2012-11-09 |
MARKET DATA |
No 217 (2002) |
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 |
1 882,50 |
2 018,56 |
135 |
840,00 |
881,11 |
16 |
2 722,50 |
2 899,67 |
151 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 882,50 |
2 018,56 |
135 |
840,00 |
881,11 |
16 |
2 722,50 |
2 899,67 |
151 |
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 |
99,21 |
99,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,55 |
100,57 |
100,55 |
100,55 |
100,54 |
100,54 |
100,55 |
187 500 |
193,98 |
4 |
OK0713 |
PL0000106563 |
97,36 |
97,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,05 |
101,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
95,65 |
95,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,80 |
102,78 |
102,80 |
102,80 |
102,80 |
102,80 |
102,80 |
30 000 |
31,79 |
1 |
OK0714 |
PL0000107009 |
94,00 |
93,94 |
93,94 |
94,03 |
93,94 |
94,01 |
93,99 |
252 500 |
237,32 |
13 |
PS0415 |
PL0000105953 |
104,09 |
104,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,95 |
106,81 |
106,89 |
106,89 |
106,89 |
106,89 |
106,89 |
2 500 |
2,68 |
1 |
PS0416 |
PL0000106340 |
104,08 |
103,87 |
104,08 |
104,08 |
104,02 |
104,02 |
104,05 |
20 000 |
21,36 |
2 |
PS1016 |
PL0000106795 |
103,63 |
103,43 |
103,50 |
103,60 |
103,50 |
103,60 |
103,58 |
90 000 |
93,44 |
7 |
PS0417 |
PL0000107058 |
104,00 |
103,69 |
104,01 |
104,02 |
104,01 |
104,02 |
104,01 |
70 000 |
74,65 |
5 |
DS1017 |
PL0000104543 |
106,64 |
106,18 |
106,60 |
106,60 |
106,59 |
106,59 |
106,60 |
35 000 |
37,40 |
2 |
DS1019 |
PL0000105441 |
110,01 |
109,31 |
109,85 |
109,90 |
109,60 |
109,90 |
109,78 |
15 000 |
16,51 |
3 |
DS1020 |
PL0000106126 |
108,86 |
108,20 |
108,39 |
108,85 |
108,31 |
108,85 |
108,48 |
235 000 |
255,56 |
19 |
DS1021 |
PL0000106670 |
112,42 |
111,61 |
111,85 |
112,50 |
111,85 |
112,50 |
112,23 |
417 500 |
469,81 |
35 |
WS0922 |
PL0000102646 |
113,36 |
112,40 |
112,45 |
113,43 |
112,45 |
113,43 |
112,79 |
202 500 |
230,03 |
19 |
DS1023 |
PL0000107264 |
98,49 |
97,66 |
98,00 |
98,50 |
98,00 |
98,50 |
98,33 |
75 000 |
73,91 |
7 |
WS0429 |
PL0000105391 |
116,30 |
114,89 |
116,00 |
116,00 |
116,00 |
116,00 |
116,00 |
10 000 |
11,92 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,80 |
107,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,20 |
109,90 |
110,20 |
110,20 |
110,00 |
110,00 |
110,06 |
100 000 |
126,57 |
10 |
WZ0115 |
PL0000106480 |
100,40 |
100,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,95 |
99,96 |
99,94 |
99,95 |
99,94 |
99,95 |
99,94 |
110 000 |
111,65 |
4 |
WZ0118 |
PL0000104717 |
99,82 |
99,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,35 |
98,41 |
98,35 |
98,35 |
98,35 |
98,35 |
98,35 |
30 000 |
29,97 |
2 |
TOTAL |
1 882 500 |
2 018,56 |
135 |
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 |
15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
106 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
134 |
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 |
100,54 |
100,59 |
3,91 |
3,80 |
100,57 |
3,84 |
OK0713 |
PL0000106563 |
97,33 |
97,49 |
3,94 |
3,70 |
97,41 |
3,82 |
DS1013 |
PL0000102836 |
100,98 |
101,10 |
3,91 |
3,78 |
101,04 |
3,85 |
OK0114 |
PL0000106712 |
95,62 |
95,80 |
3,80 |
3,64 |
95,71 |
3,72 |
PS0414 |
PL0000105433 |
102,73 |
102,87 |
3,76 |
3,66 |
102,80 |
3,71 |
OK0714 |
PL0000107009 |
93,94 |
94,03 |
3,75 |
3,70 |
93,99 |
3,72 |
WZ0115 |
PL0000106480 |
100,33 |
100,45 |
--- |
--- |
100,39 |
--- |
PS0415 |
PL0000105953 |
104,01 |
104,23 |
3,74 |
3,65 |
104,12 |
3,70 |
DS1015 |
PL0000103602 |
106,86 |
107,10 |
3,74 |
3,66 |
106,98 |
3,70 |
PS0416 |
PL0000106340 |
103,90 |
104,13 |
3,76 |
3,69 |
104,02 |
3,73 |
IZ0816 |
PL0000103529 |
106,68 |
107,39 |
--- |
--- |
107,04 |
--- |
PS1016 |
PL0000106795 |
103,42 |
103,73 |
3,80 |
3,71 |
103,58 |
3,75 |
WZ0117 |
PL0000106936 |
99,84 |
100,01 |
--- |
--- |
99,93 |
--- |
PS0417 |
PL0000107058 |
103,74 |
104,05 |
3,81 |
3,74 |
103,90 |
3,77 |
DS1017 |
PL0000104543 |
106,33 |
106,63 |
3,82 |
3,75 |
106,48 |
3,79 |
WZ0118 |
PL0000104717 |
99,78 |
99,96 |
--- |
--- |
99,87 |
--- |
DS1019 |
PL0000105441 |
109,34 |
109,78 |
3,93 |
3,87 |
109,56 |
3,90 |
DS1020 |
PL0000106126 |
108,21 |
108,60 |
4,02 |
3,96 |
108,41 |
3,99 |
WZ0121 |
PL0000106068 |
98,27 |
98,47 |
--- |
--- |
98,37 |
--- |
DS1021 |
PL0000106670 |
111,62 |
111,98 |
4,16 |
4,12 |
111,80 |
4,14 |
WS0922 |
PL0000102646 |
112,41 |
112,84 |
4,18 |
4,13 |
112,63 |
4,16 |
IZ0823 |
PL0000105359 |
110,08 |
110,81 |
--- |
--- |
110,45 |
--- |
WS0429 |
PL0000105391 |
114,92 |
115,61 |
4,45 |
4,39 |
115,27 |
4,42 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,53 |
100,59 |
3,93 |
3,80 |
100,56 |
3,86 |
OK0713 |
PL0000106563 |
97,35 |
97,47 |
3,91 |
3,73 |
97,41 |
3,82 |
DS1013 |
PL0000102836 |
101,03 |
101,09 |
3,86 |
3,80 |
101,06 |
3,83 |
OK0114 |
PL0000106712 |
95,63 |
95,78 |
3,79 |
3,66 |
95,71 |
3,72 |
PS0414 |
PL0000105433 |
102,75 |
102,89 |
3,74 |
3,64 |
102,82 |
3,69 |
OK0714 |
PL0000107009 |
93,98 |
94,06 |
3,73 |
3,68 |
94,02 |
3,70 |
WZ0115 |
PL0000106480 |
100,37 |
100,45 |
--- |
--- |
100,41 |
--- |
PS0415 |
PL0000105953 |
104,05 |
104,27 |
3,73 |
3,63 |
104,16 |
3,68 |
DS1015 |
PL0000103602 |
106,92 |
107,15 |
3,72 |
3,64 |
107,04 |
3,68 |
PS0416 |
PL0000106340 |
103,92 |
104,13 |
3,76 |
3,69 |
104,03 |
3,72 |
IZ0816 |
PL0000103529 |
106,60 |
107,21 |
--- |
--- |
106,91 |
--- |
PS1016 |
PL0000106795 |
103,60 |
103,88 |
3,75 |
3,67 |
103,74 |
3,71 |
WZ0117 |
PL0000106936 |
99,89 |
100,02 |
--- |
--- |
99,96 |
--- |
PS0417 |
PL0000107058 |
103,96 |
104,25 |
3,76 |
3,69 |
104,11 |
3,72 |
DS1017 |
PL0000104543 |
106,60 |
106,88 |
3,76 |
3,70 |
106,74 |
3,73 |
WZ0118 |
PL0000104717 |
99,76 |
99,95 |
--- |
--- |
99,86 |
--- |
DS1019 |
PL0000105441 |
109,85 |
110,16 |
3,85 |
3,81 |
110,01 |
3,83 |
DS1020 |
PL0000106126 |
108,80 |
109,12 |
3,94 |
3,89 |
108,96 |
3,91 |
WZ0121 |
PL0000106068 |
98,29 |
98,48 |
--- |
--- |
98,39 |
--- |
DS1021 |
PL0000106670 |
112,34 |
112,62 |
4,07 |
4,04 |
112,48 |
4,06 |
WS0922 |
PL0000102646 |
113,21 |
113,71 |
4,09 |
4,03 |
113,46 |
4,06 |
IZ0823 |
PL0000105359 |
109,87 |
110,43 |
--- |
--- |
110,15 |
--- |
WS0429 |
PL0000105391 |
115,94 |
116,60 |
4,37 |
4,31 |
116,27 |
4,34 |
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 |
4,390 |
4,390 |
4,390 |
20 |
PS0414 |
PL0000105433 |
3/4 |
1 |
4,300 |
4,350 |
4,319 |
130 |
DS1019 |
PL0000105441 |
3/4 |
1 |
4,450 |
4,450 |
4,450 |
20 |
PS0415 |
PL0000105953 |
3/4 |
1 |
4,350 |
4,350 |
4,350 |
80 |
DS1020 |
PL0000106126 |
3/4 |
1 |
4,400 |
4,400 |
4,400 |
135 |
PS0416 |
PL0000106340 |
3/4 |
1 |
4,350 |
4,390 |
4,353 |
115 |
DS1021 |
PL0000106670 |
3/4 |
1 |
4,450 |
4,450 |
4,450 |
35 |
OK0114 |
PL0000106712 |
3/4 |
1 |
4,350 |
4,350 |
4,350 |
125 |
WZ0117 |
PL0000106936 |
3/4 |
1 |
4,390 |
4,390 |
4,390 |
10 |
DS1017 |
PL0000104543 |
0/3 |
3 |
4,390 |
4,390 |
4,390 |
85 |
PS0416 |
PL0000106340 |
0/3 |
3 |
4,400 |
4,400 |
4,400 |
40 |
OK0114 |
PL0000106712 |
0/3 |
3 |
4,250 |
4,250 |
4,250 |
45 |
TOTAL |
840 |