2012-11-02 |
MARKET DATA |
No 212 (1997) |
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 |
1 912,50 |
2 010,93 |
139 |
550,00 |
585,70 |
8 |
2 462,50 |
2 596,63 |
147 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 912,50 |
2 010,93 |
139 |
550,00 |
585,70 |
8 |
2 462,50 |
2 596,63 |
147 |
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 |
99,11 |
99,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,48 |
100,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
97,25 |
97,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,05 |
101,08 |
101,05 |
101,05 |
101,04 |
101,04 |
101,04 |
170 000 |
172,07 |
3 |
OK0114 |
PL0000106712 |
95,53 |
95,59 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,68 |
102,69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
93,75 |
93,73 |
93,74 |
93,76 |
93,73 |
93,76 |
93,74 |
155 000 |
145,30 |
7 |
PS0415 |
PL0000105953 |
103,86 |
103,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,74 |
106,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,43 |
103,24 |
103,35 |
103,55 |
103,35 |
103,55 |
103,44 |
135 000 |
143,25 |
7 |
PS1016 |
PL0000106795 |
102,92 |
102,69 |
102,80 |
102,96 |
102,73 |
102,89 |
102,82 |
185 000 |
190,51 |
14 |
PS0417 |
PL0000107058 |
103,05 |
102,81 |
102,81 |
103,15 |
102,81 |
103,15 |
102,96 |
160 000 |
168,79 |
14 |
DS1017 |
PL0000104543 |
105,74 |
105,10 |
105,32 |
105,55 |
105,32 |
105,55 |
105,37 |
177 500 |
187,33 |
13 |
DS1019 |
PL0000105441 |
108,05 |
107,38 |
107,79 |
108,20 |
107,79 |
108,20 |
107,87 |
155 000 |
167,47 |
12 |
DS1020 |
PL0000106126 |
106,70 |
105,61 |
106,54 |
106,75 |
106,54 |
106,75 |
106,61 |
42 500 |
45,38 |
5 |
DS1021 |
PL0000106670 |
110,00 |
109,30 |
109,50 |
109,85 |
109,45 |
109,85 |
109,69 |
220 000 |
241,73 |
18 |
WS0922 |
PL0000102646 |
110,63 |
109,70 |
109,70 |
110,75 |
109,70 |
110,55 |
110,24 |
255 000 |
282,87 |
23 |
DS1023 |
PL0000107264 |
96,05 |
95,33 |
95,70 |
96,00 |
95,65 |
96,00 |
95,85 |
167 500 |
160,77 |
15 |
WS0429 |
PL0000105391 |
122,25 |
111,76 |
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 |
106,63 |
106,00 |
106,25 |
106,25 |
106,25 |
106,25 |
106,25 |
10 000 |
13,51 |
1 |
IZ0823 |
PL0000105359 |
107,10 |
106,93 |
107,00 |
107,15 |
107,00 |
107,10 |
107,09 |
50 000 |
61,54 |
5 |
WZ0115 |
PL0000106480 |
100,38 |
100,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,29 |
99,91 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,79 |
99,76 |
99,85 |
99,88 |
99,85 |
99,88 |
99,86 |
30 000 |
30,39 |
2 |
WZ0121 |
PL0000106068 |
98,00 |
97,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 912 500 |
2 010,93 |
139 |
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 |
22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
113 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
141 |
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 |
100,60 |
4,13 |
3,83 |
100,53 |
3,98 |
OK0713 |
PL0000106563 |
97,22 |
97,35 |
4,00 |
3,81 |
97,29 |
3,90 |
DS1013 |
PL0000102836 |
101,01 |
101,15 |
3,91 |
3,76 |
101,08 |
3,83 |
OK0114 |
PL0000106712 |
95,45 |
95,61 |
3,89 |
3,75 |
95,53 |
3,82 |
PS0414 |
PL0000105433 |
102,60 |
102,77 |
3,87 |
3,75 |
102,69 |
3,81 |
OK0714 |
PL0000107009 |
93,70 |
93,76 |
3,87 |
3,83 |
93,73 |
3,85 |
WZ0115 |
PL0000106480 |
100,30 |
100,43 |
--- |
--- |
100,37 |
--- |
PS0415 |
PL0000105953 |
103,79 |
104,01 |
3,85 |
3,76 |
103,90 |
3,80 |
DS1015 |
PL0000103602 |
106,54 |
106,76 |
3,87 |
3,79 |
106,65 |
3,83 |
PS0416 |
PL0000106340 |
103,30 |
103,45 |
3,95 |
3,91 |
103,38 |
3,93 |
IZ0816 |
PL0000103529 |
105,68 |
106,23 |
--- |
--- |
105,96 |
--- |
PS1016 |
PL0000106795 |
102,66 |
102,82 |
4,01 |
3,96 |
102,74 |
3,99 |
WZ0117 |
PL0000106936 |
99,81 |
100,09 |
--- |
--- |
99,95 |
--- |
PS0417 |
PL0000107058 |
102,85 |
103,02 |
4,03 |
3,99 |
102,94 |
4,01 |
DS1017 |
PL0000104543 |
105,27 |
105,51 |
4,05 |
4,00 |
105,39 |
4,03 |
WZ0118 |
PL0000104717 |
99,62 |
99,85 |
--- |
--- |
99,74 |
--- |
DS1019 |
PL0000105441 |
107,52 |
107,92 |
4,23 |
4,16 |
107,72 |
4,20 |
DS1020 |
PL0000106126 |
105,78 |
106,23 |
4,37 |
4,31 |
106,01 |
4,34 |
WZ0121 |
PL0000106068 |
97,91 |
98,10 |
--- |
--- |
98,01 |
--- |
DS1021 |
PL0000106670 |
109,28 |
109,56 |
4,47 |
4,43 |
109,42 |
4,45 |
WS0922 |
PL0000102646 |
109,75 |
110,15 |
4,50 |
4,45 |
109,95 |
4,48 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WS0429 |
PL0000105391 |
111,35 |
112,46 |
4,74 |
4,64 |
111,91 |
4,69 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,46 |
100,60 |
4,13 |
3,83 |
100,53 |
3,98 |
OK0713 |
PL0000106563 |
97,19 |
97,35 |
4,04 |
3,81 |
97,27 |
3,92 |
DS1013 |
PL0000102836 |
101,01 |
101,12 |
3,91 |
3,79 |
101,07 |
3,84 |
OK0114 |
PL0000106712 |
95,50 |
95,62 |
3,85 |
3,74 |
95,56 |
3,80 |
PS0414 |
PL0000105433 |
102,65 |
102,78 |
3,84 |
3,75 |
102,72 |
3,79 |
OK0714 |
PL0000107009 |
93,73 |
93,82 |
3,85 |
3,79 |
93,78 |
3,82 |
WZ0115 |
PL0000106480 |
100,33 |
100,44 |
--- |
--- |
100,39 |
--- |
PS0415 |
PL0000105953 |
103,73 |
103,88 |
3,87 |
3,81 |
103,81 |
3,84 |
DS1015 |
PL0000103602 |
106,67 |
106,83 |
3,83 |
3,77 |
106,75 |
3,80 |
PS0416 |
PL0000106340 |
103,36 |
103,54 |
3,93 |
3,88 |
103,45 |
3,91 |
IZ0816 |
PL0000103529 |
105,99 |
106,40 |
--- |
--- |
106,20 |
--- |
PS1016 |
PL0000106795 |
102,84 |
103,06 |
3,96 |
3,90 |
102,95 |
3,93 |
WZ0117 |
PL0000106936 |
99,82 |
100,06 |
--- |
--- |
99,94 |
--- |
PS0417 |
PL0000107058 |
102,96 |
103,18 |
4,00 |
3,95 |
103,07 |
3,98 |
DS1017 |
PL0000104543 |
105,55 |
105,79 |
3,99 |
3,94 |
105,67 |
3,97 |
WZ0118 |
PL0000104717 |
99,66 |
99,95 |
--- |
--- |
99,81 |
--- |
DS1019 |
PL0000105441 |
107,96 |
108,36 |
4,16 |
4,09 |
108,16 |
4,13 |
DS1020 |
PL0000106126 |
106,63 |
107,02 |
4,25 |
4,19 |
106,83 |
4,22 |
WZ0121 |
PL0000106068 |
97,91 |
98,10 |
--- |
--- |
98,01 |
--- |
DS1021 |
PL0000106670 |
109,94 |
110,28 |
4,38 |
4,34 |
110,11 |
4,36 |
WS0922 |
PL0000102646 |
110,55 |
110,82 |
4,41 |
4,37 |
110,69 |
4,39 |
IZ0823 |
PL0000105359 |
106,90 |
107,59 |
--- |
--- |
107,25 |
--- |
WS0429 |
PL0000105391 |
112,63 |
113,38 |
4,63 |
4,57 |
113,01 |
4,60 |
REPO MARKET |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
3/4 |
1 |
4,650 |
4,650 |
4,650 |
50 |
PS0414 |
PL0000105433 |
3/4 |
1 |
4,650 |
4,650 |
4,650 |
100 |
DS1019 |
PL0000105441 |
3/4 |
1 |
4,650 |
4,650 |
4,650 |
55 |
DS1019 |
PL0000105441 |
4/5 |
1 |
4,450 |
4,450 |
4,450 |
90 |
DS1020 |
PL0000106126 |
3/4 |
1 |
4,650 |
4,650 |
4,650 |
20 |
PS0416 |
PL0000106340 |
3/4 |
1 |
4,650 |
4,650 |
4,650 |
85 |
PS1016 |
PL0000106795 |
4/5 |
1 |
4,400 |
4,400 |
4,400 |
50 |
DS1019 |
PL0000105441 |
0/3 |
3 |
4,650 |
4,650 |
4,650 |
100 |
TOTAL |
550 |