2012-11-20 |
MARKET DATA |
No 224 (2009) |
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 |
350,00 |
387,98 |
25 |
2 285,00 |
2 404,19 |
33 |
2 635,00 |
2 792,17 |
58 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
350,00 |
387,98 |
25 |
2 285,00 |
2 404,19 |
33 |
2 635,00 |
2 792,17 |
58 |
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 |
99,33 |
99,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,63 |
100,63 |
100,63 |
100,63 |
100,63 |
100,63 |
100,63 |
100 000 |
103,67 |
1 |
OK0713 |
PL0000106563 |
97,52 |
97,59 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,10 |
101,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
95,81 |
95,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,77 |
102,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
94,10 |
94,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,08 |
104,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,95 |
107,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,95 |
104,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,58 |
103,56 |
103,58 |
103,58 |
103,52 |
103,52 |
103,55 |
60 000 |
62,35 |
5 |
PS0417 |
PL0000107058 |
103,90 |
103,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,50 |
106,52 |
106,50 |
106,50 |
106,49 |
106,49 |
106,49 |
15 000 |
16,03 |
2 |
PS0418 |
PL0000107314 |
99,65 |
99,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
109,75 |
109,64 |
109,75 |
109,75 |
109,70 |
109,70 |
109,73 |
20 000 |
22,03 |
3 |
DS1020 |
PL0000106126 |
108,39 |
108,49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,17 |
112,30 |
112,09 |
112,09 |
112,09 |
112,09 |
112,09 |
10 000 |
11,25 |
1 |
WS0922 |
PL0000102646 |
112,85 |
112,93 |
112,85 |
112,85 |
112,85 |
112,85 |
112,85 |
20 000 |
22,76 |
2 |
DS1023 |
PL0000107264 |
98,16 |
98,17 |
98,05 |
98,05 |
98,05 |
98,05 |
98,05 |
10 000 |
9,84 |
1 |
WS0429 |
PL0000105391 |
115,90 |
116,12 |
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 |
106,20 |
106,10 |
106,20 |
106,20 |
106,10 |
106,10 |
106,14 |
70 000 |
94,64 |
8 |
IZ0823 |
PL0000105359 |
109,15 |
109,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,36 |
100,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,90 |
99,93 |
99,90 |
99,90 |
99,90 |
99,90 |
99,90 |
25 000 |
25,39 |
1 |
WZ0118 |
PL0000104717 |
99,77 |
99,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,42 |
98,46 |
98,42 |
98,42 |
98,42 |
98,42 |
98,42 |
20 000 |
20,02 |
1 |
TOTAL |
350 000 |
387,98 |
25 |
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 |
6 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
125 |
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 |
100,57 |
100,68 |
3,76 |
3,51 |
100,63 |
3,62 |
OK0713 |
PL0000106563 |
97,51 |
97,64 |
3,80 |
3,60 |
97,58 |
3,69 |
DS1013 |
PL0000102836 |
101,07 |
101,22 |
3,78 |
3,62 |
101,15 |
3,69 |
OK0114 |
PL0000106712 |
95,75 |
95,93 |
3,76 |
3,60 |
95,84 |
3,68 |
PS0414 |
PL0000105433 |
102,72 |
102,91 |
3,73 |
3,60 |
102,82 |
3,66 |
OK0714 |
PL0000107009 |
94,06 |
94,24 |
3,73 |
3,61 |
94,15 |
3,67 |
WZ0115 |
PL0000106480 |
100,33 |
100,46 |
--- |
--- |
100,40 |
--- |
PS0415 |
PL0000105953 |
104,07 |
104,27 |
3,70 |
3,62 |
104,17 |
3,66 |
DS1015 |
PL0000103602 |
106,88 |
107,13 |
3,72 |
3,63 |
107,01 |
3,67 |
PS0416 |
PL0000106340 |
103,93 |
104,15 |
3,75 |
3,68 |
104,04 |
3,71 |
IZ0816 |
PL0000103529 |
106,03 |
106,67 |
--- |
--- |
106,35 |
--- |
PS1016 |
PL0000106795 |
103,47 |
103,76 |
3,78 |
3,70 |
103,62 |
3,74 |
WZ0117 |
PL0000106936 |
99,85 |
99,99 |
--- |
--- |
99,92 |
--- |
PS0417 |
PL0000107058 |
103,85 |
104,15 |
3,78 |
3,71 |
104,00 |
3,74 |
DS1017 |
PL0000104543 |
106,44 |
106,73 |
3,79 |
3,72 |
106,59 |
3,76 |
WZ0118 |
PL0000104717 |
99,74 |
99,92 |
--- |
--- |
99,83 |
--- |
DS1019 |
PL0000105441 |
109,71 |
109,94 |
3,87 |
3,84 |
109,83 |
3,85 |
DS1020 |
PL0000106126 |
108,36 |
108,69 |
3,99 |
3,95 |
108,53 |
3,97 |
WZ0121 |
PL0000106068 |
98,39 |
98,58 |
--- |
--- |
98,49 |
--- |
DS1021 |
PL0000106670 |
112,09 |
112,53 |
4,10 |
4,05 |
112,31 |
4,07 |
WS0922 |
PL0000102646 |
112,81 |
113,13 |
4,13 |
4,10 |
112,97 |
4,12 |
IZ0823 |
PL0000105359 |
109,03 |
109,80 |
--- |
--- |
109,42 |
--- |
DS1023 |
PL0000107264 |
97,99 |
98,35 |
4,23 |
4,19 |
98,17 |
4,21 |
WS0429 |
PL0000105391 |
115,83 |
116,52 |
4,37 |
4,32 |
116,18 |
4,35 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,56 |
100,65 |
3,79 |
3,58 |
100,61 |
3,67 |
OK0713 |
PL0000106563 |
97,49 |
97,61 |
3,84 |
3,65 |
97,55 |
3,74 |
DS1013 |
PL0000102836 |
101,04 |
101,17 |
3,82 |
3,67 |
101,11 |
3,74 |
OK0114 |
PL0000106712 |
95,75 |
95,93 |
3,76 |
3,60 |
95,84 |
3,68 |
PS0414 |
PL0000105433 |
102,69 |
102,88 |
3,75 |
3,62 |
102,79 |
3,68 |
OK0714 |
PL0000107009 |
94,06 |
94,18 |
3,73 |
3,65 |
94,12 |
3,69 |
WZ0115 |
PL0000106480 |
100,33 |
100,43 |
--- |
--- |
100,38 |
--- |
PS0415 |
PL0000105953 |
104,04 |
104,19 |
3,71 |
3,65 |
104,12 |
3,68 |
DS1015 |
PL0000103602 |
106,88 |
107,06 |
3,72 |
3,65 |
106,97 |
3,69 |
PS0416 |
PL0000106340 |
103,91 |
104,03 |
3,75 |
3,71 |
103,97 |
3,73 |
IZ0816 |
PL0000103529 |
106,02 |
106,58 |
--- |
--- |
106,30 |
--- |
PS1016 |
PL0000106795 |
103,39 |
103,58 |
3,80 |
3,75 |
103,49 |
3,77 |
WZ0117 |
PL0000106936 |
99,84 |
99,97 |
--- |
--- |
99,91 |
--- |
PS0417 |
PL0000107058 |
103,74 |
104,01 |
3,81 |
3,74 |
103,88 |
3,77 |
DS1017 |
PL0000104543 |
106,30 |
106,57 |
3,82 |
3,76 |
106,44 |
3,79 |
WZ0118 |
PL0000104717 |
99,72 |
99,88 |
--- |
--- |
99,80 |
--- |
DS1019 |
PL0000105441 |
109,36 |
109,76 |
3,93 |
3,86 |
109,56 |
3,90 |
DS1020 |
PL0000106126 |
108,18 |
108,56 |
4,02 |
3,97 |
108,37 |
3,99 |
WZ0121 |
PL0000106068 |
98,35 |
98,51 |
--- |
--- |
98,43 |
--- |
DS1021 |
PL0000106670 |
111,94 |
112,38 |
4,12 |
4,06 |
112,16 |
4,09 |
WS0922 |
PL0000102646 |
112,66 |
113,01 |
4,15 |
4,11 |
112,84 |
4,13 |
IZ0823 |
PL0000105359 |
108,99 |
109,79 |
--- |
--- |
109,39 |
--- |
DS1023 |
PL0000107264 |
97,72 |
98,23 |
4,26 |
4,20 |
97,98 |
4,23 |
WS0429 |
PL0000105391 |
115,51 |
116,16 |
4,40 |
4,35 |
115,84 |
4,37 |
REPO MARKET |
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 |
4,250 |
4,250 |
4,250 |
70 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,410 |
4,410 |
4,410 |
20 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,410 |
4,450 |
4,446 |
90 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,410 |
4,410 |
4,410 |
280 |
WS0429 |
PL0000105391 |
0/1 |
1 |
4,410 |
4,410 |
4,410 |
70 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,430 |
4,450 |
4,440 |
165 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
10 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,410 |
4,410 |
4,410 |
140 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,410 |
4,410 |
4,410 |
40 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,410 |
4,410 |
4,410 |
5 |
OK0714 |
PL0000107009 |
0/1 |
1 |
4,410 |
4,410 |
4,410 |
20 |
OK0714 |
PL0000107009 |
1/2 |
1 |
4,400 |
4,450 |
4,427 |
115 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
30 |
DS1023 |
PL0000107264 |
2/3 |
1 |
4,350 |
4,350 |
4,350 |
20 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
4,410 |
4,410 |
4,410 |
70 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
4,410 |
4,410 |
4,410 |
200 |
WZ0117 |
PL0000106936 |
0/1 |
1 |
4,410 |
4,410 |
4,410 |
10 |
WS0922 |
PL0000102646 |
1/3 |
2 |
4,200 |
4,200 |
4,200 |
10 |
PS0415 |
PL0000105953 |
0/2 |
2 |
4,350 |
4,350 |
4,350 |
80 |
DS1017 |
PL0000104543 |
2/9 |
7 |
4,460 |
4,460 |
4,460 |
30 |
DS1019 |
PL0000105441 |
2/9 |
7 |
4,460 |
4,460 |
4,460 |
50 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,420 |
4,420 |
4,420 |
55 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,450 |
4,450 |
4,450 |
55 |
DS1021 |
PL0000106670 |
2/9 |
7 |
4,460 |
4,460 |
4,460 |
200 |
OK0114 |
PL0000106712 |
1/8 |
7 |
4,400 |
4,400 |
4,400 |
110 |
PS0417 |
PL0000107058 |
1/8 |
7 |
4,450 |
4,450 |
4,450 |
80 |
WZ0121 |
PL0000106068 |
2/9 |
7 |
4,460 |
4,460 |
4,460 |
260 |
TOTAL |
2 285 |