2012-11-05 |
MARKET DATA |
No 213 (1998) |
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 |
1 127,50 |
1 202,46 |
83 |
750,00 |
804,09 |
18 |
1 877,50 |
2 006,55 |
101 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 127,50 |
1 202,46 |
83 |
750,00 |
804,09 |
18 |
1 877,50 |
2 006,55 |
101 |
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 |
99,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,48 |
100,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
97,25 |
97,35 |
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 |
95,56 |
95,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,68 |
102,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
93,78 |
93,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,90 |
103,90 |
103,92 |
103,95 |
103,92 |
103,94 |
103,94 |
135 000 |
144,30 |
8 |
DS1015 |
PL0000103602 |
106,84 |
106,79 |
106,84 |
106,84 |
106,80 |
106,82 |
106,82 |
95 000 |
101,71 |
6 |
PS0416 |
PL0000106340 |
103,70 |
103,60 |
103,60 |
103,60 |
103,60 |
103,60 |
103,60 |
75 000 |
79,71 |
2 |
PS1016 |
PL0000106795 |
103,10 |
103,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,50 |
103,26 |
103,50 |
103,50 |
103,26 |
103,26 |
103,31 |
70 000 |
74,11 |
5 |
DS1017 |
PL0000104543 |
105,80 |
105,76 |
105,80 |
105,80 |
105,80 |
105,80 |
105,80 |
15 000 |
15,90 |
1 |
DS1019 |
PL0000105441 |
108,63 |
108,38 |
108,56 |
108,61 |
108,56 |
108,57 |
108,59 |
70 000 |
76,15 |
8 |
DS1020 |
PL0000106126 |
107,11 |
106,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,60 |
110,29 |
110,36 |
110,72 |
110,36 |
110,72 |
110,54 |
45 000 |
49,84 |
4 |
WS0922 |
PL0000102646 |
111,42 |
110,80 |
110,95 |
111,40 |
110,95 |
111,40 |
111,25 |
165 000 |
184,73 |
16 |
DS1023 |
PL0000107264 |
96,70 |
95,92 |
96,25 |
96,65 |
96,25 |
96,65 |
96,42 |
125 000 |
120,70 |
11 |
WS0429 |
PL0000105391 |
113,50 |
113,20 |
113,45 |
113,45 |
113,45 |
113,45 |
113,45 |
10 000 |
11,65 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,20 |
106,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
107,70 |
107,45 |
107,45 |
107,85 |
107,45 |
107,85 |
107,54 |
92 500 |
114,34 |
9 |
WZ0115 |
PL0000106480 |
100,37 |
100,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,89 |
99,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,76 |
99,82 |
99,88 |
99,88 |
99,88 |
99,88 |
99,88 |
15 000 |
15,20 |
1 |
WZ0121 |
PL0000106068 |
98,17 |
98,08 |
98,09 |
98,18 |
98,09 |
98,14 |
98,13 |
215 000 |
214,13 |
11 |
TOTAL |
1 127 500 |
1 202,46 |
83 |
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 |
21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
112 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
140 |
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 |
100,47 |
100,62 |
4,10 |
3,78 |
100,55 |
3,93 |
OK0713 |
PL0000106563 |
97,23 |
97,37 |
4,00 |
3,79 |
97,30 |
3,90 |
DS1013 |
PL0000102836 |
101,01 |
101,15 |
3,90 |
3,75 |
101,08 |
3,83 |
OK0114 |
PL0000106712 |
95,52 |
95,69 |
3,84 |
3,69 |
95,61 |
3,76 |
PS0414 |
PL0000105433 |
102,62 |
102,79 |
3,85 |
3,74 |
102,71 |
3,79 |
OK0714 |
PL0000107009 |
93,70 |
93,87 |
3,87 |
3,76 |
93,79 |
3,82 |
WZ0115 |
PL0000106480 |
100,33 |
100,52 |
--- |
--- |
100,43 |
--- |
PS0415 |
PL0000105953 |
103,80 |
103,95 |
3,84 |
3,78 |
103,88 |
3,81 |
DS1015 |
PL0000103602 |
106,72 |
106,94 |
3,81 |
3,73 |
106,83 |
3,77 |
PS0416 |
PL0000106340 |
103,44 |
103,63 |
3,91 |
3,85 |
103,54 |
3,88 |
IZ0816 |
PL0000103529 |
105,93 |
106,52 |
--- |
--- |
106,23 |
--- |
PS1016 |
PL0000106795 |
102,94 |
103,18 |
3,93 |
3,87 |
103,06 |
3,90 |
WZ0117 |
PL0000106936 |
99,77 |
100,04 |
--- |
--- |
99,91 |
--- |
PS0417 |
PL0000107058 |
103,10 |
103,40 |
3,97 |
3,90 |
103,25 |
3,93 |
DS1017 |
PL0000104543 |
105,61 |
105,90 |
3,98 |
3,92 |
105,76 |
3,95 |
WZ0118 |
PL0000104717 |
99,61 |
99,93 |
--- |
--- |
99,77 |
--- |
DS1019 |
PL0000105441 |
108,12 |
108,55 |
4,13 |
4,06 |
108,34 |
4,10 |
DS1020 |
PL0000106126 |
106,72 |
107,12 |
4,23 |
4,18 |
106,92 |
4,21 |
WZ0121 |
PL0000106068 |
97,90 |
98,13 |
--- |
--- |
98,02 |
--- |
DS1021 |
PL0000106670 |
110,11 |
110,47 |
4,36 |
4,31 |
110,29 |
4,34 |
WS0922 |
PL0000102646 |
110,71 |
111,10 |
4,39 |
4,34 |
110,91 |
4,36 |
IZ0823 |
PL0000105359 |
106,82 |
107,51 |
--- |
--- |
107,17 |
--- |
WS0429 |
PL0000105391 |
112,85 |
113,47 |
4,61 |
4,56 |
113,16 |
4,59 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,47 |
100,62 |
4,10 |
3,78 |
100,55 |
3,93 |
OK0713 |
PL0000106563 |
97,24 |
97,37 |
3,98 |
3,79 |
97,31 |
3,88 |
DS1013 |
PL0000102836 |
101,01 |
101,14 |
3,90 |
3,76 |
101,08 |
3,83 |
OK0114 |
PL0000106712 |
95,53 |
95,66 |
3,83 |
3,71 |
95,60 |
3,77 |
PS0414 |
PL0000105433 |
102,63 |
102,80 |
3,85 |
3,73 |
102,72 |
3,78 |
OK0714 |
PL0000107009 |
93,71 |
93,86 |
3,87 |
3,77 |
93,79 |
3,82 |
WZ0115 |
PL0000106480 |
100,34 |
100,43 |
--- |
--- |
100,39 |
--- |
PS0415 |
PL0000105953 |
103,88 |
103,99 |
3,81 |
3,76 |
103,94 |
3,78 |
DS1015 |
PL0000103602 |
106,72 |
106,83 |
3,81 |
3,77 |
106,78 |
3,79 |
PS0416 |
PL0000106340 |
103,58 |
103,75 |
3,87 |
3,81 |
103,67 |
3,84 |
IZ0816 |
PL0000103529 |
106,14 |
106,79 |
--- |
--- |
106,47 |
--- |
PS1016 |
PL0000106795 |
103,01 |
103,22 |
3,91 |
3,86 |
103,12 |
3,88 |
WZ0117 |
PL0000106936 |
99,84 |
99,99 |
--- |
--- |
99,92 |
--- |
PS0417 |
PL0000107058 |
103,20 |
103,42 |
3,95 |
3,89 |
103,31 |
3,92 |
DS1017 |
PL0000104543 |
105,71 |
105,96 |
3,96 |
3,90 |
105,84 |
3,93 |
WZ0118 |
PL0000104717 |
99,70 |
99,90 |
--- |
--- |
99,80 |
--- |
DS1019 |
PL0000105441 |
108,41 |
108,78 |
4,09 |
4,03 |
108,60 |
4,06 |
DS1020 |
PL0000106126 |
106,98 |
107,39 |
4,20 |
4,14 |
107,19 |
4,17 |
WZ0121 |
PL0000106068 |
98,10 |
98,27 |
--- |
--- |
98,19 |
--- |
DS1021 |
PL0000106670 |
110,39 |
110,74 |
4,32 |
4,28 |
110,57 |
4,30 |
WS0922 |
PL0000102646 |
111,27 |
111,47 |
4,32 |
4,30 |
111,37 |
4,31 |
IZ0823 |
PL0000105359 |
107,42 |
107,82 |
--- |
--- |
107,62 |
--- |
WS0429 |
PL0000105391 |
113,35 |
113,83 |
4,57 |
4,53 |
113,59 |
4,55 |
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 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
10 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,450 |
4,450 |
4,450 |
100 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
10 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,450 |
4,450 |
4,450 |
20 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,500 |
4,500 |
4,500 |
10 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
20 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,500 |
4,550 |
4,536 |
70 |
PS0416 |
PL0000106340 |
2/3 |
1 |
4,400 |
4,400 |
4,400 |
50 |
PS0417 |
PL0000107058 |
0/1 |
1 |
4,500 |
4,500 |
4,500 |
45 |
DS1019 |
PL0000105441 |
0/2 |
2 |
4,450 |
4,450 |
4,450 |
20 |
PS0416 |
PL0000106340 |
0/2 |
2 |
4,550 |
4,550 |
4,550 |
15 |
DS1017 |
PL0000104543 |
1/4 |
3 |
4,450 |
4,450 |
4,450 |
35 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,450 |
4,450 |
4,450 |
20 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,500 |
4,500 |
4,500 |
200 |
DS1019 |
PL0000105441 |
2/9 |
7 |
4,450 |
4,450 |
4,450 |
70 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,500 |
4,500 |
4,500 |
55 |
TOTAL |
750 |