2012-07-10 |
MARKET DATA |
No 131 (1916) |
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 |
2 165,00 |
2 230,21 |
110 |
1 460,00 |
1 530,21 |
16 |
3 625,00 |
3 760,43 |
126 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 165,00 |
2 230,21 |
110 |
1 460,00 |
1 530,21 |
16 |
3 625,00 |
3 760,43 |
126 |
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 |
99,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
98,69 |
98,72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
97,57 |
97,58 |
97,57 |
97,57 |
97,57 |
97,57 |
97,57 |
40 000 |
39,03 |
1 |
PS0413 |
PL0000105037 |
100,43 |
100,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
95,41 |
95,49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,42 |
100,49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
93,29 |
93,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,94 |
101,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
91,29 |
91,29 |
91,29 |
91,29 |
91,28 |
91,29 |
91,28 |
200 000 |
182,57 |
7 |
PS0415 |
PL0000105953 |
102,41 |
102,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,00 |
104,95 |
104,97 |
105,00 |
104,97 |
105,00 |
104,99 |
107 500 |
117,67 |
8 |
PS0416 |
PL0000106340 |
101,12 |
101,11 |
101,12 |
101,12 |
101,10 |
101,11 |
101,11 |
95 000 |
97,07 |
6 |
PS1016 |
PL0000106795 |
100,16 |
100,13 |
100,13 |
100,16 |
100,13 |
100,16 |
100,16 |
155 000 |
160,49 |
16 |
PS0417 |
PL0000107058 |
100,10 |
100,11 |
100,10 |
100,10 |
100,08 |
100,08 |
100,09 |
30 000 |
30,33 |
2 |
DS1017 |
PL0000104543 |
102,33 |
102,40 |
102,40 |
102,40 |
102,40 |
102,40 |
102,40 |
7 500 |
7,96 |
1 |
DS1019 |
PL0000105441 |
103,55 |
103,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
101,67 |
101,67 |
101,63 |
101,63 |
101,63 |
101,63 |
101,63 |
40 000 |
42,15 |
4 |
DS1021 |
PL0000106670 |
104,70 |
104,60 |
104,60 |
104,70 |
104,60 |
104,62 |
104,63 |
405 000 |
440,37 |
30 |
WS0922 |
PL0000102646 |
104,77 |
104,64 |
104,74 |
104,85 |
104,74 |
104,85 |
104,80 |
65 000 |
71,11 |
3 |
WS0429 |
PL0000105391 |
104,90 |
104,68 |
104,83 |
104,91 |
104,83 |
104,91 |
104,88 |
95 000 |
100,81 |
9 |
WS0437 |
PL0000104857 |
98,50 |
130,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,12 |
103,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
99,99 |
100,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,20 |
99,83 |
99,85 |
100,20 |
99,85 |
100,20 |
99,91 |
230 000 |
235,15 |
5 |
WZ0117 |
PL0000106936 |
99,80 |
99,72 |
99,72 |
99,81 |
99,72 |
99,81 |
99,80 |
290 000 |
296,15 |
3 |
WZ0118 |
PL0000104717 |
99,42 |
99,36 |
99,37 |
99,44 |
99,37 |
99,44 |
99,40 |
270 000 |
274,66 |
4 |
WZ0121 |
PL0000106068 |
97,45 |
97,43 |
97,43 |
97,45 |
97,43 |
97,44 |
97,44 |
135 000 |
134,69 |
11 |
TOTAL |
2 165 000 |
2 230,21 |
110 |
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 |
48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
139 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
160 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
202 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
230 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
258 |
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 |
98,74 |
4,70 |
4,45 |
98,71 |
4,56 |
OK0113 |
PL0000106324 |
97,55 |
97,60 |
4,65 |
4,56 |
97,58 |
4,59 |
PS0413 |
PL0000105037 |
100,37 |
100,48 |
4,71 |
4,57 |
100,43 |
4,63 |
OK0713 |
PL0000106563 |
95,38 |
95,50 |
4,67 |
4,55 |
95,44 |
4,61 |
DS1013 |
PL0000102836 |
100,41 |
100,51 |
4,64 |
4,56 |
100,46 |
4,60 |
OK0114 |
PL0000106712 |
93,27 |
93,39 |
4,63 |
4,54 |
93,33 |
4,59 |
PS0414 |
PL0000105433 |
101,91 |
102,04 |
4,60 |
4,52 |
101,98 |
4,56 |
WZ0115 |
PL0000106480 |
100,15 |
100,22 |
--- |
--- |
100,19 |
--- |
PS0415 |
PL0000105953 |
102,34 |
102,53 |
4,58 |
4,51 |
102,44 |
4,54 |
DS1015 |
PL0000103602 |
104,93 |
105,04 |
4,59 |
4,55 |
104,99 |
4,57 |
PS0416 |
PL0000106340 |
101,02 |
101,16 |
4,69 |
4,65 |
101,09 |
4,67 |
IZ0816 |
PL0000103529 |
103,08 |
103,36 |
--- |
--- |
103,22 |
--- |
PS1016 |
PL0000106795 |
100,08 |
100,19 |
4,72 |
4,69 |
100,14 |
4,70 |
WZ0117 |
PL0000106936 |
99,69 |
99,81 |
--- |
--- |
99,75 |
--- |
PS0417 |
PL0000107058 |
99,98 |
100,20 |
4,75 |
4,70 |
100,09 |
4,72 |
DS1017 |
PL0000104543 |
102,23 |
102,48 |
4,75 |
4,70 |
102,36 |
4,73 |
WZ0118 |
PL0000104717 |
99,33 |
99,44 |
--- |
--- |
99,39 |
--- |
DS1019 |
PL0000105441 |
103,44 |
103,68 |
4,92 |
4,88 |
103,56 |
4,90 |
DS1020 |
PL0000106126 |
101,52 |
101,78 |
5,01 |
4,97 |
101,65 |
4,99 |
WZ0121 |
PL0000106068 |
97,34 |
97,48 |
--- |
--- |
97,41 |
--- |
DS1021 |
PL0000106670 |
104,51 |
104,72 |
5,12 |
5,09 |
104,62 |
5,11 |
WS0922 |
PL0000102646 |
104,60 |
104,90 |
5,15 |
5,12 |
104,75 |
5,13 |
IZ0823 |
PL0000105359 |
99,94 |
100,33 |
--- |
--- |
100,14 |
--- |
WS0429 |
PL0000105391 |
104,45 |
104,94 |
5,34 |
5,29 |
104,70 |
5,31 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,68 |
98,74 |
4,66 |
4,45 |
98,71 |
4,56 |
OK0113 |
PL0000106324 |
97,56 |
97,60 |
4,63 |
4,56 |
97,58 |
4,59 |
PS0413 |
PL0000105037 |
100,41 |
100,48 |
4,66 |
4,57 |
100,45 |
4,61 |
OK0713 |
PL0000106563 |
95,40 |
95,52 |
4,65 |
4,53 |
95,46 |
4,59 |
DS1013 |
PL0000102836 |
100,41 |
100,50 |
4,64 |
4,57 |
100,46 |
4,60 |
OK0114 |
PL0000106712 |
93,28 |
93,37 |
4,62 |
4,56 |
93,33 |
4,59 |
PS0414 |
PL0000105433 |
101,92 |
102,06 |
4,59 |
4,51 |
101,99 |
4,55 |
WZ0115 |
PL0000106480 |
100,18 |
100,25 |
--- |
--- |
100,22 |
--- |
PS0415 |
PL0000105953 |
102,34 |
102,46 |
4,58 |
4,53 |
102,40 |
4,56 |
DS1015 |
PL0000103602 |
104,89 |
105,02 |
4,60 |
4,56 |
104,96 |
4,58 |
PS0416 |
PL0000106340 |
101,03 |
101,18 |
4,69 |
4,64 |
101,11 |
4,66 |
IZ0816 |
PL0000103529 |
103,08 |
103,36 |
--- |
--- |
103,22 |
--- |
PS1016 |
PL0000106795 |
100,09 |
100,20 |
4,72 |
4,69 |
100,15 |
4,70 |
WZ0117 |
PL0000106936 |
99,75 |
99,89 |
--- |
--- |
99,82 |
--- |
PS0417 |
PL0000107058 |
100,02 |
100,18 |
4,74 |
4,70 |
100,10 |
4,72 |
DS1017 |
PL0000104543 |
102,25 |
102,47 |
4,75 |
4,70 |
102,36 |
4,73 |
WZ0118 |
PL0000104717 |
99,36 |
99,50 |
--- |
--- |
99,43 |
--- |
DS1019 |
PL0000105441 |
103,45 |
103,75 |
4,92 |
4,87 |
103,60 |
4,89 |
DS1020 |
PL0000106126 |
101,61 |
101,82 |
5,00 |
4,97 |
101,72 |
4,98 |
WZ0121 |
PL0000106068 |
97,40 |
97,51 |
--- |
--- |
97,46 |
--- |
DS1021 |
PL0000106670 |
104,56 |
104,78 |
5,11 |
5,08 |
104,67 |
5,10 |
WS0922 |
PL0000102646 |
104,61 |
104,92 |
5,15 |
5,11 |
104,77 |
5,13 |
IZ0823 |
PL0000105359 |
99,95 |
100,33 |
--- |
--- |
100,14 |
--- |
WS0429 |
PL0000105391 |
104,75 |
105,06 |
5,31 |
5,28 |
104,91 |
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) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
30 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,550 |
4,600 |
4,583 |
45 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
110 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
180 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
20 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,580 |
4,600 |
4,587 |
150 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,630 |
4,630 |
4,630 |
95 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
360 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
70 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,600 |
4,600 |
4,600 |
20 |
PS0414 |
PL0000105433 |
1/8 |
7 |
4,600 |
4,600 |
4,600 |
300 |
PS0414 |
PL0000105433 |
2/9 |
7 |
4,620 |
4,620 |
4,620 |
60 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,600 |
4,600 |
4,600 |
20 |
TOTAL |
1 460 |