2012-10-25 |
MARKET DATA |
No 207 (1992) |
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 |
1 122,50 |
1 191,58 |
73 |
1 370,00 |
1 416,39 |
3 |
2 492,50 |
2 607,97 |
76 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 122,50 |
1 191,58 |
73 |
1 370,00 |
1 416,39 |
3 |
2 492,50 |
2 607,97 |
76 |
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 |
99,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,50 |
100,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
97,13 |
97,20 |
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 |
95,42 |
95,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,65 |
102,67 |
102,67 |
102,69 |
102,67 |
102,68 |
102,68 |
195 000 |
205,98 |
6 |
OK0714 |
PL0000107009 |
93,61 |
93,61 |
93,60 |
93,63 |
93,60 |
93,61 |
93,61 |
90 000 |
84,25 |
6 |
PS0415 |
PL0000105953 |
103,75 |
103,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,53 |
106,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,35 |
103,35 |
103,35 |
103,35 |
103,30 |
103,30 |
103,32 |
130 000 |
137,65 |
4 |
PS1016 |
PL0000106795 |
102,72 |
102,59 |
102,54 |
102,54 |
102,54 |
102,54 |
102,54 |
10 000 |
10,26 |
1 |
PS0417 |
PL0000107058 |
102,64 |
102,62 |
102,66 |
102,67 |
102,64 |
102,64 |
102,66 |
205 000 |
215,44 |
10 |
DS1017 |
PL0000104543 |
105,32 |
104,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,72 |
107,55 |
107,60 |
107,68 |
107,57 |
107,62 |
107,63 |
130 000 |
140,00 |
15 |
DS1020 |
PL0000106126 |
105,75 |
105,72 |
105,72 |
105,76 |
105,72 |
105,76 |
105,74 |
20 000 |
21,16 |
2 |
DS1021 |
PL0000106670 |
109,20 |
109,05 |
109,15 |
109,15 |
109,00 |
109,00 |
109,10 |
165 000 |
180,12 |
15 |
WS0922 |
PL0000102646 |
109,76 |
109,58 |
109,60 |
109,70 |
109,58 |
109,58 |
109,68 |
132 500 |
146,07 |
11 |
WS0429 |
PL0000105391 |
111,55 |
111,45 |
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 |
105,95 |
105,85 |
105,85 |
105,85 |
105,85 |
105,85 |
15 000 |
20,18 |
1 |
IZ0823 |
PL0000105359 |
106,91 |
106,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,39 |
100,39 |
100,39 |
100,39 |
100,39 |
100,39 |
100,39 |
20 000 |
20,35 |
1 |
WZ0117 |
PL0000106936 |
99,87 |
99,89 |
99,85 |
99,85 |
99,85 |
99,85 |
99,85 |
10 000 |
10,12 |
1 |
WZ0118 |
PL0000104717 |
99,70 |
99,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,98 |
97,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 122 500 |
1 191,58 |
73 |
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 |
30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
121 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
149 |
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 |
98,96 |
99,05 |
4,36 |
3,98 |
99,01 |
4,15 |
PS0413 |
PL0000105037 |
100,47 |
100,57 |
4,15 |
3,95 |
100,52 |
4,05 |
OK0713 |
PL0000106563 |
97,11 |
97,24 |
4,04 |
3,85 |
97,18 |
3,94 |
DS1013 |
PL0000102836 |
101,01 |
101,15 |
3,93 |
3,79 |
101,08 |
3,86 |
OK0114 |
PL0000106712 |
95,38 |
95,49 |
3,88 |
3,79 |
95,44 |
3,83 |
PS0414 |
PL0000105433 |
102,62 |
102,70 |
3,88 |
3,83 |
102,66 |
3,86 |
OK0714 |
PL0000107009 |
93,57 |
93,67 |
3,90 |
3,84 |
93,62 |
3,87 |
WZ0115 |
PL0000106480 |
100,30 |
100,44 |
--- |
--- |
100,37 |
--- |
PS0415 |
PL0000105953 |
103,73 |
103,89 |
3,89 |
3,82 |
103,81 |
3,85 |
DS1015 |
PL0000103602 |
106,48 |
106,71 |
3,91 |
3,83 |
106,60 |
3,87 |
PS0416 |
PL0000106340 |
103,27 |
103,45 |
3,97 |
3,91 |
103,36 |
3,94 |
IZ0816 |
PL0000103529 |
105,91 |
106,31 |
--- |
--- |
106,11 |
--- |
PS1016 |
PL0000106795 |
102,54 |
102,73 |
4,04 |
3,99 |
102,64 |
4,02 |
WZ0117 |
PL0000106936 |
99,79 |
99,94 |
--- |
--- |
99,87 |
--- |
PS0417 |
PL0000107058 |
102,57 |
102,75 |
4,10 |
4,06 |
102,66 |
4,08 |
DS1017 |
PL0000104543 |
104,97 |
105,27 |
4,12 |
4,06 |
105,12 |
4,09 |
WZ0118 |
PL0000104717 |
99,61 |
99,80 |
--- |
--- |
99,71 |
--- |
DS1019 |
PL0000105441 |
107,56 |
107,77 |
4,23 |
4,19 |
107,67 |
4,21 |
DS1020 |
PL0000106126 |
105,58 |
106,03 |
4,40 |
4,34 |
105,81 |
4,37 |
WZ0121 |
PL0000106068 |
97,81 |
98,05 |
--- |
--- |
97,93 |
--- |
DS1021 |
PL0000106670 |
109,12 |
109,33 |
4,49 |
4,46 |
109,23 |
4,48 |
WS0922 |
PL0000102646 |
109,64 |
110,01 |
4,52 |
4,47 |
109,83 |
4,49 |
IZ0823 |
PL0000105359 |
106,55 |
107,12 |
--- |
--- |
106,84 |
--- |
WS0429 |
PL0000105391 |
111,39 |
112,06 |
4,73 |
4,68 |
111,73 |
4,71 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,98 |
99,04 |
4,27 |
4,02 |
99,01 |
4,15 |
PS0413 |
PL0000105037 |
100,49 |
100,57 |
4,11 |
3,95 |
100,53 |
4,03 |
OK0713 |
PL0000106563 |
97,12 |
97,23 |
4,02 |
3,87 |
97,18 |
3,94 |
DS1013 |
PL0000102836 |
101,01 |
101,10 |
3,93 |
3,84 |
101,06 |
3,88 |
OK0114 |
PL0000106712 |
95,40 |
95,49 |
3,87 |
3,79 |
95,45 |
3,82 |
PS0414 |
PL0000105433 |
102,59 |
102,73 |
3,90 |
3,81 |
102,66 |
3,86 |
OK0714 |
PL0000107009 |
93,57 |
93,63 |
3,90 |
3,86 |
93,60 |
3,88 |
WZ0115 |
PL0000106480 |
100,33 |
100,44 |
--- |
--- |
100,39 |
--- |
PS0415 |
PL0000105953 |
103,64 |
103,83 |
3,92 |
3,85 |
103,74 |
3,88 |
DS1015 |
PL0000103602 |
106,44 |
106,64 |
3,92 |
3,85 |
106,54 |
3,89 |
PS0416 |
PL0000106340 |
103,27 |
103,38 |
3,97 |
3,93 |
103,33 |
3,95 |
IZ0816 |
PL0000103529 |
105,39 |
106,08 |
--- |
--- |
105,74 |
--- |
PS1016 |
PL0000106795 |
102,45 |
102,63 |
4,07 |
4,02 |
102,54 |
4,04 |
WZ0117 |
PL0000106936 |
99,82 |
99,96 |
--- |
--- |
99,89 |
--- |
PS0417 |
PL0000107058 |
102,50 |
102,66 |
4,12 |
4,08 |
102,58 |
4,10 |
DS1017 |
PL0000104543 |
104,82 |
105,08 |
4,16 |
4,10 |
104,95 |
4,13 |
WZ0118 |
PL0000104717 |
99,66 |
99,79 |
--- |
--- |
99,73 |
--- |
DS1019 |
PL0000105441 |
107,49 |
107,62 |
4,24 |
4,22 |
107,56 |
4,23 |
DS1020 |
PL0000106126 |
105,61 |
105,84 |
4,40 |
4,37 |
105,73 |
4,38 |
WZ0121 |
PL0000106068 |
97,90 |
98,06 |
--- |
--- |
97,98 |
--- |
DS1021 |
PL0000106670 |
108,94 |
109,16 |
4,52 |
4,49 |
109,05 |
4,50 |
WS0922 |
PL0000102646 |
109,45 |
109,74 |
4,54 |
4,50 |
109,60 |
4,52 |
IZ0823 |
PL0000105359 |
106,29 |
106,84 |
--- |
--- |
106,57 |
--- |
WS0429 |
PL0000105391 |
111,09 |
111,70 |
4,76 |
4,71 |
111,40 |
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 |
3,600 |
3,600 |
3,600 |
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) |
(%) |
(%) |
(%) |
PS0416 |
PL0000106340 |
1/4 |
3 |
4,400 |
4,400 |
4,400 |
190 |
WS0922 |
PL0000102646 |
0/8 |
8 |
4,500 |
4,500 |
4,500 |
180 |
TOTAL |
370 |