2012-11-29 |
MARKET DATA |
No 231 (2016) |
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 |
1 800,00 |
1 885,54 |
68 |
1 745,00 |
1 870,75 |
27 |
3 545,00 |
3 756,29 |
95 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 800,00 |
1 885,54 |
68 |
1 745,00 |
1 870,75 |
27 |
3 545,00 |
3 756,29 |
95 |
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 |
99,42 |
99,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,57 |
100,51 |
100,56 |
100,57 |
100,56 |
100,57 |
100,57 |
600 000 |
622,57 |
6 |
OK0713 |
PL0000106563 |
97,71 |
97,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,17 |
101,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,96 |
94,51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
94,50 |
94,51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,55 |
104,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
96,09 |
95,91 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
107,34 |
107,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,60 |
104,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,60 |
104,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,17 |
104,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,20 |
107,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
100,40 |
100,02 |
100,45 |
100,48 |
100,45 |
100,48 |
100,46 |
60 000 |
61,65 |
5 |
DS1019 |
PL0000105441 |
110,56 |
110,02 |
110,60 |
110,60 |
110,60 |
110,60 |
110,60 |
25 000 |
27,80 |
1 |
DS1020 |
PL0000106126 |
109,45 |
109,02 |
109,49 |
109,56 |
109,36 |
109,36 |
109,40 |
320 000 |
351,88 |
24 |
DS1021 |
PL0000106670 |
113,33 |
113,02 |
113,40 |
113,40 |
113,40 |
113,40 |
113,40 |
42 500 |
48,46 |
4 |
WS0922 |
PL0000102646 |
114,35 |
114,02 |
114,35 |
114,36 |
114,35 |
114,35 |
114,35 |
35 000 |
40,42 |
3 |
WS0429 |
PL0000105391 |
117,43 |
117,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
99,45 |
99,02 |
99,60 |
99,60 |
99,40 |
99,40 |
99,49 |
17 500 |
17,48 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,05 |
106,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,70 |
110,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,50 |
100,21 |
100,47 |
100,51 |
100,47 |
100,51 |
100,50 |
600 000 |
613,98 |
17 |
WZ0117 |
PL0000106936 |
100,20 |
100,13 |
100,20 |
100,20 |
100,20 |
100,20 |
100,20 |
5 000 |
5,10 |
1 |
WZ0118 |
PL0000104717 |
100,20 |
100,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,35 |
99,31 |
99,39 |
99,47 |
99,39 |
99,47 |
99,44 |
95 000 |
96,21 |
5 |
TOTAL |
1 800 000 |
1 885,54 |
68 |
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 |
16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
114 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
58 |
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 |
100,51 |
100,61 |
3,81 |
3,56 |
100,56 |
3,68 |
OK0713 |
PL0000106563 |
97,68 |
97,83 |
3,70 |
3,46 |
97,76 |
3,57 |
DS1013 |
PL0000102836 |
101,15 |
101,23 |
3,65 |
3,56 |
101,19 |
3,60 |
OK0114 |
PL0000106712 |
96,07 |
96,20 |
3,56 |
3,44 |
96,14 |
3,50 |
PS0414 |
PL0000105433 |
102,95 |
103,12 |
3,52 |
3,40 |
103,04 |
3,46 |
OK0714 |
PL0000107009 |
94,47 |
94,66 |
3,53 |
3,40 |
94,57 |
3,46 |
WZ0115 |
PL0000106480 |
100,40 |
100,51 |
--- |
--- |
100,46 |
--- |
PS0415 |
PL0000105953 |
104,50 |
104,66 |
3,50 |
3,43 |
104,58 |
3,46 |
DS1015 |
PL0000103602 |
107,29 |
107,54 |
3,55 |
3,46 |
107,42 |
3,50 |
PS0416 |
PL0000106340 |
104,47 |
104,73 |
3,57 |
3,49 |
104,60 |
3,53 |
IZ0816 |
PL0000103529 |
105,90 |
106,38 |
--- |
--- |
106,14 |
--- |
PS1016 |
PL0000106795 |
104,02 |
104,31 |
3,62 |
3,54 |
104,17 |
3,58 |
WZ0117 |
PL0000106936 |
100,11 |
100,30 |
--- |
--- |
100,21 |
--- |
PS0417 |
PL0000107058 |
104,34 |
104,64 |
3,66 |
3,58 |
104,49 |
3,62 |
DS1017 |
PL0000104543 |
107,04 |
107,36 |
3,65 |
3,58 |
107,20 |
3,61 |
WZ0118 |
PL0000104717 |
100,07 |
100,32 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
100,22 |
100,53 |
3,70 |
3,63 |
100,38 |
3,67 |
DS1019 |
PL0000105441 |
110,21 |
110,65 |
3,79 |
3,72 |
110,43 |
3,75 |
DS1020 |
PL0000106126 |
109,12 |
109,53 |
3,88 |
3,82 |
109,33 |
3,85 |
WZ0121 |
PL0000106068 |
99,26 |
99,45 |
--- |
--- |
99,36 |
--- |
DS1021 |
PL0000106670 |
113,05 |
113,40 |
3,98 |
3,93 |
113,23 |
3,95 |
WS0922 |
PL0000102646 |
114,00 |
114,39 |
3,99 |
3,95 |
114,20 |
3,97 |
IZ0823 |
PL0000105359 |
109,41 |
110,21 |
--- |
--- |
109,81 |
--- |
DS1023 |
PL0000107264 |
99,19 |
99,56 |
4,09 |
4,05 |
99,38 |
4,07 |
WS0429 |
PL0000105391 |
117,18 |
117,85 |
4,27 |
4,21 |
117,52 |
4,24 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,51 |
100,60 |
3,81 |
3,58 |
100,56 |
3,68 |
OK0713 |
PL0000106563 |
97,70 |
97,82 |
3,67 |
3,48 |
97,76 |
3,57 |
DS1013 |
PL0000102836 |
101,14 |
101,23 |
3,66 |
3,56 |
101,19 |
3,60 |
OK0114 |
PL0000106712 |
96,08 |
96,21 |
3,55 |
3,43 |
96,15 |
3,49 |
PS0414 |
PL0000105433 |
102,95 |
103,09 |
3,52 |
3,42 |
103,02 |
3,47 |
OK0714 |
PL0000107009 |
94,47 |
94,63 |
3,53 |
3,42 |
94,55 |
3,47 |
WZ0115 |
PL0000106480 |
100,45 |
100,55 |
--- |
--- |
100,50 |
--- |
PS0415 |
PL0000105953 |
104,52 |
104,68 |
3,49 |
3,42 |
104,60 |
3,45 |
DS1015 |
PL0000103602 |
107,31 |
107,52 |
3,54 |
3,47 |
107,42 |
3,50 |
PS0416 |
PL0000106340 |
104,49 |
104,68 |
3,56 |
3,50 |
104,59 |
3,53 |
IZ0816 |
PL0000103529 |
105,94 |
106,38 |
--- |
--- |
106,16 |
--- |
PS1016 |
PL0000106795 |
104,08 |
104,29 |
3,60 |
3,55 |
104,19 |
3,57 |
WZ0117 |
PL0000106936 |
100,14 |
100,26 |
--- |
--- |
100,20 |
--- |
PS0417 |
PL0000107058 |
104,49 |
104,68 |
3,62 |
3,57 |
104,59 |
3,59 |
DS1017 |
PL0000104543 |
107,15 |
107,37 |
3,63 |
3,58 |
107,26 |
3,60 |
WZ0118 |
PL0000104717 |
100,12 |
100,29 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
100,29 |
100,50 |
3,68 |
3,64 |
100,40 |
3,66 |
DS1019 |
PL0000105441 |
110,41 |
110,59 |
3,75 |
3,73 |
110,50 |
3,74 |
DS1020 |
PL0000106126 |
109,31 |
109,44 |
3,86 |
3,84 |
109,38 |
3,85 |
WZ0121 |
PL0000106068 |
99,31 |
99,50 |
--- |
--- |
99,41 |
--- |
DS1021 |
PL0000106670 |
113,13 |
113,44 |
3,97 |
3,93 |
113,29 |
3,95 |
WS0922 |
PL0000102646 |
114,05 |
114,38 |
3,99 |
3,95 |
114,22 |
3,97 |
IZ0823 |
PL0000105359 |
109,40 |
110,18 |
--- |
--- |
109,79 |
--- |
DS1023 |
PL0000107264 |
99,21 |
99,56 |
4,09 |
4,05 |
99,39 |
4,07 |
WS0429 |
PL0000105391 |
117,18 |
117,80 |
4,27 |
4,22 |
117,49 |
4,24 |
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 |
120 |
WS0922 |
PL0000102646 |
1/4 |
3 |
4,200 |
4,200 |
4,200 |
75 |
DS1013 |
PL0000102836 |
4/5 |
1 |
4,400 |
4,400 |
4,400 |
10 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
75 |
DS1015 |
PL0000103602 |
1/4 |
3 |
4,400 |
4,400 |
4,400 |
10 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
15 |
DS1017 |
PL0000104543 |
1/4 |
3 |
4,400 |
4,450 |
4,409 |
110 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
55 |
DS1019 |
PL0000105441 |
1/4 |
3 |
4,400 |
4,400 |
4,400 |
20 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,400 |
4,400 |
4,400 |
400 |
DS1019 |
PL0000105441 |
4/11 |
7 |
4,370 |
4,370 |
4,370 |
145 |
PS0415 |
PL0000105953 |
1/4 |
3 |
4,350 |
4,350 |
4,350 |
50 |
WZ0121 |
PL0000106068 |
4/11 |
7 |
4,150 |
4,150 |
4,150 |
15 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
25 |
DS1020 |
PL0000106126 |
1/4 |
3 |
4,450 |
4,450 |
4,450 |
10 |
DS1020 |
PL0000106126 |
4/5 |
1 |
4,400 |
4,400 |
4,400 |
10 |
OK0113 |
PL0000106324 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
60 |
OK0713 |
PL0000106563 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
40 |
OK0713 |
PL0000106563 |
1/4 |
3 |
4,350 |
4,350 |
4,350 |
10 |
OK0714 |
PL0000107009 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
200 |
PS0417 |
PL0000107058 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
145 |
PS0417 |
PL0000107058 |
1/4 |
3 |
4,250 |
4,350 |
4,314 |
55 |
DS1023 |
PL0000107264 |
0/1 |
1 |
4,400 |
4,400 |
4,400 |
90 |
TOTAL |
1 745 |