2012-11-07 |
MARKET DATA |
No 215 (2000) |
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 |
2 702,50 |
2 935,76 |
189 |
735,00 |
804,55 |
15 |
3 437,50 |
3 740,32 |
204 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 702,50 |
2 935,76 |
189 |
735,00 |
804,55 |
15 |
3 437,50 |
3 740,32 |
204 |
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 |
99,13 |
99,19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,52 |
100,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
97,28 |
97,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,05 |
101,03 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
95,55 |
95,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,71 |
102,63 |
102,58 |
102,73 |
102,57 |
102,73 |
102,64 |
460 000 |
486,51 |
12 |
OK0714 |
PL0000107009 |
93,84 |
93,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,92 |
103,86 |
103,91 |
103,91 |
103,91 |
103,91 |
103,91 |
25 000 |
26,72 |
1 |
DS1015 |
PL0000103602 |
106,76 |
106,60 |
106,65 |
106,72 |
106,63 |
106,72 |
106,64 |
210 000 |
224,52 |
10 |
PS0416 |
PL0000106340 |
103,76 |
103,45 |
103,45 |
103,45 |
103,45 |
103,45 |
103,45 |
10 000 |
10,62 |
1 |
PS1016 |
PL0000106795 |
103,40 |
102,96 |
103,07 |
103,45 |
103,04 |
103,34 |
103,32 |
255 000 |
263,95 |
17 |
PS0417 |
PL0000107058 |
103,63 |
103,31 |
103,30 |
103,66 |
103,25 |
103,66 |
103,57 |
305 000 |
323,74 |
21 |
DS1017 |
PL0000104543 |
106,16 |
105,77 |
105,83 |
106,15 |
105,75 |
106,15 |
105,90 |
55 000 |
58,36 |
6 |
DS1019 |
PL0000105441 |
109,90 |
108,62 |
108,65 |
109,15 |
108,65 |
109,15 |
108,92 |
25 000 |
27,29 |
3 |
DS1020 |
PL0000106126 |
108,60 |
107,26 |
107,40 |
108,00 |
107,40 |
108,00 |
107,56 |
165 000 |
177,83 |
13 |
DS1021 |
PL0000106670 |
111,41 |
110,51 |
110,63 |
111,60 |
110,61 |
111,60 |
111,02 |
325 000 |
361,57 |
26 |
WS0922 |
PL0000102646 |
113,22 |
111,24 |
111,64 |
112,86 |
111,45 |
112,20 |
111,75 |
245 000 |
275,59 |
23 |
DS1023 |
PL0000107264 |
97,50 |
96,52 |
96,82 |
97,50 |
96,70 |
97,50 |
96,95 |
105 000 |
101,97 |
12 |
WS0429 |
PL0000105391 |
114,75 |
113,33 |
113,53 |
114,75 |
113,46 |
114,75 |
113,94 |
95 000 |
111,20 |
10 |
WS0437 |
PL0000104857 |
110,00 |
110,00 |
108,00 |
111,00 |
108,00 |
111,00 |
109,63 |
10 000 |
11,23 |
3 |
IZ0816 |
PL0000103529 |
106,80 |
106,60 |
106,60 |
106,60 |
106,60 |
106,60 |
106,60 |
10 000 |
13,56 |
1 |
IZ0823 |
PL0000105359 |
111,00 |
108,35 |
108,35 |
110,30 |
108,35 |
110,30 |
109,10 |
222 500 |
279,07 |
23 |
WZ0115 |
PL0000106480 |
100,39 |
100,42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,94 |
99,94 |
99,96 |
99,96 |
99,96 |
99,96 |
99,96 |
140 000 |
142,04 |
5 |
WZ0118 |
PL0000104717 |
99,88 |
99,94 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,43 |
98,40 |
98,44 |
98,50 |
98,44 |
98,50 |
98,47 |
40 000 |
39,99 |
2 |
TOTAL |
2 702 500 |
2 935,76 |
189 |
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 |
19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
110 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
138 |
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 |
100,57 |
4,04 |
3,87 |
100,53 |
3,96 |
OK0713 |
PL0000106563 |
97,25 |
97,39 |
4,00 |
3,79 |
97,32 |
3,90 |
DS1013 |
PL0000102836 |
100,98 |
101,14 |
3,93 |
3,76 |
101,06 |
3,84 |
OK0114 |
PL0000106712 |
95,51 |
95,71 |
3,87 |
3,69 |
95,61 |
3,78 |
PS0414 |
PL0000105433 |
102,61 |
102,79 |
3,85 |
3,73 |
102,70 |
3,79 |
OK0714 |
PL0000107009 |
93,80 |
93,89 |
3,82 |
3,76 |
93,85 |
3,79 |
WZ0115 |
PL0000106480 |
100,37 |
100,48 |
--- |
--- |
100,43 |
--- |
PS0415 |
PL0000105953 |
103,87 |
104,03 |
3,81 |
3,74 |
103,95 |
3,78 |
DS1015 |
PL0000103602 |
106,55 |
106,76 |
3,86 |
3,79 |
106,66 |
3,82 |
PS0416 |
PL0000106340 |
103,50 |
103,72 |
3,89 |
3,82 |
103,61 |
3,85 |
IZ0816 |
PL0000103529 |
106,32 |
107,04 |
--- |
--- |
106,68 |
--- |
PS1016 |
PL0000106795 |
103,04 |
103,24 |
3,90 |
3,85 |
103,14 |
3,88 |
WZ0117 |
PL0000106936 |
99,88 |
100,04 |
--- |
--- |
99,96 |
--- |
PS0417 |
PL0000107058 |
103,27 |
103,43 |
3,93 |
3,89 |
103,35 |
3,91 |
DS1017 |
PL0000104543 |
105,63 |
105,95 |
3,97 |
3,90 |
105,79 |
3,94 |
WZ0118 |
PL0000104717 |
99,80 |
99,99 |
--- |
--- |
99,90 |
--- |
DS1019 |
PL0000105441 |
108,61 |
108,86 |
4,05 |
4,01 |
108,74 |
4,03 |
DS1020 |
PL0000106126 |
107,16 |
107,57 |
4,17 |
4,11 |
107,37 |
4,14 |
WZ0121 |
PL0000106068 |
98,26 |
98,47 |
--- |
--- |
98,37 |
--- |
DS1021 |
PL0000106670 |
110,52 |
110,97 |
4,31 |
4,25 |
110,75 |
4,28 |
WS0922 |
PL0000102646 |
111,49 |
111,80 |
4,29 |
4,26 |
111,65 |
4,27 |
IZ0823 |
PL0000105359 |
108,37 |
109,25 |
--- |
--- |
108,81 |
--- |
WS0429 |
PL0000105391 |
113,62 |
114,25 |
4,55 |
4,50 |
113,94 |
4,52 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,50 |
100,63 |
4,02 |
3,74 |
100,57 |
3,87 |
OK0713 |
PL0000106563 |
97,23 |
97,38 |
4,03 |
3,81 |
97,31 |
3,91 |
DS1013 |
PL0000102836 |
101,02 |
101,15 |
3,89 |
3,75 |
101,09 |
3,81 |
OK0114 |
PL0000106712 |
95,49 |
95,68 |
3,88 |
3,71 |
95,59 |
3,79 |
PS0414 |
PL0000105433 |
102,67 |
102,82 |
3,81 |
3,71 |
102,75 |
3,76 |
OK0714 |
PL0000107009 |
93,82 |
93,95 |
3,81 |
3,72 |
93,89 |
3,76 |
WZ0115 |
PL0000106480 |
100,36 |
100,50 |
--- |
--- |
100,43 |
--- |
PS0415 |
PL0000105953 |
103,89 |
104,09 |
3,80 |
3,72 |
103,99 |
3,76 |
DS1015 |
PL0000103602 |
106,68 |
106,89 |
3,82 |
3,74 |
106,79 |
3,78 |
PS0416 |
PL0000106340 |
103,63 |
103,94 |
3,85 |
3,75 |
103,79 |
3,80 |
IZ0816 |
PL0000103529 |
106,60 |
107,01 |
--- |
--- |
106,81 |
--- |
PS1016 |
PL0000106795 |
103,26 |
103,44 |
3,84 |
3,79 |
103,35 |
3,82 |
WZ0117 |
PL0000106936 |
99,90 |
100,07 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
103,41 |
103,61 |
3,89 |
3,85 |
103,51 |
3,87 |
DS1017 |
PL0000104543 |
105,91 |
106,26 |
3,91 |
3,84 |
106,09 |
3,87 |
WZ0118 |
PL0000104717 |
99,84 |
100,00 |
--- |
--- |
99,92 |
--- |
DS1019 |
PL0000105441 |
108,95 |
109,38 |
4,00 |
3,93 |
109,17 |
3,96 |
DS1020 |
PL0000106126 |
107,76 |
108,02 |
4,08 |
4,05 |
107,89 |
4,07 |
WZ0121 |
PL0000106068 |
98,38 |
98,56 |
--- |
--- |
98,47 |
--- |
DS1021 |
PL0000106670 |
111,16 |
111,61 |
4,22 |
4,17 |
111,39 |
4,20 |
WS0922 |
PL0000102646 |
111,94 |
112,51 |
4,24 |
4,17 |
112,23 |
4,21 |
IZ0823 |
PL0000105359 |
109,88 |
110,46 |
--- |
--- |
110,17 |
--- |
WS0429 |
PL0000105391 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
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 |
4,300 |
4,300 |
4,300 |
20 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
5 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,450 |
4,450 |
4,450 |
40 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,400 |
4,400 |
4,400 |
80 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,450 |
4,450 |
4,450 |
20 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
30 |
WS0922 |
PL0000102646 |
0/2 |
2 |
4,050 |
4,050 |
4,050 |
95 |
PS0414 |
PL0000105433 |
2/5 |
3 |
4,200 |
4,200 |
4,200 |
50 |
PS0415 |
PL0000105953 |
2/5 |
3 |
4,400 |
4,400 |
4,400 |
30 |
PS0416 |
PL0000106340 |
2/5 |
3 |
4,200 |
4,200 |
4,200 |
50 |
DS1020 |
PL0000106126 |
1/5 |
4 |
4,400 |
4,400 |
4,400 |
10 |
WS0922 |
PL0000102646 |
0/7 |
7 |
4,250 |
4,250 |
4,250 |
180 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,400 |
4,400 |
4,400 |
125 |
TOTAL |
735 |