2012-12-04 |
MARKET DATA |
No 234 (2019) |
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 |
2 192,50 |
2 328,36 |
95 |
1 690,00 |
1 763,33 |
27 |
3 882,50 |
4 091,69 |
122 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 192,50 |
2 328,36 |
95 |
1 690,00 |
1 763,33 |
27 |
3 882,50 |
4 091,69 |
122 |
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 |
99,47 |
99,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,60 |
100,60 |
100,63 |
100,63 |
100,63 |
100,63 |
100,63 |
300 000 |
311,60 |
1 |
OK0713 |
PL0000106563 |
97,76 |
97,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,28 |
101,21 |
101,27 |
101,34 |
101,27 |
101,28 |
101,28 |
460 000 |
468,62 |
9 |
OK0114 |
PL0000106712 |
96,22 |
96,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
103,15 |
103,11 |
103,16 |
103,18 |
103,12 |
103,12 |
103,16 |
215 000 |
229,41 |
10 |
OK0714 |
PL0000107009 |
94,79 |
94,74 |
94,76 |
94,78 |
94,76 |
94,78 |
94,77 |
120 000 |
113,73 |
3 |
PS0415 |
PL0000105953 |
104,85 |
104,76 |
104,88 |
104,89 |
104,81 |
104,81 |
104,83 |
355 000 |
384,19 |
10 |
DS1015 |
PL0000103602 |
107,67 |
107,61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
105,00 |
104,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,66 |
104,01 |
104,68 |
104,69 |
104,62 |
104,62 |
104,67 |
95 000 |
99,95 |
4 |
PS0417 |
PL0000107058 |
105,03 |
104,01 |
104,90 |
104,90 |
104,90 |
104,90 |
104,90 |
15 000 |
16,17 |
1 |
DS1017 |
PL0000104543 |
107,72 |
107,01 |
107,85 |
107,86 |
107,70 |
107,70 |
107,82 |
45 000 |
48,79 |
3 |
PS0418 |
PL0000107314 |
100,87 |
100,01 |
100,85 |
100,85 |
100,85 |
100,85 |
100,85 |
20 000 |
20,63 |
1 |
DS1019 |
PL0000105441 |
110,80 |
110,01 |
110,79 |
110,80 |
110,79 |
110,80 |
110,80 |
35 000 |
39,00 |
3 |
DS1020 |
PL0000106126 |
109,65 |
109,01 |
109,70 |
109,70 |
109,70 |
109,70 |
109,70 |
20 000 |
22,06 |
1 |
DS1021 |
PL0000106670 |
113,29 |
112,98 |
113,19 |
113,37 |
112,98 |
112,98 |
113,21 |
212 500 |
241,98 |
21 |
WS0922 |
PL0000102646 |
114,33 |
113,01 |
114,40 |
114,40 |
114,05 |
114,05 |
114,35 |
40 000 |
46,21 |
6 |
DS1023 |
PL0000107264 |
114,00 |
99,30 |
99,40 |
99,40 |
99,29 |
99,29 |
99,36 |
60 000 |
59,89 |
6 |
WS0429 |
PL0000105391 |
117,66 |
117,50 |
117,75 |
117,77 |
117,37 |
117,37 |
117,51 |
115 000 |
139,21 |
12 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,40 |
106,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,55 |
110,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,49 |
100,48 |
100,50 |
100,50 |
100,50 |
100,50 |
100,50 |
55 000 |
56,31 |
1 |
WZ0117 |
PL0000106936 |
100,29 |
100,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,15 |
100,11 |
100,12 |
100,15 |
100,11 |
100,15 |
100,13 |
30 000 |
30,60 |
3 |
WZ0121 |
PL0000106068 |
99,37 |
99,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
2 192 500 |
2 328,36 |
95 |
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 |
13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
111 |
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 |
100,58 |
100,65 |
3,60 |
3,42 |
100,62 |
3,50 |
OK0713 |
PL0000106563 |
97,73 |
97,86 |
3,67 |
3,46 |
97,80 |
3,55 |
DS1013 |
PL0000102836 |
101,15 |
101,30 |
3,63 |
3,46 |
101,23 |
3,54 |
OK0114 |
PL0000106712 |
96,13 |
96,29 |
3,53 |
3,38 |
96,21 |
3,46 |
PS0414 |
PL0000105433 |
103,02 |
103,17 |
3,46 |
3,35 |
103,10 |
3,40 |
OK0714 |
PL0000107009 |
94,61 |
94,78 |
3,45 |
3,34 |
94,70 |
3,39 |
WZ0115 |
PL0000106480 |
100,37 |
100,53 |
--- |
--- |
100,45 |
--- |
PS0415 |
PL0000105953 |
104,66 |
104,82 |
3,42 |
3,35 |
104,74 |
3,39 |
DS1015 |
PL0000103602 |
107,58 |
107,75 |
3,44 |
3,38 |
107,67 |
3,41 |
PS0416 |
PL0000106340 |
104,79 |
105,00 |
3,47 |
3,40 |
104,90 |
3,43 |
IZ0816 |
PL0000103529 |
106,11 |
106,74 |
--- |
--- |
106,43 |
--- |
PS1016 |
PL0000106795 |
104,48 |
104,69 |
3,49 |
3,44 |
104,59 |
3,46 |
WZ0117 |
PL0000106936 |
100,21 |
100,33 |
--- |
--- |
100,27 |
--- |
PS0417 |
PL0000107058 |
104,87 |
105,12 |
3,52 |
3,46 |
105,00 |
3,49 |
DS1017 |
PL0000104543 |
107,57 |
107,81 |
3,53 |
3,48 |
107,69 |
3,51 |
WZ0118 |
PL0000104717 |
99,99 |
100,22 |
--- |
--- |
100,11 |
--- |
PS0418 |
PL0000107314 |
100,76 |
101,00 |
3,59 |
3,54 |
100,88 |
3,56 |
DS1019 |
PL0000105441 |
110,62 |
110,92 |
3,72 |
3,67 |
110,77 |
3,70 |
DS1020 |
PL0000106126 |
109,56 |
109,82 |
3,82 |
3,78 |
109,69 |
3,80 |
WZ0121 |
PL0000106068 |
99,22 |
99,52 |
--- |
--- |
99,37 |
--- |
DS1021 |
PL0000106670 |
113,21 |
113,48 |
3,95 |
3,92 |
113,35 |
3,94 |
WS0922 |
PL0000102646 |
114,27 |
114,47 |
3,96 |
3,94 |
114,37 |
3,95 |
IZ0823 |
PL0000105359 |
109,42 |
110,17 |
--- |
--- |
109,80 |
--- |
DS1023 |
PL0000107264 |
99,39 |
99,65 |
4,07 |
4,04 |
99,52 |
4,05 |
WS0429 |
PL0000105391 |
117,47 |
118,09 |
4,24 |
4,20 |
117,78 |
4,22 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,59 |
100,64 |
3,58 |
3,45 |
100,62 |
3,50 |
OK0713 |
PL0000106563 |
97,74 |
97,88 |
3,65 |
3,42 |
97,81 |
3,54 |
DS1013 |
PL0000102836 |
101,26 |
101,36 |
3,51 |
3,39 |
101,31 |
3,45 |
OK0114 |
PL0000106712 |
96,17 |
96,35 |
3,49 |
3,32 |
96,26 |
3,41 |
PS0414 |
PL0000105433 |
103,10 |
103,21 |
3,40 |
3,32 |
103,16 |
3,36 |
OK0714 |
PL0000107009 |
94,72 |
94,89 |
3,38 |
3,26 |
94,81 |
3,32 |
WZ0115 |
PL0000106480 |
100,43 |
100,54 |
--- |
--- |
100,49 |
--- |
PS0415 |
PL0000105953 |
104,81 |
104,92 |
3,36 |
3,31 |
104,87 |
3,33 |
DS1015 |
PL0000103602 |
107,59 |
107,89 |
3,44 |
3,33 |
107,74 |
3,38 |
PS0416 |
PL0000106340 |
104,82 |
105,13 |
3,46 |
3,36 |
104,98 |
3,41 |
IZ0816 |
PL0000103529 |
106,22 |
106,78 |
--- |
--- |
106,50 |
--- |
PS1016 |
PL0000106795 |
104,51 |
104,74 |
3,48 |
3,42 |
104,63 |
3,45 |
WZ0117 |
PL0000106936 |
100,24 |
100,41 |
--- |
--- |
100,33 |
--- |
PS0417 |
PL0000107058 |
104,90 |
105,21 |
3,52 |
3,44 |
105,06 |
3,48 |
DS1017 |
PL0000104543 |
107,61 |
107,79 |
3,52 |
3,48 |
107,70 |
3,50 |
WZ0118 |
PL0000104717 |
100,04 |
100,20 |
--- |
--- |
100,12 |
--- |
PS0418 |
PL0000107314 |
100,75 |
101,00 |
3,59 |
3,54 |
100,88 |
3,56 |
DS1019 |
PL0000105441 |
110,61 |
110,84 |
3,72 |
3,69 |
110,73 |
3,70 |
DS1020 |
PL0000106126 |
109,28 |
109,73 |
3,86 |
3,79 |
109,51 |
3,83 |
WZ0121 |
PL0000106068 |
99,19 |
99,41 |
--- |
--- |
99,30 |
--- |
DS1021 |
PL0000106670 |
112,96 |
113,44 |
3,99 |
3,92 |
113,20 |
3,96 |
WS0922 |
PL0000102646 |
113,81 |
114,25 |
4,01 |
3,96 |
114,03 |
3,99 |
IZ0823 |
PL0000105359 |
109,41 |
110,18 |
--- |
--- |
109,80 |
--- |
DS1023 |
PL0000107264 |
99,07 |
99,46 |
4,10 |
4,06 |
99,27 |
4,08 |
WS0429 |
PL0000105391 |
116,96 |
117,64 |
4,28 |
4,23 |
117,30 |
4,26 |
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 |
0/1 |
1 |
4,410 |
4,410 |
4,410 |
180 |
TOTAL |
180 |
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 |
4,200 |
4,200 |
4,200 |
70 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,410 |
4,410 |
4,410 |
145 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
45 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
40 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,220 |
4,220 |
4,220 |
20 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,400 |
4,410 |
4,401 |
150 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,220 |
4,250 |
4,242 |
160 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
75 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
45 |
PS0414 |
PL0000105433 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
45 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,370 |
4,450 |
4,415 |
115 |
DS1019 |
PL0000105441 |
1/3 |
2 |
4,250 |
4,250 |
4,250 |
40 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
55 |
PS0416 |
PL0000106340 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
50 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
250 |
WZ0117 |
PL0000106936 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
50 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
100 |
OK0714 |
PL0000107009 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
55 |
TOTAL |
1 510 |