2012-10-26 |
MARKET DATA |
No 208 (1993) |
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 |
485,00 |
519,36 |
39 |
890,00 |
940,13 |
9 |
1 375,00 |
1 459,49 |
48 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
485,00 |
519,36 |
39 |
890,00 |
940,13 |
9 |
1 375,00 |
1 459,49 |
48 |
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 |
99,01 |
99,04 |
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 |
97,15 |
97,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,06 |
101,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
95,42 |
95,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,60 |
102,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
93,61 |
93,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,67 |
103,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,48 |
106,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,30 |
103,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,54 |
102,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,63 |
102,64 |
102,65 |
102,65 |
102,61 |
102,61 |
102,62 |
35 000 |
36,77 |
2 |
DS1017 |
PL0000104543 |
104,98 |
105,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,63 |
107,59 |
107,60 |
107,60 |
107,60 |
107,60 |
107,60 |
20 000 |
21,54 |
2 |
DS1020 |
PL0000106126 |
105,75 |
105,75 |
105,74 |
105,74 |
105,74 |
105,74 |
105,74 |
20 000 |
21,16 |
1 |
DS1021 |
PL0000106670 |
109,12 |
109,05 |
109,05 |
109,20 |
109,00 |
109,00 |
109,12 |
155 000 |
169,26 |
13 |
WS0922 |
PL0000102646 |
109,70 |
109,63 |
109,77 |
109,77 |
109,63 |
109,63 |
109,70 |
130 000 |
143,37 |
13 |
DS1023 |
PL0000107264 |
95,36 |
95,40 |
95,36 |
95,36 |
95,36 |
95,36 |
95,36 |
10 000 |
9,54 |
1 |
WS0429 |
PL0000105391 |
112,16 |
111,60 |
111,00 |
111,70 |
110,94 |
111,70 |
111,34 |
20 000 |
22,86 |
3 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,47 |
105,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
106,41 |
106,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,37 |
100,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,88 |
99,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,72 |
99,75 |
99,75 |
99,75 |
99,75 |
99,75 |
99,75 |
25 000 |
25,28 |
1 |
WZ0121 |
PL0000106068 |
98,03 |
98,01 |
98,01 |
98,05 |
98,01 |
98,05 |
98,04 |
70 000 |
69,57 |
3 |
TOTAL |
485 000 |
519,36 |
39 |
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 |
29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
120 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
148 |
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) |
(%) |
PS0413 |
PL0000105037 |
100,48 |
100,58 |
4,13 |
3,93 |
100,53 |
4,03 |
OK0713 |
PL0000106563 |
97,14 |
97,24 |
4,01 |
3,87 |
97,19 |
3,94 |
DS1013 |
PL0000102836 |
101,00 |
101,14 |
3,94 |
3,79 |
101,07 |
3,87 |
OK0114 |
PL0000106712 |
95,41 |
95,53 |
3,87 |
3,76 |
95,47 |
3,81 |
PS0414 |
PL0000105433 |
102,58 |
102,73 |
3,91 |
3,81 |
102,66 |
3,85 |
OK0714 |
PL0000107009 |
93,58 |
93,67 |
3,90 |
3,84 |
93,63 |
3,87 |
WZ0115 |
PL0000106480 |
100,33 |
100,49 |
--- |
--- |
100,41 |
--- |
PS0415 |
PL0000105953 |
103,63 |
103,82 |
3,93 |
3,85 |
103,73 |
3,89 |
DS1015 |
PL0000103602 |
106,43 |
106,63 |
3,92 |
3,85 |
106,53 |
3,89 |
PS0416 |
PL0000106340 |
103,23 |
103,40 |
3,98 |
3,93 |
103,32 |
3,95 |
IZ0816 |
PL0000103529 |
105,20 |
106,00 |
--- |
--- |
105,60 |
--- |
PS1016 |
PL0000106795 |
102,47 |
102,64 |
4,06 |
4,02 |
102,56 |
4,04 |
WZ0117 |
PL0000106936 |
99,79 |
99,99 |
--- |
--- |
99,89 |
--- |
PS0417 |
PL0000107058 |
102,50 |
102,70 |
4,12 |
4,07 |
102,60 |
4,10 |
DS1017 |
PL0000104543 |
104,87 |
105,08 |
4,15 |
4,10 |
104,98 |
4,12 |
WZ0118 |
PL0000104717 |
99,66 |
99,79 |
--- |
--- |
99,73 |
--- |
DS1019 |
PL0000105441 |
107,51 |
107,73 |
4,23 |
4,20 |
107,62 |
4,22 |
DS1020 |
PL0000106126 |
105,63 |
105,87 |
4,40 |
4,36 |
105,75 |
4,38 |
WZ0121 |
PL0000106068 |
97,92 |
98,11 |
--- |
--- |
98,02 |
--- |
DS1021 |
PL0000106670 |
108,94 |
109,15 |
4,51 |
4,49 |
109,05 |
4,50 |
WS0922 |
PL0000102646 |
109,45 |
109,80 |
4,54 |
4,50 |
109,63 |
4,52 |
IZ0823 |
PL0000105359 |
106,07 |
106,82 |
--- |
--- |
106,45 |
--- |
WS0429 |
PL0000105391 |
110,92 |
111,68 |
4,77 |
4,71 |
111,30 |
4,74 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,49 |
100,58 |
4,11 |
3,93 |
100,54 |
4,01 |
OK0713 |
PL0000106563 |
97,14 |
97,24 |
4,01 |
3,87 |
97,19 |
3,94 |
DS1013 |
PL0000102836 |
101,04 |
101,11 |
3,90 |
3,83 |
101,08 |
3,86 |
OK0114 |
PL0000106712 |
95,41 |
95,51 |
3,87 |
3,78 |
95,46 |
3,82 |
PS0414 |
PL0000105433 |
102,59 |
102,73 |
3,90 |
3,81 |
102,66 |
3,85 |
OK0714 |
PL0000107009 |
93,58 |
93,65 |
3,90 |
3,86 |
93,62 |
3,87 |
WZ0115 |
PL0000106480 |
100,33 |
100,43 |
--- |
--- |
100,38 |
--- |
PS0415 |
PL0000105953 |
103,64 |
103,83 |
3,92 |
3,84 |
103,74 |
3,88 |
DS1015 |
PL0000103602 |
106,44 |
106,64 |
3,92 |
3,85 |
106,54 |
3,89 |
PS0416 |
PL0000106340 |
103,23 |
103,39 |
3,98 |
3,93 |
103,31 |
3,95 |
IZ0816 |
PL0000103529 |
105,37 |
105,98 |
--- |
--- |
105,68 |
--- |
PS1016 |
PL0000106795 |
102,48 |
102,61 |
4,06 |
4,03 |
102,55 |
4,04 |
WZ0117 |
PL0000106936 |
99,84 |
99,96 |
--- |
--- |
99,90 |
--- |
PS0417 |
PL0000107058 |
102,54 |
102,68 |
4,11 |
4,08 |
102,61 |
4,09 |
DS1017 |
PL0000104543 |
104,94 |
105,10 |
4,13 |
4,10 |
105,02 |
4,11 |
WZ0118 |
PL0000104717 |
99,65 |
99,84 |
--- |
--- |
99,75 |
--- |
DS1019 |
PL0000105441 |
107,54 |
107,68 |
4,23 |
4,21 |
107,61 |
4,22 |
DS1020 |
PL0000106126 |
105,58 |
105,85 |
4,40 |
4,36 |
105,72 |
4,38 |
WZ0121 |
PL0000106068 |
97,94 |
98,13 |
--- |
--- |
98,04 |
--- |
DS1021 |
PL0000106670 |
108,84 |
109,15 |
4,53 |
4,49 |
109,00 |
4,51 |
WS0922 |
PL0000102646 |
109,48 |
109,71 |
4,54 |
4,51 |
109,60 |
4,52 |
IZ0823 |
PL0000105359 |
106,24 |
106,74 |
--- |
--- |
106,49 |
--- |
WS0429 |
PL0000105391 |
111,30 |
111,97 |
4,74 |
4,69 |
111,64 |
4,71 |
REPO MARKET |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1013 |
PL0000102836 |
3/4 |
1 |
4,550 |
4,550 |
4,550 |
110 |
PS0413 |
PL0000105037 |
3/4 |
1 |
4,000 |
4,000 |
4,000 |
50 |
PS0414 |
PL0000105433 |
3/4 |
1 |
4,500 |
4,550 |
4,536 |
335 |
DS1019 |
PL0000105441 |
3/4 |
1 |
4,500 |
4,500 |
4,500 |
280 |
PS0416 |
PL0000106340 |
0/3 |
3 |
4,000 |
4,000 |
4,000 |
25 |
PS0416 |
PL0000106340 |
3/10 |
7 |
4,500 |
4,500 |
4,500 |
90 |
TOTAL |
890 |