2012-11-19 |
MARKET DATA |
No 223 (2008) |
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 |
72,50 |
76,37 |
6 |
4 230,00 |
4 437,72 |
48 |
4 302,50 |
4 514,08 |
54 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
72,50 |
76,37 |
6 |
4 230,00 |
4 437,72 |
48 |
4 302,50 |
4 514,08 |
54 |
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 |
99,31 |
99,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,56 |
100,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
97,51 |
97,57 |
97,57 |
97,57 |
97,57 |
97,57 |
97,57 |
25 000 |
24,39 |
1 |
DS1013 |
PL0000102836 |
101,07 |
101,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
95,80 |
95,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,77 |
102,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
94,13 |
94,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,13 |
104,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
107,01 |
107,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,02 |
104,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,58 |
103,71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,00 |
104,01 |
104,14 |
104,14 |
104,14 |
104,14 |
104,14 |
2 500 |
2,67 |
1 |
DS1017 |
PL0000104543 |
106,58 |
106,69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
99,78 |
99,85 |
99,87 |
99,87 |
99,87 |
99,87 |
99,87 |
10 000 |
10,20 |
1 |
DS1019 |
PL0000105441 |
109,83 |
109,84 |
109,72 |
109,72 |
109,71 |
109,71 |
109,71 |
20 000 |
22,02 |
2 |
DS1020 |
PL0000106126 |
108,59 |
108,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,48 |
112,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,10 |
113,02 |
112,90 |
112,90 |
112,90 |
112,90 |
112,90 |
15 000 |
17,07 |
1 |
DS1023 |
PL0000107264 |
98,30 |
98,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
116,00 |
116,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,30 |
106,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,20 |
109,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,35 |
100,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,90 |
99,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,76 |
99,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,43 |
98,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
72 500 |
76,37 |
6 |
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 |
7 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
126 |
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 |
100,64 |
3,86 |
3,61 |
100,59 |
3,73 |
OK0713 |
PL0000106563 |
97,46 |
97,59 |
3,87 |
3,66 |
97,53 |
3,76 |
DS1013 |
PL0000102836 |
101,03 |
101,19 |
3,83 |
3,65 |
101,11 |
3,74 |
OK0114 |
PL0000106712 |
95,79 |
95,95 |
3,72 |
3,57 |
95,87 |
3,65 |
PS0414 |
PL0000105433 |
102,72 |
102,89 |
3,74 |
3,61 |
102,81 |
3,67 |
OK0714 |
PL0000107009 |
94,10 |
94,28 |
3,70 |
3,58 |
94,19 |
3,64 |
WZ0115 |
PL0000106480 |
100,33 |
100,46 |
--- |
--- |
100,40 |
--- |
PS0415 |
PL0000105953 |
104,11 |
104,31 |
3,69 |
3,60 |
104,21 |
3,64 |
DS1015 |
PL0000103602 |
106,99 |
107,19 |
3,68 |
3,61 |
107,09 |
3,65 |
PS0416 |
PL0000106340 |
104,00 |
104,22 |
3,72 |
3,66 |
104,11 |
3,69 |
IZ0816 |
PL0000103529 |
106,08 |
106,70 |
--- |
--- |
106,39 |
--- |
PS1016 |
PL0000106795 |
103,54 |
103,76 |
3,76 |
3,70 |
103,65 |
3,73 |
WZ0117 |
PL0000106936 |
99,85 |
100,01 |
--- |
--- |
99,93 |
--- |
PS0417 |
PL0000107058 |
103,97 |
104,14 |
3,75 |
3,71 |
104,06 |
3,73 |
DS1017 |
PL0000104543 |
106,52 |
106,78 |
3,77 |
3,72 |
106,65 |
3,74 |
WZ0118 |
PL0000104717 |
99,71 |
99,90 |
--- |
--- |
99,81 |
--- |
DS1019 |
PL0000105441 |
109,71 |
110,05 |
3,87 |
3,82 |
109,88 |
3,85 |
DS1020 |
PL0000106126 |
108,43 |
108,88 |
3,98 |
3,92 |
108,66 |
3,95 |
WZ0121 |
PL0000106068 |
98,38 |
98,60 |
--- |
--- |
98,49 |
--- |
DS1021 |
PL0000106670 |
112,26 |
112,69 |
4,08 |
4,03 |
112,48 |
4,05 |
WS0922 |
PL0000102646 |
112,99 |
113,43 |
4,11 |
4,06 |
113,21 |
4,09 |
IZ0823 |
PL0000105359 |
109,08 |
109,85 |
--- |
--- |
109,47 |
--- |
DS1023 |
PL0000107264 |
98,14 |
98,55 |
4,21 |
4,17 |
98,35 |
4,19 |
WS0429 |
PL0000105391 |
115,90 |
116,63 |
4,37 |
4,31 |
116,27 |
4,34 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,55 |
100,64 |
3,82 |
3,61 |
100,60 |
3,70 |
OK0713 |
PL0000106563 |
97,49 |
97,60 |
3,82 |
3,65 |
97,55 |
3,73 |
DS1013 |
PL0000102836 |
101,04 |
101,12 |
3,82 |
3,73 |
101,08 |
3,77 |
OK0114 |
PL0000106712 |
95,75 |
95,94 |
3,76 |
3,58 |
95,85 |
3,66 |
PS0414 |
PL0000105433 |
102,74 |
102,88 |
3,72 |
3,62 |
102,81 |
3,67 |
OK0714 |
PL0000107009 |
94,11 |
94,25 |
3,69 |
3,60 |
94,18 |
3,65 |
WZ0115 |
PL0000106480 |
100,33 |
100,48 |
--- |
--- |
100,41 |
--- |
PS0415 |
PL0000105953 |
104,10 |
104,31 |
3,69 |
3,60 |
104,21 |
3,64 |
DS1015 |
PL0000103602 |
106,97 |
107,17 |
3,69 |
3,62 |
107,07 |
3,65 |
PS0416 |
PL0000106340 |
103,97 |
104,14 |
3,73 |
3,68 |
104,06 |
3,71 |
IZ0816 |
PL0000103529 |
106,08 |
106,70 |
--- |
--- |
106,39 |
--- |
PS1016 |
PL0000106795 |
103,50 |
103,76 |
3,77 |
3,70 |
103,63 |
3,73 |
WZ0117 |
PL0000106936 |
99,87 |
100,01 |
--- |
--- |
99,94 |
--- |
PS0417 |
PL0000107058 |
103,84 |
104,13 |
3,78 |
3,71 |
103,99 |
3,75 |
DS1017 |
PL0000104543 |
106,43 |
106,74 |
3,79 |
3,72 |
106,59 |
3,76 |
WZ0118 |
PL0000104717 |
99,73 |
99,90 |
--- |
--- |
99,82 |
--- |
DS1019 |
PL0000105441 |
109,66 |
109,93 |
3,88 |
3,84 |
109,80 |
3,86 |
DS1020 |
PL0000106126 |
108,36 |
108,70 |
3,99 |
3,95 |
108,53 |
3,97 |
WZ0121 |
PL0000106068 |
98,39 |
98,60 |
--- |
--- |
98,50 |
--- |
DS1021 |
PL0000106670 |
112,16 |
112,45 |
4,09 |
4,06 |
112,31 |
4,07 |
WS0922 |
PL0000102646 |
112,86 |
113,16 |
4,13 |
4,09 |
113,01 |
4,11 |
IZ0823 |
PL0000105359 |
109,07 |
109,81 |
--- |
--- |
109,44 |
--- |
DS1023 |
PL0000107264 |
98,10 |
98,45 |
4,22 |
4,18 |
98,28 |
4,20 |
WS0429 |
PL0000105391 |
115,89 |
116,52 |
4,37 |
4,32 |
116,21 |
4,34 |
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 |
4,570 |
4,570 |
4,570 |
780 |
TOTAL |
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 |
120 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,410 |
4,410 |
4,410 |
10 |
WS0429 |
PL0000105391 |
0/1 |
1 |
4,410 |
4,410 |
4,410 |
15 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,410 |
4,410 |
4,410 |
15 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,420 |
4,420 |
4,420 |
15 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,430 |
4,430 |
4,430 |
215 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
35 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,410 |
4,410 |
4,410 |
135 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,410 |
4,410 |
4,410 |
95 |
OK0713 |
PL0000106563 |
1/2 |
1 |
4,350 |
4,400 |
4,390 |
50 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
40 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,430 |
4,430 |
4,430 |
300 |
OK0714 |
PL0000107009 |
0/1 |
1 |
4,410 |
4,450 |
4,446 |
55 |
OK0714 |
PL0000107009 |
1/2 |
1 |
4,410 |
4,450 |
4,446 |
55 |
PS0417 |
PL0000107058 |
0/1 |
1 |
4,410 |
4,420 |
4,417 |
440 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,410 |
4,420 |
4,416 |
80 |
DS1023 |
PL0000107264 |
0/1 |
1 |
4,410 |
4,410 |
4,410 |
35 |
PS0418 |
PL0000107314 |
0/1 |
1 |
4,410 |
4,410 |
4,410 |
5 |
WZ0118 |
PL0000104717 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
30 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
4,410 |
4,410 |
4,410 |
50 |
WZ0117 |
PL0000106936 |
0/1 |
1 |
4,420 |
4,420 |
4,420 |
20 |
PS0415 |
PL0000105953 |
0/2 |
2 |
4,410 |
4,410 |
4,410 |
130 |
OK0713 |
PL0000106563 |
1/3 |
2 |
4,350 |
4,350 |
4,350 |
20 |
WS0922 |
PL0000102646 |
2/9 |
7 |
4,300 |
4,300 |
4,300 |
210 |
DS1017 |
PL0000104543 |
2/9 |
7 |
4,460 |
4,460 |
4,460 |
10 |
WS0429 |
PL0000105391 |
1/8 |
7 |
4,400 |
4,400 |
4,400 |
15 |
PS0414 |
PL0000105433 |
2/9 |
7 |
4,450 |
4,450 |
4,450 |
85 |
DS1019 |
PL0000105441 |
2/9 |
7 |
4,460 |
4,460 |
4,460 |
225 |
PS0415 |
PL0000105953 |
2/9 |
7 |
4,460 |
4,460 |
4,460 |
150 |
PS0416 |
PL0000106340 |
2/9 |
7 |
4,460 |
4,460 |
4,460 |
175 |
DS1021 |
PL0000106670 |
2/9 |
7 |
4,460 |
4,460 |
4,460 |
40 |
OK0114 |
PL0000106712 |
1/8 |
7 |
4,420 |
4,420 |
4,420 |
125 |
PS0417 |
PL0000107058 |
2/9 |
7 |
4,420 |
4,420 |
4,420 |
150 |
WZ0121 |
PL0000106068 |
2/9 |
7 |
4,460 |
4,460 |
4,460 |
300 |
TOTAL |
3 450 |