2012-12-10 |
MARKET DATA |
No 238 (2023) |
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 |
2 300,00 |
2 538,06 |
140 |
2 900,00 |
3 189,49 |
27 |
5 200,00 |
5 727,55 |
167 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 300,00 |
2 538,06 |
140 |
2 900,00 |
3 189,49 |
27 |
5 200,00 |
5 727,55 |
167 |
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 |
99,54 |
99,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,58 |
100,01 |
100,61 |
100,61 |
100,61 |
100,61 |
100,61 |
37 500 |
38,97 |
1 |
OK0713 |
PL0000106563 |
97,91 |
97,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,34 |
101,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
96,38 |
96,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
103,25 |
103,01 |
103,23 |
103,25 |
103,23 |
103,25 |
103,24 |
300 000 |
320,64 |
5 |
OK0714 |
PL0000107009 |
94,96 |
94,01 |
95,07 |
95,11 |
95,07 |
95,11 |
95,09 |
162 500 |
154,51 |
5 |
PS0415 |
PL0000105953 |
105,05 |
104,01 |
105,05 |
105,12 |
105,05 |
105,10 |
105,08 |
350 000 |
379,98 |
11 |
DS1015 |
PL0000103602 |
108,60 |
100,01 |
108,25 |
108,25 |
108,25 |
108,25 |
108,25 |
30 000 |
32,73 |
1 |
PS0416 |
PL0000106340 |
105,55 |
100,01 |
105,50 |
105,55 |
105,50 |
105,55 |
105,53 |
170 000 |
184,79 |
11 |
PS1016 |
PL0000106795 |
105,37 |
105,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,94 |
105,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,80 |
108,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,04 |
100,01 |
101,80 |
102,05 |
101,80 |
102,05 |
101,96 |
125 000 |
130,42 |
10 |
DS1019 |
PL0000105441 |
112,16 |
101,01 |
111,78 |
112,10 |
111,78 |
112,10 |
111,92 |
170 000 |
191,50 |
12 |
DS1020 |
PL0000106126 |
111,14 |
110,01 |
110,75 |
110,75 |
110,75 |
110,75 |
110,75 |
20 000 |
22,29 |
1 |
DS1021 |
PL0000106670 |
115,04 |
100,01 |
114,45 |
114,83 |
114,45 |
114,82 |
114,69 |
145 000 |
167,40 |
13 |
WS0922 |
PL0000102646 |
116,05 |
114,01 |
115,50 |
116,14 |
115,50 |
116,14 |
115,67 |
415 000 |
485,27 |
38 |
DS1023 |
PL0000107264 |
101,19 |
100,01 |
100,85 |
101,05 |
100,85 |
101,05 |
100,96 |
100 000 |
101,48 |
9 |
WS0429 |
PL0000105391 |
120,10 |
119,30 |
119,30 |
120,23 |
119,30 |
120,23 |
119,74 |
155 000 |
191,24 |
15 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
107,50 |
107,50 |
107,50 |
107,54 |
107,50 |
107,54 |
107,52 |
25 000 |
34,35 |
2 |
IZ0823 |
PL0000105359 |
110,80 |
110,90 |
110,90 |
110,92 |
110,90 |
110,92 |
110,91 |
20 000 |
25,61 |
2 |
WZ0115 |
PL0000106480 |
100,53 |
100,01 |
100,54 |
100,54 |
100,54 |
100,54 |
100,54 |
10 000 |
10,25 |
1 |
WZ0117 |
PL0000106936 |
100,53 |
100,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,57 |
100,01 |
100,57 |
100,57 |
100,54 |
100,54 |
100,55 |
65 000 |
66,63 |
3 |
WZ0121 |
PL0000106068 |
100,00 |
99,81 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
2 300 000 |
2 538,06 |
140 |
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 |
7 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
105 |
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 |
100,65 |
3,66 |
3,35 |
100,59 |
3,50 |
OK0713 |
PL0000106563 |
97,85 |
98,00 |
3,56 |
3,31 |
97,93 |
3,43 |
DS1013 |
PL0000102836 |
101,26 |
101,44 |
3,48 |
3,27 |
101,35 |
3,37 |
OK0114 |
PL0000106712 |
96,29 |
96,47 |
3,43 |
3,26 |
96,38 |
3,35 |
PS0414 |
PL0000105433 |
103,13 |
103,29 |
3,35 |
3,24 |
103,21 |
3,29 |
OK0714 |
PL0000107009 |
94,82 |
95,01 |
3,35 |
3,22 |
94,92 |
3,28 |
WZ0115 |
PL0000106480 |
100,48 |
100,62 |
--- |
--- |
100,55 |
--- |
PS0415 |
PL0000105953 |
104,91 |
105,11 |
3,30 |
3,21 |
105,01 |
3,26 |
DS1015 |
PL0000103602 |
107,86 |
108,15 |
3,32 |
3,22 |
108,01 |
3,27 |
PS0416 |
PL0000106340 |
105,24 |
105,55 |
3,32 |
3,23 |
105,40 |
3,27 |
IZ0816 |
PL0000103529 |
106,97 |
107,65 |
--- |
--- |
107,31 |
--- |
PS1016 |
PL0000106795 |
105,04 |
105,36 |
3,33 |
3,25 |
105,20 |
3,29 |
WZ0117 |
PL0000106936 |
100,46 |
100,63 |
--- |
--- |
100,55 |
--- |
PS0417 |
PL0000107058 |
105,63 |
105,94 |
3,34 |
3,26 |
105,79 |
3,30 |
DS1017 |
PL0000104543 |
108,52 |
108,70 |
3,32 |
3,28 |
108,61 |
3,30 |
WZ0118 |
PL0000104717 |
100,37 |
100,62 |
--- |
--- |
100,50 |
--- |
PS0418 |
PL0000107314 |
101,60 |
101,93 |
3,41 |
3,35 |
101,77 |
3,38 |
DS1019 |
PL0000105441 |
111,77 |
112,06 |
3,54 |
3,49 |
111,92 |
3,51 |
DS1020 |
PL0000106126 |
110,58 |
110,95 |
3,67 |
3,62 |
110,77 |
3,65 |
WZ0121 |
PL0000106068 |
99,65 |
99,98 |
--- |
--- |
99,82 |
--- |
DS1021 |
PL0000106670 |
114,38 |
114,79 |
3,81 |
3,75 |
114,59 |
3,78 |
WS0922 |
PL0000102646 |
115,17 |
115,62 |
3,85 |
3,80 |
115,40 |
3,83 |
IZ0823 |
PL0000105359 |
110,39 |
110,98 |
--- |
--- |
110,69 |
--- |
DS1023 |
PL0000107264 |
100,66 |
101,00 |
3,92 |
3,88 |
100,83 |
3,90 |
WS0429 |
PL0000105391 |
119,00 |
119,59 |
4,13 |
4,08 |
119,30 |
4,10 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,55 |
100,63 |
3,61 |
3,40 |
100,59 |
3,50 |
OK0713 |
PL0000106563 |
97,88 |
98,02 |
3,51 |
3,28 |
97,95 |
3,40 |
DS1013 |
PL0000102836 |
101,30 |
101,47 |
3,43 |
3,23 |
101,39 |
3,33 |
OK0114 |
PL0000106712 |
96,34 |
96,53 |
3,38 |
3,20 |
96,44 |
3,29 |
PS0414 |
PL0000105433 |
103,23 |
103,36 |
3,28 |
3,18 |
103,30 |
3,23 |
OK0714 |
PL0000107009 |
94,91 |
95,09 |
3,28 |
3,16 |
95,00 |
3,22 |
WZ0115 |
PL0000106480 |
100,50 |
100,62 |
--- |
--- |
100,56 |
--- |
PS0415 |
PL0000105953 |
104,97 |
105,08 |
3,27 |
3,23 |
105,03 |
3,25 |
DS1015 |
PL0000103602 |
108,00 |
108,30 |
3,28 |
3,17 |
108,15 |
3,22 |
PS0416 |
PL0000106340 |
105,45 |
105,67 |
3,26 |
3,19 |
105,56 |
3,22 |
IZ0816 |
PL0000103529 |
107,30 |
107,80 |
--- |
--- |
107,55 |
--- |
PS1016 |
PL0000106795 |
105,28 |
105,53 |
3,27 |
3,20 |
105,41 |
3,23 |
WZ0117 |
PL0000106936 |
100,42 |
100,65 |
--- |
--- |
100,54 |
--- |
PS0417 |
PL0000107058 |
105,81 |
106,15 |
3,29 |
3,21 |
105,98 |
3,25 |
DS1017 |
PL0000104543 |
108,72 |
108,99 |
3,28 |
3,22 |
108,86 |
3,25 |
WZ0118 |
PL0000104717 |
100,46 |
100,61 |
--- |
--- |
100,54 |
--- |
PS0418 |
PL0000107314 |
101,92 |
102,25 |
3,35 |
3,28 |
102,09 |
3,31 |
DS1019 |
PL0000105441 |
112,02 |
112,48 |
3,50 |
3,43 |
112,25 |
3,46 |
DS1020 |
PL0000106126 |
111,06 |
111,45 |
3,61 |
3,55 |
111,26 |
3,58 |
WZ0121 |
PL0000106068 |
99,64 |
99,97 |
--- |
--- |
99,81 |
--- |
DS1021 |
PL0000106670 |
114,91 |
115,38 |
3,74 |
3,68 |
115,15 |
3,71 |
WS0922 |
PL0000102646 |
115,93 |
116,38 |
3,77 |
3,72 |
116,16 |
3,74 |
IZ0823 |
PL0000105359 |
110,42 |
111,19 |
--- |
--- |
110,81 |
--- |
DS1023 |
PL0000107264 |
101,06 |
101,50 |
3,88 |
3,83 |
101,28 |
3,85 |
WS0429 |
PL0000105391 |
119,70 |
120,29 |
4,07 |
4,03 |
120,00 |
4,05 |
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 |
180 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
110 |
DS1013 |
PL0000102836 |
2/9 |
7 |
4,200 |
4,200 |
4,200 |
80 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
25 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
400 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,170 |
4,200 |
4,174 |
470 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,050 |
4,050 |
4,050 |
15 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,170 |
4,200 |
4,181 |
415 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,200 |
4,210 |
4,205 |
400 |
DS1019 |
PL0000105441 |
2/9 |
7 |
4,190 |
4,190 |
4,190 |
300 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,170 |
4,170 |
4,170 |
30 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,170 |
4,170 |
4,170 |
105 |
WZ0121 |
PL0000106068 |
1/3 |
2 |
4,200 |
4,200 |
4,200 |
40 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
20 |
PS0416 |
PL0000106340 |
1/8 |
7 |
4,100 |
4,100 |
4,100 |
110 |
WZ0115 |
PL0000106480 |
0/1 |
1 |
4,170 |
4,170 |
4,170 |
25 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
20 |
OK0714 |
PL0000107009 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
55 |
PS0417 |
PL0000107058 |
1/8 |
7 |
4,100 |
4,100 |
4,100 |
45 |
DS1023 |
PL0000107264 |
1/8 |
7 |
4,100 |
4,100 |
4,100 |
55 |
TOTAL |
2 900 |