2012-11-12 |
MARKET DATA |
No 218 (2003) |
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 |
317,50 |
336,52 |
32 |
3 370,00 |
3 561,40 |
42 |
3 687,50 |
3 897,91 |
74 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
317,50 |
336,52 |
32 |
3 370,00 |
3 561,40 |
42 |
3 687,50 |
3 897,91 |
74 |
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 |
99,22 |
99,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,54 |
100,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
97,37 |
97,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,02 |
101,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
95,72 |
95,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,77 |
102,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
93,98 |
94,03 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,06 |
104,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,95 |
107,05 |
107,12 |
107,12 |
107,12 |
107,12 |
107,12 |
10 000 |
10,75 |
1 |
PS0416 |
PL0000106340 |
103,97 |
104,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,66 |
103,73 |
103,63 |
103,63 |
103,63 |
103,63 |
103,63 |
25 000 |
25,97 |
1 |
PS0417 |
PL0000107058 |
104,01 |
104,05 |
104,05 |
104,05 |
104,05 |
104,05 |
104,05 |
10 000 |
10,67 |
1 |
DS1017 |
PL0000104543 |
106,70 |
106,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
109,96 |
109,91 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,90 |
108,90 |
108,79 |
108,95 |
108,79 |
108,95 |
108,88 |
25 000 |
27,29 |
4 |
DS1021 |
PL0000106670 |
112,42 |
112,46 |
112,52 |
112,52 |
112,52 |
112,52 |
112,52 |
35 000 |
39,49 |
4 |
WS0922 |
PL0000102646 |
113,40 |
113,18 |
113,18 |
113,40 |
113,18 |
113,40 |
113,24 |
80 000 |
91,24 |
7 |
DS1023 |
PL0000107264 |
98,48 |
98,21 |
98,21 |
98,43 |
98,21 |
98,43 |
98,34 |
130 000 |
128,12 |
13 |
WS0429 |
PL0000105391 |
116,12 |
116,20 |
115,91 |
115,91 |
115,91 |
115,91 |
115,91 |
2 500 |
2,98 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,65 |
107,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,00 |
110,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,38 |
100,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,89 |
99,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,77 |
99,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,30 |
98,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
317 500 |
336,52 |
32 |
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 |
14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
105 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
133 |
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 |
100,53 |
100,62 |
3,92 |
3,72 |
100,58 |
3,81 |
OK0713 |
PL0000106563 |
97,35 |
97,48 |
3,93 |
3,73 |
97,42 |
3,82 |
DS1013 |
PL0000102836 |
101,01 |
101,11 |
3,88 |
3,77 |
101,06 |
3,82 |
OK0114 |
PL0000106712 |
95,62 |
95,79 |
3,81 |
3,66 |
95,71 |
3,73 |
PS0414 |
PL0000105433 |
102,73 |
102,85 |
3,75 |
3,67 |
102,79 |
3,71 |
OK0714 |
PL0000107009 |
93,94 |
94,08 |
3,76 |
3,67 |
94,01 |
3,72 |
WZ0115 |
PL0000106480 |
100,35 |
100,48 |
--- |
--- |
100,42 |
--- |
PS0415 |
PL0000105953 |
104,03 |
104,25 |
3,73 |
3,64 |
104,14 |
3,69 |
DS1015 |
PL0000103602 |
106,92 |
107,14 |
3,72 |
3,64 |
107,03 |
3,68 |
PS0416 |
PL0000106340 |
103,92 |
104,19 |
3,76 |
3,67 |
104,06 |
3,71 |
IZ0816 |
PL0000103529 |
106,49 |
107,12 |
--- |
--- |
106,81 |
--- |
PS1016 |
PL0000106795 |
103,60 |
103,81 |
3,75 |
3,69 |
103,71 |
3,72 |
WZ0117 |
PL0000106936 |
99,85 |
100,07 |
--- |
--- |
99,96 |
--- |
PS0417 |
PL0000107058 |
103,88 |
104,14 |
3,78 |
3,71 |
104,01 |
3,75 |
DS1017 |
PL0000104543 |
106,58 |
106,90 |
3,76 |
3,69 |
106,74 |
3,73 |
WZ0118 |
PL0000104717 |
99,72 |
100,04 |
--- |
--- |
99,88 |
--- |
DS1019 |
PL0000105441 |
109,78 |
110,05 |
3,87 |
3,82 |
109,92 |
3,84 |
DS1020 |
PL0000106126 |
108,75 |
109,19 |
3,94 |
3,88 |
108,97 |
3,91 |
WZ0121 |
PL0000106068 |
98,19 |
98,56 |
--- |
--- |
98,38 |
--- |
DS1021 |
PL0000106670 |
112,18 |
112,59 |
4,09 |
4,04 |
112,39 |
4,07 |
WS0922 |
PL0000102646 |
113,15 |
113,41 |
4,10 |
4,07 |
113,28 |
4,08 |
IZ0823 |
PL0000105359 |
109,85 |
110,59 |
--- |
--- |
110,22 |
--- |
DS1023 |
PL0000107264 |
98,24 |
98,51 |
4,20 |
4,17 |
98,38 |
4,18 |
WS0429 |
PL0000105391 |
115,83 |
116,54 |
4,37 |
4,32 |
116,19 |
4,35 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,52 |
100,62 |
3,94 |
3,72 |
100,57 |
3,83 |
OK0713 |
PL0000106563 |
97,36 |
97,48 |
3,91 |
3,73 |
97,42 |
3,82 |
DS1013 |
PL0000102836 |
101,01 |
101,09 |
3,88 |
3,79 |
101,05 |
3,83 |
OK0114 |
PL0000106712 |
95,70 |
95,78 |
3,74 |
3,67 |
95,74 |
3,70 |
PS0414 |
PL0000105433 |
102,73 |
102,85 |
3,75 |
3,67 |
102,79 |
3,71 |
OK0714 |
PL0000107009 |
93,95 |
94,07 |
3,75 |
3,68 |
94,01 |
3,72 |
WZ0115 |
PL0000106480 |
100,30 |
100,44 |
--- |
--- |
100,37 |
--- |
PS0415 |
PL0000105953 |
104,05 |
104,24 |
3,72 |
3,64 |
104,15 |
3,68 |
DS1015 |
PL0000103602 |
106,93 |
107,14 |
3,72 |
3,64 |
107,04 |
3,68 |
PS0416 |
PL0000106340 |
103,94 |
104,23 |
3,75 |
3,66 |
104,09 |
3,70 |
IZ0816 |
PL0000103529 |
106,35 |
107,32 |
--- |
--- |
106,84 |
--- |
PS1016 |
PL0000106795 |
103,60 |
103,87 |
3,75 |
3,67 |
103,74 |
3,71 |
WZ0117 |
PL0000106936 |
99,85 |
100,02 |
--- |
--- |
99,94 |
--- |
PS0417 |
PL0000107058 |
103,97 |
104,11 |
3,76 |
3,72 |
104,04 |
3,74 |
DS1017 |
PL0000104543 |
106,67 |
106,95 |
3,74 |
3,68 |
106,81 |
3,71 |
WZ0118 |
PL0000104717 |
99,73 |
100,02 |
--- |
--- |
99,88 |
--- |
DS1019 |
PL0000105441 |
109,77 |
110,10 |
3,87 |
3,81 |
109,94 |
3,84 |
DS1020 |
PL0000106126 |
108,86 |
109,16 |
3,93 |
3,88 |
109,01 |
3,91 |
WZ0121 |
PL0000106068 |
98,25 |
98,52 |
--- |
--- |
98,39 |
--- |
DS1021 |
PL0000106670 |
112,36 |
112,66 |
4,07 |
4,03 |
112,51 |
4,05 |
WS0922 |
PL0000102646 |
113,34 |
113,56 |
4,08 |
4,05 |
113,45 |
4,06 |
IZ0823 |
PL0000105359 |
109,67 |
110,52 |
--- |
--- |
110,10 |
--- |
DS1023 |
PL0000107264 |
98,33 |
98,67 |
4,19 |
4,15 |
98,50 |
4,17 |
WS0429 |
PL0000105391 |
115,78 |
116,43 |
4,38 |
4,33 |
116,11 |
4,35 |
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 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
840 |
TOTAL |
840 |
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 |
4,200 |
4,200 |
4,200 |
110 |
WS0922 |
PL0000102646 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
20 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,390 |
4,390 |
4,390 |
15 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,390 |
4,390 |
4,390 |
20 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
115 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,400 |
4,400 |
4,400 |
50 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,390 |
4,450 |
4,423 |
45 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,390 |
4,390 |
4,390 |
40 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,300 |
4,300 |
4,300 |
180 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,390 |
4,400 |
4,399 |
290 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,390 |
4,450 |
4,440 |
230 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,390 |
4,420 |
4,418 |
95 |
PS0417 |
PL0000107058 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
20 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
30 |
WZ0117 |
PL0000106936 |
0/1 |
1 |
4,400 |
4,400 |
4,400 |
20 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
4,390 |
4,390 |
4,390 |
10 |
WS0922 |
PL0000102646 |
2/9 |
7 |
4,300 |
4,300 |
4,300 |
90 |
PS0414 |
PL0000105433 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
90 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,400 |
4,400 |
4,400 |
160 |
DS1019 |
PL0000105441 |
2/9 |
7 |
4,400 |
4,430 |
4,424 |
50 |
PS0415 |
PL0000105953 |
2/9 |
7 |
4,430 |
4,430 |
4,430 |
140 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,400 |
4,400 |
4,400 |
265 |
PS0416 |
PL0000106340 |
2/9 |
7 |
4,430 |
4,430 |
4,430 |
100 |
OK0713 |
PL0000106563 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
35 |
DS1021 |
PL0000106670 |
2/9 |
7 |
4,430 |
4,430 |
4,430 |
130 |
PS1016 |
PL0000106795 |
2/9 |
7 |
4,370 |
4,370 |
4,370 |
10 |
PS0417 |
PL0000107058 |
2/9 |
7 |
4,350 |
4,350 |
4,350 |
170 |
TOTAL |
2 530 |