2012-06-12 |
MARKET DATA |
No 111 (1896) |
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 |
1 810,00 |
1 893,06 |
130 |
1 250,00 |
1 291,56 |
19 |
3 060,00 |
3 184,62 |
149 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 810,00 |
1 893,06 |
130 |
1 250,00 |
1 291,56 |
19 |
3 060,00 |
3 184,62 |
149 |
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 |
99,49 |
99,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
98,30 |
98,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
97,16 |
97,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,37 |
100,41 |
100,37 |
100,37 |
100,37 |
100,37 |
100,37 |
22 500 |
22,75 |
2 |
OK0713 |
PL0000106563 |
94,96 |
95,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,24 |
100,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,74 |
92,77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,73 |
101,74 |
101,72 |
101,72 |
101,72 |
101,72 |
101,72 |
10 000 |
10,25 |
1 |
OK0714 |
PL0000107009 |
90,60 |
90,69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
101,87 |
101,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,40 |
104,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,49 |
100,45 |
100,45 |
100,45 |
100,40 |
100,42 |
100,43 |
45 000 |
45,50 |
4 |
PS1016 |
PL0000106795 |
99,48 |
99,31 |
99,45 |
99,45 |
99,34 |
99,36 |
99,40 |
490 000 |
501,90 |
26 |
PS0417 |
PL0000107058 |
99,30 |
99,20 |
99,36 |
99,38 |
99,24 |
99,24 |
99,31 |
65 000 |
64,98 |
5 |
DS1017 |
PL0000104543 |
101,50 |
101,37 |
101,51 |
101,52 |
101,34 |
101,34 |
101,45 |
295 000 |
309,13 |
25 |
DS1019 |
PL0000105441 |
102,18 |
102,12 |
102,28 |
102,28 |
102,11 |
102,11 |
102,22 |
75 000 |
79,29 |
3 |
DS1020 |
PL0000106126 |
100,25 |
100,05 |
100,35 |
100,36 |
100,06 |
100,10 |
100,15 |
95 000 |
98,32 |
8 |
DS1021 |
PL0000106670 |
103,25 |
102,95 |
103,20 |
103,20 |
102,95 |
102,95 |
103,05 |
400 000 |
426,84 |
24 |
WS0922 |
PL0000102646 |
103,23 |
103,00 |
103,03 |
103,10 |
102,94 |
102,94 |
103,00 |
217 500 |
233,09 |
21 |
WS0429 |
PL0000105391 |
102,41 |
102,10 |
102,41 |
102,41 |
102,00 |
102,00 |
102,12 |
30 000 |
30,87 |
6 |
WS0437 |
PL0000104857 |
80,00 |
110,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,45 |
103,50 |
103,45 |
103,45 |
103,45 |
103,45 |
103,45 |
15 000 |
20,09 |
1 |
IZ0823 |
PL0000105359 |
99,35 |
99,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,06 |
100,07 |
100,08 |
100,08 |
100,08 |
100,08 |
100,08 |
12 500 |
12,75 |
1 |
WZ0117 |
PL0000106936 |
99,40 |
99,43 |
99,43 |
99,43 |
99,43 |
99,43 |
99,43 |
10 000 |
10,14 |
1 |
WZ0118 |
PL0000104717 |
98,88 |
98,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,83 |
96,85 |
96,89 |
96,89 |
96,83 |
96,83 |
96,84 |
27 500 |
27,16 |
2 |
TOTAL |
1 810 000 |
1 893,06 |
130 |
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 |
76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
167 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
188 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
230 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
258 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
286 |
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 |
98,28 |
98,38 |
4,82 |
4,53 |
98,33 |
4,67 |
OK0113 |
PL0000106324 |
97,14 |
97,25 |
4,78 |
4,59 |
97,20 |
4,67 |
PS0413 |
PL0000105037 |
100,34 |
100,46 |
4,81 |
4,66 |
100,40 |
4,73 |
OK0713 |
PL0000106563 |
94,94 |
95,06 |
4,78 |
4,66 |
95,00 |
4,72 |
DS1013 |
PL0000102836 |
100,23 |
100,36 |
4,80 |
4,70 |
100,30 |
4,74 |
OK0114 |
PL0000106712 |
92,73 |
92,82 |
4,78 |
4,72 |
92,78 |
4,75 |
PS0414 |
PL0000105433 |
101,69 |
101,78 |
4,77 |
4,72 |
101,74 |
4,74 |
WZ0115 |
PL0000106480 |
100,02 |
100,11 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
101,82 |
101,99 |
4,80 |
4,73 |
101,91 |
4,76 |
DS1015 |
PL0000103602 |
104,37 |
104,60 |
4,80 |
4,73 |
104,49 |
4,76 |
PS0416 |
PL0000106340 |
100,39 |
100,59 |
4,88 |
4,82 |
100,49 |
4,85 |
IZ0816 |
PL0000103529 |
103,37 |
103,67 |
--- |
--- |
103,52 |
--- |
PS1016 |
PL0000106795 |
99,42 |
99,58 |
4,89 |
4,85 |
99,50 |
4,87 |
WZ0117 |
PL0000106936 |
99,35 |
99,50 |
--- |
--- |
99,43 |
--- |
PS0417 |
PL0000107058 |
99,22 |
99,40 |
4,93 |
4,89 |
99,31 |
4,91 |
DS1017 |
PL0000104543 |
101,41 |
101,49 |
4,93 |
4,92 |
101,45 |
4,93 |
WZ0118 |
PL0000104717 |
98,82 |
98,97 |
--- |
--- |
98,90 |
--- |
DS1019 |
PL0000105441 |
102,10 |
102,28 |
5,14 |
5,11 |
102,19 |
5,13 |
DS1020 |
PL0000106126 |
100,13 |
100,34 |
5,22 |
5,19 |
100,24 |
5,21 |
WZ0121 |
PL0000106068 |
96,78 |
96,93 |
--- |
--- |
96,86 |
--- |
DS1021 |
PL0000106670 |
103,14 |
103,34 |
5,31 |
5,28 |
103,24 |
5,29 |
WS0922 |
PL0000102646 |
103,11 |
103,39 |
5,34 |
5,31 |
103,25 |
5,32 |
IZ0823 |
PL0000105359 |
99,28 |
99,72 |
--- |
--- |
99,50 |
--- |
WS0429 |
PL0000105391 |
102,17 |
102,51 |
5,54 |
5,51 |
102,34 |
5,53 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,29 |
98,37 |
4,79 |
4,56 |
98,33 |
4,67 |
OK0113 |
PL0000106324 |
97,14 |
97,24 |
4,78 |
4,60 |
97,19 |
4,69 |
PS0413 |
PL0000105037 |
100,33 |
100,42 |
4,82 |
4,71 |
100,38 |
4,76 |
OK0713 |
PL0000106563 |
94,92 |
95,05 |
4,80 |
4,67 |
94,99 |
4,73 |
DS1013 |
PL0000102836 |
100,23 |
100,34 |
4,80 |
4,71 |
100,29 |
4,75 |
OK0114 |
PL0000106712 |
92,72 |
92,79 |
4,79 |
4,74 |
92,76 |
4,76 |
PS0414 |
PL0000105433 |
101,70 |
101,77 |
4,77 |
4,73 |
101,74 |
4,74 |
WZ0115 |
PL0000106480 |
100,02 |
100,10 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
101,82 |
101,92 |
4,80 |
4,76 |
101,87 |
4,78 |
DS1015 |
PL0000103602 |
104,29 |
104,46 |
4,82 |
4,77 |
104,38 |
4,80 |
PS0416 |
PL0000106340 |
100,32 |
100,48 |
4,90 |
4,85 |
100,40 |
4,88 |
IZ0816 |
PL0000103529 |
103,33 |
103,56 |
--- |
--- |
103,45 |
--- |
PS1016 |
PL0000106795 |
99,21 |
99,41 |
4,94 |
4,89 |
99,31 |
4,92 |
WZ0117 |
PL0000106936 |
99,33 |
99,47 |
--- |
--- |
99,40 |
--- |
PS0417 |
PL0000107058 |
99,05 |
99,23 |
4,97 |
4,93 |
99,14 |
4,95 |
DS1017 |
PL0000104543 |
101,21 |
101,42 |
4,98 |
4,93 |
101,32 |
4,95 |
WZ0118 |
PL0000104717 |
98,83 |
98,97 |
--- |
--- |
98,90 |
--- |
DS1019 |
PL0000105441 |
101,93 |
102,15 |
5,17 |
5,13 |
102,04 |
5,15 |
DS1020 |
PL0000106126 |
99,85 |
100,09 |
5,26 |
5,23 |
99,97 |
5,25 |
WZ0121 |
PL0000106068 |
96,77 |
96,90 |
--- |
--- |
96,84 |
--- |
DS1021 |
PL0000106670 |
102,80 |
102,99 |
5,35 |
5,33 |
102,90 |
5,34 |
WS0922 |
PL0000102646 |
102,83 |
103,05 |
5,38 |
5,35 |
102,94 |
5,36 |
IZ0823 |
PL0000105359 |
99,18 |
99,62 |
--- |
--- |
99,40 |
--- |
WS0429 |
PL0000105391 |
101,88 |
102,24 |
5,57 |
5,54 |
102,06 |
5,55 |
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 |
4,600 |
4,650 |
4,617 |
60 |
OK0712 |
PL0000105912 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
65 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,550 |
4,550 |
4,550 |
45 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,550 |
4,650 |
4,628 |
185 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
50 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,580 |
4,650 |
4,600 |
315 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
50 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
25 |
DS1021 |
PL0000106670 |
0/2 |
2 |
4,550 |
4,550 |
4,550 |
80 |
OK1012 |
PL0000106100 |
0/3 |
3 |
4,580 |
4,580 |
4,580 |
30 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
35 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
160 |
PS0417 |
PL0000107058 |
1/8 |
7 |
4,610 |
4,610 |
4,610 |
150 |
TOTAL |
1 250 |