2012-11-21 |
MARKET DATA |
No 225 (2010) |
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 |
3 437,50 |
3 549,30 |
158 |
2 990,00 |
3 163,00 |
34 |
6 427,50 |
6 712,30 |
192 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
3 437,50 |
3 549,30 |
158 |
2 990,00 |
3 163,00 |
34 |
6 427,50 |
6 712,30 |
192 |
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 |
99,36 |
99,37 |
99,35 |
99,35 |
99,35 |
99,35 |
99,35 |
72 500 |
72,03 |
1 |
PS0413 |
PL0000105037 |
100,60 |
100,56 |
100,56 |
100,56 |
100,55 |
100,55 |
100,55 |
330 000 |
341,88 |
9 |
OK0713 |
PL0000106563 |
97,51 |
97,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,05 |
100,15 |
100,15 |
100,15 |
100,15 |
100,15 |
100,15 |
20 000 |
20,11 |
2 |
OK0114 |
PL0000106712 |
95,81 |
95,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,72 |
102,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
94,11 |
94,16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,10 |
104,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,95 |
107,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,08 |
104,04 |
104,06 |
104,08 |
104,02 |
104,02 |
104,03 |
135 000 |
144,37 |
4 |
PS1016 |
PL0000106795 |
103,64 |
103,53 |
103,50 |
103,69 |
103,50 |
103,60 |
103,62 |
320 000 |
332,79 |
14 |
PS0417 |
PL0000107058 |
103,98 |
103,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,65 |
106,51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
99,72 |
99,71 |
99,74 |
99,74 |
99,74 |
99,74 |
99,74 |
20 000 |
20,38 |
1 |
DS1019 |
PL0000105441 |
109,71 |
109,55 |
109,80 |
109,83 |
109,80 |
109,83 |
109,82 |
35 000 |
38,59 |
2 |
DS1020 |
PL0000106126 |
108,46 |
108,38 |
108,50 |
108,50 |
108,50 |
108,50 |
108,50 |
25 000 |
27,23 |
2 |
DS1021 |
PL0000106670 |
112,39 |
112,30 |
112,30 |
112,35 |
112,26 |
112,26 |
112,33 |
170 000 |
191,74 |
12 |
WS0922 |
PL0000102646 |
113,16 |
113,00 |
113,11 |
113,16 |
113,11 |
113,11 |
113,14 |
175 000 |
199,68 |
15 |
DS1023 |
PL0000107264 |
98,30 |
98,10 |
98,21 |
98,29 |
98,17 |
98,17 |
98,23 |
150 000 |
147,83 |
16 |
WS0429 |
PL0000105391 |
116,20 |
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 |
106,00 |
106,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,06 |
109,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,40 |
100,39 |
100,40 |
100,40 |
100,40 |
100,40 |
100,40 |
25 000 |
25,52 |
1 |
WZ0117 |
PL0000106936 |
100,05 |
99,92 |
99,92 |
100,08 |
99,92 |
100,08 |
99,99 |
1 260 000 |
1 281,19 |
47 |
WZ0118 |
PL0000104717 |
100,02 |
99,86 |
99,92 |
100,08 |
99,92 |
100,07 |
100,02 |
250 000 |
254,28 |
9 |
WZ0121 |
PL0000106068 |
98,80 |
98,47 |
98,40 |
98,88 |
98,40 |
98,88 |
98,68 |
450 000 |
451,69 |
23 |
TOTAL |
3 437 500 |
3 549,30 |
158 |
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 |
5 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
124 |
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 |
100,56 |
100,65 |
3,78 |
3,57 |
100,61 |
3,66 |
OK0713 |
PL0000106563 |
97,49 |
97,63 |
3,85 |
3,63 |
97,56 |
3,74 |
DS1013 |
PL0000102836 |
101,03 |
101,16 |
3,82 |
3,68 |
101,10 |
3,74 |
OK0114 |
PL0000106712 |
95,73 |
95,92 |
3,79 |
3,62 |
95,83 |
3,70 |
PS0414 |
PL0000105433 |
102,70 |
102,89 |
3,74 |
3,61 |
102,80 |
3,67 |
OK0714 |
PL0000107009 |
94,07 |
94,22 |
3,73 |
3,63 |
94,15 |
3,68 |
WZ0115 |
PL0000106480 |
100,33 |
100,45 |
--- |
--- |
100,39 |
--- |
PS0415 |
PL0000105953 |
104,04 |
104,22 |
3,71 |
3,64 |
104,13 |
3,67 |
DS1015 |
PL0000103602 |
106,82 |
107,09 |
3,74 |
3,64 |
106,96 |
3,69 |
PS0416 |
PL0000106340 |
103,93 |
104,17 |
3,74 |
3,67 |
104,05 |
3,71 |
IZ0816 |
PL0000103529 |
105,91 |
106,35 |
--- |
--- |
106,13 |
--- |
PS1016 |
PL0000106795 |
103,47 |
103,67 |
3,78 |
3,72 |
103,57 |
3,75 |
WZ0117 |
PL0000106936 |
99,95 |
100,03 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
103,76 |
104,06 |
3,80 |
3,73 |
103,91 |
3,77 |
DS1017 |
PL0000104543 |
106,44 |
106,66 |
3,79 |
3,74 |
106,55 |
3,76 |
WZ0118 |
PL0000104717 |
99,75 |
99,96 |
--- |
--- |
99,86 |
--- |
DS1019 |
PL0000105441 |
109,40 |
109,78 |
3,92 |
3,86 |
109,59 |
3,89 |
DS1020 |
PL0000106126 |
108,23 |
108,58 |
4,01 |
3,96 |
108,41 |
3,99 |
WZ0121 |
PL0000106068 |
98,41 |
98,56 |
--- |
--- |
98,49 |
--- |
DS1021 |
PL0000106670 |
111,97 |
112,41 |
4,12 |
4,06 |
112,19 |
4,09 |
WS0922 |
PL0000102646 |
112,67 |
113,13 |
4,15 |
4,10 |
112,90 |
4,12 |
IZ0823 |
PL0000105359 |
108,87 |
109,63 |
--- |
--- |
109,25 |
--- |
DS1023 |
PL0000107264 |
97,86 |
98,25 |
4,25 |
4,20 |
98,06 |
4,22 |
WS0429 |
PL0000105391 |
115,83 |
116,37 |
4,37 |
4,33 |
116,10 |
4,35 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,51 |
100,58 |
3,90 |
3,73 |
100,55 |
3,80 |
OK0713 |
PL0000106563 |
97,49 |
97,62 |
3,85 |
3,65 |
97,56 |
3,74 |
DS1013 |
PL0000102836 |
101,02 |
101,13 |
3,83 |
3,71 |
101,08 |
3,77 |
OK0114 |
PL0000106712 |
95,73 |
95,89 |
3,79 |
3,64 |
95,81 |
3,72 |
PS0414 |
PL0000105433 |
102,69 |
102,87 |
3,75 |
3,62 |
102,78 |
3,68 |
OK0714 |
PL0000107009 |
94,08 |
94,22 |
3,73 |
3,63 |
94,15 |
3,68 |
WZ0115 |
PL0000106480 |
100,37 |
100,46 |
--- |
--- |
100,42 |
--- |
PS0415 |
PL0000105953 |
104,06 |
104,18 |
3,70 |
3,65 |
104,12 |
3,68 |
DS1015 |
PL0000103602 |
106,88 |
107,08 |
3,72 |
3,65 |
106,98 |
3,68 |
PS0416 |
PL0000106340 |
103,88 |
104,09 |
3,76 |
3,69 |
103,99 |
3,73 |
IZ0816 |
PL0000103529 |
105,89 |
106,43 |
--- |
--- |
106,16 |
--- |
PS1016 |
PL0000106795 |
103,45 |
103,68 |
3,78 |
3,72 |
103,57 |
3,75 |
WZ0117 |
PL0000106936 |
100,02 |
100,13 |
--- |
--- |
100,08 |
--- |
PS0417 |
PL0000107058 |
103,78 |
104,06 |
3,80 |
3,73 |
103,92 |
3,76 |
DS1017 |
PL0000104543 |
106,39 |
106,64 |
3,80 |
3,74 |
106,52 |
3,77 |
WZ0118 |
PL0000104717 |
99,97 |
100,15 |
--- |
--- |
100,06 |
--- |
DS1019 |
PL0000105441 |
109,42 |
109,79 |
3,92 |
3,86 |
109,61 |
3,89 |
DS1020 |
PL0000106126 |
108,21 |
108,54 |
4,02 |
3,97 |
108,38 |
3,99 |
WZ0121 |
PL0000106068 |
98,75 |
99,01 |
--- |
--- |
98,88 |
--- |
DS1021 |
PL0000106670 |
112,16 |
112,39 |
4,09 |
4,06 |
112,28 |
4,08 |
WS0922 |
PL0000102646 |
112,89 |
113,09 |
4,12 |
4,10 |
112,99 |
4,11 |
IZ0823 |
PL0000105359 |
108,95 |
109,65 |
--- |
--- |
109,30 |
--- |
DS1023 |
PL0000107264 |
98,04 |
98,28 |
4,22 |
4,20 |
98,16 |
4,21 |
WS0429 |
PL0000105391 |
115,90 |
116,50 |
4,37 |
4,32 |
116,20 |
4,34 |
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 |
4,200 |
4,200 |
4,200 |
30 |
WS0922 |
PL0000102646 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
10 |
WS0429 |
PL0000105391 |
0/1 |
1 |
4,410 |
4,410 |
4,410 |
80 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,400 |
4,450 |
4,421 |
205 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,400 |
4,400 |
4,400 |
80 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
40 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,380 |
4,450 |
4,398 |
295 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
30 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
45 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,400 |
4,400 |
4,400 |
60 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,380 |
4,380 |
4,380 |
5 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,410 |
4,420 |
4,419 |
110 |
OK0714 |
PL0000107009 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
40 |
OK0714 |
PL0000107009 |
1/2 |
1 |
4,400 |
4,400 |
4,400 |
140 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
4,410 |
4,410 |
4,410 |
215 |
WZ0117 |
PL0000106936 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
20 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
4,410 |
4,410 |
4,410 |
85 |
DS1019 |
PL0000105441 |
2/9 |
7 |
4,460 |
4,460 |
4,460 |
160 |
DS1020 |
PL0000106126 |
2/9 |
7 |
4,460 |
4,460 |
4,460 |
210 |
PS0416 |
PL0000106340 |
2/9 |
7 |
4,410 |
4,460 |
4,453 |
515 |
DS1021 |
PL0000106670 |
2/9 |
7 |
4,460 |
4,460 |
4,460 |
140 |
DS1023 |
PL0000107264 |
2/9 |
7 |
4,300 |
4,300 |
4,300 |
130 |
WZ0121 |
PL0000106068 |
2/9 |
7 |
4,460 |
4,460 |
4,460 |
215 |
WZ0115 |
PL0000106480 |
2/9 |
7 |
4,460 |
4,460 |
4,460 |
5 |
WZ0117 |
PL0000106936 |
2/9 |
7 |
4,460 |
4,460 |
4,460 |
125 |
TOTAL |
2 990 |