2012-12-11 |
MARKET DATA |
No 239 (2024) |
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 |
2 237,50 |
2 430,67 |
148 |
1 095,00 |
1 159,59 |
15 |
3 332,50 |
3 590,25 |
163 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 237,50 |
2 430,67 |
148 |
1 095,00 |
1 159,59 |
15 |
3 332,50 |
3 590,25 |
163 |
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 |
99,55 |
99,61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,55 |
100,61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
97,90 |
97,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,35 |
101,38 |
101,42 |
101,42 |
101,42 |
101,42 |
101,42 |
50 000 |
51,05 |
1 |
OK0114 |
PL0000106712 |
96,46 |
96,47 |
96,40 |
96,46 |
96,40 |
96,46 |
96,45 |
25 000 |
24,11 |
3 |
PS0414 |
PL0000105433 |
103,20 |
103,26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
94,93 |
95,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
105,00 |
104,94 |
104,96 |
104,96 |
104,94 |
104,94 |
104,95 |
200 000 |
216,89 |
9 |
DS1015 |
PL0000103602 |
108,01 |
108,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
105,50 |
105,36 |
105,50 |
105,50 |
105,40 |
105,50 |
105,47 |
235 000 |
255,31 |
14 |
PS1016 |
PL0000106795 |
105,30 |
105,28 |
105,30 |
105,30 |
105,17 |
105,17 |
105,24 |
95 000 |
100,59 |
6 |
PS0417 |
PL0000107058 |
106,15 |
105,80 |
105,80 |
106,15 |
105,75 |
106,15 |
105,88 |
160 000 |
174,24 |
12 |
DS1017 |
PL0000104543 |
108,74 |
108,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,05 |
101,90 |
101,85 |
102,00 |
101,85 |
101,90 |
101,90 |
90 000 |
93,86 |
7 |
DS1019 |
PL0000105441 |
112,15 |
112,07 |
112,28 |
112,28 |
112,28 |
112,28 |
112,28 |
10 000 |
11,30 |
1 |
DS1020 |
PL0000106126 |
111,10 |
110,85 |
110,90 |
111,18 |
110,85 |
111,18 |
111,01 |
300 000 |
335,13 |
26 |
DS1021 |
PL0000106670 |
115,00 |
114,78 |
114,78 |
115,08 |
114,78 |
115,08 |
114,88 |
95 000 |
109,87 |
9 |
WS0922 |
PL0000102646 |
115,89 |
115,74 |
115,60 |
115,85 |
115,54 |
115,59 |
115,62 |
95 000 |
111,05 |
10 |
DS1023 |
PL0000107264 |
101,10 |
100,89 |
100,94 |
100,97 |
100,94 |
100,97 |
100,95 |
50 000 |
50,74 |
3 |
WS0429 |
PL0000105391 |
120,22 |
120,10 |
119,90 |
120,25 |
119,87 |
120,25 |
120,03 |
57 500 |
71,12 |
7 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
107,45 |
107,25 |
107,45 |
107,45 |
107,30 |
107,30 |
107,39 |
90 000 |
123,53 |
8 |
IZ0823 |
PL0000105359 |
110,61 |
110,65 |
110,55 |
110,55 |
110,55 |
110,55 |
110,55 |
10 000 |
12,77 |
1 |
WZ0115 |
PL0000106480 |
100,53 |
100,55 |
100,55 |
100,55 |
100,55 |
100,55 |
100,55 |
25 000 |
25,63 |
1 |
WZ0117 |
PL0000106936 |
100,53 |
100,53 |
100,53 |
100,55 |
100,53 |
100,55 |
100,54 |
65 000 |
66,63 |
2 |
WZ0118 |
PL0000104717 |
100,50 |
100,53 |
100,49 |
100,55 |
100,47 |
100,55 |
100,48 |
275 000 |
281,73 |
14 |
WZ0121 |
PL0000106068 |
99,72 |
99,75 |
99,72 |
99,82 |
99,62 |
99,69 |
99,67 |
310 000 |
315,10 |
14 |
TOTAL |
2 237 500 |
2 430,67 |
148 |
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 |
6 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
104 |
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 |
100,52 |
100,67 |
3,68 |
3,28 |
100,60 |
3,47 |
OK0713 |
PL0000106563 |
97,87 |
98,01 |
3,55 |
3,31 |
97,94 |
3,43 |
DS1013 |
PL0000102836 |
101,32 |
101,41 |
3,40 |
3,30 |
101,37 |
3,34 |
OK0114 |
PL0000106712 |
96,32 |
96,50 |
3,41 |
3,24 |
96,41 |
3,32 |
PS0414 |
PL0000105433 |
103,11 |
103,28 |
3,36 |
3,24 |
103,20 |
3,30 |
OK0714 |
PL0000107009 |
94,88 |
95,06 |
3,31 |
3,19 |
94,97 |
3,25 |
WZ0115 |
PL0000106480 |
100,49 |
100,63 |
--- |
--- |
100,56 |
--- |
PS0415 |
PL0000105953 |
104,92 |
105,12 |
3,29 |
3,21 |
105,02 |
3,25 |
DS1015 |
PL0000103602 |
107,90 |
108,21 |
3,31 |
3,20 |
108,06 |
3,25 |
PS0416 |
PL0000106340 |
105,26 |
105,48 |
3,31 |
3,25 |
105,37 |
3,28 |
IZ0816 |
PL0000103529 |
107,14 |
107,68 |
--- |
--- |
107,41 |
--- |
PS1016 |
PL0000106795 |
105,07 |
105,38 |
3,33 |
3,24 |
105,23 |
3,28 |
WZ0117 |
PL0000106936 |
100,39 |
100,60 |
--- |
--- |
100,50 |
--- |
PS0417 |
PL0000107058 |
105,61 |
105,95 |
3,34 |
3,26 |
105,78 |
3,30 |
DS1017 |
PL0000104543 |
108,39 |
108,73 |
3,35 |
3,28 |
108,56 |
3,31 |
WZ0118 |
PL0000104717 |
100,43 |
100,63 |
--- |
--- |
100,53 |
--- |
PS0418 |
PL0000107314 |
101,67 |
102,03 |
3,40 |
3,33 |
101,85 |
3,36 |
DS1019 |
PL0000105441 |
111,72 |
112,18 |
3,54 |
3,47 |
111,95 |
3,51 |
DS1020 |
PL0000106126 |
110,74 |
110,97 |
3,65 |
3,62 |
110,86 |
3,63 |
WZ0121 |
PL0000106068 |
99,64 |
99,90 |
--- |
--- |
99,77 |
--- |
DS1021 |
PL0000106670 |
114,50 |
114,85 |
3,79 |
3,75 |
114,68 |
3,77 |
WS0922 |
PL0000102646 |
115,49 |
115,88 |
3,82 |
3,77 |
115,69 |
3,79 |
IZ0823 |
PL0000105359 |
110,45 |
111,16 |
--- |
--- |
110,81 |
--- |
DS1023 |
PL0000107264 |
100,57 |
101,05 |
3,93 |
3,88 |
100,81 |
3,90 |
WS0429 |
PL0000105391 |
119,77 |
120,27 |
4,07 |
4,03 |
120,02 |
4,05 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,53 |
100,63 |
3,65 |
3,39 |
100,58 |
3,52 |
OK0713 |
PL0000106563 |
97,89 |
98,03 |
3,51 |
3,27 |
97,96 |
3,39 |
DS1013 |
PL0000102836 |
101,33 |
101,47 |
3,39 |
3,23 |
101,40 |
3,31 |
OK0114 |
PL0000106712 |
96,43 |
96,51 |
3,31 |
3,23 |
96,47 |
3,27 |
PS0414 |
PL0000105433 |
103,18 |
103,32 |
3,31 |
3,21 |
103,25 |
3,26 |
OK0714 |
PL0000107009 |
94,92 |
95,09 |
3,28 |
3,17 |
95,01 |
3,22 |
WZ0115 |
PL0000106480 |
100,47 |
100,61 |
--- |
--- |
100,54 |
--- |
PS0415 |
PL0000105953 |
104,94 |
105,08 |
3,29 |
3,22 |
105,01 |
3,26 |
DS1015 |
PL0000103602 |
107,99 |
108,27 |
3,28 |
3,18 |
108,13 |
3,23 |
PS0416 |
PL0000106340 |
105,40 |
105,56 |
3,27 |
3,22 |
105,48 |
3,25 |
IZ0816 |
PL0000103529 |
107,02 |
107,55 |
--- |
--- |
107,29 |
--- |
PS1016 |
PL0000106795 |
105,26 |
105,39 |
3,27 |
3,24 |
105,33 |
3,26 |
WZ0117 |
PL0000106936 |
100,47 |
100,66 |
--- |
--- |
100,57 |
--- |
PS0417 |
PL0000107058 |
105,85 |
106,14 |
3,28 |
3,21 |
106,00 |
3,25 |
DS1017 |
PL0000104543 |
108,70 |
108,98 |
3,28 |
3,22 |
108,84 |
3,25 |
WZ0118 |
PL0000104717 |
100,41 |
100,62 |
--- |
--- |
100,52 |
--- |
PS0418 |
PL0000107314 |
102,02 |
102,29 |
3,33 |
3,27 |
102,16 |
3,30 |
DS1019 |
PL0000105441 |
112,11 |
112,45 |
3,48 |
3,43 |
112,28 |
3,46 |
DS1020 |
PL0000106126 |
111,04 |
111,29 |
3,61 |
3,57 |
111,17 |
3,59 |
WZ0121 |
PL0000106068 |
99,61 |
99,85 |
--- |
--- |
99,73 |
--- |
DS1021 |
PL0000106670 |
114,93 |
115,17 |
3,74 |
3,71 |
115,05 |
3,72 |
WS0922 |
PL0000102646 |
115,81 |
116,19 |
3,78 |
3,74 |
116,00 |
3,76 |
IZ0823 |
PL0000105359 |
109,98 |
110,71 |
--- |
--- |
110,35 |
--- |
DS1023 |
PL0000107264 |
101,04 |
101,29 |
3,88 |
3,85 |
101,17 |
3,86 |
WS0429 |
PL0000105391 |
120,13 |
120,73 |
4,04 |
3,99 |
120,43 |
4,02 |
REPO MARKET |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
110 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
45 |
DS1017 |
PL0000104543 |
1/3 |
2 |
4,200 |
4,200 |
4,200 |
70 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
125 |
PS0414 |
PL0000105433 |
1/8 |
7 |
4,220 |
4,220 |
4,220 |
150 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,170 |
4,170 |
4,170 |
50 |
DS1019 |
PL0000105441 |
1/3 |
2 |
4,200 |
4,200 |
4,200 |
155 |
PS0415 |
PL0000105953 |
2/9 |
7 |
4,200 |
4,200 |
4,200 |
60 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
20 |
OK0714 |
PL0000107009 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
30 |
OK0714 |
PL0000107009 |
2/9 |
7 |
4,200 |
4,200 |
4,200 |
130 |
PS0418 |
PL0000107314 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
150 |
TOTAL |
1 095 |