2012-06-05 |
MARKET DATA |
No 107 (1892) |
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 |
1 080,00 |
1 098,25 |
62 |
2 760,00 |
2 823,89 |
39 |
3 840,00 |
3 922,15 |
101 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 080,00 |
1 098,25 |
62 |
2 760,00 |
2 823,89 |
39 |
3 840,00 |
3 922,15 |
101 |
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 |
99,39 |
99,39 |
99,40 |
99,40 |
99,40 |
99,40 |
99,40 |
70 000 |
69,58 |
2 |
OK1012 |
PL0000106100 |
98,22 |
98,26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
97,09 |
97,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,37 |
100,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,92 |
94,97 |
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 |
92,68 |
92,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,74 |
101,76 |
101,77 |
101,78 |
101,77 |
101,78 |
101,78 |
70 000 |
71,73 |
3 |
OK0714 |
PL0000107009 |
90,57 |
90,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
101,90 |
101,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,45 |
104,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,50 |
100,42 |
100,45 |
100,45 |
100,45 |
100,45 |
100,45 |
35 000 |
35,37 |
2 |
PS1016 |
PL0000106795 |
99,46 |
99,39 |
99,42 |
99,50 |
99,42 |
99,50 |
99,45 |
55 000 |
56,32 |
4 |
PS0417 |
PL0000107058 |
99,24 |
99,14 |
99,14 |
99,14 |
99,14 |
99,14 |
99,14 |
10 000 |
9,97 |
1 |
DS1017 |
PL0000104543 |
101,37 |
101,28 |
101,35 |
101,35 |
101,35 |
101,35 |
101,35 |
20 000 |
20,92 |
2 |
DS1019 |
PL0000105441 |
101,97 |
101,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
99,88 |
99,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
102,86 |
102,64 |
102,70 |
102,86 |
102,64 |
102,86 |
102,72 |
185 000 |
196,64 |
14 |
WS0922 |
PL0000102646 |
102,86 |
102,65 |
102,72 |
102,86 |
102,72 |
102,86 |
102,77 |
15 000 |
16,03 |
2 |
WS0429 |
PL0000105391 |
101,84 |
101,65 |
101,82 |
101,84 |
101,82 |
101,84 |
101,83 |
20 000 |
20,50 |
3 |
WS0437 |
PL0000104857 |
87,00 |
107,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,30 |
103,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
99,15 |
99,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,05 |
100,05 |
100,05 |
100,05 |
100,05 |
100,05 |
100,05 |
212 500 |
216,55 |
7 |
WZ0117 |
PL0000106936 |
99,42 |
99,39 |
99,44 |
99,44 |
99,44 |
99,44 |
99,44 |
45 000 |
45,58 |
2 |
WZ0118 |
PL0000104717 |
98,83 |
98,83 |
98,88 |
98,88 |
98,87 |
98,87 |
98,87 |
45 000 |
45,33 |
4 |
WZ0121 |
PL0000106068 |
96,92 |
96,74 |
96,83 |
96,96 |
96,83 |
96,96 |
96,88 |
297 500 |
293,73 |
16 |
TOTAL |
1 080 000 |
1 098,25 |
62 |
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 |
82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
173 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
194 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
236 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
264 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
292 |
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 |
98,21 |
98,29 |
4,80 |
4,58 |
98,25 |
4,69 |
OK0113 |
PL0000106324 |
97,08 |
97,17 |
4,75 |
4,60 |
97,13 |
4,67 |
PS0413 |
PL0000105037 |
100,34 |
100,44 |
4,82 |
4,70 |
100,39 |
4,76 |
OK0713 |
PL0000106563 |
94,84 |
94,99 |
4,81 |
4,66 |
94,92 |
4,73 |
DS1013 |
PL0000102836 |
100,23 |
100,38 |
4,80 |
4,68 |
100,31 |
4,74 |
OK0114 |
PL0000106712 |
92,66 |
92,72 |
4,78 |
4,74 |
92,69 |
4,76 |
PS0414 |
PL0000105433 |
101,68 |
101,79 |
4,79 |
4,72 |
101,74 |
4,75 |
WZ0115 |
PL0000106480 |
100,00 |
100,09 |
--- |
--- |
100,05 |
--- |
PS0415 |
PL0000105953 |
101,84 |
101,99 |
4,80 |
4,74 |
101,92 |
4,77 |
DS1015 |
PL0000103602 |
104,36 |
104,57 |
4,81 |
4,74 |
104,47 |
4,77 |
PS0416 |
PL0000106340 |
100,37 |
100,47 |
4,89 |
4,86 |
100,42 |
4,87 |
IZ0816 |
PL0000103529 |
103,24 |
103,54 |
--- |
--- |
103,39 |
--- |
PS1016 |
PL0000106795 |
99,31 |
99,45 |
4,92 |
4,88 |
99,38 |
4,90 |
WZ0117 |
PL0000106936 |
99,31 |
99,46 |
--- |
--- |
99,39 |
--- |
PS0417 |
PL0000107058 |
99,03 |
99,24 |
4,97 |
4,92 |
99,14 |
4,95 |
DS1017 |
PL0000104543 |
101,16 |
101,36 |
4,99 |
4,95 |
101,26 |
4,97 |
WZ0118 |
PL0000104717 |
98,71 |
98,89 |
--- |
--- |
98,80 |
--- |
DS1019 |
PL0000105441 |
101,77 |
101,98 |
5,20 |
5,16 |
101,88 |
5,18 |
DS1020 |
PL0000106126 |
99,64 |
99,87 |
5,30 |
5,26 |
99,76 |
5,28 |
WZ0121 |
PL0000106068 |
96,66 |
96,85 |
--- |
--- |
96,76 |
--- |
DS1021 |
PL0000106670 |
102,59 |
102,76 |
5,38 |
5,36 |
102,68 |
5,37 |
WS0922 |
PL0000102646 |
102,52 |
102,82 |
5,42 |
5,38 |
102,67 |
5,40 |
IZ0823 |
PL0000105359 |
99,09 |
99,63 |
--- |
--- |
99,36 |
--- |
WS0429 |
PL0000105391 |
101,33 |
101,75 |
5,62 |
5,58 |
101,54 |
5,60 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,20 |
98,29 |
4,83 |
4,58 |
98,25 |
4,69 |
OK0113 |
PL0000106324 |
97,07 |
97,18 |
4,77 |
4,59 |
97,13 |
4,67 |
PS0413 |
PL0000105037 |
100,35 |
100,42 |
4,80 |
4,72 |
100,39 |
4,76 |
OK0713 |
PL0000106563 |
94,81 |
95,01 |
4,83 |
4,64 |
94,91 |
4,74 |
DS1013 |
PL0000102836 |
100,21 |
100,33 |
4,81 |
4,72 |
100,27 |
4,77 |
OK0114 |
PL0000106712 |
92,66 |
92,76 |
4,78 |
4,71 |
92,71 |
4,74 |
PS0414 |
PL0000105433 |
101,65 |
101,82 |
4,80 |
4,71 |
101,74 |
4,75 |
WZ0115 |
PL0000106480 |
100,02 |
100,11 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
101,85 |
101,99 |
4,79 |
4,74 |
101,92 |
4,77 |
DS1015 |
PL0000103602 |
104,37 |
104,62 |
4,80 |
4,73 |
104,50 |
4,76 |
PS0416 |
PL0000106340 |
100,47 |
100,63 |
4,86 |
4,81 |
100,55 |
4,83 |
IZ0816 |
PL0000103529 |
103,24 |
103,55 |
--- |
--- |
103,40 |
--- |
PS1016 |
PL0000106795 |
99,42 |
99,61 |
4,89 |
4,84 |
99,52 |
4,86 |
WZ0117 |
PL0000106936 |
99,36 |
99,52 |
--- |
--- |
99,44 |
--- |
PS0417 |
PL0000107058 |
99,14 |
99,36 |
4,95 |
4,90 |
99,25 |
4,92 |
DS1017 |
PL0000104543 |
101,34 |
101,56 |
4,95 |
4,90 |
101,45 |
4,93 |
WZ0118 |
PL0000104717 |
98,78 |
98,94 |
--- |
--- |
98,86 |
--- |
DS1019 |
PL0000105441 |
101,92 |
102,26 |
5,17 |
5,12 |
102,09 |
5,14 |
DS1020 |
PL0000106126 |
99,84 |
100,02 |
5,27 |
5,24 |
99,93 |
5,25 |
WZ0121 |
PL0000106068 |
96,86 |
97,01 |
--- |
--- |
96,94 |
--- |
DS1021 |
PL0000106670 |
102,77 |
102,94 |
5,36 |
5,33 |
102,86 |
5,35 |
WS0922 |
PL0000102646 |
102,66 |
102,96 |
5,40 |
5,36 |
102,81 |
5,38 |
IZ0823 |
PL0000105359 |
99,09 |
99,63 |
--- |
--- |
99,36 |
--- |
WS0429 |
PL0000105391 |
101,76 |
102,11 |
5,58 |
5,55 |
101,94 |
5,56 |
REPO MARKET |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
20 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,550 |
4,550 |
4,550 |
70 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
10 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
10 |
OK0712 |
PL0000105912 |
0/1 |
1 |
4,580 |
4,580 |
4,580 |
20 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
270 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,580 |
4,700 |
4,675 |
225 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,550 |
4,550 |
4,550 |
30 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,550 |
4,550 |
4,550 |
50 |
OK0114 |
PL0000106712 |
0/1 |
1 |
4,500 |
4,500 |
4,500 |
40 |
DS1015 |
PL0000103602 |
1/3 |
2 |
4,650 |
4,650 |
4,650 |
20 |
DS1017 |
PL0000104543 |
1/3 |
2 |
4,650 |
4,650 |
4,650 |
80 |
DS1020 |
PL0000106126 |
1/3 |
2 |
4,550 |
4,650 |
4,620 |
135 |
DS1021 |
PL0000106670 |
1/3 |
2 |
4,650 |
4,650 |
4,650 |
390 |
OK0114 |
PL0000106712 |
1/3 |
2 |
4,550 |
4,650 |
4,611 |
380 |
PS1016 |
PL0000106795 |
1/3 |
2 |
4,650 |
4,650 |
4,650 |
45 |
PS0417 |
PL0000107058 |
1/3 |
2 |
4,650 |
4,650 |
4,650 |
10 |
WS0922 |
PL0000102646 |
0/3 |
3 |
4,550 |
4,550 |
4,550 |
35 |
OK0113 |
PL0000106324 |
0/3 |
3 |
4,550 |
4,550 |
4,550 |
20 |
DS1021 |
PL0000106670 |
0/3 |
3 |
4,550 |
4,650 |
4,600 |
170 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
35 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,600 |
4,650 |
4,633 |
235 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,630 |
4,650 |
4,644 |
315 |
PS0417 |
PL0000107058 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
145 |
TOTAL |
2 760 |