2012-07-09 |
MARKET DATA |
No 130 (1915) |
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 |
477,50 |
483,77 |
32 |
1 090,00 |
1 129,90 |
15 |
1 567,50 |
1 613,68 |
47 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
477,50 |
483,77 |
32 |
1 090,00 |
1 129,90 |
15 |
1 567,50 |
1 613,68 |
47 |
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 |
99,85 |
99,85 |
99,85 |
99,85 |
99,85 |
99,85 |
99,85 |
20 000 |
19,97 |
1 |
OK1012 |
PL0000106100 |
98,66 |
98,71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
97,55 |
97,59 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,38 |
100,47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
95,38 |
95,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,42 |
100,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
93,29 |
93,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,93 |
101,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
91,27 |
91,27 |
91,32 |
91,32 |
91,26 |
91,27 |
91,28 |
125 000 |
114,10 |
7 |
PS0415 |
PL0000105953 |
102,34 |
102,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,90 |
104,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,00 |
101,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
100,10 |
100,07 |
100,10 |
100,10 |
100,09 |
100,10 |
100,10 |
37 500 |
38,80 |
3 |
PS0417 |
PL0000107058 |
100,04 |
99,97 |
100,05 |
100,05 |
100,05 |
100,05 |
100,05 |
55 000 |
55,58 |
3 |
DS1017 |
PL0000104543 |
102,22 |
102,24 |
102,30 |
102,30 |
102,30 |
102,30 |
102,30 |
10 000 |
10,60 |
1 |
DS1019 |
PL0000105441 |
103,42 |
103,45 |
103,50 |
103,50 |
103,50 |
103,50 |
103,50 |
5 000 |
5,37 |
1 |
DS1020 |
PL0000106126 |
101,50 |
101,47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
104,49 |
104,40 |
104,47 |
104,49 |
104,47 |
104,47 |
104,48 |
60 000 |
65,14 |
7 |
WS0922 |
PL0000102646 |
104,58 |
104,57 |
104,65 |
104,65 |
104,60 |
104,62 |
104,63 |
80 000 |
87,37 |
5 |
WS0429 |
PL0000105391 |
104,45 |
104,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
96,00 |
125,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,13 |
103,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
100,00 |
100,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,15 |
100,15 |
100,15 |
100,15 |
100,15 |
100,15 |
100,15 |
50 000 |
51,23 |
1 |
WZ0117 |
PL0000106936 |
99,65 |
99,68 |
99,70 |
99,70 |
99,70 |
99,70 |
99,70 |
10 000 |
10,20 |
1 |
WZ0118 |
PL0000104717 |
99,32 |
99,26 |
99,33 |
99,33 |
99,33 |
99,33 |
99,33 |
25 000 |
25,41 |
2 |
WZ0121 |
PL0000106068 |
97,36 |
97,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
477 500 |
483,77 |
32 |
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 |
49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
140 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
161 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
203 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
231 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
259 |
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 |
98,65 |
98,72 |
4,73 |
4,48 |
98,69 |
4,58 |
OK0113 |
PL0000106324 |
97,52 |
97,61 |
4,69 |
4,51 |
97,57 |
4,59 |
PS0413 |
PL0000105037 |
100,37 |
100,48 |
4,71 |
4,57 |
100,43 |
4,63 |
OK0713 |
PL0000106563 |
95,37 |
95,49 |
4,67 |
4,54 |
95,43 |
4,61 |
DS1013 |
PL0000102836 |
100,40 |
100,52 |
4,65 |
4,55 |
100,46 |
4,60 |
OK0114 |
PL0000106712 |
93,25 |
93,38 |
4,64 |
4,54 |
93,32 |
4,58 |
PS0414 |
PL0000105433 |
101,87 |
102,01 |
4,62 |
4,54 |
101,94 |
4,58 |
WZ0115 |
PL0000106480 |
100,12 |
100,21 |
--- |
--- |
100,17 |
--- |
PS0415 |
PL0000105953 |
102,31 |
102,48 |
4,59 |
4,53 |
102,40 |
4,56 |
DS1015 |
PL0000103602 |
104,82 |
105,00 |
4,62 |
4,57 |
104,91 |
4,60 |
PS0416 |
PL0000106340 |
100,90 |
101,12 |
4,73 |
4,66 |
101,01 |
4,69 |
IZ0816 |
PL0000103529 |
103,03 |
103,36 |
--- |
--- |
103,20 |
--- |
PS1016 |
PL0000106795 |
99,98 |
100,16 |
4,75 |
4,70 |
100,07 |
4,72 |
WZ0117 |
PL0000106936 |
99,61 |
99,77 |
--- |
--- |
99,69 |
--- |
PS0417 |
PL0000107058 |
99,94 |
100,09 |
4,76 |
4,72 |
100,02 |
4,74 |
DS1017 |
PL0000104543 |
102,12 |
102,38 |
4,78 |
4,72 |
102,25 |
4,75 |
WZ0118 |
PL0000104717 |
99,22 |
99,39 |
--- |
--- |
99,31 |
--- |
DS1019 |
PL0000105441 |
103,30 |
103,49 |
4,94 |
4,91 |
103,40 |
4,93 |
DS1020 |
PL0000106126 |
101,35 |
101,62 |
5,04 |
5,00 |
101,49 |
5,02 |
WZ0121 |
PL0000106068 |
97,26 |
97,43 |
--- |
--- |
97,35 |
--- |
DS1021 |
PL0000106670 |
104,30 |
104,51 |
5,15 |
5,12 |
104,41 |
5,13 |
WS0922 |
PL0000102646 |
104,34 |
104,69 |
5,19 |
5,14 |
104,52 |
5,16 |
IZ0823 |
PL0000105359 |
99,90 |
100,40 |
--- |
--- |
100,15 |
--- |
WS0429 |
PL0000105391 |
104,19 |
104,74 |
5,36 |
5,31 |
104,47 |
5,33 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,65 |
98,72 |
4,73 |
4,48 |
98,69 |
4,58 |
OK0113 |
PL0000106324 |
97,54 |
97,60 |
4,65 |
4,53 |
97,57 |
4,59 |
PS0413 |
PL0000105037 |
100,37 |
100,48 |
4,71 |
4,57 |
100,43 |
4,63 |
OK0713 |
PL0000106563 |
95,37 |
95,49 |
4,67 |
4,54 |
95,43 |
4,61 |
DS1013 |
PL0000102836 |
100,41 |
100,50 |
4,64 |
4,57 |
100,46 |
4,60 |
OK0114 |
PL0000106712 |
93,27 |
93,37 |
4,62 |
4,55 |
93,32 |
4,58 |
PS0414 |
PL0000105433 |
101,91 |
102,04 |
4,60 |
4,52 |
101,98 |
4,56 |
WZ0115 |
PL0000106480 |
100,13 |
100,21 |
--- |
--- |
100,17 |
--- |
PS0415 |
PL0000105953 |
102,32 |
102,42 |
4,59 |
4,55 |
102,37 |
4,57 |
DS1015 |
PL0000103602 |
104,88 |
105,04 |
4,61 |
4,55 |
104,96 |
4,58 |
PS0416 |
PL0000106340 |
100,97 |
101,14 |
4,71 |
4,66 |
101,06 |
4,68 |
IZ0816 |
PL0000103529 |
103,09 |
103,37 |
--- |
--- |
103,23 |
--- |
PS1016 |
PL0000106795 |
100,07 |
100,19 |
4,72 |
4,69 |
100,13 |
4,71 |
WZ0117 |
PL0000106936 |
99,62 |
99,75 |
--- |
--- |
99,69 |
--- |
PS0417 |
PL0000107058 |
100,00 |
100,12 |
4,74 |
4,71 |
100,06 |
4,73 |
DS1017 |
PL0000104543 |
102,20 |
102,42 |
4,76 |
4,71 |
102,31 |
4,74 |
WZ0118 |
PL0000104717 |
99,27 |
99,40 |
--- |
--- |
99,34 |
--- |
DS1019 |
PL0000105441 |
103,36 |
103,55 |
4,93 |
4,90 |
103,46 |
4,92 |
DS1020 |
PL0000106126 |
101,47 |
101,71 |
5,02 |
4,99 |
101,59 |
5,00 |
WZ0121 |
PL0000106068 |
97,31 |
97,44 |
--- |
--- |
97,38 |
--- |
DS1021 |
PL0000106670 |
104,41 |
104,53 |
5,13 |
5,12 |
104,47 |
5,13 |
WS0922 |
PL0000102646 |
104,50 |
104,67 |
5,17 |
5,14 |
104,59 |
5,15 |
IZ0823 |
PL0000105359 |
99,95 |
100,34 |
--- |
--- |
100,15 |
--- |
WS0429 |
PL0000105391 |
104,27 |
104,68 |
5,35 |
5,32 |
104,48 |
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) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,550 |
4,550 |
4,550 |
15 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
20 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,500 |
4,500 |
4,500 |
30 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,500 |
4,500 |
4,500 |
10 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
90 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,550 |
4,550 |
4,550 |
55 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
20 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,500 |
4,500 |
4,500 |
10 |
PS0417 |
PL0000107058 |
0/1 |
1 |
4,500 |
4,500 |
4,500 |
30 |
DS1017 |
PL0000104543 |
1/3 |
2 |
4,550 |
4,550 |
4,550 |
20 |
WS0922 |
PL0000102646 |
1/8 |
7 |
4,500 |
4,550 |
4,533 |
30 |
DS1017 |
PL0000104543 |
2/9 |
7 |
4,550 |
4,550 |
4,550 |
20 |
PS0414 |
PL0000105433 |
1/8 |
7 |
4,600 |
4,600 |
4,600 |
500 |
PS0414 |
PL0000105433 |
2/9 |
7 |
4,600 |
4,600 |
4,600 |
240 |
TOTAL |
1 090 |