2012-06-29 |
MARKET DATA |
No 124 (1909) |
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 |
1 370,00 |
1 360,24 |
62 |
1 665,00 |
1 735,89 |
23 |
3 035,00 |
3 096,13 |
85 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 370,00 |
1 360,24 |
62 |
1 665,00 |
1 735,89 |
23 |
3 035,00 |
3 096,13 |
85 |
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 |
99,72 |
99,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
98,57 |
98,57 |
98,57 |
98,57 |
98,57 |
98,57 |
98,57 |
245 000 |
241,50 |
2 |
OK0113 |
PL0000106324 |
97,49 |
97,47 |
97,50 |
97,50 |
97,49 |
97,49 |
97,50 |
17 500 |
17,06 |
2 |
PS0413 |
PL0000105037 |
100,39 |
100,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
95,27 |
95,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,43 |
100,46 |
100,43 |
100,43 |
100,43 |
100,43 |
100,43 |
5 000 |
5,19 |
1 |
OK0114 |
PL0000106712 |
93,21 |
93,14 |
93,18 |
93,20 |
93,18 |
93,20 |
93,19 |
500 000 |
465,95 |
8 |
PS0414 |
PL0000105433 |
101,95 |
101,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
91,10 |
91,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,33 |
102,34 |
102,31 |
102,36 |
102,30 |
102,36 |
102,32 |
50 000 |
51,68 |
4 |
DS1015 |
PL0000103602 |
104,92 |
104,91 |
104,88 |
104,88 |
104,88 |
104,88 |
104,88 |
15 000 |
16,38 |
1 |
PS0416 |
PL0000106340 |
101,10 |
101,07 |
101,07 |
101,09 |
101,07 |
101,09 |
101,08 |
35 000 |
35,71 |
2 |
PS1016 |
PL0000106795 |
100,16 |
100,14 |
100,15 |
100,19 |
100,09 |
100,19 |
100,16 |
155 000 |
160,32 |
9 |
PS0417 |
PL0000107058 |
100,15 |
100,11 |
100,19 |
100,19 |
100,19 |
100,19 |
100,19 |
10 000 |
10,11 |
1 |
DS1017 |
PL0000104543 |
102,29 |
102,23 |
102,20 |
102,20 |
102,17 |
102,17 |
102,19 |
45 000 |
47,61 |
5 |
DS1019 |
PL0000105441 |
103,40 |
103,41 |
103,33 |
103,33 |
103,33 |
103,33 |
103,33 |
25 000 |
26,78 |
1 |
DS1020 |
PL0000106126 |
101,31 |
101,29 |
101,29 |
101,34 |
101,29 |
101,34 |
101,32 |
50 000 |
52,47 |
3 |
DS1021 |
PL0000106670 |
104,36 |
104,25 |
104,30 |
104,35 |
104,24 |
104,35 |
104,32 |
55 000 |
59,55 |
5 |
WS0922 |
PL0000102646 |
104,35 |
104,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
104,26 |
104,05 |
104,05 |
104,30 |
104,05 |
104,30 |
104,21 |
82 500 |
86,87 |
11 |
WS0437 |
PL0000104857 |
98,00 |
110,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,08 |
103,07 |
103,08 |
103,08 |
103,07 |
103,07 |
103,08 |
10 000 |
13,41 |
2 |
IZ0823 |
PL0000105359 |
99,87 |
100,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,10 |
100,12 |
100,14 |
100,14 |
100,14 |
100,14 |
100,14 |
5 000 |
5,12 |
1 |
WZ0117 |
PL0000106936 |
99,60 |
99,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,08 |
99,14 |
99,15 |
99,15 |
99,15 |
99,15 |
99,15 |
2 500 |
2,53 |
1 |
WZ0121 |
PL0000106068 |
97,00 |
96,96 |
96,98 |
97,00 |
96,98 |
97,00 |
96,99 |
62 500 |
61,99 |
3 |
TOTAL |
1 370 000 |
1 360,24 |
62 |
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 |
57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
148 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
169 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
211 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
239 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
267 |
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 |
98,53 |
98,59 |
4,79 |
4,59 |
98,56 |
4,69 |
OK0113 |
PL0000106324 |
97,41 |
97,50 |
4,71 |
4,54 |
97,46 |
4,62 |
PS0413 |
PL0000105037 |
100,36 |
100,46 |
4,74 |
4,62 |
100,41 |
4,68 |
OK0713 |
PL0000106563 |
95,25 |
95,37 |
4,70 |
4,57 |
95,31 |
4,63 |
DS1013 |
PL0000102836 |
100,36 |
100,48 |
4,69 |
4,59 |
100,42 |
4,64 |
OK0114 |
PL0000106712 |
93,10 |
93,21 |
4,68 |
4,60 |
93,16 |
4,63 |
PS0414 |
PL0000105433 |
101,88 |
102,02 |
4,63 |
4,55 |
101,95 |
4,59 |
WZ0115 |
PL0000106480 |
100,07 |
100,17 |
--- |
--- |
100,12 |
--- |
PS0415 |
PL0000105953 |
102,24 |
102,43 |
4,62 |
4,55 |
102,34 |
4,59 |
DS1015 |
PL0000103602 |
104,82 |
105,00 |
4,63 |
4,58 |
104,91 |
4,60 |
PS0416 |
PL0000106340 |
101,00 |
101,15 |
4,70 |
4,66 |
101,08 |
4,68 |
IZ0816 |
PL0000103529 |
102,99 |
103,20 |
--- |
--- |
103,10 |
--- |
PS1016 |
PL0000106795 |
100,06 |
100,21 |
4,72 |
4,69 |
100,14 |
4,70 |
WZ0117 |
PL0000106936 |
99,54 |
99,70 |
--- |
--- |
99,62 |
--- |
PS0417 |
PL0000107058 |
99,97 |
100,20 |
4,75 |
4,70 |
100,09 |
4,72 |
DS1017 |
PL0000104543 |
102,16 |
102,30 |
4,77 |
4,74 |
102,23 |
4,76 |
WZ0118 |
PL0000104717 |
99,04 |
99,20 |
--- |
--- |
99,12 |
--- |
DS1019 |
PL0000105441 |
103,28 |
103,51 |
4,95 |
4,91 |
103,40 |
4,93 |
DS1020 |
PL0000106126 |
101,15 |
101,44 |
5,07 |
5,03 |
101,30 |
5,05 |
WZ0121 |
PL0000106068 |
96,88 |
97,04 |
--- |
--- |
96,96 |
--- |
DS1021 |
PL0000106670 |
104,13 |
104,44 |
5,17 |
5,13 |
104,29 |
5,15 |
WS0922 |
PL0000102646 |
104,12 |
104,49 |
5,21 |
5,17 |
104,31 |
5,19 |
IZ0823 |
PL0000105359 |
99,80 |
100,30 |
--- |
--- |
100,05 |
--- |
WS0429 |
PL0000105391 |
104,06 |
104,43 |
5,37 |
5,34 |
104,25 |
5,35 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,53 |
98,58 |
4,79 |
4,62 |
98,56 |
4,69 |
OK0113 |
PL0000106324 |
97,45 |
97,50 |
4,64 |
4,54 |
97,48 |
4,58 |
PS0413 |
PL0000105037 |
100,38 |
100,46 |
4,72 |
4,62 |
100,42 |
4,67 |
OK0713 |
PL0000106563 |
95,26 |
95,38 |
4,69 |
4,56 |
95,32 |
4,62 |
DS1013 |
PL0000102836 |
100,39 |
100,49 |
4,66 |
4,58 |
100,44 |
4,62 |
OK0114 |
PL0000106712 |
93,17 |
93,26 |
4,63 |
4,56 |
93,22 |
4,59 |
PS0414 |
PL0000105433 |
101,93 |
102,05 |
4,60 |
4,53 |
101,99 |
4,57 |
WZ0115 |
PL0000106480 |
100,07 |
100,16 |
--- |
--- |
100,12 |
--- |
PS0415 |
PL0000105953 |
102,30 |
102,40 |
4,60 |
4,56 |
102,35 |
4,58 |
DS1015 |
PL0000103602 |
104,90 |
105,10 |
4,61 |
4,54 |
105,00 |
4,58 |
PS0416 |
PL0000106340 |
101,07 |
101,25 |
4,68 |
4,63 |
101,16 |
4,65 |
IZ0816 |
PL0000103529 |
102,97 |
103,15 |
--- |
--- |
103,06 |
--- |
PS1016 |
PL0000106795 |
100,11 |
100,27 |
4,71 |
4,67 |
100,19 |
4,69 |
WZ0117 |
PL0000106936 |
99,55 |
99,70 |
--- |
--- |
99,63 |
--- |
PS0417 |
PL0000107058 |
100,06 |
100,26 |
4,73 |
4,68 |
100,16 |
4,71 |
DS1017 |
PL0000104543 |
102,21 |
102,49 |
4,76 |
4,70 |
102,35 |
4,73 |
WZ0118 |
PL0000104717 |
99,04 |
99,20 |
--- |
--- |
99,12 |
--- |
DS1019 |
PL0000105441 |
103,36 |
103,68 |
4,93 |
4,88 |
103,52 |
4,91 |
DS1020 |
PL0000106126 |
101,27 |
101,58 |
5,05 |
5,01 |
101,43 |
5,03 |
WZ0121 |
PL0000106068 |
96,95 |
97,07 |
--- |
--- |
97,01 |
--- |
DS1021 |
PL0000106670 |
104,30 |
104,46 |
5,15 |
5,13 |
104,38 |
5,14 |
WS0922 |
PL0000102646 |
104,29 |
104,59 |
5,19 |
5,15 |
104,44 |
5,17 |
IZ0823 |
PL0000105359 |
99,80 |
100,30 |
--- |
--- |
100,05 |
--- |
WS0429 |
PL0000105391 |
104,12 |
104,61 |
5,37 |
5,32 |
104,37 |
5,34 |
REPO MARKET |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
3/4 |
1 |
4,400 |
4,400 |
4,400 |
10 |
DS1017 |
PL0000104543 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
15 |
PS0414 |
PL0000105433 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
120 |
DS1019 |
PL0000105441 |
3/4 |
1 |
4,550 |
4,550 |
4,550 |
20 |
PS0415 |
PL0000105953 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
90 |
DS1020 |
PL0000106126 |
3/4 |
1 |
4,550 |
4,620 |
4,611 |
110 |
PS0416 |
PL0000106340 |
3/4 |
1 |
4,600 |
4,620 |
4,618 |
260 |
DS1021 |
PL0000106670 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
140 |
PS1016 |
PL0000106795 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
10 |
PS0417 |
PL0000107058 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
120 |
PS0414 |
PL0000105433 |
0/3 |
3 |
4,700 |
4,700 |
4,700 |
120 |
DS1019 |
PL0000105441 |
0/3 |
3 |
4,650 |
4,650 |
4,650 |
300 |
PS0415 |
PL0000105953 |
0/3 |
3 |
4,650 |
4,700 |
4,699 |
290 |
DS1020 |
PL0000106126 |
0/3 |
3 |
4,650 |
4,650 |
4,650 |
60 |
TOTAL |
1 665 |