2012-06-11 |
MARKET DATA |
No 110 (1895) |
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 |
670,00 |
671,62 |
35 |
1 790,00 |
1 846,67 |
26 |
2 460,00 |
2 518,30 |
61 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
670,00 |
671,62 |
35 |
1 790,00 |
1 846,67 |
26 |
2 460,00 |
2 518,30 |
61 |
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 |
99,47 |
99,47 |
99,45 |
99,48 |
99,45 |
99,48 |
99,48 |
307 500 |
305,90 |
8 |
OK1012 |
PL0000106100 |
98,30 |
98,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
97,15 |
97,19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,38 |
100,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,96 |
94,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,27 |
100,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,76 |
92,78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,74 |
101,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
90,65 |
90,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
101,98 |
101,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,49 |
104,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,55 |
100,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
99,57 |
99,58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
99,40 |
99,35 |
99,39 |
99,39 |
99,34 |
99,34 |
99,38 |
135 000 |
135,02 |
11 |
DS1017 |
PL0000104543 |
101,52 |
101,49 |
101,49 |
101,49 |
101,49 |
101,49 |
101,49 |
10 000 |
10,48 |
1 |
DS1019 |
PL0000105441 |
102,31 |
102,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
100,34 |
100,32 |
100,31 |
100,31 |
100,30 |
100,30 |
100,31 |
45 000 |
46,64 |
4 |
DS1021 |
PL0000106670 |
103,33 |
103,35 |
103,29 |
103,29 |
103,29 |
103,29 |
103,29 |
10 000 |
10,69 |
1 |
WS0922 |
PL0000102646 |
103,41 |
103,30 |
103,37 |
103,37 |
103,29 |
103,29 |
103,30 |
27 500 |
29,55 |
2 |
WS0429 |
PL0000105391 |
102,47 |
102,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
93,00 |
107,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,40 |
103,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
99,30 |
99,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,05 |
100,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,42 |
99,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,92 |
98,96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,90 |
96,88 |
96,88 |
96,88 |
96,84 |
96,84 |
96,85 |
135 000 |
133,35 |
8 |
TOTAL |
670 000 |
671,62 |
35 |
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 |
77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
168 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
189 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
231 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
259 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
287 |
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 |
98,36 |
4,84 |
4,55 |
98,31 |
4,70 |
OK0113 |
PL0000106324 |
97,11 |
97,21 |
4,81 |
4,64 |
97,16 |
4,72 |
PS0413 |
PL0000105037 |
100,33 |
100,45 |
4,82 |
4,68 |
100,39 |
4,75 |
OK0713 |
PL0000106563 |
94,94 |
95,06 |
4,77 |
4,65 |
95,00 |
4,71 |
DS1013 |
PL0000102836 |
100,21 |
100,34 |
4,81 |
4,71 |
100,28 |
4,76 |
OK0114 |
PL0000106712 |
92,72 |
92,81 |
4,78 |
4,72 |
92,77 |
4,74 |
PS0414 |
PL0000105433 |
101,70 |
101,86 |
4,77 |
4,68 |
101,78 |
4,72 |
WZ0115 |
PL0000106480 |
100,02 |
100,11 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
101,91 |
102,05 |
4,77 |
4,71 |
101,98 |
4,74 |
DS1015 |
PL0000103602 |
104,43 |
104,65 |
4,78 |
4,71 |
104,54 |
4,75 |
PS0416 |
PL0000106340 |
100,50 |
100,73 |
4,85 |
4,78 |
100,62 |
4,81 |
IZ0816 |
PL0000103529 |
103,25 |
103,56 |
--- |
--- |
103,41 |
--- |
PS1016 |
PL0000106795 |
99,53 |
99,71 |
4,86 |
4,81 |
99,62 |
4,84 |
WZ0117 |
PL0000106936 |
99,35 |
99,53 |
--- |
--- |
99,44 |
--- |
PS0417 |
PL0000107058 |
99,35 |
99,59 |
4,90 |
4,84 |
99,47 |
4,87 |
DS1017 |
PL0000104543 |
101,47 |
101,68 |
4,92 |
4,88 |
101,58 |
4,90 |
WZ0118 |
PL0000104717 |
98,87 |
99,00 |
--- |
--- |
98,94 |
--- |
DS1019 |
PL0000105441 |
102,27 |
102,57 |
5,11 |
5,07 |
102,42 |
5,09 |
DS1020 |
PL0000106126 |
100,31 |
100,58 |
5,19 |
5,15 |
100,45 |
5,17 |
WZ0121 |
PL0000106068 |
96,85 |
97,02 |
--- |
--- |
96,94 |
--- |
DS1021 |
PL0000106670 |
103,29 |
103,55 |
5,29 |
5,25 |
103,42 |
5,27 |
WS0922 |
PL0000102646 |
103,32 |
103,60 |
5,32 |
5,28 |
103,46 |
5,30 |
IZ0823 |
PL0000105359 |
99,13 |
99,57 |
--- |
--- |
99,35 |
--- |
WS0429 |
PL0000105391 |
102,39 |
102,89 |
5,52 |
5,48 |
102,64 |
5,50 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,28 |
98,35 |
4,78 |
4,58 |
98,32 |
4,67 |
OK0113 |
PL0000106324 |
97,14 |
97,20 |
4,76 |
4,65 |
97,17 |
4,70 |
PS0413 |
PL0000105037 |
100,35 |
100,43 |
4,79 |
4,70 |
100,39 |
4,75 |
OK0713 |
PL0000106563 |
94,92 |
95,04 |
4,79 |
4,67 |
94,98 |
4,73 |
DS1013 |
PL0000102836 |
100,24 |
100,34 |
4,79 |
4,71 |
100,29 |
4,75 |
OK0114 |
PL0000106712 |
92,71 |
92,80 |
4,79 |
4,72 |
92,76 |
4,75 |
PS0414 |
PL0000105433 |
101,68 |
101,82 |
4,78 |
4,70 |
101,75 |
4,74 |
WZ0115 |
PL0000106480 |
100,02 |
100,11 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
101,86 |
102,01 |
4,78 |
4,73 |
101,94 |
4,75 |
DS1015 |
PL0000103602 |
104,42 |
104,57 |
4,78 |
4,74 |
104,50 |
4,76 |
PS0416 |
PL0000106340 |
100,44 |
100,57 |
4,87 |
4,83 |
100,51 |
4,84 |
IZ0816 |
PL0000103529 |
103,35 |
103,66 |
--- |
--- |
103,51 |
--- |
PS1016 |
PL0000106795 |
99,48 |
99,63 |
4,87 |
4,84 |
99,56 |
4,85 |
WZ0117 |
PL0000106936 |
99,35 |
99,52 |
--- |
--- |
99,44 |
--- |
PS0417 |
PL0000107058 |
99,31 |
99,41 |
4,91 |
4,88 |
99,36 |
4,90 |
DS1017 |
PL0000104543 |
101,44 |
101,53 |
4,93 |
4,91 |
101,49 |
4,92 |
WZ0118 |
PL0000104717 |
98,86 |
99,01 |
--- |
--- |
98,94 |
--- |
DS1019 |
PL0000105441 |
102,18 |
102,41 |
5,13 |
5,09 |
102,30 |
5,11 |
DS1020 |
PL0000106126 |
100,21 |
100,36 |
5,21 |
5,19 |
100,29 |
5,20 |
WZ0121 |
PL0000106068 |
96,80 |
96,96 |
--- |
--- |
96,88 |
--- |
DS1021 |
PL0000106670 |
103,21 |
103,41 |
5,30 |
5,27 |
103,31 |
5,28 |
WS0922 |
PL0000102646 |
103,20 |
103,48 |
5,33 |
5,30 |
103,34 |
5,31 |
IZ0823 |
PL0000105359 |
99,23 |
99,67 |
--- |
--- |
99,45 |
--- |
WS0429 |
PL0000105391 |
102,18 |
102,52 |
5,54 |
5,51 |
102,35 |
5,53 |
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 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
85 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,500 |
4,500 |
4,500 |
15 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
145 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,500 |
4,600 |
4,570 |
135 |
OK0113 |
PL0000106324 |
0/1 |
1 |
4,500 |
4,500 |
4,500 |
50 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
50 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,500 |
4,500 |
4,500 |
15 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,540 |
4,600 |
4,555 |
465 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
50 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
35 |
OK0714 |
PL0000107009 |
0/1 |
1 |
4,550 |
4,550 |
4,550 |
80 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,520 |
4,520 |
4,520 |
20 |
DS1021 |
PL0000106670 |
0/2 |
2 |
4,500 |
4,500 |
4,500 |
240 |
PS1016 |
PL0000106795 |
0/2 |
2 |
4,550 |
4,550 |
4,550 |
70 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
30 |
PS0414 |
PL0000105433 |
1/8 |
7 |
4,600 |
4,600 |
4,600 |
185 |
OK0113 |
PL0000106324 |
0/7 |
7 |
4,600 |
4,600 |
4,600 |
10 |
OK0114 |
PL0000106712 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
100 |
WZ0117 |
PL0000106936 |
1/8 |
7 |
4,550 |
4,550 |
4,550 |
10 |
TOTAL |
1 790 |