2012-12-18 |
MARKET DATA |
No 244 (2029) |
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 |
155,00 |
157,43 |
7 |
2 410,00 |
2 555,93 |
26 |
2 565,00 |
2 713,36 |
33 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
155,00 |
157,43 |
7 |
2 410,00 |
2 555,93 |
26 |
2 565,00 |
2 713,36 |
33 |
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 |
99,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,59 |
100,59 |
100,58 |
100,58 |
100,58 |
100,58 |
100,58 |
5 000 |
5,20 |
1 |
OK0713 |
PL0000106563 |
98,04 |
98,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,42 |
101,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
96,57 |
96,61 |
96,57 |
96,57 |
96,57 |
96,57 |
96,57 |
5 000 |
4,83 |
1 |
PS0414 |
PL0000105433 |
103,12 |
103,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
94,91 |
95,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,84 |
104,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
107,80 |
107,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
105,09 |
105,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,92 |
105,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,53 |
105,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,31 |
108,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,68 |
101,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,80 |
112,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
110,60 |
110,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
114,62 |
114,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
115,57 |
115,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
100,80 |
101,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
120,30 |
120,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
107,38 |
107,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,45 |
111,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,49 |
100,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,36 |
100,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,35 |
100,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,51 |
99,55 |
99,57 |
99,60 |
99,57 |
99,60 |
99,59 |
145 000 |
147,40 |
5 |
TOTAL |
155 000 |
157,43 |
7 |
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 |
41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
97 |
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 |
100,56 |
100,65 |
3,49 |
3,23 |
100,61 |
3,35 |
OK0713 |
PL0000106563 |
98,02 |
98,16 |
3,40 |
3,15 |
98,09 |
3,28 |
DS1013 |
PL0000102836 |
101,34 |
101,49 |
3,34 |
3,16 |
101,42 |
3,25 |
OK0114 |
PL0000106712 |
96,47 |
96,69 |
3,33 |
3,11 |
96,58 |
3,22 |
PS0414 |
PL0000105433 |
103,10 |
103,26 |
3,34 |
3,22 |
103,18 |
3,28 |
OK0714 |
PL0000107009 |
94,89 |
95,07 |
3,34 |
3,22 |
94,98 |
3,28 |
WZ0115 |
PL0000106480 |
100,47 |
100,59 |
--- |
--- |
100,53 |
--- |
PS0415 |
PL0000105953 |
104,79 |
104,99 |
3,33 |
3,25 |
104,89 |
3,29 |
DS1015 |
PL0000103602 |
107,70 |
107,99 |
3,36 |
3,26 |
107,85 |
3,31 |
PS0416 |
PL0000106340 |
105,00 |
105,30 |
3,39 |
3,29 |
105,15 |
3,34 |
IZ0816 |
PL0000103529 |
107,11 |
107,77 |
--- |
--- |
107,44 |
--- |
PS1016 |
PL0000106795 |
104,88 |
105,17 |
3,37 |
3,29 |
105,03 |
3,33 |
WZ0117 |
PL0000106936 |
100,33 |
100,54 |
--- |
--- |
100,44 |
--- |
PS0417 |
PL0000107058 |
105,47 |
105,77 |
3,37 |
3,30 |
105,62 |
3,33 |
DS1017 |
PL0000104543 |
108,27 |
108,51 |
3,37 |
3,32 |
108,39 |
3,34 |
WZ0118 |
PL0000104717 |
100,29 |
100,53 |
--- |
--- |
100,41 |
--- |
PS0418 |
PL0000107314 |
101,60 |
101,85 |
3,41 |
3,36 |
101,73 |
3,39 |
DS1019 |
PL0000105441 |
111,68 |
112,13 |
3,55 |
3,48 |
111,91 |
3,51 |
DS1020 |
PL0000106126 |
110,54 |
110,98 |
3,68 |
3,61 |
110,76 |
3,64 |
WZ0121 |
PL0000106068 |
99,38 |
99,63 |
--- |
--- |
99,51 |
--- |
DS1021 |
PL0000106670 |
114,37 |
114,68 |
3,80 |
3,76 |
114,53 |
3,78 |
WS0922 |
PL0000102646 |
115,50 |
115,84 |
3,81 |
3,77 |
115,67 |
3,79 |
IZ0823 |
PL0000105359 |
110,34 |
111,13 |
--- |
--- |
110,74 |
--- |
DS1023 |
PL0000107264 |
100,69 |
101,09 |
3,92 |
3,87 |
100,89 |
3,89 |
WS0429 |
PL0000105391 |
120,07 |
120,68 |
4,04 |
4,00 |
120,38 |
4,02 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,56 |
100,65 |
3,49 |
3,23 |
100,61 |
3,35 |
OK0713 |
PL0000106563 |
98,03 |
98,16 |
3,38 |
3,15 |
98,10 |
3,26 |
DS1013 |
PL0000102836 |
101,38 |
101,51 |
3,29 |
3,14 |
101,45 |
3,21 |
OK0114 |
PL0000106712 |
96,49 |
96,70 |
3,31 |
3,10 |
96,60 |
3,20 |
PS0414 |
PL0000105433 |
103,10 |
103,26 |
3,34 |
3,22 |
103,18 |
3,28 |
OK0714 |
PL0000107009 |
94,88 |
95,08 |
3,35 |
3,21 |
94,98 |
3,28 |
WZ0115 |
PL0000106480 |
100,47 |
100,60 |
--- |
--- |
100,54 |
--- |
PS0415 |
PL0000105953 |
104,80 |
105,01 |
3,33 |
3,24 |
104,91 |
3,28 |
DS1015 |
PL0000103602 |
107,77 |
107,99 |
3,34 |
3,26 |
107,88 |
3,30 |
PS0416 |
PL0000106340 |
105,07 |
105,30 |
3,36 |
3,29 |
105,19 |
3,33 |
IZ0816 |
PL0000103529 |
107,29 |
107,89 |
--- |
--- |
107,59 |
--- |
PS1016 |
PL0000106795 |
104,88 |
105,16 |
3,37 |
3,29 |
105,02 |
3,33 |
WZ0117 |
PL0000106936 |
100,33 |
100,54 |
--- |
--- |
100,44 |
--- |
PS0417 |
PL0000107058 |
105,45 |
105,74 |
3,37 |
3,30 |
105,60 |
3,34 |
DS1017 |
PL0000104543 |
108,24 |
108,43 |
3,37 |
3,33 |
108,34 |
3,35 |
WZ0118 |
PL0000104717 |
100,28 |
100,47 |
--- |
--- |
100,38 |
--- |
PS0418 |
PL0000107314 |
101,57 |
101,88 |
3,42 |
3,36 |
101,73 |
3,39 |
DS1019 |
PL0000105441 |
111,79 |
112,14 |
3,53 |
3,47 |
111,97 |
3,50 |
DS1020 |
PL0000106126 |
110,50 |
110,94 |
3,68 |
3,62 |
110,72 |
3,65 |
WZ0121 |
PL0000106068 |
99,42 |
99,60 |
--- |
--- |
99,51 |
--- |
DS1021 |
PL0000106670 |
114,37 |
114,66 |
3,80 |
3,77 |
114,52 |
3,78 |
WS0922 |
PL0000102646 |
115,54 |
115,90 |
3,81 |
3,77 |
115,72 |
3,79 |
IZ0823 |
PL0000105359 |
110,34 |
111,09 |
--- |
--- |
110,72 |
--- |
DS1023 |
PL0000107264 |
100,73 |
101,07 |
3,91 |
3,87 |
100,90 |
3,89 |
WS0429 |
PL0000105391 |
120,18 |
120,66 |
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 |
4,170 |
4,170 |
4,170 |
400 |
TOTAL |
400 |
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 |
3,900 |
3,900 |
3,900 |
200 |
WS0922 |
PL0000102646 |
1/9 |
8 |
3,900 |
4,000 |
3,929 |
70 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
50 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,100 |
4,100 |
4,100 |
10 |
DS1013 |
PL0000102836 |
1/9 |
8 |
4,100 |
4,100 |
4,100 |
65 |
DS1015 |
PL0000103602 |
1/9 |
8 |
4,050 |
4,150 |
4,064 |
70 |
DS1017 |
PL0000104543 |
1/9 |
8 |
4,150 |
4,150 |
4,150 |
20 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
75 |
PS0413 |
PL0000105037 |
1/9 |
8 |
4,100 |
4,100 |
4,100 |
220 |
PS0414 |
PL0000105433 |
0/3 |
3 |
4,100 |
4,100 |
4,100 |
10 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,120 |
4,120 |
4,120 |
270 |
PS0414 |
PL0000105433 |
1/3 |
2 |
4,100 |
4,100 |
4,100 |
20 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,100 |
4,100 |
4,100 |
20 |
DS1019 |
PL0000105441 |
1/9 |
8 |
4,100 |
4,150 |
4,122 |
340 |
WZ0121 |
PL0000106068 |
1/9 |
8 |
4,100 |
4,100 |
4,100 |
10 |
WZ0115 |
PL0000106480 |
1/2 |
1 |
4,100 |
4,100 |
4,100 |
360 |
OK0713 |
PL0000106563 |
0/2 |
2 |
4,150 |
4,150 |
4,150 |
15 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
65 |
PS0417 |
PL0000107058 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
20 |
PS0417 |
PL0000107058 |
0/3 |
3 |
4,150 |
4,150 |
4,150 |
20 |
DS1023 |
PL0000107264 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
80 |
TOTAL |
2 010 |