2012-06-21 |
MARKET DATA |
No 118 (1903) |
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 |
2 955,00 |
3 035,96 |
161 |
3 555,00 |
3 711,67 |
29 |
6 510,00 |
6 747,64 |
190 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 955,00 |
3 035,96 |
161 |
3 555,00 |
3 711,67 |
29 |
6 510,00 |
6 747,64 |
190 |
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 |
99,61 |
99,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
98,45 |
98,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
97,34 |
97,33 |
97,33 |
97,35 |
97,33 |
97,35 |
97,34 |
325 000 |
316,36 |
9 |
PS0413 |
PL0000105037 |
100,40 |
100,41 |
100,40 |
100,40 |
100,40 |
100,40 |
100,40 |
45 000 |
45,57 |
1 |
OK0713 |
PL0000106563 |
95,22 |
95,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,39 |
100,36 |
100,37 |
100,38 |
100,37 |
100,38 |
100,38 |
300 000 |
311,17 |
4 |
OK0114 |
PL0000106712 |
93,01 |
93,00 |
93,00 |
93,01 |
93,00 |
93,01 |
93,00 |
225 000 |
209,26 |
7 |
PS0414 |
PL0000105433 |
101,90 |
101,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
90,93 |
90,90 |
90,90 |
90,92 |
90,90 |
90,92 |
90,92 |
210 000 |
190,93 |
3 |
PS0415 |
PL0000105953 |
102,16 |
102,08 |
102,12 |
102,20 |
102,12 |
102,20 |
102,15 |
60 000 |
61,84 |
5 |
DS1015 |
PL0000103602 |
104,88 |
104,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,91 |
100,78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
100,00 |
99,75 |
99,84 |
100,03 |
99,84 |
100,00 |
99,94 |
50 000 |
51,55 |
5 |
PS0417 |
PL0000107058 |
99,90 |
99,65 |
99,73 |
99,95 |
99,73 |
99,90 |
99,80 |
205 000 |
206,22 |
12 |
DS1017 |
PL0000104543 |
102,15 |
101,77 |
102,10 |
102,10 |
102,00 |
102,10 |
102,07 |
75 000 |
79,18 |
8 |
DS1019 |
PL0000105441 |
103,45 |
103,06 |
103,42 |
103,45 |
103,38 |
103,38 |
103,42 |
67 500 |
72,28 |
5 |
DS1020 |
PL0000106126 |
101,60 |
101,10 |
101,23 |
101,70 |
101,23 |
101,66 |
101,49 |
175 000 |
183,74 |
15 |
DS1021 |
PL0000106670 |
104,80 |
104,06 |
104,08 |
104,85 |
104,03 |
104,55 |
104,37 |
537 500 |
581,60 |
39 |
WS0922 |
PL0000102646 |
104,60 |
104,08 |
104,15 |
104,70 |
104,15 |
104,50 |
104,49 |
485 000 |
527,83 |
33 |
WS0429 |
PL0000105391 |
106,59 |
103,80 |
103,80 |
104,86 |
103,80 |
104,50 |
104,36 |
45 000 |
47,40 |
7 |
WS0437 |
PL0000104857 |
96,55 |
108,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,20 |
103,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
99,85 |
100,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,12 |
100,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,55 |
99,59 |
99,62 |
99,62 |
99,62 |
99,62 |
99,62 |
75 000 |
76,28 |
5 |
WZ0118 |
PL0000104717 |
99,06 |
99,10 |
99,10 |
99,10 |
99,10 |
99,10 |
99,10 |
25 000 |
25,30 |
1 |
WZ0121 |
PL0000106068 |
96,85 |
96,82 |
96,82 |
96,82 |
96,82 |
96,82 |
96,82 |
50 000 |
49,46 |
2 |
TOTAL |
2 955 000 |
3 035,96 |
161 |
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 |
65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
156 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
177 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
219 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
247 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
275 |
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 |
98,42 |
98,49 |
4,82 |
4,60 |
98,46 |
4,69 |
OK0113 |
PL0000106324 |
97,29 |
97,39 |
4,75 |
4,57 |
97,34 |
4,66 |
PS0413 |
PL0000105037 |
100,34 |
100,42 |
4,78 |
4,69 |
100,38 |
4,73 |
OK0713 |
PL0000106563 |
95,12 |
95,26 |
4,73 |
4,59 |
95,19 |
4,66 |
DS1013 |
PL0000102836 |
100,25 |
100,38 |
4,78 |
4,68 |
100,32 |
4,72 |
OK0114 |
PL0000106712 |
92,91 |
93,03 |
4,75 |
4,66 |
92,97 |
4,70 |
PS0414 |
PL0000105433 |
101,76 |
101,92 |
4,71 |
4,62 |
101,84 |
4,67 |
WZ0115 |
PL0000106480 |
100,07 |
100,18 |
--- |
--- |
100,13 |
--- |
PS0415 |
PL0000105953 |
102,00 |
102,11 |
4,72 |
4,68 |
102,06 |
4,70 |
DS1015 |
PL0000103602 |
104,57 |
104,76 |
4,72 |
4,66 |
104,67 |
4,69 |
PS0416 |
PL0000106340 |
100,60 |
100,81 |
4,82 |
4,76 |
100,71 |
4,78 |
IZ0816 |
PL0000103529 |
103,07 |
103,45 |
--- |
--- |
103,26 |
--- |
PS1016 |
PL0000106795 |
99,59 |
99,78 |
4,85 |
4,80 |
99,69 |
4,82 |
WZ0117 |
PL0000106936 |
99,47 |
99,64 |
--- |
--- |
99,56 |
--- |
PS0417 |
PL0000107058 |
99,52 |
99,68 |
4,86 |
4,82 |
99,60 |
4,84 |
DS1017 |
PL0000104543 |
101,52 |
101,80 |
4,91 |
4,85 |
101,66 |
4,88 |
WZ0118 |
PL0000104717 |
98,97 |
99,15 |
--- |
--- |
99,06 |
--- |
DS1019 |
PL0000105441 |
102,91 |
103,13 |
5,01 |
4,97 |
103,02 |
4,99 |
DS1020 |
PL0000106126 |
100,93 |
101,17 |
5,10 |
5,07 |
101,05 |
5,08 |
WZ0121 |
PL0000106068 |
96,74 |
96,88 |
--- |
--- |
96,81 |
--- |
DS1021 |
PL0000106670 |
104,00 |
104,13 |
5,19 |
5,17 |
104,07 |
5,18 |
WS0922 |
PL0000102646 |
103,92 |
104,16 |
5,24 |
5,21 |
104,04 |
5,22 |
IZ0823 |
PL0000105359 |
99,75 |
100,32 |
--- |
--- |
100,04 |
--- |
WS0429 |
PL0000105391 |
103,60 |
103,94 |
5,41 |
5,38 |
103,77 |
5,40 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,43 |
98,49 |
4,79 |
4,60 |
98,46 |
4,69 |
OK0113 |
PL0000106324 |
97,33 |
97,39 |
4,68 |
4,57 |
97,36 |
4,62 |
PS0413 |
PL0000105037 |
100,39 |
100,43 |
4,72 |
4,67 |
100,41 |
4,70 |
OK0713 |
PL0000106563 |
95,17 |
95,34 |
4,68 |
4,51 |
95,26 |
4,59 |
DS1013 |
PL0000102836 |
100,35 |
100,43 |
4,70 |
4,64 |
100,39 |
4,67 |
OK0114 |
PL0000106712 |
92,97 |
93,03 |
4,70 |
4,66 |
93,00 |
4,68 |
PS0414 |
PL0000105433 |
101,88 |
101,96 |
4,65 |
4,60 |
101,92 |
4,62 |
WZ0115 |
PL0000106480 |
100,09 |
100,23 |
--- |
--- |
100,16 |
--- |
PS0415 |
PL0000105953 |
102,09 |
102,28 |
4,69 |
4,62 |
102,19 |
4,65 |
DS1015 |
PL0000103602 |
104,84 |
105,04 |
4,64 |
4,57 |
104,94 |
4,60 |
PS0416 |
PL0000106340 |
100,80 |
101,08 |
4,76 |
4,68 |
100,94 |
4,72 |
IZ0816 |
PL0000103529 |
103,15 |
103,41 |
--- |
--- |
103,28 |
--- |
PS1016 |
PL0000106795 |
99,93 |
100,05 |
4,76 |
4,73 |
99,99 |
4,74 |
WZ0117 |
PL0000106936 |
99,51 |
99,70 |
--- |
--- |
99,61 |
--- |
PS0417 |
PL0000107058 |
99,76 |
99,99 |
4,80 |
4,75 |
99,88 |
4,77 |
DS1017 |
PL0000104543 |
101,95 |
102,15 |
4,82 |
4,77 |
102,05 |
4,80 |
WZ0118 |
PL0000104717 |
99,01 |
99,18 |
--- |
--- |
99,10 |
--- |
DS1019 |
PL0000105441 |
103,30 |
103,46 |
4,94 |
4,92 |
103,38 |
4,93 |
DS1020 |
PL0000106126 |
101,38 |
101,65 |
5,04 |
5,00 |
101,52 |
5,01 |
WZ0121 |
PL0000106068 |
96,80 |
96,99 |
--- |
--- |
96,90 |
--- |
DS1021 |
PL0000106670 |
104,40 |
104,66 |
5,14 |
5,10 |
104,53 |
5,12 |
WS0922 |
PL0000102646 |
104,39 |
104,66 |
5,18 |
5,15 |
104,53 |
5,16 |
IZ0823 |
PL0000105359 |
99,77 |
100,38 |
--- |
--- |
100,08 |
--- |
WS0429 |
PL0000105391 |
104,11 |
104,76 |
5,37 |
5,31 |
104,44 |
5,34 |
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 |
4/11 |
7 |
4,750 |
4,750 |
4,750 |
200 |
TOTAL |
200 |
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 |
140 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,620 |
4,620 |
4,620 |
120 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
160 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,620 |
4,620 |
4,620 |
70 |
DS1015 |
PL0000103602 |
1/4 |
3 |
4,550 |
4,550 |
4,550 |
70 |
PS0414 |
PL0000105433 |
1/4 |
3 |
4,600 |
4,600 |
4,600 |
130 |
PS0415 |
PL0000105953 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
180 |
DS1020 |
PL0000106126 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
135 |
DS1021 |
PL0000106670 |
1/4 |
3 |
4,550 |
4,650 |
4,647 |
165 |
PS1016 |
PL0000106795 |
1/4 |
3 |
4,550 |
4,590 |
4,588 |
340 |
DS1019 |
PL0000105441 |
0/4 |
4 |
4,600 |
4,600 |
4,600 |
100 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,630 |
4,630 |
4,630 |
165 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
170 |
PS0414 |
PL0000105433 |
1/8 |
7 |
4,620 |
4,620 |
4,620 |
255 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
65 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,630 |
4,630 |
4,630 |
20 |
PS0416 |
PL0000106340 |
0/7 |
7 |
4,650 |
4,650 |
4,650 |
230 |
PS0416 |
PL0000106340 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
200 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
215 |
DS1021 |
PL0000106670 |
0/7 |
7 |
4,600 |
4,600 |
4,600 |
130 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
4,620 |
4,620 |
4,620 |
135 |
WZ0115 |
PL0000106480 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
160 |
TOTAL |
3 355 |