2012-10-23 |
MARKET DATA |
No 205 (1990) |
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 |
2 027,50 |
2 093,92 |
119 |
1 585,00 |
1 600,46 |
15 |
3 612,50 |
3 694,38 |
134 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 027,50 |
2 093,92 |
119 |
1 585,00 |
1 600,46 |
15 |
3 612,50 |
3 694,38 |
134 |
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) |
OK0113 |
PL0000106324 |
99,00 |
98,98 |
99,00 |
99,00 |
98,97 |
98,97 |
98,99 |
205 000 |
202,93 |
5 |
PS0413 |
PL0000105037 |
100,54 |
100,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
97,13 |
97,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,07 |
101,09 |
101,09 |
101,09 |
101,09 |
101,09 |
101,09 |
7 500 |
7,58 |
1 |
OK0114 |
PL0000106712 |
95,38 |
95,39 |
95,36 |
95,39 |
95,36 |
95,39 |
95,37 |
25 000 |
23,84 |
2 |
PS0414 |
PL0000105433 |
102,58 |
102,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
93,60 |
93,57 |
93,60 |
93,60 |
93,55 |
93,59 |
93,56 |
285 000 |
266,66 |
10 |
PS0415 |
PL0000105953 |
104,07 |
103,84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,70 |
106,71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,51 |
101,33 |
103,50 |
103,50 |
103,45 |
103,46 |
103,48 |
90 000 |
95,39 |
5 |
PS1016 |
PL0000106795 |
102,77 |
102,73 |
102,80 |
102,80 |
102,80 |
102,80 |
102,80 |
15 000 |
15,42 |
1 |
PS0417 |
PL0000107058 |
102,91 |
102,75 |
102,95 |
102,97 |
102,72 |
102,77 |
102,79 |
390 000 |
410,18 |
27 |
DS1017 |
PL0000104543 |
105,32 |
105,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,72 |
107,50 |
107,75 |
107,75 |
107,50 |
107,55 |
107,59 |
60 000 |
64,55 |
4 |
DS1020 |
PL0000106126 |
106,23 |
105,89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,47 |
109,15 |
109,45 |
109,55 |
109,05 |
109,28 |
109,35 |
585 000 |
639,70 |
49 |
WS0922 |
PL0000102646 |
110,10 |
109,85 |
110,15 |
110,15 |
110,15 |
110,15 |
110,15 |
15 000 |
16,60 |
1 |
WS0429 |
PL0000105391 |
112,55 |
112,20 |
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 |
106,00 |
106,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
107,01 |
107,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,35 |
100,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,87 |
99,85 |
99,87 |
99,87 |
99,83 |
99,85 |
99,85 |
170 000 |
171,93 |
6 |
WZ0118 |
PL0000104717 |
99,70 |
99,74 |
99,75 |
99,75 |
99,75 |
99,75 |
99,75 |
25 000 |
25,26 |
1 |
WZ0121 |
PL0000106068 |
98,05 |
97,94 |
98,05 |
98,05 |
97,96 |
97,96 |
97,99 |
155 000 |
153,87 |
7 |
TOTAL |
2 027 500 |
2 093,92 |
119 |
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 |
34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
125 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
153 |
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 |
4,29 |
4,01 |
98,97 |
4,13 |
PS0413 |
PL0000105037 |
100,52 |
100,61 |
4,08 |
3,90 |
100,57 |
3,98 |
OK0713 |
PL0000106563 |
97,11 |
97,21 |
3,98 |
3,84 |
97,16 |
3,91 |
DS1013 |
PL0000102836 |
101,04 |
101,13 |
3,92 |
3,82 |
101,09 |
3,86 |
OK0114 |
PL0000106712 |
95,35 |
95,46 |
3,88 |
3,78 |
95,41 |
3,82 |
PS0414 |
PL0000105433 |
102,56 |
102,70 |
3,94 |
3,84 |
102,63 |
3,89 |
OK0714 |
PL0000107009 |
93,56 |
93,69 |
3,88 |
3,80 |
93,63 |
3,84 |
WZ0115 |
PL0000106480 |
100,30 |
100,46 |
--- |
--- |
100,38 |
--- |
PS0415 |
PL0000105953 |
103,83 |
104,03 |
3,85 |
3,77 |
103,93 |
3,81 |
DS1015 |
PL0000103602 |
106,65 |
106,87 |
3,86 |
3,78 |
106,76 |
3,82 |
PS0416 |
PL0000106340 |
103,40 |
103,61 |
3,93 |
3,87 |
103,51 |
3,90 |
IZ0816 |
PL0000103529 |
105,80 |
106,38 |
--- |
--- |
106,09 |
--- |
PS1016 |
PL0000106795 |
102,71 |
102,90 |
4,00 |
3,95 |
102,81 |
3,97 |
WZ0117 |
PL0000106936 |
99,81 |
99,96 |
--- |
--- |
99,89 |
--- |
PS0417 |
PL0000107058 |
102,88 |
103,14 |
4,03 |
3,97 |
103,01 |
4,00 |
DS1017 |
PL0000104543 |
105,25 |
105,53 |
4,07 |
4,01 |
105,39 |
4,04 |
WZ0118 |
PL0000104717 |
99,66 |
99,79 |
--- |
--- |
99,73 |
--- |
DS1019 |
PL0000105441 |
107,62 |
108,01 |
4,22 |
4,16 |
107,82 |
4,19 |
DS1020 |
PL0000106126 |
106,09 |
106,54 |
4,33 |
4,27 |
106,32 |
4,30 |
WZ0121 |
PL0000106068 |
97,96 |
98,15 |
--- |
--- |
98,06 |
--- |
DS1021 |
PL0000106670 |
109,39 |
109,60 |
4,46 |
4,43 |
109,50 |
4,44 |
WS0922 |
PL0000102646 |
110,02 |
110,41 |
4,47 |
4,43 |
110,22 |
4,45 |
IZ0823 |
PL0000105359 |
106,80 |
107,54 |
--- |
--- |
107,17 |
--- |
WS0429 |
PL0000105391 |
112,44 |
113,08 |
4,65 |
4,60 |
112,76 |
4,62 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,93 |
99,01 |
4,29 |
3,97 |
98,97 |
4,13 |
PS0413 |
PL0000105037 |
100,44 |
100,58 |
4,24 |
3,96 |
100,51 |
4,10 |
OK0713 |
PL0000106563 |
97,09 |
97,19 |
4,01 |
3,87 |
97,14 |
3,94 |
DS1013 |
PL0000102836 |
101,05 |
101,13 |
3,91 |
3,82 |
101,09 |
3,86 |
OK0114 |
PL0000106712 |
95,36 |
95,44 |
3,87 |
3,80 |
95,40 |
3,83 |
PS0414 |
PL0000105433 |
102,56 |
102,64 |
3,94 |
3,88 |
102,60 |
3,91 |
OK0714 |
PL0000107009 |
93,50 |
93,62 |
3,92 |
3,84 |
93,56 |
3,88 |
WZ0115 |
PL0000106480 |
100,28 |
100,42 |
--- |
--- |
100,35 |
--- |
PS0415 |
PL0000105953 |
103,77 |
103,93 |
3,88 |
3,81 |
103,85 |
3,84 |
DS1015 |
PL0000103602 |
106,52 |
106,73 |
3,90 |
3,83 |
106,63 |
3,86 |
PS0416 |
PL0000106340 |
103,31 |
103,49 |
3,96 |
3,90 |
103,40 |
3,93 |
IZ0816 |
PL0000103529 |
105,86 |
106,35 |
--- |
--- |
106,11 |
--- |
PS1016 |
PL0000106795 |
102,61 |
102,79 |
4,03 |
3,98 |
102,70 |
4,00 |
WZ0117 |
PL0000106936 |
99,79 |
99,91 |
--- |
--- |
99,85 |
--- |
PS0417 |
PL0000107058 |
102,65 |
102,79 |
4,08 |
4,05 |
102,72 |
4,07 |
DS1017 |
PL0000104543 |
104,97 |
105,28 |
4,13 |
4,06 |
105,13 |
4,09 |
WZ0118 |
PL0000104717 |
99,62 |
99,78 |
--- |
--- |
99,70 |
--- |
DS1019 |
PL0000105441 |
107,26 |
107,56 |
4,28 |
4,23 |
107,41 |
4,25 |
DS1020 |
PL0000106126 |
105,60 |
105,97 |
4,40 |
4,35 |
105,79 |
4,37 |
WZ0121 |
PL0000106068 |
97,90 |
98,05 |
--- |
--- |
97,98 |
--- |
DS1021 |
PL0000106670 |
109,11 |
109,28 |
4,49 |
4,47 |
109,20 |
4,48 |
WS0922 |
PL0000102646 |
109,58 |
109,95 |
4,53 |
4,48 |
109,77 |
4,50 |
IZ0823 |
PL0000105359 |
106,90 |
107,63 |
--- |
--- |
107,27 |
--- |
WS0429 |
PL0000105391 |
111,84 |
112,37 |
4,70 |
4,65 |
112,11 |
4,67 |
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 |
4,650 |
4,650 |
4,650 |
1 000 |
TOTAL |
1 000 |
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 |
135 |
WS0922 |
PL0000102646 |
1/2 |
1 |
4,000 |
4,000 |
4,000 |
85 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,400 |
4,400 |
4,400 |
30 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,300 |
4,600 |
4,561 |
115 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
35 |
OK0113 |
PL0000106324 |
0/1 |
1 |
4,400 |
4,400 |
4,400 |
10 |
OK0714 |
PL0000107009 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
100 |
PS0415 |
PL0000105953 |
0/2 |
2 |
4,450 |
4,450 |
4,450 |
15 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
4,450 |
4,450 |
4,450 |
60 |
TOTAL |
585 |