2012-06-15 |
MARKET DATA |
No 114 (1899) |
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 |
1 585,00 |
1 657,77 |
95 |
2 110,00 |
2 170,02 |
18 |
3 695,00 |
3 827,79 |
113 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 585,00 |
1 657,77 |
95 |
2 110,00 |
2 170,02 |
18 |
3 695,00 |
3 827,79 |
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 |
99,54 |
99,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
98,37 |
98,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
97,24 |
97,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,39 |
100,40 |
100,40 |
100,41 |
100,40 |
100,40 |
100,40 |
500 000 |
505,97 |
5 |
OK0713 |
PL0000106563 |
95,06 |
95,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,32 |
100,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,86 |
92,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,83 |
101,83 |
101,83 |
101,83 |
101,83 |
101,83 |
101,83 |
30 000 |
30,81 |
2 |
OK0714 |
PL0000107009 |
90,76 |
90,81 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
101,98 |
102,02 |
102,06 |
102,06 |
102,06 |
102,06 |
102,06 |
35 000 |
36,01 |
1 |
DS1015 |
PL0000103602 |
104,56 |
104,58 |
104,63 |
104,63 |
104,63 |
104,63 |
104,63 |
25 000 |
27,18 |
1 |
PS0416 |
PL0000106340 |
100,60 |
100,57 |
100,57 |
100,63 |
100,57 |
100,63 |
100,60 |
20 000 |
20,27 |
2 |
PS1016 |
PL0000106795 |
99,58 |
99,57 |
99,58 |
99,61 |
99,58 |
99,59 |
99,60 |
125 000 |
128,36 |
5 |
PS0417 |
PL0000107058 |
99,43 |
99,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,60 |
101,58 |
101,58 |
101,61 |
101,58 |
101,61 |
101,60 |
35 000 |
36,76 |
4 |
DS1019 |
PL0000105441 |
102,59 |
102,50 |
102,53 |
102,53 |
102,53 |
102,53 |
102,53 |
35 000 |
37,14 |
2 |
DS1020 |
PL0000106126 |
100,62 |
100,50 |
100,52 |
100,56 |
100,52 |
100,55 |
100,55 |
60 000 |
62,38 |
5 |
DS1021 |
PL0000106670 |
103,63 |
103,48 |
103,44 |
103,71 |
103,44 |
103,71 |
103,58 |
185 000 |
198,53 |
14 |
WS0922 |
PL0000102646 |
103,65 |
103,47 |
103,50 |
103,68 |
103,46 |
103,64 |
103,56 |
280 000 |
301,84 |
26 |
WS0429 |
PL0000105391 |
102,75 |
102,44 |
102,53 |
102,78 |
102,51 |
102,56 |
102,57 |
100 000 |
103,44 |
12 |
WS0437 |
PL0000104857 |
94,00 |
109,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,30 |
103,26 |
103,30 |
103,30 |
103,26 |
103,30 |
103,28 |
40 000 |
53,56 |
5 |
IZ0823 |
PL0000105359 |
99,75 |
99,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,07 |
100,08 |
100,09 |
100,09 |
100,09 |
100,09 |
100,09 |
15 000 |
15,32 |
1 |
WZ0117 |
PL0000106936 |
99,42 |
99,42 |
99,41 |
99,44 |
99,40 |
99,44 |
99,41 |
55 000 |
55,78 |
5 |
WZ0118 |
PL0000104717 |
98,88 |
98,94 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,76 |
96,76 |
96,76 |
96,77 |
96,76 |
96,77 |
96,76 |
45 000 |
44,45 |
5 |
TOTAL |
1 585 000 |
1 657,77 |
95 |
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 |
71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
162 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
183 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
225 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
253 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
281 |
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 |
98,35 |
98,42 |
4,80 |
4,59 |
98,39 |
4,68 |
OK0113 |
PL0000106324 |
97,21 |
97,31 |
4,76 |
4,59 |
97,26 |
4,67 |
PS0413 |
PL0000105037 |
100,35 |
100,41 |
4,78 |
4,71 |
100,38 |
4,75 |
OK0713 |
PL0000106563 |
95,03 |
95,16 |
4,75 |
4,62 |
95,10 |
4,68 |
DS1013 |
PL0000102836 |
100,27 |
100,38 |
4,76 |
4,68 |
100,33 |
4,72 |
OK0114 |
PL0000106712 |
92,84 |
92,94 |
4,74 |
4,67 |
92,89 |
4,71 |
PS0414 |
PL0000105433 |
101,76 |
101,90 |
4,72 |
4,64 |
101,83 |
4,68 |
WZ0115 |
PL0000106480 |
100,03 |
100,12 |
--- |
--- |
100,08 |
--- |
PS0415 |
PL0000105953 |
101,91 |
102,09 |
4,76 |
4,69 |
102,00 |
4,73 |
DS1015 |
PL0000103602 |
104,44 |
104,66 |
4,77 |
4,70 |
104,55 |
4,74 |
PS0416 |
PL0000106340 |
100,49 |
100,66 |
4,85 |
4,80 |
100,58 |
4,82 |
IZ0816 |
PL0000103529 |
103,16 |
103,47 |
--- |
--- |
103,32 |
--- |
PS1016 |
PL0000106795 |
99,47 |
99,61 |
4,88 |
4,84 |
99,54 |
4,86 |
WZ0117 |
PL0000106936 |
99,34 |
99,47 |
--- |
--- |
99,41 |
--- |
PS0417 |
PL0000107058 |
99,32 |
99,53 |
4,90 |
4,85 |
99,43 |
4,88 |
DS1017 |
PL0000104543 |
101,39 |
101,68 |
4,94 |
4,88 |
101,54 |
4,91 |
WZ0118 |
PL0000104717 |
98,80 |
98,98 |
--- |
--- |
98,89 |
--- |
DS1019 |
PL0000105441 |
102,30 |
102,62 |
5,11 |
5,06 |
102,46 |
5,08 |
DS1020 |
PL0000106126 |
100,38 |
100,62 |
5,18 |
5,15 |
100,50 |
5,17 |
WZ0121 |
PL0000106068 |
96,67 |
96,83 |
--- |
--- |
96,75 |
--- |
DS1021 |
PL0000106670 |
103,36 |
103,60 |
5,28 |
5,24 |
103,48 |
5,26 |
WS0922 |
PL0000102646 |
103,35 |
103,60 |
5,31 |
5,28 |
103,48 |
5,29 |
IZ0823 |
PL0000105359 |
99,38 |
99,92 |
--- |
--- |
99,65 |
--- |
WS0429 |
PL0000105391 |
102,53 |
102,84 |
5,51 |
5,48 |
102,69 |
5,50 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,35 |
98,39 |
4,80 |
4,68 |
98,37 |
4,74 |
OK0113 |
PL0000106324 |
97,23 |
97,28 |
4,73 |
4,64 |
97,26 |
4,67 |
PS0413 |
PL0000105037 |
100,38 |
100,42 |
4,75 |
4,70 |
100,40 |
4,72 |
OK0713 |
PL0000106563 |
95,05 |
95,14 |
4,73 |
4,64 |
95,10 |
4,68 |
DS1013 |
PL0000102836 |
100,29 |
100,37 |
4,75 |
4,69 |
100,33 |
4,72 |
OK0114 |
PL0000106712 |
92,84 |
92,91 |
4,74 |
4,70 |
92,88 |
4,72 |
PS0414 |
PL0000105433 |
101,81 |
101,87 |
4,70 |
4,66 |
101,84 |
4,68 |
WZ0115 |
PL0000106480 |
100,04 |
100,11 |
--- |
--- |
100,08 |
--- |
PS0415 |
PL0000105953 |
101,96 |
102,10 |
4,74 |
4,69 |
102,03 |
4,72 |
DS1015 |
PL0000103602 |
104,54 |
104,70 |
4,74 |
4,69 |
104,62 |
4,71 |
PS0416 |
PL0000106340 |
100,57 |
100,67 |
4,83 |
4,80 |
100,62 |
4,81 |
IZ0816 |
PL0000103529 |
103,10 |
103,37 |
--- |
--- |
103,24 |
--- |
PS1016 |
PL0000106795 |
99,53 |
99,67 |
4,86 |
4,83 |
99,60 |
4,84 |
WZ0117 |
PL0000106936 |
99,38 |
99,47 |
--- |
--- |
99,43 |
--- |
PS0417 |
PL0000107058 |
99,40 |
99,59 |
4,89 |
4,84 |
99,50 |
4,86 |
DS1017 |
PL0000104543 |
101,57 |
101,76 |
4,90 |
4,86 |
101,67 |
4,88 |
WZ0118 |
PL0000104717 |
98,84 |
98,97 |
--- |
--- |
98,91 |
--- |
DS1019 |
PL0000105441 |
102,55 |
102,72 |
5,07 |
5,04 |
102,64 |
5,05 |
DS1020 |
PL0000106126 |
100,59 |
100,80 |
5,15 |
5,12 |
100,70 |
5,14 |
WZ0121 |
PL0000106068 |
96,71 |
96,81 |
--- |
--- |
96,76 |
--- |
DS1021 |
PL0000106670 |
103,59 |
103,77 |
5,25 |
5,22 |
103,68 |
5,23 |
WS0922 |
PL0000102646 |
103,60 |
103,78 |
5,28 |
5,26 |
103,69 |
5,27 |
IZ0823 |
PL0000105359 |
99,35 |
99,87 |
--- |
--- |
99,61 |
--- |
WS0429 |
PL0000105391 |
102,61 |
102,96 |
5,50 |
5,47 |
102,79 |
5,49 |
REPO MARKET |
General Collateral (GC) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/3 |
3 |
4,700 |
4,700 |
4,700 |
300 |
TOTAL |
300 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
20 |
PS0414 |
PL0000105433 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
130 |
OK0712 |
PL0000105912 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
120 |
DS1020 |
PL0000106126 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
50 |
DS1021 |
PL0000106670 |
3/4 |
1 |
4,650 |
4,650 |
4,650 |
435 |
PS1016 |
PL0000106795 |
3/4 |
1 |
4,640 |
4,640 |
4,640 |
115 |
OK0714 |
PL0000107009 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
155 |
DS1015 |
PL0000103602 |
0/3 |
3 |
4,600 |
4,600 |
4,600 |
15 |
DS1020 |
PL0000106126 |
0/3 |
3 |
4,600 |
4,600 |
4,600 |
25 |
DS1021 |
PL0000106670 |
0/3 |
3 |
4,600 |
4,600 |
4,600 |
280 |
PS0414 |
PL0000105433 |
3/7 |
4 |
4,600 |
4,600 |
4,600 |
255 |
DS1020 |
PL0000106126 |
3/7 |
4 |
4,650 |
4,650 |
4,650 |
115 |
WS0429 |
PL0000105391 |
3/10 |
7 |
4,550 |
4,550 |
4,550 |
75 |
PS0414 |
PL0000105433 |
3/10 |
7 |
4,630 |
4,630 |
4,630 |
20 |
TOTAL |
1 810 |