2012-11-13 |
MARKET DATA |
No 219 (2004) |
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 |
1 457,50 |
1 561,09 |
118 |
4 800,00 |
4 977,64 |
45 |
6 257,50 |
6 538,73 |
163 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 457,50 |
1 561,09 |
118 |
4 800,00 |
4 977,64 |
45 |
6 257,50 |
6 538,73 |
163 |
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 |
99,24 |
99,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,55 |
100,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
97,42 |
97,44 |
97,42 |
97,42 |
97,42 |
97,42 |
97,42 |
32 500 |
31,66 |
1 |
DS1013 |
PL0000102836 |
101,07 |
101,06 |
101,07 |
101,07 |
101,06 |
101,06 |
101,07 |
62 500 |
63,35 |
3 |
OK0114 |
PL0000106712 |
95,74 |
95,76 |
95,76 |
95,78 |
95,76 |
95,78 |
95,78 |
60 000 |
57,47 |
2 |
PS0414 |
PL0000105433 |
102,80 |
102,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
94,06 |
94,05 |
94,07 |
94,07 |
94,07 |
94,07 |
94,07 |
25 000 |
23,52 |
2 |
PS0415 |
PL0000105953 |
104,20 |
104,13 |
104,19 |
104,19 |
104,19 |
104,19 |
104,19 |
50 000 |
53,63 |
4 |
DS1015 |
PL0000103602 |
107,07 |
107,03 |
107,05 |
107,05 |
107,05 |
107,05 |
107,05 |
15 000 |
16,11 |
1 |
PS0416 |
PL0000106340 |
104,20 |
104,20 |
104,10 |
104,10 |
104,10 |
104,10 |
104,10 |
25 000 |
26,72 |
1 |
PS1016 |
PL0000106795 |
103,83 |
103,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,30 |
104,09 |
104,35 |
104,35 |
104,10 |
104,10 |
104,27 |
30 000 |
32,08 |
3 |
DS1017 |
PL0000104543 |
106,97 |
106,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
100,59 |
99,87 |
99,95 |
100,59 |
99,88 |
99,88 |
100,02 |
145 000 |
148,07 |
8 |
DS1019 |
PL0000105441 |
110,25 |
109,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,18 |
108,75 |
109,13 |
109,13 |
108,71 |
108,71 |
108,79 |
152 500 |
166,37 |
15 |
DS1021 |
PL0000106670 |
113,05 |
112,45 |
112,75 |
113,07 |
112,42 |
112,42 |
112,65 |
400 000 |
451,91 |
35 |
WS0922 |
PL0000102646 |
113,70 |
113,40 |
113,50 |
113,50 |
113,49 |
113,49 |
113,50 |
32 500 |
37,16 |
4 |
DS1023 |
PL0000107264 |
98,90 |
98,45 |
98,45 |
99,05 |
98,45 |
98,69 |
98,81 |
172 500 |
170,84 |
15 |
WS0429 |
PL0000105391 |
116,86 |
116,50 |
116,71 |
116,90 |
116,45 |
116,45 |
116,66 |
110 000 |
131,87 |
14 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,73 |
106,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,20 |
110,13 |
110,20 |
110,20 |
109,90 |
109,90 |
110,10 |
15 000 |
19,00 |
2 |
WZ0115 |
PL0000106480 |
100,36 |
100,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,97 |
99,96 |
99,96 |
99,96 |
99,96 |
99,96 |
99,96 |
85 000 |
86,31 |
4 |
WZ0118 |
PL0000104717 |
99,84 |
99,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,40 |
98,44 |
98,44 |
98,47 |
98,44 |
98,47 |
98,46 |
45 000 |
45,02 |
4 |
TOTAL |
1 457 500 |
1 561,09 |
118 |
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 |
13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
104 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
132 |
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 |
100,59 |
3,91 |
3,78 |
100,56 |
3,85 |
OK0713 |
PL0000106563 |
97,39 |
97,53 |
3,88 |
3,67 |
97,46 |
3,77 |
DS1013 |
PL0000102836 |
101,02 |
101,09 |
3,86 |
3,79 |
101,06 |
3,82 |
OK0114 |
PL0000106712 |
95,66 |
95,86 |
3,78 |
3,60 |
95,76 |
3,69 |
PS0414 |
PL0000105433 |
102,74 |
102,93 |
3,74 |
3,61 |
102,84 |
3,67 |
OK0714 |
PL0000107009 |
93,99 |
94,15 |
3,73 |
3,63 |
94,07 |
3,68 |
WZ0115 |
PL0000106480 |
100,33 |
100,46 |
--- |
--- |
100,40 |
--- |
PS0415 |
PL0000105953 |
104,14 |
104,36 |
3,68 |
3,59 |
104,25 |
3,64 |
DS1015 |
PL0000103602 |
107,03 |
107,27 |
3,68 |
3,60 |
107,15 |
3,64 |
PS0416 |
PL0000106340 |
104,18 |
104,42 |
3,67 |
3,60 |
104,30 |
3,64 |
IZ0816 |
PL0000103529 |
106,62 |
107,22 |
--- |
--- |
106,92 |
--- |
PS1016 |
PL0000106795 |
103,73 |
104,04 |
3,71 |
3,63 |
103,89 |
3,67 |
WZ0117 |
PL0000106936 |
99,91 |
100,05 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
104,17 |
104,47 |
3,71 |
3,63 |
104,32 |
3,67 |
DS1017 |
PL0000104543 |
106,88 |
107,19 |
3,70 |
3,63 |
107,04 |
3,66 |
WZ0118 |
PL0000104717 |
99,81 |
100,00 |
--- |
--- |
99,91 |
--- |
DS1019 |
PL0000105441 |
110,11 |
110,50 |
3,81 |
3,75 |
110,31 |
3,78 |
DS1020 |
PL0000106126 |
109,05 |
109,46 |
3,90 |
3,84 |
109,26 |
3,87 |
WZ0121 |
PL0000106068 |
98,30 |
98,50 |
--- |
--- |
98,40 |
--- |
DS1021 |
PL0000106670 |
112,70 |
112,97 |
4,03 |
3,99 |
112,84 |
4,01 |
WS0922 |
PL0000102646 |
113,56 |
114,03 |
4,05 |
4,00 |
113,80 |
4,02 |
IZ0823 |
PL0000105359 |
110,05 |
110,74 |
--- |
--- |
110,40 |
--- |
DS1023 |
PL0000107264 |
98,67 |
99,06 |
4,15 |
4,11 |
98,87 |
4,13 |
WS0429 |
PL0000105391 |
116,66 |
117,29 |
4,31 |
4,26 |
116,98 |
4,28 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,53 |
100,60 |
3,91 |
3,76 |
100,57 |
3,82 |
OK0713 |
PL0000106563 |
97,38 |
97,50 |
3,90 |
3,71 |
97,44 |
3,81 |
DS1013 |
PL0000102836 |
101,00 |
101,10 |
3,89 |
3,78 |
101,05 |
3,83 |
OK0114 |
PL0000106712 |
95,63 |
95,82 |
3,81 |
3,64 |
95,73 |
3,72 |
PS0414 |
PL0000105433 |
102,73 |
102,89 |
3,75 |
3,64 |
102,81 |
3,69 |
OK0714 |
PL0000107009 |
93,95 |
94,09 |
3,76 |
3,67 |
94,02 |
3,72 |
WZ0115 |
PL0000106480 |
100,34 |
100,47 |
--- |
--- |
100,41 |
--- |
PS0415 |
PL0000105953 |
104,10 |
104,30 |
3,70 |
3,62 |
104,20 |
3,66 |
DS1015 |
PL0000103602 |
106,93 |
107,21 |
3,72 |
3,62 |
107,07 |
3,67 |
PS0416 |
PL0000106340 |
104,07 |
104,28 |
3,71 |
3,64 |
104,18 |
3,67 |
IZ0816 |
PL0000103529 |
106,40 |
106,99 |
--- |
--- |
106,70 |
--- |
PS1016 |
PL0000106795 |
103,63 |
103,84 |
3,74 |
3,68 |
103,74 |
3,71 |
WZ0117 |
PL0000106936 |
99,87 |
100,03 |
--- |
--- |
99,95 |
--- |
PS0417 |
PL0000107058 |
104,06 |
104,25 |
3,73 |
3,69 |
104,16 |
3,71 |
DS1017 |
PL0000104543 |
106,76 |
107,00 |
3,72 |
3,67 |
106,88 |
3,70 |
WZ0118 |
PL0000104717 |
99,78 |
99,97 |
--- |
--- |
99,88 |
--- |
DS1019 |
PL0000105441 |
109,91 |
110,29 |
3,84 |
3,78 |
110,10 |
3,81 |
DS1020 |
PL0000106126 |
108,82 |
109,23 |
3,93 |
3,87 |
109,03 |
3,90 |
WZ0121 |
PL0000106068 |
98,34 |
98,54 |
--- |
--- |
98,44 |
--- |
DS1021 |
PL0000106670 |
112,53 |
112,86 |
4,05 |
4,01 |
112,70 |
4,03 |
WS0922 |
PL0000102646 |
113,33 |
113,77 |
4,08 |
4,03 |
113,55 |
4,05 |
IZ0823 |
PL0000105359 |
109,46 |
110,34 |
--- |
--- |
109,90 |
--- |
DS1023 |
PL0000107264 |
98,36 |
98,87 |
4,19 |
4,13 |
98,62 |
4,16 |
WS0429 |
PL0000105391 |
116,51 |
117,01 |
4,32 |
4,28 |
116,76 |
4,30 |
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 |
4,580 |
4,600 |
4,592 |
1 780 |
TOTAL |
1 780 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
80 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,410 |
4,450 |
4,438 |
115 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,410 |
4,410 |
4,410 |
40 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,410 |
4,450 |
4,447 |
155 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,410 |
4,450 |
4,420 |
105 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,410 |
4,410 |
4,410 |
40 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,380 |
4,410 |
4,394 |
320 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,410 |
4,450 |
4,432 |
90 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,410 |
4,410 |
4,410 |
30 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,410 |
4,410 |
4,410 |
5 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,410 |
4,410 |
4,410 |
50 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,410 |
4,450 |
4,427 |
250 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,350 |
4,400 |
4,390 |
200 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,380 |
4,380 |
4,380 |
30 |
DS1023 |
PL0000107264 |
1/2 |
1 |
4,380 |
4,380 |
4,380 |
20 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
4,410 |
4,410 |
4,410 |
200 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
4,410 |
4,410 |
4,410 |
5 |
DS1015 |
PL0000103602 |
2/9 |
7 |
4,460 |
4,460 |
4,460 |
100 |
DS1017 |
PL0000104543 |
2/9 |
7 |
4,460 |
4,460 |
4,460 |
150 |
DS1019 |
PL0000105441 |
2/9 |
7 |
4,460 |
4,460 |
4,460 |
165 |
PS0416 |
PL0000106340 |
2/9 |
7 |
4,460 |
4,460 |
4,460 |
105 |
DS1021 |
PL0000106670 |
2/9 |
7 |
4,460 |
4,460 |
4,460 |
120 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
4,450 |
4,450 |
4,450 |
425 |
WZ0121 |
PL0000106068 |
2/9 |
7 |
4,460 |
4,460 |
4,460 |
215 |
WZ0117 |
PL0000106936 |
2/9 |
7 |
4,460 |
4,460 |
4,460 |
5 |
TOTAL |
3 020 |