2012-06-22 |
MARKET DATA |
No 119 (1904) |
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 |
867,50 |
902,98 |
57 |
955,00 |
986,15 |
13 |
1 822,50 |
1 889,13 |
70 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
867,50 |
902,98 |
57 |
955,00 |
986,15 |
13 |
1 822,50 |
1 889,13 |
70 |
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 |
99,62 |
99,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
98,46 |
98,47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
97,33 |
97,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,40 |
100,42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
95,20 |
95,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,37 |
100,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
93,01 |
93,03 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,90 |
101,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
90,97 |
90,98 |
90,98 |
90,98 |
90,98 |
90,98 |
90,98 |
70 000 |
63,69 |
3 |
PS0415 |
PL0000105953 |
102,20 |
102,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,80 |
104,88 |
104,88 |
104,89 |
104,88 |
104,89 |
104,88 |
35 000 |
38,18 |
2 |
PS0416 |
PL0000106340 |
100,98 |
100,96 |
100,97 |
100,97 |
100,95 |
100,97 |
100,96 |
235 000 |
239,25 |
9 |
PS1016 |
PL0000106795 |
99,99 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
99,90 |
99,88 |
99,90 |
99,90 |
99,90 |
99,90 |
99,90 |
30 000 |
30,21 |
2 |
DS1017 |
PL0000104543 |
102,20 |
102,12 |
102,13 |
102,20 |
102,13 |
102,16 |
102,16 |
30 000 |
31,70 |
3 |
DS1019 |
PL0000105441 |
103,43 |
103,38 |
103,40 |
103,50 |
103,40 |
103,50 |
103,46 |
30 000 |
32,14 |
3 |
DS1020 |
PL0000106126 |
101,60 |
101,40 |
101,45 |
101,65 |
101,35 |
101,60 |
101,57 |
140 000 |
147,12 |
12 |
DS1021 |
PL0000106670 |
104,45 |
104,35 |
104,35 |
104,55 |
104,32 |
104,44 |
104,44 |
130 000 |
140,78 |
9 |
WS0922 |
PL0000102646 |
104,45 |
104,35 |
104,31 |
104,62 |
104,31 |
104,60 |
104,54 |
122 500 |
133,39 |
11 |
WS0429 |
PL0000105391 |
104,60 |
104,51 |
104,53 |
104,53 |
104,42 |
104,42 |
104,45 |
20 000 |
21,08 |
2 |
WS0437 |
PL0000104857 |
96,75 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,16 |
103,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
99,79 |
100,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,13 |
100,16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,55 |
99,60 |
99,60 |
99,60 |
99,60 |
99,60 |
99,60 |
25 000 |
25,43 |
1 |
WZ0118 |
PL0000104717 |
99,08 |
99,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,90 |
96,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
867 500 |
902,98 |
57 |
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 |
64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
155 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
176 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
218 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
246 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
274 |
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 |
98,44 |
98,50 |
4,79 |
4,61 |
98,47 |
4,70 |
OK0113 |
PL0000106324 |
97,32 |
97,40 |
4,72 |
4,57 |
97,36 |
4,65 |
PS0413 |
PL0000105037 |
100,37 |
100,44 |
4,74 |
4,66 |
100,41 |
4,69 |
OK0713 |
PL0000106563 |
95,16 |
95,29 |
4,70 |
4,57 |
95,23 |
4,63 |
DS1013 |
PL0000102836 |
100,36 |
100,48 |
4,69 |
4,60 |
100,42 |
4,64 |
OK0114 |
PL0000106712 |
92,97 |
93,06 |
4,71 |
4,65 |
93,02 |
4,68 |
PS0414 |
PL0000105433 |
101,84 |
101,96 |
4,67 |
4,60 |
101,90 |
4,63 |
WZ0115 |
PL0000106480 |
100,07 |
100,20 |
--- |
--- |
100,14 |
--- |
PS0415 |
PL0000105953 |
102,07 |
102,27 |
4,70 |
4,62 |
102,17 |
4,66 |
DS1015 |
PL0000103602 |
104,75 |
104,99 |
4,66 |
4,59 |
104,87 |
4,63 |
PS0416 |
PL0000106340 |
100,88 |
101,10 |
4,74 |
4,67 |
100,99 |
4,70 |
IZ0816 |
PL0000103529 |
103,00 |
103,40 |
--- |
--- |
103,20 |
--- |
PS1016 |
PL0000106795 |
99,87 |
100,04 |
4,77 |
4,73 |
99,96 |
4,75 |
WZ0117 |
PL0000106936 |
99,45 |
99,70 |
--- |
--- |
99,58 |
--- |
PS0417 |
PL0000107058 |
99,77 |
99,94 |
4,80 |
4,76 |
99,86 |
4,78 |
DS1017 |
PL0000104543 |
101,91 |
102,16 |
4,83 |
4,77 |
102,04 |
4,80 |
WZ0118 |
PL0000104717 |
99,00 |
99,24 |
--- |
--- |
99,12 |
--- |
DS1019 |
PL0000105441 |
103,21 |
103,44 |
4,96 |
4,92 |
103,33 |
4,94 |
DS1020 |
PL0000106126 |
101,23 |
101,54 |
5,06 |
5,01 |
101,39 |
5,03 |
WZ0121 |
PL0000106068 |
96,71 |
97,00 |
--- |
--- |
96,86 |
--- |
DS1021 |
PL0000106670 |
104,25 |
104,49 |
5,16 |
5,12 |
104,37 |
5,14 |
WS0922 |
PL0000102646 |
104,22 |
104,54 |
5,20 |
5,16 |
104,38 |
5,18 |
IZ0823 |
PL0000105359 |
99,64 |
100,27 |
--- |
--- |
99,96 |
--- |
WS0429 |
PL0000105391 |
104,10 |
104,70 |
5,37 |
5,32 |
104,40 |
5,34 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,45 |
98,49 |
4,76 |
4,64 |
98,47 |
4,70 |
OK0113 |
PL0000106324 |
97,32 |
97,40 |
4,72 |
4,57 |
97,36 |
4,65 |
PS0413 |
PL0000105037 |
100,39 |
100,43 |
4,72 |
4,67 |
100,41 |
4,69 |
OK0713 |
PL0000106563 |
95,18 |
95,30 |
4,68 |
4,56 |
95,24 |
4,62 |
DS1013 |
PL0000102836 |
100,35 |
100,44 |
4,70 |
4,63 |
100,40 |
4,66 |
OK0114 |
PL0000106712 |
92,98 |
93,07 |
4,70 |
4,64 |
93,03 |
4,67 |
PS0414 |
PL0000105433 |
101,84 |
101,95 |
4,67 |
4,60 |
101,90 |
4,63 |
WZ0115 |
PL0000106480 |
100,10 |
100,19 |
--- |
--- |
100,15 |
--- |
PS0415 |
PL0000105953 |
102,17 |
102,30 |
4,66 |
4,61 |
102,24 |
4,63 |
DS1015 |
PL0000103602 |
104,77 |
104,98 |
4,66 |
4,59 |
104,88 |
4,62 |
PS0416 |
PL0000106340 |
100,92 |
101,03 |
4,72 |
4,69 |
100,98 |
4,71 |
IZ0816 |
PL0000103529 |
103,10 |
103,42 |
--- |
--- |
103,26 |
--- |
PS1016 |
PL0000106795 |
99,95 |
100,12 |
4,75 |
4,71 |
100,04 |
4,73 |
WZ0117 |
PL0000106936 |
99,51 |
99,64 |
--- |
--- |
99,58 |
--- |
PS0417 |
PL0000107058 |
99,81 |
100,04 |
4,79 |
4,73 |
99,93 |
4,76 |
DS1017 |
PL0000104543 |
102,16 |
102,35 |
4,77 |
4,73 |
102,26 |
4,75 |
WZ0118 |
PL0000104717 |
99,03 |
99,23 |
--- |
--- |
99,13 |
--- |
DS1019 |
PL0000105441 |
103,38 |
103,65 |
4,93 |
4,89 |
103,52 |
4,91 |
DS1020 |
PL0000106126 |
101,40 |
101,58 |
5,03 |
5,01 |
101,49 |
5,02 |
WZ0121 |
PL0000106068 |
96,84 |
97,00 |
--- |
--- |
96,92 |
--- |
DS1021 |
PL0000106670 |
104,40 |
104,56 |
5,14 |
5,12 |
104,48 |
5,13 |
WS0922 |
PL0000102646 |
104,36 |
104,65 |
5,18 |
5,15 |
104,51 |
5,17 |
IZ0823 |
PL0000105359 |
99,68 |
100,29 |
--- |
--- |
99,99 |
--- |
WS0429 |
PL0000105391 |
104,36 |
104,92 |
5,35 |
5,30 |
104,64 |
5,32 |
REPO MARKET |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1013 |
PL0000102836 |
3/4 |
1 |
4,650 |
4,650 |
4,650 |
90 |
PS0414 |
PL0000105433 |
3/4 |
1 |
4,700 |
4,700 |
4,700 |
120 |
DS1019 |
PL0000105441 |
3/4 |
1 |
4,550 |
4,550 |
4,550 |
25 |
PS0415 |
PL0000105953 |
3/4 |
1 |
4,650 |
4,650 |
4,650 |
160 |
DS1021 |
PL0000106670 |
3/4 |
1 |
4,650 |
4,650 |
4,650 |
60 |
OK0114 |
PL0000106712 |
3/4 |
1 |
4,650 |
4,650 |
4,650 |
95 |
DS1015 |
PL0000103602 |
0/3 |
3 |
4,650 |
4,650 |
4,650 |
60 |
PS0414 |
PL0000105433 |
0/3 |
3 |
4,700 |
4,700 |
4,700 |
120 |
DS1017 |
PL0000104543 |
3/10 |
7 |
4,600 |
4,600 |
4,600 |
20 |
DS1020 |
PL0000106126 |
0/7 |
7 |
4,600 |
4,600 |
4,600 |
180 |
PS0416 |
PL0000106340 |
3/10 |
7 |
4,600 |
4,600 |
4,600 |
25 |
TOTAL |
955 |