2012-07-06 |
MARKET DATA |
No 129 (1914) |
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 |
1 547,50 |
1 612,38 |
76 |
2 260,00 |
2 348,18 |
22 |
3 807,50 |
3 960,56 |
98 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 547,50 |
1 612,38 |
76 |
2 260,00 |
2 348,18 |
22 |
3 807,50 |
3 960,56 |
98 |
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 |
99,84 |
99,85 |
99,83 |
99,84 |
99,83 |
99,84 |
99,83 |
57 500 |
57,40 |
4 |
OK1012 |
PL0000106100 |
98,65 |
98,70 |
98,70 |
98,70 |
98,70 |
98,70 |
98,70 |
77 500 |
76,49 |
2 |
OK0113 |
PL0000106324 |
97,54 |
97,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,37 |
100,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
95,38 |
95,47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,39 |
100,44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
93,27 |
93,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,97 |
101,94 |
101,95 |
101,95 |
101,94 |
101,95 |
101,94 |
370 000 |
381,62 |
8 |
OK0714 |
PL0000107009 |
91,17 |
91,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,31 |
102,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,86 |
104,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,99 |
101,03 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
100,05 |
99,96 |
100,09 |
100,11 |
99,96 |
100,03 |
100,06 |
235 000 |
243,05 |
11 |
PS0417 |
PL0000107058 |
100,01 |
99,91 |
100,01 |
100,01 |
99,85 |
99,95 |
99,95 |
180 000 |
181,69 |
5 |
DS1017 |
PL0000104543 |
102,25 |
102,20 |
102,20 |
102,20 |
102,20 |
102,20 |
102,20 |
10 000 |
10,59 |
1 |
DS1019 |
PL0000105441 |
103,52 |
103,30 |
103,53 |
103,54 |
103,29 |
103,37 |
103,35 |
360 000 |
386,08 |
24 |
DS1020 |
PL0000106126 |
101,50 |
101,39 |
101,43 |
101,43 |
101,43 |
101,43 |
101,43 |
10 000 |
10,51 |
1 |
DS1021 |
PL0000106670 |
104,47 |
104,20 |
104,50 |
104,50 |
104,10 |
104,20 |
104,28 |
167 500 |
181,49 |
14 |
WS0922 |
PL0000102646 |
104,43 |
104,30 |
104,35 |
104,35 |
104,24 |
104,24 |
104,29 |
25 000 |
27,22 |
3 |
WS0429 |
PL0000105391 |
104,40 |
104,30 |
104,20 |
104,20 |
104,19 |
104,19 |
104,20 |
25 000 |
26,35 |
2 |
WS0437 |
PL0000104857 |
89,00 |
111,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,08 |
99,89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
99,92 |
100,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,17 |
98,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,70 |
97,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,60 |
99,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,32 |
96,12 |
97,33 |
97,33 |
97,33 |
97,33 |
97,33 |
30 000 |
29,89 |
1 |
TOTAL |
1 547 500 |
1 612,38 |
76 |
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 |
50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
141 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
162 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
204 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
232 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
260 |
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 |
98,64 |
98,71 |
4,72 |
4,47 |
98,68 |
4,58 |
OK0113 |
PL0000106324 |
97,48 |
97,60 |
4,74 |
4,51 |
97,54 |
4,63 |
PS0413 |
PL0000105037 |
100,36 |
100,48 |
4,73 |
4,57 |
100,42 |
4,65 |
OK0713 |
PL0000106563 |
95,36 |
95,49 |
4,67 |
4,53 |
95,43 |
4,60 |
DS1013 |
PL0000102836 |
100,36 |
100,49 |
4,68 |
4,58 |
100,43 |
4,63 |
OK0114 |
PL0000106712 |
93,23 |
93,36 |
4,64 |
4,55 |
93,30 |
4,59 |
PS0414 |
PL0000105433 |
101,93 |
102,02 |
4,59 |
4,54 |
101,98 |
4,56 |
WZ0115 |
PL0000106480 |
100,13 |
100,22 |
--- |
--- |
100,18 |
--- |
PS0415 |
PL0000105953 |
102,25 |
102,44 |
4,61 |
4,54 |
102,35 |
4,58 |
DS1015 |
PL0000103602 |
104,79 |
104,98 |
4,64 |
4,57 |
104,89 |
4,60 |
PS0416 |
PL0000106340 |
100,90 |
101,11 |
4,73 |
4,67 |
101,01 |
4,69 |
IZ0816 |
PL0000103529 |
102,99 |
103,44 |
--- |
--- |
103,22 |
--- |
PS1016 |
PL0000106795 |
99,98 |
100,13 |
4,75 |
4,71 |
100,06 |
4,72 |
WZ0117 |
PL0000106936 |
99,67 |
99,82 |
--- |
--- |
99,75 |
--- |
PS0417 |
PL0000107058 |
99,94 |
100,14 |
4,76 |
4,71 |
100,04 |
4,73 |
DS1017 |
PL0000104543 |
102,21 |
102,41 |
4,76 |
4,72 |
102,31 |
4,74 |
WZ0118 |
PL0000104717 |
99,19 |
99,42 |
--- |
--- |
99,31 |
--- |
DS1019 |
PL0000105441 |
103,46 |
103,60 |
4,92 |
4,89 |
103,53 |
4,91 |
DS1020 |
PL0000106126 |
101,31 |
101,64 |
5,04 |
5,00 |
101,48 |
5,02 |
WZ0121 |
PL0000106068 |
97,22 |
97,46 |
--- |
--- |
97,34 |
--- |
DS1021 |
PL0000106670 |
104,26 |
104,54 |
5,15 |
5,12 |
104,40 |
5,14 |
WS0922 |
PL0000102646 |
104,32 |
104,69 |
5,19 |
5,14 |
104,51 |
5,16 |
IZ0823 |
PL0000105359 |
99,85 |
100,43 |
--- |
--- |
100,14 |
--- |
WS0429 |
PL0000105391 |
104,22 |
104,79 |
5,36 |
5,31 |
104,51 |
5,33 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,64 |
98,71 |
4,72 |
4,47 |
98,68 |
4,58 |
OK0113 |
PL0000106324 |
97,53 |
97,60 |
4,65 |
4,51 |
97,57 |
4,57 |
PS0413 |
PL0000105037 |
100,36 |
100,48 |
4,73 |
4,57 |
100,42 |
4,65 |
OK0713 |
PL0000106563 |
95,37 |
95,49 |
4,66 |
4,53 |
95,43 |
4,60 |
DS1013 |
PL0000102836 |
100,37 |
100,46 |
4,68 |
4,60 |
100,42 |
4,63 |
OK0114 |
PL0000106712 |
93,24 |
93,37 |
4,63 |
4,54 |
93,31 |
4,58 |
PS0414 |
PL0000105433 |
101,90 |
101,97 |
4,61 |
4,57 |
101,94 |
4,59 |
WZ0115 |
PL0000106480 |
100,14 |
100,21 |
--- |
--- |
100,18 |
--- |
PS0415 |
PL0000105953 |
102,29 |
102,42 |
4,60 |
4,55 |
102,36 |
4,57 |
DS1015 |
PL0000103602 |
104,81 |
105,00 |
4,63 |
4,57 |
104,91 |
4,60 |
PS0416 |
PL0000106340 |
100,95 |
101,11 |
4,71 |
4,67 |
101,03 |
4,69 |
IZ0816 |
PL0000103529 |
103,03 |
103,42 |
--- |
--- |
103,23 |
--- |
PS1016 |
PL0000106795 |
100,00 |
100,13 |
4,74 |
4,71 |
100,07 |
4,72 |
WZ0117 |
PL0000106936 |
99,59 |
99,78 |
--- |
--- |
99,69 |
--- |
PS0417 |
PL0000107058 |
99,91 |
100,04 |
4,76 |
4,73 |
99,98 |
4,75 |
DS1017 |
PL0000104543 |
102,06 |
102,37 |
4,79 |
4,72 |
102,22 |
4,76 |
WZ0118 |
PL0000104717 |
99,21 |
99,39 |
--- |
--- |
99,30 |
--- |
DS1019 |
PL0000105441 |
103,26 |
103,45 |
4,95 |
4,92 |
103,36 |
4,93 |
DS1020 |
PL0000106126 |
101,23 |
101,54 |
5,06 |
5,01 |
101,39 |
5,03 |
WZ0121 |
PL0000106068 |
97,26 |
97,42 |
--- |
--- |
97,34 |
--- |
DS1021 |
PL0000106670 |
104,26 |
104,46 |
5,15 |
5,13 |
104,36 |
5,14 |
WS0922 |
PL0000102646 |
104,30 |
104,62 |
5,19 |
5,15 |
104,46 |
5,17 |
IZ0823 |
PL0000105359 |
99,88 |
100,46 |
--- |
--- |
100,17 |
--- |
WS0429 |
PL0000105391 |
104,11 |
104,55 |
5,37 |
5,33 |
104,33 |
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 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
30 |
DS1015 |
PL0000103602 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
15 |
DS1017 |
PL0000104543 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
320 |
PS0414 |
PL0000105433 |
3/4 |
1 |
4,650 |
4,650 |
4,650 |
120 |
DS1019 |
PL0000105441 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
415 |
PS0415 |
PL0000105953 |
3/4 |
1 |
4,600 |
4,650 |
4,623 |
205 |
DS1020 |
PL0000106126 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
240 |
DS1021 |
PL0000106670 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
85 |
OK0114 |
PL0000106712 |
3/4 |
1 |
4,550 |
4,550 |
4,550 |
10 |
WS0922 |
PL0000102646 |
0/3 |
3 |
4,600 |
4,600 |
4,600 |
10 |
DS1015 |
PL0000103602 |
0/3 |
3 |
4,600 |
4,600 |
4,600 |
35 |
PS1016 |
PL0000106795 |
0/3 |
3 |
4,500 |
4,500 |
4,500 |
20 |
PS0417 |
PL0000107058 |
0/3 |
3 |
4,600 |
4,600 |
4,600 |
70 |
PS1016 |
PL0000106795 |
0/4 |
4 |
4,600 |
4,600 |
4,600 |
10 |
WS0922 |
PL0000102646 |
3/10 |
7 |
4,600 |
4,620 |
4,618 |
50 |
PS0415 |
PL0000105953 |
3/10 |
7 |
4,620 |
4,620 |
4,620 |
15 |
OK1012 |
PL0000106100 |
3/10 |
7 |
4,630 |
4,630 |
4,630 |
530 |
PS0416 |
PL0000106340 |
3/10 |
7 |
4,620 |
4,620 |
4,620 |
80 |
TOTAL |
2 260 |