2012-06-26 |
MARKET DATA |
No 121 (1906) |
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 |
1 287,50 |
1 356,30 |
86 |
785,00 |
815,72 |
13 |
2 072,50 |
2 172,03 |
99 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 287,50 |
1 356,30 |
86 |
785,00 |
815,72 |
13 |
2 072,50 |
2 172,03 |
99 |
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 |
99,65 |
99,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
98,48 |
98,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
97,37 |
97,42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,41 |
100,44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
95,25 |
95,31 |
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 |
93,05 |
93,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,90 |
101,96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
91,00 |
91,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,22 |
102,26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,82 |
104,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,00 |
100,96 |
101,00 |
101,00 |
100,97 |
100,97 |
100,98 |
155 000 |
157,88 |
8 |
PS1016 |
PL0000106795 |
100,05 |
99,96 |
100,05 |
100,05 |
99,96 |
100,02 |
99,99 |
315 000 |
325,06 |
14 |
PS0417 |
PL0000107058 |
100,10 |
99,97 |
100,00 |
100,00 |
99,95 |
99,95 |
99,98 |
152 500 |
153,73 |
8 |
DS1017 |
PL0000104543 |
102,25 |
102,20 |
102,25 |
102,25 |
102,18 |
102,18 |
102,22 |
60 000 |
63,46 |
5 |
DS1019 |
PL0000105441 |
103,30 |
103,29 |
103,30 |
103,30 |
103,24 |
103,24 |
103,26 |
77 500 |
82,91 |
7 |
DS1020 |
PL0000106126 |
101,29 |
101,30 |
101,25 |
101,25 |
101,25 |
101,25 |
101,25 |
20 000 |
20,96 |
2 |
DS1021 |
PL0000106670 |
104,25 |
104,15 |
104,35 |
104,35 |
104,15 |
104,23 |
104,23 |
185 000 |
200,00 |
17 |
WS0922 |
PL0000102646 |
104,25 |
104,15 |
104,25 |
104,26 |
104,15 |
104,22 |
104,23 |
235 000 |
255,24 |
16 |
WS0429 |
PL0000105391 |
104,20 |
104,10 |
104,10 |
104,12 |
104,00 |
104,12 |
104,10 |
17 500 |
18,39 |
3 |
WS0437 |
PL0000104857 |
96,00 |
109,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,20 |
103,25 |
103,20 |
103,20 |
103,20 |
103,20 |
103,20 |
25 000 |
33,53 |
1 |
IZ0823 |
PL0000105359 |
99,81 |
100,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,10 |
100,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,58 |
99,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,09 |
99,12 |
99,09 |
99,09 |
99,09 |
99,09 |
99,09 |
25 000 |
25,31 |
2 |
WZ0121 |
PL0000106068 |
96,98 |
96,99 |
97,00 |
97,00 |
97,00 |
97,00 |
97,00 |
20 000 |
19,83 |
3 |
TOTAL |
1 287 500 |
1 356,30 |
86 |
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 |
62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
153 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
174 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
216 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
244 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
272 |
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 |
98,47 |
98,53 |
4,78 |
4,59 |
98,50 |
4,68 |
OK0113 |
PL0000106324 |
97,36 |
97,44 |
4,69 |
4,54 |
97,40 |
4,62 |
PS0413 |
PL0000105037 |
100,37 |
100,45 |
4,74 |
4,64 |
100,41 |
4,69 |
OK0713 |
PL0000106563 |
95,24 |
95,33 |
4,65 |
4,55 |
95,29 |
4,59 |
DS1013 |
PL0000102836 |
100,39 |
100,48 |
4,67 |
4,59 |
100,44 |
4,63 |
OK0114 |
PL0000106712 |
93,01 |
93,12 |
4,70 |
4,62 |
93,07 |
4,66 |
PS0414 |
PL0000105433 |
101,87 |
102,02 |
4,65 |
4,56 |
101,95 |
4,60 |
WZ0115 |
PL0000106480 |
100,07 |
100,17 |
--- |
--- |
100,12 |
--- |
PS0415 |
PL0000105953 |
102,13 |
102,32 |
4,67 |
4,60 |
102,23 |
4,63 |
DS1015 |
PL0000103602 |
104,79 |
105,02 |
4,65 |
4,58 |
104,91 |
4,61 |
PS0416 |
PL0000106340 |
100,93 |
101,15 |
4,72 |
4,66 |
101,04 |
4,69 |
IZ0816 |
PL0000103529 |
103,00 |
103,30 |
--- |
--- |
103,15 |
--- |
PS1016 |
PL0000106795 |
100,01 |
100,17 |
4,74 |
4,70 |
100,09 |
4,72 |
WZ0117 |
PL0000106936 |
99,55 |
99,67 |
--- |
--- |
99,61 |
--- |
PS0417 |
PL0000107058 |
99,97 |
100,19 |
4,75 |
4,70 |
100,08 |
4,72 |
DS1017 |
PL0000104543 |
102,16 |
102,44 |
4,77 |
4,71 |
102,30 |
4,74 |
WZ0118 |
PL0000104717 |
99,02 |
99,18 |
--- |
--- |
99,10 |
--- |
DS1019 |
PL0000105441 |
103,26 |
103,57 |
4,95 |
4,90 |
103,42 |
4,93 |
DS1020 |
PL0000106126 |
101,21 |
101,46 |
5,06 |
5,02 |
101,34 |
5,04 |
WZ0121 |
PL0000106068 |
96,91 |
97,08 |
--- |
--- |
97,00 |
--- |
DS1021 |
PL0000106670 |
104,09 |
104,35 |
5,18 |
5,14 |
104,22 |
5,16 |
WS0922 |
PL0000102646 |
104,11 |
104,39 |
5,22 |
5,18 |
104,25 |
5,20 |
IZ0823 |
PL0000105359 |
99,74 |
100,26 |
--- |
--- |
100,00 |
--- |
WS0429 |
PL0000105391 |
103,96 |
104,30 |
5,38 |
5,35 |
104,13 |
5,37 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,47 |
98,53 |
4,78 |
4,59 |
98,50 |
4,68 |
OK0113 |
PL0000106324 |
97,35 |
97,44 |
4,71 |
4,54 |
97,40 |
4,62 |
PS0413 |
PL0000105037 |
100,37 |
100,45 |
4,74 |
4,64 |
100,41 |
4,69 |
OK0713 |
PL0000106563 |
95,19 |
95,32 |
4,70 |
4,56 |
95,26 |
4,63 |
DS1013 |
PL0000102836 |
100,40 |
100,47 |
4,66 |
4,60 |
100,44 |
4,63 |
OK0114 |
PL0000106712 |
92,99 |
93,12 |
4,71 |
4,62 |
93,06 |
4,66 |
PS0414 |
PL0000105433 |
101,88 |
101,98 |
4,64 |
4,58 |
101,93 |
4,61 |
WZ0115 |
PL0000106480 |
100,07 |
100,17 |
--- |
--- |
100,12 |
--- |
PS0415 |
PL0000105953 |
102,17 |
102,33 |
4,66 |
4,59 |
102,25 |
4,63 |
DS1015 |
PL0000103602 |
104,68 |
104,89 |
4,68 |
4,62 |
104,79 |
4,65 |
PS0416 |
PL0000106340 |
100,88 |
101,06 |
4,73 |
4,68 |
100,97 |
4,71 |
IZ0816 |
PL0000103529 |
103,05 |
103,35 |
--- |
--- |
103,20 |
--- |
PS1016 |
PL0000106795 |
99,90 |
100,12 |
4,77 |
4,71 |
100,01 |
4,74 |
WZ0117 |
PL0000106936 |
99,53 |
99,64 |
--- |
--- |
99,59 |
--- |
PS0417 |
PL0000107058 |
99,89 |
100,06 |
4,77 |
4,73 |
99,98 |
4,75 |
DS1017 |
PL0000104543 |
102,14 |
102,33 |
4,78 |
4,74 |
102,24 |
4,75 |
WZ0118 |
PL0000104717 |
99,00 |
99,16 |
--- |
--- |
99,08 |
--- |
DS1019 |
PL0000105441 |
103,20 |
103,39 |
4,96 |
4,93 |
103,30 |
4,94 |
DS1020 |
PL0000106126 |
101,07 |
101,37 |
5,08 |
5,04 |
101,22 |
5,06 |
WZ0121 |
PL0000106068 |
96,91 |
97,05 |
--- |
--- |
96,98 |
--- |
DS1021 |
PL0000106670 |
104,18 |
104,32 |
5,17 |
5,15 |
104,25 |
5,16 |
WS0922 |
PL0000102646 |
104,19 |
104,39 |
5,21 |
5,18 |
104,29 |
5,19 |
IZ0823 |
PL0000105359 |
99,74 |
100,26 |
--- |
--- |
100,00 |
--- |
WS0429 |
PL0000105391 |
104,05 |
104,41 |
5,37 |
5,34 |
104,23 |
5,36 |
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 |
0/1 |
1 |
4,680 |
4,680 |
4,680 |
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 |
4,500 |
4,500 |
4,500 |
60 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,500 |
4,500 |
4,500 |
10 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,500 |
4,500 |
4,500 |
25 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
100 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,500 |
4,500 |
4,500 |
20 |
PS1016 |
PL0000106795 |
0/1 |
1 |
4,500 |
4,500 |
4,500 |
10 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
60 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,500 |
4,500 |
4,500 |
15 |
DS1013 |
PL0000102836 |
0/2 |
2 |
4,550 |
4,550 |
4,550 |
95 |
PS0414 |
PL0000105433 |
0/2 |
2 |
4,550 |
4,550 |
4,550 |
190 |
TOTAL |
585 |