2012-07-04 |
MARKET DATA |
No 127 (1912) |
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 |
1 737,50 |
1 781,47 |
82 |
2 750,00 |
2 905,55 |
36 |
4 487,50 |
4 687,02 |
118 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 737,50 |
1 781,47 |
82 |
2 750,00 |
2 905,55 |
36 |
4 487,50 |
4 687,02 |
118 |
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 |
99,79 |
99,78 |
99,78 |
99,79 |
99,78 |
99,79 |
99,78 |
220 000 |
219,52 |
3 |
OK1012 |
PL0000106100 |
98,65 |
98,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
97,55 |
97,55 |
97,53 |
97,55 |
97,53 |
97,55 |
97,53 |
140 000 |
136,55 |
5 |
PS0413 |
PL0000105037 |
100,46 |
100,49 |
100,46 |
100,46 |
100,46 |
100,46 |
100,46 |
135 000 |
137,02 |
3 |
OK0713 |
PL0000106563 |
95,39 |
95,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,44 |
100,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
93,25 |
93,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,98 |
102,06 |
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 |
102,48 |
102,46 |
102,48 |
102,48 |
102,46 |
102,46 |
102,47 |
20 000 |
20,71 |
2 |
DS1015 |
PL0000103602 |
105,05 |
105,07 |
105,05 |
105,05 |
105,05 |
105,05 |
105,05 |
20 000 |
21,88 |
2 |
PS0416 |
PL0000106340 |
101,24 |
101,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
100,30 |
100,22 |
100,22 |
100,22 |
100,22 |
100,22 |
100,22 |
5 000 |
5,18 |
1 |
PS0417 |
PL0000107058 |
100,37 |
100,20 |
100,29 |
100,35 |
100,16 |
100,17 |
100,28 |
270 000 |
273,28 |
15 |
DS1017 |
PL0000104543 |
102,56 |
102,42 |
102,60 |
102,60 |
102,42 |
102,44 |
102,50 |
47 500 |
50,42 |
3 |
DS1019 |
PL0000105441 |
103,70 |
103,62 |
103,64 |
103,64 |
103,55 |
103,55 |
103,60 |
20 000 |
21,49 |
2 |
DS1020 |
PL0000106126 |
101,76 |
101,66 |
101,91 |
101,91 |
101,72 |
101,72 |
101,74 |
130 000 |
137,02 |
7 |
DS1021 |
PL0000106670 |
104,85 |
104,55 |
104,75 |
104,94 |
104,50 |
104,50 |
104,72 |
170 000 |
184,83 |
11 |
WS0922 |
PL0000102646 |
104,85 |
104,75 |
105,03 |
105,03 |
104,70 |
104,70 |
104,81 |
130 000 |
142,11 |
8 |
WS0429 |
PL0000105391 |
104,90 |
104,86 |
105,00 |
105,02 |
105,00 |
105,02 |
105,01 |
50 000 |
53,07 |
3 |
WS0437 |
PL0000104857 |
97,00 |
120,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,20 |
103,19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
99,94 |
100,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,17 |
100,18 |
100,19 |
100,19 |
100,19 |
100,19 |
100,19 |
5 000 |
5,12 |
1 |
WZ0117 |
PL0000106936 |
99,75 |
99,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,33 |
99,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,32 |
97,17 |
97,17 |
97,35 |
97,17 |
97,35 |
97,29 |
375 000 |
373,26 |
16 |
TOTAL |
1 737 500 |
1 781,47 |
82 |
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 |
54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
145 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
166 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
208 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
236 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
264 |
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 |
98,62 |
98,69 |
4,61 |
4,38 |
98,66 |
4,48 |
OK0113 |
PL0000106324 |
97,51 |
97,58 |
4,59 |
4,46 |
97,55 |
4,52 |
PS0413 |
PL0000105037 |
100,42 |
100,50 |
4,66 |
4,56 |
100,46 |
4,61 |
OK0713 |
PL0000106563 |
95,36 |
95,48 |
4,62 |
4,49 |
95,42 |
4,56 |
DS1013 |
PL0000102836 |
100,40 |
100,50 |
4,65 |
4,57 |
100,45 |
4,61 |
OK0114 |
PL0000106712 |
93,22 |
93,35 |
4,61 |
4,52 |
93,29 |
4,56 |
PS0414 |
PL0000105433 |
101,96 |
102,09 |
4,58 |
4,51 |
102,03 |
4,54 |
WZ0115 |
PL0000106480 |
100,10 |
100,22 |
--- |
--- |
100,16 |
--- |
PS0415 |
PL0000105953 |
102,43 |
102,62 |
4,55 |
4,48 |
102,53 |
4,51 |
DS1015 |
PL0000103602 |
104,94 |
105,09 |
4,59 |
4,54 |
105,02 |
4,57 |
PS0416 |
PL0000106340 |
101,16 |
101,42 |
4,65 |
4,58 |
101,29 |
4,61 |
IZ0816 |
PL0000103529 |
103,01 |
103,45 |
--- |
--- |
103,23 |
--- |
PS1016 |
PL0000106795 |
100,20 |
100,45 |
4,69 |
4,62 |
100,33 |
4,65 |
WZ0117 |
PL0000106936 |
99,59 |
99,78 |
--- |
--- |
99,69 |
--- |
PS0417 |
PL0000107058 |
100,17 |
100,38 |
4,70 |
4,65 |
100,28 |
4,68 |
DS1017 |
PL0000104543 |
102,36 |
102,63 |
4,73 |
4,67 |
102,50 |
4,70 |
WZ0118 |
PL0000104717 |
99,17 |
99,41 |
--- |
--- |
99,29 |
--- |
DS1019 |
PL0000105441 |
103,54 |
103,88 |
4,90 |
4,85 |
103,71 |
4,88 |
DS1020 |
PL0000106126 |
101,57 |
101,94 |
5,01 |
4,95 |
101,76 |
4,98 |
WZ0121 |
PL0000106068 |
97,07 |
97,30 |
--- |
--- |
97,19 |
--- |
DS1021 |
PL0000106670 |
104,66 |
104,91 |
5,10 |
5,07 |
104,79 |
5,08 |
WS0922 |
PL0000102646 |
104,65 |
105,03 |
5,15 |
5,10 |
104,84 |
5,12 |
IZ0823 |
PL0000105359 |
99,82 |
100,40 |
--- |
--- |
100,11 |
--- |
WS0429 |
PL0000105391 |
104,49 |
105,05 |
5,33 |
5,28 |
104,77 |
5,31 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,64 |
98,76 |
4,55 |
4,14 |
98,70 |
4,34 |
OK0113 |
PL0000106324 |
97,45 |
97,56 |
4,70 |
4,50 |
97,51 |
4,59 |
PS0413 |
PL0000105037 |
100,40 |
100,56 |
4,68 |
4,48 |
100,48 |
4,58 |
OK0713 |
PL0000106563 |
95,36 |
95,52 |
4,62 |
4,45 |
95,44 |
4,54 |
DS1013 |
PL0000102836 |
100,38 |
100,55 |
4,67 |
4,53 |
100,47 |
4,60 |
OK0114 |
PL0000106712 |
93,21 |
93,38 |
4,62 |
4,50 |
93,30 |
4,56 |
PS0414 |
PL0000105433 |
101,86 |
102,08 |
4,64 |
4,51 |
101,97 |
4,57 |
WZ0115 |
PL0000106480 |
100,13 |
100,22 |
--- |
--- |
100,18 |
--- |
PS0415 |
PL0000105953 |
102,34 |
102,51 |
4,58 |
4,52 |
102,43 |
4,55 |
DS1015 |
PL0000103602 |
104,85 |
105,14 |
4,62 |
4,53 |
105,00 |
4,57 |
PS0416 |
PL0000106340 |
101,06 |
101,37 |
4,68 |
4,59 |
101,22 |
4,63 |
IZ0816 |
PL0000103529 |
103,15 |
103,41 |
--- |
--- |
103,28 |
--- |
PS1016 |
PL0000106795 |
100,09 |
100,34 |
4,72 |
4,65 |
100,22 |
4,68 |
WZ0117 |
PL0000106936 |
99,59 |
99,87 |
--- |
--- |
99,73 |
--- |
PS0417 |
PL0000107058 |
100,08 |
100,24 |
4,72 |
4,69 |
100,16 |
4,71 |
DS1017 |
PL0000104543 |
102,41 |
102,55 |
4,72 |
4,69 |
102,48 |
4,70 |
WZ0118 |
PL0000104717 |
99,23 |
99,41 |
--- |
--- |
99,32 |
--- |
DS1019 |
PL0000105441 |
103,51 |
103,75 |
4,91 |
4,87 |
103,63 |
4,89 |
DS1020 |
PL0000106126 |
101,46 |
101,85 |
5,02 |
4,96 |
101,66 |
4,99 |
WZ0121 |
PL0000106068 |
97,26 |
97,41 |
--- |
--- |
97,34 |
--- |
DS1021 |
PL0000106670 |
104,48 |
104,88 |
5,12 |
5,07 |
104,68 |
5,10 |
WS0922 |
PL0000102646 |
104,64 |
104,95 |
5,15 |
5,11 |
104,80 |
5,13 |
IZ0823 |
PL0000105359 |
99,90 |
100,47 |
--- |
--- |
100,19 |
--- |
WS0429 |
PL0000105391 |
104,56 |
105,06 |
5,33 |
5,28 |
104,81 |
5,30 |
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 |
4,600 |
4,550 |
20 |
WS0922 |
PL0000102646 |
1/2 |
1 |
4,550 |
4,600 |
4,557 |
110 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
30 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
170 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
140 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,600 |
4,650 |
4,604 |
340 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
250 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
180 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,600 |
4,650 |
4,639 |
140 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
20 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,600 |
4,650 |
4,622 |
445 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
85 |
PS0417 |
PL0000107058 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
140 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
120 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
30 |
PS0414 |
PL0000105433 |
0/2 |
2 |
4,650 |
4,650 |
4,650 |
120 |
DS1017 |
PL0000104543 |
1/5 |
4 |
4,600 |
4,600 |
4,600 |
20 |
WZ0118 |
PL0000104717 |
1/5 |
4 |
4,600 |
4,600 |
4,600 |
20 |
DS1013 |
PL0000102836 |
1/6 |
5 |
4,600 |
4,600 |
4,600 |
25 |
DS1017 |
PL0000104543 |
2/9 |
7 |
4,620 |
4,620 |
4,620 |
110 |
OK1012 |
PL0000106100 |
2/9 |
7 |
4,600 |
4,600 |
4,600 |
20 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,620 |
4,630 |
4,626 |
155 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,620 |
4,620 |
4,620 |
60 |
TOTAL |
2 750 |