2012-11-27 |
MARKET DATA |
No 229 (2014) |
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 |
1 165,00 |
1 223,24 |
70 |
2 720,00 |
2 883,21 |
35 |
3 885,00 |
4 106,45 |
105 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 165,00 |
1 223,24 |
70 |
2 720,00 |
2 883,21 |
35 |
3 885,00 |
4 106,45 |
105 |
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 |
99,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,52 |
100,53 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
97,63 |
97,61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,13 |
101,11 |
101,15 |
101,15 |
101,15 |
101,15 |
101,15 |
25 000 |
25,41 |
1 |
OK0114 |
PL0000106712 |
95,98 |
95,91 |
96,01 |
96,04 |
96,01 |
96,04 |
96,03 |
140 000 |
134,44 |
3 |
PS0414 |
PL0000105433 |
105,07 |
102,81 |
102,91 |
102,92 |
102,91 |
102,92 |
102,91 |
45 000 |
47,86 |
2 |
OK0714 |
PL0000107009 |
95,06 |
94,31 |
94,38 |
94,41 |
94,38 |
94,41 |
94,41 |
17 500 |
16,52 |
2 |
PS0415 |
PL0000105953 |
104,94 |
104,26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
108,20 |
107,01 |
107,08 |
107,26 |
107,08 |
107,26 |
107,15 |
90 000 |
96,99 |
4 |
PS0416 |
PL0000106340 |
104,36 |
104,21 |
104,28 |
104,48 |
104,28 |
104,48 |
104,37 |
95 000 |
101,99 |
3 |
PS1016 |
PL0000106795 |
103,90 |
103,76 |
103,81 |
103,90 |
103,81 |
103,90 |
103,86 |
75 000 |
78,23 |
3 |
PS0417 |
PL0000107058 |
105,37 |
104,11 |
104,32 |
104,39 |
104,32 |
104,39 |
104,36 |
20 000 |
21,44 |
2 |
DS1017 |
PL0000104543 |
107,63 |
106,81 |
107,12 |
107,12 |
107,12 |
107,12 |
107,12 |
40 000 |
43,05 |
5 |
PS0418 |
PL0000107314 |
101,55 |
99,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,19 |
109,91 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
110,23 |
108,61 |
108,79 |
108,79 |
108,79 |
108,79 |
108,79 |
10 000 |
10,93 |
1 |
DS1021 |
PL0000106670 |
114,15 |
112,51 |
112,62 |
113,00 |
112,62 |
113,00 |
112,92 |
185 000 |
209,92 |
18 |
WS0922 |
PL0000102646 |
114,52 |
113,48 |
113,48 |
113,85 |
113,48 |
113,85 |
113,58 |
40 000 |
45,86 |
3 |
DS1023 |
PL0000107264 |
100,34 |
98,41 |
98,70 |
98,90 |
98,70 |
98,90 |
98,80 |
40 000 |
39,67 |
4 |
WS0429 |
PL0000105391 |
118,77 |
116,11 |
116,71 |
116,71 |
116,71 |
116,71 |
116,71 |
20 000 |
24,03 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,07 |
106,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,13 |
109,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,42 |
100,47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,16 |
100,18 |
100,18 |
100,19 |
100,18 |
100,19 |
100,19 |
35 000 |
35,69 |
2 |
WZ0118 |
PL0000104717 |
100,10 |
100,15 |
100,10 |
100,10 |
100,09 |
100,09 |
100,09 |
95 000 |
96,77 |
3 |
WZ0121 |
PL0000106068 |
99,27 |
99,20 |
99,27 |
99,27 |
99,21 |
99,21 |
99,24 |
192 500 |
194,45 |
12 |
TOTAL |
1 165 000 |
1 223,24 |
70 |
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 |
20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
118 |
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 |
100,49 |
100,61 |
3,89 |
3,60 |
100,55 |
3,75 |
OK0713 |
PL0000106563 |
97,58 |
97,71 |
3,80 |
3,59 |
97,65 |
3,69 |
DS1013 |
PL0000102836 |
101,06 |
101,17 |
3,77 |
3,64 |
101,12 |
3,70 |
OK0114 |
PL0000106712 |
95,88 |
96,02 |
3,71 |
3,58 |
95,95 |
3,64 |
PS0414 |
PL0000105433 |
102,77 |
102,93 |
3,67 |
3,55 |
102,85 |
3,61 |
OK0714 |
PL0000107009 |
94,22 |
94,38 |
3,67 |
3,56 |
94,30 |
3,62 |
WZ0115 |
PL0000106480 |
100,38 |
100,51 |
--- |
--- |
100,45 |
--- |
PS0415 |
PL0000105953 |
104,18 |
104,33 |
3,64 |
3,58 |
104,26 |
3,61 |
DS1015 |
PL0000103602 |
107,06 |
107,19 |
3,64 |
3,59 |
107,13 |
3,61 |
PS0416 |
PL0000106340 |
104,08 |
104,27 |
3,69 |
3,63 |
104,18 |
3,66 |
IZ0816 |
PL0000103529 |
105,92 |
106,48 |
--- |
--- |
106,20 |
--- |
PS1016 |
PL0000106795 |
103,63 |
103,83 |
3,73 |
3,67 |
103,73 |
3,70 |
WZ0117 |
PL0000106936 |
100,11 |
100,25 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
104,02 |
104,29 |
3,74 |
3,67 |
104,16 |
3,70 |
DS1017 |
PL0000104543 |
106,65 |
106,89 |
3,74 |
3,68 |
106,77 |
3,71 |
WZ0118 |
PL0000104717 |
100,06 |
100,24 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
99,78 |
100,08 |
3,79 |
3,73 |
99,93 |
3,76 |
DS1019 |
PL0000105441 |
109,76 |
110,07 |
3,86 |
3,81 |
109,92 |
3,83 |
DS1020 |
PL0000106126 |
108,56 |
108,78 |
3,96 |
3,93 |
108,67 |
3,95 |
WZ0121 |
PL0000106068 |
99,22 |
99,41 |
--- |
--- |
99,32 |
--- |
DS1021 |
PL0000106670 |
112,46 |
112,79 |
4,05 |
4,01 |
112,63 |
4,03 |
WS0922 |
PL0000102646 |
113,27 |
113,60 |
4,08 |
4,04 |
113,44 |
4,06 |
IZ0823 |
PL0000105359 |
108,95 |
109,56 |
--- |
--- |
109,26 |
--- |
DS1023 |
PL0000107264 |
98,21 |
98,63 |
4,21 |
4,16 |
98,42 |
4,18 |
WS0429 |
PL0000105391 |
116,02 |
116,66 |
4,36 |
4,31 |
116,34 |
4,33 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,50 |
100,60 |
3,87 |
3,62 |
100,55 |
3,75 |
OK0713 |
PL0000106563 |
97,61 |
97,75 |
3,76 |
3,53 |
97,68 |
3,64 |
DS1013 |
PL0000102836 |
101,12 |
101,20 |
3,70 |
3,61 |
101,16 |
3,65 |
OK0114 |
PL0000106712 |
95,97 |
96,11 |
3,62 |
3,49 |
96,04 |
3,56 |
PS0414 |
PL0000105433 |
102,88 |
103,02 |
3,59 |
3,49 |
102,95 |
3,54 |
OK0714 |
PL0000107009 |
94,32 |
94,49 |
3,60 |
3,49 |
94,41 |
3,54 |
WZ0115 |
PL0000106480 |
100,38 |
100,52 |
--- |
--- |
100,45 |
--- |
PS0415 |
PL0000105953 |
104,34 |
104,52 |
3,57 |
3,50 |
104,43 |
3,53 |
DS1015 |
PL0000103602 |
107,19 |
107,38 |
3,59 |
3,53 |
107,29 |
3,56 |
PS0416 |
PL0000106340 |
104,31 |
104,50 |
3,62 |
3,56 |
104,41 |
3,59 |
IZ0816 |
PL0000103529 |
105,93 |
106,34 |
--- |
--- |
106,14 |
--- |
PS1016 |
PL0000106795 |
103,85 |
104,06 |
3,67 |
3,61 |
103,96 |
3,64 |
WZ0117 |
PL0000106936 |
100,12 |
100,24 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
104,23 |
104,52 |
3,68 |
3,61 |
104,38 |
3,65 |
DS1017 |
PL0000104543 |
106,87 |
107,15 |
3,69 |
3,63 |
107,01 |
3,66 |
WZ0118 |
PL0000104717 |
100,06 |
100,24 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
100,02 |
100,32 |
3,74 |
3,68 |
100,17 |
3,71 |
DS1019 |
PL0000105441 |
110,10 |
110,40 |
3,81 |
3,76 |
110,25 |
3,78 |
DS1020 |
PL0000106126 |
108,95 |
109,20 |
3,91 |
3,87 |
109,08 |
3,89 |
WZ0121 |
PL0000106068 |
99,23 |
99,42 |
--- |
--- |
99,33 |
--- |
DS1021 |
PL0000106670 |
112,94 |
113,20 |
3,99 |
3,96 |
113,07 |
3,97 |
WS0922 |
PL0000102646 |
113,56 |
113,95 |
4,04 |
4,00 |
113,76 |
4,02 |
IZ0823 |
PL0000105359 |
108,97 |
109,57 |
--- |
--- |
109,27 |
--- |
DS1023 |
PL0000107264 |
98,70 |
99,06 |
4,15 |
4,11 |
98,88 |
4,13 |
WS0429 |
PL0000105391 |
116,59 |
117,26 |
4,31 |
4,26 |
116,93 |
4,29 |
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 |
4,300 |
4,300 |
4,300 |
185 |
WS0922 |
PL0000102646 |
2/9 |
7 |
4,350 |
4,350 |
4,350 |
185 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
85 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
110 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,370 |
4,370 |
4,370 |
30 |
DS1017 |
PL0000104543 |
2/9 |
7 |
4,410 |
4,410 |
4,410 |
50 |
WS0429 |
PL0000105391 |
0/1 |
1 |
4,410 |
4,410 |
4,410 |
5 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,350 |
4,410 |
4,407 |
235 |
DS1019 |
PL0000105441 |
2/9 |
7 |
4,410 |
4,410 |
4,410 |
75 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,410 |
4,410 |
4,410 |
150 |
PS0415 |
PL0000105953 |
2/9 |
7 |
4,410 |
4,410 |
4,410 |
150 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
4,410 |
4,410 |
4,410 |
195 |
WZ0121 |
PL0000106068 |
2/9 |
7 |
4,410 |
4,410 |
4,410 |
420 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
50 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,410 |
4,410 |
4,410 |
10 |
OK0113 |
PL0000106324 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
60 |
WZ0117 |
PL0000106936 |
2/9 |
7 |
4,410 |
4,410 |
4,410 |
50 |
OK0714 |
PL0000107009 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
190 |
PS0417 |
PL0000107058 |
0/1 |
1 |
4,420 |
4,450 |
4,447 |
330 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,400 |
4,400 |
4,400 |
115 |
DS1023 |
PL0000107264 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
40 |
TOTAL |
2 720 |