2012-10-16 |
MARKET DATA |
No 200 (1985) |
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 |
1 697,50 |
1 777,16 |
95 |
4 495,00 |
4 746,95 |
34 |
6 192,50 |
6 524,10 |
129 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 697,50 |
1 777,16 |
95 |
4 495,00 |
4 746,95 |
34 |
6 192,50 |
6 524,10 |
129 |
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 |
99,90 |
99,91 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
98,90 |
98,91 |
98,90 |
98,90 |
98,90 |
98,90 |
98,90 |
25 000 |
24,73 |
1 |
PS0413 |
PL0000105037 |
100,55 |
100,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
96,97 |
97,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,04 |
101,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
95,20 |
95,21 |
95,21 |
95,22 |
95,21 |
95,22 |
95,22 |
165 000 |
157,11 |
3 |
PS0414 |
PL0000105433 |
102,57 |
102,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
93,37 |
93,37 |
93,40 |
93,40 |
93,37 |
93,37 |
93,40 |
180 000 |
168,11 |
7 |
PS0415 |
PL0000105953 |
103,58 |
103,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,40 |
106,38 |
106,40 |
106,40 |
106,39 |
106,39 |
106,39 |
75 000 |
84,41 |
2 |
PS0416 |
PL0000106340 |
103,08 |
103,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,48 |
102,40 |
102,48 |
102,48 |
102,40 |
102,40 |
102,43 |
82 500 |
88,35 |
5 |
PS0417 |
PL0000107058 |
102,58 |
102,42 |
102,59 |
102,63 |
102,40 |
102,45 |
102,47 |
670 000 |
701,91 |
39 |
DS1017 |
PL0000104543 |
104,98 |
104,88 |
104,99 |
104,99 |
104,95 |
104,95 |
104,98 |
50 000 |
55,06 |
3 |
DS1019 |
PL0000105441 |
107,00 |
106,77 |
107,08 |
107,08 |
106,77 |
106,77 |
106,95 |
85 000 |
95,49 |
7 |
DS1020 |
PL0000106126 |
105,40 |
105,09 |
105,50 |
105,50 |
105,10 |
105,10 |
105,28 |
40 000 |
44,17 |
3 |
DS1021 |
PL0000106670 |
108,70 |
108,35 |
108,70 |
108,70 |
108,25 |
108,25 |
108,59 |
45 000 |
51,40 |
5 |
WS0922 |
PL0000102646 |
109,30 |
108,95 |
109,30 |
109,30 |
108,95 |
109,05 |
109,16 |
85 000 |
93,12 |
10 |
WS0429 |
PL0000105391 |
110,85 |
110,63 |
110,80 |
110,80 |
110,75 |
110,75 |
110,77 |
25 000 |
28,39 |
3 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,56 |
105,18 |
105,50 |
105,50 |
105,20 |
105,20 |
105,32 |
40 000 |
53,56 |
3 |
IZ0823 |
PL0000105359 |
106,53 |
106,45 |
106,50 |
106,50 |
106,50 |
106,50 |
106,50 |
10 000 |
12,24 |
1 |
WZ0115 |
PL0000106480 |
100,30 |
100,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,78 |
99,80 |
99,78 |
99,78 |
99,78 |
99,78 |
99,78 |
10 000 |
10,10 |
1 |
WZ0118 |
PL0000104717 |
99,54 |
99,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,89 |
97,87 |
97,91 |
97,91 |
97,90 |
97,90 |
97,91 |
110 000 |
109,01 |
2 |
TOTAL |
1 697 500 |
1 777,16 |
95 |
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 |
41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
104 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
132 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
160 |
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 |
98,88 |
98,94 |
4,18 |
3,95 |
98,91 |
4,06 |
PS0413 |
PL0000105037 |
100,54 |
100,63 |
4,08 |
3,91 |
100,59 |
3,99 |
OK0713 |
PL0000106563 |
96,96 |
97,07 |
4,09 |
3,93 |
97,02 |
4,00 |
DS1013 |
PL0000102836 |
101,01 |
101,14 |
3,96 |
3,83 |
101,08 |
3,89 |
OK0114 |
PL0000106712 |
95,14 |
95,26 |
4,00 |
3,89 |
95,20 |
3,95 |
PS0414 |
PL0000105433 |
102,48 |
102,64 |
4,01 |
3,91 |
102,56 |
3,96 |
OK0714 |
PL0000107009 |
93,30 |
93,41 |
4,00 |
3,93 |
93,36 |
3,96 |
WZ0115 |
PL0000106480 |
100,27 |
100,39 |
--- |
--- |
100,33 |
--- |
PS0415 |
PL0000105953 |
103,56 |
103,70 |
3,97 |
3,92 |
103,63 |
3,95 |
DS1015 |
PL0000103602 |
106,35 |
106,45 |
3,97 |
3,94 |
106,40 |
3,96 |
PS0416 |
PL0000106340 |
103,01 |
103,22 |
4,05 |
3,99 |
103,12 |
4,02 |
IZ0816 |
PL0000103529 |
105,42 |
106,05 |
--- |
--- |
105,74 |
--- |
PS1016 |
PL0000106795 |
102,45 |
102,63 |
4,07 |
4,03 |
102,54 |
4,05 |
WZ0117 |
PL0000106936 |
99,72 |
99,86 |
--- |
--- |
99,79 |
--- |
PS0417 |
PL0000107058 |
102,48 |
102,73 |
4,13 |
4,07 |
102,61 |
4,10 |
DS1017 |
PL0000104543 |
104,92 |
105,19 |
4,14 |
4,08 |
105,06 |
4,11 |
WZ0118 |
PL0000104717 |
99,48 |
99,62 |
--- |
--- |
99,55 |
--- |
DS1019 |
PL0000105441 |
106,87 |
107,20 |
4,34 |
4,29 |
107,04 |
4,31 |
DS1020 |
PL0000106126 |
105,16 |
105,47 |
4,47 |
4,42 |
105,32 |
4,44 |
WZ0121 |
PL0000106068 |
97,83 |
97,97 |
--- |
--- |
97,90 |
--- |
DS1021 |
PL0000106670 |
108,60 |
108,81 |
4,56 |
4,53 |
108,71 |
4,55 |
WS0922 |
PL0000102646 |
109,25 |
109,47 |
4,57 |
4,54 |
109,36 |
4,55 |
IZ0823 |
PL0000105359 |
106,38 |
107,08 |
--- |
--- |
106,73 |
--- |
WS0429 |
PL0000105391 |
110,72 |
111,33 |
4,79 |
4,74 |
111,03 |
4,76 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,87 |
98,93 |
4,21 |
3,99 |
98,90 |
4,10 |
PS0413 |
PL0000105037 |
100,51 |
100,57 |
4,14 |
4,02 |
100,54 |
4,08 |
OK0713 |
PL0000106563 |
96,93 |
97,05 |
4,13 |
3,96 |
96,99 |
4,05 |
DS1013 |
PL0000102836 |
101,01 |
101,09 |
3,96 |
3,88 |
101,05 |
3,92 |
OK0114 |
PL0000106712 |
95,16 |
95,26 |
3,98 |
3,89 |
95,21 |
3,94 |
PS0414 |
PL0000105433 |
102,48 |
102,60 |
4,01 |
3,93 |
102,54 |
3,97 |
OK0714 |
PL0000107009 |
93,32 |
93,42 |
3,99 |
3,93 |
93,37 |
3,96 |
WZ0115 |
PL0000106480 |
100,27 |
100,38 |
--- |
--- |
100,33 |
--- |
PS0415 |
PL0000105953 |
103,53 |
103,68 |
3,99 |
3,93 |
103,61 |
3,95 |
DS1015 |
PL0000103602 |
106,32 |
106,47 |
3,98 |
3,93 |
106,40 |
3,96 |
PS0416 |
PL0000106340 |
102,97 |
103,17 |
4,07 |
4,01 |
103,07 |
4,04 |
IZ0816 |
PL0000103529 |
104,65 |
105,28 |
--- |
--- |
104,97 |
--- |
PS1016 |
PL0000106795 |
102,31 |
102,45 |
4,11 |
4,07 |
102,38 |
4,09 |
WZ0117 |
PL0000106936 |
99,74 |
99,83 |
--- |
--- |
99,79 |
--- |
PS0417 |
PL0000107058 |
102,37 |
102,49 |
4,16 |
4,13 |
102,43 |
4,14 |
DS1017 |
PL0000104543 |
104,68 |
104,94 |
4,19 |
4,14 |
104,81 |
4,17 |
WZ0118 |
PL0000104717 |
99,45 |
99,61 |
--- |
--- |
99,53 |
--- |
DS1019 |
PL0000105441 |
106,67 |
106,90 |
4,37 |
4,34 |
106,79 |
4,35 |
DS1020 |
PL0000106126 |
104,97 |
105,24 |
4,49 |
4,46 |
105,11 |
4,47 |
WZ0121 |
PL0000106068 |
97,77 |
97,92 |
--- |
--- |
97,85 |
--- |
DS1021 |
PL0000106670 |
108,24 |
108,60 |
4,61 |
4,56 |
108,42 |
4,59 |
WS0922 |
PL0000102646 |
108,82 |
109,19 |
4,62 |
4,57 |
109,01 |
4,60 |
IZ0823 |
PL0000105359 |
105,96 |
106,63 |
--- |
--- |
106,30 |
--- |
WS0429 |
PL0000105391 |
110,36 |
110,97 |
4,82 |
4,77 |
110,67 |
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 |
0/1 |
1 |
4,710 |
4,710 |
4,710 |
1 600 |
TOTAL |
1 600 |
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 |
4,000 |
4,000 |
4,000 |
20 |
WS0922 |
PL0000102646 |
1/2 |
1 |
4,000 |
4,000 |
4,000 |
20 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,680 |
4,700 |
4,698 |
520 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,700 |
4,700 |
4,700 |
30 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,700 |
4,700 |
4,700 |
155 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,670 |
4,700 |
4,697 |
135 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,700 |
4,700 |
4,700 |
180 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,700 |
4,700 |
4,700 |
585 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,680 |
4,700 |
4,697 |
120 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,600 |
4,700 |
4,692 |
245 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,700 |
4,750 |
4,718 |
185 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
30 |
PS0417 |
PL0000107058 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
140 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
270 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
4,700 |
4,700 |
4,700 |
110 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
120 |
WZ0115 |
PL0000106480 |
1/2 |
1 |
4,680 |
4,680 |
4,680 |
15 |
WZ0115 |
PL0000106480 |
2/9 |
7 |
4,720 |
4,720 |
4,720 |
15 |
TOTAL |
2 895 |