
4,700 |
4,700 |
40 |
DS1013 |
PL0000102836 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
170 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,700 |
4,700 |
4,700 |
295 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,600 |
4,650 |
4,643 |
115 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,710 |
4,710 |
4,710 |
150 |
OK0113 |
PL0000106324 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
30 |
PS0416 |
PL0000106340 |
1/8 |
7 |
4,710 |
4,710 |
4,710 |
360 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,710 |
4,710 |
4,710 |
160 |
WZ0115 |
PL0000106480 |
1/8 |
7 |
4,600 |
4,710 |
4,686 |
180 |
TOTAL |
3 090 |