2012-10-18 |
MARKET DATA |
No 202 (1987) |
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 |
1 625,00 |
1 730,25 |
91 |
3 565,00 |
3 833,37 |
35 |
5 190,00 |
5 563,62 |
126 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 625,00 |
1 730,25 |
91 |
3 565,00 |
3 833,37 |
35 |
5 190,00 |
5 563,62 |
126 |
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 |
99,96 |
99,96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
98,94 |
98,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,54 |
100,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
97,05 |
97,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,03 |
101,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
95,26 |
95,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,55 |
102,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
93,46 |
93,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,81 |
103,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,62 |
106,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,37 |
103,38 |
103,36 |
103,37 |
103,36 |
103,37 |
103,37 |
20 000 |
21,17 |
3 |
PS1016 |
PL0000106795 |
102,65 |
102,63 |
102,68 |
102,68 |
102,58 |
102,58 |
102,60 |
355 000 |
380,95 |
19 |
PS0417 |
PL0000107058 |
102,75 |
102,70 |
102,72 |
102,75 |
102,68 |
102,68 |
102,73 |
125 000 |
131,35 |
10 |
DS1017 |
PL0000104543 |
105,10 |
105,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,10 |
107,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,45 |
105,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,66 |
108,40 |
108,35 |
108,65 |
108,35 |
108,64 |
108,54 |
55 000 |
62,83 |
5 |
WS0922 |
PL0000102646 |
109,33 |
109,14 |
109,18 |
109,31 |
109,18 |
109,31 |
109,28 |
135 000 |
148,14 |
12 |
WS0429 |
PL0000105391 |
111,10 |
111,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,85 |
105,50 |
105,55 |
105,70 |
105,55 |
105,70 |
105,62 |
105 000 |
140,98 |
8 |
IZ0823 |
PL0000105359 |
106,95 |
106,90 |
106,90 |
107,15 |
106,86 |
106,86 |
106,97 |
30 000 |
36,88 |
3 |
WZ0115 |
PL0000106480 |
100,33 |
100,34 |
100,35 |
100,35 |
100,35 |
100,35 |
100,35 |
50 000 |
50,80 |
1 |
WZ0117 |
PL0000106936 |
99,85 |
99,80 |
99,80 |
99,85 |
99,80 |
99,84 |
99,83 |
480 000 |
485,15 |
18 |
WZ0118 |
PL0000104717 |
99,63 |
99,57 |
99,59 |
99,70 |
99,59 |
99,65 |
99,62 |
250 000 |
252,18 |
11 |
WZ0121 |
PL0000106068 |
98,00 |
97,90 |
97,95 |
97,95 |
97,95 |
97,95 |
97,95 |
20 000 |
19,84 |
1 |
TOTAL |
1 625 000 |
1 730,25 |
91 |
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 |
37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
100 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
128 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
156 |
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 |
98,91 |
99,00 |
4,23 |
3,88 |
98,96 |
4,04 |
PS0413 |
PL0000105037 |
100,52 |
100,64 |
4,10 |
3,86 |
100,58 |
3,98 |
OK0713 |
PL0000106563 |
97,02 |
97,15 |
4,06 |
3,88 |
97,09 |
3,96 |
DS1013 |
PL0000102836 |
101,00 |
101,14 |
3,94 |
3,80 |
101,07 |
3,87 |
OK0114 |
PL0000106712 |
95,22 |
95,39 |
3,96 |
3,82 |
95,31 |
3,89 |
PS0414 |
PL0000105433 |
102,52 |
102,70 |
3,97 |
3,85 |
102,61 |
3,91 |
OK0714 |
PL0000107009 |
93,41 |
93,59 |
3,96 |
3,84 |
93,50 |
3,90 |
WZ0115 |
PL0000106480 |
100,27 |
100,41 |
--- |
--- |
100,34 |
--- |
PS0415 |
PL0000105953 |
103,73 |
103,94 |
3,90 |
3,81 |
103,84 |
3,85 |
DS1015 |
PL0000103602 |
106,49 |
106,74 |
3,91 |
3,82 |
106,62 |
3,86 |
PS0416 |
PL0000106340 |
103,28 |
103,47 |
3,97 |
3,91 |
103,38 |
3,94 |
IZ0816 |
PL0000103529 |
105,01 |
105,63 |
--- |
--- |
105,32 |
--- |
PS1016 |
PL0000106795 |
102,57 |
102,83 |
4,04 |
3,97 |
102,70 |
4,00 |
WZ0117 |
PL0000106936 |
99,68 |
99,84 |
--- |
--- |
99,76 |
--- |
PS0417 |
PL0000107058 |
102,66 |
102,83 |
4,08 |
4,04 |
102,75 |
4,06 |
DS1017 |
PL0000104543 |
105,01 |
105,30 |
4,12 |
4,06 |
105,16 |
4,09 |
WZ0118 |
PL0000104717 |
99,44 |
99,62 |
--- |
--- |
99,53 |
--- |
DS1019 |
PL0000105441 |
106,99 |
107,30 |
4,32 |
4,27 |
107,15 |
4,29 |
DS1020 |
PL0000106126 |
105,25 |
105,54 |
4,45 |
4,41 |
105,40 |
4,43 |
WZ0121 |
PL0000106068 |
97,80 |
97,96 |
--- |
--- |
97,88 |
--- |
DS1021 |
PL0000106670 |
108,43 |
108,75 |
4,58 |
4,54 |
108,59 |
4,56 |
WS0922 |
PL0000102646 |
108,96 |
109,36 |
4,60 |
4,55 |
109,16 |
4,58 |
IZ0823 |
PL0000105359 |
106,29 |
107,01 |
--- |
--- |
106,65 |
--- |
WS0429 |
PL0000105391 |
110,51 |
111,28 |
4,81 |
4,74 |
110,90 |
4,77 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,92 |
98,99 |
4,19 |
3,92 |
98,96 |
4,04 |
PS0413 |
PL0000105037 |
100,52 |
100,62 |
4,10 |
3,90 |
100,57 |
4,00 |
OK0713 |
PL0000106563 |
97,02 |
97,12 |
4,06 |
3,92 |
97,07 |
3,99 |
DS1013 |
PL0000102836 |
100,99 |
101,14 |
3,95 |
3,80 |
101,07 |
3,87 |
OK0114 |
PL0000106712 |
95,24 |
95,34 |
3,95 |
3,86 |
95,29 |
3,90 |
PS0414 |
PL0000105433 |
102,52 |
102,63 |
3,97 |
3,90 |
102,58 |
3,93 |
OK0714 |
PL0000107009 |
93,43 |
93,57 |
3,95 |
3,86 |
93,50 |
3,90 |
WZ0115 |
PL0000106480 |
100,30 |
100,41 |
--- |
--- |
100,36 |
--- |
PS0415 |
PL0000105953 |
103,74 |
103,89 |
3,89 |
3,83 |
103,82 |
3,86 |
DS1015 |
PL0000103602 |
106,55 |
106,74 |
3,89 |
3,82 |
106,65 |
3,85 |
PS0416 |
PL0000106340 |
103,32 |
103,47 |
3,96 |
3,91 |
103,40 |
3,93 |
IZ0816 |
PL0000103529 |
105,58 |
106,21 |
--- |
--- |
105,90 |
--- |
PS1016 |
PL0000106795 |
102,55 |
102,71 |
4,05 |
4,00 |
102,63 |
4,02 |
WZ0117 |
PL0000106936 |
99,80 |
99,94 |
--- |
--- |
99,87 |
--- |
PS0417 |
PL0000107058 |
102,66 |
102,85 |
4,08 |
4,04 |
102,76 |
4,06 |
DS1017 |
PL0000104543 |
104,99 |
105,28 |
4,12 |
4,06 |
105,14 |
4,09 |
WZ0118 |
PL0000104717 |
99,60 |
99,73 |
--- |
--- |
99,67 |
--- |
DS1019 |
PL0000105441 |
107,04 |
107,34 |
4,31 |
4,26 |
107,19 |
4,29 |
DS1020 |
PL0000106126 |
105,40 |
105,71 |
4,43 |
4,39 |
105,56 |
4,41 |
WZ0121 |
PL0000106068 |
97,93 |
98,09 |
--- |
--- |
98,01 |
--- |
DS1021 |
PL0000106670 |
108,54 |
108,86 |
4,57 |
4,53 |
108,70 |
4,55 |
WS0922 |
PL0000102646 |
109,22 |
109,61 |
4,57 |
4,52 |
109,42 |
4,55 |
IZ0823 |
PL0000105359 |
106,69 |
107,28 |
--- |
--- |
106,99 |
--- |
WS0429 |
PL0000105391 |
110,98 |
111,52 |
4,77 |
4,72 |
111,25 |
4,75 |
REPO MARKET |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
4/5 |
1 |
3,900 |
3,900 |
3,900 |
20 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
15 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,660 |
4,660 |
4,660 |
10 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,660 |
4,660 |
4,660 |
15 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,660 |
4,660 |
4,660 |
330 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,660 |
4,660 |
4,660 |
30 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,660 |
4,660 |
4,660 |
100 |
WZ0118 |
PL0000104717 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
20 |
WS0922 |
PL0000102646 |
1/4 |
3 |
3,900 |
3,900 |
3,900 |
160 |
DS1017 |
PL0000104543 |
1/4 |
3 |
4,710 |
4,710 |
4,710 |
75 |
PS0414 |
PL0000105433 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
120 |
DS1019 |
PL0000105441 |
1/4 |
3 |
4,660 |
4,710 |
4,697 |
640 |
PS0415 |
PL0000105953 |
1/4 |
3 |
4,700 |
4,700 |
4,700 |
70 |
DS1020 |
PL0000106126 |
1/4 |
3 |
4,710 |
4,710 |
4,710 |
35 |
OK0113 |
PL0000106324 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
85 |
PS0416 |
PL0000106340 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
50 |
OK0713 |
PL0000106563 |
1/4 |
3 |
4,500 |
4,500 |
4,500 |
10 |
DS1021 |
PL0000106670 |
1/4 |
3 |
4,650 |
4,700 |
4,676 |
335 |
PS1016 |
PL0000106795 |
1/4 |
3 |
4,600 |
4,630 |
4,620 |
150 |
WZ0118 |
PL0000104717 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
110 |
WZ0121 |
PL0000106068 |
1/4 |
3 |
4,500 |
4,660 |
4,548 |
330 |
WZ0115 |
PL0000106480 |
1/4 |
3 |
4,660 |
4,660 |
4,660 |
30 |
PS0416 |
PL0000106340 |
1/8 |
7 |
4,650 |
4,750 |
4,727 |
825 |
TOTAL |
3 565 |