2012-12-03 |
MARKET DATA |
No 233 (2018) |
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 |
1 860,00 |
1 920,82 |
107 |
2 595,00 |
2 757,36 |
24 |
4 455,00 |
4 678,18 |
131 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 860,00 |
1 920,82 |
107 |
2 595,00 |
2 757,36 |
24 |
4 455,00 |
4 678,18 |
131 |
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 |
99,45 |
99,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,59 |
100,51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
97,74 |
97,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,19 |
101,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
96,27 |
96,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
103,06 |
103,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
94,78 |
94,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,75 |
104,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
107,70 |
107,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,91 |
104,81 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,61 |
104,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,07 |
105,01 |
104,91 |
104,91 |
104,90 |
104,90 |
104,90 |
20 000 |
21,56 |
2 |
DS1017 |
PL0000104543 |
107,90 |
107,66 |
107,70 |
107,70 |
107,70 |
107,70 |
107,70 |
10 000 |
10,83 |
1 |
PS0418 |
PL0000107314 |
101,00 |
100,67 |
100,84 |
100,84 |
100,63 |
100,79 |
100,73 |
250 000 |
257,58 |
19 |
DS1019 |
PL0000105441 |
110,98 |
110,21 |
110,60 |
110,68 |
110,60 |
110,68 |
110,65 |
15 000 |
16,69 |
2 |
DS1020 |
PL0000106126 |
110,00 |
109,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
113,81 |
113,30 |
113,35 |
113,40 |
113,20 |
113,40 |
113,32 |
110 000 |
125,37 |
9 |
WS0922 |
PL0000102646 |
115,00 |
114,30 |
114,40 |
114,40 |
114,30 |
114,40 |
114,35 |
40 000 |
46,20 |
5 |
DS1023 |
PL0000107264 |
100,00 |
99,55 |
99,78 |
99,78 |
99,35 |
99,35 |
99,67 |
165 000 |
165,20 |
14 |
WS0429 |
PL0000105391 |
118,25 |
117,55 |
118,00 |
118,00 |
117,51 |
117,51 |
117,86 |
35 000 |
42,49 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,35 |
106,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,65 |
110,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,49 |
100,01 |
100,43 |
100,43 |
100,43 |
100,43 |
100,43 |
5 000 |
5,11 |
1 |
WZ0117 |
PL0000106936 |
100,27 |
100,01 |
100,26 |
100,26 |
100,26 |
100,26 |
100,26 |
50 000 |
51,06 |
1 |
WZ0118 |
PL0000104717 |
100,24 |
100,01 |
100,30 |
100,33 |
100,07 |
100,11 |
100,15 |
545 000 |
555,94 |
21 |
WZ0121 |
PL0000106068 |
99,58 |
99,32 |
99,53 |
99,61 |
99,29 |
99,29 |
99,41 |
615 000 |
622,79 |
30 |
TOTAL |
1 860 000 |
1 920,82 |
107 |
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 |
14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
112 |
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 |
100,56 |
100,64 |
3,66 |
3,46 |
100,60 |
3,56 |
OK0713 |
PL0000106563 |
97,72 |
97,86 |
3,67 |
3,44 |
97,79 |
3,56 |
DS1013 |
PL0000102836 |
101,18 |
101,33 |
3,60 |
3,43 |
101,26 |
3,51 |
OK0114 |
PL0000106712 |
96,14 |
96,31 |
3,51 |
3,35 |
96,23 |
3,43 |
PS0414 |
PL0000105433 |
103,04 |
103,21 |
3,45 |
3,33 |
103,13 |
3,38 |
OK0714 |
PL0000107009 |
94,64 |
94,82 |
3,43 |
3,31 |
94,73 |
3,37 |
WZ0115 |
PL0000106480 |
100,46 |
100,58 |
--- |
--- |
100,52 |
--- |
PS0415 |
PL0000105953 |
104,72 |
104,87 |
3,40 |
3,33 |
104,80 |
3,36 |
DS1015 |
PL0000103602 |
107,60 |
107,84 |
3,43 |
3,35 |
107,72 |
3,39 |
PS0416 |
PL0000106340 |
104,85 |
105,11 |
3,45 |
3,37 |
104,98 |
3,41 |
IZ0816 |
PL0000103529 |
106,24 |
106,87 |
--- |
--- |
106,56 |
--- |
PS1016 |
PL0000106795 |
104,57 |
104,83 |
3,47 |
3,40 |
104,70 |
3,43 |
WZ0117 |
PL0000106936 |
100,21 |
100,42 |
--- |
--- |
100,32 |
--- |
PS0417 |
PL0000107058 |
105,00 |
105,29 |
3,49 |
3,42 |
105,15 |
3,46 |
DS1017 |
PL0000104543 |
107,68 |
108,00 |
3,51 |
3,44 |
107,84 |
3,47 |
WZ0118 |
PL0000104717 |
100,15 |
100,38 |
--- |
--- |
100,27 |
--- |
PS0418 |
PL0000107314 |
100,82 |
101,11 |
3,57 |
3,52 |
100,97 |
3,54 |
DS1019 |
PL0000105441 |
110,91 |
111,28 |
3,68 |
3,62 |
111,10 |
3,65 |
DS1020 |
PL0000106126 |
109,78 |
110,16 |
3,79 |
3,74 |
109,97 |
3,76 |
WZ0121 |
PL0000106068 |
99,31 |
99,60 |
--- |
--- |
99,46 |
--- |
DS1021 |
PL0000106670 |
113,58 |
113,91 |
3,91 |
3,87 |
113,75 |
3,89 |
WS0922 |
PL0000102646 |
114,55 |
114,90 |
3,93 |
3,89 |
114,73 |
3,91 |
IZ0823 |
PL0000105359 |
109,52 |
110,27 |
--- |
--- |
109,90 |
--- |
DS1023 |
PL0000107264 |
99,69 |
99,97 |
4,03 |
4,00 |
99,83 |
4,02 |
WS0429 |
PL0000105391 |
117,95 |
118,60 |
4,21 |
4,16 |
118,28 |
4,18 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,57 |
100,64 |
3,64 |
3,46 |
100,61 |
3,54 |
OK0713 |
PL0000106563 |
97,72 |
97,86 |
3,67 |
3,44 |
97,79 |
3,56 |
DS1013 |
PL0000102836 |
101,16 |
101,27 |
3,63 |
3,50 |
101,22 |
3,56 |
OK0114 |
PL0000106712 |
96,10 |
96,29 |
3,55 |
3,37 |
96,20 |
3,46 |
PS0414 |
PL0000105433 |
103,01 |
103,17 |
3,47 |
3,35 |
103,09 |
3,41 |
OK0714 |
PL0000107009 |
94,60 |
94,76 |
3,45 |
3,35 |
94,68 |
3,40 |
WZ0115 |
PL0000106480 |
100,38 |
100,53 |
--- |
--- |
100,46 |
--- |
PS0415 |
PL0000105953 |
104,63 |
104,82 |
3,44 |
3,36 |
104,73 |
3,39 |
DS1015 |
PL0000103602 |
107,51 |
107,75 |
3,47 |
3,38 |
107,63 |
3,42 |
PS0416 |
PL0000106340 |
104,77 |
104,98 |
3,47 |
3,41 |
104,88 |
3,44 |
IZ0816 |
PL0000103529 |
106,17 |
106,82 |
--- |
--- |
106,50 |
--- |
PS1016 |
PL0000106795 |
104,44 |
104,67 |
3,50 |
3,44 |
104,56 |
3,47 |
WZ0117 |
PL0000106936 |
100,07 |
100,32 |
--- |
--- |
100,20 |
--- |
PS0417 |
PL0000107058 |
104,86 |
105,13 |
3,53 |
3,46 |
105,00 |
3,49 |
DS1017 |
PL0000104543 |
107,57 |
107,85 |
3,53 |
3,47 |
107,71 |
3,50 |
WZ0118 |
PL0000104717 |
99,95 |
100,17 |
--- |
--- |
100,06 |
--- |
PS0418 |
PL0000107314 |
100,71 |
100,92 |
3,60 |
3,55 |
100,82 |
3,57 |
DS1019 |
PL0000105441 |
110,51 |
110,92 |
3,74 |
3,67 |
110,72 |
3,70 |
DS1020 |
PL0000106126 |
109,41 |
109,81 |
3,84 |
3,78 |
109,61 |
3,81 |
WZ0121 |
PL0000106068 |
99,22 |
99,47 |
--- |
--- |
99,35 |
--- |
DS1021 |
PL0000106670 |
113,13 |
113,46 |
3,96 |
3,92 |
113,30 |
3,94 |
WS0922 |
PL0000102646 |
114,21 |
114,46 |
3,97 |
3,94 |
114,34 |
3,95 |
IZ0823 |
PL0000105359 |
109,43 |
110,23 |
--- |
--- |
109,83 |
--- |
DS1023 |
PL0000107264 |
99,32 |
99,65 |
4,08 |
4,04 |
99,49 |
4,06 |
WS0429 |
PL0000105391 |
117,45 |
117,97 |
4,24 |
4,20 |
117,71 |
4,22 |
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 |
10 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
15 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
145 |
DS1017 |
PL0000104543 |
2/9 |
7 |
4,270 |
4,270 |
4,270 |
15 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
25 |
PS0413 |
PL0000105037 |
2/9 |
7 |
4,270 |
4,270 |
4,270 |
55 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
230 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
40 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
70 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
220 |
WZ0121 |
PL0000106068 |
2/9 |
7 |
4,270 |
4,270 |
4,270 |
300 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
15 |
DS1020 |
PL0000106126 |
2/9 |
7 |
4,270 |
4,270 |
4,270 |
10 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
85 |
WZ0115 |
PL0000106480 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
15 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
220 |
DS1021 |
PL0000106670 |
2/9 |
7 |
4,270 |
4,270 |
4,270 |
220 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
90 |
WZ0117 |
PL0000106936 |
2/4 |
2 |
4,300 |
4,300 |
4,300 |
565 |
PS0417 |
PL0000107058 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
180 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,400 |
4,400 |
4,400 |
70 |
TOTAL |
2 595 |