2012-10-08 |
MARKET DATA |
No 194 (1979) |
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 |
310,00 |
331,54 |
20 |
3 600,00 |
3 821,99 |
28 |
3 910,00 |
4 153,52 |
48 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
310,00 |
331,54 |
20 |
3 600,00 |
3 821,99 |
28 |
3 910,00 |
4 153,52 |
48 |
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 |
99,80 |
99,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
98,75 |
98,77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,51 |
100,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
96,85 |
96,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,98 |
101,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
95,04 |
95,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,52 |
102,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
93,19 |
93,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,42 |
103,51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,28 |
106,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,91 |
102,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,22 |
102,26 |
102,22 |
102,22 |
102,22 |
102,22 |
102,22 |
25 000 |
26,69 |
1 |
PS0417 |
PL0000107058 |
102,33 |
102,33 |
102,34 |
102,36 |
102,32 |
102,32 |
102,34 |
80 000 |
83,62 |
6 |
DS1017 |
PL0000104543 |
104,72 |
104,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,53 |
106,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,67 |
104,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,90 |
107,90 |
107,94 |
108,02 |
107,92 |
107,92 |
107,98 |
100 000 |
113,50 |
7 |
WS0922 |
PL0000102646 |
108,48 |
108,50 |
108,50 |
108,55 |
108,50 |
108,55 |
108,53 |
20 000 |
21,76 |
2 |
WS0429 |
PL0000105391 |
109,62 |
109,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
103,00 |
113,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,55 |
105,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,62 |
104,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,26 |
100,27 |
100,27 |
100,27 |
100,26 |
100,26 |
100,27 |
50 000 |
50,67 |
2 |
WZ0117 |
PL0000106936 |
99,76 |
99,75 |
99,76 |
99,76 |
99,76 |
99,76 |
99,76 |
35 000 |
35,29 |
2 |
WZ0118 |
PL0000104717 |
99,29 |
99,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,29 |
97,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
310 000 |
331,54 |
20 |
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 |
49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
112 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
140 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
168 |
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 |
98,72 |
98,80 |
4,42 |
4,14 |
98,76 |
4,28 |
PS0413 |
PL0000105037 |
100,49 |
100,60 |
4,22 |
4,02 |
100,55 |
4,11 |
OK0713 |
PL0000106563 |
96,83 |
96,96 |
4,15 |
3,97 |
96,90 |
4,05 |
DS1013 |
PL0000102836 |
100,95 |
101,10 |
4,04 |
3,89 |
101,03 |
3,96 |
OK0114 |
PL0000106712 |
94,98 |
95,16 |
4,06 |
3,91 |
95,07 |
3,99 |
PS0414 |
PL0000105433 |
102,50 |
102,67 |
4,02 |
3,91 |
102,59 |
3,96 |
OK0714 |
PL0000107009 |
93,14 |
93,29 |
4,05 |
3,96 |
93,22 |
4,00 |
WZ0115 |
PL0000106480 |
100,21 |
100,30 |
--- |
--- |
100,26 |
--- |
PS0415 |
PL0000105953 |
103,38 |
103,60 |
4,06 |
3,97 |
103,49 |
4,02 |
DS1015 |
PL0000103602 |
106,20 |
106,38 |
4,04 |
3,98 |
106,29 |
4,01 |
PS0416 |
PL0000106340 |
102,87 |
103,08 |
4,10 |
4,04 |
102,98 |
4,07 |
IZ0816 |
PL0000103529 |
105,48 |
106,03 |
--- |
--- |
105,76 |
--- |
PS1016 |
PL0000106795 |
102,16 |
102,39 |
4,15 |
4,09 |
102,28 |
4,12 |
WZ0117 |
PL0000106936 |
99,67 |
99,83 |
--- |
--- |
99,75 |
--- |
PS0417 |
PL0000107058 |
102,20 |
102,39 |
4,20 |
4,15 |
102,30 |
4,17 |
DS1017 |
PL0000104543 |
104,68 |
104,92 |
4,20 |
4,15 |
104,80 |
4,17 |
WZ0118 |
PL0000104717 |
99,26 |
99,42 |
--- |
--- |
99,34 |
--- |
DS1019 |
PL0000105441 |
106,43 |
106,66 |
4,41 |
4,38 |
106,55 |
4,40 |
DS1020 |
PL0000106126 |
104,61 |
104,96 |
4,55 |
4,50 |
104,79 |
4,52 |
WZ0121 |
PL0000106068 |
97,25 |
97,42 |
--- |
--- |
97,34 |
--- |
DS1021 |
PL0000106670 |
107,85 |
108,16 |
4,66 |
4,62 |
108,01 |
4,64 |
WS0922 |
PL0000102646 |
108,34 |
108,72 |
4,68 |
4,63 |
108,53 |
4,66 |
IZ0823 |
PL0000105359 |
104,18 |
104,94 |
--- |
--- |
104,56 |
--- |
WS0429 |
PL0000105391 |
109,34 |
109,90 |
4,91 |
4,86 |
109,62 |
4,88 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,73 |
98,80 |
4,39 |
4,14 |
98,77 |
4,25 |
PS0413 |
PL0000105037 |
100,50 |
100,58 |
4,20 |
4,05 |
100,54 |
4,13 |
OK0713 |
PL0000106563 |
96,84 |
96,94 |
4,14 |
4,00 |
96,89 |
4,07 |
DS1013 |
PL0000102836 |
100,96 |
101,10 |
4,03 |
3,89 |
101,03 |
3,96 |
OK0114 |
PL0000106712 |
95,02 |
95,11 |
4,03 |
3,95 |
95,07 |
3,99 |
PS0414 |
PL0000105433 |
102,50 |
102,66 |
4,02 |
3,92 |
102,58 |
3,97 |
OK0714 |
PL0000107009 |
93,13 |
93,24 |
4,06 |
3,99 |
93,19 |
4,02 |
WZ0115 |
PL0000106480 |
100,23 |
100,30 |
--- |
--- |
100,27 |
--- |
PS0415 |
PL0000105953 |
103,38 |
103,55 |
4,06 |
3,99 |
103,47 |
4,02 |
DS1015 |
PL0000103602 |
106,19 |
106,34 |
4,04 |
3,99 |
106,27 |
4,01 |
PS0416 |
PL0000106340 |
102,85 |
103,05 |
4,11 |
4,05 |
102,95 |
4,08 |
IZ0816 |
PL0000103529 |
105,49 |
106,02 |
--- |
--- |
105,76 |
--- |
PS1016 |
PL0000106795 |
102,14 |
102,29 |
4,16 |
4,12 |
102,22 |
4,14 |
WZ0117 |
PL0000106936 |
99,70 |
99,79 |
--- |
--- |
99,75 |
--- |
PS0417 |
PL0000107058 |
102,26 |
102,39 |
4,18 |
4,15 |
102,33 |
4,17 |
DS1017 |
PL0000104543 |
104,67 |
104,87 |
4,20 |
4,16 |
104,77 |
4,18 |
WZ0118 |
PL0000104717 |
99,25 |
99,37 |
--- |
--- |
99,31 |
--- |
DS1019 |
PL0000105441 |
106,37 |
106,61 |
4,42 |
4,39 |
106,49 |
4,41 |
DS1020 |
PL0000106126 |
104,61 |
104,88 |
4,55 |
4,51 |
104,75 |
4,53 |
WZ0121 |
PL0000106068 |
97,24 |
97,42 |
--- |
--- |
97,33 |
--- |
DS1021 |
PL0000106670 |
107,82 |
108,03 |
4,67 |
4,64 |
107,93 |
4,65 |
WS0922 |
PL0000102646 |
108,40 |
108,60 |
4,67 |
4,65 |
108,50 |
4,66 |
IZ0823 |
PL0000105359 |
104,33 |
104,92 |
--- |
--- |
104,63 |
--- |
WS0429 |
PL0000105391 |
109,36 |
109,79 |
4,90 |
4,87 |
109,58 |
4,89 |
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 |
3,600 |
3,553 |
150 |
WS0922 |
PL0000102646 |
1/2 |
1 |
3,500 |
3,500 |
3,500 |
15 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,700 |
4,700 |
4,700 |
120 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,700 |
4,700 |
4,700 |
120 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,660 |
4,660 |
4,660 |
5 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,660 |
4,660 |
4,660 |
10 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,660 |
4,660 |
4,660 |
10 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,650 |
4,700 |
4,666 |
540 |
DS1017 |
PL0000104543 |
1/3 |
2 |
4,650 |
4,660 |
4,656 |
100 |
PS0415 |
PL0000105953 |
0/2 |
2 |
4,650 |
4,650 |
4,650 |
200 |
OK0713 |
PL0000106563 |
0/2 |
2 |
4,550 |
4,550 |
4,550 |
50 |
WS0922 |
PL0000102646 |
1/7 |
6 |
3,750 |
3,750 |
3,750 |
60 |
PS0413 |
PL0000105037 |
1/8 |
7 |
4,700 |
4,700 |
4,700 |
400 |
WZ0121 |
PL0000106068 |
2/9 |
7 |
4,650 |
4,650 |
4,650 |
220 |
TOTAL |
2 000 |