2012-12-21 |
MARKET DATA |
No 247 (2032) |
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 |
1 085,00 |
1 144,12 |
41 |
1 500,00 |
1 610,78 |
10 |
2 585,00 |
2 754,90 |
51 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 085,00 |
1 144,12 |
41 |
1 500,00 |
1 610,78 |
10 |
2 585,00 |
2 754,90 |
51 |
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 |
99,76 |
99,84 |
99,76 |
99,76 |
99,76 |
99,76 |
99,76 |
10 000 |
9,98 |
1 |
PS0413 |
PL0000105037 |
100,61 |
100,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
98,24 |
98,26 |
98,26 |
98,27 |
98,26 |
98,27 |
98,27 |
65 000 |
63,87 |
2 |
DS1013 |
PL0000102836 |
101,63 |
101,56 |
101,61 |
101,65 |
101,61 |
101,65 |
101,63 |
605 000 |
620,24 |
13 |
OK0114 |
PL0000106712 |
96,77 |
96,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
103,40 |
103,39 |
103,40 |
103,40 |
103,36 |
103,36 |
103,39 |
65 000 |
69,73 |
2 |
OK0714 |
PL0000107009 |
95,25 |
95,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
105,30 |
105,25 |
105,18 |
105,25 |
105,17 |
105,17 |
105,20 |
170 000 |
185,17 |
6 |
DS1015 |
PL0000103602 |
108,22 |
108,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
105,73 |
105,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,56 |
105,61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,25 |
106,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,01 |
109,05 |
109,21 |
109,21 |
109,21 |
109,21 |
109,21 |
10 000 |
11,01 |
1 |
PS0418 |
PL0000107314 |
102,67 |
102,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,10 |
113,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,13 |
112,07 |
112,18 |
112,18 |
112,18 |
112,18 |
112,18 |
10 000 |
11,31 |
1 |
DS1021 |
PL0000106670 |
116,14 |
116,01 |
116,30 |
116,30 |
116,30 |
116,30 |
116,30 |
10 000 |
11,73 |
1 |
WS0922 |
PL0000102646 |
117,19 |
117,10 |
117,20 |
117,32 |
117,20 |
117,32 |
117,28 |
15 000 |
17,82 |
2 |
DS1023 |
PL0000107264 |
102,45 |
102,37 |
102,40 |
102,60 |
102,40 |
102,60 |
102,45 |
65 000 |
67,05 |
5 |
WS0429 |
PL0000105391 |
123,16 |
122,73 |
122,85 |
123,25 |
122,85 |
123,25 |
123,14 |
60 000 |
76,22 |
7 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
108,17 |
108,44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,50 |
113,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,52 |
100,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,55 |
100,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,52 |
100,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,52 |
99,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 085 000 |
1 144,12 |
41 |
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 |
33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
89 |
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 |
100,69 |
3,38 |
2,99 |
100,63 |
3,17 |
OK0713 |
PL0000106563 |
98,15 |
98,32 |
3,29 |
2,98 |
98,24 |
3,13 |
DS1013 |
PL0000102836 |
101,48 |
101,60 |
3,13 |
2,98 |
101,54 |
3,05 |
OK0114 |
PL0000106712 |
96,66 |
96,86 |
3,21 |
3,01 |
96,76 |
3,11 |
PS0414 |
PL0000105433 |
103,25 |
103,43 |
3,19 |
3,05 |
103,34 |
3,12 |
OK0714 |
PL0000107009 |
95,18 |
95,38 |
3,19 |
3,05 |
95,28 |
3,12 |
WZ0115 |
PL0000106480 |
100,48 |
100,60 |
--- |
--- |
100,54 |
--- |
PS0415 |
PL0000105953 |
105,09 |
105,31 |
3,18 |
3,09 |
105,20 |
3,14 |
DS1015 |
PL0000103602 |
108,06 |
108,36 |
3,21 |
3,10 |
108,21 |
3,16 |
PS0416 |
PL0000106340 |
105,54 |
105,83 |
3,21 |
3,12 |
105,69 |
3,16 |
IZ0816 |
PL0000103529 |
107,72 |
108,61 |
--- |
--- |
108,17 |
--- |
PS1016 |
PL0000106795 |
105,41 |
105,70 |
3,22 |
3,14 |
105,56 |
3,18 |
WZ0117 |
PL0000106936 |
100,50 |
100,70 |
--- |
--- |
100,60 |
--- |
PS0417 |
PL0000107058 |
106,01 |
106,33 |
3,23 |
3,15 |
106,17 |
3,19 |
DS1017 |
PL0000104543 |
108,81 |
109,12 |
3,24 |
3,18 |
108,97 |
3,21 |
WZ0118 |
PL0000104717 |
100,42 |
100,67 |
--- |
--- |
100,55 |
--- |
PS0418 |
PL0000107314 |
102,31 |
102,64 |
3,27 |
3,20 |
102,48 |
3,23 |
DS1019 |
PL0000105441 |
112,73 |
113,20 |
3,38 |
3,30 |
112,97 |
3,34 |
DS1020 |
PL0000106126 |
111,65 |
112,11 |
3,52 |
3,45 |
111,88 |
3,48 |
WZ0121 |
PL0000106068 |
99,44 |
99,72 |
--- |
--- |
99,58 |
--- |
DS1021 |
PL0000106670 |
115,62 |
116,07 |
3,64 |
3,59 |
115,85 |
3,62 |
WS0922 |
PL0000102646 |
116,83 |
117,24 |
3,66 |
3,61 |
117,04 |
3,64 |
IZ0823 |
PL0000105359 |
112,87 |
113,81 |
--- |
--- |
113,34 |
--- |
DS1023 |
PL0000107264 |
101,95 |
102,43 |
3,77 |
3,72 |
102,19 |
3,75 |
WS0429 |
PL0000105391 |
122,35 |
123,04 |
3,87 |
3,82 |
122,70 |
3,85 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0413 |
PL0000105037 |
100,57 |
100,75 |
3,35 |
2,81 |
100,66 |
3,08 |
OK0713 |
PL0000106563 |
98,22 |
98,40 |
3,16 |
2,84 |
98,31 |
3,00 |
DS1013 |
PL0000102836 |
101,61 |
101,73 |
2,97 |
2,82 |
101,67 |
2,89 |
OK0114 |
PL0000106712 |
96,73 |
96,92 |
3,14 |
2,95 |
96,83 |
3,04 |
PS0414 |
PL0000105433 |
103,33 |
103,46 |
3,13 |
3,03 |
103,40 |
3,07 |
OK0714 |
PL0000107009 |
95,22 |
95,38 |
3,16 |
3,05 |
95,30 |
3,11 |
WZ0115 |
PL0000106480 |
100,49 |
100,60 |
--- |
--- |
100,55 |
--- |
PS0415 |
PL0000105953 |
105,19 |
105,39 |
3,14 |
3,05 |
105,29 |
3,10 |
DS1015 |
PL0000103602 |
108,20 |
108,50 |
3,16 |
3,06 |
108,35 |
3,11 |
PS0416 |
PL0000106340 |
105,68 |
105,95 |
3,16 |
3,08 |
105,82 |
3,12 |
IZ0816 |
PL0000103529 |
107,84 |
108,68 |
--- |
--- |
108,26 |
--- |
PS1016 |
PL0000106795 |
105,54 |
105,84 |
3,18 |
3,10 |
105,69 |
3,14 |
WZ0117 |
PL0000106936 |
100,50 |
100,69 |
--- |
--- |
100,60 |
--- |
PS0417 |
PL0000107058 |
106,15 |
106,44 |
3,20 |
3,13 |
106,30 |
3,16 |
DS1017 |
PL0000104543 |
108,99 |
109,31 |
3,20 |
3,14 |
109,15 |
3,17 |
WZ0118 |
PL0000104717 |
100,46 |
100,65 |
--- |
--- |
100,56 |
--- |
PS0418 |
PL0000107314 |
102,61 |
102,91 |
3,20 |
3,14 |
102,76 |
3,17 |
DS1019 |
PL0000105441 |
113,07 |
113,54 |
3,32 |
3,25 |
113,31 |
3,29 |
DS1020 |
PL0000106126 |
112,10 |
112,58 |
3,45 |
3,39 |
112,34 |
3,42 |
WZ0121 |
PL0000106068 |
99,47 |
99,71 |
--- |
--- |
99,59 |
--- |
DS1021 |
PL0000106670 |
116,00 |
116,48 |
3,60 |
3,54 |
116,24 |
3,57 |
WS0922 |
PL0000102646 |
117,16 |
117,66 |
3,62 |
3,57 |
117,41 |
3,59 |
IZ0823 |
PL0000105359 |
113,29 |
114,28 |
--- |
--- |
113,79 |
--- |
DS1023 |
PL0000107264 |
102,39 |
102,90 |
3,72 |
3,67 |
102,65 |
3,70 |
WS0429 |
PL0000105391 |
123,03 |
123,65 |
3,82 |
3,78 |
123,34 |
3,80 |
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 |
0/7 |
7 |
4,150 |
4,150 |
4,150 |
900 |
TOTAL |
900 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/6 |
6 |
3,800 |
3,800 |
3,800 |
30 |
DS1013 |
PL0000102836 |
0/7 |
7 |
4,020 |
4,020 |
4,020 |
110 |
DS1015 |
PL0000103602 |
6/13 |
7 |
3,800 |
3,800 |
3,800 |
5 |
DS1017 |
PL0000104543 |
0/7 |
7 |
4,000 |
4,000 |
4,000 |
230 |
WS0429 |
PL0000105391 |
6/13 |
7 |
3,800 |
3,800 |
3,800 |
35 |
DS1019 |
PL0000105441 |
0/7 |
7 |
4,000 |
4,000 |
4,000 |
150 |
PS0416 |
PL0000106340 |
0/7 |
7 |
4,000 |
4,000 |
4,000 |
30 |
OK0714 |
PL0000107009 |
0/7 |
7 |
3,950 |
3,950 |
3,950 |
10 |
TOTAL |
600 |