2012-06-14 |
MARKET DATA |
No 113 (1898) |
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 |
992,50 |
1 008,38 |
58 |
3 120,00 |
3 197,84 |
33 |
4 112,50 |
4 206,21 |
91 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
992,50 |
1 008,38 |
58 |
3 120,00 |
3 197,84 |
33 |
4 112,50 |
4 206,21 |
91 |
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 |
99,53 |
99,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
98,36 |
98,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
97,22 |
97,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,36 |
100,39 |
100,40 |
100,40 |
100,40 |
100,40 |
100,40 |
20 000 |
20,24 |
1 |
OK0713 |
PL0000106563 |
95,06 |
95,09 |
95,05 |
95,05 |
95,05 |
95,05 |
95,05 |
15 000 |
14,26 |
1 |
DS1013 |
PL0000102836 |
100,30 |
100,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,86 |
92,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,81 |
101,80 |
101,80 |
101,81 |
101,80 |
101,80 |
101,81 |
210 000 |
215,58 |
5 |
OK0714 |
PL0000107009 |
90,74 |
90,84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
101,93 |
102,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,50 |
104,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,55 |
100,55 |
100,55 |
100,55 |
100,54 |
100,54 |
100,55 |
10 000 |
10,13 |
2 |
PS1016 |
PL0000106795 |
99,50 |
99,50 |
99,51 |
99,52 |
99,51 |
99,52 |
99,51 |
50 000 |
51,30 |
5 |
PS0417 |
PL0000107058 |
99,39 |
99,39 |
99,39 |
99,42 |
99,39 |
99,41 |
99,41 |
55 000 |
55,06 |
4 |
DS1017 |
PL0000104543 |
101,50 |
101,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
102,37 |
102,45 |
102,50 |
102,50 |
102,50 |
102,50 |
102,50 |
25 000 |
26,52 |
1 |
DS1020 |
PL0000106126 |
100,39 |
100,39 |
100,42 |
100,50 |
100,42 |
100,50 |
100,46 |
20 000 |
20,77 |
2 |
DS1021 |
PL0000106670 |
103,42 |
103,32 |
103,32 |
103,45 |
103,32 |
103,45 |
103,35 |
85 000 |
91,01 |
7 |
WS0922 |
PL0000102646 |
103,41 |
103,40 |
103,41 |
103,43 |
103,41 |
103,43 |
103,42 |
20 000 |
21,53 |
2 |
WS0429 |
PL0000105391 |
102,69 |
102,50 |
102,56 |
102,69 |
102,56 |
102,69 |
102,67 |
115 000 |
119,05 |
8 |
WS0437 |
PL0000104857 |
94,00 |
109,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,27 |
103,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
99,55 |
99,72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,05 |
100,06 |
100,07 |
100,07 |
100,07 |
100,07 |
100,07 |
2 500 |
2,55 |
1 |
WZ0117 |
PL0000106936 |
99,37 |
99,42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,87 |
98,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,77 |
96,75 |
96,77 |
96,77 |
96,73 |
96,75 |
96,74 |
365 000 |
360,39 |
19 |
TOTAL |
992 500 |
1 008,38 |
58 |
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 |
72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
163 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
184 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
226 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
254 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
282 |
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 |
98,34 |
98,42 |
4,79 |
4,55 |
98,38 |
4,67 |
OK0113 |
PL0000106324 |
97,20 |
97,29 |
4,76 |
4,60 |
97,25 |
4,67 |
PS0413 |
PL0000105037 |
100,33 |
100,45 |
4,81 |
4,66 |
100,39 |
4,74 |
OK0713 |
PL0000106563 |
95,04 |
95,14 |
4,73 |
4,63 |
95,09 |
4,68 |
DS1013 |
PL0000102836 |
100,26 |
100,36 |
4,77 |
4,69 |
100,31 |
4,73 |
OK0114 |
PL0000106712 |
92,82 |
92,94 |
4,75 |
4,67 |
92,88 |
4,71 |
PS0414 |
PL0000105433 |
101,73 |
101,85 |
4,74 |
4,67 |
101,79 |
4,71 |
WZ0115 |
PL0000106480 |
100,01 |
100,11 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
101,90 |
102,07 |
4,77 |
4,70 |
101,99 |
4,73 |
DS1015 |
PL0000103602 |
104,46 |
104,61 |
4,77 |
4,72 |
104,54 |
4,74 |
PS0416 |
PL0000106340 |
100,50 |
100,62 |
4,85 |
4,81 |
100,56 |
4,83 |
IZ0816 |
PL0000103529 |
103,14 |
103,42 |
--- |
--- |
103,28 |
--- |
PS1016 |
PL0000106795 |
99,43 |
99,58 |
4,89 |
4,85 |
99,51 |
4,87 |
WZ0117 |
PL0000106936 |
99,33 |
99,48 |
--- |
--- |
99,41 |
--- |
PS0417 |
PL0000107058 |
99,30 |
99,51 |
4,91 |
4,86 |
99,41 |
4,88 |
DS1017 |
PL0000104543 |
101,45 |
101,63 |
4,93 |
4,89 |
101,54 |
4,91 |
WZ0118 |
PL0000104717 |
98,80 |
98,99 |
--- |
--- |
98,90 |
--- |
DS1019 |
PL0000105441 |
102,28 |
102,58 |
5,11 |
5,06 |
102,43 |
5,09 |
DS1020 |
PL0000106126 |
100,27 |
100,47 |
5,20 |
5,17 |
100,37 |
5,19 |
WZ0121 |
PL0000106068 |
96,72 |
96,89 |
--- |
--- |
96,81 |
--- |
DS1021 |
PL0000106670 |
103,26 |
103,47 |
5,29 |
5,26 |
103,37 |
5,28 |
WS0922 |
PL0000102646 |
103,21 |
103,49 |
5,33 |
5,29 |
103,35 |
5,31 |
IZ0823 |
PL0000105359 |
99,18 |
99,78 |
--- |
--- |
99,48 |
--- |
WS0429 |
PL0000105391 |
102,18 |
102,66 |
5,54 |
5,50 |
102,42 |
5,52 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,35 |
98,41 |
4,76 |
4,58 |
98,38 |
4,67 |
OK0113 |
PL0000106324 |
97,21 |
97,28 |
4,74 |
4,62 |
97,25 |
4,67 |
PS0413 |
PL0000105037 |
100,35 |
100,41 |
4,78 |
4,71 |
100,38 |
4,75 |
OK0713 |
PL0000106563 |
95,04 |
95,13 |
4,73 |
4,64 |
95,09 |
4,68 |
DS1013 |
PL0000102836 |
100,27 |
100,36 |
4,76 |
4,69 |
100,32 |
4,73 |
OK0114 |
PL0000106712 |
92,85 |
92,92 |
4,73 |
4,68 |
92,89 |
4,70 |
PS0414 |
PL0000105433 |
101,76 |
101,83 |
4,73 |
4,69 |
101,80 |
4,70 |
WZ0115 |
PL0000106480 |
100,02 |
100,09 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
101,90 |
102,02 |
4,77 |
4,72 |
101,96 |
4,74 |
DS1015 |
PL0000103602 |
104,46 |
104,60 |
4,77 |
4,72 |
104,53 |
4,74 |
PS0416 |
PL0000106340 |
100,49 |
100,63 |
4,85 |
4,81 |
100,56 |
4,83 |
IZ0816 |
PL0000103529 |
103,21 |
103,41 |
--- |
--- |
103,31 |
--- |
PS1016 |
PL0000106795 |
99,45 |
99,55 |
4,88 |
4,86 |
99,50 |
4,87 |
WZ0117 |
PL0000106936 |
99,33 |
99,46 |
--- |
--- |
99,40 |
--- |
PS0417 |
PL0000107058 |
99,32 |
99,45 |
4,90 |
4,87 |
99,39 |
4,89 |
DS1017 |
PL0000104543 |
101,43 |
101,59 |
4,93 |
4,90 |
101,51 |
4,91 |
WZ0118 |
PL0000104717 |
98,81 |
98,97 |
--- |
--- |
98,89 |
--- |
DS1019 |
PL0000105441 |
102,30 |
102,50 |
5,11 |
5,08 |
102,40 |
5,09 |
DS1020 |
PL0000106126 |
100,29 |
100,46 |
5,20 |
5,17 |
100,38 |
5,18 |
WZ0121 |
PL0000106068 |
96,68 |
96,80 |
--- |
--- |
96,74 |
--- |
DS1021 |
PL0000106670 |
103,28 |
103,50 |
5,29 |
5,26 |
103,39 |
5,27 |
WS0922 |
PL0000102646 |
103,28 |
103,47 |
5,32 |
5,30 |
103,38 |
5,31 |
IZ0823 |
PL0000105359 |
99,44 |
99,88 |
--- |
--- |
99,66 |
--- |
WS0429 |
PL0000105391 |
102,22 |
102,63 |
5,54 |
5,50 |
102,43 |
5,52 |
REPO MARKET |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
OK0113 |
PL0000106324 |
0/1 |
1 |
4,400 |
4,400 |
4,400 |
120 |
OK0114 |
PL0000106712 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
20 |
WS0922 |
PL0000102646 |
1/4 |
3 |
4,600 |
4,600 |
4,600 |
30 |
DS1017 |
PL0000104543 |
1/4 |
3 |
4,600 |
4,600 |
4,600 |
105 |
PS0414 |
PL0000105433 |
1/4 |
3 |
4,630 |
4,650 |
4,635 |
335 |
OK0712 |
PL0000105912 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
45 |
DS1020 |
PL0000106126 |
1/4 |
3 |
4,580 |
4,650 |
4,620 |
260 |
PS0416 |
PL0000106340 |
1/4 |
3 |
4,630 |
4,650 |
4,644 |
145 |
DS1021 |
PL0000106670 |
1/4 |
3 |
4,620 |
4,630 |
4,629 |
425 |
OK0114 |
PL0000106712 |
1/4 |
3 |
4,600 |
4,600 |
4,600 |
110 |
PS1016 |
PL0000106795 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
115 |
DS1017 |
PL0000104543 |
1/5 |
4 |
4,650 |
4,650 |
4,650 |
30 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,700 |
4,700 |
4,700 |
115 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,700 |
4,700 |
4,700 |
170 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,650 |
4,680 |
4,664 |
135 |
OK1012 |
PL0000106100 |
4/11 |
7 |
4,630 |
4,630 |
4,630 |
465 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,550 |
4,600 |
4,590 |
50 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,700 |
4,700 |
4,700 |
75 |
PS1016 |
PL0000106795 |
1/8 |
7 |
4,620 |
4,620 |
4,620 |
75 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
4,700 |
4,700 |
4,700 |
135 |
WZ0115 |
PL0000106480 |
1/8 |
7 |
4,700 |
4,700 |
4,700 |
160 |
TOTAL |
3 120 |