2012-06-27 |
MARKET DATA |
No 122 (1907) |
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 |
1 230,00 |
1 283,45 |
59 |
2 600,00 |
2 691,27 |
31 |
3 830,00 |
3 974,71 |
90 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 230,00 |
1 283,45 |
59 |
2 600,00 |
2 691,27 |
31 |
3 830,00 |
3 974,71 |
90 |
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 |
99,66 |
99,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
98,49 |
98,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
97,40 |
97,42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,42 |
100,42 |
100,42 |
100,42 |
100,41 |
100,41 |
100,41 |
140 000 |
141,88 |
3 |
OK0713 |
PL0000106563 |
95,26 |
95,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,41 |
100,40 |
100,41 |
100,41 |
100,41 |
100,41 |
100,41 |
270 000 |
280,29 |
5 |
OK0114 |
PL0000106712 |
93,07 |
93,09 |
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 |
91,01 |
91,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,20 |
102,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,83 |
104,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,95 |
100,95 |
100,95 |
100,95 |
100,92 |
100,92 |
100,94 |
40 000 |
40,73 |
3 |
PS1016 |
PL0000106795 |
99,95 |
99,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
99,95 |
99,96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,18 |
102,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,30 |
103,28 |
103,18 |
103,18 |
103,18 |
103,18 |
103,18 |
40 000 |
42,76 |
2 |
DS1020 |
PL0000106126 |
101,31 |
101,15 |
101,20 |
101,20 |
101,15 |
101,15 |
101,17 |
77 500 |
81,16 |
4 |
DS1021 |
PL0000106670 |
104,25 |
104,09 |
104,25 |
104,25 |
104,04 |
104,11 |
104,17 |
165 000 |
178,31 |
11 |
WS0922 |
PL0000102646 |
104,30 |
104,18 |
104,30 |
104,30 |
104,11 |
104,11 |
104,24 |
95 000 |
103,21 |
10 |
WS0429 |
PL0000105391 |
104,20 |
104,13 |
104,20 |
104,20 |
104,08 |
104,18 |
104,11 |
177 500 |
186,62 |
14 |
WS0437 |
PL0000104857 |
96,10 |
111,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,15 |
103,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
99,85 |
100,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,12 |
100,12 |
100,13 |
100,13 |
100,13 |
100,13 |
100,13 |
100 000 |
102,28 |
2 |
WZ0117 |
PL0000106936 |
99,59 |
99,59 |
99,60 |
99,60 |
99,60 |
99,60 |
99,60 |
75 000 |
76,31 |
2 |
WZ0118 |
PL0000104717 |
99,10 |
99,09 |
99,14 |
99,14 |
99,14 |
99,14 |
99,14 |
15 000 |
15,19 |
1 |
WZ0121 |
PL0000106068 |
96,98 |
97,00 |
97,00 |
97,00 |
97,00 |
97,00 |
97,00 |
35 000 |
34,70 |
2 |
TOTAL |
1 230 000 |
1 283,45 |
59 |
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 |
61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
152 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
173 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
215 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
243 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
271 |
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 |
98,48 |
98,55 |
4,79 |
4,56 |
98,52 |
4,66 |
OK0113 |
PL0000106324 |
97,37 |
97,45 |
4,69 |
4,55 |
97,41 |
4,62 |
PS0413 |
PL0000105037 |
100,38 |
100,47 |
4,73 |
4,61 |
100,43 |
4,66 |
OK0713 |
PL0000106563 |
95,21 |
95,31 |
4,69 |
4,59 |
95,26 |
4,64 |
DS1013 |
PL0000102836 |
100,40 |
100,47 |
4,66 |
4,60 |
100,44 |
4,63 |
OK0114 |
PL0000106712 |
93,01 |
93,13 |
4,71 |
4,62 |
93,07 |
4,66 |
PS0414 |
PL0000105433 |
101,87 |
102,00 |
4,64 |
4,57 |
101,94 |
4,60 |
WZ0115 |
PL0000106480 |
100,07 |
100,17 |
--- |
--- |
100,12 |
--- |
PS0415 |
PL0000105953 |
102,18 |
102,31 |
4,65 |
4,60 |
102,25 |
4,62 |
DS1015 |
PL0000103602 |
104,76 |
104,92 |
4,66 |
4,61 |
104,84 |
4,63 |
PS0416 |
PL0000106340 |
100,89 |
101,09 |
4,73 |
4,67 |
100,99 |
4,70 |
IZ0816 |
PL0000103529 |
103,05 |
103,35 |
--- |
--- |
103,20 |
--- |
PS1016 |
PL0000106795 |
99,90 |
100,09 |
4,77 |
4,72 |
100,00 |
4,74 |
WZ0117 |
PL0000106936 |
99,50 |
99,64 |
--- |
--- |
99,57 |
--- |
PS0417 |
PL0000107058 |
99,90 |
100,06 |
4,77 |
4,73 |
99,98 |
4,75 |
DS1017 |
PL0000104543 |
102,15 |
102,32 |
4,77 |
4,74 |
102,24 |
4,75 |
WZ0118 |
PL0000104717 |
99,00 |
99,16 |
--- |
--- |
99,08 |
--- |
DS1019 |
PL0000105441 |
103,24 |
103,40 |
4,95 |
4,93 |
103,32 |
4,94 |
DS1020 |
PL0000106126 |
101,25 |
101,42 |
5,05 |
5,03 |
101,34 |
5,04 |
WZ0121 |
PL0000106068 |
96,90 |
97,05 |
--- |
--- |
96,98 |
--- |
DS1021 |
PL0000106670 |
104,18 |
104,37 |
5,17 |
5,14 |
104,28 |
5,15 |
WS0922 |
PL0000102646 |
104,25 |
104,45 |
5,20 |
5,17 |
104,35 |
5,18 |
IZ0823 |
PL0000105359 |
99,74 |
100,24 |
--- |
--- |
99,99 |
--- |
WS0429 |
PL0000105391 |
104,12 |
104,46 |
5,37 |
5,34 |
104,29 |
5,35 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,48 |
98,53 |
4,79 |
4,63 |
98,51 |
4,69 |
OK0113 |
PL0000106324 |
97,38 |
97,45 |
4,68 |
4,55 |
97,42 |
4,60 |
PS0413 |
PL0000105037 |
100,38 |
100,44 |
4,73 |
4,65 |
100,41 |
4,69 |
OK0713 |
PL0000106563 |
95,23 |
95,33 |
4,67 |
4,57 |
95,28 |
4,62 |
DS1013 |
PL0000102836 |
100,36 |
100,46 |
4,69 |
4,61 |
100,41 |
4,65 |
OK0114 |
PL0000106712 |
93,04 |
93,12 |
4,69 |
4,63 |
93,08 |
4,66 |
PS0414 |
PL0000105433 |
101,86 |
101,95 |
4,65 |
4,60 |
101,91 |
4,62 |
WZ0115 |
PL0000106480 |
100,09 |
100,18 |
--- |
--- |
100,14 |
--- |
PS0415 |
PL0000105953 |
102,18 |
102,27 |
4,65 |
4,62 |
102,23 |
4,63 |
DS1015 |
PL0000103602 |
104,76 |
104,94 |
4,66 |
4,60 |
104,85 |
4,63 |
PS0416 |
PL0000106340 |
100,86 |
101,03 |
4,74 |
4,69 |
100,95 |
4,71 |
IZ0816 |
PL0000103529 |
103,10 |
103,35 |
--- |
--- |
103,23 |
--- |
PS1016 |
PL0000106795 |
99,87 |
100,03 |
4,77 |
4,73 |
99,95 |
4,75 |
WZ0117 |
PL0000106936 |
99,55 |
99,70 |
--- |
--- |
99,63 |
--- |
PS0417 |
PL0000107058 |
99,86 |
100,02 |
4,78 |
4,74 |
99,94 |
4,76 |
DS1017 |
PL0000104543 |
102,09 |
102,26 |
4,79 |
4,75 |
102,18 |
4,77 |
WZ0118 |
PL0000104717 |
99,06 |
99,20 |
--- |
--- |
99,13 |
--- |
DS1019 |
PL0000105441 |
103,16 |
103,36 |
4,97 |
4,93 |
103,26 |
4,95 |
DS1020 |
PL0000106126 |
101,02 |
101,24 |
5,09 |
5,06 |
101,13 |
5,07 |
WZ0121 |
PL0000106068 |
96,94 |
97,09 |
--- |
--- |
97,02 |
--- |
DS1021 |
PL0000106670 |
103,98 |
104,19 |
5,19 |
5,16 |
104,09 |
5,18 |
WS0922 |
PL0000102646 |
104,05 |
104,25 |
5,22 |
5,20 |
104,15 |
5,21 |
IZ0823 |
PL0000105359 |
99,74 |
100,24 |
--- |
--- |
99,99 |
--- |
WS0429 |
PL0000105391 |
103,91 |
104,28 |
5,39 |
5,35 |
104,10 |
5,37 |
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 |
1/2 |
1 |
4,800 |
4,800 |
4,800 |
300 |
TOTAL |
300 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
80 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
95 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
230 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
100 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
60 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
120 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
155 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
95 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,500 |
4,600 |
4,550 |
10 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
340 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,550 |
4,550 |
4,550 |
140 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,600 |
4,650 |
4,647 |
330 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,550 |
4,550 |
4,550 |
30 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
140 |
PS1016 |
PL0000106795 |
0/1 |
1 |
4,500 |
4,500 |
4,500 |
75 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
10 |
PS0417 |
PL0000107058 |
0/1 |
1 |
4,400 |
4,550 |
4,524 |
190 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,500 |
4,600 |
4,583 |
90 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
10 |
TOTAL |
2 300 |