2012-06-04 |
MARKET DATA |
No 106 (1891) |
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 |
422,50 |
441,73 |
32 |
2 365,00 |
2 433,92 |
35 |
2 787,50 |
2 875,64 |
67 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
422,50 |
441,73 |
32 |
2 365,00 |
2 433,92 |
35 |
2 787,50 |
2 875,64 |
67 |
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 |
99,37 |
99,37 |
99,37 |
99,37 |
99,37 |
99,37 |
99,37 |
5 000 |
4,97 |
1 |
OK1012 |
PL0000106100 |
98,19 |
98,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
97,08 |
97,13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,39 |
100,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,84 |
94,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,24 |
100,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,65 |
92,71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,71 |
101,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
90,54 |
90,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
101,88 |
101,92 |
101,86 |
101,86 |
101,86 |
101,86 |
101,86 |
55 000 |
56,37 |
2 |
DS1015 |
PL0000103602 |
104,41 |
104,51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,41 |
100,38 |
100,39 |
100,39 |
100,39 |
100,39 |
100,39 |
2 500 |
2,52 |
1 |
PS1016 |
PL0000106795 |
99,41 |
99,37 |
99,40 |
99,40 |
99,40 |
99,40 |
99,40 |
10 000 |
10,23 |
1 |
PS0417 |
PL0000107058 |
99,15 |
99,05 |
99,12 |
99,12 |
99,12 |
99,12 |
99,12 |
25 000 |
24,92 |
2 |
DS1017 |
PL0000104543 |
101,33 |
101,18 |
101,27 |
101,30 |
101,27 |
101,30 |
101,29 |
125 000 |
130,65 |
8 |
DS1019 |
PL0000105441 |
101,86 |
101,83 |
101,88 |
101,88 |
101,88 |
101,88 |
101,88 |
10 000 |
10,53 |
1 |
DS1020 |
PL0000106126 |
99,75 |
99,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
102,70 |
102,51 |
102,51 |
102,75 |
102,51 |
102,75 |
102,65 |
185 000 |
196,44 |
15 |
WS0922 |
PL0000102646 |
102,68 |
102,53 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
101,58 |
101,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
87,00 |
107,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,25 |
103,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
99,16 |
99,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,03 |
100,06 |
100,03 |
100,03 |
100,03 |
100,03 |
100,03 |
5 000 |
5,09 |
1 |
WZ0117 |
PL0000106936 |
99,37 |
99,42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,77 |
98,84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,73 |
96,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
422 500 |
441,73 |
32 |
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 |
84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
175 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
196 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
238 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
266 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
294 |
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 |
98,18 |
98,28 |
4,81 |
4,54 |
98,23 |
4,68 |
OK0113 |
PL0000106324 |
97,04 |
97,16 |
4,78 |
4,58 |
97,10 |
4,68 |
PS0413 |
PL0000105037 |
100,34 |
100,44 |
4,82 |
4,70 |
100,39 |
4,76 |
OK0713 |
PL0000106563 |
94,81 |
94,98 |
4,81 |
4,65 |
94,90 |
4,72 |
DS1013 |
PL0000102836 |
100,21 |
100,38 |
4,81 |
4,69 |
100,30 |
4,75 |
OK0114 |
PL0000106712 |
92,60 |
92,74 |
4,80 |
4,71 |
92,67 |
4,76 |
PS0414 |
PL0000105433 |
101,67 |
101,85 |
4,79 |
4,69 |
101,76 |
4,74 |
WZ0115 |
PL0000106480 |
100,00 |
100,10 |
--- |
--- |
100,05 |
--- |
PS0415 |
PL0000105953 |
101,80 |
102,00 |
4,81 |
4,74 |
101,90 |
4,77 |
DS1015 |
PL0000103602 |
104,28 |
104,53 |
4,84 |
4,76 |
104,41 |
4,79 |
PS0416 |
PL0000106340 |
100,24 |
100,42 |
4,92 |
4,87 |
100,33 |
4,90 |
IZ0816 |
PL0000103529 |
103,20 |
103,51 |
--- |
--- |
103,36 |
--- |
PS1016 |
PL0000106795 |
99,20 |
99,40 |
4,95 |
4,89 |
99,30 |
4,92 |
WZ0117 |
PL0000106936 |
99,33 |
99,47 |
--- |
--- |
99,40 |
--- |
PS0417 |
PL0000107058 |
98,86 |
99,08 |
5,01 |
4,96 |
98,97 |
4,99 |
DS1017 |
PL0000104543 |
100,91 |
101,21 |
5,04 |
4,98 |
101,06 |
5,01 |
WZ0118 |
PL0000104717 |
98,72 |
98,90 |
--- |
--- |
98,81 |
--- |
DS1019 |
PL0000105441 |
101,54 |
101,86 |
5,23 |
5,18 |
101,70 |
5,21 |
DS1020 |
PL0000106126 |
99,36 |
99,67 |
5,34 |
5,29 |
99,52 |
5,31 |
WZ0121 |
PL0000106068 |
96,67 |
96,86 |
--- |
--- |
96,77 |
--- |
DS1021 |
PL0000106670 |
102,29 |
102,55 |
5,42 |
5,39 |
102,42 |
5,41 |
WS0922 |
PL0000102646 |
102,24 |
102,59 |
5,45 |
5,41 |
102,42 |
5,43 |
IZ0823 |
PL0000105359 |
99,10 |
99,63 |
--- |
--- |
99,37 |
--- |
WS0429 |
PL0000105391 |
101,07 |
101,54 |
5,64 |
5,60 |
101,31 |
5,62 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,18 |
98,27 |
4,81 |
4,57 |
98,23 |
4,68 |
OK0113 |
PL0000106324 |
97,06 |
97,15 |
4,75 |
4,60 |
97,11 |
4,66 |
PS0413 |
PL0000105037 |
100,35 |
100,46 |
4,81 |
4,68 |
100,41 |
4,74 |
OK0713 |
PL0000106563 |
94,82 |
94,98 |
4,80 |
4,65 |
94,90 |
4,72 |
DS1013 |
PL0000102836 |
100,23 |
100,38 |
4,80 |
4,69 |
100,31 |
4,74 |
OK0114 |
PL0000106712 |
92,64 |
92,74 |
4,78 |
4,71 |
92,69 |
4,74 |
PS0414 |
PL0000105433 |
101,69 |
101,84 |
4,78 |
4,70 |
101,77 |
4,74 |
WZ0115 |
PL0000106480 |
99,99 |
100,09 |
--- |
--- |
100,04 |
--- |
PS0415 |
PL0000105953 |
101,84 |
101,94 |
4,80 |
4,76 |
101,89 |
4,78 |
DS1015 |
PL0000103602 |
104,37 |
104,56 |
4,81 |
4,75 |
104,47 |
4,77 |
PS0416 |
PL0000106340 |
100,39 |
100,51 |
4,88 |
4,85 |
100,45 |
4,86 |
IZ0816 |
PL0000103529 |
103,19 |
103,50 |
--- |
--- |
103,35 |
--- |
PS1016 |
PL0000106795 |
99,35 |
99,49 |
4,91 |
4,87 |
99,42 |
4,89 |
WZ0117 |
PL0000106936 |
99,33 |
99,47 |
--- |
--- |
99,40 |
--- |
PS0417 |
PL0000107058 |
99,05 |
99,20 |
4,97 |
4,93 |
99,13 |
4,95 |
DS1017 |
PL0000104543 |
101,27 |
101,40 |
4,97 |
4,94 |
101,34 |
4,95 |
WZ0118 |
PL0000104717 |
98,72 |
98,90 |
--- |
--- |
98,81 |
--- |
DS1019 |
PL0000105441 |
101,80 |
102,09 |
5,19 |
5,14 |
101,95 |
5,17 |
DS1020 |
PL0000106126 |
99,67 |
99,94 |
5,29 |
5,25 |
99,81 |
5,27 |
WZ0121 |
PL0000106068 |
96,67 |
96,85 |
--- |
--- |
96,76 |
--- |
DS1021 |
PL0000106670 |
102,62 |
102,80 |
5,38 |
5,35 |
102,71 |
5,37 |
WS0922 |
PL0000102646 |
102,62 |
102,85 |
5,40 |
5,37 |
102,74 |
5,39 |
IZ0823 |
PL0000105359 |
99,09 |
99,64 |
--- |
--- |
99,37 |
--- |
WS0429 |
PL0000105391 |
101,40 |
101,78 |
5,61 |
5,58 |
101,59 |
5,60 |
REPO MARKET |
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 |
4,500 |
4,500 |
4,500 |
40 |
WS0922 |
PL0000102646 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
35 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
25 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
90 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
40 |
OK0712 |
PL0000105912 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
20 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
70 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
75 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,610 |
4,610 |
4,610 |
95 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
45 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,550 |
4,580 |
4,571 |
220 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,610 |
4,610 |
4,610 |
280 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,610 |
4,610 |
4,610 |
45 |
OK1012 |
PL0000106100 |
0/2 |
2 |
4,600 |
4,600 |
4,600 |
30 |
OK0113 |
PL0000106324 |
0/2 |
2 |
4,580 |
4,600 |
4,593 |
200 |
WZ0118 |
PL0000104717 |
0/2 |
2 |
4,600 |
4,600 |
4,600 |
40 |
OK0713 |
PL0000106563 |
1/4 |
3 |
4,600 |
4,650 |
4,621 |
140 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
30 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
240 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,560 |
4,560 |
4,560 |
20 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,580 |
4,650 |
4,610 |
275 |
PS1016 |
PL0000106795 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
170 |
PS0417 |
PL0000107058 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
140 |
TOTAL |
2 365 |