2012-11-08 |
MARKET DATA |
No 216 (2001) |
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 |
725,00 |
757,87 |
49 |
2 030,00 |
2 184,55 |
22 |
2 755,00 |
2 942,42 |
71 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
725,00 |
757,87 |
49 |
2 030,00 |
2 184,55 |
22 |
2 755,00 |
2 942,42 |
71 |
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 |
99,20 |
99,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,55 |
100,55 |
100,54 |
100,55 |
100,54 |
100,54 |
100,54 |
142 500 |
147,39 |
7 |
OK0713 |
PL0000106563 |
97,33 |
97,32 |
97,32 |
97,32 |
97,32 |
97,32 |
97,32 |
82 500 |
80,29 |
4 |
DS1013 |
PL0000102836 |
101,06 |
101,06 |
101,05 |
101,05 |
101,05 |
101,05 |
101,05 |
5 000 |
5,07 |
1 |
OK0114 |
PL0000106712 |
95,61 |
95,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,73 |
102,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
93,88 |
93,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,95 |
103,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,80 |
106,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,88 |
103,84 |
103,87 |
103,87 |
103,87 |
103,87 |
103,87 |
15 000 |
15,99 |
1 |
PS1016 |
PL0000106795 |
103,42 |
103,38 |
103,42 |
103,42 |
103,42 |
103,42 |
103,42 |
45 000 |
46,64 |
3 |
PS0417 |
PL0000107058 |
103,65 |
103,54 |
103,51 |
103,66 |
103,51 |
103,60 |
103,59 |
60 000 |
63,72 |
5 |
DS1017 |
PL0000104543 |
106,31 |
106,24 |
106,35 |
106,37 |
106,31 |
106,31 |
106,34 |
65 000 |
69,29 |
4 |
DS1019 |
PL0000105441 |
109,35 |
109,25 |
109,40 |
109,40 |
109,33 |
109,35 |
109,37 |
70 000 |
76,75 |
4 |
DS1020 |
PL0000106126 |
108,21 |
108,05 |
107,97 |
107,97 |
107,97 |
107,97 |
107,97 |
10 000 |
10,82 |
1 |
DS1021 |
PL0000106670 |
111,66 |
111,50 |
111,60 |
111,60 |
111,30 |
111,57 |
111,55 |
85 000 |
95,06 |
7 |
WS0922 |
PL0000102646 |
112,38 |
112,34 |
112,60 |
112,60 |
112,35 |
112,35 |
112,43 |
15 000 |
16,98 |
2 |
DS1023 |
PL0000107264 |
98,30 |
97,59 |
97,61 |
97,65 |
97,61 |
97,65 |
97,64 |
30 000 |
29,35 |
3 |
WS0429 |
PL0000105391 |
115,99 |
114,55 |
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 |
106,85 |
106,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,18 |
110,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,40 |
100,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,93 |
99,94 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,88 |
99,85 |
99,88 |
99,88 |
99,85 |
99,85 |
99,87 |
40 000 |
40,56 |
2 |
WZ0121 |
PL0000106068 |
98,44 |
98,35 |
98,43 |
98,43 |
98,35 |
98,35 |
98,39 |
60 000 |
59,96 |
5 |
TOTAL |
725 000 |
757,87 |
49 |
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 |
16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
107 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
135 |
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 |
100,48 |
100,66 |
4,05 |
3,65 |
100,57 |
3,85 |
OK0713 |
PL0000106563 |
97,30 |
97,45 |
3,97 |
3,75 |
97,38 |
3,85 |
DS1013 |
PL0000102836 |
101,01 |
101,12 |
3,89 |
3,77 |
101,07 |
3,82 |
OK0114 |
PL0000106712 |
95,55 |
95,74 |
3,86 |
3,69 |
95,65 |
3,77 |
PS0414 |
PL0000105433 |
102,70 |
102,85 |
3,78 |
3,68 |
102,78 |
3,73 |
OK0714 |
PL0000107009 |
93,84 |
94,02 |
3,81 |
3,70 |
93,93 |
3,76 |
WZ0115 |
PL0000106480 |
100,36 |
100,48 |
--- |
--- |
100,42 |
--- |
PS0415 |
PL0000105953 |
103,90 |
104,12 |
3,79 |
3,70 |
104,01 |
3,75 |
DS1015 |
PL0000103602 |
106,77 |
107,01 |
3,78 |
3,69 |
106,89 |
3,74 |
PS0416 |
PL0000106340 |
103,82 |
104,07 |
3,79 |
3,71 |
103,95 |
3,75 |
IZ0816 |
PL0000103529 |
106,68 |
107,37 |
--- |
--- |
107,03 |
--- |
PS1016 |
PL0000106795 |
103,36 |
103,63 |
3,81 |
3,74 |
103,50 |
3,78 |
WZ0117 |
PL0000106936 |
99,88 |
100,03 |
--- |
--- |
99,96 |
--- |
PS0417 |
PL0000107058 |
103,56 |
103,85 |
3,86 |
3,79 |
103,71 |
3,82 |
DS1017 |
PL0000104543 |
106,11 |
106,41 |
3,87 |
3,80 |
106,26 |
3,83 |
WZ0118 |
PL0000104717 |
99,84 |
100,01 |
--- |
--- |
99,93 |
--- |
DS1019 |
PL0000105441 |
109,20 |
109,58 |
3,96 |
3,90 |
109,39 |
3,93 |
DS1020 |
PL0000106126 |
108,06 |
108,45 |
4,04 |
3,99 |
108,26 |
4,01 |
WZ0121 |
PL0000106068 |
98,38 |
98,59 |
--- |
--- |
98,49 |
--- |
DS1021 |
PL0000106670 |
111,53 |
111,87 |
4,18 |
4,13 |
111,70 |
4,15 |
WS0922 |
PL0000102646 |
112,29 |
112,68 |
4,20 |
4,15 |
112,49 |
4,17 |
IZ0823 |
PL0000105359 |
110,04 |
110,75 |
--- |
--- |
110,40 |
--- |
WS0429 |
PL0000105391 |
114,56 |
115,38 |
4,47 |
4,41 |
114,97 |
4,44 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,52 |
100,57 |
3,96 |
3,85 |
100,55 |
3,89 |
OK0713 |
PL0000106563 |
97,31 |
97,41 |
3,96 |
3,81 |
97,36 |
3,88 |
DS1013 |
PL0000102836 |
101,03 |
101,12 |
3,86 |
3,77 |
101,08 |
3,81 |
OK0114 |
PL0000106712 |
95,60 |
95,70 |
3,81 |
3,72 |
95,65 |
3,77 |
PS0414 |
PL0000105433 |
102,68 |
102,80 |
3,80 |
3,71 |
102,74 |
3,75 |
OK0714 |
PL0000107009 |
93,81 |
93,97 |
3,83 |
3,73 |
93,89 |
3,78 |
WZ0115 |
PL0000106480 |
100,34 |
100,44 |
--- |
--- |
100,39 |
--- |
PS0415 |
PL0000105953 |
103,85 |
104,05 |
3,81 |
3,73 |
103,95 |
3,77 |
DS1015 |
PL0000103602 |
106,65 |
106,85 |
3,82 |
3,75 |
106,75 |
3,79 |
PS0416 |
PL0000106340 |
103,69 |
103,87 |
3,83 |
3,77 |
103,78 |
3,80 |
IZ0816 |
PL0000103529 |
106,69 |
107,31 |
--- |
--- |
107,00 |
--- |
PS1016 |
PL0000106795 |
103,26 |
103,42 |
3,84 |
3,80 |
103,34 |
3,82 |
WZ0117 |
PL0000106936 |
99,85 |
99,99 |
--- |
--- |
99,92 |
--- |
PS0417 |
PL0000107058 |
103,54 |
103,71 |
3,86 |
3,82 |
103,63 |
3,84 |
DS1017 |
PL0000104543 |
106,01 |
106,29 |
3,89 |
3,83 |
106,15 |
3,86 |
WZ0118 |
PL0000104717 |
99,78 |
99,95 |
--- |
--- |
99,87 |
--- |
DS1019 |
PL0000105441 |
109,05 |
109,40 |
3,98 |
3,93 |
109,23 |
3,95 |
DS1020 |
PL0000106126 |
107,88 |
108,20 |
4,07 |
4,02 |
108,04 |
4,04 |
WZ0121 |
PL0000106068 |
98,26 |
98,46 |
--- |
--- |
98,36 |
--- |
DS1021 |
PL0000106670 |
111,35 |
111,68 |
4,20 |
4,16 |
111,52 |
4,18 |
WS0922 |
PL0000102646 |
112,24 |
112,46 |
4,20 |
4,18 |
112,35 |
4,19 |
IZ0823 |
PL0000105359 |
110,00 |
110,63 |
--- |
--- |
110,32 |
--- |
WS0429 |
PL0000105391 |
114,33 |
115,01 |
4,49 |
4,44 |
114,67 |
4,47 |
REPO MARKET |
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 |
4,400 |
4,400 |
4,400 |
50 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
40 |
OK0713 |
PL0000106563 |
0/1 |
1 |
4,300 |
4,300 |
4,300 |
15 |
WS0922 |
PL0000102646 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
20 |
DS1017 |
PL0000104543 |
1/4 |
3 |
4,350 |
4,350 |
4,350 |
40 |
PS0413 |
PL0000105037 |
1/4 |
3 |
4,400 |
4,400 |
4,400 |
190 |
PS0414 |
PL0000105433 |
1/4 |
3 |
4,200 |
4,400 |
4,310 |
250 |
DS1019 |
PL0000105441 |
1/4 |
3 |
4,350 |
4,400 |
4,375 |
40 |
DS1020 |
PL0000106126 |
1/4 |
3 |
4,400 |
4,400 |
4,400 |
40 |
DS1021 |
PL0000106670 |
1/4 |
3 |
4,350 |
4,350 |
4,350 |
35 |
OK0114 |
PL0000106712 |
1/4 |
3 |
4,350 |
4,350 |
4,350 |
30 |
WS0922 |
PL0000102646 |
1/5 |
4 |
4,000 |
4,000 |
4,000 |
80 |
DS1017 |
PL0000104543 |
1/5 |
4 |
4,370 |
4,370 |
4,370 |
20 |
WS0922 |
PL0000102646 |
1/8 |
7 |
4,000 |
4,000 |
4,000 |
100 |
PS0413 |
PL0000105037 |
4/11 |
7 |
4,420 |
4,420 |
4,420 |
190 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,400 |
4,400 |
4,400 |
450 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,400 |
4,400 |
4,400 |
295 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,400 |
4,400 |
4,400 |
145 |
TOTAL |
2 030 |