2012-05-29 |
MARKET DATA |
No 102 (1887) |
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 |
682,50 |
720,90 |
54 |
705,00 |
732,03 |
16 |
1 387,50 |
1 452,93 |
70 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
682,50 |
720,90 |
54 |
705,00 |
732,03 |
16 |
1 387,50 |
1 452,93 |
70 |
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) |
OK0712 |
PL0000105912 |
99,27 |
99,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
98,11 |
98,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
97,00 |
97,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,37 |
100,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,77 |
94,84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,24 |
100,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,59 |
92,61 |
92,62 |
92,62 |
92,62 |
92,62 |
92,62 |
20 000 |
18,52 |
1 |
PS0414 |
PL0000105433 |
101,75 |
101,78 |
101,78 |
101,78 |
101,78 |
101,78 |
101,78 |
30 000 |
30,70 |
2 |
OK0714 |
PL0000107009 |
90,42 |
90,47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
101,90 |
101,89 |
101,90 |
101,92 |
101,90 |
101,92 |
101,92 |
40 000 |
40,98 |
3 |
DS1015 |
PL0000103602 |
104,37 |
104,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,35 |
100,35 |
100,37 |
100,37 |
100,37 |
100,37 |
100,37 |
25 000 |
25,22 |
1 |
PS1016 |
PL0000106795 |
99,77 |
99,29 |
99,34 |
99,37 |
99,26 |
99,29 |
99,32 |
160 000 |
163,46 |
12 |
PS0417 |
PL0000107058 |
98,92 |
98,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
100,96 |
101,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,74 |
101,78 |
101,86 |
101,86 |
101,86 |
101,86 |
101,86 |
10 000 |
10,52 |
1 |
DS1020 |
PL0000106126 |
99,55 |
99,50 |
99,52 |
99,52 |
99,52 |
99,52 |
99,52 |
25 000 |
25,67 |
2 |
DS1021 |
PL0000106670 |
102,50 |
102,45 |
102,55 |
102,60 |
102,42 |
102,48 |
102,52 |
87 500 |
92,71 |
9 |
WS0922 |
PL0000102646 |
102,50 |
102,45 |
102,52 |
102,55 |
102,40 |
102,45 |
102,47 |
95 000 |
101,09 |
8 |
WS0429 |
PL0000105391 |
101,38 |
101,40 |
101,35 |
101,49 |
101,25 |
101,48 |
101,45 |
85 000 |
86,71 |
6 |
WS0437 |
PL0000104857 |
92,00 |
102,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,20 |
103,17 |
103,17 |
103,25 |
103,17 |
103,25 |
103,22 |
60 000 |
79,87 |
5 |
IZ0823 |
PL0000105359 |
99,21 |
99,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,12 |
100,12 |
100,12 |
100,12 |
100,12 |
100,12 |
100,12 |
32 500 |
33,11 |
2 |
WZ0117 |
PL0000106936 |
99,48 |
99,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,91 |
98,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,89 |
96,90 |
96,92 |
96,92 |
96,91 |
96,91 |
96,91 |
12 500 |
12,33 |
2 |
TOTAL |
682 500 |
720,90 |
54 |
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) |
29AUG12 |
PL0000006086 |
90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
181 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
202 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
244 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
272 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
300 |
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) |
(%) |
OK1012 |
PL0000106100 |
98,09 |
98,16 |
4,85 |
4,67 |
98,13 |
4,74 |
OK0113 |
PL0000106324 |
96,94 |
97,05 |
4,82 |
4,64 |
97,00 |
4,72 |
PS0413 |
PL0000105037 |
100,35 |
100,47 |
4,82 |
4,68 |
100,41 |
4,75 |
OK0713 |
PL0000106563 |
94,72 |
94,89 |
4,83 |
4,66 |
94,81 |
4,74 |
DS1013 |
PL0000102836 |
100,21 |
100,38 |
4,82 |
4,69 |
100,30 |
4,75 |
OK0114 |
PL0000106712 |
92,52 |
92,65 |
4,81 |
4,72 |
92,59 |
4,76 |
PS0414 |
PL0000105433 |
101,69 |
101,86 |
4,79 |
4,70 |
101,78 |
4,74 |
WZ0115 |
PL0000106480 |
100,06 |
100,19 |
--- |
--- |
100,13 |
--- |
PS0415 |
PL0000105953 |
101,88 |
102,01 |
4,79 |
4,74 |
101,95 |
4,76 |
DS1015 |
PL0000103602 |
104,32 |
104,56 |
4,83 |
4,75 |
104,44 |
4,79 |
PS0416 |
PL0000106340 |
100,27 |
100,42 |
4,92 |
4,87 |
100,35 |
4,89 |
IZ0816 |
PL0000103529 |
103,13 |
103,39 |
--- |
--- |
103,26 |
--- |
PS1016 |
PL0000106795 |
99,28 |
99,40 |
4,92 |
4,89 |
99,34 |
4,91 |
WZ0117 |
PL0000106936 |
99,42 |
99,59 |
--- |
--- |
99,51 |
--- |
PS0417 |
PL0000107058 |
98,85 |
99,09 |
5,02 |
4,96 |
98,97 |
4,99 |
DS1017 |
PL0000104543 |
100,91 |
101,18 |
5,04 |
4,99 |
101,05 |
5,01 |
WZ0118 |
PL0000104717 |
98,83 |
99,06 |
--- |
--- |
98,95 |
--- |
DS1019 |
PL0000105441 |
101,71 |
101,96 |
5,21 |
5,17 |
101,84 |
5,19 |
DS1020 |
PL0000106126 |
99,51 |
99,77 |
5,31 |
5,28 |
99,64 |
5,30 |
WZ0121 |
PL0000106068 |
96,76 |
96,98 |
--- |
--- |
96,87 |
--- |
DS1021 |
PL0000106670 |
102,46 |
102,65 |
5,40 |
5,37 |
102,56 |
5,39 |
WS0922 |
PL0000102646 |
102,46 |
102,65 |
5,42 |
5,40 |
102,56 |
5,41 |
IZ0823 |
PL0000105359 |
99,13 |
99,66 |
--- |
--- |
99,40 |
--- |
WS0429 |
PL0000105391 |
101,30 |
101,73 |
5,62 |
5,58 |
101,52 |
5,60 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,09 |
98,15 |
4,85 |
4,69 |
98,12 |
4,77 |
OK0113 |
PL0000106324 |
96,98 |
97,04 |
4,76 |
4,66 |
97,01 |
4,71 |
PS0413 |
PL0000105037 |
100,35 |
100,47 |
4,82 |
4,68 |
100,41 |
4,75 |
OK0713 |
PL0000106563 |
94,75 |
94,90 |
4,80 |
4,65 |
94,83 |
4,72 |
DS1013 |
PL0000102836 |
100,22 |
100,35 |
4,81 |
4,71 |
100,29 |
4,76 |
OK0114 |
PL0000106712 |
92,55 |
92,64 |
4,79 |
4,73 |
92,60 |
4,76 |
PS0414 |
PL0000105433 |
101,73 |
101,82 |
4,77 |
4,72 |
101,78 |
4,74 |
WZ0115 |
PL0000106480 |
100,08 |
100,19 |
--- |
--- |
100,14 |
--- |
PS0415 |
PL0000105953 |
101,82 |
101,92 |
4,81 |
4,77 |
101,87 |
4,79 |
DS1015 |
PL0000103602 |
104,32 |
104,51 |
4,83 |
4,77 |
104,42 |
4,80 |
PS0416 |
PL0000106340 |
100,28 |
100,41 |
4,91 |
4,88 |
100,35 |
4,89 |
IZ0816 |
PL0000103529 |
103,10 |
103,41 |
--- |
--- |
103,26 |
--- |
PS1016 |
PL0000106795 |
99,20 |
99,33 |
4,95 |
4,91 |
99,27 |
4,93 |
WZ0117 |
PL0000106936 |
99,43 |
99,59 |
--- |
--- |
99,51 |
--- |
PS0417 |
PL0000107058 |
98,84 |
99,03 |
5,02 |
4,97 |
98,94 |
4,99 |
DS1017 |
PL0000104543 |
100,89 |
101,08 |
5,05 |
5,01 |
100,99 |
5,03 |
WZ0118 |
PL0000104717 |
98,86 |
99,06 |
--- |
--- |
98,96 |
--- |
DS1019 |
PL0000105441 |
101,60 |
101,82 |
5,23 |
5,19 |
101,71 |
5,21 |
DS1020 |
PL0000106126 |
99,42 |
99,64 |
5,33 |
5,30 |
99,53 |
5,31 |
WZ0121 |
PL0000106068 |
96,83 |
96,97 |
--- |
--- |
96,90 |
--- |
DS1021 |
PL0000106670 |
102,35 |
102,53 |
5,42 |
5,39 |
102,44 |
5,40 |
WS0922 |
PL0000102646 |
102,32 |
102,51 |
5,44 |
5,42 |
102,42 |
5,43 |
IZ0823 |
PL0000105359 |
99,13 |
99,66 |
--- |
--- |
99,40 |
--- |
WS0429 |
PL0000105391 |
101,29 |
101,59 |
5,62 |
5,60 |
101,44 |
5,61 |
REPO MARKET |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,500 |
4,500 |
4,500 |
15 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
10 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,500 |
4,600 |
4,560 |
50 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,500 |
4,500 |
4,500 |
20 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,500 |
4,500 |
4,500 |
10 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
120 |
PS1016 |
PL0000106795 |
0/1 |
1 |
4,400 |
4,400 |
4,400 |
50 |
DS1021 |
PL0000106670 |
1/3 |
2 |
4,550 |
4,550 |
4,550 |
10 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,600 |
4,600 |
4,600 |
150 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,500 |
4,550 |
4,537 |
130 |
PS1016 |
PL0000106795 |
1/8 |
7 |
4,550 |
4,550 |
4,550 |
40 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
4,500 |
4,500 |
4,500 |
50 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
4,500 |
4,500 |
4,500 |
30 |
WZ0115 |
PL0000106480 |
1/8 |
7 |
4,550 |
4,550 |
4,550 |
20 |
TOTAL |
705 |