2012-11-15 |
MARKET DATA |
No 221 (2006) |
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 |
1 150,00 |
1 233,82 |
72 |
5 250,00 |
5 330,58 |
27 |
6 400,00 |
6 564,40 |
99 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 150,00 |
1 233,82 |
72 |
5 250,00 |
5 330,58 |
27 |
6 400,00 |
6 564,40 |
99 |
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 |
99,28 |
99,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,55 |
100,58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
97,44 |
97,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,07 |
101,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
95,82 |
95,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,82 |
102,83 |
102,82 |
102,82 |
102,82 |
102,82 |
102,82 |
30 000 |
31,83 |
1 |
OK0714 |
PL0000107009 |
94,13 |
94,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,15 |
104,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
107,04 |
107,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,10 |
104,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,73 |
103,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,12 |
104,10 |
104,05 |
104,14 |
104,00 |
104,00 |
104,07 |
115 000 |
122,79 |
7 |
DS1017 |
PL0000104543 |
106,71 |
106,65 |
106,79 |
106,79 |
106,79 |
106,79 |
106,79 |
20 000 |
21,43 |
2 |
PS0418 |
PL0000107314 |
99,85 |
99,85 |
99,85 |
99,87 |
99,85 |
99,87 |
99,86 |
70 000 |
71,40 |
4 |
DS1019 |
PL0000105441 |
109,96 |
110,00 |
109,85 |
110,03 |
109,85 |
109,88 |
109,92 |
60 000 |
66,18 |
5 |
DS1020 |
PL0000106126 |
108,80 |
108,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,60 |
112,50 |
112,70 |
112,70 |
112,40 |
112,40 |
112,52 |
110 000 |
124,20 |
11 |
WS0922 |
PL0000102646 |
113,32 |
113,16 |
113,30 |
113,30 |
113,16 |
113,16 |
113,22 |
320 000 |
365,18 |
27 |
DS1023 |
PL0000107264 |
98,55 |
98,42 |
98,55 |
98,55 |
98,40 |
98,42 |
98,50 |
65 000 |
64,20 |
5 |
WS0429 |
PL0000105391 |
116,40 |
116,08 |
116,69 |
116,69 |
116,69 |
116,69 |
116,69 |
5 000 |
6,00 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,20 |
106,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,30 |
109,50 |
109,30 |
109,70 |
109,30 |
109,70 |
109,50 |
20 000 |
25,20 |
2 |
WZ0115 |
PL0000106480 |
100,36 |
100,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,91 |
99,95 |
99,90 |
99,90 |
99,90 |
99,90 |
99,90 |
15 000 |
15,23 |
1 |
WZ0118 |
PL0000104717 |
99,81 |
99,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,40 |
98,43 |
98,40 |
98,42 |
98,40 |
98,42 |
98,42 |
320 000 |
320,17 |
6 |
TOTAL |
1 150 000 |
1 233,82 |
72 |
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 |
9 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
100 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
128 |
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 |
100,52 |
100,61 |
3,90 |
3,70 |
100,57 |
3,79 |
OK0713 |
PL0000106563 |
97,42 |
97,53 |
3,90 |
3,73 |
97,48 |
3,80 |
DS1013 |
PL0000102836 |
101,03 |
101,19 |
3,84 |
3,66 |
101,11 |
3,75 |
OK0114 |
PL0000106712 |
95,78 |
95,91 |
3,71 |
3,59 |
95,85 |
3,65 |
PS0414 |
PL0000105433 |
102,71 |
102,86 |
3,75 |
3,64 |
102,79 |
3,69 |
OK0714 |
PL0000107009 |
94,10 |
94,21 |
3,69 |
3,62 |
94,16 |
3,65 |
WZ0115 |
PL0000106480 |
100,32 |
100,44 |
--- |
--- |
100,38 |
--- |
PS0415 |
PL0000105953 |
104,08 |
104,30 |
3,70 |
3,61 |
104,19 |
3,66 |
DS1015 |
PL0000103602 |
106,95 |
107,19 |
3,70 |
3,62 |
107,07 |
3,66 |
PS0416 |
PL0000106340 |
104,00 |
104,29 |
3,73 |
3,64 |
104,15 |
3,68 |
IZ0816 |
PL0000103529 |
106,05 |
106,76 |
--- |
--- |
106,41 |
--- |
PS1016 |
PL0000106795 |
103,56 |
103,87 |
3,76 |
3,67 |
103,72 |
3,71 |
WZ0117 |
PL0000106936 |
99,85 |
99,99 |
--- |
--- |
99,92 |
--- |
PS0417 |
PL0000107058 |
103,96 |
104,16 |
3,76 |
3,71 |
104,06 |
3,73 |
DS1017 |
PL0000104543 |
106,58 |
106,86 |
3,76 |
3,70 |
106,72 |
3,73 |
WZ0118 |
PL0000104717 |
99,72 |
99,92 |
--- |
--- |
99,82 |
--- |
DS1019 |
PL0000105441 |
109,80 |
110,04 |
3,86 |
3,82 |
109,92 |
3,84 |
DS1020 |
PL0000106126 |
108,57 |
109,03 |
3,97 |
3,90 |
108,80 |
3,93 |
WZ0121 |
PL0000106068 |
98,36 |
98,52 |
--- |
--- |
98,44 |
--- |
DS1021 |
PL0000106670 |
112,33 |
112,66 |
4,07 |
4,03 |
112,50 |
4,05 |
WS0922 |
PL0000102646 |
113,18 |
113,51 |
4,09 |
4,05 |
113,35 |
4,07 |
IZ0823 |
PL0000105359 |
109,10 |
109,95 |
--- |
--- |
109,53 |
--- |
DS1023 |
PL0000107264 |
98,22 |
98,62 |
4,20 |
4,16 |
98,42 |
4,18 |
WS0429 |
PL0000105391 |
115,69 |
116,54 |
4,38 |
4,32 |
116,12 |
4,35 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,54 |
100,61 |
3,86 |
3,70 |
100,58 |
3,77 |
OK0713 |
PL0000106563 |
97,43 |
97,53 |
3,88 |
3,73 |
97,48 |
3,80 |
DS1013 |
PL0000102836 |
101,03 |
101,16 |
3,84 |
3,70 |
101,10 |
3,76 |
OK0114 |
PL0000106712 |
95,78 |
95,90 |
3,71 |
3,60 |
95,84 |
3,66 |
PS0414 |
PL0000105433 |
102,76 |
102,88 |
3,71 |
3,63 |
102,82 |
3,67 |
OK0714 |
PL0000107009 |
94,08 |
94,20 |
3,70 |
3,62 |
94,14 |
3,66 |
WZ0115 |
PL0000106480 |
100,32 |
100,44 |
--- |
--- |
100,38 |
--- |
PS0415 |
PL0000105953 |
104,09 |
104,29 |
3,70 |
3,61 |
104,19 |
3,66 |
DS1015 |
PL0000103602 |
106,92 |
107,16 |
3,71 |
3,63 |
107,04 |
3,67 |
PS0416 |
PL0000106340 |
103,99 |
104,22 |
3,73 |
3,66 |
104,11 |
3,69 |
IZ0816 |
PL0000103529 |
106,10 |
106,69 |
--- |
--- |
106,40 |
--- |
PS1016 |
PL0000106795 |
103,60 |
103,84 |
3,74 |
3,68 |
103,72 |
3,71 |
WZ0117 |
PL0000106936 |
99,84 |
99,99 |
--- |
--- |
99,92 |
--- |
PS0417 |
PL0000107058 |
103,96 |
104,14 |
3,76 |
3,71 |
104,05 |
3,73 |
DS1017 |
PL0000104543 |
106,53 |
106,83 |
3,77 |
3,71 |
106,68 |
3,74 |
WZ0118 |
PL0000104717 |
99,76 |
99,90 |
--- |
--- |
99,83 |
--- |
DS1019 |
PL0000105441 |
109,82 |
110,10 |
3,86 |
3,81 |
109,96 |
3,83 |
DS1020 |
PL0000106126 |
108,65 |
109,00 |
3,95 |
3,90 |
108,83 |
3,93 |
WZ0121 |
PL0000106068 |
98,37 |
98,52 |
--- |
--- |
98,45 |
--- |
DS1021 |
PL0000106670 |
112,29 |
112,61 |
4,08 |
4,04 |
112,45 |
4,06 |
WS0922 |
PL0000102646 |
113,12 |
113,34 |
4,10 |
4,07 |
113,23 |
4,09 |
IZ0823 |
PL0000105359 |
109,02 |
109,80 |
--- |
--- |
109,41 |
--- |
DS1023 |
PL0000107264 |
98,25 |
98,57 |
4,20 |
4,16 |
98,41 |
4,18 |
WS0429 |
PL0000105391 |
115,87 |
116,61 |
4,37 |
4,31 |
116,24 |
4,34 |
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) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
25 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
30 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,410 |
4,410 |
4,410 |
280 |
OK0114 |
PL0000106712 |
0/1 |
1 |
4,410 |
4,410 |
4,410 |
55 |
OK0714 |
PL0000107009 |
4/5 |
1 |
4,400 |
4,410 |
4,405 |
130 |
DS1019 |
PL0000105441 |
1/4 |
3 |
4,450 |
4,450 |
4,450 |
30 |
PS0415 |
PL0000105953 |
1/4 |
3 |
4,400 |
4,450 |
4,442 |
190 |
PS1016 |
PL0000106795 |
1/4 |
3 |
4,500 |
4,500 |
4,500 |
200 |
OK0714 |
PL0000107009 |
1/4 |
3 |
4,500 |
4,500 |
4,500 |
100 |
PS0417 |
PL0000107058 |
1/4 |
3 |
4,400 |
4,500 |
4,482 |
195 |
DS1023 |
PL0000107264 |
1/4 |
3 |
4,400 |
4,400 |
4,400 |
20 |
DS1019 |
PL0000105441 |
0/4 |
4 |
4,400 |
4,400 |
4,400 |
20 |
PS0417 |
PL0000107058 |
0/4 |
4 |
4,400 |
4,400 |
4,400 |
30 |
PS0418 |
PL0000107314 |
1/5 |
4 |
4,580 |
4,580 |
4,580 |
200 |
DS1013 |
PL0000102836 |
4/11 |
7 |
4,450 |
4,450 |
4,450 |
10 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,460 |
4,460 |
4,460 |
100 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,460 |
4,460 |
4,460 |
170 |
PS0415 |
PL0000105953 |
4/11 |
7 |
4,450 |
4,450 |
4,450 |
65 |
OK0114 |
PL0000106712 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
100 |
TOTAL |
1 950 |