2012-10-09 |
MARKET DATA |
No 195 (1980) |
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 |
1 100,00 |
1 224,01 |
70 |
6 040,00 |
6 285,22 |
30 |
7 140,00 |
7 509,23 |
100 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 100,00 |
1 224,01 |
70 |
6 040,00 |
6 285,22 |
30 |
7 140,00 |
7 509,23 |
100 |
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 |
99,82 |
99,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
98,76 |
98,77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,51 |
100,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
96,87 |
96,82 |
96,86 |
96,89 |
96,82 |
96,87 |
96,85 |
272 500 |
263,92 |
7 |
DS1013 |
PL0000102836 |
100,97 |
101,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
95,09 |
95,07 |
95,07 |
95,07 |
95,07 |
95,07 |
95,07 |
25 000 |
23,77 |
1 |
PS0414 |
PL0000105433 |
102,57 |
102,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
93,18 |
93,19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,45 |
103,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,25 |
106,28 |
106,25 |
106,25 |
106,24 |
106,24 |
106,24 |
60 000 |
67,36 |
2 |
PS0416 |
PL0000106340 |
102,90 |
102,90 |
102,87 |
102,90 |
102,87 |
102,90 |
102,89 |
30 000 |
31,56 |
2 |
PS1016 |
PL0000106795 |
102,15 |
102,14 |
102,12 |
102,12 |
102,12 |
102,12 |
102,12 |
10 000 |
10,67 |
1 |
PS0417 |
PL0000107058 |
102,25 |
102,19 |
102,22 |
102,23 |
102,19 |
102,23 |
102,21 |
117 500 |
122,68 |
8 |
DS1017 |
PL0000104543 |
104,65 |
104,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,45 |
106,44 |
106,41 |
106,41 |
106,38 |
106,38 |
106,40 |
50 000 |
55,85 |
3 |
DS1020 |
PL0000106126 |
104,70 |
104,66 |
104,68 |
104,68 |
104,68 |
104,68 |
104,68 |
10 000 |
10,97 |
1 |
DS1021 |
PL0000106670 |
107,93 |
107,83 |
107,93 |
107,93 |
107,83 |
107,83 |
107,87 |
30 000 |
34,02 |
3 |
WS0922 |
PL0000102646 |
108,48 |
108,24 |
108,24 |
108,36 |
108,24 |
108,36 |
108,30 |
20 000 |
21,72 |
2 |
WS0429 |
PL0000105391 |
109,50 |
109,75 |
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 |
105,60 |
105,60 |
105,60 |
105,60 |
105,54 |
105,55 |
105,56 |
60 000 |
80,53 |
5 |
IZ0823 |
PL0000105359 |
105,16 |
104,85 |
104,85 |
105,17 |
104,85 |
105,15 |
105,02 |
415 000 |
500,97 |
35 |
WZ0115 |
PL0000106480 |
100,26 |
100,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,75 |
99,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,32 |
99,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,34 |
97,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 100 000 |
1 224,01 |
70 |
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 |
48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
111 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
139 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
167 |
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 |
98,74 |
98,81 |
4,39 |
4,15 |
98,78 |
4,25 |
PS0413 |
PL0000105037 |
100,50 |
100,60 |
4,20 |
4,01 |
100,55 |
4,10 |
OK0713 |
PL0000106563 |
96,85 |
96,96 |
4,14 |
3,99 |
96,91 |
4,06 |
DS1013 |
PL0000102836 |
100,96 |
101,10 |
4,03 |
3,89 |
101,03 |
3,96 |
OK0114 |
PL0000106712 |
94,99 |
95,11 |
4,06 |
3,96 |
95,05 |
4,01 |
PS0414 |
PL0000105433 |
102,51 |
102,66 |
4,01 |
3,91 |
102,59 |
3,96 |
OK0714 |
PL0000107009 |
93,15 |
93,29 |
4,05 |
3,96 |
93,22 |
4,01 |
WZ0115 |
PL0000106480 |
100,23 |
100,31 |
--- |
--- |
100,27 |
--- |
PS0415 |
PL0000105953 |
103,38 |
103,54 |
4,06 |
3,99 |
103,46 |
4,03 |
DS1015 |
PL0000103602 |
106,22 |
106,37 |
4,03 |
3,98 |
106,30 |
4,00 |
PS0416 |
PL0000106340 |
102,85 |
103,07 |
4,11 |
4,04 |
102,96 |
4,07 |
IZ0816 |
PL0000103529 |
105,38 |
106,07 |
--- |
--- |
105,73 |
--- |
PS1016 |
PL0000106795 |
102,11 |
102,34 |
4,17 |
4,11 |
102,23 |
4,14 |
WZ0117 |
PL0000106936 |
99,69 |
99,80 |
--- |
--- |
99,75 |
--- |
PS0417 |
PL0000107058 |
102,18 |
102,37 |
4,20 |
4,16 |
102,28 |
4,18 |
DS1017 |
PL0000104543 |
104,61 |
104,87 |
4,21 |
4,16 |
104,74 |
4,18 |
WZ0118 |
PL0000104717 |
99,21 |
99,43 |
--- |
--- |
99,32 |
--- |
DS1019 |
PL0000105441 |
106,34 |
106,63 |
4,43 |
4,38 |
106,49 |
4,40 |
DS1020 |
PL0000106126 |
104,61 |
104,92 |
4,55 |
4,50 |
104,77 |
4,53 |
WZ0121 |
PL0000106068 |
97,21 |
97,44 |
--- |
--- |
97,33 |
--- |
DS1021 |
PL0000106670 |
107,88 |
108,10 |
4,66 |
4,63 |
107,99 |
4,64 |
WS0922 |
PL0000102646 |
108,36 |
108,66 |
4,68 |
4,64 |
108,51 |
4,66 |
IZ0823 |
PL0000105359 |
104,35 |
105,02 |
--- |
--- |
104,69 |
--- |
WS0429 |
PL0000105391 |
109,40 |
110,02 |
4,90 |
4,85 |
109,71 |
4,87 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,73 |
98,81 |
4,43 |
4,15 |
98,77 |
4,29 |
PS0413 |
PL0000105037 |
100,47 |
100,58 |
4,25 |
4,05 |
100,53 |
4,14 |
OK0713 |
PL0000106563 |
96,85 |
96,91 |
4,14 |
4,06 |
96,88 |
4,10 |
DS1013 |
PL0000102836 |
100,94 |
101,05 |
4,05 |
3,94 |
101,00 |
3,99 |
OK0114 |
PL0000106712 |
95,05 |
95,15 |
4,01 |
3,93 |
95,10 |
3,97 |
PS0414 |
PL0000105433 |
102,53 |
102,64 |
4,00 |
3,93 |
102,59 |
3,96 |
OK0714 |
PL0000107009 |
93,15 |
93,24 |
4,05 |
4,00 |
93,20 |
4,02 |
WZ0115 |
PL0000106480 |
100,23 |
100,32 |
--- |
--- |
100,28 |
--- |
PS0415 |
PL0000105953 |
103,43 |
103,57 |
4,04 |
3,98 |
103,50 |
4,01 |
DS1015 |
PL0000103602 |
106,17 |
106,30 |
4,05 |
4,00 |
106,24 |
4,02 |
PS0416 |
PL0000106340 |
102,77 |
102,93 |
4,13 |
4,08 |
102,85 |
4,11 |
IZ0816 |
PL0000103529 |
105,32 |
105,88 |
--- |
--- |
105,60 |
--- |
PS1016 |
PL0000106795 |
102,08 |
102,19 |
4,18 |
4,15 |
102,14 |
4,16 |
WZ0117 |
PL0000106936 |
99,72 |
99,81 |
--- |
--- |
99,77 |
--- |
PS0417 |
PL0000107058 |
102,15 |
102,28 |
4,21 |
4,18 |
102,22 |
4,19 |
DS1017 |
PL0000104543 |
104,55 |
104,75 |
4,23 |
4,18 |
104,65 |
4,20 |
WZ0118 |
PL0000104717 |
99,28 |
99,47 |
--- |
--- |
99,38 |
--- |
DS1019 |
PL0000105441 |
106,39 |
106,60 |
4,42 |
4,39 |
106,50 |
4,40 |
DS1020 |
PL0000106126 |
104,53 |
104,77 |
4,56 |
4,53 |
104,65 |
4,54 |
WZ0121 |
PL0000106068 |
97,29 |
97,43 |
--- |
--- |
97,36 |
--- |
DS1021 |
PL0000106670 |
107,73 |
107,92 |
4,68 |
4,65 |
107,83 |
4,66 |
WS0922 |
PL0000102646 |
108,29 |
108,56 |
4,69 |
4,65 |
108,43 |
4,67 |
IZ0823 |
PL0000105359 |
105,05 |
105,52 |
--- |
--- |
105,29 |
--- |
WS0429 |
PL0000105391 |
109,40 |
109,86 |
4,90 |
4,86 |
109,63 |
4,88 |
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 |
3,300 |
3,300 |
3,300 |
60 |
WS0922 |
PL0000102646 |
1/2 |
1 |
3,300 |
3,300 |
3,300 |
30 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,660 |
4,700 |
4,687 |
75 |
WS0429 |
PL0000105391 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
15 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
25 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,700 |
4,700 |
4,700 |
120 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,670 |
4,670 |
4,670 |
100 |
OK0713 |
PL0000106563 |
1/2 |
1 |
4,700 |
4,700 |
4,700 |
140 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
75 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,660 |
4,700 |
4,687 |
60 |
OK0714 |
PL0000107009 |
0/1 |
1 |
4,670 |
4,670 |
4,670 |
100 |
DS1021 |
PL0000106670 |
1/3 |
2 |
4,700 |
4,700 |
4,700 |
450 |
WS0429 |
PL0000105391 |
1/8 |
7 |
4,600 |
4,600 |
4,600 |
40 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,700 |
4,700 |
4,700 |
280 |
DS1020 |
PL0000106126 |
2/9 |
7 |
4,720 |
4,720 |
4,720 |
310 |
TOTAL |
1 880 |