2012-06-18 |
MARKET DATA |
No 115 (1900) |
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 |
740,00 |
770,95 |
43 |
2 445,00 |
2 538,32 |
32 |
3 185,00 |
3 309,27 |
75 |
T-bills |
0,00 |
0,00 |
0 |
240,00 |
229,79 |
1 |
240,00 |
229,79 |
1 |
TOTAL |
740,00 |
770,95 |
43 |
2 685,00 |
2 768,11 |
33 |
3 425,00 |
3 539,06 |
76 |
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 |
99,55 |
99,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
98,37 |
98,42 |
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 |
100,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
95,10 |
95,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,30 |
100,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,88 |
92,89 |
92,88 |
92,88 |
92,88 |
92,88 |
92,88 |
25 000 |
23,22 |
1 |
PS0414 |
PL0000105433 |
101,80 |
101,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
90,76 |
90,84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
101,97 |
101,99 |
101,93 |
101,93 |
101,93 |
101,93 |
101,93 |
25 000 |
25,69 |
1 |
DS1015 |
PL0000103602 |
104,58 |
104,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,60 |
100,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
99,60 |
99,49 |
99,60 |
99,60 |
99,49 |
99,49 |
99,54 |
345 000 |
354,12 |
19 |
PS0417 |
PL0000107058 |
99,46 |
99,29 |
99,35 |
99,35 |
99,35 |
99,35 |
99,35 |
25 000 |
25,02 |
1 |
DS1017 |
PL0000104543 |
101,64 |
101,54 |
101,58 |
101,60 |
101,58 |
101,60 |
101,60 |
65 000 |
68,27 |
4 |
DS1019 |
PL0000105441 |
102,61 |
102,59 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
100,65 |
100,58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
103,70 |
103,58 |
103,70 |
103,70 |
103,52 |
103,52 |
103,60 |
85 000 |
91,25 |
7 |
WS0922 |
PL0000102646 |
103,66 |
103,51 |
103,65 |
103,65 |
103,52 |
103,52 |
103,62 |
170 000 |
183,38 |
10 |
WS0429 |
PL0000105391 |
102,75 |
102,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
94,50 |
109,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,15 |
103,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
99,50 |
99,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,06 |
100,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,40 |
99,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,90 |
98,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,75 |
96,78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
740 000 |
770,95 |
43 |
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 |
70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
161 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
182 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
224 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
252 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
280 |
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 |
98,44 |
4,83 |
4,57 |
98,40 |
4,69 |
OK0113 |
PL0000106324 |
97,22 |
97,31 |
4,77 |
4,61 |
97,27 |
4,68 |
PS0413 |
PL0000105037 |
100,38 |
100,45 |
4,75 |
4,66 |
100,42 |
4,70 |
OK0713 |
PL0000106563 |
95,06 |
95,16 |
4,73 |
4,63 |
95,11 |
4,68 |
DS1013 |
PL0000102836 |
100,29 |
100,39 |
4,75 |
4,67 |
100,34 |
4,71 |
OK0114 |
PL0000106712 |
92,84 |
92,93 |
4,75 |
4,69 |
92,89 |
4,72 |
PS0414 |
PL0000105433 |
101,78 |
101,88 |
4,71 |
4,65 |
101,83 |
4,68 |
WZ0115 |
PL0000106480 |
100,02 |
100,14 |
--- |
--- |
100,08 |
--- |
PS0415 |
PL0000105953 |
101,94 |
102,15 |
4,75 |
4,67 |
102,05 |
4,71 |
DS1015 |
PL0000103602 |
104,53 |
104,72 |
4,74 |
4,68 |
104,63 |
4,71 |
PS0416 |
PL0000106340 |
100,54 |
100,71 |
4,84 |
4,79 |
100,63 |
4,81 |
IZ0816 |
PL0000103529 |
103,10 |
103,52 |
--- |
--- |
103,31 |
--- |
PS1016 |
PL0000106795 |
99,57 |
99,73 |
4,85 |
4,81 |
99,65 |
4,83 |
WZ0117 |
PL0000106936 |
99,34 |
99,52 |
--- |
--- |
99,43 |
--- |
PS0417 |
PL0000107058 |
99,36 |
99,60 |
4,90 |
4,84 |
99,48 |
4,87 |
DS1017 |
PL0000104543 |
101,49 |
101,67 |
4,92 |
4,88 |
101,58 |
4,90 |
WZ0118 |
PL0000104717 |
98,82 |
98,99 |
--- |
--- |
98,91 |
--- |
DS1019 |
PL0000105441 |
102,52 |
102,77 |
5,07 |
5,03 |
102,65 |
5,05 |
DS1020 |
PL0000106126 |
100,55 |
100,75 |
5,16 |
5,13 |
100,65 |
5,14 |
WZ0121 |
PL0000106068 |
96,71 |
96,82 |
--- |
--- |
96,77 |
--- |
DS1021 |
PL0000106670 |
103,53 |
103,71 |
5,25 |
5,23 |
103,62 |
5,24 |
WS0922 |
PL0000102646 |
103,57 |
103,73 |
5,28 |
5,26 |
103,65 |
5,27 |
IZ0823 |
PL0000105359 |
99,44 |
100,00 |
--- |
--- |
99,72 |
--- |
WS0429 |
PL0000105391 |
102,66 |
103,15 |
5,50 |
5,45 |
102,91 |
5,48 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,36 |
98,44 |
4,81 |
4,57 |
98,40 |
4,69 |
OK0113 |
PL0000106324 |
97,22 |
97,31 |
4,77 |
4,61 |
97,27 |
4,68 |
PS0413 |
PL0000105037 |
100,36 |
100,42 |
4,77 |
4,70 |
100,39 |
4,73 |
OK0713 |
PL0000106563 |
95,07 |
95,16 |
4,72 |
4,63 |
95,12 |
4,67 |
DS1013 |
PL0000102836 |
100,26 |
100,37 |
4,77 |
4,69 |
100,32 |
4,72 |
OK0114 |
PL0000106712 |
92,84 |
92,92 |
4,75 |
4,70 |
92,88 |
4,72 |
PS0414 |
PL0000105433 |
101,76 |
101,84 |
4,72 |
4,68 |
101,80 |
4,70 |
WZ0115 |
PL0000106480 |
100,03 |
100,13 |
--- |
--- |
100,08 |
--- |
PS0415 |
PL0000105953 |
101,90 |
102,02 |
4,76 |
4,72 |
101,96 |
4,74 |
DS1015 |
PL0000103602 |
104,53 |
104,65 |
4,74 |
4,70 |
104,59 |
4,72 |
PS0416 |
PL0000106340 |
100,51 |
100,65 |
4,84 |
4,80 |
100,58 |
4,82 |
IZ0816 |
PL0000103529 |
103,10 |
103,51 |
--- |
--- |
103,31 |
--- |
PS1016 |
PL0000106795 |
99,41 |
99,55 |
4,89 |
4,86 |
99,48 |
4,87 |
WZ0117 |
PL0000106936 |
99,36 |
99,50 |
--- |
--- |
99,43 |
--- |
PS0417 |
PL0000107058 |
99,24 |
99,44 |
4,92 |
4,88 |
99,34 |
4,90 |
DS1017 |
PL0000104543 |
101,40 |
101,60 |
4,94 |
4,89 |
101,50 |
4,91 |
WZ0118 |
PL0000104717 |
98,84 |
98,99 |
--- |
--- |
98,92 |
--- |
DS1019 |
PL0000105441 |
102,46 |
102,64 |
5,08 |
5,05 |
102,55 |
5,07 |
DS1020 |
PL0000106126 |
100,43 |
100,64 |
5,18 |
5,15 |
100,54 |
5,16 |
WZ0121 |
PL0000106068 |
96,69 |
96,82 |
--- |
--- |
96,76 |
--- |
DS1021 |
PL0000106670 |
103,43 |
103,63 |
5,27 |
5,24 |
103,53 |
5,25 |
WS0922 |
PL0000102646 |
103,40 |
103,61 |
5,30 |
5,28 |
103,51 |
5,29 |
IZ0823 |
PL0000105359 |
99,44 |
100,00 |
--- |
--- |
99,72 |
--- |
WS0429 |
PL0000105391 |
102,43 |
102,84 |
5,52 |
5,48 |
102,64 |
5,50 |
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 |
4,600 |
4,600 |
4,600 |
45 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
255 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
20 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
40 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,600 |
4,680 |
4,674 |
310 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,610 |
4,610 |
4,610 |
15 |
PS0417 |
PL0000107058 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
20 |
WZ0117 |
PL0000106936 |
0/1 |
1 |
4,700 |
4,700 |
4,700 |
90 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
60 |
DS1015 |
PL0000103602 |
0/2 |
2 |
4,650 |
4,650 |
4,650 |
20 |
PS0414 |
PL0000105433 |
0/2 |
2 |
4,650 |
4,650 |
4,650 |
120 |
DS1019 |
PL0000105441 |
0/2 |
2 |
4,650 |
4,650 |
4,650 |
110 |
DS1021 |
PL0000106670 |
0/2 |
2 |
4,650 |
4,650 |
4,650 |
150 |
WZ0118 |
PL0000104717 |
0/2 |
2 |
4,650 |
4,650 |
4,650 |
40 |
WZ0121 |
PL0000106068 |
0/2 |
2 |
4,650 |
4,650 |
4,650 |
65 |
PS0415 |
PL0000105953 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
30 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
125 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
75 |
PS0416 |
PL0000106340 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
70 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
65 |
PS0417 |
PL0000107058 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
160 |
TOTAL |
1 885 |