2012-06-06 |
MARKET DATA |
No 108 (1893) |
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 |
1 242,50 |
1 272,08 |
68 |
3 870,00 |
3 963,72 |
49 |
5 112,50 |
5 235,80 |
117 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 242,50 |
1 272,08 |
68 |
3 870,00 |
3 963,72 |
49 |
5 112,50 |
5 235,80 |
117 |
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 |
99,43 |
99,44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
98,28 |
98,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
97,12 |
97,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,40 |
100,38 |
100,40 |
100,40 |
100,38 |
100,38 |
100,38 |
625 000 |
631,61 |
12 |
OK0713 |
PL0000106563 |
94,93 |
95,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,26 |
100,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,70 |
92,78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,70 |
101,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
90,60 |
90,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
101,89 |
102,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,41 |
104,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,50 |
100,52 |
100,52 |
100,55 |
100,52 |
100,55 |
100,53 |
72 500 |
73,35 |
4 |
PS1016 |
PL0000106795 |
99,53 |
99,50 |
99,52 |
99,55 |
99,52 |
99,55 |
99,53 |
85 000 |
87,14 |
6 |
PS0417 |
PL0000107058 |
99,32 |
99,29 |
99,33 |
99,33 |
99,33 |
99,33 |
99,33 |
10 000 |
9,99 |
1 |
DS1017 |
PL0000104543 |
101,52 |
101,45 |
101,53 |
101,57 |
101,53 |
101,57 |
101,56 |
110 000 |
115,35 |
10 |
DS1019 |
PL0000105441 |
102,11 |
102,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
100,05 |
100,05 |
100,07 |
100,07 |
100,07 |
100,07 |
100,07 |
45 000 |
46,52 |
5 |
DS1021 |
PL0000106670 |
103,02 |
102,95 |
103,01 |
103,13 |
102,95 |
103,10 |
103,02 |
125 000 |
133,30 |
12 |
WS0922 |
PL0000102646 |
103,07 |
102,95 |
103,00 |
103,07 |
103,00 |
103,07 |
103,01 |
60 000 |
64,28 |
8 |
WS0429 |
PL0000105391 |
101,90 |
102,00 |
102,00 |
102,00 |
102,00 |
102,00 |
102,00 |
5 000 |
5,14 |
1 |
WS0437 |
PL0000104857 |
87,00 |
107,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,35 |
103,52 |
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 |
100,06 |
100,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,46 |
99,46 |
99,46 |
99,46 |
99,46 |
99,46 |
99,46 |
25 000 |
25,34 |
1 |
WZ0118 |
PL0000104717 |
98,94 |
98,94 |
98,94 |
98,95 |
98,94 |
98,94 |
98,94 |
50 000 |
50,42 |
5 |
WZ0121 |
PL0000106068 |
96,92 |
96,94 |
96,94 |
96,95 |
96,94 |
96,94 |
96,94 |
30 000 |
29,65 |
3 |
TOTAL |
1 242 500 |
1 272,08 |
68 |
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 |
79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
170 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
191 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
233 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
261 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
289 |
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 |
98,25 |
98,33 |
4,79 |
4,57 |
98,29 |
4,68 |
OK0113 |
PL0000106324 |
97,11 |
97,22 |
4,76 |
4,58 |
97,17 |
4,66 |
PS0413 |
PL0000105037 |
100,37 |
100,44 |
4,78 |
4,69 |
100,41 |
4,73 |
OK0713 |
PL0000106563 |
94,89 |
95,02 |
4,79 |
4,66 |
94,96 |
4,72 |
DS1013 |
PL0000102836 |
100,23 |
100,36 |
4,80 |
4,70 |
100,30 |
4,74 |
OK0114 |
PL0000106712 |
92,68 |
92,80 |
4,79 |
4,71 |
92,74 |
4,75 |
PS0414 |
PL0000105433 |
101,68 |
101,85 |
4,78 |
4,69 |
101,77 |
4,73 |
WZ0115 |
PL0000106480 |
100,03 |
100,12 |
--- |
--- |
100,08 |
--- |
PS0415 |
PL0000105953 |
101,87 |
102,03 |
4,78 |
4,72 |
101,95 |
4,75 |
DS1015 |
PL0000103602 |
104,38 |
104,62 |
4,80 |
4,72 |
104,50 |
4,76 |
PS0416 |
PL0000106340 |
100,43 |
100,55 |
4,87 |
4,83 |
100,49 |
4,85 |
IZ0816 |
PL0000103529 |
103,26 |
103,58 |
--- |
--- |
103,42 |
--- |
PS1016 |
PL0000106795 |
99,42 |
99,56 |
4,89 |
4,85 |
99,49 |
4,87 |
WZ0117 |
PL0000106936 |
99,38 |
99,53 |
--- |
--- |
99,46 |
--- |
PS0417 |
PL0000107058 |
99,16 |
99,41 |
4,94 |
4,88 |
99,29 |
4,91 |
DS1017 |
PL0000104543 |
101,34 |
101,58 |
4,95 |
4,90 |
101,46 |
4,92 |
WZ0118 |
PL0000104717 |
98,81 |
98,98 |
--- |
--- |
98,90 |
--- |
DS1019 |
PL0000105441 |
102,00 |
102,31 |
5,16 |
5,11 |
102,16 |
5,13 |
DS1020 |
PL0000106126 |
99,98 |
100,18 |
5,24 |
5,21 |
100,08 |
5,23 |
WZ0121 |
PL0000106068 |
96,85 |
97,00 |
--- |
--- |
96,93 |
--- |
DS1021 |
PL0000106670 |
102,91 |
103,10 |
5,34 |
5,31 |
103,01 |
5,33 |
WS0922 |
PL0000102646 |
102,78 |
103,07 |
5,38 |
5,35 |
102,93 |
5,36 |
IZ0823 |
PL0000105359 |
99,09 |
99,63 |
--- |
--- |
99,36 |
--- |
WS0429 |
PL0000105391 |
101,83 |
102,21 |
5,57 |
5,54 |
102,02 |
5,56 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,26 |
98,32 |
4,77 |
4,60 |
98,29 |
4,68 |
OK0113 |
PL0000106324 |
97,09 |
97,19 |
4,80 |
4,63 |
97,14 |
4,71 |
PS0413 |
PL0000105037 |
100,36 |
100,46 |
4,79 |
4,67 |
100,41 |
4,73 |
OK0713 |
PL0000106563 |
94,91 |
95,04 |
4,77 |
4,64 |
94,98 |
4,70 |
DS1013 |
PL0000102836 |
100,25 |
100,38 |
4,78 |
4,68 |
100,32 |
4,73 |
OK0114 |
PL0000106712 |
92,69 |
92,80 |
4,78 |
4,71 |
92,75 |
4,74 |
PS0414 |
PL0000105433 |
101,67 |
101,85 |
4,79 |
4,69 |
101,76 |
4,74 |
WZ0115 |
PL0000106480 |
100,03 |
100,11 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
101,83 |
102,05 |
4,80 |
4,71 |
101,94 |
4,76 |
DS1015 |
PL0000103602 |
104,37 |
104,55 |
4,80 |
4,74 |
104,46 |
4,77 |
PS0416 |
PL0000106340 |
100,44 |
100,62 |
4,87 |
4,81 |
100,53 |
4,84 |
IZ0816 |
PL0000103529 |
103,26 |
103,58 |
--- |
--- |
103,42 |
--- |
PS1016 |
PL0000106795 |
99,46 |
99,59 |
4,88 |
4,85 |
99,53 |
4,86 |
WZ0117 |
PL0000106936 |
99,41 |
99,55 |
--- |
--- |
99,48 |
--- |
PS0417 |
PL0000107058 |
99,26 |
99,44 |
4,92 |
4,88 |
99,35 |
4,90 |
DS1017 |
PL0000104543 |
101,42 |
101,61 |
4,93 |
4,89 |
101,52 |
4,91 |
WZ0118 |
PL0000104717 |
98,88 |
99,00 |
--- |
--- |
98,94 |
--- |
DS1019 |
PL0000105441 |
102,04 |
102,35 |
5,15 |
5,10 |
102,20 |
5,13 |
DS1020 |
PL0000106126 |
99,99 |
100,25 |
5,24 |
5,20 |
100,12 |
5,22 |
WZ0121 |
PL0000106068 |
96,85 |
97,01 |
--- |
--- |
96,93 |
--- |
DS1021 |
PL0000106670 |
102,93 |
103,19 |
5,34 |
5,30 |
103,06 |
5,32 |
WS0922 |
PL0000102646 |
102,88 |
103,13 |
5,37 |
5,34 |
103,01 |
5,35 |
IZ0823 |
PL0000105359 |
99,09 |
99,63 |
--- |
--- |
99,36 |
--- |
WS0429 |
PL0000105391 |
101,81 |
102,21 |
5,58 |
5,54 |
102,01 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/2 |
2 |
4,650 |
4,650 |
4,650 |
20 |
DS1017 |
PL0000104543 |
0/2 |
2 |
4,650 |
4,650 |
4,650 |
10 |
DS1019 |
PL0000105441 |
0/2 |
2 |
4,650 |
4,650 |
4,650 |
10 |
OK0712 |
PL0000105912 |
0/2 |
2 |
4,600 |
4,600 |
4,600 |
20 |
PS0415 |
PL0000105953 |
0/2 |
2 |
4,650 |
4,650 |
4,650 |
100 |
DS1020 |
PL0000106126 |
0/2 |
2 |
4,650 |
4,650 |
4,650 |
160 |
OK0113 |
PL0000106324 |
0/2 |
2 |
4,650 |
4,650 |
4,650 |
180 |
WS0922 |
PL0000102646 |
2/5 |
3 |
4,650 |
4,650 |
4,650 |
10 |
DS1017 |
PL0000104543 |
2/5 |
3 |
4,650 |
4,650 |
4,650 |
45 |
DS1020 |
PL0000106126 |
2/5 |
3 |
4,650 |
4,650 |
4,650 |
55 |
OK0113 |
PL0000106324 |
2/5 |
3 |
4,600 |
4,650 |
4,620 |
250 |
PS0416 |
PL0000106340 |
2/5 |
3 |
4,600 |
4,600 |
4,600 |
200 |
DS1021 |
PL0000106670 |
2/5 |
3 |
4,550 |
4,550 |
4,550 |
460 |
OK0114 |
PL0000106712 |
2/5 |
3 |
4,600 |
4,600 |
4,600 |
60 |
PS1016 |
PL0000106795 |
2/5 |
3 |
4,600 |
4,600 |
4,600 |
45 |
PS0417 |
PL0000107058 |
2/5 |
3 |
4,550 |
4,550 |
4,550 |
10 |
OK1012 |
PL0000106100 |
0/6 |
6 |
4,650 |
4,650 |
4,650 |
30 |
DS1015 |
PL0000103602 |
2/9 |
7 |
4,670 |
4,670 |
4,670 |
415 |
DS1017 |
PL0000104543 |
2/9 |
7 |
4,650 |
4,700 |
4,677 |
175 |
PS0413 |
PL0000105037 |
2/9 |
7 |
4,700 |
4,700 |
4,700 |
40 |
PS0414 |
PL0000105433 |
2/9 |
7 |
4,670 |
4,670 |
4,670 |
255 |
DS1019 |
PL0000105441 |
2/9 |
7 |
4,650 |
4,670 |
4,662 |
150 |
PS0415 |
PL0000105953 |
2/9 |
7 |
4,650 |
4,650 |
4,650 |
10 |
DS1020 |
PL0000106126 |
2/9 |
7 |
4,650 |
4,700 |
4,691 |
110 |
PS0416 |
PL0000106340 |
2/9 |
7 |
4,650 |
4,700 |
4,675 |
60 |
PS0416 |
PL0000106340 |
5/12 |
7 |
4,650 |
4,650 |
4,650 |
200 |
OK0713 |
PL0000106563 |
2/9 |
7 |
4,650 |
4,650 |
4,650 |
95 |
DS1021 |
PL0000106670 |
2/9 |
7 |
4,650 |
4,680 |
4,665 |
140 |
OK0714 |
PL0000107009 |
2/9 |
7 |
4,650 |
4,650 |
4,650 |
100 |
WZ0118 |
PL0000104717 |
2/9 |
7 |
4,670 |
4,670 |
4,670 |
135 |
WZ0121 |
PL0000106068 |
2/9 |
7 |
4,650 |
4,650 |
4,650 |
160 |
WZ0115 |
PL0000106480 |
2/9 |
7 |
4,700 |
4,700 |
4,700 |
160 |
TOTAL |
3 870 |