2012-12-17 |
MARKET DATA |
No 243 (2028) |
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 |
897,50 |
951,09 |
37 |
1 330,00 |
1 439,73 |
24 |
2 227,50 |
2 390,82 |
61 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
897,50 |
951,09 |
37 |
1 330,00 |
1 439,73 |
24 |
2 227,50 |
2 390,82 |
61 |
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 |
99,61 |
99,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,60 |
100,58 |
100,58 |
100,60 |
100,57 |
100,59 |
100,59 |
487 500 |
507,05 |
11 |
OK0713 |
PL0000106563 |
98,08 |
98,08 |
98,08 |
98,08 |
98,08 |
98,08 |
98,08 |
130 000 |
127,50 |
2 |
DS1013 |
PL0000102836 |
101,40 |
101,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
96,47 |
96,58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
103,20 |
103,20 |
103,20 |
103,20 |
103,20 |
103,20 |
103,20 |
30 000 |
32,08 |
2 |
OK0714 |
PL0000107009 |
94,94 |
95,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,86 |
104,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
107,80 |
107,94 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
105,15 |
105,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,99 |
105,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,56 |
105,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,36 |
108,53 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,71 |
101,81 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,85 |
111,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
110,64 |
110,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
114,53 |
114,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
115,65 |
115,66 |
115,65 |
115,65 |
115,60 |
115,60 |
115,63 |
30 000 |
35,10 |
2 |
DS1023 |
PL0000107264 |
100,85 |
100,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
120,40 |
120,33 |
120,35 |
120,43 |
120,35 |
120,35 |
120,39 |
115 000 |
142,75 |
13 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
107,20 |
107,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,50 |
110,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,50 |
100,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,37 |
100,44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,36 |
100,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,45 |
99,42 |
99,42 |
99,48 |
99,42 |
99,48 |
99,46 |
105 000 |
106,60 |
7 |
TOTAL |
897 500 |
951,09 |
37 |
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) |
30JAN13 |
PL0000006136 |
42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
98 |
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 |
100,51 |
100,64 |
3,64 |
3,28 |
100,58 |
3,45 |
OK0713 |
PL0000106563 |
97,96 |
98,10 |
3,49 |
3,24 |
98,03 |
3,36 |
DS1013 |
PL0000102836 |
101,33 |
101,42 |
3,36 |
3,25 |
101,38 |
3,30 |
OK0114 |
PL0000106712 |
96,43 |
96,60 |
3,36 |
3,19 |
96,52 |
3,27 |
PS0414 |
PL0000105433 |
103,11 |
103,27 |
3,34 |
3,22 |
103,19 |
3,28 |
OK0714 |
PL0000107009 |
94,91 |
95,07 |
3,32 |
3,22 |
94,99 |
3,27 |
WZ0115 |
PL0000106480 |
100,45 |
100,58 |
--- |
--- |
100,52 |
--- |
PS0415 |
PL0000105953 |
104,82 |
105,01 |
3,32 |
3,24 |
104,92 |
3,28 |
DS1015 |
PL0000103602 |
107,75 |
108,02 |
3,35 |
3,25 |
107,89 |
3,30 |
PS0416 |
PL0000106340 |
105,09 |
105,33 |
3,36 |
3,28 |
105,21 |
3,32 |
IZ0816 |
PL0000103529 |
107,03 |
107,76 |
--- |
--- |
107,40 |
--- |
PS1016 |
PL0000106795 |
104,91 |
105,18 |
3,36 |
3,29 |
105,05 |
3,33 |
WZ0117 |
PL0000106936 |
100,30 |
100,53 |
--- |
--- |
100,42 |
--- |
PS0417 |
PL0000107058 |
105,49 |
105,76 |
3,37 |
3,30 |
105,63 |
3,33 |
DS1017 |
PL0000104543 |
108,31 |
108,60 |
3,36 |
3,30 |
108,46 |
3,33 |
WZ0118 |
PL0000104717 |
100,27 |
100,52 |
--- |
--- |
100,40 |
--- |
PS0418 |
PL0000107314 |
101,65 |
101,93 |
3,40 |
3,35 |
101,79 |
3,37 |
DS1019 |
PL0000105441 |
111,72 |
112,14 |
3,54 |
3,47 |
111,93 |
3,51 |
DS1020 |
PL0000106126 |
110,53 |
110,98 |
3,68 |
3,61 |
110,76 |
3,64 |
WZ0121 |
PL0000106068 |
99,31 |
99,55 |
--- |
--- |
99,43 |
--- |
DS1021 |
PL0000106670 |
114,34 |
114,77 |
3,81 |
3,75 |
114,56 |
3,78 |
WS0922 |
PL0000102646 |
115,39 |
115,82 |
3,83 |
3,78 |
115,61 |
3,80 |
IZ0823 |
PL0000105359 |
110,31 |
111,02 |
--- |
--- |
110,67 |
--- |
DS1023 |
PL0000107264 |
100,67 |
101,03 |
3,92 |
3,88 |
100,85 |
3,90 |
WS0429 |
PL0000105391 |
119,88 |
120,41 |
4,06 |
4,02 |
120,15 |
4,04 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,57 |
100,65 |
3,47 |
3,25 |
100,61 |
3,36 |
OK0713 |
PL0000106563 |
98,06 |
98,12 |
3,31 |
3,21 |
98,09 |
3,26 |
DS1013 |
PL0000102836 |
101,37 |
101,54 |
3,31 |
3,11 |
101,46 |
3,20 |
OK0114 |
PL0000106712 |
96,46 |
96,66 |
3,33 |
3,13 |
96,56 |
3,23 |
PS0414 |
PL0000105433 |
103,16 |
103,24 |
3,30 |
3,24 |
103,20 |
3,27 |
OK0714 |
PL0000107009 |
94,91 |
95,05 |
3,32 |
3,23 |
94,98 |
3,28 |
WZ0115 |
PL0000106480 |
100,46 |
100,60 |
--- |
--- |
100,53 |
--- |
PS0415 |
PL0000105953 |
104,80 |
105,00 |
3,33 |
3,25 |
104,90 |
3,29 |
DS1015 |
PL0000103602 |
107,77 |
107,96 |
3,34 |
3,27 |
107,87 |
3,30 |
PS0416 |
PL0000106340 |
105,09 |
105,33 |
3,36 |
3,28 |
105,21 |
3,32 |
IZ0816 |
PL0000103529 |
107,07 |
107,73 |
--- |
--- |
107,40 |
--- |
PS1016 |
PL0000106795 |
104,89 |
105,14 |
3,37 |
3,30 |
105,02 |
3,33 |
WZ0117 |
PL0000106936 |
100,33 |
100,55 |
--- |
--- |
100,44 |
--- |
PS0417 |
PL0000107058 |
105,47 |
105,67 |
3,37 |
3,32 |
105,57 |
3,35 |
DS1017 |
PL0000104543 |
108,26 |
108,56 |
3,37 |
3,31 |
108,41 |
3,34 |
WZ0118 |
PL0000104717 |
100,29 |
100,52 |
--- |
--- |
100,41 |
--- |
PS0418 |
PL0000107314 |
101,63 |
101,84 |
3,41 |
3,36 |
101,74 |
3,38 |
DS1019 |
PL0000105441 |
111,77 |
112,03 |
3,53 |
3,49 |
111,90 |
3,51 |
DS1020 |
PL0000106126 |
110,52 |
110,87 |
3,68 |
3,63 |
110,70 |
3,65 |
WZ0121 |
PL0000106068 |
99,38 |
99,56 |
--- |
--- |
99,47 |
--- |
DS1021 |
PL0000106670 |
114,40 |
114,64 |
3,80 |
3,77 |
114,52 |
3,78 |
WS0922 |
PL0000102646 |
115,46 |
115,88 |
3,82 |
3,77 |
115,67 |
3,79 |
IZ0823 |
PL0000105359 |
110,37 |
111,04 |
--- |
--- |
110,71 |
--- |
DS1023 |
PL0000107264 |
100,75 |
101,11 |
3,91 |
3,87 |
100,93 |
3,89 |
WS0429 |
PL0000105391 |
120,23 |
120,61 |
4,03 |
4,00 |
120,42 |
4,02 |
REPO MARKET |
General Collateral (GC) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
4,210 |
4,210 |
4,210 |
300 |
TOTAL |
300 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/10 |
9 |
3,900 |
3,900 |
3,900 |
20 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,100 |
4,150 |
4,133 |
115 |
DS1013 |
PL0000102836 |
0/2 |
2 |
4,100 |
4,100 |
4,100 |
10 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
5 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
45 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,080 |
4,080 |
4,080 |
60 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,100 |
4,100 |
4,100 |
15 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
10 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,100 |
4,100 |
4,100 |
60 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
25 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,100 |
4,100 |
4,100 |
240 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,100 |
4,100 |
4,100 |
65 |
PS0416 |
PL0000106340 |
1/10 |
9 |
4,100 |
4,100 |
4,100 |
155 |
PS0416 |
PL0000106340 |
2/10 |
8 |
4,100 |
4,100 |
4,100 |
20 |
WZ0115 |
PL0000106480 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
50 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,100 |
4,100 |
4,100 |
40 |
OK0714 |
PL0000107009 |
1/10 |
9 |
4,100 |
4,100 |
4,100 |
60 |
DS1023 |
PL0000107264 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
35 |
TOTAL |
1 030 |