2012-06-19 |
MARKET DATA |
No 116 (1901) |
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 |
1 742,50 |
1 819,68 |
110 |
1 875,00 |
1 964,22 |
20 |
3 617,50 |
3 783,90 |
130 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 742,50 |
1 819,68 |
110 |
1 875,00 |
1 964,22 |
20 |
3 617,50 |
3 783,90 |
130 |
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 |
99,57 |
99,58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
98,40 |
98,44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
97,25 |
97,30 |
97,23 |
97,23 |
97,23 |
97,23 |
97,23 |
2 500 |
2,43 |
1 |
PS0413 |
PL0000105037 |
100,38 |
100,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
95,15 |
95,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,33 |
100,35 |
100,32 |
100,36 |
100,32 |
100,36 |
100,34 |
105 000 |
108,81 |
4 |
OK0114 |
PL0000106712 |
92,90 |
92,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,80 |
101,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
90,82 |
90,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,05 |
101,95 |
102,02 |
102,10 |
102,02 |
102,10 |
102,05 |
412 500 |
424,49 |
16 |
DS1015 |
PL0000103602 |
104,67 |
104,61 |
104,61 |
104,61 |
104,61 |
104,61 |
104,61 |
10 000 |
10,87 |
1 |
PS0416 |
PL0000106340 |
100,72 |
100,59 |
100,60 |
100,61 |
100,60 |
100,61 |
100,61 |
55 000 |
55,76 |
4 |
PS1016 |
PL0000106795 |
99,76 |
99,55 |
99,52 |
99,80 |
99,52 |
99,80 |
99,73 |
82 500 |
84,85 |
9 |
PS0417 |
PL0000107058 |
99,51 |
99,37 |
99,33 |
99,45 |
99,33 |
99,45 |
99,38 |
90 000 |
90,11 |
5 |
DS1017 |
PL0000104543 |
101,78 |
101,58 |
101,56 |
101,56 |
101,56 |
101,56 |
101,56 |
10 000 |
10,50 |
1 |
DS1019 |
PL0000105441 |
102,94 |
102,65 |
102,65 |
102,70 |
102,65 |
102,70 |
102,68 |
220 000 |
233,82 |
12 |
DS1020 |
PL0000106126 |
101,10 |
100,67 |
100,84 |
101,17 |
100,84 |
101,17 |
100,98 |
250 000 |
261,06 |
13 |
DS1021 |
PL0000106670 |
104,16 |
103,60 |
103,60 |
104,20 |
103,60 |
104,20 |
104,02 |
225 000 |
242,53 |
19 |
WS0922 |
PL0000102646 |
104,13 |
103,62 |
103,79 |
104,07 |
103,79 |
104,07 |
103,84 |
125 000 |
135,14 |
9 |
WS0429 |
PL0000105391 |
103,49 |
102,80 |
102,95 |
103,55 |
102,95 |
103,55 |
103,35 |
12 500 |
13,03 |
3 |
WS0437 |
PL0000104857 |
95,00 |
109,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,24 |
103,32 |
103,32 |
103,32 |
103,32 |
103,32 |
103,32 |
10 000 |
13,40 |
1 |
IZ0823 |
PL0000105359 |
99,60 |
99,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,08 |
100,10 |
100,10 |
100,10 |
100,10 |
100,10 |
100,10 |
20 000 |
20,43 |
2 |
WZ0117 |
PL0000106936 |
99,44 |
99,46 |
99,47 |
99,47 |
99,47 |
99,47 |
99,47 |
35 000 |
35,53 |
2 |
WZ0118 |
PL0000104717 |
98,95 |
98,93 |
98,93 |
98,97 |
98,93 |
98,97 |
98,94 |
15 000 |
15,15 |
3 |
WZ0121 |
PL0000106068 |
96,77 |
96,78 |
96,79 |
96,79 |
96,78 |
96,78 |
96,78 |
62 500 |
61,76 |
5 |
TOTAL |
1 742 500 |
1 819,68 |
110 |
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 |
69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
160 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
181 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
223 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
251 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
279 |
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 |
98,36 |
98,45 |
4,84 |
4,57 |
98,41 |
4,69 |
OK0113 |
PL0000106324 |
97,22 |
97,32 |
4,79 |
4,61 |
97,27 |
4,70 |
PS0413 |
PL0000105037 |
100,35 |
100,44 |
4,78 |
4,67 |
100,40 |
4,72 |
OK0713 |
PL0000106563 |
95,06 |
95,19 |
4,74 |
4,61 |
95,13 |
4,67 |
DS1013 |
PL0000102836 |
100,29 |
100,37 |
4,75 |
4,69 |
100,33 |
4,72 |
OK0114 |
PL0000106712 |
92,85 |
92,97 |
4,75 |
4,67 |
92,91 |
4,71 |
PS0414 |
PL0000105433 |
101,72 |
101,91 |
4,74 |
4,64 |
101,82 |
4,69 |
WZ0115 |
PL0000106480 |
100,04 |
100,15 |
--- |
--- |
100,10 |
--- |
PS0415 |
PL0000105953 |
101,90 |
102,07 |
4,76 |
4,70 |
101,99 |
4,73 |
DS1015 |
PL0000103602 |
104,57 |
104,73 |
4,73 |
4,68 |
104,65 |
4,70 |
PS0416 |
PL0000106340 |
100,53 |
100,71 |
4,84 |
4,79 |
100,62 |
4,81 |
IZ0816 |
PL0000103529 |
103,10 |
103,45 |
--- |
--- |
103,28 |
--- |
PS1016 |
PL0000106795 |
99,50 |
99,66 |
4,87 |
4,83 |
99,58 |
4,85 |
WZ0117 |
PL0000106936 |
99,36 |
99,52 |
--- |
--- |
99,44 |
--- |
PS0417 |
PL0000107058 |
99,33 |
99,49 |
4,90 |
4,86 |
99,41 |
4,88 |
DS1017 |
PL0000104543 |
101,45 |
101,67 |
4,93 |
4,88 |
101,56 |
4,90 |
WZ0118 |
PL0000104717 |
98,88 |
99,02 |
--- |
--- |
98,95 |
--- |
DS1019 |
PL0000105441 |
102,57 |
102,74 |
5,06 |
5,04 |
102,66 |
5,05 |
DS1020 |
PL0000106126 |
100,56 |
100,80 |
5,16 |
5,12 |
100,68 |
5,14 |
WZ0121 |
PL0000106068 |
96,72 |
96,83 |
--- |
--- |
96,78 |
--- |
DS1021 |
PL0000106670 |
103,52 |
103,78 |
5,26 |
5,22 |
103,65 |
5,24 |
WS0922 |
PL0000102646 |
103,50 |
103,75 |
5,29 |
5,26 |
103,63 |
5,28 |
IZ0823 |
PL0000105359 |
99,43 |
99,96 |
--- |
--- |
99,70 |
--- |
WS0429 |
PL0000105391 |
102,67 |
103,03 |
5,50 |
5,46 |
102,85 |
5,48 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,37 |
98,45 |
4,81 |
4,57 |
98,41 |
4,69 |
OK0113 |
PL0000106324 |
97,24 |
97,33 |
4,75 |
4,59 |
97,29 |
4,66 |
PS0413 |
PL0000105037 |
100,33 |
100,43 |
4,80 |
4,68 |
100,38 |
4,74 |
OK0713 |
PL0000106563 |
95,13 |
95,21 |
4,67 |
4,59 |
95,17 |
4,63 |
DS1013 |
PL0000102836 |
100,31 |
100,38 |
4,73 |
4,68 |
100,35 |
4,70 |
OK0114 |
PL0000106712 |
92,88 |
92,99 |
4,73 |
4,66 |
92,94 |
4,69 |
PS0414 |
PL0000105433 |
101,78 |
101,90 |
4,71 |
4,64 |
101,84 |
4,68 |
WZ0115 |
PL0000106480 |
100,05 |
100,15 |
--- |
--- |
100,10 |
--- |
PS0415 |
PL0000105953 |
102,02 |
102,13 |
4,72 |
4,68 |
102,08 |
4,70 |
DS1015 |
PL0000103602 |
104,64 |
104,88 |
4,70 |
4,63 |
104,76 |
4,67 |
PS0416 |
PL0000106340 |
100,70 |
100,91 |
4,79 |
4,73 |
100,81 |
4,76 |
IZ0816 |
PL0000103529 |
103,19 |
103,40 |
--- |
--- |
103,30 |
--- |
PS1016 |
PL0000106795 |
99,70 |
99,85 |
4,82 |
4,78 |
99,78 |
4,80 |
WZ0117 |
PL0000106936 |
99,40 |
99,55 |
--- |
--- |
99,48 |
--- |
PS0417 |
PL0000107058 |
99,46 |
99,71 |
4,87 |
4,81 |
99,59 |
4,84 |
DS1017 |
PL0000104543 |
101,69 |
101,96 |
4,87 |
4,82 |
101,83 |
4,84 |
WZ0118 |
PL0000104717 |
98,90 |
99,01 |
--- |
--- |
98,96 |
--- |
DS1019 |
PL0000105441 |
102,82 |
103,14 |
5,02 |
4,97 |
102,98 |
5,00 |
DS1020 |
PL0000106126 |
100,92 |
101,18 |
5,10 |
5,06 |
101,05 |
5,08 |
WZ0121 |
PL0000106068 |
96,72 |
96,83 |
--- |
--- |
96,78 |
--- |
DS1021 |
PL0000106670 |
103,99 |
104,11 |
5,19 |
5,18 |
104,05 |
5,18 |
WS0922 |
PL0000102646 |
103,99 |
104,13 |
5,23 |
5,21 |
104,06 |
5,22 |
IZ0823 |
PL0000105359 |
99,53 |
100,05 |
--- |
--- |
99,79 |
--- |
WS0429 |
PL0000105391 |
103,23 |
103,65 |
5,45 |
5,41 |
103,44 |
5,43 |
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 |
1/2 |
1 |
4,750 |
4,750 |
4,750 |
400 |
TOTAL |
400 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
20 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
20 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
120 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
200 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,600 |
4,650 |
4,622 |
360 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
20 |
OK0713 |
PL0000106563 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
40 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,600 |
4,650 |
4,605 |
95 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,660 |
4,660 |
4,660 |
295 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
60 |
DS1019 |
PL0000105441 |
0/2 |
2 |
4,650 |
4,650 |
4,650 |
125 |
WS0922 |
PL0000102646 |
1/8 |
7 |
4,600 |
4,600 |
4,600 |
60 |
PS0416 |
PL0000106340 |
1/8 |
7 |
4,680 |
4,680 |
4,680 |
60 |
TOTAL |
1 475 |