2012-12-05 |
MARKET DATA |
No 235 (2020) |
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 |
615,00 |
637,53 |
32 |
2 375,00 |
2 469,60 |
28 |
2 990,00 |
3 107,13 |
60 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
615,00 |
637,53 |
32 |
2 375,00 |
2 469,60 |
28 |
2 990,00 |
3 107,13 |
60 |
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 |
99,50 |
99,51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,60 |
100,61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
97,78 |
97,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,28 |
101,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
96,26 |
96,01 |
96,30 |
96,31 |
96,30 |
96,31 |
96,31 |
230 000 |
221,51 |
6 |
PS0414 |
PL0000105433 |
103,20 |
103,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
94,71 |
94,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,79 |
104,51 |
104,76 |
104,76 |
104,76 |
104,76 |
104,76 |
25 000 |
27,04 |
1 |
DS1015 |
PL0000103602 |
107,67 |
107,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,93 |
104,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,67 |
104,01 |
104,77 |
104,77 |
104,77 |
104,77 |
104,77 |
75 000 |
79,00 |
2 |
PS0417 |
PL0000107058 |
105,09 |
104,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,81 |
107,01 |
107,61 |
107,64 |
107,61 |
107,64 |
107,63 |
95 000 |
102,83 |
7 |
PS0418 |
PL0000107314 |
101,06 |
100,01 |
101,06 |
101,06 |
101,06 |
101,06 |
101,06 |
30 000 |
31,01 |
2 |
DS1019 |
PL0000105441 |
110,89 |
100,01 |
110,75 |
110,77 |
110,75 |
110,77 |
110,76 |
55 000 |
61,28 |
4 |
DS1020 |
PL0000106126 |
111,00 |
109,33 |
109,30 |
109,65 |
109,29 |
109,65 |
109,41 |
30 000 |
33,01 |
3 |
DS1021 |
PL0000106670 |
113,53 |
112,01 |
113,24 |
113,41 |
113,24 |
113,41 |
113,33 |
20 000 |
22,80 |
2 |
WS0922 |
PL0000102646 |
114,51 |
113,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
117,34 |
117,15 |
117,05 |
117,05 |
116,91 |
116,91 |
116,98 |
20 000 |
24,11 |
2 |
DS1023 |
PL0000107264 |
100,00 |
99,10 |
99,05 |
99,51 |
99,05 |
99,51 |
99,38 |
35 000 |
34,95 |
3 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,60 |
106,69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,73 |
110,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,46 |
100,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,31 |
100,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,20 |
100,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,35 |
99,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
615 000 |
637,53 |
32 |
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 |
12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
110 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
82 |
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 |
100,57 |
100,64 |
3,61 |
3,43 |
100,61 |
3,51 |
OK0713 |
PL0000106563 |
97,76 |
97,89 |
3,64 |
3,42 |
97,83 |
3,52 |
DS1013 |
PL0000102836 |
101,24 |
101,35 |
3,52 |
3,40 |
101,30 |
3,46 |
OK0114 |
PL0000106712 |
96,16 |
96,35 |
3,51 |
3,33 |
96,26 |
3,42 |
PS0414 |
PL0000105433 |
103,03 |
103,22 |
3,45 |
3,31 |
103,13 |
3,38 |
OK0714 |
PL0000107009 |
94,66 |
94,85 |
3,42 |
3,30 |
94,76 |
3,36 |
WZ0115 |
PL0000106480 |
100,42 |
100,53 |
--- |
--- |
100,48 |
--- |
PS0415 |
PL0000105953 |
104,74 |
104,87 |
3,38 |
3,33 |
104,81 |
3,35 |
DS1015 |
PL0000103602 |
107,51 |
107,79 |
3,46 |
3,36 |
107,65 |
3,41 |
PS0416 |
PL0000106340 |
104,73 |
105,03 |
3,48 |
3,39 |
104,88 |
3,44 |
IZ0816 |
PL0000103529 |
106,21 |
106,80 |
--- |
--- |
106,51 |
--- |
PS1016 |
PL0000106795 |
104,42 |
104,70 |
3,51 |
3,43 |
104,56 |
3,47 |
WZ0117 |
PL0000106936 |
100,23 |
100,44 |
--- |
--- |
100,34 |
--- |
PS0417 |
PL0000107058 |
104,78 |
105,09 |
3,55 |
3,47 |
104,94 |
3,51 |
DS1017 |
PL0000104543 |
107,48 |
107,74 |
3,55 |
3,49 |
107,61 |
3,52 |
WZ0118 |
PL0000104717 |
100,03 |
100,22 |
--- |
--- |
100,13 |
--- |
PS0418 |
PL0000107314 |
100,57 |
100,83 |
3,63 |
3,57 |
100,70 |
3,60 |
DS1019 |
PL0000105441 |
110,35 |
110,70 |
3,76 |
3,71 |
110,53 |
3,73 |
DS1020 |
PL0000106126 |
109,11 |
109,38 |
3,88 |
3,84 |
109,25 |
3,86 |
WZ0121 |
PL0000106068 |
99,23 |
99,45 |
--- |
--- |
99,34 |
--- |
DS1021 |
PL0000106670 |
112,77 |
113,04 |
4,01 |
3,97 |
112,91 |
3,99 |
WS0922 |
PL0000102646 |
113,58 |
114,02 |
4,04 |
3,99 |
113,80 |
4,01 |
IZ0823 |
PL0000105359 |
109,48 |
110,31 |
--- |
--- |
109,90 |
--- |
DS1023 |
PL0000107264 |
98,74 |
99,19 |
4,14 |
4,09 |
98,97 |
4,12 |
WS0429 |
PL0000105391 |
116,57 |
117,25 |
4,31 |
4,26 |
116,91 |
4,29 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,58 |
100,63 |
3,59 |
3,46 |
100,61 |
3,51 |
OK0713 |
PL0000106563 |
97,75 |
97,91 |
3,65 |
3,39 |
97,83 |
3,52 |
DS1013 |
PL0000102836 |
101,22 |
101,37 |
3,55 |
3,38 |
101,30 |
3,46 |
OK0114 |
PL0000106712 |
96,22 |
96,37 |
3,46 |
3,31 |
96,30 |
3,38 |
PS0414 |
PL0000105433 |
103,08 |
103,19 |
3,41 |
3,33 |
103,14 |
3,37 |
OK0714 |
PL0000107009 |
94,67 |
94,88 |
3,42 |
3,28 |
94,78 |
3,34 |
WZ0115 |
PL0000106480 |
100,43 |
100,53 |
--- |
--- |
100,48 |
--- |
PS0415 |
PL0000105953 |
104,74 |
104,95 |
3,38 |
3,30 |
104,85 |
3,34 |
DS1015 |
PL0000103602 |
107,61 |
107,85 |
3,43 |
3,34 |
107,73 |
3,38 |
PS0416 |
PL0000106340 |
104,85 |
105,13 |
3,45 |
3,36 |
104,99 |
3,40 |
IZ0816 |
PL0000103529 |
106,27 |
107,04 |
--- |
--- |
106,66 |
--- |
PS1016 |
PL0000106795 |
104,57 |
104,87 |
3,47 |
3,39 |
104,72 |
3,43 |
WZ0117 |
PL0000106936 |
100,25 |
100,44 |
--- |
--- |
100,35 |
--- |
PS0417 |
PL0000107058 |
105,04 |
105,37 |
3,48 |
3,40 |
105,21 |
3,44 |
DS1017 |
PL0000104543 |
107,71 |
108,02 |
3,50 |
3,43 |
107,87 |
3,47 |
WZ0118 |
PL0000104717 |
100,09 |
100,23 |
--- |
--- |
100,16 |
--- |
PS0418 |
PL0000107314 |
100,89 |
101,21 |
3,56 |
3,49 |
101,05 |
3,53 |
DS1019 |
PL0000105441 |
110,61 |
111,02 |
3,72 |
3,66 |
110,82 |
3,69 |
DS1020 |
PL0000106126 |
109,40 |
109,80 |
3,84 |
3,78 |
109,60 |
3,81 |
WZ0121 |
PL0000106068 |
99,29 |
99,50 |
--- |
--- |
99,40 |
--- |
DS1021 |
PL0000106670 |
113,06 |
113,45 |
3,97 |
3,92 |
113,26 |
3,95 |
WS0922 |
PL0000102646 |
113,95 |
114,39 |
4,00 |
3,95 |
114,17 |
3,97 |
IZ0823 |
PL0000105359 |
109,59 |
110,38 |
--- |
--- |
109,99 |
--- |
DS1023 |
PL0000107264 |
99,26 |
99,65 |
4,08 |
4,04 |
99,46 |
4,06 |
WS0429 |
PL0000105391 |
117,08 |
117,73 |
4,27 |
4,22 |
117,41 |
4,25 |
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 |
4,050 |
4,050 |
4,050 |
100 |
WS0922 |
PL0000102646 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
110 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,300 |
4,300 |
4,300 |
170 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,200 |
4,250 |
4,221 |
265 |
DS1013 |
PL0000102836 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
100 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
30 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
35 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
65 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
45 |
PS0414 |
PL0000105433 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
200 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
10 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
20 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
25 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
125 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,160 |
4,160 |
4,160 |
10 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
135 |
PS0416 |
PL0000106340 |
2/9 |
7 |
4,150 |
4,250 |
4,236 |
325 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
20 |
OK0714 |
PL0000107009 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
125 |
OK0714 |
PL0000107009 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
230 |
OK0714 |
PL0000107009 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
200 |
PS0418 |
PL0000107314 |
0/1 |
1 |
4,160 |
4,160 |
4,160 |
30 |
TOTAL |
2 375 |