2012-06-20 |
MARKET DATA |
No 117 (1902) |
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 |
3 180,00 |
3 250,49 |
205 |
900,00 |
953,12 |
15 |
4 080,00 |
4 203,61 |
220 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
3 180,00 |
3 250,49 |
205 |
900,00 |
953,12 |
15 |
4 080,00 |
4 203,61 |
220 |
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 |
99,58 |
99,58 |
99,58 |
99,58 |
99,58 |
99,58 |
99,58 |
25 000 |
24,90 |
3 |
OK1012 |
PL0000106100 |
98,41 |
98,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
97,32 |
97,32 |
97,34 |
97,34 |
97,30 |
97,30 |
97,33 |
147 500 |
143,56 |
5 |
PS0413 |
PL0000105037 |
100,40 |
100,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
95,17 |
95,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,64 |
100,35 |
100,64 |
100,64 |
100,50 |
100,50 |
100,56 |
90 000 |
93,48 |
2 |
OK0114 |
PL0000106712 |
92,92 |
92,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,14 |
101,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
90,88 |
90,86 |
90,91 |
90,91 |
90,84 |
90,84 |
90,86 |
215 000 |
195,35 |
8 |
PS0415 |
PL0000105953 |
102,53 |
102,08 |
102,10 |
102,11 |
102,10 |
102,11 |
102,11 |
45 000 |
46,34 |
3 |
DS1015 |
PL0000103602 |
104,76 |
104,78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,21 |
100,80 |
100,85 |
100,85 |
100,75 |
100,80 |
100,80 |
355 000 |
360,68 |
17 |
PS1016 |
PL0000106795 |
99,89 |
99,80 |
99,86 |
99,89 |
99,72 |
99,74 |
99,84 |
177 500 |
182,76 |
12 |
PS0417 |
PL0000107058 |
99,89 |
99,63 |
99,65 |
99,89 |
99,62 |
99,65 |
99,74 |
1 112 500 |
1 118,00 |
83 |
DS1017 |
PL0000104543 |
102,02 |
100,95 |
101,80 |
101,82 |
101,71 |
101,71 |
101,76 |
67 500 |
71,02 |
5 |
DS1019 |
PL0000105441 |
104,75 |
103,20 |
103,28 |
103,28 |
103,28 |
103,28 |
103,28 |
50 000 |
53,45 |
2 |
DS1020 |
PL0000106126 |
102,74 |
101,25 |
101,20 |
101,40 |
101,18 |
101,18 |
101,27 |
85 000 |
89,02 |
6 |
DS1021 |
PL0000106670 |
104,50 |
104,34 |
104,49 |
104,58 |
104,25 |
104,30 |
104,54 |
357 500 |
387,26 |
24 |
WS0922 |
PL0000102646 |
104,47 |
104,21 |
104,35 |
104,54 |
104,35 |
104,42 |
104,44 |
350 000 |
380,56 |
25 |
WS0429 |
PL0000105391 |
104,15 |
103,65 |
103,94 |
104,15 |
103,94 |
103,95 |
104,02 |
37 500 |
39,35 |
5 |
WS0437 |
PL0000104857 |
96,00 |
109,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,25 |
103,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
99,88 |
100,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,13 |
100,13 |
100,13 |
100,13 |
100,13 |
100,13 |
100,13 |
15 000 |
15,33 |
1 |
WZ0117 |
PL0000106936 |
99,53 |
99,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,00 |
99,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,83 |
96,79 |
96,80 |
96,83 |
96,80 |
96,83 |
96,82 |
50 000 |
49,44 |
4 |
TOTAL |
3 180 000 |
3 250,49 |
205 |
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 |
68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
159 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
180 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
222 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
250 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
278 |
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 |
98,39 |
98,46 |
4,79 |
4,58 |
98,43 |
4,67 |
OK0113 |
PL0000106324 |
97,25 |
97,34 |
4,76 |
4,60 |
97,30 |
4,67 |
PS0413 |
PL0000105037 |
100,39 |
100,42 |
4,73 |
4,69 |
100,41 |
4,70 |
OK0713 |
PL0000106563 |
95,11 |
95,21 |
4,71 |
4,60 |
95,16 |
4,65 |
DS1013 |
PL0000102836 |
100,30 |
100,40 |
4,74 |
4,66 |
100,35 |
4,70 |
OK0114 |
PL0000106712 |
92,89 |
93,00 |
4,73 |
4,66 |
92,95 |
4,69 |
PS0414 |
PL0000105433 |
101,82 |
101,95 |
4,68 |
4,61 |
101,89 |
4,65 |
WZ0115 |
PL0000106480 |
100,05 |
100,18 |
--- |
--- |
100,12 |
--- |
PS0415 |
PL0000105953 |
102,02 |
102,17 |
4,72 |
4,66 |
102,10 |
4,69 |
DS1015 |
PL0000103602 |
104,70 |
104,87 |
4,68 |
4,63 |
104,79 |
4,66 |
PS0416 |
PL0000106340 |
100,68 |
100,89 |
4,79 |
4,73 |
100,79 |
4,76 |
IZ0816 |
PL0000103529 |
103,11 |
103,50 |
--- |
--- |
103,31 |
--- |
PS1016 |
PL0000106795 |
99,67 |
99,89 |
4,83 |
4,77 |
99,78 |
4,80 |
WZ0117 |
PL0000106936 |
99,39 |
99,57 |
--- |
--- |
99,48 |
--- |
PS0417 |
PL0000107058 |
99,60 |
99,68 |
4,84 |
4,82 |
99,64 |
4,83 |
DS1017 |
PL0000104543 |
101,72 |
102,02 |
4,87 |
4,80 |
101,87 |
4,83 |
WZ0118 |
PL0000104717 |
98,85 |
99,07 |
--- |
--- |
98,96 |
--- |
DS1019 |
PL0000105441 |
102,98 |
103,28 |
5,00 |
4,95 |
103,13 |
4,97 |
DS1020 |
PL0000106126 |
101,13 |
101,29 |
5,07 |
5,05 |
101,21 |
5,06 |
WZ0121 |
PL0000106068 |
96,72 |
96,84 |
--- |
--- |
96,78 |
--- |
DS1021 |
PL0000106670 |
104,13 |
104,38 |
5,17 |
5,14 |
104,26 |
5,16 |
WS0922 |
PL0000102646 |
104,13 |
104,37 |
5,21 |
5,18 |
104,25 |
5,20 |
IZ0823 |
PL0000105359 |
99,73 |
100,11 |
--- |
--- |
99,92 |
--- |
WS0429 |
PL0000105391 |
103,38 |
103,74 |
5,43 |
5,40 |
103,56 |
5,42 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,35 |
98,44 |
4,91 |
4,64 |
98,40 |
4,76 |
OK0113 |
PL0000106324 |
97,23 |
97,35 |
4,79 |
4,58 |
97,29 |
4,69 |
PS0413 |
PL0000105037 |
100,36 |
100,42 |
4,77 |
4,69 |
100,39 |
4,73 |
OK0713 |
PL0000106563 |
95,10 |
95,24 |
4,72 |
4,57 |
95,17 |
4,64 |
DS1013 |
PL0000102836 |
100,27 |
100,39 |
4,76 |
4,67 |
100,33 |
4,72 |
OK0114 |
PL0000106712 |
92,85 |
93,03 |
4,76 |
4,64 |
92,94 |
4,70 |
PS0414 |
PL0000105433 |
101,76 |
101,92 |
4,72 |
4,63 |
101,84 |
4,67 |
WZ0115 |
PL0000106480 |
100,06 |
100,19 |
--- |
--- |
100,13 |
--- |
PS0415 |
PL0000105953 |
102,06 |
102,16 |
4,70 |
4,66 |
102,11 |
4,68 |
DS1015 |
PL0000103602 |
104,68 |
104,83 |
4,69 |
4,64 |
104,76 |
4,67 |
PS0416 |
PL0000106340 |
100,70 |
100,87 |
4,79 |
4,74 |
100,79 |
4,76 |
IZ0816 |
PL0000103529 |
103,18 |
103,41 |
--- |
--- |
103,30 |
--- |
PS1016 |
PL0000106795 |
99,72 |
99,86 |
4,81 |
4,78 |
99,79 |
4,79 |
WZ0117 |
PL0000106936 |
99,48 |
99,65 |
--- |
--- |
99,57 |
--- |
PS0417 |
PL0000107058 |
99,61 |
99,77 |
4,84 |
4,80 |
99,69 |
4,82 |
DS1017 |
PL0000104543 |
101,72 |
101,93 |
4,87 |
4,82 |
101,83 |
4,84 |
WZ0118 |
PL0000104717 |
98,95 |
99,22 |
--- |
--- |
99,09 |
--- |
DS1019 |
PL0000105441 |
103,02 |
103,35 |
4,99 |
4,94 |
103,19 |
4,96 |
DS1020 |
PL0000106126 |
101,15 |
101,43 |
5,07 |
5,03 |
101,29 |
5,05 |
WZ0121 |
PL0000106068 |
96,75 |
96,93 |
--- |
--- |
96,84 |
--- |
DS1021 |
PL0000106670 |
104,20 |
104,50 |
5,16 |
5,12 |
104,35 |
5,14 |
WS0922 |
PL0000102646 |
104,13 |
104,39 |
5,21 |
5,18 |
104,26 |
5,20 |
IZ0823 |
PL0000105359 |
99,77 |
100,40 |
--- |
--- |
100,09 |
--- |
WS0429 |
PL0000105391 |
103,87 |
104,28 |
5,39 |
5,35 |
104,08 |
5,37 |
REPO MARKET |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,500 |
4,500 |
4,500 |
130 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
100 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
60 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,550 |
4,550 |
4,550 |
30 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
60 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
40 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,640 |
4,650 |
4,649 |
220 |
DS1015 |
PL0000103602 |
0/2 |
2 |
4,600 |
4,600 |
4,600 |
40 |
DS1021 |
PL0000106670 |
0/2 |
2 |
4,600 |
4,600 |
4,600 |
160 |
WZ0118 |
PL0000104717 |
0/2 |
2 |
4,600 |
4,600 |
4,600 |
20 |
DS1013 |
PL0000102836 |
1/8 |
7 |
4,600 |
4,600 |
4,600 |
20 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,600 |
4,600 |
4,600 |
20 |
TOTAL |
900 |