2012-10-29 |
MARKET DATA |
No 209 (1994) |
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 |
795,00 |
838,30 |
56 |
1 650,00 |
1 747,65 |
22 |
2 445,00 |
2 585,95 |
78 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
795,00 |
838,30 |
56 |
1 650,00 |
1 747,65 |
22 |
2 445,00 |
2 585,95 |
78 |
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 |
99,03 |
99,06 |
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 |
97,17 |
97,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,02 |
101,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
95,44 |
95,50 |
95,44 |
95,44 |
95,44 |
95,44 |
95,44 |
12 500 |
11,93 |
1 |
PS0414 |
PL0000105433 |
102,60 |
102,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
93,60 |
93,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,69 |
103,76 |
103,79 |
103,79 |
103,79 |
103,79 |
103,79 |
10 000 |
10,66 |
1 |
DS1015 |
PL0000103602 |
106,54 |
106,50 |
106,58 |
106,58 |
106,43 |
106,43 |
106,47 |
80 000 |
85,28 |
5 |
PS0416 |
PL0000106340 |
103,25 |
103,25 |
103,25 |
103,25 |
103,25 |
103,25 |
103,25 |
35 000 |
37,04 |
2 |
PS1016 |
PL0000106795 |
102,53 |
102,40 |
102,53 |
102,53 |
102,49 |
102,49 |
102,51 |
75 000 |
76,94 |
4 |
PS0417 |
PL0000107058 |
102,62 |
102,59 |
102,60 |
102,60 |
102,60 |
102,60 |
102,60 |
35 000 |
36,77 |
2 |
DS1017 |
PL0000104543 |
105,05 |
104,88 |
105,11 |
105,11 |
104,83 |
104,83 |
104,93 |
37 500 |
39,38 |
4 |
DS1019 |
PL0000105441 |
107,62 |
107,34 |
107,55 |
107,55 |
107,31 |
107,31 |
107,40 |
40 000 |
43,00 |
3 |
DS1020 |
PL0000106126 |
105,65 |
105,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,10 |
108,85 |
109,10 |
109,10 |
108,85 |
108,85 |
109,01 |
155 000 |
169,11 |
14 |
WS0922 |
PL0000102646 |
109,60 |
109,45 |
109,58 |
109,60 |
109,45 |
109,45 |
109,55 |
105 000 |
115,65 |
9 |
DS1023 |
PL0000107264 |
95,30 |
95,10 |
95,10 |
95,10 |
95,10 |
95,10 |
95,10 |
5 000 |
4,76 |
1 |
WS0429 |
PL0000105391 |
111,53 |
111,56 |
111,40 |
111,40 |
111,40 |
111,40 |
111,40 |
20 000 |
22,88 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,50 |
105,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
106,41 |
106,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,35 |
100,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,87 |
99,90 |
99,85 |
99,85 |
99,85 |
99,85 |
99,85 |
25 000 |
25,31 |
1 |
WZ0118 |
PL0000104717 |
99,70 |
99,75 |
99,70 |
99,70 |
99,69 |
99,69 |
99,69 |
40 000 |
40,43 |
2 |
WZ0121 |
PL0000106068 |
97,95 |
98,02 |
97,95 |
97,95 |
97,94 |
97,95 |
97,95 |
120 000 |
119,18 |
5 |
TOTAL |
795 000 |
838,30 |
56 |
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 |
28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
91 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
119 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
147 |
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 |
100,46 |
100,57 |
4,16 |
3,94 |
100,52 |
4,04 |
OK0713 |
PL0000106563 |
97,14 |
97,25 |
4,02 |
3,87 |
97,20 |
3,94 |
DS1013 |
PL0000102836 |
101,01 |
101,12 |
3,93 |
3,81 |
101,07 |
3,86 |
OK0114 |
PL0000106712 |
95,42 |
95,53 |
3,87 |
3,77 |
95,48 |
3,81 |
PS0414 |
PL0000105433 |
102,58 |
102,72 |
3,91 |
3,81 |
102,65 |
3,86 |
OK0714 |
PL0000107009 |
93,55 |
93,68 |
3,93 |
3,84 |
93,62 |
3,88 |
WZ0115 |
PL0000106480 |
100,30 |
100,44 |
--- |
--- |
100,37 |
--- |
PS0415 |
PL0000105953 |
103,63 |
103,82 |
3,93 |
3,85 |
103,73 |
3,88 |
DS1015 |
PL0000103602 |
106,47 |
106,60 |
3,91 |
3,86 |
106,54 |
3,88 |
PS0416 |
PL0000106340 |
103,22 |
103,40 |
3,98 |
3,93 |
103,31 |
3,95 |
IZ0816 |
PL0000103529 |
105,41 |
106,02 |
--- |
--- |
105,72 |
--- |
PS1016 |
PL0000106795 |
102,47 |
102,61 |
4,06 |
4,02 |
102,54 |
4,04 |
WZ0117 |
PL0000106936 |
99,79 |
99,95 |
--- |
--- |
99,87 |
--- |
PS0417 |
PL0000107058 |
102,57 |
102,83 |
4,10 |
4,04 |
102,70 |
4,07 |
DS1017 |
PL0000104543 |
104,97 |
105,14 |
4,12 |
4,09 |
105,06 |
4,10 |
WZ0118 |
PL0000104717 |
99,60 |
99,81 |
--- |
--- |
99,71 |
--- |
DS1019 |
PL0000105441 |
107,50 |
107,74 |
4,23 |
4,20 |
107,62 |
4,22 |
DS1020 |
PL0000106126 |
105,58 |
106,03 |
4,40 |
4,34 |
105,81 |
4,37 |
WZ0121 |
PL0000106068 |
97,91 |
98,14 |
--- |
--- |
98,03 |
--- |
DS1021 |
PL0000106670 |
109,01 |
109,34 |
4,51 |
4,46 |
109,18 |
4,48 |
WS0922 |
PL0000102646 |
109,55 |
109,74 |
4,53 |
4,50 |
109,65 |
4,52 |
IZ0823 |
PL0000105359 |
106,32 |
106,93 |
--- |
--- |
106,63 |
--- |
WS0429 |
PL0000105391 |
111,36 |
111,95 |
4,74 |
4,69 |
111,66 |
4,71 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,48 |
100,55 |
4,12 |
3,98 |
100,52 |
4,04 |
OK0713 |
PL0000106563 |
97,13 |
97,25 |
4,04 |
3,87 |
97,19 |
3,95 |
DS1013 |
PL0000102836 |
101,01 |
101,12 |
3,93 |
3,81 |
101,07 |
3,86 |
OK0114 |
PL0000106712 |
95,41 |
95,53 |
3,88 |
3,77 |
95,47 |
3,82 |
PS0414 |
PL0000105433 |
102,58 |
102,70 |
3,91 |
3,82 |
102,64 |
3,86 |
OK0714 |
PL0000107009 |
93,55 |
93,67 |
3,93 |
3,85 |
93,61 |
3,89 |
WZ0115 |
PL0000106480 |
100,33 |
100,44 |
--- |
--- |
100,39 |
--- |
PS0415 |
PL0000105953 |
103,61 |
103,78 |
3,93 |
3,86 |
103,70 |
3,90 |
DS1015 |
PL0000103602 |
106,35 |
106,56 |
3,95 |
3,88 |
106,46 |
3,91 |
PS0416 |
PL0000106340 |
103,17 |
103,28 |
4,00 |
3,96 |
103,23 |
3,98 |
IZ0816 |
PL0000103529 |
105,29 |
105,90 |
--- |
--- |
105,60 |
--- |
PS1016 |
PL0000106795 |
102,37 |
102,56 |
4,09 |
4,04 |
102,47 |
4,06 |
WZ0117 |
PL0000106936 |
99,80 |
99,93 |
--- |
--- |
99,87 |
--- |
PS0417 |
PL0000107058 |
102,41 |
102,63 |
4,14 |
4,09 |
102,52 |
4,11 |
DS1017 |
PL0000104543 |
104,72 |
104,93 |
4,18 |
4,13 |
104,83 |
4,15 |
WZ0118 |
PL0000104717 |
99,58 |
99,79 |
--- |
--- |
99,69 |
--- |
DS1019 |
PL0000105441 |
107,17 |
107,44 |
4,29 |
4,24 |
107,31 |
4,27 |
DS1020 |
PL0000106126 |
105,41 |
105,72 |
4,43 |
4,38 |
105,57 |
4,40 |
WZ0121 |
PL0000106068 |
97,91 |
98,07 |
--- |
--- |
97,99 |
--- |
DS1021 |
PL0000106670 |
108,72 |
109,00 |
4,54 |
4,51 |
108,86 |
4,52 |
WS0922 |
PL0000102646 |
109,30 |
109,51 |
4,56 |
4,53 |
109,41 |
4,54 |
IZ0823 |
PL0000105359 |
106,31 |
106,92 |
--- |
--- |
106,62 |
--- |
WS0429 |
PL0000105391 |
111,05 |
111,67 |
4,76 |
4,71 |
111,36 |
4,74 |
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 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
180 |
WS0922 |
PL0000102646 |
1/2 |
1 |
4,000 |
4,000 |
4,000 |
5 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,660 |
4,700 |
4,676 |
165 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,660 |
4,660 |
4,660 |
15 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,660 |
4,660 |
4,660 |
15 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
100 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
115 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
85 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,660 |
4,700 |
4,662 |
360 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,150 |
4,300 |
4,274 |
175 |
OK0713 |
PL0000106563 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
140 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,660 |
4,700 |
4,666 |
235 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
10 |
WZ0115 |
PL0000106480 |
1/2 |
1 |
4,660 |
4,660 |
4,660 |
15 |
OK0713 |
PL0000106563 |
0/4 |
4 |
4,300 |
4,300 |
4,300 |
35 |
TOTAL |
1 650 |