2012-10-12 |
MARKET DATA |
No 198 (1983) |
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 |
1 602,50 |
1 688,02 |
106 |
4 500,00 |
4 666,60 |
48 |
6 102,50 |
6 354,62 |
154 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 602,50 |
1 688,02 |
106 |
4 500,00 |
4 666,60 |
48 |
6 102,50 |
6 354,62 |
154 |
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 |
99,88 |
99,89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
98,85 |
98,84 |
98,85 |
98,85 |
98,85 |
98,85 |
98,85 |
5 000 |
4,94 |
1 |
PS0413 |
PL0000105037 |
100,56 |
100,56 |
100,56 |
100,56 |
100,56 |
100,56 |
100,56 |
165 000 |
170,05 |
2 |
OK0713 |
PL0000106563 |
96,92 |
96,96 |
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 |
95,14 |
95,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,57 |
102,61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
93,29 |
93,29 |
93,30 |
93,31 |
93,28 |
93,28 |
93,30 |
90 000 |
83,97 |
4 |
PS0415 |
PL0000105953 |
103,62 |
103,59 |
103,59 |
103,59 |
103,57 |
103,58 |
103,58 |
145 000 |
154,00 |
7 |
DS1015 |
PL0000103602 |
106,29 |
106,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,03 |
103,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,41 |
102,40 |
102,41 |
102,48 |
102,35 |
102,48 |
102,40 |
45 000 |
48,17 |
4 |
PS0417 |
PL0000107058 |
102,58 |
102,51 |
102,58 |
102,58 |
102,58 |
102,58 |
102,58 |
20 000 |
20,97 |
2 |
DS1017 |
PL0000104543 |
105,05 |
104,91 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,16 |
107,03 |
107,30 |
107,33 |
107,30 |
107,33 |
107,31 |
30 000 |
33,80 |
2 |
DS1020 |
PL0000106126 |
105,70 |
105,50 |
105,65 |
105,68 |
105,25 |
105,25 |
105,57 |
40 000 |
44,27 |
4 |
DS1021 |
PL0000106670 |
108,90 |
108,45 |
108,95 |
108,95 |
108,50 |
108,50 |
108,74 |
245 000 |
280,15 |
24 |
WS0922 |
PL0000102646 |
109,45 |
109,29 |
109,40 |
109,45 |
109,00 |
109,00 |
109,34 |
145 000 |
159,06 |
12 |
WS0429 |
PL0000105391 |
111,18 |
110,70 |
111,00 |
111,18 |
110,50 |
110,50 |
110,77 |
110 000 |
124,86 |
12 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,90 |
106,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
106,70 |
106,65 |
106,65 |
106,65 |
106,35 |
106,35 |
106,51 |
25 000 |
30,60 |
3 |
WZ0115 |
PL0000106480 |
100,32 |
100,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,93 |
99,90 |
99,93 |
99,93 |
99,93 |
99,93 |
99,93 |
15 000 |
15,16 |
1 |
WZ0118 |
PL0000104717 |
99,56 |
99,48 |
99,48 |
99,67 |
99,48 |
99,67 |
99,49 |
32 500 |
32,71 |
2 |
WZ0121 |
PL0000106068 |
97,99 |
97,50 |
97,50 |
98,00 |
97,50 |
97,94 |
97,88 |
490 000 |
485,29 |
26 |
TOTAL |
1 602 500 |
1 688,02 |
106 |
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 |
43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
106 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
134 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
162 |
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 |
98,82 |
98,89 |
4,32 |
4,06 |
98,86 |
4,17 |
PS0413 |
PL0000105037 |
100,54 |
100,65 |
4,09 |
3,88 |
100,60 |
3,98 |
OK0713 |
PL0000106563 |
96,90 |
97,02 |
4,14 |
3,98 |
96,96 |
4,06 |
DS1013 |
PL0000102836 |
100,95 |
101,08 |
4,03 |
3,90 |
101,02 |
3,96 |
OK0114 |
PL0000106712 |
95,10 |
95,23 |
4,01 |
3,90 |
95,17 |
3,95 |
PS0414 |
PL0000105433 |
102,55 |
102,71 |
3,97 |
3,87 |
102,63 |
3,92 |
OK0714 |
PL0000107009 |
93,25 |
93,34 |
4,02 |
3,96 |
93,30 |
3,99 |
WZ0115 |
PL0000106480 |
100,29 |
100,49 |
--- |
--- |
100,39 |
--- |
PS0415 |
PL0000105953 |
103,53 |
103,74 |
3,99 |
3,90 |
103,64 |
3,94 |
DS1015 |
PL0000103602 |
106,21 |
106,38 |
4,03 |
3,97 |
106,30 |
3,99 |
PS0416 |
PL0000106340 |
102,98 |
103,23 |
4,06 |
3,99 |
103,11 |
4,02 |
IZ0816 |
PL0000103529 |
105,80 |
106,34 |
--- |
--- |
106,07 |
--- |
PS1016 |
PL0000106795 |
102,36 |
102,50 |
4,10 |
4,06 |
102,43 |
4,08 |
WZ0117 |
PL0000106936 |
99,89 |
100,03 |
--- |
--- |
99,96 |
--- |
PS0417 |
PL0000107058 |
102,53 |
102,68 |
4,12 |
4,08 |
102,61 |
4,10 |
DS1017 |
PL0000104543 |
104,95 |
105,25 |
4,14 |
4,07 |
105,10 |
4,10 |
WZ0118 |
PL0000104717 |
99,53 |
99,74 |
--- |
--- |
99,64 |
--- |
DS1019 |
PL0000105441 |
107,06 |
107,38 |
4,31 |
4,26 |
107,22 |
4,29 |
DS1020 |
PL0000106126 |
105,47 |
105,90 |
4,42 |
4,36 |
105,69 |
4,39 |
WZ0121 |
PL0000106068 |
97,82 |
98,06 |
--- |
--- |
97,94 |
--- |
DS1021 |
PL0000106670 |
108,81 |
109,01 |
4,54 |
4,51 |
108,91 |
4,52 |
WS0922 |
PL0000102646 |
109,35 |
109,68 |
4,56 |
4,52 |
109,52 |
4,54 |
IZ0823 |
PL0000105359 |
106,44 |
107,37 |
--- |
--- |
106,91 |
--- |
WS0429 |
PL0000105391 |
110,88 |
111,49 |
4,78 |
4,73 |
111,19 |
4,75 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,83 |
98,89 |
4,28 |
4,06 |
98,86 |
4,17 |
PS0413 |
PL0000105037 |
100,50 |
100,58 |
4,17 |
4,02 |
100,54 |
4,09 |
OK0713 |
PL0000106563 |
96,87 |
96,99 |
4,18 |
4,02 |
96,93 |
4,10 |
DS1013 |
PL0000102836 |
100,95 |
101,06 |
4,03 |
3,92 |
101,01 |
3,97 |
OK0114 |
PL0000106712 |
95,10 |
95,20 |
4,01 |
3,93 |
95,15 |
3,97 |
PS0414 |
PL0000105433 |
102,53 |
102,63 |
3,99 |
3,92 |
102,58 |
3,95 |
OK0714 |
PL0000107009 |
93,25 |
93,36 |
4,02 |
3,95 |
93,31 |
3,98 |
WZ0115 |
PL0000106480 |
100,28 |
100,41 |
--- |
--- |
100,35 |
--- |
PS0415 |
PL0000105953 |
103,57 |
103,69 |
3,97 |
3,92 |
103,63 |
3,95 |
DS1015 |
PL0000103602 |
106,22 |
106,38 |
4,02 |
3,97 |
106,30 |
3,99 |
PS0416 |
PL0000106340 |
102,98 |
103,17 |
4,06 |
4,01 |
103,08 |
4,03 |
IZ0816 |
PL0000103529 |
105,73 |
106,31 |
--- |
--- |
106,02 |
--- |
PS1016 |
PL0000106795 |
102,29 |
102,46 |
4,12 |
4,07 |
102,38 |
4,09 |
WZ0117 |
PL0000106936 |
99,85 |
99,99 |
--- |
--- |
99,92 |
--- |
PS0417 |
PL0000107058 |
102,43 |
102,63 |
4,14 |
4,09 |
102,53 |
4,12 |
DS1017 |
PL0000104543 |
104,87 |
105,11 |
4,15 |
4,10 |
104,99 |
4,13 |
WZ0118 |
PL0000104717 |
99,53 |
99,74 |
--- |
--- |
99,64 |
--- |
DS1019 |
PL0000105441 |
106,98 |
107,28 |
4,32 |
4,28 |
107,13 |
4,30 |
DS1020 |
PL0000106126 |
105,42 |
105,75 |
4,43 |
4,38 |
105,59 |
4,40 |
WZ0121 |
PL0000106068 |
97,87 |
98,03 |
--- |
--- |
97,95 |
--- |
DS1021 |
PL0000106670 |
108,69 |
108,93 |
4,55 |
4,52 |
108,81 |
4,54 |
WS0922 |
PL0000102646 |
109,22 |
109,53 |
4,57 |
4,53 |
109,38 |
4,55 |
IZ0823 |
PL0000105359 |
106,45 |
106,99 |
--- |
--- |
106,72 |
--- |
WS0429 |
PL0000105391 |
110,77 |
111,31 |
4,79 |
4,74 |
111,04 |
4,76 |
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 |
3/4 |
1 |
4,000 |
4,000 |
4,000 |
160 |
DS1013 |
PL0000102836 |
3/4 |
1 |
4,680 |
4,700 |
4,697 |
545 |
WS0429 |
PL0000105391 |
3/4 |
1 |
4,660 |
4,660 |
4,660 |
25 |
PS0414 |
PL0000105433 |
3/4 |
1 |
4,700 |
4,700 |
4,700 |
120 |
PS0415 |
PL0000105953 |
3/4 |
1 |
4,600 |
4,660 |
4,654 |
390 |
DS1020 |
PL0000106126 |
3/4 |
1 |
4,700 |
4,700 |
4,700 |
10 |
PS0416 |
PL0000106340 |
3/4 |
1 |
4,660 |
4,660 |
4,660 |
5 |
DS1021 |
PL0000106670 |
3/4 |
1 |
4,700 |
4,700 |
4,700 |
70 |
PS1016 |
PL0000106795 |
3/4 |
1 |
4,660 |
4,660 |
4,660 |
35 |
WZ0121 |
PL0000106068 |
3/4 |
1 |
4,660 |
4,660 |
4,660 |
60 |
WZ0115 |
PL0000106480 |
3/4 |
1 |
4,660 |
4,660 |
4,660 |
210 |
DS1015 |
PL0000103602 |
3/5 |
2 |
4,700 |
4,700 |
4,700 |
50 |
DS1017 |
PL0000104543 |
0/3 |
3 |
4,650 |
4,660 |
4,656 |
75 |
WS0429 |
PL0000105391 |
0/3 |
3 |
4,660 |
4,660 |
4,660 |
50 |
DS1019 |
PL0000105441 |
0/3 |
3 |
4,660 |
4,660 |
4,660 |
40 |
PS0415 |
PL0000105953 |
0/3 |
3 |
4,660 |
4,660 |
4,660 |
10 |
DS1020 |
PL0000106126 |
0/3 |
3 |
4,650 |
4,660 |
4,654 |
90 |
PS1016 |
PL0000106795 |
0/3 |
3 |
4,600 |
4,600 |
4,600 |
50 |
OK0714 |
PL0000107009 |
0/3 |
3 |
4,660 |
4,660 |
4,660 |
5 |
WS0922 |
PL0000102646 |
0/4 |
4 |
3,500 |
3,500 |
3,500 |
100 |
WS0922 |
PL0000102646 |
4/11 |
7 |
4,000 |
4,000 |
4,000 |
160 |
PS0415 |
PL0000105953 |
3/10 |
7 |
4,680 |
4,700 |
4,685 |
110 |
PS0415 |
PL0000105953 |
4/11 |
7 |
4,700 |
4,700 |
4,700 |
340 |
DS1021 |
PL0000106670 |
3/10 |
7 |
4,600 |
4,700 |
4,682 |
55 |
WZ0118 |
PL0000104717 |
3/10 |
7 |
4,680 |
4,680 |
4,680 |
20 |
WZ0115 |
PL0000106480 |
4/11 |
7 |
4,700 |
4,700 |
4,700 |
210 |
WZ0117 |
PL0000106936 |
3/10 |
7 |
4,600 |
4,600 |
4,600 |
5 |
TOTAL |
3 000 |