2012-10-19 |
MARKET DATA |
No 203 (1988) |
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 |
1 245,00 |
1 343,52 |
99 |
1 225,00 |
1 251,59 |
18 |
2 470,00 |
2 595,11 |
117 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 245,00 |
1 343,52 |
99 |
1 225,00 |
1 251,59 |
18 |
2 470,00 |
2 595,11 |
117 |
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 |
99,97 |
99,98 |
99,97 |
99,97 |
99,97 |
99,97 |
99,97 |
5 000 |
5,00 |
1 |
OK0113 |
PL0000106324 |
98,95 |
98,96 |
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 |
97,10 |
97,11 |
97,11 |
97,11 |
97,11 |
97,11 |
5 000 |
4,86 |
1 |
DS1013 |
PL0000102836 |
101,01 |
101,13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
95,25 |
95,34 |
95,36 |
95,36 |
95,36 |
95,36 |
95,36 |
2 500 |
2,38 |
1 |
PS0414 |
PL0000105433 |
102,62 |
102,64 |
102,65 |
102,65 |
102,65 |
102,65 |
102,65 |
20 000 |
21,10 |
2 |
OK0714 |
PL0000107009 |
93,48 |
93,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,89 |
103,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,68 |
106,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,48 |
103,45 |
103,50 |
103,53 |
103,50 |
103,53 |
103,52 |
50 000 |
53,00 |
2 |
PS1016 |
PL0000106795 |
102,82 |
102,68 |
102,75 |
102,82 |
102,74 |
102,74 |
102,78 |
160 000 |
172,01 |
10 |
PS0417 |
PL0000107058 |
102,92 |
102,80 |
102,85 |
103,05 |
102,85 |
103,05 |
102,98 |
50 000 |
52,67 |
5 |
DS1017 |
PL0000104543 |
105,36 |
105,20 |
105,25 |
105,40 |
105,25 |
105,40 |
105,31 |
70 000 |
73,72 |
3 |
DS1019 |
PL0000105441 |
107,66 |
107,25 |
107,25 |
107,75 |
107,25 |
107,75 |
107,63 |
157 500 |
169,53 |
12 |
DS1020 |
PL0000106126 |
105,87 |
104,42 |
105,65 |
105,65 |
105,65 |
105,65 |
105,65 |
10 000 |
11,09 |
1 |
DS1021 |
PL0000106670 |
109,33 |
108,73 |
108,80 |
109,40 |
108,80 |
109,40 |
109,02 |
100 000 |
114,74 |
10 |
WS0922 |
PL0000102646 |
110,42 |
109,40 |
109,55 |
110,30 |
109,55 |
110,30 |
109,94 |
265 000 |
292,59 |
28 |
WS0429 |
PL0000105391 |
112,62 |
111,50 |
112,00 |
112,36 |
112,00 |
112,36 |
112,09 |
95 000 |
109,19 |
9 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,77 |
106,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
107,04 |
107,00 |
107,00 |
107,10 |
107,00 |
107,10 |
107,05 |
20 000 |
24,60 |
2 |
WZ0115 |
PL0000106480 |
100,36 |
100,37 |
100,39 |
100,39 |
100,39 |
100,39 |
100,39 |
50 000 |
50,83 |
2 |
WZ0117 |
PL0000106936 |
99,87 |
99,87 |
99,87 |
99,89 |
99,87 |
99,89 |
99,88 |
75 000 |
75,85 |
2 |
WZ0118 |
PL0000104717 |
99,71 |
99,68 |
99,68 |
99,72 |
99,68 |
99,72 |
99,70 |
70 000 |
70,67 |
4 |
WZ0121 |
PL0000106068 |
98,04 |
98,02 |
98,02 |
98,10 |
97,95 |
98,10 |
98,03 |
40 000 |
39,72 |
4 |
TOTAL |
1 245 000 |
1 343,52 |
99 |
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 |
36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
127 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
155 |
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 |
98,93 |
99,00 |
4,20 |
3,92 |
98,97 |
4,04 |
PS0413 |
PL0000105037 |
100,52 |
100,63 |
4,09 |
3,88 |
100,58 |
3,97 |
OK0713 |
PL0000106563 |
97,03 |
97,13 |
4,06 |
3,92 |
97,08 |
3,99 |
DS1013 |
PL0000102836 |
100,99 |
101,15 |
3,96 |
3,80 |
101,07 |
3,88 |
OK0114 |
PL0000106712 |
95,23 |
95,38 |
3,96 |
3,83 |
95,31 |
3,89 |
PS0414 |
PL0000105433 |
102,53 |
102,67 |
3,96 |
3,87 |
102,60 |
3,92 |
OK0714 |
PL0000107009 |
93,44 |
93,58 |
3,95 |
3,86 |
93,51 |
3,90 |
WZ0115 |
PL0000106480 |
100,28 |
100,44 |
--- |
--- |
100,36 |
--- |
PS0415 |
PL0000105953 |
103,71 |
103,93 |
3,91 |
3,81 |
103,82 |
3,86 |
DS1015 |
PL0000103602 |
106,52 |
106,74 |
3,90 |
3,83 |
106,63 |
3,86 |
PS0416 |
PL0000106340 |
103,30 |
103,53 |
3,96 |
3,89 |
103,42 |
3,93 |
IZ0816 |
PL0000103529 |
105,63 |
106,36 |
--- |
--- |
106,00 |
--- |
PS1016 |
PL0000106795 |
102,54 |
102,75 |
4,05 |
3,99 |
102,65 |
4,02 |
WZ0117 |
PL0000106936 |
99,76 |
99,94 |
--- |
--- |
99,85 |
--- |
PS0417 |
PL0000107058 |
102,62 |
102,89 |
4,09 |
4,03 |
102,76 |
4,06 |
DS1017 |
PL0000104543 |
105,01 |
105,27 |
4,11 |
4,06 |
105,14 |
4,09 |
WZ0118 |
PL0000104717 |
99,54 |
99,79 |
--- |
--- |
99,67 |
--- |
DS1019 |
PL0000105441 |
107,02 |
107,36 |
4,31 |
4,26 |
107,19 |
4,28 |
DS1020 |
PL0000106126 |
105,37 |
105,74 |
4,44 |
4,38 |
105,56 |
4,41 |
WZ0121 |
PL0000106068 |
97,87 |
98,11 |
--- |
--- |
97,99 |
--- |
DS1021 |
PL0000106670 |
108,56 |
108,85 |
4,57 |
4,53 |
108,71 |
4,55 |
WS0922 |
PL0000102646 |
109,25 |
109,62 |
4,57 |
4,52 |
109,44 |
4,54 |
IZ0823 |
PL0000105359 |
106,69 |
107,15 |
--- |
--- |
106,92 |
--- |
WS0429 |
PL0000105391 |
111,03 |
111,61 |
4,76 |
4,72 |
111,32 |
4,74 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,93 |
98,98 |
4,20 |
4,00 |
98,96 |
4,08 |
PS0413 |
PL0000105037 |
100,52 |
100,62 |
4,09 |
3,90 |
100,57 |
3,99 |
OK0713 |
PL0000106563 |
97,04 |
97,15 |
4,05 |
3,89 |
97,10 |
3,96 |
DS1013 |
PL0000102836 |
100,99 |
101,17 |
3,96 |
3,78 |
101,08 |
3,87 |
OK0114 |
PL0000106712 |
95,23 |
95,36 |
3,96 |
3,85 |
95,30 |
3,90 |
PS0414 |
PL0000105433 |
102,57 |
102,67 |
3,94 |
3,87 |
102,62 |
3,90 |
OK0714 |
PL0000107009 |
93,46 |
93,62 |
3,93 |
3,83 |
93,54 |
3,88 |
WZ0115 |
PL0000106480 |
100,33 |
100,43 |
--- |
--- |
100,38 |
--- |
PS0415 |
PL0000105953 |
103,83 |
103,96 |
3,86 |
3,80 |
103,90 |
3,83 |
DS1015 |
PL0000103602 |
106,59 |
106,83 |
3,88 |
3,79 |
106,71 |
3,84 |
PS0416 |
PL0000106340 |
103,30 |
103,60 |
3,96 |
3,87 |
103,45 |
3,92 |
IZ0816 |
PL0000103529 |
105,64 |
106,29 |
--- |
--- |
105,97 |
--- |
PS1016 |
PL0000106795 |
102,66 |
102,84 |
4,02 |
3,97 |
102,75 |
3,99 |
WZ0117 |
PL0000106936 |
99,77 |
99,94 |
--- |
--- |
99,86 |
--- |
PS0417 |
PL0000107058 |
102,85 |
103,09 |
4,04 |
3,98 |
102,97 |
4,01 |
DS1017 |
PL0000104543 |
105,19 |
105,40 |
4,07 |
4,03 |
105,30 |
4,05 |
WZ0118 |
PL0000104717 |
99,66 |
99,78 |
--- |
--- |
99,72 |
--- |
DS1019 |
PL0000105441 |
107,41 |
107,72 |
4,25 |
4,20 |
107,57 |
4,22 |
DS1020 |
PL0000106126 |
105,70 |
106,10 |
4,39 |
4,33 |
105,90 |
4,36 |
WZ0121 |
PL0000106068 |
97,94 |
98,15 |
--- |
--- |
98,05 |
--- |
DS1021 |
PL0000106670 |
109,11 |
109,51 |
4,49 |
4,44 |
109,31 |
4,47 |
WS0922 |
PL0000102646 |
109,88 |
110,30 |
4,49 |
4,44 |
110,09 |
4,46 |
IZ0823 |
PL0000105359 |
106,88 |
107,49 |
--- |
--- |
107,19 |
--- |
WS0429 |
PL0000105391 |
112,00 |
112,68 |
4,68 |
4,63 |
112,34 |
4,66 |
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 |
3/4 |
1 |
3,150 |
4,000 |
3,898 |
125 |
WS0429 |
PL0000105391 |
3/4 |
1 |
4,550 |
4,550 |
4,550 |
20 |
PS0414 |
PL0000105433 |
3/4 |
1 |
4,550 |
4,550 |
4,550 |
55 |
PS0415 |
PL0000105953 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
70 |
PS0416 |
PL0000106340 |
3/4 |
1 |
4,550 |
4,550 |
4,550 |
10 |
OK0713 |
PL0000106563 |
3/4 |
1 |
4,580 |
4,580 |
4,580 |
140 |
DS1021 |
PL0000106670 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
80 |
OK0114 |
PL0000106712 |
3/4 |
1 |
4,550 |
4,550 |
4,550 |
120 |
WZ0118 |
PL0000104717 |
3/4 |
1 |
4,550 |
4,550 |
4,550 |
110 |
WZ0121 |
PL0000106068 |
3/4 |
1 |
4,550 |
4,600 |
4,577 |
220 |
WZ0117 |
PL0000106936 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
30 |
PS0414 |
PL0000105433 |
0/3 |
3 |
4,650 |
4,650 |
4,650 |
35 |
PS0415 |
PL0000105953 |
0/3 |
3 |
4,500 |
4,500 |
4,500 |
95 |
OK0113 |
PL0000106324 |
0/3 |
3 |
4,550 |
4,550 |
4,550 |
10 |
OK0714 |
PL0000107009 |
0/3 |
3 |
4,550 |
4,550 |
4,550 |
105 |
TOTAL |
1 225 |