2012-06-01 |
MARKET DATA |
No 105 (1890) |
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 |
4 215,00 |
4 235,06 |
245 |
1 745,00 |
1 809,66 |
25 |
5 960,00 |
6 044,72 |
270 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
4 215,00 |
4 235,06 |
245 |
1 745,00 |
1 809,66 |
25 |
5 960,00 |
6 044,72 |
270 |
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 |
99,34 |
99,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
98,18 |
98,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
97,08 |
97,10 |
97,10 |
97,12 |
97,10 |
97,12 |
97,11 |
225 000 |
218,50 |
4 |
PS0413 |
PL0000105037 |
100,38 |
100,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,84 |
94,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,25 |
100,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,62 |
92,58 |
92,60 |
92,61 |
92,57 |
92,61 |
92,59 |
800 000 |
740,76 |
11 |
PS0414 |
PL0000105433 |
101,74 |
101,73 |
101,71 |
101,76 |
101,71 |
101,76 |
101,74 |
17 500 |
17,92 |
2 |
OK0714 |
PL0000107009 |
90,50 |
90,49 |
90,45 |
90,50 |
90,45 |
90,50 |
90,49 |
40 000 |
36,19 |
4 |
PS0415 |
PL0000105953 |
101,87 |
101,80 |
101,84 |
101,84 |
101,84 |
101,84 |
101,84 |
27 500 |
28,18 |
2 |
DS1015 |
PL0000103602 |
104,35 |
104,26 |
104,32 |
104,35 |
104,32 |
104,35 |
104,32 |
17 500 |
18,93 |
2 |
PS0416 |
PL0000106340 |
100,40 |
100,20 |
100,15 |
100,40 |
100,15 |
100,36 |
100,29 |
175 000 |
176,49 |
13 |
PS1016 |
PL0000106795 |
99,32 |
99,10 |
99,14 |
99,37 |
99,06 |
99,29 |
99,28 |
582 500 |
595,25 |
42 |
PS0417 |
PL0000107058 |
99,01 |
98,74 |
98,74 |
99,08 |
98,74 |
99,00 |
98,97 |
400 000 |
398,03 |
33 |
DS1017 |
PL0000104543 |
101,05 |
100,79 |
100,82 |
101,11 |
100,82 |
101,05 |
101,05 |
222 500 |
231,99 |
15 |
DS1019 |
PL0000105441 |
101,69 |
101,36 |
101,29 |
101,35 |
101,29 |
101,35 |
101,34 |
40 000 |
41,88 |
5 |
DS1020 |
PL0000106126 |
99,52 |
99,17 |
99,27 |
99,50 |
99,24 |
99,50 |
99,36 |
60 000 |
61,54 |
6 |
DS1021 |
PL0000106670 |
102,51 |
102,00 |
102,08 |
102,54 |
102,00 |
102,47 |
102,36 |
695 000 |
735,83 |
62 |
WS0922 |
PL0000102646 |
102,45 |
102,06 |
102,03 |
102,50 |
102,03 |
102,44 |
102,32 |
157 500 |
167,48 |
16 |
WS0429 |
PL0000105391 |
101,43 |
100,89 |
100,89 |
101,45 |
100,89 |
101,45 |
101,17 |
10 000 |
10,18 |
2 |
WS0437 |
PL0000104857 |
92,00 |
105,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,28 |
103,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
99,15 |
99,49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,08 |
100,04 |
100,08 |
100,08 |
100,04 |
100,06 |
100,05 |
470 000 |
478,77 |
15 |
WZ0117 |
PL0000106936 |
99,42 |
99,39 |
99,42 |
99,42 |
99,37 |
99,37 |
99,39 |
215 000 |
217,60 |
6 |
WZ0118 |
PL0000104717 |
98,82 |
98,81 |
98,82 |
98,82 |
98,82 |
98,82 |
98,82 |
20 000 |
20,13 |
2 |
WZ0121 |
PL0000106068 |
96,75 |
96,72 |
96,74 |
96,75 |
96,70 |
96,75 |
96,73 |
40 000 |
39,42 |
3 |
TOTAL |
4 215 000 |
4 235,06 |
245 |
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 |
85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
176 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
197 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
239 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
267 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
295 |
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 |
98,17 |
98,26 |
4,80 |
4,56 |
98,22 |
4,67 |
OK0113 |
PL0000106324 |
97,03 |
97,13 |
4,77 |
4,61 |
97,08 |
4,69 |
PS0413 |
PL0000105037 |
100,33 |
100,41 |
4,83 |
4,74 |
100,37 |
4,79 |
OK0713 |
PL0000106563 |
94,78 |
94,93 |
4,83 |
4,68 |
94,86 |
4,75 |
DS1013 |
PL0000102836 |
100,21 |
100,35 |
4,81 |
4,71 |
100,28 |
4,76 |
OK0114 |
PL0000106712 |
92,58 |
92,70 |
4,81 |
4,73 |
92,64 |
4,77 |
PS0414 |
PL0000105433 |
101,69 |
101,80 |
4,78 |
4,72 |
101,75 |
4,75 |
WZ0115 |
PL0000106480 |
100,04 |
100,17 |
--- |
--- |
100,11 |
--- |
PS0415 |
PL0000105953 |
101,75 |
101,89 |
4,83 |
4,78 |
101,82 |
4,81 |
DS1015 |
PL0000103602 |
104,18 |
104,41 |
4,87 |
4,79 |
104,30 |
4,83 |
PS0416 |
PL0000106340 |
100,18 |
100,36 |
4,94 |
4,89 |
100,27 |
4,92 |
IZ0816 |
PL0000103529 |
103,18 |
103,48 |
--- |
--- |
103,33 |
--- |
PS1016 |
PL0000106795 |
99,11 |
99,29 |
4,97 |
4,92 |
99,20 |
4,95 |
WZ0117 |
PL0000106936 |
99,37 |
99,52 |
--- |
--- |
99,45 |
--- |
PS0417 |
PL0000107058 |
98,75 |
98,92 |
5,04 |
5,00 |
98,84 |
5,02 |
DS1017 |
PL0000104543 |
100,74 |
100,94 |
5,08 |
5,04 |
100,84 |
5,06 |
WZ0118 |
PL0000104717 |
98,75 |
98,92 |
--- |
--- |
98,84 |
--- |
DS1019 |
PL0000105441 |
101,40 |
101,68 |
5,26 |
5,21 |
101,54 |
5,23 |
DS1020 |
PL0000106126 |
99,21 |
99,48 |
5,36 |
5,32 |
99,35 |
5,34 |
WZ0121 |
PL0000106068 |
96,68 |
96,85 |
--- |
--- |
96,77 |
--- |
DS1021 |
PL0000106670 |
102,11 |
102,35 |
5,45 |
5,42 |
102,23 |
5,43 |
WS0922 |
PL0000102646 |
102,03 |
102,34 |
5,48 |
5,44 |
102,19 |
5,46 |
IZ0823 |
PL0000105359 |
99,06 |
99,57 |
--- |
--- |
99,32 |
--- |
WS0429 |
PL0000105391 |
100,85 |
101,27 |
5,67 |
5,63 |
101,06 |
5,65 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,16 |
98,25 |
4,83 |
4,59 |
98,21 |
4,70 |
OK0113 |
PL0000106324 |
97,05 |
97,15 |
4,74 |
4,58 |
97,10 |
4,66 |
PS0413 |
PL0000105037 |
100,32 |
100,41 |
4,85 |
4,74 |
100,37 |
4,79 |
OK0713 |
PL0000106563 |
94,79 |
94,98 |
4,82 |
4,63 |
94,89 |
4,72 |
DS1013 |
PL0000102836 |
100,23 |
100,32 |
4,80 |
4,73 |
100,28 |
4,76 |
OK0114 |
PL0000106712 |
92,59 |
92,73 |
4,80 |
4,71 |
92,66 |
4,75 |
PS0414 |
PL0000105433 |
101,66 |
101,84 |
4,80 |
4,70 |
101,75 |
4,75 |
WZ0115 |
PL0000106480 |
100,00 |
100,09 |
--- |
--- |
100,05 |
--- |
PS0415 |
PL0000105953 |
101,81 |
102,02 |
4,81 |
4,73 |
101,92 |
4,77 |
DS1015 |
PL0000103602 |
104,32 |
104,48 |
4,82 |
4,77 |
104,40 |
4,80 |
PS0416 |
PL0000106340 |
100,25 |
100,40 |
4,92 |
4,88 |
100,33 |
4,90 |
IZ0816 |
PL0000103529 |
103,22 |
103,51 |
--- |
--- |
103,37 |
--- |
PS1016 |
PL0000106795 |
99,26 |
99,40 |
4,93 |
4,89 |
99,33 |
4,91 |
WZ0117 |
PL0000106936 |
99,32 |
99,45 |
--- |
--- |
99,39 |
--- |
PS0417 |
PL0000107058 |
98,91 |
99,07 |
5,00 |
4,96 |
98,99 |
4,98 |
DS1017 |
PL0000104543 |
100,98 |
101,18 |
5,03 |
4,98 |
101,08 |
5,01 |
WZ0118 |
PL0000104717 |
98,71 |
98,90 |
--- |
--- |
98,81 |
--- |
DS1019 |
PL0000105441 |
101,56 |
101,84 |
5,23 |
5,19 |
101,70 |
5,21 |
DS1020 |
PL0000106126 |
99,45 |
99,69 |
5,32 |
5,29 |
99,57 |
5,31 |
WZ0121 |
PL0000106068 |
96,67 |
96,88 |
--- |
--- |
96,78 |
--- |
DS1021 |
PL0000106670 |
102,32 |
102,48 |
5,42 |
5,40 |
102,40 |
5,41 |
WS0922 |
PL0000102646 |
102,28 |
102,52 |
5,45 |
5,42 |
102,40 |
5,43 |
IZ0823 |
PL0000105359 |
99,08 |
99,62 |
--- |
--- |
99,35 |
--- |
WS0429 |
PL0000105391 |
101,13 |
101,51 |
5,64 |
5,60 |
101,32 |
5,62 |
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 |
3/4 |
1 |
4,500 |
4,500 |
4,500 |
15 |
DS1019 |
PL0000105441 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
40 |
OK1012 |
PL0000106100 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
25 |
DS1020 |
PL0000106126 |
3/4 |
1 |
4,500 |
4,500 |
4,500 |
185 |
PS0416 |
PL0000106340 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
25 |
DS1021 |
PL0000106670 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
190 |
WZ0118 |
PL0000104717 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
5 |
DS1015 |
PL0000103602 |
3/5 |
2 |
4,600 |
4,600 |
4,600 |
15 |
DS1019 |
PL0000105441 |
3/5 |
2 |
4,500 |
4,500 |
4,500 |
50 |
DS1017 |
PL0000104543 |
0/3 |
3 |
4,600 |
4,600 |
4,600 |
230 |
PS0414 |
PL0000105433 |
4/7 |
3 |
4,500 |
4,500 |
4,500 |
30 |
DS1019 |
PL0000105441 |
4/7 |
3 |
4,500 |
4,500 |
4,500 |
50 |
DS1020 |
PL0000106126 |
0/3 |
3 |
4,600 |
4,600 |
4,600 |
100 |
DS1019 |
PL0000105441 |
3/7 |
4 |
4,530 |
4,600 |
4,542 |
205 |
DS1017 |
PL0000104543 |
4/10 |
6 |
4,600 |
4,600 |
4,600 |
50 |
OK1012 |
PL0000106100 |
4/11 |
7 |
4,600 |
4,600 |
4,600 |
45 |
OK0113 |
PL0000106324 |
3/10 |
7 |
4,600 |
4,600 |
4,600 |
50 |
PS0416 |
PL0000106340 |
3/10 |
7 |
4,600 |
4,600 |
4,600 |
135 |
DS1021 |
PL0000106670 |
3/10 |
7 |
4,600 |
4,600 |
4,600 |
200 |
DS1021 |
PL0000106670 |
4/11 |
7 |
4,600 |
4,600 |
4,600 |
100 |
TOTAL |
1 745 |