2012-12-12 |
MARKET DATA |
No 240 (2025) |
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 |
962,50 |
1 059,30 |
61 |
2 995,00 |
3 281,44 |
35 |
3 957,50 |
4 340,74 |
96 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
962,50 |
1 059,30 |
61 |
2 995,00 |
3 281,44 |
35 |
3 957,50 |
4 340,74 |
96 |
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 |
99,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,54 |
100,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
97,95 |
97,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,37 |
101,44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
96,45 |
96,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
103,26 |
103,27 |
103,22 |
103,22 |
103,22 |
103,22 |
103,22 |
40 000 |
42,76 |
2 |
OK0714 |
PL0000107009 |
94,98 |
95,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
105,05 |
104,99 |
105,07 |
105,09 |
105,03 |
105,03 |
105,07 |
147 500 |
160,16 |
5 |
DS1015 |
PL0000103602 |
108,52 |
108,00 |
108,02 |
108,52 |
108,01 |
108,38 |
108,10 |
100 000 |
108,97 |
6 |
PS0416 |
PL0000106340 |
105,49 |
105,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,35 |
105,40 |
105,45 |
105,45 |
105,45 |
105,45 |
105,45 |
20 000 |
21,22 |
1 |
PS0417 |
PL0000107058 |
106,05 |
106,02 |
106,10 |
106,10 |
106,10 |
106,10 |
106,10 |
105 000 |
114,59 |
4 |
DS1017 |
PL0000104543 |
108,94 |
108,85 |
108,85 |
108,85 |
108,85 |
108,85 |
108,85 |
10 000 |
10,96 |
1 |
PS0418 |
PL0000107314 |
102,20 |
102,22 |
102,30 |
102,31 |
102,30 |
102,31 |
102,31 |
20 000 |
20,94 |
2 |
DS1019 |
PL0000105441 |
112,45 |
112,37 |
112,55 |
112,59 |
112,45 |
112,45 |
112,55 |
90 000 |
101,97 |
8 |
DS1020 |
PL0000106126 |
111,36 |
111,27 |
111,36 |
111,36 |
111,36 |
111,36 |
111,36 |
10 000 |
11,21 |
1 |
DS1021 |
PL0000106670 |
115,13 |
114,49 |
115,10 |
115,25 |
115,10 |
115,25 |
115,19 |
25 000 |
28,99 |
2 |
WS0922 |
PL0000102646 |
116,13 |
116,01 |
116,05 |
116,06 |
116,00 |
116,00 |
116,04 |
25 000 |
29,33 |
3 |
DS1023 |
PL0000107264 |
101,37 |
101,25 |
101,50 |
101,50 |
101,35 |
101,35 |
101,44 |
50 000 |
51,00 |
5 |
WS0429 |
PL0000105391 |
120,65 |
120,40 |
120,37 |
120,37 |
120,30 |
120,30 |
120,34 |
25 000 |
31,00 |
3 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
107,12 |
107,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,65 |
110,55 |
110,55 |
110,78 |
110,55 |
110,68 |
110,65 |
100 000 |
127,80 |
10 |
WZ0115 |
PL0000106480 |
100,50 |
100,53 |
100,55 |
100,55 |
100,55 |
100,55 |
100,55 |
5 000 |
5,13 |
1 |
WZ0117 |
PL0000106936 |
100,49 |
100,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,49 |
100,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,71 |
99,75 |
99,78 |
99,79 |
99,69 |
99,69 |
99,73 |
190 000 |
193,27 |
7 |
TOTAL |
962 500 |
1 059,30 |
61 |
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 |
5 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
75 |
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 |
100,64 |
3,67 |
3,35 |
100,58 |
3,51 |
OK0713 |
PL0000106563 |
97,90 |
98,05 |
3,51 |
3,26 |
97,98 |
3,37 |
DS1013 |
PL0000102836 |
101,33 |
101,48 |
3,38 |
3,21 |
101,41 |
3,29 |
OK0114 |
PL0000106712 |
96,44 |
96,58 |
3,30 |
3,17 |
96,51 |
3,24 |
PS0414 |
PL0000105433 |
103,20 |
103,32 |
3,29 |
3,20 |
103,26 |
3,25 |
OK0714 |
PL0000107009 |
94,96 |
95,14 |
3,26 |
3,14 |
95,05 |
3,20 |
WZ0115 |
PL0000106480 |
100,47 |
100,60 |
--- |
--- |
100,54 |
--- |
PS0415 |
PL0000105953 |
105,02 |
105,16 |
3,25 |
3,19 |
105,09 |
3,22 |
DS1015 |
PL0000103602 |
108,04 |
108,33 |
3,26 |
3,15 |
108,19 |
3,20 |
PS0416 |
PL0000106340 |
105,46 |
105,73 |
3,25 |
3,17 |
105,60 |
3,21 |
IZ0816 |
PL0000103529 |
106,95 |
107,56 |
--- |
--- |
107,26 |
--- |
PS1016 |
PL0000106795 |
105,32 |
105,50 |
3,26 |
3,21 |
105,41 |
3,23 |
WZ0117 |
PL0000106936 |
100,44 |
100,65 |
--- |
--- |
100,55 |
--- |
PS0417 |
PL0000107058 |
105,98 |
106,16 |
3,25 |
3,21 |
106,07 |
3,23 |
DS1017 |
PL0000104543 |
108,84 |
109,13 |
3,25 |
3,19 |
108,99 |
3,22 |
WZ0118 |
PL0000104717 |
100,40 |
100,65 |
--- |
--- |
100,53 |
--- |
PS0418 |
PL0000107314 |
102,17 |
102,48 |
3,30 |
3,23 |
102,33 |
3,26 |
DS1019 |
PL0000105441 |
112,41 |
112,76 |
3,44 |
3,38 |
112,59 |
3,41 |
DS1020 |
PL0000106126 |
111,25 |
111,61 |
3,58 |
3,53 |
111,43 |
3,55 |
WZ0121 |
PL0000106068 |
99,63 |
99,86 |
--- |
--- |
99,75 |
--- |
DS1021 |
PL0000106670 |
115,07 |
115,45 |
3,72 |
3,67 |
115,26 |
3,70 |
WS0922 |
PL0000102646 |
116,07 |
116,47 |
3,75 |
3,71 |
116,27 |
3,73 |
IZ0823 |
PL0000105359 |
109,95 |
110,70 |
--- |
--- |
110,33 |
--- |
DS1023 |
PL0000107264 |
101,32 |
101,64 |
3,85 |
3,81 |
101,48 |
3,83 |
WS0429 |
PL0000105391 |
120,42 |
120,90 |
4,02 |
3,98 |
120,66 |
4,00 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,52 |
100,64 |
3,67 |
3,35 |
100,58 |
3,51 |
OK0713 |
PL0000106563 |
97,93 |
98,01 |
3,46 |
3,32 |
97,97 |
3,39 |
DS1013 |
PL0000102836 |
101,35 |
101,47 |
3,36 |
3,22 |
101,41 |
3,29 |
OK0114 |
PL0000106712 |
96,44 |
96,52 |
3,30 |
3,23 |
96,48 |
3,27 |
PS0414 |
PL0000105433 |
103,19 |
103,29 |
3,30 |
3,23 |
103,24 |
3,26 |
OK0714 |
PL0000107009 |
94,91 |
95,09 |
3,30 |
3,17 |
95,00 |
3,24 |
WZ0115 |
PL0000106480 |
100,47 |
100,60 |
--- |
--- |
100,54 |
--- |
PS0415 |
PL0000105953 |
104,93 |
105,05 |
3,29 |
3,24 |
104,99 |
3,26 |
DS1015 |
PL0000103602 |
107,95 |
108,07 |
3,29 |
3,25 |
108,01 |
3,27 |
PS0416 |
PL0000106340 |
105,35 |
105,59 |
3,28 |
3,21 |
105,47 |
3,25 |
IZ0816 |
PL0000103529 |
107,07 |
107,72 |
--- |
--- |
107,40 |
--- |
PS1016 |
PL0000106795 |
105,21 |
105,43 |
3,29 |
3,23 |
105,32 |
3,26 |
WZ0117 |
PL0000106936 |
100,41 |
100,62 |
--- |
--- |
100,52 |
--- |
PS0417 |
PL0000107058 |
105,87 |
106,06 |
3,28 |
3,23 |
105,97 |
3,25 |
DS1017 |
PL0000104543 |
108,69 |
108,97 |
3,28 |
3,22 |
108,83 |
3,25 |
WZ0118 |
PL0000104717 |
100,39 |
100,64 |
--- |
--- |
100,52 |
--- |
PS0418 |
PL0000107314 |
101,98 |
102,29 |
3,34 |
3,27 |
102,14 |
3,30 |
DS1019 |
PL0000105441 |
112,06 |
112,48 |
3,49 |
3,43 |
112,27 |
3,46 |
DS1020 |
PL0000106126 |
111,04 |
111,31 |
3,61 |
3,57 |
111,18 |
3,59 |
WZ0121 |
PL0000106068 |
99,58 |
99,82 |
--- |
--- |
99,70 |
--- |
DS1021 |
PL0000106670 |
114,80 |
115,20 |
3,75 |
3,70 |
115,00 |
3,73 |
WS0922 |
PL0000102646 |
115,77 |
116,12 |
3,79 |
3,75 |
115,95 |
3,76 |
IZ0823 |
PL0000105359 |
110,46 |
110,95 |
--- |
--- |
110,71 |
--- |
DS1023 |
PL0000107264 |
101,05 |
101,44 |
3,88 |
3,83 |
101,25 |
3,85 |
WS0429 |
PL0000105391 |
120,10 |
120,64 |
4,04 |
4,00 |
120,37 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/2 |
2 |
4,050 |
4,050 |
4,050 |
50 |
WS0922 |
PL0000102646 |
1/2 |
1 |
4,050 |
4,070 |
4,056 |
195 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,170 |
4,170 |
4,170 |
160 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,170 |
4,200 |
4,173 |
450 |
DS1017 |
PL0000104543 |
2/9 |
7 |
4,190 |
4,190 |
4,190 |
40 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,170 |
4,170 |
4,170 |
80 |
WS0429 |
PL0000105391 |
1/2 |
1 |
4,000 |
4,100 |
4,033 |
60 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,170 |
4,170 |
4,170 |
70 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,150 |
4,180 |
4,163 |
60 |
DS1019 |
PL0000105441 |
2/9 |
7 |
4,190 |
4,190 |
4,190 |
300 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
4,170 |
4,170 |
4,170 |
280 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,170 |
4,170 |
4,170 |
140 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,170 |
4,170 |
4,170 |
130 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,170 |
4,170 |
4,170 |
110 |
PS0416 |
PL0000106340 |
2/9 |
7 |
4,190 |
4,190 |
4,190 |
555 |
WZ0115 |
PL0000106480 |
1/2 |
1 |
4,170 |
4,170 |
4,170 |
20 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
50 |
WZ0117 |
PL0000106936 |
0/1 |
1 |
4,170 |
4,170 |
4,170 |
95 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
4,170 |
4,170 |
4,170 |
115 |
PS0417 |
PL0000107058 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
10 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
25 |
TOTAL |
2 995 |