2012-06-13 |
MARKET DATA |
No 112 (1897) |
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 |
1 120,00 |
1 178,89 |
81 |
3 375,00 |
3 443,82 |
29 |
4 495,00 |
4 622,71 |
110 |
T-bills |
0,00 |
0,00 |
0 |
240,00 |
231,34 |
1 |
240,00 |
231,34 |
1 |
TOTAL |
1 120,00 |
1 178,89 |
81 |
3 615,00 |
3 675,16 |
30 |
4 735,00 |
4 854,05 |
111 |
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 |
99,50 |
99,51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
98,32 |
98,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
97,18 |
97,23 |
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 |
95,03 |
95,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,29 |
100,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,80 |
92,81 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,77 |
101,77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
90,70 |
90,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
101,93 |
101,93 |
101,93 |
101,93 |
101,93 |
101,93 |
101,93 |
25 000 |
25,67 |
1 |
DS1015 |
PL0000103602 |
104,52 |
104,44 |
104,50 |
104,54 |
104,50 |
104,54 |
104,52 |
165 000 |
179,07 |
8 |
PS0416 |
PL0000106340 |
100,53 |
100,48 |
100,49 |
100,54 |
100,48 |
100,54 |
100,52 |
150 000 |
151,84 |
8 |
PS1016 |
PL0000106795 |
99,47 |
99,35 |
99,35 |
99,45 |
99,35 |
99,45 |
99,41 |
125 000 |
128,06 |
9 |
PS0417 |
PL0000107058 |
99,34 |
99,24 |
99,30 |
99,34 |
99,30 |
99,34 |
99,32 |
30 000 |
30,00 |
3 |
DS1017 |
PL0000104543 |
101,47 |
101,40 |
101,47 |
101,50 |
101,46 |
101,50 |
101,48 |
80 000 |
83,87 |
4 |
DS1019 |
PL0000105441 |
102,35 |
102,16 |
102,38 |
102,38 |
102,38 |
102,38 |
102,38 |
10 000 |
10,59 |
1 |
DS1020 |
PL0000106126 |
100,35 |
100,16 |
100,35 |
100,40 |
100,35 |
100,40 |
100,38 |
75 000 |
77,80 |
6 |
DS1021 |
PL0000106670 |
103,31 |
103,05 |
103,02 |
103,35 |
103,00 |
103,35 |
103,18 |
155 000 |
165,62 |
14 |
WS0922 |
PL0000102646 |
103,34 |
103,05 |
103,10 |
103,38 |
103,10 |
103,34 |
103,34 |
272 500 |
292,99 |
22 |
WS0429 |
PL0000105391 |
102,43 |
102,18 |
102,20 |
102,20 |
102,12 |
102,12 |
102,17 |
25 000 |
25,74 |
3 |
WS0437 |
PL0000104857 |
94,00 |
109,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,40 |
103,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
99,40 |
99,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,07 |
100,08 |
100,08 |
100,08 |
100,08 |
100,08 |
100,08 |
5 000 |
5,10 |
1 |
WZ0117 |
PL0000106936 |
99,39 |
99,44 |
99,45 |
99,45 |
99,45 |
99,45 |
99,45 |
2 500 |
2,54 |
1 |
WZ0118 |
PL0000104717 |
98,91 |
98,94 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,82 |
96,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 120 000 |
1 178,89 |
81 |
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 |
75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
166 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
187 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
229 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
257 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
285 |
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 |
98,29 |
98,37 |
4,82 |
4,59 |
98,33 |
4,71 |
OK0113 |
PL0000106324 |
97,15 |
97,26 |
4,78 |
4,59 |
97,21 |
4,68 |
PS0413 |
PL0000105037 |
100,33 |
100,46 |
4,81 |
4,66 |
100,40 |
4,73 |
OK0713 |
PL0000106563 |
94,96 |
95,09 |
4,77 |
4,64 |
95,03 |
4,70 |
DS1013 |
PL0000102836 |
100,24 |
100,37 |
4,79 |
4,69 |
100,31 |
4,73 |
OK0114 |
PL0000106712 |
92,73 |
92,85 |
4,79 |
4,70 |
92,79 |
4,75 |
PS0414 |
PL0000105433 |
101,64 |
101,83 |
4,80 |
4,69 |
101,74 |
4,74 |
WZ0115 |
PL0000106480 |
100,02 |
100,11 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
101,83 |
102,00 |
4,79 |
4,73 |
101,92 |
4,76 |
DS1015 |
PL0000103602 |
104,28 |
104,51 |
4,83 |
4,75 |
104,40 |
4,79 |
PS0416 |
PL0000106340 |
100,37 |
100,53 |
4,88 |
4,84 |
100,45 |
4,86 |
IZ0816 |
PL0000103529 |
103,29 |
103,61 |
--- |
--- |
103,45 |
--- |
PS1016 |
PL0000106795 |
99,24 |
99,44 |
4,94 |
4,88 |
99,34 |
4,91 |
WZ0117 |
PL0000106936 |
99,33 |
99,49 |
--- |
--- |
99,41 |
--- |
PS0417 |
PL0000107058 |
99,12 |
99,28 |
4,95 |
4,91 |
99,20 |
4,93 |
DS1017 |
PL0000104543 |
101,28 |
101,45 |
4,96 |
4,93 |
101,37 |
4,94 |
WZ0118 |
PL0000104717 |
98,83 |
98,99 |
--- |
--- |
98,91 |
--- |
DS1019 |
PL0000105441 |
102,00 |
102,19 |
5,16 |
5,13 |
102,10 |
5,14 |
DS1020 |
PL0000106126 |
100,00 |
100,24 |
5,24 |
5,21 |
100,12 |
5,22 |
WZ0121 |
PL0000106068 |
96,75 |
96,89 |
--- |
--- |
96,82 |
--- |
DS1021 |
PL0000106670 |
102,90 |
103,14 |
5,34 |
5,31 |
103,02 |
5,32 |
WS0922 |
PL0000102646 |
102,95 |
103,17 |
5,36 |
5,33 |
103,06 |
5,35 |
IZ0823 |
PL0000105359 |
99,18 |
99,71 |
--- |
--- |
99,45 |
--- |
WS0429 |
PL0000105391 |
101,95 |
102,31 |
5,56 |
5,53 |
102,13 |
5,55 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,29 |
98,38 |
4,82 |
4,57 |
98,34 |
4,68 |
OK0113 |
PL0000106324 |
97,16 |
97,26 |
4,76 |
4,59 |
97,21 |
4,68 |
PS0413 |
PL0000105037 |
100,37 |
100,43 |
4,77 |
4,69 |
100,40 |
4,73 |
OK0713 |
PL0000106563 |
95,02 |
95,11 |
4,71 |
4,62 |
95,07 |
4,66 |
DS1013 |
PL0000102836 |
100,26 |
100,36 |
4,77 |
4,70 |
100,31 |
4,73 |
OK0114 |
PL0000106712 |
92,78 |
92,89 |
4,75 |
4,68 |
92,84 |
4,71 |
PS0414 |
PL0000105433 |
101,73 |
101,86 |
4,75 |
4,67 |
101,80 |
4,71 |
WZ0115 |
PL0000106480 |
100,04 |
100,13 |
--- |
--- |
100,09 |
--- |
PS0415 |
PL0000105953 |
101,88 |
102,07 |
4,78 |
4,70 |
101,98 |
4,74 |
DS1015 |
PL0000103602 |
104,46 |
104,60 |
4,77 |
4,72 |
104,53 |
4,75 |
PS0416 |
PL0000106340 |
100,48 |
100,70 |
4,85 |
4,79 |
100,59 |
4,82 |
IZ0816 |
PL0000103529 |
103,14 |
103,41 |
--- |
--- |
103,28 |
--- |
PS1016 |
PL0000106795 |
99,40 |
99,58 |
4,90 |
4,85 |
99,49 |
4,87 |
WZ0117 |
PL0000106936 |
99,35 |
99,50 |
--- |
--- |
99,43 |
--- |
PS0417 |
PL0000107058 |
99,28 |
99,46 |
4,91 |
4,87 |
99,37 |
4,89 |
DS1017 |
PL0000104543 |
101,42 |
101,54 |
4,93 |
4,91 |
101,48 |
4,92 |
WZ0118 |
PL0000104717 |
98,86 |
98,98 |
--- |
--- |
98,92 |
--- |
DS1019 |
PL0000105441 |
102,26 |
102,53 |
5,12 |
5,07 |
102,40 |
5,09 |
DS1020 |
PL0000106126 |
100,28 |
100,44 |
5,20 |
5,18 |
100,36 |
5,19 |
WZ0121 |
PL0000106068 |
96,77 |
96,91 |
--- |
--- |
96,84 |
--- |
DS1021 |
PL0000106670 |
103,20 |
103,37 |
5,30 |
5,28 |
103,29 |
5,29 |
WS0922 |
PL0000102646 |
103,25 |
103,42 |
5,32 |
5,30 |
103,34 |
5,31 |
IZ0823 |
PL0000105359 |
99,19 |
99,77 |
--- |
--- |
99,48 |
--- |
WS0429 |
PL0000105391 |
102,24 |
102,59 |
5,54 |
5,51 |
102,42 |
5,52 |
REPO MARKET |
General Collateral (GC) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
|
|
|
|
0,000 |
0,000 |
0,000 |
0 |
TOTAL |
0 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
4,550 |
4,550 |
4,550 |
105 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
5 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
180 |
OK0712 |
PL0000105912 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
45 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
20 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,600 |
4,650 |
4,645 |
385 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
90 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
220 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,580 |
4,580 |
4,580 |
155 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,550 |
4,650 |
4,631 |
655 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
60 |
PS1016 |
PL0000106795 |
0/1 |
1 |
4,500 |
4,500 |
4,500 |
10 |
WZ0118 |
PL0000104717 |
0/2 |
2 |
4,650 |
4,650 |
4,650 |
20 |
OK0113 |
PL0000106324 |
0/7 |
7 |
4,600 |
4,600 |
4,600 |
165 |
PS0417 |
PL0000107058 |
1/8 |
7 |
4,600 |
4,600 |
4,600 |
30 |
WZ0117 |
PL0000106936 |
1/8 |
7 |
4,550 |
4,600 |
4,577 |
150 |
TOTAL |
2 295 |