2012-12-06 |
MARKET DATA |
No 236 (2021) |
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 |
3 090,00 |
3 305,36 |
142 |
1 750,00 |
1 816,32 |
20 |
4 840,00 |
5 121,68 |
162 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
3 090,00 |
3 305,36 |
142 |
1 750,00 |
1 816,32 |
20 |
4 840,00 |
5 121,68 |
162 |
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 |
99,53 |
99,53 |
99,54 |
99,54 |
99,53 |
99,54 |
99,54 |
300 000 |
298,62 |
6 |
PS0413 |
PL0000105037 |
100,58 |
100,01 |
100,58 |
100,58 |
100,57 |
100,57 |
100,58 |
130 000 |
135,03 |
2 |
OK0713 |
PL0000106563 |
97,82 |
97,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
96,29 |
96,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,27 |
101,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
103,12 |
103,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
94,77 |
94,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,85 |
104,01 |
104,80 |
104,80 |
104,74 |
104,79 |
104,78 |
420 000 |
454,58 |
14 |
DS1015 |
PL0000103602 |
107,77 |
107,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,88 |
104,01 |
104,86 |
104,86 |
104,77 |
104,81 |
104,79 |
305 000 |
321,43 |
15 |
PS0416 |
PL0000106340 |
105,09 |
104,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,38 |
105,01 |
105,30 |
105,36 |
105,30 |
105,36 |
105,34 |
100 000 |
108,32 |
8 |
DS1017 |
PL0000104543 |
108,16 |
107,01 |
108,15 |
108,15 |
107,90 |
108,03 |
108,03 |
210 000 |
228,26 |
16 |
PS0418 |
PL0000107314 |
101,25 |
100,01 |
101,19 |
101,22 |
101,17 |
101,17 |
101,20 |
45 000 |
46,60 |
4 |
DS1020 |
PL0000106126 |
112,00 |
109,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,05 |
109,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
113,62 |
100,01 |
113,50 |
113,87 |
113,45 |
113,45 |
113,54 |
200 000 |
228,53 |
18 |
WS0429 |
PL0000105391 |
118,45 |
117,67 |
117,87 |
117,87 |
117,87 |
117,87 |
117,87 |
10 000 |
12,15 |
1 |
WS0922 |
PL0000102646 |
115,88 |
100,01 |
114,50 |
115,88 |
114,33 |
114,33 |
114,83 |
95 000 |
110,26 |
10 |
DS1023 |
PL0000107264 |
100,00 |
99,60 |
99,95 |
99,95 |
99,90 |
99,90 |
99,93 |
30 000 |
30,13 |
3 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
107,00 |
106,50 |
106,50 |
107,00 |
106,50 |
107,00 |
106,80 |
130 000 |
177,35 |
10 |
IZ0823 |
PL0000105359 |
110,00 |
110,01 |
110,00 |
110,20 |
110,00 |
110,01 |
110,04 |
50 000 |
63,50 |
5 |
WZ0115 |
PL0000106480 |
100,54 |
100,50 |
100,50 |
100,60 |
100,50 |
100,57 |
100,54 |
685 000 |
701,90 |
15 |
WZ0117 |
PL0000106936 |
100,48 |
100,01 |
100,39 |
100,52 |
100,39 |
100,52 |
100,45 |
205 000 |
209,88 |
7 |
WZ0118 |
PL0000104717 |
100,27 |
100,01 |
100,22 |
100,28 |
100,22 |
100,24 |
100,26 |
175 000 |
178,83 |
8 |
WZ0121 |
PL0000106068 |
99,41 |
99,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
3 090 000 |
3 305,36 |
142 |
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 |
9 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
107 |
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 |
3,58 |
3,40 |
100,61 |
3,48 |
OK0713 |
PL0000106563 |
97,80 |
97,94 |
3,62 |
3,38 |
97,87 |
3,50 |
DS1013 |
PL0000102836 |
101,23 |
101,38 |
3,52 |
3,35 |
101,31 |
3,43 |
OK0114 |
PL0000106712 |
96,27 |
96,42 |
3,43 |
3,29 |
96,35 |
3,36 |
PS0414 |
PL0000105433 |
103,11 |
103,25 |
3,38 |
3,27 |
103,18 |
3,32 |
OK0714 |
PL0000107009 |
94,76 |
94,94 |
3,37 |
3,25 |
94,85 |
3,31 |
WZ0115 |
PL0000106480 |
100,43 |
100,53 |
--- |
--- |
100,48 |
--- |
PS0415 |
PL0000105953 |
104,82 |
105,02 |
3,34 |
3,26 |
104,92 |
3,30 |
DS1015 |
PL0000103602 |
107,73 |
108,02 |
3,38 |
3,27 |
107,88 |
3,32 |
PS0416 |
PL0000106340 |
105,06 |
105,36 |
3,38 |
3,29 |
105,21 |
3,33 |
IZ0816 |
PL0000103529 |
106,32 |
106,84 |
--- |
--- |
106,58 |
--- |
PS1016 |
PL0000106795 |
104,81 |
105,11 |
3,40 |
3,32 |
104,96 |
3,36 |
WZ0117 |
PL0000106936 |
100,29 |
100,44 |
--- |
--- |
100,37 |
--- |
PS0417 |
PL0000107058 |
105,33 |
105,63 |
3,41 |
3,34 |
105,48 |
3,37 |
DS1017 |
PL0000104543 |
108,04 |
108,32 |
3,43 |
3,37 |
108,18 |
3,40 |
WZ0118 |
PL0000104717 |
100,12 |
100,26 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
101,21 |
101,45 |
3,49 |
3,44 |
101,33 |
3,47 |
DS1019 |
PL0000105441 |
110,99 |
111,41 |
3,66 |
3,59 |
111,20 |
3,63 |
DS1020 |
PL0000106126 |
109,84 |
110,19 |
3,78 |
3,73 |
110,02 |
3,75 |
WZ0121 |
PL0000106068 |
99,31 |
99,53 |
--- |
--- |
99,42 |
--- |
DS1021 |
PL0000106670 |
113,58 |
113,87 |
3,91 |
3,87 |
113,73 |
3,89 |
WS0922 |
PL0000102646 |
114,45 |
114,80 |
3,94 |
3,90 |
114,63 |
3,92 |
IZ0823 |
PL0000105359 |
109,56 |
110,32 |
--- |
--- |
109,94 |
--- |
DS1023 |
PL0000107264 |
99,75 |
100,02 |
4,03 |
3,99 |
99,89 |
4,01 |
WS0429 |
PL0000105391 |
117,61 |
118,26 |
4,23 |
4,18 |
117,94 |
4,21 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,55 |
100,62 |
3,63 |
3,45 |
100,59 |
3,53 |
OK0713 |
PL0000106563 |
97,77 |
97,91 |
3,67 |
3,43 |
97,84 |
3,55 |
DS1013 |
PL0000102836 |
101,24 |
101,34 |
3,51 |
3,39 |
101,29 |
3,45 |
OK0114 |
PL0000106712 |
96,18 |
96,37 |
3,52 |
3,34 |
96,28 |
3,42 |
PS0414 |
PL0000105433 |
103,06 |
103,16 |
3,41 |
3,34 |
103,11 |
3,38 |
OK0714 |
PL0000107009 |
94,68 |
94,85 |
3,43 |
3,31 |
94,77 |
3,37 |
WZ0115 |
PL0000106480 |
100,50 |
100,60 |
--- |
--- |
100,55 |
--- |
PS0415 |
PL0000105953 |
104,72 |
104,84 |
3,39 |
3,33 |
104,78 |
3,36 |
DS1015 |
PL0000103602 |
107,63 |
107,88 |
3,41 |
3,32 |
107,76 |
3,37 |
PS0416 |
PL0000106340 |
104,91 |
105,21 |
3,42 |
3,33 |
105,06 |
3,38 |
IZ0816 |
PL0000103529 |
106,80 |
107,31 |
--- |
--- |
107,06 |
--- |
PS1016 |
PL0000106795 |
104,70 |
104,89 |
3,43 |
3,38 |
104,80 |
3,40 |
WZ0117 |
PL0000106936 |
100,37 |
100,55 |
--- |
--- |
100,46 |
--- |
PS0417 |
PL0000107058 |
105,22 |
105,49 |
3,44 |
3,37 |
105,36 |
3,40 |
DS1017 |
PL0000104543 |
107,87 |
108,11 |
3,46 |
3,41 |
107,99 |
3,44 |
WZ0118 |
PL0000104717 |
100,18 |
100,31 |
--- |
--- |
100,25 |
--- |
PS0418 |
PL0000107314 |
101,03 |
101,34 |
3,53 |
3,47 |
101,19 |
3,50 |
DS1019 |
PL0000105441 |
110,75 |
111,18 |
3,70 |
3,63 |
110,97 |
3,66 |
DS1020 |
PL0000106126 |
109,61 |
110,07 |
3,81 |
3,75 |
109,84 |
3,78 |
WZ0121 |
PL0000106068 |
99,31 |
99,53 |
--- |
--- |
99,42 |
--- |
DS1021 |
PL0000106670 |
113,35 |
113,74 |
3,93 |
3,89 |
113,55 |
3,91 |
WS0922 |
PL0000102646 |
114,07 |
114,49 |
3,98 |
3,93 |
114,28 |
3,96 |
IZ0823 |
PL0000105359 |
109,70 |
110,18 |
--- |
--- |
109,94 |
--- |
DS1023 |
PL0000107264 |
99,54 |
99,97 |
4,05 |
4,00 |
99,76 |
4,02 |
WS0429 |
PL0000105391 |
117,30 |
117,89 |
4,26 |
4,21 |
117,60 |
4,23 |
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 |
55 |
DS1013 |
PL0000102836 |
1/4 |
3 |
4,200 |
4,250 |
4,221 |
265 |
DS1019 |
PL0000105441 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
180 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,150 |
4,200 |
4,189 |
295 |
PS0416 |
PL0000106340 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
170 |
PS0416 |
PL0000106340 |
1/8 |
7 |
4,150 |
4,200 |
4,185 |
65 |
PS0416 |
PL0000106340 |
4/11 |
7 |
4,150 |
4,200 |
4,189 |
90 |
OK0114 |
PL0000106712 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
95 |
OK0714 |
PL0000107009 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
75 |
OK0714 |
PL0000107009 |
1/8 |
7 |
4,200 |
4,210 |
4,204 |
460 |
TOTAL |
1 750 |