2012-10-05 |
MARKET DATA |
No 193 (1978) |
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 |
2 190,00 |
2 392,88 |
143 |
2 065,00 |
2 216,32 |
26 |
4 255,00 |
4 609,20 |
169 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 190,00 |
2 392,88 |
143 |
2 065,00 |
2 216,32 |
26 |
4 255,00 |
4 609,20 |
169 |
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 |
99,79 |
99,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
98,72 |
98,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,52 |
100,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
96,84 |
96,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,97 |
101,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
95,01 |
95,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,55 |
102,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
93,20 |
93,18 |
93,19 |
93,20 |
93,19 |
93,20 |
93,20 |
110 000 |
102,52 |
3 |
PS0415 |
PL0000105953 |
103,45 |
103,40 |
103,42 |
103,50 |
103,42 |
103,50 |
103,46 |
50 000 |
52,99 |
3 |
DS1015 |
PL0000103602 |
106,30 |
106,21 |
106,24 |
106,34 |
106,24 |
106,33 |
106,28 |
355 000 |
398,57 |
18 |
PS0416 |
PL0000106340 |
102,94 |
102,94 |
103,00 |
103,00 |
103,00 |
103,00 |
103,00 |
5 000 |
5,26 |
1 |
PS1016 |
PL0000106795 |
102,25 |
102,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,32 |
102,17 |
102,25 |
102,37 |
102,25 |
102,27 |
102,34 |
315 000 |
329,21 |
18 |
DS1017 |
PL0000104543 |
104,81 |
104,43 |
104,52 |
104,78 |
104,52 |
104,77 |
104,66 |
85 000 |
93,23 |
6 |
DS1019 |
PL0000105441 |
106,50 |
106,25 |
106,54 |
106,62 |
106,54 |
106,62 |
106,58 |
20 000 |
22,37 |
2 |
DS1020 |
PL0000106126 |
104,73 |
104,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,91 |
107,50 |
107,53 |
108,00 |
107,53 |
108,00 |
107,75 |
440 000 |
498,29 |
33 |
WS0922 |
PL0000102646 |
108,45 |
108,07 |
108,10 |
108,65 |
108,10 |
108,65 |
108,24 |
270 000 |
292,93 |
24 |
WS0429 |
PL0000105391 |
109,74 |
108,85 |
109,05 |
109,60 |
109,05 |
109,60 |
109,35 |
110 000 |
123,17 |
11 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,90 |
105,75 |
105,85 |
105,93 |
105,80 |
105,80 |
105,89 |
95 000 |
127,91 |
7 |
IZ0823 |
PL0000105359 |
104,90 |
104,25 |
104,25 |
104,30 |
104,25 |
104,30 |
104,28 |
40 000 |
47,95 |
4 |
WZ0115 |
PL0000106480 |
100,26 |
100,26 |
100,26 |
100,26 |
100,24 |
100,26 |
100,25 |
230 000 |
233,02 |
7 |
WZ0117 |
PL0000106936 |
99,75 |
99,76 |
99,76 |
99,77 |
99,76 |
99,77 |
99,77 |
45 000 |
45,37 |
3 |
WZ0118 |
PL0000104717 |
99,34 |
99,36 |
99,34 |
99,34 |
99,34 |
99,34 |
99,34 |
20 000 |
20,08 |
3 |
WZ0121 |
PL0000106068 |
97,34 |
97,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
2 190 000 |
2 392,88 |
143 |
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 |
50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
113 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
141 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
169 |
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 |
4,49 |
4,14 |
98,74 |
4,31 |
PS0413 |
PL0000105037 |
100,47 |
100,58 |
4,26 |
4,06 |
100,53 |
4,15 |
OK0713 |
PL0000106563 |
96,80 |
96,94 |
4,18 |
3,99 |
96,87 |
4,08 |
DS1013 |
PL0000102836 |
100,93 |
101,07 |
4,07 |
3,93 |
101,00 |
4,00 |
OK0114 |
PL0000106712 |
94,91 |
95,08 |
4,11 |
3,97 |
95,00 |
4,04 |
PS0414 |
PL0000105433 |
102,46 |
102,61 |
4,05 |
3,95 |
102,54 |
4,00 |
OK0714 |
PL0000107009 |
93,12 |
93,22 |
4,06 |
4,00 |
93,17 |
4,03 |
WZ0115 |
PL0000106480 |
100,22 |
100,30 |
--- |
--- |
100,26 |
--- |
PS0415 |
PL0000105953 |
103,29 |
103,45 |
4,10 |
4,03 |
103,37 |
4,07 |
DS1015 |
PL0000103602 |
106,04 |
106,27 |
4,10 |
4,02 |
106,16 |
4,05 |
PS0416 |
PL0000106340 |
102,75 |
103,02 |
4,14 |
4,06 |
102,89 |
4,10 |
IZ0816 |
PL0000103529 |
105,29 |
105,89 |
--- |
--- |
105,59 |
--- |
PS1016 |
PL0000106795 |
102,06 |
102,30 |
4,18 |
4,12 |
102,18 |
4,15 |
WZ0117 |
PL0000106936 |
99,71 |
99,80 |
--- |
--- |
99,76 |
--- |
PS0417 |
PL0000107058 |
102,12 |
102,29 |
4,22 |
4,18 |
102,21 |
4,20 |
DS1017 |
PL0000104543 |
104,50 |
104,75 |
4,24 |
4,18 |
104,63 |
4,21 |
WZ0118 |
PL0000104717 |
99,26 |
99,40 |
--- |
--- |
99,33 |
--- |
DS1019 |
PL0000105441 |
106,22 |
106,58 |
4,45 |
4,39 |
106,40 |
4,42 |
DS1020 |
PL0000106126 |
104,42 |
104,78 |
4,58 |
4,52 |
104,60 |
4,55 |
WZ0121 |
PL0000106068 |
97,28 |
97,42 |
--- |
--- |
97,35 |
--- |
DS1021 |
PL0000106670 |
107,48 |
107,74 |
4,71 |
4,68 |
107,61 |
4,69 |
WS0922 |
PL0000102646 |
107,94 |
108,19 |
4,73 |
4,70 |
108,07 |
4,71 |
IZ0823 |
PL0000105359 |
103,64 |
104,33 |
--- |
--- |
103,99 |
--- |
WS0429 |
PL0000105391 |
108,77 |
109,26 |
4,95 |
4,91 |
109,02 |
4,93 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,71 |
98,79 |
4,42 |
4,14 |
98,75 |
4,28 |
PS0413 |
PL0000105037 |
100,49 |
100,60 |
4,22 |
4,02 |
100,55 |
4,11 |
OK0713 |
PL0000106563 |
96,82 |
96,92 |
4,15 |
4,01 |
96,87 |
4,08 |
DS1013 |
PL0000102836 |
100,96 |
101,11 |
4,04 |
3,89 |
101,04 |
3,96 |
OK0114 |
PL0000106712 |
94,97 |
95,15 |
4,06 |
3,91 |
95,06 |
3,99 |
PS0414 |
PL0000105433 |
102,50 |
102,64 |
4,03 |
3,93 |
102,57 |
3,98 |
OK0714 |
PL0000107009 |
93,16 |
93,24 |
4,03 |
3,98 |
93,20 |
4,01 |
WZ0115 |
PL0000106480 |
100,21 |
100,29 |
--- |
--- |
100,25 |
--- |
PS0415 |
PL0000105953 |
103,41 |
103,55 |
4,05 |
3,99 |
103,48 |
4,02 |
DS1015 |
PL0000103602 |
106,18 |
106,35 |
4,05 |
3,99 |
106,27 |
4,02 |
PS0416 |
PL0000106340 |
102,84 |
103,09 |
4,11 |
4,04 |
102,97 |
4,07 |
IZ0816 |
PL0000103529 |
105,48 |
105,86 |
--- |
--- |
105,67 |
--- |
PS1016 |
PL0000106795 |
102,10 |
102,36 |
4,17 |
4,10 |
102,23 |
4,14 |
WZ0117 |
PL0000106936 |
99,67 |
99,80 |
--- |
--- |
99,74 |
--- |
PS0417 |
PL0000107058 |
102,19 |
102,39 |
4,20 |
4,15 |
102,29 |
4,18 |
DS1017 |
PL0000104543 |
104,61 |
104,80 |
4,21 |
4,17 |
104,71 |
4,19 |
WZ0118 |
PL0000104717 |
99,27 |
99,41 |
--- |
--- |
99,34 |
--- |
DS1019 |
PL0000105441 |
106,40 |
106,65 |
4,42 |
4,38 |
106,53 |
4,40 |
DS1020 |
PL0000106126 |
104,47 |
104,86 |
4,57 |
4,51 |
104,67 |
4,54 |
WZ0121 |
PL0000106068 |
97,29 |
97,42 |
--- |
--- |
97,36 |
--- |
DS1021 |
PL0000106670 |
107,74 |
107,95 |
4,68 |
4,65 |
107,85 |
4,66 |
WS0922 |
PL0000102646 |
108,28 |
108,52 |
4,69 |
4,66 |
108,40 |
4,67 |
IZ0823 |
PL0000105359 |
104,18 |
104,94 |
--- |
--- |
104,56 |
--- |
WS0429 |
PL0000105391 |
109,31 |
109,73 |
4,91 |
4,87 |
109,52 |
4,89 |
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 |
3/4 |
1 |
3,500 |
3,500 |
3,500 |
60 |
DS1013 |
PL0000102836 |
3/4 |
1 |
4,670 |
4,670 |
4,670 |
100 |
DS1017 |
PL0000104543 |
3/4 |
1 |
4,670 |
4,670 |
4,670 |
155 |
PS0413 |
PL0000105037 |
3/4 |
1 |
4,700 |
4,700 |
4,700 |
120 |
PS0414 |
PL0000105433 |
3/4 |
1 |
4,700 |
4,700 |
4,700 |
215 |
DS1019 |
PL0000105441 |
3/4 |
1 |
4,650 |
4,650 |
4,650 |
25 |
DS1021 |
PL0000106670 |
3/4 |
1 |
4,670 |
4,700 |
4,679 |
160 |
PS1016 |
PL0000106795 |
3/4 |
1 |
4,700 |
4,700 |
4,700 |
20 |
WZ0118 |
PL0000104717 |
3/4 |
1 |
4,700 |
4,700 |
4,700 |
30 |
WS0922 |
PL0000102646 |
0/3 |
3 |
3,500 |
3,500 |
3,500 |
30 |
DS1013 |
PL0000102836 |
0/3 |
3 |
4,670 |
4,670 |
4,670 |
10 |
PS0414 |
PL0000105433 |
0/3 |
3 |
4,650 |
4,650 |
4,650 |
50 |
PS0416 |
PL0000106340 |
0/3 |
3 |
4,670 |
4,670 |
4,670 |
10 |
OK0713 |
PL0000106563 |
0/3 |
3 |
4,500 |
4,500 |
4,500 |
45 |
DS1021 |
PL0000106670 |
0/3 |
3 |
4,670 |
4,670 |
4,670 |
10 |
OK0713 |
PL0000106563 |
0/5 |
5 |
4,500 |
4,500 |
4,500 |
10 |
DS1013 |
PL0000102836 |
3/10 |
7 |
4,650 |
4,650 |
4,650 |
410 |
DS1013 |
PL0000102836 |
4/11 |
7 |
4,700 |
4,700 |
4,700 |
120 |
DS1017 |
PL0000104543 |
4/11 |
7 |
4,680 |
4,680 |
4,680 |
200 |
DS1019 |
PL0000105441 |
4/11 |
7 |
4,680 |
4,680 |
4,680 |
155 |
DS1020 |
PL0000106126 |
4/11 |
7 |
4,680 |
4,680 |
4,680 |
40 |
PS1016 |
PL0000106795 |
3/10 |
7 |
4,650 |
4,650 |
4,650 |
90 |
TOTAL |
2 065 |