2012-10-15 |
MARKET DATA |
No 199 (1984) |
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 |
1 767,50 |
1 865,99 |
109 |
4 535,00 |
4 868,11 |
46 |
6 302,50 |
6 734,10 |
155 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 767,50 |
1 865,99 |
109 |
4 535,00 |
4 868,11 |
46 |
6 302,50 |
6 734,10 |
155 |
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 |
99,89 |
99,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
98,88 |
98,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,55 |
100,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
96,96 |
96,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,00 |
101,00 |
101,08 |
101,08 |
101,07 |
101,07 |
101,08 |
40 000 |
42,39 |
2 |
OK0114 |
PL0000106712 |
95,16 |
95,18 |
95,18 |
95,20 |
95,18 |
95,20 |
95,19 |
230 000 |
218,95 |
4 |
PS0414 |
PL0000105433 |
102,55 |
102,58 |
102,58 |
102,59 |
102,58 |
102,59 |
102,59 |
100 000 |
105,35 |
4 |
OK0714 |
PL0000107009 |
93,35 |
93,33 |
93,35 |
93,35 |
93,35 |
93,35 |
93,35 |
60 000 |
56,01 |
2 |
PS0415 |
PL0000105953 |
103,64 |
103,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,36 |
106,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,10 |
103,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,51 |
102,39 |
102,49 |
102,50 |
102,49 |
102,50 |
102,50 |
65 000 |
69,64 |
3 |
PS0417 |
PL0000107058 |
102,65 |
102,49 |
102,62 |
102,65 |
102,48 |
102,48 |
102,62 |
125 000 |
131,12 |
10 |
DS1017 |
PL0000104543 |
105,11 |
104,96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,20 |
106,96 |
107,05 |
107,24 |
107,05 |
107,22 |
107,20 |
80 000 |
90,06 |
8 |
DS1020 |
PL0000106126 |
105,52 |
104,57 |
105,50 |
105,50 |
105,50 |
105,50 |
105,50 |
10 000 |
11,06 |
1 |
DS1021 |
PL0000106670 |
108,85 |
108,51 |
108,60 |
108,86 |
108,60 |
108,85 |
108,75 |
237 500 |
271,64 |
23 |
WS0922 |
PL0000102646 |
109,30 |
109,10 |
109,00 |
109,46 |
109,00 |
109,25 |
109,32 |
147 500 |
161,80 |
15 |
WS0429 |
PL0000105391 |
110,95 |
110,70 |
110,85 |
111,05 |
110,85 |
111,05 |
110,95 |
20 000 |
22,74 |
3 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,92 |
105,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
106,69 |
106,50 |
106,20 |
106,80 |
106,20 |
106,69 |
106,61 |
125 000 |
153,15 |
14 |
WZ0115 |
PL0000106480 |
100,31 |
100,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,88 |
99,82 |
99,83 |
99,83 |
99,75 |
99,79 |
99,80 |
480 000 |
484,69 |
15 |
WZ0118 |
PL0000104717 |
99,58 |
99,59 |
99,58 |
99,58 |
99,57 |
99,57 |
99,58 |
20 000 |
20,15 |
2 |
WZ0121 |
PL0000106068 |
97,94 |
97,80 |
97,80 |
97,90 |
97,80 |
97,90 |
97,86 |
27 500 |
27,24 |
3 |
TOTAL |
1 767 500 |
1 865,99 |
109 |
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 |
42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
105 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
133 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
161 |
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 |
98,83 |
98,90 |
4,32 |
4,06 |
98,87 |
4,17 |
PS0413 |
PL0000105037 |
100,49 |
100,60 |
4,18 |
3,97 |
100,55 |
4,07 |
OK0713 |
PL0000106563 |
96,88 |
97,00 |
4,18 |
4,02 |
96,94 |
4,10 |
DS1013 |
PL0000102836 |
100,91 |
101,06 |
4,07 |
3,92 |
100,99 |
3,99 |
OK0114 |
PL0000106712 |
95,08 |
95,24 |
4,04 |
3,90 |
95,16 |
3,97 |
PS0414 |
PL0000105433 |
102,49 |
102,64 |
4,01 |
3,91 |
102,57 |
3,96 |
OK0714 |
PL0000107009 |
93,22 |
93,35 |
4,05 |
3,96 |
93,29 |
4,00 |
WZ0115 |
PL0000106480 |
100,26 |
100,42 |
--- |
--- |
100,34 |
--- |
PS0415 |
PL0000105953 |
103,47 |
103,66 |
4,01 |
3,94 |
103,57 |
3,97 |
DS1015 |
PL0000103602 |
106,17 |
106,35 |
4,04 |
3,98 |
106,26 |
4,01 |
PS0416 |
PL0000106340 |
102,90 |
103,13 |
4,09 |
4,02 |
103,02 |
4,05 |
IZ0816 |
PL0000103529 |
105,47 |
106,14 |
--- |
--- |
105,81 |
--- |
PS1016 |
PL0000106795 |
102,23 |
102,44 |
4,13 |
4,08 |
102,34 |
4,10 |
WZ0117 |
PL0000106936 |
99,80 |
99,97 |
--- |
--- |
99,89 |
--- |
PS0417 |
PL0000107058 |
102,30 |
102,55 |
4,17 |
4,11 |
102,43 |
4,14 |
DS1017 |
PL0000104543 |
104,81 |
105,05 |
4,17 |
4,11 |
104,93 |
4,14 |
WZ0118 |
PL0000104717 |
99,50 |
99,69 |
--- |
--- |
99,60 |
--- |
DS1019 |
PL0000105441 |
106,74 |
107,03 |
4,36 |
4,32 |
106,89 |
4,34 |
DS1020 |
PL0000106126 |
105,05 |
105,46 |
4,48 |
4,42 |
105,26 |
4,45 |
WZ0121 |
PL0000106068 |
97,86 |
98,04 |
--- |
--- |
97,95 |
--- |
DS1021 |
PL0000106670 |
108,50 |
108,70 |
4,58 |
4,55 |
108,60 |
4,56 |
WS0922 |
PL0000102646 |
109,12 |
109,27 |
4,58 |
4,56 |
109,20 |
4,57 |
IZ0823 |
PL0000105359 |
106,07 |
106,63 |
--- |
--- |
106,35 |
--- |
WS0429 |
PL0000105391 |
110,44 |
110,98 |
4,81 |
4,77 |
110,71 |
4,79 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,86 |
98,92 |
4,21 |
3,99 |
98,89 |
4,10 |
PS0413 |
PL0000105037 |
100,53 |
100,63 |
4,11 |
3,92 |
100,58 |
4,01 |
OK0713 |
PL0000106563 |
96,94 |
97,05 |
4,10 |
3,95 |
97,00 |
4,02 |
DS1013 |
PL0000102836 |
100,95 |
101,10 |
4,03 |
3,88 |
101,03 |
3,95 |
OK0114 |
PL0000106712 |
95,14 |
95,24 |
3,99 |
3,90 |
95,19 |
3,95 |
PS0414 |
PL0000105433 |
102,50 |
102,63 |
4,00 |
3,92 |
102,57 |
3,96 |
OK0714 |
PL0000107009 |
93,29 |
93,41 |
4,00 |
3,93 |
93,35 |
3,96 |
WZ0115 |
PL0000106480 |
100,28 |
100,38 |
--- |
--- |
100,33 |
--- |
PS0415 |
PL0000105953 |
103,59 |
103,73 |
3,96 |
3,91 |
103,66 |
3,94 |
DS1015 |
PL0000103602 |
106,32 |
106,49 |
3,99 |
3,93 |
106,41 |
3,96 |
PS0416 |
PL0000106340 |
103,05 |
103,23 |
4,04 |
3,99 |
103,14 |
4,02 |
IZ0816 |
PL0000103529 |
105,46 |
106,00 |
--- |
--- |
105,73 |
--- |
PS1016 |
PL0000106795 |
102,47 |
102,63 |
4,07 |
4,03 |
102,55 |
4,05 |
WZ0117 |
PL0000106936 |
99,74 |
99,86 |
--- |
--- |
99,80 |
--- |
PS0417 |
PL0000107058 |
102,52 |
102,65 |
4,12 |
4,09 |
102,59 |
4,10 |
DS1017 |
PL0000104543 |
104,97 |
105,22 |
4,13 |
4,08 |
105,10 |
4,10 |
WZ0118 |
PL0000104717 |
99,50 |
99,64 |
--- |
--- |
99,57 |
--- |
DS1019 |
PL0000105441 |
106,99 |
107,30 |
4,32 |
4,27 |
107,15 |
4,30 |
DS1020 |
PL0000106126 |
105,46 |
105,68 |
4,42 |
4,39 |
105,57 |
4,41 |
WZ0121 |
PL0000106068 |
97,82 |
97,96 |
--- |
--- |
97,89 |
--- |
DS1021 |
PL0000106670 |
108,61 |
108,86 |
4,56 |
4,53 |
108,74 |
4,54 |
WS0922 |
PL0000102646 |
109,18 |
109,41 |
4,58 |
4,55 |
109,30 |
4,56 |
IZ0823 |
PL0000105359 |
106,38 |
106,97 |
--- |
--- |
106,68 |
--- |
WS0429 |
PL0000105391 |
110,48 |
111,06 |
4,81 |
4,76 |
110,77 |
4,79 |
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 |
600 |
TOTAL |
600 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/2 |
1 |
4,000 |
4,000 |
4,000 |
100 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,680 |
4,680 |
4,680 |
465 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,680 |
4,680 |
4,680 |
30 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,650 |
4,670 |
4,664 |
105 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,660 |
4,680 |
4,669 |
340 |
WS0429 |
PL0000105391 |
1/2 |
1 |
4,660 |
4,660 |
4,660 |
25 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
15 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,660 |
4,660 |
4,660 |
55 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,660 |
4,680 |
4,675 |
380 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,660 |
4,660 |
4,660 |
175 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,660 |
4,680 |
4,665 |
405 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,600 |
4,700 |
4,686 |
215 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,660 |
4,660 |
4,660 |
100 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,660 |
4,660 |
4,660 |
210 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,660 |
4,700 |
4,668 |
330 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,700 |
4,700 |
4,700 |
50 |
PS0417 |
PL0000107058 |
0/1 |
1 |
4,660 |
4,660 |
4,660 |
350 |
WZ0118 |
PL0000104717 |
0/1 |
1 |
4,670 |
4,670 |
4,670 |
110 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
4,500 |
4,660 |
4,598 |
130 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
4,500 |
4,500 |
4,500 |
100 |
WZ0115 |
PL0000106480 |
0/1 |
1 |
4,660 |
4,660 |
4,660 |
10 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
4,660 |
4,660 |
4,660 |
50 |
PS0414 |
PL0000105433 |
0/2 |
2 |
4,680 |
4,680 |
4,680 |
45 |
OK0713 |
PL0000106563 |
0/2 |
2 |
4,650 |
4,650 |
4,650 |
30 |
WZ0118 |
PL0000104717 |
1/3 |
2 |
4,670 |
4,670 |
4,670 |
110 |
TOTAL |
3 935 |