2012-12-07 |
MARKET DATA |
No 237 (2022) |
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 |
1 185,00 |
1 287,93 |
81 |
1 225,00 |
1 323,89 |
18 |
2 410,00 |
2 611,82 |
99 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 185,00 |
1 287,93 |
81 |
1 225,00 |
1 323,89 |
18 |
2 410,00 |
2 611,82 |
99 |
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 |
99,52 |
99,58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
97,86 |
97,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,58 |
100,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,28 |
101,01 |
101,32 |
101,32 |
101,32 |
101,32 |
101,32 |
5 000 |
5,10 |
1 |
OK0114 |
PL0000106712 |
96,30 |
96,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
94,85 |
94,01 |
94,94 |
94,94 |
94,94 |
94,94 |
94,94 |
5 000 |
4,75 |
1 |
PS0415 |
PL0000105953 |
104,90 |
104,01 |
104,86 |
104,86 |
104,86 |
104,86 |
104,86 |
120 000 |
129,99 |
2 |
PS0414 |
PL0000105433 |
103,20 |
103,01 |
103,15 |
103,15 |
103,15 |
103,15 |
103,15 |
115 000 |
122,79 |
2 |
DS1015 |
PL0000103602 |
107,85 |
107,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,70 |
105,01 |
105,70 |
105,70 |
105,70 |
105,70 |
105,70 |
20 000 |
21,74 |
2 |
PS0416 |
PL0000106340 |
105,21 |
105,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,04 |
104,80 |
104,99 |
105,10 |
104,80 |
105,10 |
104,98 |
125 000 |
131,99 |
7 |
DS1017 |
PL0000104543 |
108,29 |
100,01 |
108,20 |
108,40 |
108,20 |
108,40 |
108,27 |
95 000 |
103,50 |
9 |
PS0418 |
PL0000107314 |
101,52 |
100,01 |
101,56 |
101,60 |
101,56 |
101,60 |
101,58 |
25 000 |
25,99 |
3 |
DS1019 |
PL0000105441 |
111,40 |
110,01 |
111,60 |
111,63 |
111,60 |
111,63 |
111,62 |
40 000 |
44,93 |
2 |
DS1020 |
PL0000106126 |
110,81 |
109,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
114,15 |
113,01 |
113,96 |
114,25 |
113,96 |
114,25 |
114,11 |
20 000 |
22,97 |
2 |
WS0922 |
PL0000102646 |
115,14 |
114,01 |
114,58 |
115,11 |
114,58 |
115,11 |
114,92 |
35 000 |
40,66 |
4 |
DS1023 |
PL0000107264 |
100,50 |
99,01 |
100,29 |
100,62 |
100,29 |
100,62 |
100,51 |
60 000 |
60,61 |
5 |
WS0429 |
PL0000105391 |
118,70 |
117,90 |
117,90 |
118,70 |
117,90 |
118,70 |
118,29 |
195 000 |
237,73 |
21 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
107,20 |
107,25 |
107,25 |
107,25 |
107,25 |
107,25 |
107,25 |
10 000 |
13,70 |
1 |
IZ0823 |
PL0000105359 |
110,50 |
110,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,60 |
100,55 |
100,56 |
100,58 |
100,56 |
100,58 |
100,57 |
75 000 |
76,89 |
3 |
WZ0117 |
PL0000106936 |
100,47 |
100,41 |
100,54 |
100,55 |
100,54 |
100,55 |
100,55 |
45 000 |
46,12 |
2 |
WZ0118 |
PL0000104717 |
100,41 |
100,21 |
100,30 |
100,35 |
100,30 |
100,35 |
100,33 |
40 000 |
40,91 |
2 |
WZ0121 |
PL0000106068 |
99,70 |
99,41 |
99,55 |
99,78 |
99,55 |
99,75 |
99,71 |
155 000 |
157,56 |
12 |
TOTAL |
1 185 000 |
1 287,93 |
81 |
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 |
8 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
106 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
78 |
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 |
100,53 |
100,63 |
3,68 |
3,41 |
100,58 |
3,54 |
OK0713 |
PL0000106563 |
97,78 |
97,92 |
3,67 |
3,43 |
97,85 |
3,55 |
DS1013 |
PL0000102836 |
101,24 |
101,34 |
3,51 |
3,39 |
101,29 |
3,45 |
OK0114 |
PL0000106712 |
96,19 |
96,39 |
3,52 |
3,33 |
96,29 |
3,42 |
PS0414 |
PL0000105433 |
103,07 |
103,21 |
3,40 |
3,30 |
103,14 |
3,35 |
OK0714 |
PL0000107009 |
94,71 |
94,90 |
3,41 |
3,29 |
94,81 |
3,35 |
WZ0115 |
PL0000106480 |
100,49 |
100,60 |
--- |
--- |
100,55 |
--- |
PS0415 |
PL0000105953 |
104,72 |
104,87 |
3,38 |
3,32 |
104,80 |
3,35 |
DS1015 |
PL0000103602 |
107,63 |
107,92 |
3,41 |
3,31 |
107,78 |
3,36 |
PS0416 |
PL0000106340 |
104,98 |
105,27 |
3,40 |
3,31 |
105,13 |
3,36 |
IZ0816 |
PL0000103529 |
106,78 |
107,49 |
--- |
--- |
107,14 |
--- |
PS1016 |
PL0000106795 |
104,72 |
104,97 |
3,42 |
3,35 |
104,85 |
3,39 |
WZ0117 |
PL0000106936 |
100,37 |
100,57 |
--- |
--- |
100,47 |
--- |
PS0417 |
PL0000107058 |
105,26 |
105,55 |
3,43 |
3,36 |
105,41 |
3,39 |
DS1017 |
PL0000104543 |
107,93 |
108,21 |
3,45 |
3,39 |
108,07 |
3,42 |
WZ0118 |
PL0000104717 |
100,18 |
100,34 |
--- |
--- |
100,26 |
--- |
PS0418 |
PL0000107314 |
101,10 |
101,41 |
3,52 |
3,45 |
101,26 |
3,48 |
DS1019 |
PL0000105441 |
110,88 |
111,29 |
3,68 |
3,61 |
111,09 |
3,64 |
DS1020 |
PL0000106126 |
109,77 |
110,19 |
3,79 |
3,73 |
109,98 |
3,76 |
WZ0121 |
PL0000106068 |
99,33 |
99,61 |
--- |
--- |
99,47 |
--- |
DS1021 |
PL0000106670 |
113,47 |
113,89 |
3,92 |
3,87 |
113,68 |
3,89 |
WS0922 |
PL0000102646 |
114,31 |
114,62 |
3,95 |
3,92 |
114,47 |
3,93 |
IZ0823 |
PL0000105359 |
109,58 |
110,41 |
--- |
--- |
110,00 |
--- |
DS1023 |
PL0000107264 |
99,61 |
100,12 |
4,04 |
3,98 |
99,87 |
4,01 |
WS0429 |
PL0000105391 |
117,60 |
118,00 |
4,23 |
4,20 |
117,80 |
4,22 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,52 |
100,63 |
3,70 |
3,41 |
100,58 |
3,54 |
OK0713 |
PL0000106563 |
97,82 |
97,97 |
3,60 |
3,35 |
97,90 |
3,46 |
DS1013 |
PL0000102836 |
101,26 |
101,37 |
3,48 |
3,35 |
101,32 |
3,41 |
OK0114 |
PL0000106712 |
96,28 |
96,45 |
3,43 |
3,27 |
96,37 |
3,35 |
PS0414 |
PL0000105433 |
103,15 |
103,28 |
3,34 |
3,25 |
103,22 |
3,29 |
OK0714 |
PL0000107009 |
94,80 |
94,96 |
3,35 |
3,25 |
94,88 |
3,30 |
WZ0115 |
PL0000106480 |
100,49 |
100,63 |
--- |
--- |
100,56 |
--- |
PS0415 |
PL0000105953 |
104,85 |
105,02 |
3,33 |
3,26 |
104,94 |
3,29 |
DS1015 |
PL0000103602 |
107,80 |
108,06 |
3,35 |
3,26 |
107,93 |
3,30 |
PS0416 |
PL0000106340 |
105,15 |
105,45 |
3,35 |
3,26 |
105,30 |
3,30 |
IZ0816 |
PL0000103529 |
107,07 |
107,51 |
--- |
--- |
107,29 |
--- |
PS1016 |
PL0000106795 |
105,01 |
105,20 |
3,34 |
3,29 |
105,11 |
3,32 |
WZ0117 |
PL0000106936 |
100,42 |
100,66 |
--- |
--- |
100,54 |
--- |
PS0417 |
PL0000107058 |
105,47 |
105,78 |
3,38 |
3,30 |
105,63 |
3,34 |
DS1017 |
PL0000104543 |
108,18 |
108,50 |
3,40 |
3,33 |
108,34 |
3,36 |
WZ0118 |
PL0000104717 |
100,36 |
100,65 |
--- |
--- |
100,51 |
--- |
PS0418 |
PL0000107314 |
101,48 |
101,74 |
3,44 |
3,39 |
101,61 |
3,41 |
DS1019 |
PL0000105441 |
111,37 |
111,75 |
3,60 |
3,54 |
111,56 |
3,57 |
DS1020 |
PL0000106126 |
110,27 |
110,69 |
3,72 |
3,66 |
110,48 |
3,69 |
WZ0121 |
PL0000106068 |
99,58 |
99,89 |
--- |
--- |
99,74 |
--- |
DS1021 |
PL0000106670 |
114,10 |
114,42 |
3,84 |
3,80 |
114,26 |
3,82 |
WS0922 |
PL0000102646 |
114,97 |
115,22 |
3,88 |
3,85 |
115,10 |
3,86 |
IZ0823 |
PL0000105359 |
110,36 |
110,95 |
--- |
--- |
110,66 |
--- |
DS1023 |
PL0000107264 |
100,45 |
100,72 |
3,95 |
3,91 |
100,59 |
3,93 |
WS0429 |
PL0000105391 |
118,61 |
119,12 |
4,16 |
4,12 |
118,87 |
4,14 |
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 |
0/3 |
3 |
4,000 |
4,000 |
4,000 |
185 |
DS1013 |
PL0000102836 |
0/3 |
3 |
4,210 |
4,210 |
4,210 |
55 |
DS1013 |
PL0000102836 |
3/4 |
1 |
4,200 |
4,200 |
4,200 |
110 |
DS1015 |
PL0000103602 |
0/3 |
3 |
4,150 |
4,200 |
4,186 |
35 |
DS1015 |
PL0000103602 |
3/4 |
1 |
4,200 |
4,200 |
4,200 |
10 |
DS1017 |
PL0000104543 |
0/3 |
3 |
4,200 |
4,200 |
4,200 |
180 |
PS0413 |
PL0000105037 |
3/10 |
7 |
4,200 |
4,200 |
4,200 |
120 |
PS0413 |
PL0000105037 |
3/4 |
1 |
4,200 |
4,200 |
4,200 |
45 |
DS1019 |
PL0000105441 |
0/3 |
3 |
4,150 |
4,200 |
4,187 |
115 |
DS1019 |
PL0000105441 |
3/4 |
1 |
4,190 |
4,200 |
4,197 |
135 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
4,080 |
4,080 |
4,080 |
5 |
DS1020 |
PL0000106126 |
0/3 |
3 |
4,200 |
4,200 |
4,200 |
10 |
PS0416 |
PL0000106340 |
3/4 |
1 |
4,080 |
4,080 |
4,080 |
130 |
DS1021 |
PL0000106670 |
3/4 |
1 |
4,200 |
4,200 |
4,200 |
20 |
OK0714 |
PL0000107009 |
3/4 |
1 |
4,150 |
4,150 |
4,150 |
70 |
TOTAL |
1 225 |