2012-07-05 |
MARKET DATA |
No 128 (1913) |
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 |
3 055,00 |
3 147,46 |
129 |
2 845,00 |
2 980,03 |
28 |
5 900,00 |
6 127,49 |
157 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
3 055,00 |
3 147,46 |
129 |
2 845,00 |
2 980,03 |
28 |
5 900,00 |
6 127,49 |
157 |
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 |
99,83 |
99,81 |
99,81 |
99,83 |
99,81 |
99,82 |
99,82 |
977 500 |
975,76 |
24 |
OK1012 |
PL0000106100 |
98,70 |
98,70 |
98,70 |
98,70 |
98,70 |
98,70 |
98,70 |
10 000 |
9,87 |
1 |
OK0113 |
PL0000106324 |
97,53 |
97,55 |
97,55 |
97,55 |
97,55 |
97,55 |
97,55 |
80 000 |
78,04 |
2 |
PS0413 |
PL0000105037 |
100,43 |
100,47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
95,40 |
95,47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,43 |
100,44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
93,29 |
93,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,95 |
101,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
91,22 |
91,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,39 |
102,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,89 |
104,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,15 |
101,06 |
101,15 |
101,15 |
101,06 |
101,06 |
101,11 |
45 000 |
45,96 |
2 |
PS1016 |
PL0000106795 |
100,19 |
100,02 |
100,18 |
100,18 |
99,95 |
100,02 |
100,14 |
495 000 |
512,26 |
12 |
PS0417 |
PL0000107058 |
100,22 |
100,06 |
100,20 |
100,24 |
99,98 |
100,04 |
100,19 |
420 000 |
424,89 |
15 |
DS1017 |
PL0000104543 |
102,45 |
102,27 |
102,50 |
102,50 |
102,27 |
102,27 |
102,41 |
25 000 |
26,53 |
2 |
DS1019 |
PL0000105441 |
104,88 |
103,46 |
103,69 |
103,72 |
103,58 |
103,65 |
103,67 |
175 000 |
188,20 |
11 |
DS1020 |
PL0000106126 |
101,66 |
101,52 |
101,73 |
101,73 |
101,73 |
101,73 |
101,73 |
10 000 |
10,54 |
1 |
DS1021 |
PL0000106670 |
104,72 |
104,43 |
104,70 |
104,83 |
104,40 |
104,45 |
104,67 |
420 000 |
456,65 |
33 |
WS0922 |
PL0000102646 |
104,82 |
104,50 |
104,80 |
104,82 |
104,45 |
104,47 |
104,53 |
225 000 |
245,45 |
18 |
WS0429 |
PL0000105391 |
104,60 |
104,69 |
104,34 |
104,34 |
104,34 |
104,34 |
104,34 |
15 000 |
15,83 |
1 |
WS0437 |
PL0000104857 |
97,00 |
110,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,10 |
103,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
100,25 |
100,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,15 |
100,19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,71 |
99,73 |
99,70 |
99,70 |
99,70 |
99,70 |
99,70 |
17 500 |
17,85 |
2 |
WZ0118 |
PL0000104717 |
99,36 |
99,30 |
99,32 |
99,32 |
99,32 |
99,32 |
99,32 |
10 000 |
10,16 |
1 |
WZ0121 |
PL0000106068 |
97,34 |
97,32 |
97,34 |
97,34 |
97,26 |
97,32 |
97,31 |
130 000 |
129,48 |
4 |
TOTAL |
3 055 000 |
3 147,46 |
129 |
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 |
51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
142 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
163 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
205 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
233 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
261 |
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 |
98,67 |
98,73 |
4,57 |
4,36 |
98,70 |
4,46 |
OK0113 |
PL0000106324 |
97,52 |
97,62 |
4,64 |
4,45 |
97,57 |
4,55 |
PS0413 |
PL0000105037 |
100,42 |
100,53 |
4,65 |
4,51 |
100,48 |
4,57 |
OK0713 |
PL0000106563 |
95,39 |
95,51 |
4,63 |
4,50 |
95,45 |
4,56 |
DS1013 |
PL0000102836 |
100,41 |
100,54 |
4,64 |
4,54 |
100,48 |
4,59 |
OK0114 |
PL0000106712 |
93,27 |
93,39 |
4,60 |
4,52 |
93,33 |
4,56 |
PS0414 |
PL0000105433 |
101,91 |
102,05 |
4,60 |
4,52 |
101,98 |
4,56 |
WZ0115 |
PL0000106480 |
100,08 |
100,25 |
--- |
--- |
100,17 |
--- |
PS0415 |
PL0000105953 |
102,35 |
102,54 |
4,58 |
4,50 |
102,45 |
4,54 |
DS1015 |
PL0000103602 |
104,84 |
105,03 |
4,62 |
4,56 |
104,94 |
4,59 |
PS0416 |
PL0000106340 |
101,06 |
101,27 |
4,68 |
4,62 |
101,17 |
4,65 |
IZ0816 |
PL0000103529 |
103,05 |
103,44 |
--- |
--- |
103,25 |
--- |
PS1016 |
PL0000106795 |
100,09 |
100,31 |
4,72 |
4,66 |
100,20 |
4,69 |
WZ0117 |
PL0000106936 |
99,53 |
99,78 |
--- |
--- |
99,66 |
--- |
PS0417 |
PL0000107058 |
100,08 |
100,28 |
4,72 |
4,68 |
100,18 |
4,70 |
DS1017 |
PL0000104543 |
102,40 |
102,62 |
4,72 |
4,67 |
102,51 |
4,69 |
WZ0118 |
PL0000104717 |
99,21 |
99,53 |
--- |
--- |
99,37 |
--- |
DS1019 |
PL0000105441 |
103,42 |
103,69 |
4,92 |
4,88 |
103,56 |
4,90 |
DS1020 |
PL0000106126 |
101,51 |
101,81 |
5,02 |
4,97 |
101,66 |
4,99 |
WZ0121 |
PL0000106068 |
97,20 |
97,45 |
--- |
--- |
97,33 |
--- |
DS1021 |
PL0000106670 |
104,45 |
104,74 |
5,13 |
5,09 |
104,60 |
5,11 |
WS0922 |
PL0000102646 |
104,58 |
104,85 |
5,16 |
5,12 |
104,72 |
5,14 |
IZ0823 |
PL0000105359 |
99,85 |
100,35 |
--- |
--- |
100,10 |
--- |
WS0429 |
PL0000105391 |
104,32 |
104,91 |
5,35 |
5,30 |
104,62 |
5,32 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,62 |
98,71 |
4,74 |
4,43 |
98,67 |
4,57 |
OK0113 |
PL0000106324 |
97,49 |
97,58 |
4,70 |
4,53 |
97,54 |
4,60 |
PS0413 |
PL0000105037 |
100,34 |
100,48 |
4,75 |
4,57 |
100,41 |
4,66 |
OK0713 |
PL0000106563 |
95,36 |
95,49 |
4,66 |
4,52 |
95,43 |
4,58 |
DS1013 |
PL0000102836 |
100,35 |
100,48 |
4,69 |
4,59 |
100,42 |
4,64 |
OK0114 |
PL0000106712 |
93,21 |
93,36 |
4,65 |
4,54 |
93,29 |
4,59 |
PS0414 |
PL0000105433 |
101,88 |
102,00 |
4,62 |
4,55 |
101,94 |
4,59 |
WZ0115 |
PL0000106480 |
100,12 |
100,22 |
--- |
--- |
100,17 |
--- |
PS0415 |
PL0000105953 |
102,26 |
102,41 |
4,61 |
4,55 |
102,34 |
4,58 |
DS1015 |
PL0000103602 |
104,74 |
104,93 |
4,65 |
4,59 |
104,84 |
4,62 |
PS0416 |
PL0000106340 |
100,90 |
101,09 |
4,73 |
4,67 |
101,00 |
4,70 |
IZ0816 |
PL0000103529 |
103,01 |
103,45 |
--- |
--- |
103,23 |
--- |
PS1016 |
PL0000106795 |
99,92 |
100,06 |
4,76 |
4,72 |
99,99 |
4,74 |
WZ0117 |
PL0000106936 |
99,68 |
99,77 |
--- |
--- |
99,73 |
--- |
PS0417 |
PL0000107058 |
99,86 |
100,09 |
4,78 |
4,72 |
99,98 |
4,75 |
DS1017 |
PL0000104543 |
102,12 |
102,31 |
4,78 |
4,74 |
102,22 |
4,76 |
WZ0118 |
PL0000104717 |
99,21 |
99,43 |
--- |
--- |
99,32 |
--- |
DS1019 |
PL0000105441 |
103,24 |
103,54 |
4,95 |
4,90 |
103,39 |
4,93 |
DS1020 |
PL0000106126 |
101,26 |
101,63 |
5,05 |
5,00 |
101,45 |
5,02 |
WZ0121 |
PL0000106068 |
97,24 |
97,37 |
--- |
--- |
97,31 |
--- |
DS1021 |
PL0000106670 |
104,20 |
104,54 |
5,16 |
5,12 |
104,37 |
5,14 |
WS0922 |
PL0000102646 |
104,28 |
104,54 |
5,19 |
5,16 |
104,41 |
5,18 |
IZ0823 |
PL0000105359 |
99,87 |
100,44 |
--- |
--- |
100,16 |
--- |
WS0429 |
PL0000105391 |
104,16 |
104,77 |
5,36 |
5,31 |
104,47 |
5,33 |
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 |
4,550 |
4,550 |
4,550 |
10 |
OK0712 |
PL0000105912 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
20 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
10 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
30 |
WS0922 |
PL0000102646 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
10 |
DS1013 |
PL0000102836 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
25 |
DS1015 |
PL0000103602 |
1/4 |
3 |
4,550 |
4,550 |
4,550 |
15 |
DS1017 |
PL0000104543 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
250 |
PS0414 |
PL0000105433 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
120 |
DS1019 |
PL0000105441 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
330 |
PS0415 |
PL0000105953 |
1/4 |
3 |
4,620 |
4,650 |
4,643 |
365 |
DS1020 |
PL0000106126 |
1/4 |
3 |
4,600 |
4,650 |
4,648 |
330 |
PS0416 |
PL0000106340 |
1/4 |
3 |
4,620 |
4,650 |
4,640 |
60 |
DS1021 |
PL0000106670 |
1/4 |
3 |
4,620 |
4,650 |
4,642 |
220 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
20 |
PS0414 |
PL0000105433 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
385 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,620 |
4,620 |
4,620 |
40 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
225 |
PS0416 |
PL0000106340 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
280 |
PS1016 |
PL0000106795 |
1/8 |
7 |
4,600 |
4,600 |
4,600 |
100 |
TOTAL |
2 845 |