2012-06-28 |
MARKET DATA |
No 123 (1908) |
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 |
1 050,00 |
1 126,29 |
70 |
1 930,00 |
2 019,95 |
22 |
2 980,00 |
3 146,24 |
92 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 050,00 |
1 126,29 |
70 |
1 930,00 |
2 019,95 |
22 |
2 980,00 |
3 146,24 |
92 |
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 |
99,70 |
99,71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
98,52 |
98,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
97,42 |
97,47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,36 |
100,43 |
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 |
100,36 |
100,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
93,07 |
93,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,88 |
101,93 |
101,88 |
101,88 |
101,88 |
101,88 |
101,88 |
60 000 |
61,77 |
2 |
OK0714 |
PL0000107009 |
91,01 |
91,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,20 |
102,19 |
102,19 |
102,19 |
102,19 |
102,19 |
102,19 |
5 000 |
5,16 |
1 |
DS1015 |
PL0000103602 |
104,78 |
104,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,90 |
100,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
99,94 |
99,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
99,91 |
99,89 |
99,85 |
99,90 |
99,85 |
99,90 |
99,87 |
75 000 |
75,56 |
4 |
DS1017 |
PL0000104543 |
102,09 |
102,10 |
102,03 |
102,03 |
102,03 |
102,03 |
102,03 |
25 000 |
26,41 |
1 |
DS1019 |
PL0000105441 |
103,17 |
103,15 |
103,07 |
103,21 |
103,07 |
103,21 |
103,13 |
50 000 |
53,45 |
3 |
DS1020 |
PL0000106126 |
101,07 |
101,00 |
100,99 |
101,17 |
100,96 |
100,98 |
101,00 |
270 000 |
282,42 |
21 |
DS1021 |
PL0000106670 |
104,02 |
103,93 |
104,00 |
104,07 |
103,95 |
103,95 |
104,01 |
75 000 |
80,97 |
8 |
WS0922 |
PL0000102646 |
104,06 |
103,95 |
104,00 |
104,03 |
103,95 |
103,95 |
104,00 |
55 000 |
59,65 |
4 |
WS0429 |
PL0000105391 |
103,97 |
103,94 |
103,90 |
103,90 |
103,88 |
103,88 |
103,89 |
15 000 |
15,74 |
2 |
WS0437 |
PL0000104857 |
96,00 |
111,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,25 |
103,16 |
103,25 |
103,25 |
103,10 |
103,10 |
103,19 |
125 000 |
167,80 |
10 |
IZ0823 |
PL0000105359 |
99,98 |
100,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,12 |
100,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,60 |
99,60 |
99,64 |
99,64 |
99,56 |
99,56 |
99,57 |
175 000 |
178,08 |
8 |
WZ0118 |
PL0000104717 |
99,08 |
99,11 |
99,08 |
99,08 |
99,08 |
99,08 |
99,08 |
15 000 |
15,19 |
1 |
WZ0121 |
PL0000106068 |
96,97 |
96,94 |
96,96 |
96,96 |
96,92 |
96,94 |
96,94 |
105 000 |
104,08 |
5 |
TOTAL |
1 050 000 |
1 126,29 |
70 |
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 |
58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
149 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
170 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
212 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
240 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
268 |
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 |
98,51 |
98,58 |
4,81 |
4,58 |
98,55 |
4,68 |
OK0113 |
PL0000106324 |
97,41 |
97,48 |
4,69 |
4,56 |
97,45 |
4,61 |
PS0413 |
PL0000105037 |
100,35 |
100,44 |
4,76 |
4,64 |
100,40 |
4,69 |
OK0713 |
PL0000106563 |
95,23 |
95,35 |
4,71 |
4,58 |
95,29 |
4,64 |
DS1013 |
PL0000102836 |
100,35 |
100,46 |
4,70 |
4,61 |
100,41 |
4,65 |
OK0114 |
PL0000106712 |
93,05 |
93,16 |
4,70 |
4,62 |
93,11 |
4,66 |
PS0414 |
PL0000105433 |
101,85 |
101,98 |
4,65 |
4,58 |
101,92 |
4,61 |
WZ0115 |
PL0000106480 |
100,09 |
100,18 |
--- |
--- |
100,14 |
--- |
PS0415 |
PL0000105953 |
102,13 |
102,26 |
4,67 |
4,62 |
102,20 |
4,64 |
DS1015 |
PL0000103602 |
104,71 |
104,89 |
4,67 |
4,61 |
104,80 |
4,64 |
PS0416 |
PL0000106340 |
100,82 |
101,01 |
4,75 |
4,70 |
100,92 |
4,72 |
IZ0816 |
PL0000103529 |
103,02 |
103,24 |
--- |
--- |
103,13 |
--- |
PS1016 |
PL0000106795 |
99,84 |
100,00 |
4,78 |
4,74 |
99,92 |
4,76 |
WZ0117 |
PL0000106936 |
99,55 |
99,71 |
--- |
--- |
99,63 |
--- |
PS0417 |
PL0000107058 |
99,81 |
100,00 |
4,79 |
4,74 |
99,91 |
4,76 |
DS1017 |
PL0000104543 |
102,03 |
102,17 |
4,80 |
4,77 |
102,10 |
4,78 |
WZ0118 |
PL0000104717 |
99,04 |
99,20 |
--- |
--- |
99,12 |
--- |
DS1019 |
PL0000105441 |
103,04 |
103,29 |
4,99 |
4,95 |
103,17 |
4,97 |
DS1020 |
PL0000106126 |
100,92 |
101,14 |
5,10 |
5,07 |
101,03 |
5,09 |
WZ0121 |
PL0000106068 |
96,93 |
97,10 |
--- |
--- |
97,02 |
--- |
DS1021 |
PL0000106670 |
103,81 |
104,05 |
5,22 |
5,18 |
103,93 |
5,20 |
WS0922 |
PL0000102646 |
103,90 |
104,08 |
5,24 |
5,22 |
103,99 |
5,23 |
IZ0823 |
PL0000105359 |
99,80 |
100,30 |
--- |
--- |
100,05 |
--- |
WS0429 |
PL0000105391 |
103,80 |
104,20 |
5,39 |
5,36 |
104,00 |
5,38 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,51 |
98,58 |
4,81 |
4,58 |
98,55 |
4,68 |
OK0113 |
PL0000106324 |
97,41 |
97,48 |
4,69 |
4,56 |
97,45 |
4,61 |
PS0413 |
PL0000105037 |
100,35 |
100,44 |
4,76 |
4,64 |
100,40 |
4,69 |
OK0713 |
PL0000106563 |
95,24 |
95,33 |
4,69 |
4,60 |
95,29 |
4,64 |
DS1013 |
PL0000102836 |
100,35 |
100,47 |
4,70 |
4,60 |
100,41 |
4,65 |
OK0114 |
PL0000106712 |
93,06 |
93,16 |
4,70 |
4,62 |
93,11 |
4,66 |
PS0414 |
PL0000105433 |
101,86 |
101,95 |
4,65 |
4,59 |
101,91 |
4,62 |
WZ0115 |
PL0000106480 |
100,05 |
100,15 |
--- |
--- |
100,10 |
--- |
PS0415 |
PL0000105953 |
102,16 |
102,27 |
4,66 |
4,61 |
102,22 |
4,63 |
DS1015 |
PL0000103602 |
104,74 |
104,92 |
4,66 |
4,60 |
104,83 |
4,63 |
PS0416 |
PL0000106340 |
100,85 |
100,98 |
4,74 |
4,70 |
100,92 |
4,72 |
IZ0816 |
PL0000103529 |
102,95 |
103,22 |
--- |
--- |
103,09 |
--- |
PS1016 |
PL0000106795 |
99,89 |
100,01 |
4,77 |
4,74 |
99,95 |
4,75 |
WZ0117 |
PL0000106936 |
99,48 |
99,64 |
--- |
--- |
99,56 |
--- |
PS0417 |
PL0000107058 |
99,83 |
99,97 |
4,78 |
4,75 |
99,90 |
4,77 |
DS1017 |
PL0000104543 |
102,00 |
102,18 |
4,81 |
4,77 |
102,09 |
4,79 |
WZ0118 |
PL0000104717 |
99,02 |
99,15 |
--- |
--- |
99,09 |
--- |
DS1019 |
PL0000105441 |
103,09 |
103,27 |
4,98 |
4,95 |
103,18 |
4,96 |
DS1020 |
PL0000106126 |
100,96 |
101,13 |
5,10 |
5,07 |
101,05 |
5,08 |
WZ0121 |
PL0000106068 |
96,86 |
96,99 |
--- |
--- |
96,93 |
--- |
DS1021 |
PL0000106670 |
103,91 |
104,04 |
5,20 |
5,18 |
103,98 |
5,19 |
WS0922 |
PL0000102646 |
103,92 |
104,18 |
5,24 |
5,21 |
104,05 |
5,22 |
IZ0823 |
PL0000105359 |
99,82 |
100,28 |
--- |
--- |
100,05 |
--- |
WS0429 |
PL0000105391 |
103,66 |
104,03 |
5,41 |
5,37 |
103,85 |
5,39 |
REPO MARKET |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,700 |
4,700 |
4,700 |
95 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
5 |
WS0922 |
PL0000102646 |
1/4 |
3 |
4,500 |
4,500 |
4,500 |
15 |
DS1013 |
PL0000102836 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
10 |
DS1017 |
PL0000104543 |
1/4 |
3 |
4,600 |
4,600 |
4,600 |
10 |
PS0415 |
PL0000105953 |
1/4 |
3 |
4,650 |
4,670 |
4,668 |
100 |
DS1020 |
PL0000106126 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
20 |
PS0416 |
PL0000106340 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
20 |
DS1021 |
PL0000106670 |
1/4 |
3 |
4,600 |
4,650 |
4,632 |
235 |
PS1016 |
PL0000106795 |
1/4 |
3 |
4,670 |
4,670 |
4,670 |
10 |
PS0417 |
PL0000107058 |
0/4 |
4 |
4,670 |
4,670 |
4,670 |
70 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,670 |
4,670 |
4,670 |
215 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,670 |
4,670 |
4,670 |
110 |
PS0414 |
PL0000105433 |
1/8 |
7 |
4,670 |
4,670 |
4,670 |
255 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,670 |
4,670 |
4,670 |
185 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,670 |
4,670 |
4,670 |
140 |
PS1016 |
PL0000106795 |
1/8 |
7 |
4,670 |
4,670 |
4,670 |
245 |
PS0417 |
PL0000107058 |
1/8 |
7 |
4,670 |
4,670 |
4,670 |
125 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
4,670 |
4,670 |
4,670 |
65 |
TOTAL |
1 930 |