2012-06-25 |
MARKET DATA |
No 120 (1905) |
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 |
1 212,50 |
1 241,02 |
71 |
1 270,00 |
1 312,45 |
13 |
2 482,50 |
2 553,47 |
84 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 212,50 |
1 241,02 |
71 |
1 270,00 |
1 312,45 |
13 |
2 482,50 |
2 553,47 |
84 |
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 |
99,63 |
99,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
98,46 |
98,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
97,36 |
97,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,41 |
100,42 |
100,42 |
100,42 |
100,42 |
100,42 |
100,42 |
117 500 |
119,06 |
3 |
OK0713 |
PL0000106563 |
95,22 |
95,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,41 |
100,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
93,03 |
93,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,84 |
101,94 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
90,97 |
91,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,20 |
102,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,83 |
104,90 |
104,92 |
104,92 |
104,92 |
104,92 |
104,92 |
10 000 |
10,91 |
1 |
PS0416 |
PL0000106340 |
100,99 |
100,97 |
100,95 |
101,01 |
100,95 |
101,01 |
101,00 |
150 000 |
152,79 |
7 |
PS1016 |
PL0000106795 |
100,05 |
100,01 |
100,04 |
100,08 |
100,02 |
100,04 |
100,06 |
260 000 |
268,46 |
14 |
PS0417 |
PL0000107058 |
100,02 |
99,90 |
99,94 |
100,04 |
99,90 |
100,04 |
99,97 |
445 000 |
448,51 |
26 |
DS1017 |
PL0000104543 |
102,24 |
102,21 |
102,28 |
102,28 |
102,28 |
102,28 |
102,28 |
10 000 |
10,58 |
1 |
DS1019 |
PL0000105441 |
103,33 |
103,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
101,40 |
101,34 |
101,43 |
101,51 |
101,43 |
101,51 |
101,48 |
30 000 |
31,50 |
3 |
DS1021 |
PL0000106670 |
104,40 |
104,20 |
104,39 |
104,45 |
104,23 |
104,30 |
104,32 |
75 000 |
81,14 |
7 |
WS0922 |
PL0000102646 |
104,38 |
104,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
104,45 |
104,35 |
104,40 |
104,40 |
104,36 |
104,36 |
104,37 |
50 000 |
52,68 |
4 |
WS0437 |
PL0000104857 |
96,00 |
110,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,17 |
103,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
99,80 |
100,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,11 |
100,14 |
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 |
99,10 |
99,11 |
99,11 |
99,11 |
99,11 |
99,11 |
99,11 |
15 000 |
15,18 |
2 |
WZ0121 |
PL0000106068 |
96,94 |
96,95 |
96,95 |
96,97 |
96,95 |
96,97 |
96,96 |
25 000 |
24,77 |
2 |
TOTAL |
1 212 500 |
1 241,02 |
71 |
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 |
63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
154 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
175 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
217 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
245 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
273 |
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 |
98,45 |
98,53 |
4,80 |
4,55 |
98,49 |
4,68 |
OK0113 |
PL0000106324 |
97,34 |
97,42 |
4,70 |
4,56 |
97,38 |
4,63 |
PS0413 |
PL0000105037 |
100,35 |
100,47 |
4,77 |
4,62 |
100,41 |
4,69 |
OK0713 |
PL0000106563 |
95,18 |
95,30 |
4,69 |
4,57 |
95,24 |
4,63 |
DS1013 |
PL0000102836 |
100,32 |
100,47 |
4,72 |
4,60 |
100,40 |
4,66 |
OK0114 |
PL0000106712 |
92,97 |
93,10 |
4,72 |
4,63 |
93,04 |
4,67 |
PS0414 |
PL0000105433 |
101,81 |
101,97 |
4,68 |
4,59 |
101,89 |
4,64 |
WZ0115 |
PL0000106480 |
100,07 |
100,17 |
--- |
--- |
100,12 |
--- |
PS0415 |
PL0000105953 |
102,07 |
102,23 |
4,69 |
4,63 |
102,15 |
4,66 |
DS1015 |
PL0000103602 |
104,75 |
104,93 |
4,66 |
4,61 |
104,84 |
4,63 |
PS0416 |
PL0000106340 |
100,87 |
101,02 |
4,74 |
4,69 |
100,95 |
4,71 |
IZ0816 |
PL0000103529 |
103,12 |
103,42 |
--- |
--- |
103,27 |
--- |
PS1016 |
PL0000106795 |
99,89 |
100,04 |
4,77 |
4,73 |
99,97 |
4,75 |
WZ0117 |
PL0000106936 |
99,49 |
99,65 |
--- |
--- |
99,57 |
--- |
PS0417 |
PL0000107058 |
99,82 |
99,95 |
4,79 |
4,76 |
99,89 |
4,77 |
DS1017 |
PL0000104543 |
101,96 |
102,24 |
4,81 |
4,75 |
102,10 |
4,78 |
WZ0118 |
PL0000104717 |
99,00 |
99,17 |
--- |
--- |
99,09 |
--- |
DS1019 |
PL0000105441 |
103,18 |
103,49 |
4,96 |
4,91 |
103,34 |
4,94 |
DS1020 |
PL0000106126 |
101,22 |
101,47 |
5,06 |
5,02 |
101,35 |
5,04 |
WZ0121 |
PL0000106068 |
96,81 |
97,00 |
--- |
--- |
96,91 |
--- |
DS1021 |
PL0000106670 |
104,24 |
104,43 |
5,16 |
5,13 |
104,34 |
5,14 |
WS0922 |
PL0000102646 |
104,20 |
104,44 |
5,20 |
5,17 |
104,32 |
5,19 |
IZ0823 |
PL0000105359 |
99,74 |
100,30 |
--- |
--- |
100,02 |
--- |
WS0429 |
PL0000105391 |
104,27 |
104,82 |
5,35 |
5,30 |
104,55 |
5,33 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,45 |
98,52 |
4,80 |
4,58 |
98,49 |
4,68 |
OK0113 |
PL0000106324 |
97,35 |
97,45 |
4,69 |
4,51 |
97,40 |
4,60 |
PS0413 |
PL0000105037 |
100,40 |
100,44 |
4,71 |
4,66 |
100,42 |
4,68 |
OK0713 |
PL0000106563 |
95,18 |
95,33 |
4,69 |
4,54 |
95,26 |
4,61 |
DS1013 |
PL0000102836 |
100,38 |
100,49 |
4,67 |
4,59 |
100,44 |
4,63 |
OK0114 |
PL0000106712 |
93,01 |
93,09 |
4,69 |
4,63 |
93,05 |
4,66 |
PS0414 |
PL0000105433 |
101,81 |
101,96 |
4,68 |
4,60 |
101,89 |
4,64 |
WZ0115 |
PL0000106480 |
100,07 |
100,17 |
--- |
--- |
100,12 |
--- |
PS0415 |
PL0000105953 |
102,10 |
102,32 |
4,68 |
4,60 |
102,21 |
4,64 |
DS1015 |
PL0000103602 |
104,78 |
104,97 |
4,65 |
4,59 |
104,88 |
4,62 |
PS0416 |
PL0000106340 |
100,93 |
101,15 |
4,72 |
4,66 |
101,04 |
4,69 |
IZ0816 |
PL0000103529 |
103,12 |
103,40 |
--- |
--- |
103,26 |
--- |
PS1016 |
PL0000106795 |
100,01 |
100,14 |
4,74 |
4,70 |
100,08 |
4,72 |
WZ0117 |
PL0000106936 |
99,51 |
99,64 |
--- |
--- |
99,58 |
--- |
PS0417 |
PL0000107058 |
99,98 |
100,12 |
4,75 |
4,72 |
100,05 |
4,73 |
DS1017 |
PL0000104543 |
102,18 |
102,44 |
4,77 |
4,71 |
102,31 |
4,74 |
WZ0118 |
PL0000104717 |
99,03 |
99,15 |
--- |
--- |
99,09 |
--- |
DS1019 |
PL0000105441 |
103,25 |
103,51 |
4,95 |
4,91 |
103,38 |
4,93 |
DS1020 |
PL0000106126 |
101,18 |
101,44 |
5,06 |
5,03 |
101,31 |
5,05 |
WZ0121 |
PL0000106068 |
96,89 |
97,02 |
--- |
--- |
96,96 |
--- |
DS1021 |
PL0000106670 |
104,19 |
104,34 |
5,16 |
5,14 |
104,27 |
5,15 |
WS0922 |
PL0000102646 |
104,16 |
104,40 |
5,21 |
5,18 |
104,28 |
5,19 |
IZ0823 |
PL0000105359 |
99,75 |
100,34 |
--- |
--- |
100,05 |
--- |
WS0429 |
PL0000105391 |
103,92 |
104,44 |
5,38 |
5,34 |
104,18 |
5,36 |
REPO MARKET |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,550 |
4,550 |
4,550 |
30 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,550 |
4,550 |
4,550 |
110 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,500 |
4,500 |
4,500 |
20 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,570 |
4,570 |
4,570 |
95 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
200 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
140 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
220 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,510 |
4,510 |
4,510 |
90 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
35 |
PS1016 |
PL0000106795 |
0/2 |
2 |
4,600 |
4,600 |
4,600 |
120 |
PS0417 |
PL0000107058 |
0/2 |
2 |
4,600 |
4,600 |
4,600 |
60 |
PS0416 |
PL0000106340 |
2/9 |
7 |
4,600 |
4,600 |
4,600 |
60 |
PS0417 |
PL0000107058 |
1/8 |
7 |
4,600 |
4,600 |
4,600 |
90 |
TOTAL |
1 270 |