2012-10-10 |
MARKET DATA |
No 196 (1981) |
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 |
2 042,50 |
2 170,75 |
118 |
4 455,00 |
4 656,35 |
44 |
6 497,50 |
6 827,09 |
162 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 042,50 |
2 170,75 |
118 |
4 455,00 |
4 656,35 |
44 |
6 497,50 |
6 827,09 |
162 |
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 |
99,83 |
99,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
98,76 |
98,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,54 |
100,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
96,86 |
96,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,01 |
100,59 |
101,04 |
101,05 |
100,56 |
100,56 |
100,90 |
120 000 |
126,89 |
4 |
OK0114 |
PL0000106712 |
95,11 |
95,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,61 |
102,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
93,25 |
93,24 |
93,25 |
93,25 |
93,21 |
93,25 |
93,22 |
215 000 |
200,43 |
5 |
PS0415 |
PL0000105953 |
103,69 |
103,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,30 |
106,28 |
106,30 |
106,35 |
106,30 |
106,35 |
106,33 |
132 500 |
148,90 |
9 |
PS0416 |
PL0000106340 |
102,98 |
102,84 |
102,98 |
103,07 |
102,98 |
103,07 |
103,00 |
145 000 |
152,72 |
5 |
PS1016 |
PL0000106795 |
102,34 |
102,18 |
102,18 |
102,29 |
102,18 |
102,29 |
102,24 |
505 000 |
539,45 |
27 |
PS0417 |
PL0000107058 |
102,46 |
102,25 |
102,26 |
102,47 |
102,26 |
102,47 |
102,41 |
145 000 |
151,70 |
7 |
DS1017 |
PL0000104543 |
104,92 |
104,73 |
104,92 |
104,94 |
104,92 |
104,94 |
104,93 |
25 000 |
27,50 |
2 |
DS1019 |
PL0000105441 |
106,82 |
106,50 |
106,75 |
106,90 |
106,75 |
106,90 |
106,82 |
230 000 |
257,88 |
16 |
DS1020 |
PL0000106126 |
105,04 |
104,67 |
104,87 |
104,96 |
104,87 |
104,90 |
104,93 |
125 000 |
137,49 |
12 |
DS1021 |
PL0000106670 |
108,35 |
107,84 |
107,85 |
108,15 |
107,85 |
108,15 |
108,05 |
55 000 |
62,48 |
7 |
WS0922 |
PL0000102646 |
108,75 |
108,37 |
108,44 |
108,85 |
108,44 |
108,85 |
108,69 |
150 000 |
163,48 |
15 |
WS0429 |
PL0000105391 |
110,19 |
109,62 |
109,95 |
109,95 |
109,95 |
109,95 |
109,95 |
20 000 |
22,53 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,55 |
105,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
105,30 |
105,40 |
105,40 |
105,40 |
105,40 |
105,40 |
105,40 |
15 000 |
18,17 |
2 |
WZ0115 |
PL0000106480 |
100,28 |
100,29 |
100,29 |
100,29 |
100,29 |
100,29 |
100,29 |
40 000 |
40,56 |
1 |
WZ0117 |
PL0000106936 |
99,77 |
99,77 |
99,77 |
99,78 |
99,77 |
99,78 |
99,78 |
100 000 |
100,88 |
3 |
WZ0118 |
PL0000104717 |
99,35 |
99,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,35 |
97,35 |
97,35 |
97,35 |
97,35 |
97,35 |
97,35 |
20 000 |
19,69 |
1 |
TOTAL |
2 042 500 |
2 170,75 |
118 |
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 |
47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
110 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
138 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
166 |
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 |
98,83 |
4,44 |
4,12 |
98,79 |
4,26 |
PS0413 |
PL0000105037 |
100,51 |
100,60 |
4,17 |
4,01 |
100,56 |
4,08 |
OK0713 |
PL0000106563 |
96,81 |
96,97 |
4,21 |
3,99 |
96,89 |
4,10 |
DS1013 |
PL0000102836 |
100,96 |
101,10 |
4,03 |
3,89 |
101,03 |
3,96 |
OK0114 |
PL0000106712 |
95,07 |
95,23 |
4,00 |
3,87 |
95,15 |
3,94 |
PS0414 |
PL0000105433 |
102,52 |
102,71 |
4,00 |
3,88 |
102,62 |
3,94 |
OK0714 |
PL0000107009 |
93,22 |
93,33 |
4,01 |
3,95 |
93,28 |
3,98 |
WZ0115 |
PL0000106480 |
100,24 |
100,32 |
--- |
--- |
100,28 |
--- |
PS0415 |
PL0000105953 |
103,66 |
103,78 |
3,94 |
3,89 |
103,72 |
3,92 |
DS1015 |
PL0000103602 |
106,23 |
106,38 |
4,03 |
3,97 |
106,31 |
4,00 |
PS0416 |
PL0000106340 |
102,87 |
103,09 |
4,10 |
4,03 |
102,98 |
4,07 |
IZ0816 |
PL0000103529 |
105,47 |
105,99 |
--- |
--- |
105,73 |
--- |
PS1016 |
PL0000106795 |
102,22 |
102,42 |
4,14 |
4,08 |
102,32 |
4,11 |
WZ0117 |
PL0000106936 |
99,67 |
99,81 |
--- |
--- |
99,74 |
--- |
PS0417 |
PL0000107058 |
102,20 |
102,49 |
4,20 |
4,13 |
102,35 |
4,16 |
DS1017 |
PL0000104543 |
104,71 |
104,95 |
4,19 |
4,14 |
104,83 |
4,16 |
WZ0118 |
PL0000104717 |
99,25 |
99,43 |
--- |
--- |
99,34 |
--- |
DS1019 |
PL0000105441 |
106,60 |
106,81 |
4,39 |
4,35 |
106,71 |
4,37 |
DS1020 |
PL0000106126 |
104,81 |
105,16 |
4,52 |
4,47 |
104,99 |
4,49 |
WZ0121 |
PL0000106068 |
97,27 |
97,40 |
--- |
--- |
97,34 |
--- |
DS1021 |
PL0000106670 |
107,96 |
108,16 |
4,65 |
4,62 |
108,06 |
4,63 |
WS0922 |
PL0000102646 |
108,55 |
108,82 |
4,65 |
4,62 |
108,69 |
4,64 |
IZ0823 |
PL0000105359 |
105,07 |
105,66 |
--- |
--- |
105,37 |
--- |
WS0429 |
PL0000105391 |
109,45 |
110,07 |
4,90 |
4,84 |
109,76 |
4,87 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,74 |
98,82 |
4,44 |
4,15 |
98,78 |
4,29 |
PS0413 |
PL0000105037 |
100,52 |
100,61 |
4,15 |
3,99 |
100,57 |
4,06 |
OK0713 |
PL0000106563 |
96,84 |
96,96 |
4,16 |
4,00 |
96,90 |
4,08 |
DS1013 |
PL0000102836 |
100,97 |
101,09 |
4,02 |
3,90 |
101,03 |
3,96 |
OK0114 |
PL0000106712 |
95,07 |
95,19 |
4,00 |
3,90 |
95,13 |
3,95 |
PS0414 |
PL0000105433 |
102,53 |
102,65 |
4,00 |
3,92 |
102,59 |
3,96 |
OK0714 |
PL0000107009 |
93,22 |
93,35 |
4,01 |
3,93 |
93,29 |
3,97 |
WZ0115 |
PL0000106480 |
100,24 |
100,33 |
--- |
--- |
100,29 |
--- |
PS0415 |
PL0000105953 |
103,53 |
103,70 |
4,00 |
3,93 |
103,62 |
3,96 |
DS1015 |
PL0000103602 |
106,21 |
106,38 |
4,03 |
3,97 |
106,30 |
4,00 |
PS0416 |
PL0000106340 |
102,92 |
103,07 |
4,09 |
4,04 |
103,00 |
4,06 |
IZ0816 |
PL0000103529 |
105,48 |
106,02 |
--- |
--- |
105,75 |
--- |
PS1016 |
PL0000106795 |
102,24 |
102,36 |
4,13 |
4,10 |
102,30 |
4,12 |
WZ0117 |
PL0000106936 |
99,74 |
99,84 |
--- |
--- |
99,79 |
--- |
PS0417 |
PL0000107058 |
102,30 |
102,48 |
4,17 |
4,13 |
102,39 |
4,15 |
DS1017 |
PL0000104543 |
104,77 |
104,97 |
4,18 |
4,13 |
104,87 |
4,16 |
WZ0118 |
PL0000104717 |
99,30 |
99,44 |
--- |
--- |
99,37 |
--- |
DS1019 |
PL0000105441 |
106,78 |
106,95 |
4,36 |
4,33 |
106,87 |
4,34 |
DS1020 |
PL0000106126 |
104,89 |
105,19 |
4,51 |
4,46 |
105,04 |
4,49 |
WZ0121 |
PL0000106068 |
97,31 |
97,45 |
--- |
--- |
97,38 |
--- |
DS1021 |
PL0000106670 |
108,13 |
108,30 |
4,63 |
4,60 |
108,22 |
4,61 |
WS0922 |
PL0000102646 |
108,70 |
108,87 |
4,64 |
4,61 |
108,79 |
4,62 |
IZ0823 |
PL0000105359 |
105,20 |
105,68 |
--- |
--- |
105,44 |
--- |
WS0429 |
PL0000105391 |
109,97 |
110,45 |
4,85 |
4,81 |
110,21 |
4,83 |
REPO MARKET |
General Collateral (GC) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/2 |
1 |
4,820 |
4,820 |
4,820 |
1 400 |
TOTAL |
1 400 |
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 |
3,538 |
130 |
WS0922 |
PL0000102646 |
1/2 |
1 |
4,000 |
4,000 |
4,000 |
40 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,700 |
4,700 |
4,700 |
125 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,700 |
4,700 |
4,700 |
50 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,670 |
4,680 |
4,674 |
225 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,660 |
4,660 |
4,660 |
10 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,700 |
4,700 |
4,700 |
220 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,660 |
4,660 |
4,660 |
10 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,660 |
4,700 |
4,692 |
50 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,660 |
4,660 |
4,660 |
300 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,660 |
4,660 |
4,660 |
300 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,660 |
4,660 |
4,660 |
5 |
OK0713 |
PL0000106563 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
55 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,660 |
4,700 |
4,671 |
175 |
OK0714 |
PL0000107009 |
0/1 |
1 |
4,660 |
4,660 |
4,660 |
100 |
OK0714 |
PL0000107009 |
1/2 |
1 |
4,660 |
4,660 |
4,660 |
100 |
WS0922 |
PL0000102646 |
2/5 |
3 |
4,000 |
4,000 |
4,000 |
100 |
PS0416 |
PL0000106340 |
0/5 |
5 |
4,670 |
4,670 |
4,670 |
10 |
DS1013 |
PL0000102836 |
2/9 |
7 |
4,700 |
4,700 |
4,700 |
170 |
DS1015 |
PL0000103602 |
2/9 |
7 |
4,700 |
4,700 |
4,700 |
230 |
DS1019 |
PL0000105441 |
2/9 |
7 |
4,700 |
4,700 |
4,700 |
195 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,700 |
4,700 |
4,700 |
120 |
DS1020 |
PL0000106126 |
2/9 |
7 |
4,700 |
4,700 |
4,700 |
5 |
PS0416 |
PL0000106340 |
2/9 |
7 |
4,700 |
4,700 |
4,700 |
10 |
DS1021 |
PL0000106670 |
2/9 |
7 |
4,700 |
4,700 |
4,700 |
230 |
WZ0115 |
PL0000106480 |
2/9 |
7 |
4,700 |
4,700 |
4,700 |
90 |
TOTAL |
3 055 |