2012-11-26 |
MARKET DATA |
No 228 (2013) |
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 |
815,00 |
863,14 |
49 |
2 035,00 |
2 165,36 |
38 |
2 850,00 |
3 028,51 |
87 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
815,00 |
863,14 |
49 |
2 035,00 |
2 165,36 |
38 |
2 850,00 |
3 028,51 |
87 |
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) |
WS0922 |
PL0000102646 |
114,00 |
98,35 |
113,22 |
113,60 |
113,22 |
113,60 |
113,40 |
110 000 |
125,89 |
10 |
DS1013 |
PL0000102836 |
101,08 |
101,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,00 |
106,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
108,00 |
106,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,00 |
106,67 |
106,71 |
106,80 |
106,71 |
106,80 |
106,78 |
50 000 |
53,63 |
4 |
WZ0118 |
PL0000104717 |
100,14 |
100,18 |
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 |
PS0413 |
PL0000105037 |
100,56 |
100,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,00 |
109,35 |
109,40 |
109,40 |
109,40 |
109,40 |
109,40 |
20 000 |
25,20 |
2 |
WS0429 |
PL0000105391 |
116,30 |
116,20 |
116,50 |
116,50 |
116,29 |
116,29 |
116,36 |
30 000 |
35,93 |
3 |
PS0414 |
PL0000105433 |
102,80 |
102,81 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
110,00 |
109,81 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,23 |
104,16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,27 |
99,25 |
99,26 |
99,29 |
99,26 |
99,29 |
99,27 |
50 000 |
50,51 |
2 |
DS1020 |
PL0000106126 |
110,00 |
108,48 |
108,60 |
108,60 |
108,60 |
108,60 |
108,60 |
25 000 |
27,27 |
3 |
OK0113 |
PL0000106324 |
99,35 |
99,40 |
99,40 |
99,40 |
99,40 |
99,40 |
99,40 |
5 000 |
4,97 |
1 |
PS0416 |
PL0000106340 |
104,17 |
104,09 |
104,17 |
104,19 |
104,17 |
104,19 |
104,18 |
90 000 |
96,44 |
4 |
WZ0115 |
PL0000106480 |
100,44 |
100,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
97,60 |
97,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
113,20 |
112,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
95,90 |
95,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,00 |
103,67 |
103,68 |
103,76 |
103,68 |
103,76 |
103,72 |
55 000 |
57,29 |
3 |
WZ0117 |
PL0000106936 |
100,16 |
100,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
94,28 |
94,21 |
94,28 |
94,29 |
94,28 |
94,29 |
94,28 |
80 000 |
75,43 |
2 |
PS0417 |
PL0000107058 |
104,91 |
104,02 |
104,03 |
104,08 |
104,03 |
104,08 |
104,06 |
175 000 |
187,05 |
7 |
DS1023 |
PL0000107264 |
98,36 |
98,01 |
98,10 |
98,50 |
98,10 |
98,50 |
98,17 |
115 000 |
113,32 |
7 |
PS0418 |
PL0000107314 |
99,93 |
99,71 |
99,90 |
99,90 |
99,90 |
99,90 |
99,90 |
10 000 |
10,21 |
1 |
TOTAL |
815 000 |
863,14 |
49 |
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 |
21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
91 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
119 |
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 |
100,61 |
3,88 |
3,61 |
100,56 |
3,73 |
OK0713 |
PL0000106563 |
97,56 |
97,68 |
3,82 |
3,63 |
97,62 |
3,72 |
DS1013 |
PL0000102836 |
101,04 |
101,18 |
3,79 |
3,64 |
101,11 |
3,71 |
OK0114 |
PL0000106712 |
95,84 |
95,97 |
3,73 |
3,61 |
95,91 |
3,67 |
PS0414 |
PL0000105433 |
102,72 |
102,88 |
3,71 |
3,59 |
102,80 |
3,65 |
OK0714 |
PL0000107009 |
94,15 |
94,31 |
3,71 |
3,60 |
94,23 |
3,66 |
WZ0115 |
PL0000106480 |
100,39 |
100,54 |
--- |
--- |
100,47 |
--- |
PS0415 |
PL0000105953 |
104,09 |
104,23 |
3,68 |
3,62 |
104,16 |
3,65 |
DS1015 |
PL0000103602 |
106,85 |
107,08 |
3,71 |
3,63 |
106,97 |
3,67 |
PS0416 |
PL0000106340 |
103,91 |
104,13 |
3,75 |
3,68 |
104,02 |
3,71 |
IZ0816 |
PL0000103529 |
105,69 |
106,42 |
--- |
--- |
106,06 |
--- |
PS1016 |
PL0000106795 |
103,52 |
103,70 |
3,76 |
3,71 |
103,61 |
3,74 |
WZ0117 |
PL0000106936 |
100,07 |
100,28 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
103,90 |
104,07 |
3,77 |
3,72 |
103,99 |
3,74 |
DS1017 |
PL0000104543 |
106,44 |
106,75 |
3,78 |
3,72 |
106,60 |
3,75 |
WZ0118 |
PL0000104717 |
99,99 |
100,22 |
--- |
--- |
100,11 |
--- |
PS0418 |
PL0000107314 |
99,60 |
99,92 |
3,83 |
3,76 |
99,76 |
3,79 |
DS1019 |
PL0000105441 |
109,44 |
109,85 |
3,91 |
3,85 |
109,65 |
3,88 |
DS1020 |
PL0000106126 |
108,19 |
108,63 |
4,02 |
3,95 |
108,41 |
3,99 |
WZ0121 |
PL0000106068 |
99,05 |
99,31 |
--- |
--- |
99,18 |
--- |
DS1021 |
PL0000106670 |
112,09 |
112,50 |
4,10 |
4,05 |
112,30 |
4,07 |
WS0922 |
PL0000102646 |
112,82 |
113,26 |
4,13 |
4,08 |
113,04 |
4,11 |
IZ0823 |
PL0000105359 |
108,55 |
109,54 |
--- |
--- |
109,05 |
--- |
DS1023 |
PL0000107264 |
98,00 |
98,24 |
4,23 |
4,20 |
98,12 |
4,22 |
WS0429 |
PL0000105391 |
115,82 |
116,30 |
4,37 |
4,34 |
116,06 |
4,35 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,49 |
100,61 |
3,90 |
3,61 |
100,55 |
3,76 |
OK0713 |
PL0000106563 |
97,57 |
97,70 |
3,80 |
3,60 |
97,64 |
3,69 |
DS1013 |
PL0000102836 |
101,07 |
101,19 |
3,76 |
3,62 |
101,13 |
3,69 |
OK0114 |
PL0000106712 |
95,86 |
96,00 |
3,72 |
3,59 |
95,93 |
3,65 |
PS0414 |
PL0000105433 |
102,78 |
102,94 |
3,67 |
3,55 |
102,86 |
3,61 |
OK0714 |
PL0000107009 |
94,26 |
94,37 |
3,64 |
3,56 |
94,32 |
3,60 |
WZ0115 |
PL0000106480 |
100,39 |
100,52 |
--- |
--- |
100,46 |
--- |
PS0415 |
PL0000105953 |
104,21 |
104,37 |
3,63 |
3,56 |
104,29 |
3,60 |
DS1015 |
PL0000103602 |
107,00 |
107,21 |
3,66 |
3,59 |
107,11 |
3,62 |
PS0416 |
PL0000106340 |
104,13 |
104,27 |
3,68 |
3,63 |
104,20 |
3,66 |
IZ0816 |
PL0000103529 |
105,90 |
106,19 |
--- |
--- |
106,05 |
--- |
PS1016 |
PL0000106795 |
103,67 |
103,82 |
3,72 |
3,68 |
103,75 |
3,70 |
WZ0117 |
PL0000106936 |
100,12 |
100,26 |
--- |
--- |
100,19 |
--- |
PS0417 |
PL0000107058 |
104,06 |
104,27 |
3,73 |
3,68 |
104,17 |
3,70 |
DS1017 |
PL0000104543 |
106,66 |
106,89 |
3,74 |
3,69 |
106,78 |
3,71 |
WZ0118 |
PL0000104717 |
100,08 |
100,25 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
99,90 |
100,04 |
3,77 |
3,74 |
99,97 |
3,75 |
DS1019 |
PL0000105441 |
109,82 |
110,05 |
3,85 |
3,81 |
109,94 |
3,83 |
DS1020 |
PL0000106126 |
108,57 |
108,78 |
3,96 |
3,93 |
108,68 |
3,95 |
WZ0121 |
PL0000106068 |
99,22 |
99,41 |
--- |
--- |
99,32 |
--- |
DS1021 |
PL0000106670 |
112,56 |
112,84 |
4,04 |
4,00 |
112,70 |
4,02 |
WS0922 |
PL0000102646 |
113,32 |
113,60 |
4,07 |
4,04 |
113,46 |
4,06 |
IZ0823 |
PL0000105359 |
108,90 |
109,49 |
--- |
--- |
109,20 |
--- |
DS1023 |
PL0000107264 |
98,28 |
98,56 |
4,20 |
4,16 |
98,42 |
4,18 |
WS0429 |
PL0000105391 |
116,22 |
116,64 |
4,34 |
4,31 |
116,43 |
4,33 |
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 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
5 |
WS0922 |
PL0000102646 |
2/3 |
1 |
4,250 |
4,250 |
4,250 |
10 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,400 |
4,400 |
4,400 |
10 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,410 |
4,450 |
4,448 |
85 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,410 |
4,410 |
4,410 |
10 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
110 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,410 |
4,410 |
4,410 |
10 |
WS0429 |
PL0000105391 |
0/1 |
1 |
4,410 |
4,410 |
4,410 |
5 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
175 |
PS0414 |
PL0000105433 |
2/9 |
7 |
4,350 |
4,350 |
4,350 |
85 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
10 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,400 |
4,420 |
4,417 |
115 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,450 |
4,450 |
4,450 |
20 |
DS1019 |
PL0000105441 |
2/3 |
1 |
4,400 |
4,400 |
4,400 |
30 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,300 |
4,400 |
4,363 |
255 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,300 |
4,350 |
4,331 |
80 |
PS0415 |
PL0000105953 |
2/3 |
1 |
4,350 |
4,350 |
4,350 |
10 |
PS0415 |
PL0000105953 |
2/9 |
7 |
4,300 |
4,300 |
4,300 |
165 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
4,410 |
4,410 |
4,410 |
30 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,410 |
4,410 |
4,410 |
5 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,450 |
4,450 |
4,450 |
90 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
20 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,410 |
4,410 |
4,410 |
5 |
PS0416 |
PL0000106340 |
2/3 |
1 |
4,400 |
4,400 |
4,400 |
60 |
WZ0115 |
PL0000106480 |
1/8 |
7 |
4,410 |
4,410 |
4,410 |
200 |
OK0114 |
PL0000106712 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
15 |
OK0114 |
PL0000106712 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
10 |
OK0714 |
PL0000107009 |
0/1 |
1 |
4,400 |
4,400 |
4,400 |
40 |
PS0417 |
PL0000107058 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
310 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,400 |
4,400 |
4,400 |
35 |
DS1023 |
PL0000107264 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
25 |
TOTAL |
2 035 |