2012-07-03 |
MARKET DATA |
No 126 (1911) |
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 |
850,00 |
913,50 |
56 |
1 695,00 |
1 773,39 |
19 |
2 545,00 |
2 686,89 |
75 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
850,00 |
913,50 |
56 |
1 695,00 |
1 773,39 |
19 |
2 545,00 |
2 686,89 |
75 |
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 |
99,75 |
99,76 |
99,76 |
99,76 |
99,76 |
99,76 |
99,76 |
110 000 |
109,74 |
2 |
OK1012 |
PL0000106100 |
98,61 |
98,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
97,52 |
97,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,44 |
100,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
95,37 |
95,42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,46 |
100,49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
93,25 |
93,26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,02 |
102,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
91,28 |
91,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,49 |
102,49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,04 |
105,07 |
105,03 |
105,03 |
105,03 |
105,03 |
105,03 |
10 000 |
10,94 |
1 |
PS0416 |
PL0000106340 |
101,23 |
101,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
100,32 |
100,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
100,32 |
100,21 |
100,13 |
100,30 |
100,13 |
100,28 |
100,26 |
17 500 |
17,71 |
3 |
DS1017 |
PL0000104543 |
102,47 |
102,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,60 |
103,50 |
103,65 |
103,65 |
103,65 |
103,65 |
103,65 |
10 000 |
10,75 |
1 |
DS1020 |
PL0000106126 |
101,60 |
101,45 |
101,46 |
101,48 |
101,46 |
101,48 |
101,47 |
45 000 |
47,30 |
3 |
DS1021 |
PL0000106670 |
104,67 |
104,37 |
104,46 |
104,65 |
104,46 |
104,65 |
104,55 |
425 000 |
461,28 |
29 |
WS0922 |
PL0000102646 |
104,64 |
104,40 |
104,50 |
104,70 |
104,50 |
104,70 |
104,66 |
140 000 |
152,81 |
11 |
WS0429 |
PL0000105391 |
104,75 |
104,38 |
104,80 |
104,80 |
104,80 |
104,80 |
104,80 |
20 000 |
21,18 |
2 |
WS0437 |
PL0000104857 |
85,00 |
115,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,03 |
103,15 |
103,15 |
103,18 |
103,15 |
103,18 |
103,17 |
25 000 |
33,57 |
2 |
IZ0823 |
PL0000105359 |
100,17 |
100,03 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,16 |
100,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,68 |
99,69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,30 |
99,18 |
99,30 |
99,30 |
99,29 |
99,29 |
99,30 |
47 500 |
48,22 |
2 |
WZ0121 |
PL0000106068 |
97,12 |
97,13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
850 000 |
913,50 |
56 |
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 |
55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
146 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
167 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
209 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
237 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
265 |
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 |
98,60 |
98,65 |
4,64 |
4,47 |
98,63 |
4,54 |
OK0113 |
PL0000106324 |
97,50 |
97,58 |
4,59 |
4,44 |
97,54 |
4,51 |
PS0413 |
PL0000105037 |
100,41 |
100,49 |
4,67 |
4,57 |
100,45 |
4,62 |
OK0713 |
PL0000106563 |
95,34 |
95,46 |
4,63 |
4,50 |
95,40 |
4,57 |
DS1013 |
PL0000102836 |
100,43 |
100,55 |
4,63 |
4,53 |
100,49 |
4,58 |
OK0114 |
PL0000106712 |
93,20 |
93,28 |
4,62 |
4,56 |
93,24 |
4,59 |
PS0414 |
PL0000105433 |
101,96 |
102,09 |
4,58 |
4,51 |
102,03 |
4,54 |
WZ0115 |
PL0000106480 |
100,07 |
100,19 |
--- |
--- |
100,13 |
--- |
PS0415 |
PL0000105953 |
102,35 |
102,53 |
4,58 |
4,51 |
102,44 |
4,55 |
DS1015 |
PL0000103602 |
104,94 |
105,10 |
4,59 |
4,54 |
105,02 |
4,57 |
PS0416 |
PL0000106340 |
101,11 |
101,30 |
4,67 |
4,61 |
101,21 |
4,64 |
IZ0816 |
PL0000103529 |
102,85 |
103,25 |
--- |
--- |
103,05 |
--- |
PS1016 |
PL0000106795 |
100,11 |
100,28 |
4,71 |
4,67 |
100,20 |
4,69 |
WZ0117 |
PL0000106936 |
99,55 |
99,73 |
--- |
--- |
99,64 |
--- |
PS0417 |
PL0000107058 |
100,10 |
100,24 |
4,72 |
4,69 |
100,17 |
4,70 |
DS1017 |
PL0000104543 |
102,19 |
102,44 |
4,76 |
4,71 |
102,32 |
4,74 |
WZ0118 |
PL0000104717 |
99,04 |
99,28 |
--- |
--- |
99,16 |
--- |
DS1019 |
PL0000105441 |
103,36 |
103,54 |
4,93 |
4,90 |
103,45 |
4,92 |
DS1020 |
PL0000106126 |
101,29 |
101,52 |
5,05 |
5,01 |
101,41 |
5,03 |
WZ0121 |
PL0000106068 |
96,91 |
97,18 |
--- |
--- |
97,05 |
--- |
DS1021 |
PL0000106670 |
104,26 |
104,51 |
5,15 |
5,12 |
104,39 |
5,14 |
WS0922 |
PL0000102646 |
104,32 |
104,55 |
5,19 |
5,16 |
104,44 |
5,17 |
IZ0823 |
PL0000105359 |
99,76 |
100,30 |
--- |
--- |
100,03 |
--- |
WS0429 |
PL0000105391 |
104,09 |
104,60 |
5,37 |
5,32 |
104,35 |
5,35 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,60 |
98,67 |
4,64 |
4,40 |
98,64 |
4,51 |
OK0113 |
PL0000106324 |
97,50 |
97,57 |
4,59 |
4,46 |
97,54 |
4,51 |
PS0413 |
PL0000105037 |
100,42 |
100,50 |
4,66 |
4,56 |
100,46 |
4,61 |
OK0713 |
PL0000106563 |
95,36 |
95,47 |
4,61 |
4,49 |
95,42 |
4,54 |
DS1013 |
PL0000102836 |
100,43 |
100,50 |
4,63 |
4,57 |
100,47 |
4,60 |
OK0114 |
PL0000106712 |
93,22 |
93,35 |
4,61 |
4,51 |
93,29 |
4,56 |
PS0414 |
PL0000105433 |
101,96 |
102,09 |
4,58 |
4,51 |
102,03 |
4,54 |
WZ0115 |
PL0000106480 |
100,12 |
100,22 |
--- |
--- |
100,17 |
--- |
PS0415 |
PL0000105953 |
102,43 |
102,55 |
4,55 |
4,50 |
102,49 |
4,53 |
DS1015 |
PL0000103602 |
105,01 |
105,13 |
4,57 |
4,53 |
105,07 |
4,55 |
PS0416 |
PL0000106340 |
101,19 |
101,44 |
4,64 |
4,57 |
101,32 |
4,61 |
IZ0816 |
PL0000103529 |
102,98 |
103,35 |
--- |
--- |
103,17 |
--- |
PS1016 |
PL0000106795 |
100,19 |
100,42 |
4,69 |
4,63 |
100,31 |
4,66 |
WZ0117 |
PL0000106936 |
99,64 |
99,79 |
--- |
--- |
99,72 |
--- |
PS0417 |
PL0000107058 |
100,17 |
100,36 |
4,70 |
4,66 |
100,27 |
4,68 |
DS1017 |
PL0000104543 |
102,38 |
102,59 |
4,72 |
4,68 |
102,49 |
4,70 |
WZ0118 |
PL0000104717 |
99,19 |
99,39 |
--- |
--- |
99,29 |
--- |
DS1019 |
PL0000105441 |
103,53 |
103,75 |
4,91 |
4,87 |
103,64 |
4,89 |
DS1020 |
PL0000106126 |
101,49 |
101,78 |
5,02 |
4,98 |
101,64 |
5,00 |
WZ0121 |
PL0000106068 |
97,08 |
97,22 |
--- |
--- |
97,15 |
--- |
DS1021 |
PL0000106670 |
104,51 |
104,77 |
5,12 |
5,09 |
104,64 |
5,10 |
WS0922 |
PL0000102646 |
104,50 |
104,84 |
5,17 |
5,12 |
104,67 |
5,14 |
IZ0823 |
PL0000105359 |
99,80 |
100,34 |
--- |
--- |
100,07 |
--- |
WS0429 |
PL0000105391 |
104,44 |
104,97 |
5,34 |
5,29 |
104,71 |
5,31 |
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 |
0/1 |
1 |
4,500 |
4,550 |
4,545 |
95 |
WS0922 |
PL0000102646 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
95 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
160 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
20 |
WS0429 |
PL0000105391 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
30 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
160 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
95 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,600 |
4,650 |
4,626 |
180 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
20 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
20 |
PS0416 |
PL0000106340 |
2/3 |
1 |
4,650 |
4,650 |
4,650 |
500 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
100 |
PS1016 |
PL0000106795 |
0/1 |
1 |
4,570 |
4,570 |
4,570 |
35 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
30 |
DS1020 |
PL0000106126 |
0/2 |
2 |
4,650 |
4,650 |
4,650 |
30 |
PS1016 |
PL0000106795 |
0/2 |
2 |
4,550 |
4,550 |
4,550 |
20 |
PS1016 |
PL0000106795 |
1/3 |
2 |
4,600 |
4,600 |
4,600 |
105 |
TOTAL |
1 695 |