2012-10-30 |
MARKET DATA |
No 210 (1995) |
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 |
1 162,50 |
1 219,31 |
76 |
2 735,00 |
2 928,40 |
30 |
3 897,50 |
4 147,70 |
106 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 162,50 |
1 219,31 |
76 |
2 735,00 |
2 928,40 |
30 |
3 897,50 |
4 147,70 |
106 |
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 |
99,05 |
99,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,48 |
100,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
97,20 |
97,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,03 |
101,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
95,45 |
95,51 |
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 |
93,61 |
93,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,63 |
103,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,36 |
106,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,20 |
103,17 |
103,20 |
103,20 |
103,15 |
103,20 |
103,18 |
500 000 |
528,99 |
21 |
PS1016 |
PL0000106795 |
102,43 |
102,42 |
102,40 |
102,40 |
102,40 |
102,40 |
102,40 |
10 000 |
10,25 |
1 |
PS0417 |
PL0000107058 |
102,51 |
102,49 |
102,40 |
102,54 |
102,40 |
102,50 |
102,48 |
130 000 |
136,46 |
10 |
DS1017 |
PL0000104543 |
104,75 |
104,71 |
104,71 |
104,72 |
104,71 |
104,72 |
104,71 |
30 000 |
31,45 |
2 |
DS1019 |
PL0000105441 |
107,19 |
107,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,35 |
105,40 |
105,25 |
105,43 |
105,25 |
105,43 |
105,36 |
30 000 |
31,64 |
3 |
DS1021 |
PL0000106670 |
108,75 |
108,37 |
108,60 |
108,79 |
108,51 |
108,65 |
108,63 |
185 000 |
201,20 |
16 |
WS0922 |
PL0000102646 |
109,25 |
109,07 |
109,10 |
109,16 |
109,10 |
109,15 |
109,13 |
55 000 |
60,37 |
5 |
DS1023 |
PL0000107264 |
95,16 |
94,78 |
95,03 |
95,03 |
94,72 |
94,72 |
94,88 |
100 000 |
94,96 |
8 |
WS0429 |
PL0000105391 |
111,10 |
111,05 |
111,10 |
111,10 |
111,10 |
111,10 |
111,10 |
10 000 |
11,41 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,40 |
105,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
106,40 |
106,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,35 |
100,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,87 |
99,88 |
99,88 |
99,89 |
99,88 |
99,89 |
99,88 |
32 500 |
32,92 |
2 |
WZ0118 |
PL0000104717 |
99,64 |
99,72 |
99,74 |
99,74 |
99,74 |
99,74 |
99,74 |
10 000 |
10,11 |
1 |
WZ0121 |
PL0000106068 |
97,94 |
97,95 |
97,95 |
97,97 |
97,95 |
97,97 |
97,95 |
70 000 |
69,55 |
6 |
TOTAL |
1 162 500 |
1 219,31 |
76 |
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 |
26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
117 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
145 |
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 |
100,56 |
4,15 |
3,95 |
100,51 |
4,05 |
OK0713 |
PL0000106563 |
97,16 |
97,27 |
4,03 |
3,87 |
97,22 |
3,94 |
DS1013 |
PL0000102836 |
101,01 |
101,12 |
3,92 |
3,80 |
101,07 |
3,86 |
OK0114 |
PL0000106712 |
95,42 |
95,54 |
3,88 |
3,78 |
95,48 |
3,83 |
PS0414 |
PL0000105433 |
102,57 |
102,70 |
3,91 |
3,82 |
102,64 |
3,86 |
OK0714 |
PL0000107009 |
93,58 |
93,69 |
3,92 |
3,85 |
93,64 |
3,88 |
WZ0115 |
PL0000106480 |
100,32 |
100,42 |
--- |
--- |
100,37 |
--- |
PS0415 |
PL0000105953 |
103,55 |
103,73 |
3,96 |
3,88 |
103,64 |
3,92 |
DS1015 |
PL0000103602 |
106,34 |
106,54 |
3,95 |
3,88 |
106,44 |
3,91 |
PS0416 |
PL0000106340 |
103,16 |
103,28 |
4,00 |
3,96 |
103,22 |
3,98 |
IZ0816 |
PL0000103529 |
105,27 |
105,95 |
--- |
--- |
105,61 |
--- |
PS1016 |
PL0000106795 |
102,33 |
102,53 |
4,10 |
4,05 |
102,43 |
4,07 |
WZ0117 |
PL0000106936 |
99,80 |
99,93 |
--- |
--- |
99,87 |
--- |
PS0417 |
PL0000107058 |
102,42 |
102,60 |
4,14 |
4,09 |
102,51 |
4,12 |
DS1017 |
PL0000104543 |
104,66 |
104,91 |
4,19 |
4,14 |
104,79 |
4,16 |
WZ0118 |
PL0000104717 |
99,58 |
99,77 |
--- |
--- |
99,68 |
--- |
DS1019 |
PL0000105441 |
107,10 |
107,37 |
4,30 |
4,25 |
107,24 |
4,28 |
DS1020 |
PL0000106126 |
105,25 |
105,66 |
4,45 |
4,39 |
105,46 |
4,42 |
WZ0121 |
PL0000106068 |
97,85 |
98,04 |
--- |
--- |
97,95 |
--- |
DS1021 |
PL0000106670 |
108,69 |
109,00 |
4,55 |
4,51 |
108,85 |
4,53 |
WS0922 |
PL0000102646 |
109,19 |
109,44 |
4,57 |
4,54 |
109,32 |
4,55 |
IZ0823 |
PL0000105359 |
106,30 |
107,00 |
--- |
--- |
106,65 |
--- |
WS0429 |
PL0000105391 |
110,90 |
111,55 |
4,77 |
4,72 |
111,23 |
4,75 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,46 |
100,56 |
4,15 |
3,95 |
100,51 |
4,05 |
OK0713 |
PL0000106563 |
97,16 |
97,26 |
4,03 |
3,88 |
97,21 |
3,95 |
DS1013 |
PL0000102836 |
101,02 |
101,12 |
3,91 |
3,80 |
101,07 |
3,86 |
OK0114 |
PL0000106712 |
95,43 |
95,53 |
3,88 |
3,79 |
95,48 |
3,83 |
PS0414 |
PL0000105433 |
102,56 |
102,70 |
3,91 |
3,82 |
102,63 |
3,86 |
OK0714 |
PL0000107009 |
93,58 |
93,69 |
3,92 |
3,85 |
93,64 |
3,88 |
WZ0115 |
PL0000106480 |
100,32 |
100,42 |
--- |
--- |
100,37 |
--- |
PS0415 |
PL0000105953 |
103,56 |
103,74 |
3,95 |
3,88 |
103,65 |
3,91 |
DS1015 |
PL0000103602 |
106,30 |
106,49 |
3,96 |
3,90 |
106,40 |
3,93 |
PS0416 |
PL0000106340 |
103,10 |
103,24 |
4,02 |
3,97 |
103,17 |
3,99 |
IZ0816 |
PL0000103529 |
105,32 |
105,91 |
--- |
--- |
105,62 |
--- |
PS1016 |
PL0000106795 |
102,32 |
102,49 |
4,10 |
4,06 |
102,41 |
4,08 |
WZ0117 |
PL0000106936 |
99,81 |
99,93 |
--- |
--- |
99,87 |
--- |
PS0417 |
PL0000107058 |
102,41 |
102,59 |
4,14 |
4,10 |
102,50 |
4,12 |
DS1017 |
PL0000104543 |
104,68 |
104,91 |
4,19 |
4,14 |
104,80 |
4,16 |
WZ0118 |
PL0000104717 |
99,60 |
99,76 |
--- |
--- |
99,68 |
--- |
DS1019 |
PL0000105441 |
107,02 |
107,30 |
4,31 |
4,27 |
107,16 |
4,29 |
DS1020 |
PL0000106126 |
105,22 |
105,59 |
4,45 |
4,40 |
105,41 |
4,43 |
WZ0121 |
PL0000106068 |
97,89 |
98,02 |
--- |
--- |
97,96 |
--- |
DS1021 |
PL0000106670 |
108,55 |
108,75 |
4,56 |
4,54 |
108,65 |
4,55 |
WS0922 |
PL0000102646 |
109,01 |
109,24 |
4,59 |
4,56 |
109,13 |
4,58 |
IZ0823 |
PL0000105359 |
106,31 |
106,97 |
--- |
--- |
106,64 |
--- |
WS0429 |
PL0000105391 |
110,68 |
111,35 |
4,79 |
4,74 |
111,02 |
4,76 |
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 |
4,200 |
4,200 |
4,200 |
15 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
40 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
15 |
WS0922 |
PL0000102646 |
1/3 |
2 |
4,000 |
4,450 |
4,142 |
65 |
DS1013 |
PL0000102836 |
1/3 |
2 |
4,650 |
4,650 |
4,650 |
65 |
DS1017 |
PL0000104543 |
1/3 |
2 |
4,660 |
4,660 |
4,660 |
10 |
WS0429 |
PL0000105391 |
1/3 |
2 |
4,600 |
4,600 |
4,600 |
35 |
PS0414 |
PL0000105433 |
1/3 |
2 |
4,700 |
4,700 |
4,700 |
100 |
DS1019 |
PL0000105441 |
1/3 |
2 |
4,660 |
4,660 |
4,660 |
400 |
PS0415 |
PL0000105953 |
1/3 |
2 |
4,660 |
4,660 |
4,660 |
45 |
DS1020 |
PL0000106126 |
1/3 |
2 |
4,660 |
4,660 |
4,660 |
20 |
OK0713 |
PL0000106563 |
1/3 |
2 |
4,600 |
4,600 |
4,600 |
35 |
DS1021 |
PL0000106670 |
1/3 |
2 |
4,660 |
4,660 |
4,660 |
500 |
WZ0115 |
PL0000106480 |
1/3 |
2 |
4,660 |
4,660 |
4,660 |
15 |
DS1017 |
PL0000104543 |
1/6 |
5 |
4,650 |
4,650 |
4,650 |
115 |
WS0922 |
PL0000102646 |
3/10 |
7 |
4,400 |
4,400 |
4,400 |
90 |
DS1019 |
PL0000105441 |
3/10 |
7 |
4,690 |
4,690 |
4,690 |
360 |
PS0415 |
PL0000105953 |
3/10 |
7 |
4,690 |
4,690 |
4,690 |
25 |
PS0416 |
PL0000106340 |
3/10 |
7 |
4,690 |
4,690 |
4,690 |
500 |
DS1021 |
PL0000106670 |
3/10 |
7 |
4,690 |
4,690 |
4,690 |
260 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
4,550 |
4,550 |
4,550 |
10 |
WZ0115 |
PL0000106480 |
3/10 |
7 |
4,690 |
4,690 |
4,690 |
15 |
TOTAL |
2 735 |