2012-07-02 |
MARKET DATA |
No 125 (1910) |
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 |
767,50 |
800,67 |
48 |
1 680,00 |
1 723,45 |
17 |
2 447,50 |
2 524,12 |
65 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
767,50 |
800,67 |
48 |
1 680,00 |
1 723,45 |
17 |
2 447,50 |
2 524,12 |
65 |
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 |
99,74 |
99,74 |
99,74 |
99,74 |
99,74 |
99,74 |
99,74 |
40 000 |
39,90 |
3 |
OK1012 |
PL0000106100 |
98,59 |
98,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
97,48 |
97,51 |
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 |
95,32 |
95,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,43 |
100,44 |
100,42 |
100,44 |
100,42 |
100,44 |
100,43 |
60 000 |
62,34 |
4 |
OK0114 |
PL0000106712 |
93,21 |
93,23 |
93,24 |
93,24 |
93,24 |
93,24 |
93,24 |
100 000 |
93,24 |
1 |
PS0414 |
PL0000105433 |
101,98 |
102,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
91,16 |
91,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,39 |
102,40 |
102,42 |
102,42 |
102,42 |
102,42 |
102,42 |
10 000 |
10,35 |
1 |
DS1015 |
PL0000103602 |
104,96 |
104,99 |
104,96 |
104,96 |
104,96 |
104,96 |
104,96 |
10 000 |
10,93 |
1 |
PS0416 |
PL0000106340 |
101,16 |
101,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
100,21 |
100,15 |
100,16 |
100,16 |
100,16 |
100,16 |
100,16 |
35 000 |
36,21 |
1 |
PS0417 |
PL0000107058 |
100,16 |
100,14 |
100,15 |
100,21 |
100,15 |
100,21 |
100,18 |
45 000 |
45,49 |
3 |
DS1017 |
PL0000104543 |
102,32 |
102,26 |
102,26 |
102,37 |
102,26 |
102,37 |
102,33 |
37 500 |
39,74 |
2 |
DS1019 |
PL0000105441 |
103,39 |
103,39 |
103,39 |
103,45 |
103,39 |
103,45 |
103,42 |
50 000 |
53,61 |
4 |
DS1020 |
PL0000106126 |
101,38 |
101,28 |
101,28 |
101,35 |
101,28 |
101,34 |
101,33 |
55 000 |
57,73 |
3 |
DS1021 |
PL0000106670 |
104,35 |
104,25 |
104,30 |
104,36 |
104,18 |
104,35 |
104,25 |
305 000 |
330,07 |
23 |
WS0922 |
PL0000102646 |
104,35 |
104,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
104,27 |
104,26 |
104,26 |
104,35 |
104,26 |
104,35 |
104,28 |
20 000 |
21,08 |
2 |
WS0437 |
PL0000104857 |
96,00 |
120,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,95 |
103,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
99,83 |
100,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,10 |
100,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,61 |
99,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,10 |
99,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,96 |
96,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
767 500 |
800,67 |
48 |
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 |
56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
147 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
168 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
210 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
238 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
266 |
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 |
98,58 |
98,63 |
4,67 |
4,50 |
98,61 |
4,57 |
OK0113 |
PL0000106324 |
97,45 |
97,54 |
4,66 |
4,49 |
97,50 |
4,57 |
PS0413 |
PL0000105037 |
100,39 |
100,48 |
4,70 |
4,59 |
100,44 |
4,64 |
OK0713 |
PL0000106563 |
95,29 |
95,40 |
4,67 |
4,55 |
95,35 |
4,61 |
DS1013 |
PL0000102836 |
100,40 |
100,51 |
4,65 |
4,57 |
100,46 |
4,61 |
OK0114 |
PL0000106712 |
93,18 |
93,26 |
4,63 |
4,57 |
93,22 |
4,60 |
PS0414 |
PL0000105433 |
101,93 |
102,07 |
4,60 |
4,52 |
102,00 |
4,56 |
WZ0115 |
PL0000106480 |
100,07 |
100,23 |
--- |
--- |
100,15 |
--- |
PS0415 |
PL0000105953 |
102,30 |
102,45 |
4,60 |
4,54 |
102,38 |
4,57 |
DS1015 |
PL0000103602 |
104,87 |
105,04 |
4,62 |
4,56 |
104,96 |
4,59 |
PS0416 |
PL0000106340 |
100,98 |
101,18 |
4,70 |
4,65 |
101,08 |
4,68 |
IZ0816 |
PL0000103529 |
102,91 |
103,37 |
--- |
--- |
103,14 |
--- |
PS1016 |
PL0000106795 |
100,00 |
100,19 |
4,74 |
4,69 |
100,10 |
4,71 |
WZ0117 |
PL0000106936 |
99,52 |
99,73 |
--- |
--- |
99,63 |
--- |
PS0417 |
PL0000107058 |
99,96 |
100,17 |
4,75 |
4,70 |
100,07 |
4,73 |
DS1017 |
PL0000104543 |
102,16 |
102,31 |
4,77 |
4,74 |
102,24 |
4,75 |
WZ0118 |
PL0000104717 |
98,96 |
99,37 |
--- |
--- |
99,17 |
--- |
DS1019 |
PL0000105441 |
103,23 |
103,49 |
4,96 |
4,91 |
103,36 |
4,93 |
DS1020 |
PL0000106126 |
101,07 |
101,38 |
5,08 |
5,03 |
101,23 |
5,06 |
WZ0121 |
PL0000106068 |
96,81 |
97,12 |
--- |
--- |
96,97 |
--- |
DS1021 |
PL0000106670 |
104,11 |
104,37 |
5,17 |
5,14 |
104,24 |
5,16 |
WS0922 |
PL0000102646 |
104,15 |
104,42 |
5,21 |
5,18 |
104,29 |
5,19 |
IZ0823 |
PL0000105359 |
99,77 |
100,29 |
--- |
--- |
100,03 |
--- |
WS0429 |
PL0000105391 |
103,95 |
104,47 |
5,38 |
5,34 |
104,21 |
5,36 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,58 |
98,64 |
4,67 |
4,47 |
98,61 |
4,57 |
OK0113 |
PL0000106324 |
97,47 |
97,57 |
4,62 |
4,43 |
97,52 |
4,53 |
PS0413 |
PL0000105037 |
100,40 |
100,46 |
4,69 |
4,61 |
100,43 |
4,65 |
OK0713 |
PL0000106563 |
95,31 |
95,41 |
4,65 |
4,54 |
95,36 |
4,60 |
DS1013 |
PL0000102836 |
100,41 |
100,53 |
4,65 |
4,55 |
100,47 |
4,60 |
OK0114 |
PL0000106712 |
93,19 |
93,27 |
4,62 |
4,56 |
93,23 |
4,59 |
PS0414 |
PL0000105433 |
101,96 |
102,10 |
4,58 |
4,50 |
102,03 |
4,54 |
WZ0115 |
PL0000106480 |
100,07 |
100,22 |
--- |
--- |
100,15 |
--- |
PS0415 |
PL0000105953 |
102,34 |
102,47 |
4,59 |
4,54 |
102,41 |
4,56 |
DS1015 |
PL0000103602 |
104,94 |
105,07 |
4,59 |
4,55 |
105,01 |
4,57 |
PS0416 |
PL0000106340 |
101,06 |
101,27 |
4,68 |
4,62 |
101,17 |
4,65 |
IZ0816 |
PL0000103529 |
102,90 |
103,30 |
--- |
--- |
103,10 |
--- |
PS1016 |
PL0000106795 |
100,11 |
100,28 |
4,71 |
4,67 |
100,20 |
4,69 |
WZ0117 |
PL0000106936 |
99,57 |
99,71 |
--- |
--- |
99,64 |
--- |
PS0417 |
PL0000107058 |
100,06 |
100,21 |
4,73 |
4,69 |
100,14 |
4,71 |
DS1017 |
PL0000104543 |
102,18 |
102,41 |
4,77 |
4,72 |
102,30 |
4,74 |
WZ0118 |
PL0000104717 |
99,06 |
99,39 |
--- |
--- |
99,23 |
--- |
DS1019 |
PL0000105441 |
103,31 |
103,49 |
4,94 |
4,91 |
103,40 |
4,93 |
DS1020 |
PL0000106126 |
101,21 |
101,39 |
5,06 |
5,03 |
101,30 |
5,05 |
WZ0121 |
PL0000106068 |
96,92 |
97,19 |
--- |
--- |
97,06 |
--- |
DS1021 |
PL0000106670 |
104,24 |
104,44 |
5,16 |
5,13 |
104,34 |
5,14 |
WS0922 |
PL0000102646 |
104,16 |
104,48 |
5,21 |
5,17 |
104,32 |
5,19 |
IZ0823 |
PL0000105359 |
99,77 |
100,29 |
--- |
--- |
100,03 |
--- |
WS0429 |
PL0000105391 |
104,11 |
104,52 |
5,37 |
5,33 |
104,32 |
5,35 |
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 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
20 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
120 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,550 |
4,550 |
4,550 |
50 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,550 |
4,550 |
4,550 |
95 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
90 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
20 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
245 |
PS0416 |
PL0000106340 |
2/3 |
1 |
4,580 |
4,580 |
4,580 |
570 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
80 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,500 |
4,550 |
4,527 |
110 |
PS1016 |
PL0000106795 |
0/1 |
1 |
4,500 |
4,500 |
4,500 |
160 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,580 |
4,580 |
4,580 |
20 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,580 |
4,580 |
4,580 |
50 |
PS0417 |
PL0000107058 |
1/8 |
7 |
4,550 |
4,550 |
4,550 |
50 |
TOTAL |
1 680 |