2012-10-24 |
MARKET DATA |
No 206 (1991) |
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 |
1 030,00 |
1 092,87 |
85 |
635,00 |
676,13 |
5 |
1 665,00 |
1 769,00 |
90 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 030,00 |
1 092,87 |
85 |
635,00 |
676,13 |
5 |
1 665,00 |
1 769,00 |
90 |
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 |
98,95 |
98,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,50 |
100,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
97,12 |
97,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,09 |
101,08 |
101,10 |
101,10 |
101,10 |
101,10 |
101,10 |
50 000 |
50,56 |
4 |
OK0114 |
PL0000106712 |
95,37 |
95,42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,59 |
102,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
93,58 |
93,58 |
93,58 |
93,58 |
93,56 |
93,56 |
93,57 |
105 000 |
98,25 |
5 |
PS0415 |
PL0000105953 |
103,82 |
103,83 |
103,85 |
103,85 |
103,83 |
103,83 |
103,84 |
22 500 |
23,99 |
2 |
DS1015 |
PL0000103602 |
106,64 |
106,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,39 |
103,38 |
103,38 |
103,38 |
103,30 |
103,38 |
103,34 |
95 000 |
100,57 |
8 |
PS1016 |
PL0000106795 |
102,71 |
102,65 |
102,70 |
102,70 |
102,51 |
102,51 |
102,62 |
35 000 |
35,92 |
3 |
PS0417 |
PL0000107058 |
102,80 |
102,68 |
102,84 |
102,84 |
102,77 |
102,77 |
102,80 |
80 000 |
84,15 |
6 |
DS1017 |
PL0000104543 |
105,22 |
105,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,66 |
107,53 |
107,55 |
107,59 |
107,54 |
107,58 |
107,57 |
90 000 |
96,82 |
6 |
DS1020 |
PL0000106126 |
105,85 |
105,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,42 |
109,14 |
109,33 |
109,45 |
109,10 |
109,10 |
109,25 |
365 000 |
398,83 |
33 |
WS0922 |
PL0000102646 |
110,00 |
109,76 |
110,06 |
110,06 |
109,80 |
109,80 |
109,84 |
62 500 |
68,98 |
6 |
WS0429 |
PL0000105391 |
112,10 |
110,51 |
111,90 |
111,90 |
111,30 |
111,39 |
111,69 |
55 000 |
63,03 |
6 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,00 |
106,19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
107,10 |
107,10 |
106,95 |
106,95 |
106,95 |
106,95 |
106,95 |
10 000 |
12,29 |
1 |
WZ0115 |
PL0000106480 |
100,34 |
100,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,84 |
99,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,70 |
99,69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,95 |
97,95 |
97,75 |
97,98 |
97,75 |
97,98 |
97,83 |
60 000 |
59,48 |
5 |
TOTAL |
1 030 000 |
1 092,87 |
85 |
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 |
33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
124 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
152 |
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 |
99,01 |
4,34 |
4,01 |
98,97 |
4,17 |
PS0413 |
PL0000105037 |
100,48 |
100,59 |
4,15 |
3,93 |
100,54 |
4,03 |
OK0713 |
PL0000106563 |
97,08 |
97,21 |
4,04 |
3,85 |
97,15 |
3,94 |
DS1013 |
PL0000102836 |
101,01 |
101,14 |
3,94 |
3,81 |
101,08 |
3,87 |
OK0114 |
PL0000106712 |
95,35 |
95,46 |
3,88 |
3,79 |
95,41 |
3,83 |
PS0414 |
PL0000105433 |
102,56 |
102,72 |
3,93 |
3,83 |
102,64 |
3,88 |
OK0714 |
PL0000107009 |
93,55 |
93,63 |
3,89 |
3,84 |
93,59 |
3,87 |
WZ0115 |
PL0000106480 |
100,29 |
100,44 |
--- |
--- |
100,37 |
--- |
PS0415 |
PL0000105953 |
103,78 |
103,99 |
3,87 |
3,78 |
103,89 |
3,83 |
DS1015 |
PL0000103602 |
106,56 |
106,78 |
3,89 |
3,81 |
106,67 |
3,85 |
PS0416 |
PL0000106340 |
103,36 |
103,53 |
3,94 |
3,89 |
103,45 |
3,91 |
IZ0816 |
PL0000103529 |
105,89 |
106,44 |
--- |
--- |
106,17 |
--- |
PS1016 |
PL0000106795 |
102,65 |
102,89 |
4,02 |
3,95 |
102,77 |
3,98 |
WZ0117 |
PL0000106936 |
99,78 |
99,91 |
--- |
--- |
99,85 |
--- |
PS0417 |
PL0000107058 |
102,74 |
102,89 |
4,06 |
4,03 |
102,82 |
4,04 |
DS1017 |
PL0000104543 |
105,15 |
105,34 |
4,09 |
4,05 |
105,25 |
4,07 |
WZ0118 |
PL0000104717 |
99,62 |
99,79 |
--- |
--- |
99,71 |
--- |
DS1019 |
PL0000105441 |
107,46 |
107,85 |
4,24 |
4,18 |
107,66 |
4,21 |
DS1020 |
PL0000106126 |
105,76 |
106,18 |
4,38 |
4,32 |
105,97 |
4,35 |
WZ0121 |
PL0000106068 |
97,90 |
98,07 |
--- |
--- |
97,99 |
--- |
DS1021 |
PL0000106670 |
109,26 |
109,47 |
4,47 |
4,45 |
109,37 |
4,46 |
WS0922 |
PL0000102646 |
109,76 |
110,20 |
4,50 |
4,45 |
109,98 |
4,48 |
IZ0823 |
PL0000105359 |
106,95 |
107,67 |
--- |
--- |
107,31 |
--- |
WS0429 |
PL0000105391 |
112,00 |
112,60 |
4,68 |
4,63 |
112,30 |
4,66 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,93 |
99,04 |
4,34 |
3,89 |
98,99 |
4,09 |
PS0413 |
PL0000105037 |
100,49 |
100,58 |
4,13 |
3,95 |
100,54 |
4,03 |
OK0713 |
PL0000106563 |
97,09 |
97,20 |
4,02 |
3,87 |
97,15 |
3,94 |
DS1013 |
PL0000102836 |
101,03 |
101,10 |
3,92 |
3,85 |
101,07 |
3,88 |
OK0114 |
PL0000106712 |
95,33 |
95,45 |
3,90 |
3,80 |
95,39 |
3,85 |
PS0414 |
PL0000105433 |
102,53 |
102,68 |
3,96 |
3,85 |
102,61 |
3,90 |
OK0714 |
PL0000107009 |
93,52 |
93,61 |
3,91 |
3,86 |
93,57 |
3,88 |
WZ0115 |
PL0000106480 |
100,31 |
100,43 |
--- |
--- |
100,37 |
--- |
PS0415 |
PL0000105953 |
103,72 |
103,86 |
3,90 |
3,84 |
103,79 |
3,87 |
DS1015 |
PL0000103602 |
106,45 |
106,67 |
3,92 |
3,85 |
106,56 |
3,89 |
PS0416 |
PL0000106340 |
103,27 |
103,43 |
3,97 |
3,92 |
103,35 |
3,94 |
IZ0816 |
PL0000103529 |
105,77 |
106,28 |
--- |
--- |
106,03 |
--- |
PS1016 |
PL0000106795 |
102,48 |
102,71 |
4,06 |
4,00 |
102,60 |
4,03 |
WZ0117 |
PL0000106936 |
99,79 |
99,97 |
--- |
--- |
99,88 |
--- |
PS0417 |
PL0000107058 |
102,55 |
102,73 |
4,11 |
4,06 |
102,64 |
4,09 |
DS1017 |
PL0000104543 |
104,91 |
105,19 |
4,14 |
4,08 |
105,05 |
4,11 |
WZ0118 |
PL0000104717 |
99,51 |
99,76 |
--- |
--- |
99,64 |
--- |
DS1019 |
PL0000105441 |
107,46 |
107,60 |
4,24 |
4,22 |
107,53 |
4,23 |
DS1020 |
PL0000106126 |
105,65 |
105,94 |
4,39 |
4,35 |
105,80 |
4,37 |
WZ0121 |
PL0000106068 |
97,83 |
98,03 |
--- |
--- |
97,93 |
--- |
DS1021 |
PL0000106670 |
109,05 |
109,25 |
4,50 |
4,48 |
109,15 |
4,49 |
WS0922 |
PL0000102646 |
109,63 |
109,86 |
4,52 |
4,49 |
109,75 |
4,50 |
IZ0823 |
PL0000105359 |
106,69 |
107,25 |
--- |
--- |
106,97 |
--- |
WS0429 |
PL0000105391 |
111,26 |
111,70 |
4,74 |
4,71 |
111,48 |
4,73 |
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 |
4,000 |
4,000 |
4,000 |
300 |
TOTAL |
300 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
40 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
4,000 |
4,000 |
4,000 |
5 |
WS0922 |
PL0000102646 |
1/9 |
8 |
4,000 |
4,200 |
4,097 |
290 |
TOTAL |
335 |