2012-11-23 |
MARKET DATA |
No 227 (2012) |
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 |
1 072,50 |
1 105,39 |
36 |
1 615,00 |
1 703,11 |
18 |
2 687,50 |
2 808,50 |
54 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 072,50 |
1 105,39 |
36 |
1 615,00 |
1 703,11 |
18 |
2 687,50 |
2 808,50 |
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 |
99,34 |
99,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,52 |
100,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
97,54 |
97,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,05 |
101,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
95,84 |
95,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,75 |
102,81 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
94,16 |
94,19 |
94,19 |
94,19 |
94,19 |
94,19 |
94,19 |
25 000 |
23,55 |
1 |
PS0415 |
PL0000105953 |
104,10 |
104,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,90 |
106,97 |
107,00 |
107,00 |
107,00 |
107,00 |
107,00 |
5 000 |
5,38 |
1 |
PS0416 |
PL0000106340 |
104,02 |
104,04 |
104,05 |
104,05 |
104,05 |
104,05 |
104,05 |
20 000 |
21,40 |
1 |
PS1016 |
PL0000106795 |
103,54 |
103,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,93 |
103,94 |
103,94 |
103,95 |
103,94 |
103,95 |
103,95 |
35 000 |
37,37 |
2 |
DS1017 |
PL0000104543 |
106,57 |
106,48 |
106,57 |
106,58 |
106,57 |
106,58 |
106,58 |
60 000 |
64,23 |
3 |
PS0418 |
PL0000107314 |
99,70 |
99,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
109,67 |
109,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,36 |
108,40 |
108,45 |
108,45 |
108,45 |
108,45 |
108,45 |
7 500 |
8,17 |
1 |
DS1021 |
PL0000106670 |
112,15 |
112,25 |
112,25 |
112,25 |
112,25 |
112,25 |
112,25 |
5 000 |
5,64 |
1 |
WS0922 |
PL0000102646 |
113,01 |
113,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
98,02 |
98,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
115,70 |
116,10 |
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 |
105,90 |
106,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,00 |
109,40 |
109,45 |
109,45 |
109,45 |
109,45 |
109,45 |
22 500 |
28,36 |
3 |
WZ0115 |
PL0000106480 |
100,49 |
100,46 |
100,46 |
100,49 |
100,46 |
100,48 |
100,48 |
645 000 |
659,39 |
13 |
WZ0117 |
PL0000106936 |
100,15 |
100,12 |
100,12 |
100,18 |
100,12 |
100,18 |
100,15 |
185 000 |
188,51 |
6 |
WZ0118 |
PL0000104717 |
100,15 |
100,13 |
100,15 |
100,15 |
100,15 |
100,15 |
100,15 |
30 000 |
30,57 |
2 |
WZ0121 |
PL0000106068 |
99,20 |
99,25 |
99,25 |
99,25 |
99,20 |
99,20 |
99,25 |
32 500 |
32,82 |
2 |
TOTAL |
1 072 500 |
1 105,39 |
36 |
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) |
19DEC12 |
PL0000006128 |
22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
120 |
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 |
100,59 |
3,88 |
3,67 |
100,55 |
3,76 |
OK0713 |
PL0000106563 |
97,53 |
97,66 |
3,85 |
3,64 |
97,60 |
3,74 |
DS1013 |
PL0000102836 |
101,02 |
101,15 |
3,82 |
3,67 |
101,09 |
3,74 |
OK0114 |
PL0000106712 |
95,79 |
95,94 |
3,77 |
3,63 |
95,87 |
3,70 |
PS0414 |
PL0000105433 |
102,72 |
102,84 |
3,71 |
3,63 |
102,78 |
3,67 |
OK0714 |
PL0000107009 |
94,08 |
94,25 |
3,75 |
3,64 |
94,17 |
3,69 |
WZ0115 |
PL0000106480 |
100,40 |
100,50 |
--- |
--- |
100,45 |
--- |
PS0415 |
PL0000105953 |
104,02 |
104,19 |
3,71 |
3,64 |
104,11 |
3,67 |
DS1015 |
PL0000103602 |
106,79 |
106,99 |
3,74 |
3,67 |
106,89 |
3,70 |
PS0416 |
PL0000106340 |
103,83 |
104,06 |
3,77 |
3,70 |
103,95 |
3,73 |
IZ0816 |
PL0000103529 |
105,82 |
106,52 |
--- |
--- |
106,17 |
--- |
PS1016 |
PL0000106795 |
103,41 |
103,66 |
3,79 |
3,72 |
103,54 |
3,76 |
WZ0117 |
PL0000106936 |
100,04 |
100,18 |
--- |
--- |
100,11 |
--- |
PS0417 |
PL0000107058 |
103,78 |
103,98 |
3,79 |
3,75 |
103,88 |
3,77 |
DS1017 |
PL0000104543 |
106,37 |
106,59 |
3,80 |
3,75 |
106,48 |
3,78 |
WZ0118 |
PL0000104717 |
99,99 |
100,17 |
--- |
--- |
100,08 |
--- |
DS1019 |
PL0000105441 |
109,35 |
109,72 |
3,93 |
3,87 |
109,54 |
3,90 |
DS1020 |
PL0000106126 |
108,05 |
108,48 |
4,04 |
3,98 |
108,27 |
4,01 |
WZ0121 |
PL0000106068 |
99,03 |
99,30 |
--- |
--- |
99,17 |
--- |
DS1021 |
PL0000106670 |
112,02 |
112,38 |
4,11 |
4,06 |
112,20 |
4,09 |
WS0922 |
PL0000102646 |
112,74 |
113,11 |
4,14 |
4,10 |
112,93 |
4,12 |
IZ0823 |
PL0000105359 |
108,80 |
109,54 |
--- |
--- |
109,17 |
--- |
DS1023 |
PL0000107264 |
97,80 |
98,25 |
4,25 |
4,20 |
98,03 |
4,23 |
WS0429 |
PL0000105391 |
115,51 |
116,15 |
4,40 |
4,35 |
115,83 |
4,37 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,50 |
100,56 |
3,88 |
3,74 |
100,53 |
3,81 |
OK0713 |
PL0000106563 |
97,53 |
97,65 |
3,85 |
3,66 |
97,59 |
3,76 |
DS1013 |
PL0000102836 |
101,04 |
101,12 |
3,80 |
3,71 |
101,08 |
3,75 |
OK0114 |
PL0000106712 |
95,83 |
95,94 |
3,73 |
3,63 |
95,89 |
3,68 |
PS0414 |
PL0000105433 |
102,72 |
102,83 |
3,71 |
3,63 |
102,78 |
3,67 |
OK0714 |
PL0000107009 |
94,15 |
94,27 |
3,70 |
3,62 |
94,21 |
3,66 |
WZ0115 |
PL0000106480 |
100,43 |
100,54 |
--- |
--- |
100,49 |
--- |
PS0415 |
PL0000105953 |
104,09 |
104,26 |
3,68 |
3,61 |
104,18 |
3,64 |
DS1015 |
PL0000103602 |
106,89 |
107,07 |
3,70 |
3,64 |
106,98 |
3,67 |
PS0416 |
PL0000106340 |
103,96 |
104,13 |
3,73 |
3,68 |
104,05 |
3,70 |
IZ0816 |
PL0000103529 |
105,78 |
106,43 |
--- |
--- |
106,11 |
--- |
PS1016 |
PL0000106795 |
103,52 |
103,68 |
3,76 |
3,72 |
103,60 |
3,74 |
WZ0117 |
PL0000106936 |
100,07 |
100,26 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
103,91 |
104,04 |
3,76 |
3,73 |
103,98 |
3,75 |
DS1017 |
PL0000104543 |
106,53 |
106,69 |
3,76 |
3,73 |
106,61 |
3,75 |
WZ0118 |
PL0000104717 |
100,03 |
100,21 |
--- |
--- |
100,12 |
--- |
DS1019 |
PL0000105441 |
109,50 |
109,83 |
3,90 |
3,85 |
109,67 |
3,87 |
DS1020 |
PL0000106126 |
108,28 |
108,52 |
4,00 |
3,97 |
108,40 |
3,99 |
WZ0121 |
PL0000106068 |
99,15 |
99,36 |
--- |
--- |
99,26 |
--- |
DS1021 |
PL0000106670 |
112,12 |
112,38 |
4,10 |
4,06 |
112,25 |
4,08 |
WS0922 |
PL0000102646 |
112,91 |
113,22 |
4,12 |
4,08 |
113,07 |
4,10 |
IZ0823 |
PL0000105359 |
108,88 |
109,52 |
--- |
--- |
109,20 |
--- |
DS1023 |
PL0000107264 |
97,96 |
98,25 |
4,23 |
4,20 |
98,11 |
4,22 |
WS0429 |
PL0000105391 |
115,60 |
116,22 |
4,39 |
4,34 |
115,91 |
4,37 |
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 |
0/3 |
3 |
4,500 |
4,500 |
4,500 |
600 |
TOTAL |
600 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
3/4 |
1 |
4,390 |
4,390 |
4,390 |
50 |
DS1019 |
PL0000105441 |
3/4 |
1 |
4,400 |
4,400 |
4,400 |
130 |
PS0415 |
PL0000105953 |
3/4 |
1 |
4,300 |
4,400 |
4,331 |
245 |
DS1019 |
PL0000105441 |
0/3 |
3 |
4,370 |
4,380 |
4,379 |
55 |
DS1020 |
PL0000106126 |
0/3 |
3 |
4,410 |
4,410 |
4,410 |
25 |
DS1015 |
PL0000103602 |
3/10 |
7 |
4,410 |
4,410 |
4,410 |
15 |
PS0413 |
PL0000105037 |
3/10 |
7 |
4,410 |
4,410 |
4,410 |
55 |
DS1019 |
PL0000105441 |
3/10 |
7 |
4,410 |
4,410 |
4,410 |
95 |
OK0714 |
PL0000107009 |
4/11 |
7 |
4,430 |
4,430 |
4,430 |
110 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
4,410 |
4,410 |
4,410 |
15 |
WZ0115 |
PL0000106480 |
3/10 |
7 |
4,410 |
4,410 |
4,410 |
220 |
TOTAL |
1 015 |