2012-12-13 |
MARKET DATA |
No 241 (2026) |
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 |
1 402,50 |
1 466,65 |
76 |
2 560,00 |
2 745,62 |
28 |
3 962,50 |
4 212,27 |
104 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 402,50 |
1 466,65 |
76 |
2 560,00 |
2 745,62 |
28 |
3 962,50 |
4 212,27 |
104 |
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 |
99,58 |
99,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,56 |
100,60 |
100,60 |
100,60 |
100,60 |
100,60 |
100,60 |
150 000 |
155,99 |
2 |
OK0713 |
PL0000106563 |
97,96 |
98,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,38 |
101,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
96,50 |
96,49 |
96,50 |
96,50 |
96,48 |
96,48 |
96,49 |
100 000 |
96,49 |
3 |
PS0414 |
PL0000105433 |
103,21 |
103,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
94,95 |
95,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,97 |
104,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
108,01 |
107,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
105,41 |
105,28 |
105,26 |
105,26 |
105,24 |
105,24 |
105,25 |
42 500 |
46,10 |
3 |
PS1016 |
PL0000106795 |
105,24 |
105,17 |
105,22 |
105,22 |
105,15 |
105,15 |
105,17 |
35 000 |
37,05 |
3 |
PS0417 |
PL0000107058 |
105,92 |
105,73 |
105,90 |
105,92 |
105,70 |
105,70 |
105,81 |
55 000 |
59,89 |
4 |
DS1017 |
PL0000104543 |
108,78 |
108,60 |
108,75 |
108,75 |
108,72 |
108,72 |
108,74 |
60 000 |
65,70 |
5 |
PS0418 |
PL0000107314 |
102,20 |
102,00 |
102,20 |
102,20 |
102,20 |
102,20 |
102,20 |
10 000 |
10,46 |
1 |
DS1019 |
PL0000105441 |
112,22 |
112,07 |
112,10 |
112,10 |
112,04 |
112,04 |
112,06 |
55 000 |
62,07 |
6 |
DS1020 |
PL0000106126 |
111,09 |
111,00 |
111,10 |
111,20 |
111,10 |
111,20 |
111,15 |
20 000 |
22,38 |
2 |
DS1021 |
PL0000106670 |
114,95 |
114,75 |
114,79 |
115,06 |
114,79 |
115,06 |
115,01 |
60 000 |
69,51 |
5 |
WS0922 |
PL0000102646 |
115,90 |
115,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
101,10 |
100,96 |
100,95 |
100,95 |
100,90 |
100,90 |
100,92 |
60 000 |
60,90 |
6 |
WS0429 |
PL0000105391 |
120,22 |
120,34 |
120,01 |
120,10 |
120,01 |
120,10 |
120,08 |
50 000 |
61,90 |
7 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,55 |
110,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
107,20 |
107,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,52 |
100,53 |
100,53 |
100,53 |
100,52 |
100,52 |
100,52 |
187 500 |
192,28 |
6 |
WZ0117 |
PL0000106936 |
100,47 |
100,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,46 |
100,44 |
100,43 |
100,43 |
100,43 |
100,43 |
100,43 |
30 000 |
30,74 |
1 |
WZ0121 |
PL0000106068 |
99,65 |
99,46 |
99,65 |
99,65 |
99,45 |
99,45 |
99,55 |
487 500 |
495,19 |
22 |
TOTAL |
1 402 500 |
1 466,65 |
76 |
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 |
2 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
100 |
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 |
3,64 |
3,30 |
100,58 |
3,47 |
OK0713 |
PL0000106563 |
97,95 |
98,08 |
3,47 |
3,25 |
98,02 |
3,35 |
DS1013 |
PL0000102836 |
101,32 |
101,47 |
3,38 |
3,20 |
101,40 |
3,29 |
OK0114 |
PL0000106712 |
96,45 |
96,54 |
3,32 |
3,23 |
96,50 |
3,27 |
PS0414 |
PL0000105433 |
103,14 |
103,31 |
3,32 |
3,20 |
103,23 |
3,26 |
OK0714 |
PL0000107009 |
94,93 |
95,11 |
3,30 |
3,18 |
95,02 |
3,24 |
WZ0115 |
PL0000106480 |
100,47 |
100,62 |
--- |
--- |
100,55 |
--- |
PS0415 |
PL0000105953 |
104,89 |
105,04 |
3,30 |
3,23 |
104,97 |
3,26 |
DS1015 |
PL0000103602 |
107,87 |
108,10 |
3,31 |
3,23 |
107,99 |
3,27 |
PS0416 |
PL0000106340 |
105,29 |
105,57 |
3,30 |
3,21 |
105,43 |
3,26 |
IZ0816 |
PL0000103529 |
107,08 |
107,82 |
--- |
--- |
107,45 |
--- |
PS1016 |
PL0000106795 |
105,17 |
105,42 |
3,29 |
3,23 |
105,30 |
3,26 |
WZ0117 |
PL0000106936 |
100,42 |
100,63 |
--- |
--- |
100,53 |
--- |
PS0417 |
PL0000107058 |
105,84 |
106,04 |
3,28 |
3,23 |
105,94 |
3,26 |
DS1017 |
PL0000104543 |
108,55 |
108,82 |
3,31 |
3,25 |
108,69 |
3,28 |
WZ0118 |
PL0000104717 |
100,40 |
100,64 |
--- |
--- |
100,52 |
--- |
PS0418 |
PL0000107314 |
101,89 |
102,18 |
3,35 |
3,29 |
102,04 |
3,32 |
DS1019 |
PL0000105441 |
112,11 |
112,40 |
3,48 |
3,44 |
112,26 |
3,46 |
DS1020 |
PL0000106126 |
110,91 |
111,24 |
3,62 |
3,58 |
111,08 |
3,60 |
WZ0121 |
PL0000106068 |
99,56 |
99,84 |
--- |
--- |
99,70 |
--- |
DS1021 |
PL0000106670 |
114,75 |
115,00 |
3,76 |
3,73 |
114,88 |
3,74 |
WS0922 |
PL0000102646 |
115,73 |
116,01 |
3,79 |
3,76 |
115,87 |
3,77 |
IZ0823 |
PL0000105359 |
110,20 |
111,10 |
--- |
--- |
110,65 |
--- |
DS1023 |
PL0000107264 |
100,88 |
101,33 |
3,90 |
3,84 |
101,11 |
3,87 |
WS0429 |
PL0000105391 |
120,04 |
120,61 |
4,05 |
4,00 |
120,33 |
4,02 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,54 |
100,62 |
3,58 |
3,36 |
100,58 |
3,47 |
OK0713 |
PL0000106563 |
97,94 |
98,07 |
3,49 |
3,27 |
98,01 |
3,37 |
DS1013 |
PL0000102836 |
101,31 |
101,47 |
3,39 |
3,20 |
101,39 |
3,30 |
OK0114 |
PL0000106712 |
96,45 |
96,53 |
3,32 |
3,24 |
96,49 |
3,28 |
PS0414 |
PL0000105433 |
103,10 |
103,30 |
3,35 |
3,20 |
103,20 |
3,28 |
OK0714 |
PL0000107009 |
94,89 |
95,07 |
3,33 |
3,20 |
94,98 |
3,27 |
WZ0115 |
PL0000106480 |
100,47 |
100,58 |
--- |
--- |
100,53 |
--- |
PS0415 |
PL0000105953 |
104,83 |
105,01 |
3,32 |
3,25 |
104,92 |
3,28 |
DS1015 |
PL0000103602 |
107,77 |
108,03 |
3,34 |
3,25 |
107,90 |
3,30 |
PS0416 |
PL0000106340 |
105,08 |
105,31 |
3,36 |
3,29 |
105,20 |
3,33 |
IZ0816 |
PL0000103529 |
107,11 |
107,79 |
--- |
--- |
107,45 |
--- |
PS1016 |
PL0000106795 |
104,91 |
105,22 |
3,37 |
3,28 |
105,07 |
3,32 |
WZ0117 |
PL0000106936 |
100,34 |
100,56 |
--- |
--- |
100,45 |
--- |
PS0417 |
PL0000107058 |
105,53 |
105,83 |
3,36 |
3,28 |
105,68 |
3,32 |
DS1017 |
PL0000104543 |
108,36 |
108,67 |
3,35 |
3,28 |
108,52 |
3,32 |
WZ0118 |
PL0000104717 |
100,30 |
100,56 |
--- |
--- |
100,43 |
--- |
PS0418 |
PL0000107314 |
101,74 |
102,05 |
3,38 |
3,32 |
101,90 |
3,35 |
DS1019 |
PL0000105441 |
111,95 |
112,17 |
3,51 |
3,47 |
112,06 |
3,49 |
DS1020 |
PL0000106126 |
110,77 |
111,07 |
3,64 |
3,60 |
110,92 |
3,62 |
WZ0121 |
PL0000106068 |
99,36 |
99,57 |
--- |
--- |
99,47 |
--- |
DS1021 |
PL0000106670 |
114,45 |
114,90 |
3,79 |
3,74 |
114,68 |
3,77 |
WS0922 |
PL0000102646 |
115,52 |
115,97 |
3,81 |
3,76 |
115,75 |
3,79 |
IZ0823 |
PL0000105359 |
110,31 |
111,06 |
--- |
--- |
110,69 |
--- |
DS1023 |
PL0000107264 |
100,70 |
101,14 |
3,92 |
3,87 |
100,92 |
3,89 |
WS0429 |
PL0000105391 |
119,98 |
120,42 |
4,05 |
4,02 |
120,20 |
4,03 |
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 |
1/4 |
3 |
4,050 |
4,050 |
4,050 |
55 |
WS0922 |
PL0000102646 |
1/8 |
7 |
4,080 |
4,080 |
4,080 |
5 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
125 |
DS1013 |
PL0000102836 |
1/8 |
7 |
4,190 |
4,190 |
4,190 |
100 |
DS1017 |
PL0000104543 |
1/4 |
3 |
4,170 |
4,170 |
4,170 |
10 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,190 |
4,190 |
4,190 |
400 |
PS0414 |
PL0000105433 |
1/4 |
3 |
4,150 |
4,150 |
4,150 |
250 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,170 |
4,170 |
4,170 |
70 |
DS1019 |
PL0000105441 |
1/4 |
3 |
4,150 |
4,170 |
4,153 |
260 |
DS1019 |
PL0000105441 |
4/14 |
10 |
4,180 |
4,180 |
4,180 |
20 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,180 |
4,180 |
4,180 |
50 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
4,170 |
4,170 |
4,170 |
40 |
WZ0121 |
PL0000106068 |
1/4 |
3 |
4,170 |
4,170 |
4,170 |
145 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
4,190 |
4,190 |
4,190 |
500 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,170 |
4,170 |
4,170 |
130 |
DS1020 |
PL0000106126 |
1/4 |
3 |
4,180 |
4,180 |
4,180 |
60 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,170 |
4,170 |
4,170 |
70 |
PS0416 |
PL0000106340 |
1/4 |
3 |
4,170 |
4,170 |
4,170 |
65 |
PS0416 |
PL0000106340 |
1/8 |
7 |
4,190 |
4,190 |
4,190 |
110 |
WZ0115 |
PL0000106480 |
1/4 |
3 |
4,170 |
4,170 |
4,170 |
15 |
DS1021 |
PL0000106670 |
1/4 |
3 |
4,150 |
4,150 |
4,150 |
40 |
WZ0117 |
PL0000106936 |
1/8 |
7 |
4,190 |
4,190 |
4,190 |
30 |
OK0714 |
PL0000107009 |
1/8 |
7 |
4,180 |
4,180 |
4,180 |
10 |
TOTAL |
2 560 |