2012-11-22 |
MARKET DATA |
No 226 (2011) |
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 |
1 380,00 |
1 438,77 |
65 |
3 210,00 |
3 405,88 |
42 |
4 590,00 |
4 844,65 |
107 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 380,00 |
1 438,77 |
65 |
3 210,00 |
3 405,88 |
42 |
4 590,00 |
4 844,65 |
107 |
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 |
99,35 |
99,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,52 |
100,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
97,53 |
97,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,04 |
101,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
95,78 |
95,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,71 |
102,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
94,12 |
94,15 |
94,17 |
94,17 |
94,17 |
94,17 |
94,17 |
5 000 |
4,71 |
1 |
PS0415 |
PL0000105953 |
104,05 |
104,13 |
104,14 |
104,15 |
104,14 |
104,15 |
104,14 |
95 000 |
102,01 |
3 |
DS1015 |
PL0000103602 |
106,88 |
106,95 |
106,83 |
106,83 |
106,83 |
106,83 |
106,83 |
10 000 |
10,74 |
1 |
PS0416 |
PL0000106340 |
103,90 |
103,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,45 |
103,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,86 |
103,90 |
103,90 |
103,90 |
103,90 |
103,90 |
103,90 |
20 000 |
21,34 |
1 |
DS1017 |
PL0000104543 |
106,42 |
106,48 |
106,48 |
106,48 |
106,48 |
106,48 |
106,48 |
25 000 |
26,74 |
2 |
PS0418 |
PL0000107314 |
99,56 |
99,65 |
99,55 |
99,66 |
99,53 |
99,66 |
99,57 |
95 000 |
96,69 |
5 |
DS1019 |
PL0000105441 |
109,48 |
109,49 |
109,49 |
109,49 |
109,49 |
109,49 |
109,49 |
17 500 |
19,25 |
1 |
DS1020 |
PL0000106126 |
108,30 |
108,25 |
108,26 |
108,26 |
108,26 |
108,26 |
108,26 |
10 000 |
10,87 |
1 |
DS1021 |
PL0000106670 |
112,17 |
112,13 |
112,14 |
112,20 |
112,14 |
112,20 |
112,19 |
60 000 |
67,61 |
5 |
WS0922 |
PL0000102646 |
113,00 |
112,95 |
113,03 |
113,03 |
113,00 |
113,00 |
113,02 |
25 000 |
28,51 |
3 |
DS1023 |
PL0000107264 |
98,04 |
98,08 |
98,02 |
98,08 |
98,02 |
98,08 |
98,07 |
40 000 |
39,37 |
3 |
WS0429 |
PL0000105391 |
115,99 |
115,64 |
115,95 |
115,95 |
115,95 |
115,95 |
115,95 |
30 000 |
35,80 |
3 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,00 |
106,14 |
106,15 |
106,15 |
106,15 |
106,15 |
106,15 |
10 000 |
13,53 |
1 |
IZ0823 |
PL0000105359 |
109,05 |
109,15 |
109,05 |
109,05 |
109,05 |
109,05 |
109,05 |
20 000 |
25,12 |
2 |
WZ0115 |
PL0000106480 |
100,46 |
100,40 |
100,41 |
100,46 |
100,41 |
100,45 |
100,44 |
700 000 |
715,24 |
19 |
WZ0117 |
PL0000106936 |
100,08 |
100,06 |
100,06 |
100,10 |
100,06 |
100,10 |
100,10 |
190 000 |
193,48 |
11 |
WZ0118 |
PL0000104717 |
100,03 |
100,07 |
100,07 |
100,07 |
100,07 |
100,07 |
100,07 |
7 500 |
7,64 |
1 |
WZ0121 |
PL0000106068 |
99,10 |
98,92 |
98,92 |
98,95 |
98,92 |
98,95 |
98,94 |
20 000 |
20,13 |
2 |
TOTAL |
1 380 000 |
1 438,77 |
65 |
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 |
2 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
121 |
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 |
100,50 |
100,58 |
3,89 |
3,70 |
100,54 |
3,80 |
OK0713 |
PL0000106563 |
97,52 |
97,65 |
3,85 |
3,64 |
97,59 |
3,74 |
DS1013 |
PL0000102836 |
101,02 |
101,15 |
3,82 |
3,68 |
101,09 |
3,74 |
OK0114 |
PL0000106712 |
95,76 |
95,95 |
3,79 |
3,61 |
95,86 |
3,70 |
PS0414 |
PL0000105433 |
102,69 |
102,87 |
3,74 |
3,61 |
102,78 |
3,67 |
OK0714 |
PL0000107009 |
94,10 |
94,23 |
3,73 |
3,64 |
94,17 |
3,68 |
WZ0115 |
PL0000106480 |
100,34 |
100,47 |
--- |
--- |
100,41 |
--- |
PS0415 |
PL0000105953 |
104,01 |
104,19 |
3,72 |
3,64 |
104,10 |
3,68 |
DS1015 |
PL0000103602 |
106,83 |
107,06 |
3,73 |
3,65 |
106,95 |
3,68 |
PS0416 |
PL0000106340 |
103,84 |
104,07 |
3,77 |
3,70 |
103,96 |
3,73 |
IZ0816 |
PL0000103529 |
105,89 |
106,25 |
--- |
--- |
106,07 |
--- |
PS1016 |
PL0000106795 |
103,42 |
103,67 |
3,79 |
3,72 |
103,55 |
3,75 |
WZ0117 |
PL0000106936 |
100,02 |
100,14 |
--- |
--- |
100,08 |
--- |
PS0417 |
PL0000107058 |
103,80 |
104,07 |
3,79 |
3,72 |
103,94 |
3,76 |
DS1017 |
PL0000104543 |
106,39 |
106,63 |
3,80 |
3,74 |
106,51 |
3,77 |
WZ0118 |
PL0000104717 |
99,97 |
100,15 |
--- |
--- |
100,06 |
--- |
DS1019 |
PL0000105441 |
109,38 |
109,78 |
3,92 |
3,86 |
109,58 |
3,89 |
DS1020 |
PL0000106126 |
108,22 |
108,42 |
4,01 |
3,98 |
108,32 |
4,00 |
WZ0121 |
PL0000106068 |
98,78 |
99,04 |
--- |
--- |
98,91 |
--- |
DS1021 |
PL0000106670 |
112,11 |
112,47 |
4,10 |
4,05 |
112,29 |
4,07 |
WS0922 |
PL0000102646 |
112,87 |
113,18 |
4,13 |
4,09 |
113,03 |
4,11 |
IZ0823 |
PL0000105359 |
108,92 |
109,50 |
--- |
--- |
109,21 |
--- |
DS1023 |
PL0000107264 |
97,97 |
98,33 |
4,23 |
4,19 |
98,15 |
4,21 |
WS0429 |
PL0000105391 |
115,75 |
116,40 |
4,38 |
4,33 |
116,08 |
4,35 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,50 |
100,58 |
3,89 |
3,70 |
100,54 |
3,80 |
OK0713 |
PL0000106563 |
97,52 |
97,62 |
3,85 |
3,69 |
97,57 |
3,77 |
DS1013 |
PL0000102836 |
101,02 |
101,15 |
3,82 |
3,68 |
101,09 |
3,74 |
OK0114 |
PL0000106712 |
95,76 |
95,92 |
3,79 |
3,64 |
95,84 |
3,72 |
PS0414 |
PL0000105433 |
102,68 |
102,85 |
3,75 |
3,62 |
102,77 |
3,68 |
OK0714 |
PL0000107009 |
94,06 |
94,22 |
3,76 |
3,65 |
94,14 |
3,70 |
WZ0115 |
PL0000106480 |
100,36 |
100,45 |
--- |
--- |
100,41 |
--- |
PS0415 |
PL0000105953 |
104,01 |
104,20 |
3,72 |
3,64 |
104,11 |
3,68 |
DS1015 |
PL0000103602 |
106,81 |
107,02 |
3,73 |
3,66 |
106,92 |
3,69 |
PS0416 |
PL0000106340 |
103,84 |
104,07 |
3,77 |
3,70 |
103,96 |
3,73 |
IZ0816 |
PL0000103529 |
105,91 |
106,23 |
--- |
--- |
106,07 |
--- |
PS1016 |
PL0000106795 |
103,40 |
103,65 |
3,79 |
3,73 |
103,53 |
3,76 |
WZ0117 |
PL0000106936 |
100,03 |
100,15 |
--- |
--- |
100,09 |
--- |
PS0417 |
PL0000107058 |
103,82 |
103,98 |
3,79 |
3,75 |
103,90 |
3,77 |
DS1017 |
PL0000104543 |
106,38 |
106,56 |
3,80 |
3,76 |
106,47 |
3,78 |
WZ0118 |
PL0000104717 |
99,99 |
100,15 |
--- |
--- |
100,07 |
--- |
DS1019 |
PL0000105441 |
109,37 |
109,77 |
3,92 |
3,86 |
109,57 |
3,89 |
DS1020 |
PL0000106126 |
108,16 |
108,45 |
4,02 |
3,98 |
108,31 |
4,00 |
WZ0121 |
PL0000106068 |
98,95 |
99,16 |
--- |
--- |
99,06 |
--- |
DS1021 |
PL0000106670 |
112,06 |
112,40 |
4,10 |
4,06 |
112,23 |
4,08 |
WS0922 |
PL0000102646 |
112,92 |
113,21 |
4,12 |
4,09 |
113,07 |
4,10 |
IZ0823 |
PL0000105359 |
108,68 |
109,28 |
--- |
--- |
108,98 |
--- |
DS1023 |
PL0000107264 |
97,98 |
98,26 |
4,23 |
4,20 |
98,12 |
4,22 |
WS0429 |
PL0000105391 |
115,48 |
116,14 |
4,40 |
4,35 |
115,81 |
4,37 |
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 |
4,200 |
4,200 |
4,200 |
10 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,430 |
4,430 |
4,430 |
110 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,400 |
4,420 |
4,413 |
80 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,390 |
4,390 |
4,390 |
50 |
WS0429 |
PL0000105391 |
0/1 |
1 |
4,390 |
4,390 |
4,390 |
80 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,430 |
4,430 |
4,430 |
120 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,420 |
4,420 |
4,420 |
55 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,390 |
4,390 |
4,390 |
70 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,390 |
4,430 |
4,429 |
145 |
OK0714 |
PL0000107009 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
85 |
WS0922 |
PL0000102646 |
1/4 |
3 |
4,300 |
4,300 |
4,300 |
10 |
DS1017 |
PL0000104543 |
1/4 |
3 |
4,430 |
4,430 |
4,430 |
35 |
DS1019 |
PL0000105441 |
1/4 |
3 |
4,430 |
4,430 |
4,430 |
160 |
PS0415 |
PL0000105953 |
1/4 |
3 |
4,410 |
4,410 |
4,410 |
80 |
OK0113 |
PL0000106324 |
1/4 |
3 |
4,300 |
4,330 |
4,309 |
80 |
DS1021 |
PL0000106670 |
1/4 |
3 |
4,400 |
4,400 |
4,400 |
100 |
OK0114 |
PL0000106712 |
1/4 |
3 |
4,350 |
4,350 |
4,350 |
50 |
PS0417 |
PL0000107058 |
1/4 |
3 |
4,410 |
4,410 |
4,410 |
80 |
WS0922 |
PL0000102646 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
135 |
DS1017 |
PL0000104543 |
4/11 |
7 |
4,400 |
4,400 |
4,400 |
20 |
PS0413 |
PL0000105037 |
1/8 |
7 |
4,410 |
4,410 |
4,410 |
75 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,410 |
4,410 |
4,410 |
140 |
DS1019 |
PL0000105441 |
4/11 |
7 |
4,450 |
4,450 |
4,450 |
100 |
PS0416 |
PL0000106340 |
1/8 |
7 |
4,410 |
4,410 |
4,410 |
200 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
4,410 |
4,410 |
4,410 |
270 |
WZ0117 |
PL0000106936 |
1/8 |
7 |
4,410 |
4,410 |
4,410 |
250 |
TOTAL |
2 590 |