2012-06-08 |
MARKET DATA |
No 109 (1894) |
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 |
1 300,00 |
1 349,25 |
93 |
1 615,00 |
1 693,53 |
20 |
2 915,00 |
3 042,78 |
113 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 300,00 |
1 349,25 |
93 |
1 615,00 |
1 693,53 |
20 |
2 915,00 |
3 042,78 |
113 |
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 |
99,44 |
99,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
98,27 |
98,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
97,13 |
97,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,38 |
100,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
95,00 |
95,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,26 |
100,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,77 |
92,77 |
92,77 |
92,78 |
92,77 |
92,78 |
92,78 |
150 000 |
139,16 |
4 |
PS0414 |
PL0000105433 |
101,76 |
101,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
90,61 |
90,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
101,94 |
101,97 |
101,97 |
101,99 |
101,97 |
101,99 |
101,98 |
25 000 |
25,68 |
3 |
DS1015 |
PL0000103602 |
104,44 |
104,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,54 |
100,52 |
100,52 |
100,60 |
100,52 |
100,60 |
100,56 |
60 000 |
60,73 |
4 |
PS1016 |
PL0000106795 |
99,50 |
99,52 |
99,57 |
99,59 |
99,57 |
99,59 |
99,58 |
30 000 |
30,77 |
2 |
PS0417 |
PL0000107058 |
99,39 |
99,33 |
99,32 |
99,32 |
99,32 |
99,32 |
99,32 |
10 000 |
9,99 |
1 |
DS1017 |
PL0000104543 |
101,53 |
101,45 |
101,41 |
101,58 |
101,39 |
101,58 |
101,44 |
157 500 |
164,99 |
9 |
DS1019 |
PL0000105441 |
102,22 |
102,20 |
102,09 |
102,25 |
102,08 |
102,25 |
102,14 |
70 000 |
73,93 |
5 |
DS1020 |
PL0000106126 |
100,24 |
100,16 |
100,30 |
100,30 |
100,30 |
100,30 |
100,30 |
10 000 |
10,36 |
1 |
DS1021 |
PL0000106670 |
103,34 |
103,11 |
103,09 |
103,34 |
103,08 |
103,33 |
103,19 |
85 000 |
90,80 |
9 |
WS0922 |
PL0000102646 |
103,40 |
103,12 |
103,03 |
103,43 |
103,03 |
103,33 |
103,31 |
490 000 |
526,49 |
44 |
WS0429 |
PL0000105391 |
102,55 |
102,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
80,00 |
110,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,30 |
103,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
99,20 |
99,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,07 |
100,05 |
100,07 |
100,07 |
100,05 |
100,05 |
100,05 |
175 000 |
178,44 |
8 |
WZ0117 |
PL0000106936 |
99,43 |
99,48 |
99,42 |
99,42 |
99,42 |
99,42 |
99,42 |
17 500 |
17,73 |
1 |
WZ0118 |
PL0000104717 |
98,92 |
98,96 |
98,96 |
98,96 |
98,92 |
98,92 |
98,94 |
20 000 |
20,17 |
2 |
WZ0121 |
PL0000106068 |
96,91 |
96,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 300 000 |
1 349,25 |
93 |
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 |
78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
169 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
190 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
232 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
260 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
288 |
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 |
98,26 |
98,35 |
4,80 |
4,55 |
98,31 |
4,66 |
OK0113 |
PL0000106324 |
97,10 |
97,21 |
4,80 |
4,61 |
97,16 |
4,70 |
PS0413 |
PL0000105037 |
100,33 |
100,42 |
4,82 |
4,71 |
100,38 |
4,76 |
OK0713 |
PL0000106563 |
94,90 |
95,02 |
4,79 |
4,68 |
94,96 |
4,74 |
DS1013 |
PL0000102836 |
100,25 |
100,36 |
4,78 |
4,70 |
100,31 |
4,74 |
OK0114 |
PL0000106712 |
92,73 |
92,80 |
4,76 |
4,71 |
92,77 |
4,74 |
PS0414 |
PL0000105433 |
101,70 |
101,84 |
4,77 |
4,69 |
101,77 |
4,73 |
WZ0115 |
PL0000106480 |
100,02 |
100,14 |
--- |
--- |
100,08 |
--- |
PS0415 |
PL0000105953 |
101,90 |
102,05 |
4,77 |
4,71 |
101,98 |
4,74 |
DS1015 |
PL0000103602 |
104,39 |
104,59 |
4,79 |
4,73 |
104,49 |
4,76 |
PS0416 |
PL0000106340 |
100,49 |
100,62 |
4,85 |
4,81 |
100,56 |
4,83 |
IZ0816 |
PL0000103529 |
103,19 |
103,50 |
--- |
--- |
103,35 |
--- |
PS1016 |
PL0000106795 |
99,42 |
99,63 |
4,89 |
4,84 |
99,53 |
4,86 |
WZ0117 |
PL0000106936 |
99,35 |
99,58 |
--- |
--- |
99,47 |
--- |
PS0417 |
PL0000107058 |
99,19 |
99,44 |
4,94 |
4,88 |
99,32 |
4,90 |
DS1017 |
PL0000104543 |
101,37 |
101,53 |
4,94 |
4,91 |
101,45 |
4,93 |
WZ0118 |
PL0000104717 |
98,81 |
99,04 |
--- |
--- |
98,93 |
--- |
DS1019 |
PL0000105441 |
102,06 |
102,24 |
5,15 |
5,12 |
102,15 |
5,13 |
DS1020 |
PL0000106126 |
100,02 |
100,27 |
5,24 |
5,20 |
100,15 |
5,22 |
WZ0121 |
PL0000106068 |
96,83 |
97,06 |
--- |
--- |
96,95 |
--- |
DS1021 |
PL0000106670 |
102,98 |
103,23 |
5,33 |
5,30 |
103,11 |
5,31 |
WS0922 |
PL0000102646 |
102,97 |
103,17 |
5,36 |
5,33 |
103,07 |
5,35 |
IZ0823 |
PL0000105359 |
99,14 |
99,70 |
--- |
--- |
99,42 |
--- |
WS0429 |
PL0000105391 |
102,00 |
102,42 |
5,56 |
5,52 |
102,21 |
5,54 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,25 |
98,34 |
4,83 |
4,58 |
98,30 |
4,69 |
OK0113 |
PL0000106324 |
97,11 |
97,22 |
4,79 |
4,60 |
97,17 |
4,68 |
PS0413 |
PL0000105037 |
100,37 |
100,44 |
4,77 |
4,69 |
100,41 |
4,73 |
OK0713 |
PL0000106563 |
94,93 |
95,05 |
4,76 |
4,65 |
94,99 |
4,71 |
DS1013 |
PL0000102836 |
100,22 |
100,34 |
4,81 |
4,71 |
100,28 |
4,76 |
OK0114 |
PL0000106712 |
92,74 |
92,83 |
4,76 |
4,69 |
92,79 |
4,72 |
PS0414 |
PL0000105433 |
101,72 |
101,81 |
4,76 |
4,71 |
101,77 |
4,73 |
WZ0115 |
PL0000106480 |
100,02 |
100,12 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
101,92 |
102,06 |
4,76 |
4,71 |
101,99 |
4,74 |
DS1015 |
PL0000103602 |
104,42 |
104,65 |
4,78 |
4,71 |
104,54 |
4,75 |
PS0416 |
PL0000106340 |
100,49 |
100,64 |
4,85 |
4,81 |
100,57 |
4,83 |
IZ0816 |
PL0000103529 |
103,25 |
103,56 |
--- |
--- |
103,41 |
--- |
PS1016 |
PL0000106795 |
99,45 |
99,64 |
4,88 |
4,83 |
99,55 |
4,86 |
WZ0117 |
PL0000106936 |
99,36 |
99,52 |
--- |
--- |
99,44 |
--- |
PS0417 |
PL0000107058 |
99,27 |
99,52 |
4,92 |
4,86 |
99,40 |
4,89 |
DS1017 |
PL0000104543 |
101,47 |
101,62 |
4,92 |
4,89 |
101,55 |
4,90 |
WZ0118 |
PL0000104717 |
98,82 |
99,01 |
--- |
--- |
98,92 |
--- |
DS1019 |
PL0000105441 |
102,17 |
102,44 |
5,13 |
5,09 |
102,31 |
5,11 |
DS1020 |
PL0000106126 |
100,19 |
100,44 |
5,21 |
5,18 |
100,32 |
5,19 |
WZ0121 |
PL0000106068 |
96,83 |
97,04 |
--- |
--- |
96,94 |
--- |
DS1021 |
PL0000106670 |
103,29 |
103,42 |
5,29 |
5,27 |
103,36 |
5,28 |
WS0922 |
PL0000102646 |
103,27 |
103,44 |
5,32 |
5,30 |
103,36 |
5,31 |
IZ0823 |
PL0000105359 |
99,13 |
99,57 |
--- |
--- |
99,35 |
--- |
WS0429 |
PL0000105391 |
102,44 |
102,78 |
5,52 |
5,49 |
102,61 |
5,50 |
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 |
3/4 |
1 |
4,630 |
4,650 |
4,641 |
45 |
DS1019 |
PL0000105441 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
170 |
DS1020 |
PL0000106126 |
3/4 |
1 |
4,650 |
4,650 |
4,650 |
45 |
OK0113 |
PL0000106324 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
35 |
DS1021 |
PL0000106670 |
3/4 |
1 |
4,600 |
4,650 |
4,613 |
515 |
PS1016 |
PL0000106795 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
45 |
PS0417 |
PL0000107058 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
10 |
WS0922 |
PL0000102646 |
0/3 |
3 |
4,400 |
4,400 |
4,400 |
5 |
DS1015 |
PL0000103602 |
0/3 |
3 |
4,620 |
4,620 |
4,620 |
120 |
DS1017 |
PL0000104543 |
0/3 |
3 |
4,600 |
4,600 |
4,600 |
10 |
DS1020 |
PL0000106126 |
0/3 |
3 |
4,600 |
4,600 |
4,600 |
60 |
DS1017 |
PL0000104543 |
0/4 |
4 |
4,620 |
4,620 |
4,620 |
80 |
WS0922 |
PL0000102646 |
3/10 |
7 |
4,550 |
4,550 |
4,550 |
15 |
PS0416 |
PL0000106340 |
3/10 |
7 |
4,600 |
4,650 |
4,647 |
340 |
DS1021 |
PL0000106670 |
3/10 |
7 |
4,650 |
4,650 |
4,650 |
120 |
TOTAL |
1 615 |