2012-11-06 |
MARKET DATA |
No 214 (1999) |
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 |
1 155,00 |
1 185,44 |
68 |
1 265,00 |
1 327,73 |
18 |
2 420,00 |
2 513,17 |
86 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 155,00 |
1 185,44 |
68 |
1 265,00 |
1 327,73 |
18 |
2 420,00 |
2 513,17 |
86 |
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 |
99,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,50 |
100,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
97,26 |
97,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,03 |
101,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
95,56 |
95,69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,77 |
102,76 |
102,77 |
102,77 |
102,77 |
102,77 |
102,77 |
10 000 |
10,59 |
1 |
OK0714 |
PL0000107009 |
93,81 |
93,57 |
93,80 |
93,80 |
93,80 |
93,80 |
93,80 |
130 000 |
121,94 |
4 |
PS0415 |
PL0000105953 |
103,94 |
103,96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,77 |
106,72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,70 |
103,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,20 |
103,07 |
103,16 |
103,16 |
102,99 |
102,99 |
103,04 |
70 000 |
72,26 |
5 |
PS0417 |
PL0000107058 |
103,46 |
102,41 |
103,50 |
103,50 |
103,29 |
103,30 |
103,33 |
290 000 |
307,10 |
18 |
DS1017 |
PL0000104543 |
105,95 |
105,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,80 |
108,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,35 |
107,33 |
107,55 |
107,55 |
107,35 |
107,35 |
107,45 |
20 000 |
21,53 |
2 |
DS1021 |
PL0000106670 |
110,74 |
110,70 |
110,60 |
110,60 |
110,60 |
110,60 |
110,60 |
10 000 |
11,08 |
1 |
WS0922 |
PL0000102646 |
111,56 |
111,47 |
111,79 |
111,79 |
111,52 |
111,52 |
111,62 |
55 000 |
61,79 |
6 |
DS1023 |
PL0000107264 |
96,78 |
96,65 |
96,75 |
96,75 |
96,75 |
96,75 |
96,75 |
10 000 |
9,69 |
1 |
WS0429 |
PL0000105391 |
113,85 |
113,75 |
113,78 |
113,85 |
113,75 |
113,75 |
113,79 |
35 000 |
40,91 |
4 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,43 |
106,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,17 |
108,10 |
108,17 |
108,17 |
108,17 |
108,17 |
108,17 |
10 000 |
12,43 |
1 |
WZ0115 |
PL0000106480 |
100,40 |
100,40 |
100,40 |
100,40 |
100,40 |
100,40 |
100,40 |
50 000 |
50,94 |
5 |
WZ0117 |
PL0000106936 |
99,93 |
99,90 |
99,90 |
99,95 |
99,90 |
99,95 |
99,93 |
80 000 |
81,13 |
2 |
WZ0118 |
PL0000104717 |
99,87 |
99,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,30 |
98,21 |
98,22 |
98,33 |
98,22 |
98,33 |
98,27 |
385 000 |
384,05 |
18 |
TOTAL |
1 155 000 |
1 185,44 |
68 |
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 |
20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
111 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
139 |
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 |
100,49 |
100,61 |
4,05 |
3,79 |
100,55 |
3,92 |
OK0713 |
PL0000106563 |
97,25 |
97,39 |
3,99 |
3,78 |
97,32 |
3,88 |
DS1013 |
PL0000102836 |
101,02 |
101,14 |
3,89 |
3,76 |
101,08 |
3,83 |
OK0114 |
PL0000106712 |
95,54 |
95,73 |
3,83 |
3,66 |
95,64 |
3,74 |
PS0414 |
PL0000105433 |
102,66 |
102,84 |
3,82 |
3,70 |
102,75 |
3,76 |
OK0714 |
PL0000107009 |
93,79 |
93,90 |
3,82 |
3,75 |
93,85 |
3,78 |
WZ0115 |
PL0000106480 |
100,34 |
100,44 |
--- |
--- |
100,39 |
--- |
PS0415 |
PL0000105953 |
103,91 |
104,11 |
3,79 |
3,71 |
104,01 |
3,75 |
DS1015 |
PL0000103602 |
106,69 |
106,90 |
3,81 |
3,74 |
106,80 |
3,78 |
PS0416 |
PL0000106340 |
103,66 |
103,83 |
3,84 |
3,79 |
103,75 |
3,81 |
IZ0816 |
PL0000103529 |
106,34 |
106,81 |
--- |
--- |
106,58 |
--- |
PS1016 |
PL0000106795 |
103,13 |
103,38 |
3,88 |
3,81 |
103,26 |
3,84 |
WZ0117 |
PL0000106936 |
99,83 |
100,00 |
--- |
--- |
99,92 |
--- |
PS0417 |
PL0000107058 |
103,42 |
103,61 |
3,89 |
3,85 |
103,52 |
3,87 |
DS1017 |
PL0000104543 |
105,87 |
106,18 |
3,92 |
3,85 |
106,03 |
3,89 |
WZ0118 |
PL0000104717 |
99,75 |
99,94 |
--- |
--- |
99,85 |
--- |
DS1019 |
PL0000105441 |
108,65 |
109,06 |
4,05 |
3,98 |
108,86 |
4,01 |
DS1020 |
PL0000106126 |
107,30 |
107,75 |
4,15 |
4,09 |
107,53 |
4,12 |
WZ0121 |
PL0000106068 |
98,16 |
98,35 |
--- |
--- |
98,26 |
--- |
DS1021 |
PL0000106670 |
110,68 |
111,13 |
4,29 |
4,23 |
110,91 |
4,26 |
WS0922 |
PL0000102646 |
111,51 |
111,90 |
4,29 |
4,25 |
111,71 |
4,27 |
IZ0823 |
PL0000105359 |
107,65 |
108,24 |
--- |
--- |
107,95 |
--- |
WS0429 |
PL0000105391 |
113,73 |
114,33 |
4,54 |
4,49 |
114,03 |
4,52 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,49 |
100,61 |
4,05 |
3,79 |
100,55 |
3,92 |
OK0713 |
PL0000106563 |
97,24 |
97,39 |
4,00 |
3,78 |
97,32 |
3,88 |
DS1013 |
PL0000102836 |
101,00 |
101,11 |
3,91 |
3,79 |
101,06 |
3,85 |
OK0114 |
PL0000106712 |
95,50 |
95,70 |
3,87 |
3,69 |
95,60 |
3,78 |
PS0414 |
PL0000105433 |
102,62 |
102,81 |
3,85 |
3,72 |
102,72 |
3,78 |
OK0714 |
PL0000107009 |
93,74 |
93,89 |
3,85 |
3,76 |
93,82 |
3,80 |
WZ0115 |
PL0000106480 |
100,35 |
100,48 |
--- |
--- |
100,42 |
--- |
PS0415 |
PL0000105953 |
103,78 |
103,98 |
3,85 |
3,77 |
103,88 |
3,81 |
DS1015 |
PL0000103602 |
106,53 |
106,75 |
3,87 |
3,79 |
106,64 |
3,83 |
PS0416 |
PL0000106340 |
103,47 |
103,68 |
3,90 |
3,83 |
103,58 |
3,86 |
IZ0816 |
PL0000103529 |
106,21 |
106,79 |
--- |
--- |
106,50 |
--- |
PS1016 |
PL0000106795 |
102,93 |
103,14 |
3,93 |
3,88 |
103,04 |
3,90 |
WZ0117 |
PL0000106936 |
99,89 |
100,05 |
--- |
--- |
99,97 |
--- |
PS0417 |
PL0000107058 |
103,16 |
103,37 |
3,96 |
3,90 |
103,27 |
3,93 |
DS1017 |
PL0000104543 |
105,56 |
105,86 |
3,99 |
3,92 |
105,71 |
3,96 |
WZ0118 |
PL0000104717 |
99,79 |
99,95 |
--- |
--- |
99,87 |
--- |
DS1019 |
PL0000105441 |
108,36 |
108,70 |
4,09 |
4,04 |
108,53 |
4,07 |
DS1020 |
PL0000106126 |
107,04 |
107,45 |
4,19 |
4,13 |
107,25 |
4,16 |
WZ0121 |
PL0000106068 |
98,21 |
98,40 |
--- |
--- |
98,31 |
--- |
DS1021 |
PL0000106670 |
110,47 |
110,75 |
4,31 |
4,28 |
110,61 |
4,30 |
WS0922 |
PL0000102646 |
111,32 |
111,55 |
4,31 |
4,29 |
111,44 |
4,30 |
IZ0823 |
PL0000105359 |
107,83 |
108,44 |
--- |
--- |
108,14 |
--- |
WS0429 |
PL0000105391 |
113,34 |
113,97 |
4,57 |
4,52 |
113,66 |
4,55 |
REPO MARKET |
General Collateral (GC) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
600 |
TOTAL |
600 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
115 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
45 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,450 |
4,450 |
4,450 |
185 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,450 |
4,450 |
4,450 |
10 |
PS0415 |
PL0000105953 |
2/3 |
1 |
4,350 |
4,350 |
4,350 |
70 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,450 |
4,450 |
4,450 |
20 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
25 |
PS0416 |
PL0000106340 |
2/3 |
1 |
4,400 |
4,400 |
4,400 |
50 |
OK0713 |
PL0000106563 |
0/1 |
1 |
4,400 |
4,400 |
4,400 |
10 |
PS1016 |
PL0000106795 |
2/3 |
1 |
4,400 |
4,400 |
4,400 |
30 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,400 |
4,400 |
4,400 |
70 |
OK0713 |
PL0000106563 |
1/3 |
2 |
4,400 |
4,400 |
4,400 |
35 |
TOTAL |
665 |