2012-11-14 |
MARKET DATA |
No 220 (2005) |
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 |
1 687,50 |
1 703,12 |
76 |
5 420,00 |
5 582,27 |
41 |
7 107,50 |
7 285,38 |
117 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 687,50 |
1 703,12 |
76 |
5 420,00 |
5 582,27 |
41 |
7 107,50 |
7 285,38 |
117 |
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 |
99,25 |
99,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,55 |
100,59 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
97,42 |
97,47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,09 |
101,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
95,80 |
95,74 |
95,77 |
95,83 |
95,77 |
95,83 |
95,79 |
305 000 |
292,15 |
7 |
PS0414 |
PL0000105433 |
102,82 |
102,81 |
102,86 |
102,87 |
102,86 |
102,87 |
102,87 |
85 000 |
90,18 |
2 |
OK0714 |
PL0000107009 |
94,10 |
94,05 |
94,00 |
94,09 |
94,00 |
94,09 |
94,08 |
425 000 |
399,83 |
12 |
PS0415 |
PL0000105953 |
104,18 |
104,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
107,12 |
107,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,20 |
104,11 |
104,20 |
104,27 |
104,20 |
104,27 |
104,23 |
65 000 |
69,57 |
4 |
PS1016 |
PL0000106795 |
103,80 |
103,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,14 |
104,07 |
104,12 |
104,25 |
104,12 |
104,25 |
104,16 |
35 000 |
37,39 |
2 |
DS1017 |
PL0000104543 |
106,86 |
106,70 |
106,86 |
106,94 |
106,78 |
106,78 |
106,82 |
190 000 |
203,55 |
12 |
PS0418 |
PL0000107314 |
99,98 |
99,90 |
100,10 |
100,10 |
99,84 |
99,84 |
99,91 |
45 000 |
45,91 |
4 |
DS1019 |
PL0000105441 |
109,97 |
109,90 |
109,80 |
109,80 |
109,80 |
109,80 |
109,80 |
15 000 |
16,52 |
1 |
DS1020 |
PL0000106126 |
108,93 |
108,70 |
108,85 |
108,87 |
108,85 |
108,87 |
108,86 |
20 000 |
21,84 |
2 |
DS1021 |
PL0000106670 |
112,57 |
112,44 |
112,80 |
112,80 |
112,50 |
112,50 |
112,65 |
20 000 |
22,60 |
2 |
WS0922 |
PL0000102646 |
113,42 |
113,25 |
113,25 |
113,25 |
113,25 |
113,25 |
113,25 |
35 000 |
39,94 |
6 |
DS1023 |
PL0000107264 |
98,55 |
98,34 |
98,75 |
98,85 |
98,75 |
98,85 |
98,80 |
20 000 |
19,81 |
2 |
WS0429 |
PL0000105391 |
116,31 |
116,35 |
116,84 |
116,84 |
116,84 |
116,84 |
116,84 |
10 000 |
12,01 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,69 |
106,65 |
106,55 |
106,55 |
106,55 |
106,55 |
106,55 |
15 000 |
20,35 |
1 |
IZ0823 |
PL0000105359 |
110,00 |
109,74 |
110,00 |
110,00 |
109,65 |
109,75 |
109,83 |
12 500 |
15,79 |
3 |
WZ0115 |
PL0000106480 |
100,38 |
100,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,94 |
99,93 |
99,94 |
99,94 |
99,89 |
99,90 |
99,90 |
380 000 |
385,69 |
14 |
WZ0118 |
PL0000104717 |
99,80 |
99,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,40 |
98,45 |
98,40 |
98,40 |
98,40 |
98,40 |
98,40 |
10 000 |
10,00 |
1 |
TOTAL |
1 687 500 |
1 703,12 |
76 |
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 |
12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
103 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
131 |
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 |
100,60 |
3,90 |
3,75 |
100,57 |
3,81 |
OK0713 |
PL0000106563 |
97,37 |
97,50 |
3,93 |
3,73 |
97,44 |
3,82 |
DS1013 |
PL0000102836 |
101,00 |
101,10 |
3,88 |
3,77 |
101,05 |
3,83 |
OK0114 |
PL0000106712 |
95,61 |
95,79 |
3,84 |
3,67 |
95,70 |
3,76 |
PS0414 |
PL0000105433 |
102,73 |
102,87 |
3,75 |
3,65 |
102,80 |
3,70 |
OK0714 |
PL0000107009 |
93,98 |
94,08 |
3,75 |
3,68 |
94,03 |
3,71 |
WZ0115 |
PL0000106480 |
100,34 |
100,46 |
--- |
--- |
100,40 |
--- |
PS0415 |
PL0000105953 |
104,03 |
104,24 |
3,73 |
3,64 |
104,14 |
3,68 |
DS1015 |
PL0000103602 |
106,90 |
107,13 |
3,72 |
3,64 |
107,02 |
3,68 |
PS0416 |
PL0000106340 |
103,96 |
104,20 |
3,74 |
3,67 |
104,08 |
3,70 |
IZ0816 |
PL0000103529 |
106,41 |
107,01 |
--- |
--- |
106,71 |
--- |
PS1016 |
PL0000106795 |
103,52 |
103,80 |
3,77 |
3,69 |
103,66 |
3,73 |
WZ0117 |
PL0000106936 |
99,87 |
100,02 |
--- |
--- |
99,95 |
--- |
PS0417 |
PL0000107058 |
103,87 |
104,16 |
3,78 |
3,71 |
104,02 |
3,74 |
DS1017 |
PL0000104543 |
106,52 |
106,83 |
3,78 |
3,71 |
106,68 |
3,74 |
WZ0118 |
PL0000104717 |
99,75 |
99,96 |
--- |
--- |
99,86 |
--- |
DS1019 |
PL0000105441 |
109,62 |
110,03 |
3,89 |
3,82 |
109,83 |
3,86 |
DS1020 |
PL0000106126 |
108,52 |
108,91 |
3,97 |
3,92 |
108,72 |
3,95 |
WZ0121 |
PL0000106068 |
98,31 |
98,51 |
--- |
--- |
98,41 |
--- |
DS1021 |
PL0000106670 |
112,16 |
112,56 |
4,09 |
4,04 |
112,36 |
4,07 |
WS0922 |
PL0000102646 |
113,02 |
113,41 |
4,11 |
4,07 |
113,22 |
4,09 |
IZ0823 |
PL0000105359 |
109,51 |
110,25 |
--- |
--- |
109,88 |
--- |
DS1023 |
PL0000107264 |
98,28 |
98,68 |
4,20 |
4,15 |
98,48 |
4,17 |
WS0429 |
PL0000105391 |
116,03 |
116,62 |
4,36 |
4,31 |
116,33 |
4,33 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,54 |
100,61 |
3,88 |
3,73 |
100,58 |
3,79 |
OK0713 |
PL0000106563 |
97,40 |
97,51 |
3,88 |
3,71 |
97,46 |
3,79 |
DS1013 |
PL0000102836 |
101,06 |
101,18 |
3,82 |
3,69 |
101,12 |
3,75 |
OK0114 |
PL0000106712 |
95,78 |
95,90 |
3,68 |
3,58 |
95,84 |
3,63 |
PS0414 |
PL0000105433 |
102,80 |
102,98 |
3,70 |
3,57 |
102,89 |
3,63 |
OK0714 |
PL0000107009 |
94,08 |
94,17 |
3,68 |
3,62 |
94,13 |
3,65 |
WZ0115 |
PL0000106480 |
100,33 |
100,44 |
--- |
--- |
100,39 |
--- |
PS0415 |
PL0000105953 |
104,13 |
104,36 |
3,69 |
3,59 |
104,25 |
3,64 |
DS1015 |
PL0000103602 |
107,00 |
107,27 |
3,69 |
3,60 |
107,14 |
3,64 |
PS0416 |
PL0000106340 |
104,08 |
104,37 |
3,70 |
3,62 |
104,23 |
3,66 |
IZ0816 |
PL0000103529 |
106,14 |
106,74 |
--- |
--- |
106,44 |
--- |
PS1016 |
PL0000106795 |
103,64 |
103,91 |
3,74 |
3,66 |
103,78 |
3,70 |
WZ0117 |
PL0000106936 |
99,87 |
99,99 |
--- |
--- |
99,93 |
--- |
PS0417 |
PL0000107058 |
104,02 |
104,24 |
3,74 |
3,69 |
104,13 |
3,72 |
DS1017 |
PL0000104543 |
106,60 |
106,88 |
3,76 |
3,70 |
106,74 |
3,73 |
WZ0118 |
PL0000104717 |
99,75 |
99,92 |
--- |
--- |
99,84 |
--- |
DS1019 |
PL0000105441 |
109,84 |
110,15 |
3,85 |
3,81 |
110,00 |
3,83 |
DS1020 |
PL0000106126 |
108,63 |
109,04 |
3,96 |
3,90 |
108,84 |
3,93 |
WZ0121 |
PL0000106068 |
98,32 |
98,52 |
--- |
--- |
98,42 |
--- |
DS1021 |
PL0000106670 |
112,40 |
112,70 |
4,06 |
4,03 |
112,55 |
4,05 |
WS0922 |
PL0000102646 |
113,24 |
113,56 |
4,09 |
4,05 |
113,40 |
4,07 |
IZ0823 |
PL0000105359 |
109,09 |
109,86 |
--- |
--- |
109,48 |
--- |
DS1023 |
PL0000107264 |
98,34 |
98,77 |
4,19 |
4,14 |
98,56 |
4,16 |
WS0429 |
PL0000105391 |
116,22 |
116,73 |
4,34 |
4,30 |
116,48 |
4,32 |
REPO MARKET |
General Collateral (GC) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
|
|
|
|
0,000 |
0,000 |
0,000 |
0 |
TOTAL |
0 |
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 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,410 |
4,450 |
4,438 |
100 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,410 |
4,450 |
4,420 |
210 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
145 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,410 |
4,450 |
4,428 |
55 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,380 |
4,400 |
4,383 |
230 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
30 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
100 |
OK0713 |
PL0000106563 |
0/1 |
1 |
4,410 |
4,410 |
4,410 |
60 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,410 |
4,410 |
4,410 |
20 |
OK0114 |
PL0000106712 |
0/1 |
1 |
4,410 |
4,410 |
4,410 |
95 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
150 |
OK0714 |
PL0000107009 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
15 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,400 |
4,500 |
4,473 |
250 |
DS1023 |
PL0000107264 |
1/2 |
1 |
4,410 |
4,410 |
4,410 |
20 |
PS0418 |
PL0000107314 |
1/2 |
1 |
4,580 |
4,580 |
4,580 |
280 |
WZ0118 |
PL0000104717 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
25 |
WZ0117 |
PL0000106936 |
0/1 |
1 |
4,410 |
4,410 |
4,410 |
20 |
WS0922 |
PL0000102646 |
2/5 |
3 |
4,300 |
4,300 |
4,300 |
140 |
PS0415 |
PL0000105953 |
2/5 |
3 |
4,250 |
4,250 |
4,250 |
65 |
OK0714 |
PL0000107009 |
2/5 |
3 |
4,400 |
4,400 |
4,400 |
65 |
DS1019 |
PL0000105441 |
2/9 |
7 |
4,460 |
4,460 |
4,460 |
30 |
PS0416 |
PL0000106340 |
2/9 |
7 |
4,460 |
4,460 |
4,460 |
445 |
DS1021 |
PL0000106670 |
2/9 |
7 |
4,460 |
4,460 |
4,460 |
260 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
4,380 |
4,380 |
4,380 |
60 |
WZ0115 |
PL0000106480 |
2/9 |
7 |
4,460 |
4,460 |
4,460 |
10 |
TOTAL |
2 900 |