2012-10-11 |
MARKET DATA |
No 197 (1982) |
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 |
2 582,50 |
2 743,48 |
158 |
4 275,00 |
4 457,92 |
29 |
6 857,50 |
7 201,40 |
187 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 582,50 |
2 743,48 |
158 |
4 275,00 |
4 457,92 |
29 |
6 857,50 |
7 201,40 |
187 |
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 |
99,87 |
99,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
98,82 |
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 |
96,91 |
96,84 |
96,98 |
96,98 |
96,84 |
96,84 |
96,85 |
80 000 |
77,48 |
2 |
DS1013 |
PL0000102836 |
100,99 |
101,01 |
101,02 |
101,02 |
101,02 |
101,02 |
101,02 |
20 000 |
21,18 |
1 |
OK0114 |
PL0000106712 |
95,13 |
95,16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,58 |
102,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
93,28 |
93,29 |
93,27 |
93,27 |
93,24 |
93,24 |
93,26 |
255 000 |
237,81 |
8 |
PS0415 |
PL0000105953 |
103,64 |
103,63 |
103,68 |
103,68 |
103,64 |
103,64 |
103,66 |
40 000 |
42,50 |
2 |
DS1015 |
PL0000103602 |
106,31 |
106,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,05 |
103,05 |
103,12 |
103,15 |
103,05 |
103,05 |
103,13 |
45 000 |
47,47 |
5 |
PS1016 |
PL0000106795 |
102,45 |
102,42 |
102,35 |
102,42 |
102,33 |
102,35 |
102,36 |
90 000 |
96,28 |
6 |
PS0417 |
PL0000107058 |
102,63 |
102,52 |
102,60 |
102,65 |
102,50 |
102,52 |
102,59 |
637 500 |
668,37 |
35 |
DS1017 |
PL0000104543 |
105,06 |
105,07 |
105,05 |
105,05 |
105,03 |
105,03 |
105,04 |
30 000 |
33,04 |
2 |
DS1019 |
PL0000105441 |
107,15 |
107,08 |
107,14 |
107,15 |
107,10 |
107,10 |
107,12 |
85 000 |
95,60 |
7 |
DS1020 |
PL0000106126 |
105,55 |
105,32 |
105,50 |
105,52 |
105,50 |
105,50 |
105,51 |
175 000 |
193,57 |
16 |
DS1021 |
PL0000106670 |
108,79 |
108,47 |
108,78 |
108,78 |
108,65 |
108,70 |
108,74 |
555 000 |
634,55 |
36 |
WS0922 |
PL0000102646 |
109,39 |
109,00 |
109,35 |
109,35 |
109,18 |
109,27 |
109,29 |
85 000 |
93,19 |
8 |
WS0429 |
PL0000105391 |
110,78 |
110,57 |
110,63 |
111,10 |
110,63 |
110,90 |
110,87 |
85 000 |
96,55 |
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 |
105,95 |
105,80 |
105,80 |
105,80 |
105,80 |
105,80 |
5 000 |
6,73 |
1 |
IZ0823 |
PL0000105359 |
106,45 |
105,67 |
106,10 |
106,50 |
106,10 |
106,50 |
106,27 |
25 000 |
30,53 |
3 |
WZ0115 |
PL0000106480 |
100,28 |
100,30 |
100,30 |
100,31 |
100,30 |
100,31 |
100,30 |
75 000 |
76,09 |
3 |
WZ0117 |
PL0000106936 |
99,90 |
99,83 |
99,86 |
99,86 |
99,86 |
99,86 |
99,86 |
30 000 |
30,30 |
1 |
WZ0118 |
PL0000104717 |
99,53 |
99,40 |
99,45 |
99,45 |
99,45 |
99,45 |
99,45 |
25 000 |
25,15 |
1 |
WZ0121 |
PL0000106068 |
97,65 |
97,41 |
97,55 |
97,65 |
97,55 |
97,65 |
97,63 |
240 000 |
237,06 |
10 |
TOTAL |
2 582 500 |
2 743,48 |
158 |
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 |
44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
107 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
135 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
163 |
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 |
98,78 |
98,86 |
4,42 |
4,13 |
98,82 |
4,27 |
PS0413 |
PL0000105037 |
100,52 |
100,60 |
4,14 |
3,99 |
100,56 |
4,06 |
OK0713 |
PL0000106563 |
96,87 |
97,00 |
4,17 |
3,99 |
96,94 |
4,07 |
DS1013 |
PL0000102836 |
100,98 |
101,06 |
4,00 |
3,92 |
101,02 |
3,96 |
OK0114 |
PL0000106712 |
95,10 |
95,22 |
4,00 |
3,90 |
95,16 |
3,95 |
PS0414 |
PL0000105433 |
102,54 |
102,71 |
3,98 |
3,87 |
102,63 |
3,92 |
OK0714 |
PL0000107009 |
93,25 |
93,36 |
4,01 |
3,95 |
93,31 |
3,98 |
WZ0115 |
PL0000106480 |
100,25 |
100,35 |
--- |
--- |
100,30 |
--- |
PS0415 |
PL0000105953 |
103,53 |
103,74 |
3,99 |
3,91 |
103,64 |
3,95 |
DS1015 |
PL0000103602 |
106,26 |
106,39 |
4,01 |
3,97 |
106,33 |
3,99 |
PS0416 |
PL0000106340 |
102,93 |
103,18 |
4,08 |
4,00 |
103,06 |
4,04 |
IZ0816 |
PL0000103529 |
105,73 |
106,17 |
--- |
--- |
105,95 |
--- |
PS1016 |
PL0000106795 |
102,30 |
102,53 |
4,12 |
4,05 |
102,42 |
4,08 |
WZ0117 |
PL0000106936 |
99,77 |
99,89 |
--- |
--- |
99,83 |
--- |
PS0417 |
PL0000107058 |
102,51 |
102,67 |
4,12 |
4,08 |
102,59 |
4,10 |
DS1017 |
PL0000104543 |
104,98 |
105,19 |
4,13 |
4,08 |
105,09 |
4,11 |
WZ0118 |
PL0000104717 |
99,33 |
99,48 |
--- |
--- |
99,41 |
--- |
DS1019 |
PL0000105441 |
106,98 |
107,31 |
4,32 |
4,27 |
107,15 |
4,30 |
DS1020 |
PL0000106126 |
105,29 |
105,70 |
4,45 |
4,39 |
105,50 |
4,42 |
WZ0121 |
PL0000106068 |
97,34 |
97,53 |
--- |
--- |
97,44 |
--- |
DS1021 |
PL0000106670 |
108,51 |
108,93 |
4,57 |
4,52 |
108,72 |
4,55 |
WS0922 |
PL0000102646 |
109,08 |
109,54 |
4,59 |
4,53 |
109,31 |
4,56 |
IZ0823 |
PL0000105359 |
105,56 |
106,11 |
--- |
--- |
105,84 |
--- |
WS0429 |
PL0000105391 |
110,57 |
111,14 |
4,80 |
4,76 |
110,86 |
4,78 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,78 |
98,86 |
4,42 |
4,13 |
98,82 |
4,27 |
PS0413 |
PL0000105037 |
100,52 |
100,59 |
4,14 |
4,01 |
100,56 |
4,06 |
OK0713 |
PL0000106563 |
96,86 |
96,98 |
4,18 |
4,02 |
96,92 |
4,10 |
DS1013 |
PL0000102836 |
100,95 |
101,06 |
4,03 |
3,92 |
101,01 |
3,97 |
OK0114 |
PL0000106712 |
95,11 |
95,19 |
4,00 |
3,93 |
95,15 |
3,96 |
PS0414 |
PL0000105433 |
102,55 |
102,66 |
3,98 |
3,90 |
102,61 |
3,94 |
OK0714 |
PL0000107009 |
93,23 |
93,32 |
4,03 |
3,97 |
93,28 |
4,00 |
WZ0115 |
PL0000106480 |
100,26 |
100,37 |
--- |
--- |
100,32 |
--- |
PS0415 |
PL0000105953 |
103,55 |
103,69 |
3,98 |
3,93 |
103,62 |
3,95 |
DS1015 |
PL0000103602 |
106,20 |
106,39 |
4,03 |
3,97 |
106,30 |
4,00 |
PS0416 |
PL0000106340 |
102,96 |
103,17 |
4,07 |
4,01 |
103,07 |
4,04 |
IZ0816 |
PL0000103529 |
105,81 |
106,33 |
--- |
--- |
106,07 |
--- |
PS1016 |
PL0000106795 |
102,33 |
102,49 |
4,11 |
4,06 |
102,41 |
4,09 |
WZ0117 |
PL0000106936 |
99,85 |
100,02 |
--- |
--- |
99,94 |
--- |
PS0417 |
PL0000107058 |
102,45 |
102,64 |
4,14 |
4,09 |
102,55 |
4,11 |
DS1017 |
PL0000104543 |
104,93 |
105,11 |
4,14 |
4,10 |
105,02 |
4,12 |
WZ0118 |
PL0000104717 |
99,50 |
99,70 |
--- |
--- |
99,60 |
--- |
DS1019 |
PL0000105441 |
106,99 |
107,19 |
4,32 |
4,29 |
107,09 |
4,31 |
DS1020 |
PL0000106126 |
105,36 |
105,59 |
4,44 |
4,40 |
105,48 |
4,42 |
WZ0121 |
PL0000106068 |
97,51 |
97,75 |
--- |
--- |
97,63 |
--- |
DS1021 |
PL0000106670 |
108,63 |
108,84 |
4,56 |
4,53 |
108,74 |
4,54 |
WS0922 |
PL0000102646 |
109,14 |
109,44 |
4,58 |
4,54 |
109,29 |
4,56 |
IZ0823 |
PL0000105359 |
106,23 |
106,63 |
--- |
--- |
106,43 |
--- |
WS0429 |
PL0000105391 |
110,62 |
111,18 |
4,80 |
4,75 |
110,90 |
4,78 |
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) |
(%) |
(%) |
(%) |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,660 |
4,660 |
4,660 |
10 |
OK0713 |
PL0000106563 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
10 |
DS1013 |
PL0000102836 |
1/4 |
3 |
4,680 |
4,690 |
4,684 |
215 |
DS1015 |
PL0000103602 |
1/4 |
3 |
4,700 |
4,700 |
4,700 |
50 |
DS1017 |
PL0000104543 |
1/4 |
3 |
4,690 |
4,690 |
4,690 |
25 |
PS0414 |
PL0000105433 |
1/4 |
3 |
4,680 |
4,700 |
4,685 |
505 |
PS0415 |
PL0000105953 |
1/4 |
3 |
4,660 |
4,660 |
4,660 |
395 |
OK0113 |
PL0000106324 |
1/4 |
3 |
4,670 |
4,670 |
4,670 |
30 |
PS0416 |
PL0000106340 |
1/4 |
3 |
4,670 |
4,670 |
4,670 |
115 |
DS1021 |
PL0000106670 |
1/4 |
3 |
4,660 |
4,700 |
4,673 |
470 |
OK0714 |
PL0000107009 |
1/4 |
3 |
4,660 |
4,660 |
4,660 |
100 |
PS0417 |
PL0000107058 |
1/4 |
3 |
4,670 |
4,670 |
4,670 |
65 |
DS1019 |
PL0000105441 |
1/5 |
4 |
4,690 |
4,690 |
4,690 |
20 |
DS1020 |
PL0000106126 |
1/5 |
4 |
4,690 |
4,690 |
4,690 |
50 |
WZ0117 |
PL0000106936 |
1/5 |
4 |
4,550 |
4,550 |
4,550 |
50 |
PS0416 |
PL0000106340 |
1/8 |
7 |
4,720 |
4,720 |
4,720 |
340 |
WZ0115 |
PL0000106480 |
1/8 |
7 |
4,700 |
4,700 |
4,700 |
165 |
TOTAL |
2 615 |