2012-10-31 |
MARKET DATA |
No 211 (1996) |
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 |
1 507,50 |
1 627,20 |
116 |
1 465,00 |
1 536,33 |
17 |
2 972,50 |
3 163,53 |
133 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 507,50 |
1 627,20 |
116 |
1 465,00 |
1 536,33 |
17 |
2 972,50 |
3 163,53 |
133 |
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 |
99,09 |
99,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,50 |
100,51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
97,22 |
97,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,04 |
101,03 |
101,04 |
101,04 |
101,04 |
101,04 |
101,04 |
62 500 |
63,25 |
1 |
OK0114 |
PL0000106712 |
95,51 |
95,51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,62 |
102,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
93,69 |
93,67 |
93,70 |
93,70 |
93,68 |
93,70 |
93,69 |
150 000 |
140,53 |
7 |
PS0415 |
PL0000105953 |
103,74 |
103,69 |
103,75 |
103,77 |
103,75 |
103,77 |
103,76 |
50 000 |
53,34 |
3 |
DS1015 |
PL0000103602 |
106,47 |
106,44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,25 |
103,20 |
103,25 |
103,30 |
103,22 |
103,30 |
103,26 |
90 000 |
95,33 |
6 |
PS1016 |
PL0000106795 |
102,52 |
102,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,65 |
102,55 |
102,58 |
102,67 |
102,56 |
102,58 |
102,60 |
140 000 |
147,18 |
9 |
DS1017 |
PL0000104543 |
105,01 |
104,81 |
104,86 |
105,11 |
104,86 |
105,11 |
105,03 |
75 000 |
78,89 |
5 |
DS1019 |
PL0000105441 |
107,35 |
107,19 |
107,40 |
107,40 |
107,40 |
107,40 |
107,40 |
20 000 |
21,51 |
3 |
DS1020 |
PL0000106126 |
105,65 |
105,44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,05 |
108,71 |
108,71 |
109,10 |
108,71 |
109,10 |
108,93 |
365 000 |
398,24 |
34 |
WS0922 |
PL0000102646 |
109,53 |
109,19 |
109,30 |
109,60 |
109,30 |
109,60 |
109,43 |
117 500 |
129,37 |
12 |
DS1023 |
PL0000107264 |
95,10 |
94,99 |
95,00 |
95,29 |
94,99 |
95,29 |
95,02 |
87 500 |
83,25 |
10 |
WS0429 |
PL0000105391 |
111,67 |
111,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
105,00 |
112,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,86 |
105,63 |
105,63 |
105,86 |
105,63 |
105,86 |
105,74 |
180 000 |
242,00 |
14 |
IZ0823 |
PL0000105359 |
106,75 |
106,70 |
106,50 |
106,75 |
106,50 |
106,75 |
106,63 |
20 000 |
24,51 |
2 |
WZ0115 |
PL0000106480 |
100,35 |
100,38 |
100,40 |
100,40 |
100,40 |
100,40 |
100,40 |
10 000 |
10,18 |
2 |
WZ0117 |
PL0000106936 |
99,86 |
99,87 |
99,86 |
99,86 |
99,86 |
99,86 |
99,86 |
25 000 |
25,33 |
1 |
WZ0118 |
PL0000104717 |
99,65 |
99,71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,94 |
97,95 |
97,94 |
97,95 |
97,92 |
97,95 |
97,94 |
115 000 |
114,28 |
7 |
TOTAL |
1 507 500 |
1 627,20 |
116 |
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 |
23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
114 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
142 |
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 |
4,13 |
3,90 |
100,52 |
4,01 |
OK0713 |
PL0000106563 |
97,19 |
97,30 |
4,03 |
3,87 |
97,25 |
3,94 |
DS1013 |
PL0000102836 |
101,01 |
101,12 |
3,91 |
3,79 |
101,07 |
3,85 |
OK0114 |
PL0000106712 |
95,45 |
95,59 |
3,88 |
3,76 |
95,52 |
3,82 |
PS0414 |
PL0000105433 |
102,57 |
102,71 |
3,90 |
3,80 |
102,64 |
3,85 |
OK0714 |
PL0000107009 |
93,61 |
93,72 |
3,92 |
3,85 |
93,67 |
3,88 |
WZ0115 |
PL0000106480 |
100,32 |
100,43 |
--- |
--- |
100,38 |
--- |
PS0415 |
PL0000105953 |
103,59 |
103,78 |
3,93 |
3,85 |
103,69 |
3,89 |
DS1015 |
PL0000103602 |
106,33 |
106,53 |
3,95 |
3,88 |
106,43 |
3,91 |
PS0416 |
PL0000106340 |
103,19 |
103,32 |
3,99 |
3,95 |
103,26 |
3,96 |
IZ0816 |
PL0000103529 |
105,33 |
106,09 |
--- |
--- |
105,71 |
--- |
PS1016 |
PL0000106795 |
102,36 |
102,58 |
4,09 |
4,03 |
102,47 |
4,06 |
WZ0117 |
PL0000106936 |
99,79 |
99,92 |
--- |
--- |
99,86 |
--- |
PS0417 |
PL0000107058 |
102,52 |
102,67 |
4,11 |
4,08 |
102,60 |
4,09 |
DS1017 |
PL0000104543 |
104,81 |
105,04 |
4,16 |
4,11 |
104,93 |
4,13 |
WZ0118 |
PL0000104717 |
99,60 |
99,77 |
--- |
--- |
99,69 |
--- |
DS1019 |
PL0000105441 |
107,15 |
107,45 |
4,29 |
4,24 |
107,30 |
4,26 |
DS1020 |
PL0000106126 |
105,29 |
105,73 |
4,44 |
4,38 |
105,51 |
4,41 |
WZ0121 |
PL0000106068 |
97,88 |
98,04 |
--- |
--- |
97,96 |
--- |
DS1021 |
PL0000106670 |
108,73 |
108,92 |
4,54 |
4,52 |
108,83 |
4,53 |
WS0922 |
PL0000102646 |
109,13 |
109,40 |
4,58 |
4,54 |
109,27 |
4,56 |
IZ0823 |
PL0000105359 |
106,37 |
107,14 |
--- |
--- |
106,76 |
--- |
WS0429 |
PL0000105391 |
110,78 |
111,45 |
4,78 |
4,73 |
111,12 |
4,75 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,48 |
100,57 |
4,09 |
3,90 |
100,53 |
3,99 |
OK0713 |
PL0000106563 |
97,21 |
97,30 |
4,00 |
3,87 |
97,26 |
3,92 |
DS1013 |
PL0000102836 |
101,00 |
101,06 |
3,92 |
3,86 |
101,03 |
3,89 |
OK0114 |
PL0000106712 |
95,48 |
95,58 |
3,86 |
3,77 |
95,53 |
3,81 |
PS0414 |
PL0000105433 |
102,60 |
102,68 |
3,88 |
3,82 |
102,64 |
3,85 |
OK0714 |
PL0000107009 |
93,66 |
93,73 |
3,89 |
3,84 |
93,70 |
3,86 |
WZ0115 |
PL0000106480 |
100,32 |
100,43 |
--- |
--- |
100,38 |
--- |
PS0415 |
PL0000105953 |
103,72 |
103,82 |
3,88 |
3,84 |
103,77 |
3,86 |
DS1015 |
PL0000103602 |
106,38 |
106,58 |
3,93 |
3,86 |
106,48 |
3,89 |
PS0416 |
PL0000106340 |
103,17 |
103,36 |
3,99 |
3,93 |
103,27 |
3,96 |
IZ0816 |
PL0000103529 |
105,62 |
106,04 |
--- |
--- |
105,83 |
--- |
PS1016 |
PL0000106795 |
102,46 |
102,62 |
4,06 |
4,02 |
102,54 |
4,04 |
WZ0117 |
PL0000106936 |
99,82 |
99,92 |
--- |
--- |
99,87 |
--- |
PS0417 |
PL0000107058 |
102,61 |
102,77 |
4,09 |
4,05 |
102,69 |
4,07 |
DS1017 |
PL0000104543 |
104,92 |
105,10 |
4,13 |
4,09 |
105,01 |
4,11 |
WZ0118 |
PL0000104717 |
99,60 |
99,75 |
--- |
--- |
99,68 |
--- |
DS1019 |
PL0000105441 |
107,31 |
107,60 |
4,26 |
4,22 |
107,46 |
4,24 |
DS1020 |
PL0000106126 |
105,46 |
105,79 |
4,42 |
4,37 |
105,63 |
4,39 |
WZ0121 |
PL0000106068 |
97,88 |
97,99 |
--- |
--- |
97,94 |
--- |
DS1021 |
PL0000106670 |
108,91 |
109,16 |
4,52 |
4,48 |
109,04 |
4,50 |
WS0922 |
PL0000102646 |
109,36 |
109,70 |
4,55 |
4,51 |
109,53 |
4,53 |
IZ0823 |
PL0000105359 |
106,29 |
106,88 |
--- |
--- |
106,59 |
--- |
WS0429 |
PL0000105391 |
111,20 |
111,79 |
4,75 |
4,70 |
111,50 |
4,72 |
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 |
0/2 |
2 |
4,660 |
4,660 |
4,660 |
40 |
DS1013 |
PL0000102836 |
2/5 |
3 |
4,650 |
4,660 |
4,656 |
70 |
PS0414 |
PL0000105433 |
2/5 |
3 |
4,700 |
4,700 |
4,700 |
100 |
OK0713 |
PL0000106563 |
2/5 |
3 |
4,650 |
4,650 |
4,650 |
150 |
DS1017 |
PL0000104543 |
2/9 |
7 |
4,690 |
4,690 |
4,690 |
20 |
DS1019 |
PL0000105441 |
2/9 |
7 |
4,690 |
4,690 |
4,690 |
55 |
PS0415 |
PL0000105953 |
2/9 |
7 |
4,690 |
4,690 |
4,690 |
280 |
PS0416 |
PL0000106340 |
2/9 |
7 |
4,690 |
4,690 |
4,690 |
320 |
DS1021 |
PL0000106670 |
2/9 |
7 |
4,690 |
4,690 |
4,690 |
300 |
WZ0121 |
PL0000106068 |
2/9 |
7 |
4,650 |
4,650 |
4,650 |
130 |
TOTAL |
1 465 |