2012-07-11 |
MARKET DATA |
No 132 (1917) |
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 |
1 212,50 |
1 218,02 |
44 |
2 880,00 |
3 020,93 |
22 |
4 092,50 |
4 238,95 |
66 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 212,50 |
1 218,02 |
44 |
2 880,00 |
3 020,93 |
22 |
4 092,50 |
4 238,95 |
66 |
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 |
99,84 |
99,85 |
99,84 |
99,85 |
99,84 |
517 500 |
516,69 |
6 |
OK1012 |
PL0000106100 |
98,69 |
98,72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
97,58 |
97,61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,43 |
100,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
95,49 |
95,49 |
95,51 |
95,51 |
95,51 |
95,51 |
95,51 |
2 500 |
2,39 |
1 |
DS1013 |
PL0000102836 |
100,47 |
100,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
93,36 |
93,34 |
93,34 |
93,34 |
93,34 |
93,34 |
93,34 |
20 000 |
18,67 |
1 |
PS0414 |
PL0000105433 |
101,94 |
101,96 |
101,98 |
101,98 |
101,98 |
101,98 |
101,98 |
2 500 |
2,58 |
1 |
OK0714 |
PL0000107009 |
91,29 |
91,29 |
91,29 |
91,29 |
91,28 |
91,28 |
91,28 |
175 000 |
159,74 |
4 |
PS0415 |
PL0000105953 |
102,41 |
102,40 |
102,41 |
102,41 |
102,39 |
102,39 |
102,40 |
75 000 |
77,69 |
4 |
DS1015 |
PL0000103602 |
104,96 |
104,95 |
104,95 |
104,97 |
104,95 |
104,97 |
104,96 |
95 000 |
103,98 |
5 |
PS0416 |
PL0000106340 |
101,08 |
101,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
100,16 |
100,15 |
100,13 |
100,13 |
100,13 |
100,13 |
100,13 |
10 000 |
10,35 |
1 |
PS0417 |
PL0000107058 |
100,07 |
100,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,34 |
102,40 |
102,49 |
102,49 |
102,49 |
102,49 |
102,49 |
5 000 |
5,31 |
1 |
DS1019 |
PL0000105441 |
103,58 |
103,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
101,70 |
101,75 |
101,78 |
101,78 |
101,78 |
101,78 |
101,78 |
10 000 |
10,55 |
1 |
DS1021 |
PL0000106670 |
104,67 |
104,69 |
104,63 |
104,70 |
104,62 |
104,62 |
104,64 |
75 000 |
81,57 |
6 |
WS0922 |
PL0000102646 |
104,76 |
104,78 |
104,78 |
104,78 |
104,78 |
104,78 |
104,78 |
15 000 |
16,41 |
1 |
WS0429 |
PL0000105391 |
104,98 |
105,00 |
104,98 |
104,98 |
104,80 |
104,80 |
104,89 |
20 000 |
21,23 |
2 |
WS0437 |
PL0000104857 |
98,70 |
110,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,20 |
103,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
99,98 |
100,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,22 |
100,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,83 |
99,84 |
99,84 |
99,84 |
99,84 |
99,84 |
99,84 |
50 000 |
51,09 |
2 |
WZ0118 |
PL0000104717 |
99,49 |
99,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,54 |
97,45 |
97,46 |
97,54 |
97,46 |
97,54 |
97,49 |
140 000 |
139,76 |
8 |
TOTAL |
1 212 500 |
1 218,02 |
44 |
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 |
47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
138 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
159 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
201 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
229 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
257 |
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 |
98,68 |
98,75 |
4,71 |
4,45 |
98,72 |
4,56 |
OK0113 |
PL0000106324 |
97,55 |
97,62 |
4,68 |
4,54 |
97,59 |
4,60 |
PS0413 |
PL0000105037 |
100,39 |
100,47 |
4,68 |
4,58 |
100,43 |
4,63 |
OK0713 |
PL0000106563 |
95,43 |
95,52 |
4,63 |
4,54 |
95,48 |
4,58 |
DS1013 |
PL0000102836 |
100,42 |
100,49 |
4,63 |
4,58 |
100,46 |
4,60 |
OK0114 |
PL0000106712 |
93,30 |
93,38 |
4,62 |
4,56 |
93,34 |
4,59 |
PS0414 |
PL0000105433 |
101,92 |
102,02 |
4,59 |
4,53 |
101,97 |
4,56 |
WZ0115 |
PL0000106480 |
100,17 |
100,27 |
--- |
--- |
100,22 |
--- |
PS0415 |
PL0000105953 |
102,33 |
102,51 |
4,58 |
4,51 |
102,42 |
4,55 |
DS1015 |
PL0000103602 |
104,88 |
105,07 |
4,60 |
4,54 |
104,98 |
4,57 |
PS0416 |
PL0000106340 |
101,03 |
101,17 |
4,69 |
4,65 |
101,10 |
4,67 |
IZ0816 |
PL0000103529 |
103,10 |
103,34 |
--- |
--- |
103,22 |
--- |
PS1016 |
PL0000106795 |
100,05 |
100,22 |
4,73 |
4,68 |
100,14 |
4,70 |
WZ0117 |
PL0000106936 |
99,76 |
99,88 |
--- |
--- |
99,82 |
--- |
PS0417 |
PL0000107058 |
100,00 |
100,17 |
4,74 |
4,70 |
100,09 |
4,72 |
DS1017 |
PL0000104543 |
102,26 |
102,49 |
4,75 |
4,70 |
102,38 |
4,72 |
WZ0118 |
PL0000104717 |
99,36 |
99,52 |
--- |
--- |
99,44 |
--- |
DS1019 |
PL0000105441 |
103,47 |
103,73 |
4,91 |
4,87 |
103,60 |
4,89 |
DS1020 |
PL0000106126 |
101,62 |
101,84 |
5,00 |
4,97 |
101,73 |
4,98 |
WZ0121 |
PL0000106068 |
97,37 |
97,51 |
--- |
--- |
97,44 |
--- |
DS1021 |
PL0000106670 |
104,59 |
104,79 |
5,11 |
5,08 |
104,69 |
5,10 |
WS0922 |
PL0000102646 |
104,61 |
104,89 |
5,15 |
5,12 |
104,75 |
5,13 |
IZ0823 |
PL0000105359 |
99,94 |
100,32 |
--- |
--- |
100,13 |
--- |
WS0429 |
PL0000105391 |
104,65 |
105,08 |
5,32 |
5,28 |
104,87 |
5,30 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,68 |
98,73 |
4,71 |
4,53 |
98,71 |
4,60 |
OK0113 |
PL0000106324 |
97,57 |
97,62 |
4,64 |
4,54 |
97,60 |
4,58 |
PS0413 |
PL0000105037 |
100,42 |
100,47 |
4,64 |
4,58 |
100,45 |
4,60 |
OK0713 |
PL0000106563 |
95,47 |
95,52 |
4,59 |
4,54 |
95,50 |
4,56 |
DS1013 |
PL0000102836 |
100,42 |
100,49 |
4,63 |
4,58 |
100,46 |
4,60 |
OK0114 |
PL0000106712 |
93,29 |
93,35 |
4,62 |
4,58 |
93,32 |
4,60 |
PS0414 |
PL0000105433 |
101,88 |
101,97 |
4,61 |
4,56 |
101,93 |
4,59 |
WZ0115 |
PL0000106480 |
100,20 |
100,26 |
--- |
--- |
100,23 |
--- |
PS0415 |
PL0000105953 |
102,30 |
102,44 |
4,59 |
4,54 |
102,37 |
4,57 |
DS1015 |
PL0000103602 |
104,90 |
104,99 |
4,60 |
4,57 |
104,95 |
4,58 |
PS0416 |
PL0000106340 |
100,99 |
101,17 |
4,70 |
4,65 |
101,08 |
4,67 |
IZ0816 |
PL0000103529 |
103,06 |
103,34 |
--- |
--- |
103,20 |
--- |
PS1016 |
PL0000106795 |
100,10 |
100,20 |
4,71 |
4,69 |
100,15 |
4,70 |
WZ0117 |
PL0000106936 |
99,80 |
99,91 |
--- |
--- |
99,86 |
--- |
PS0417 |
PL0000107058 |
100,02 |
100,13 |
4,74 |
4,71 |
100,08 |
4,72 |
DS1017 |
PL0000104543 |
102,27 |
102,50 |
4,75 |
4,70 |
102,39 |
4,72 |
WZ0118 |
PL0000104717 |
99,43 |
99,58 |
--- |
--- |
99,51 |
--- |
DS1019 |
PL0000105441 |
103,52 |
103,74 |
4,91 |
4,87 |
103,63 |
4,89 |
DS1020 |
PL0000106126 |
101,66 |
101,81 |
4,99 |
4,97 |
101,74 |
4,98 |
WZ0121 |
PL0000106068 |
97,48 |
97,63 |
--- |
--- |
97,56 |
--- |
DS1021 |
PL0000106670 |
104,60 |
104,81 |
5,11 |
5,08 |
104,71 |
5,09 |
WS0922 |
PL0000102646 |
104,68 |
104,97 |
5,14 |
5,11 |
104,83 |
5,12 |
IZ0823 |
PL0000105359 |
99,94 |
100,32 |
--- |
--- |
100,13 |
--- |
WS0429 |
PL0000105391 |
104,64 |
105,07 |
5,32 |
5,28 |
104,86 |
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 |
4,630 |
4,628 |
165 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
50 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,600 |
4,630 |
4,601 |
240 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,630 |
4,650 |
4,631 |
220 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
10 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
185 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
450 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
20 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,620 |
4,620 |
4,620 |
30 |
PS0417 |
PL0000107058 |
0/1 |
1 |
4,550 |
4,550 |
4,550 |
25 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
380 |
DS1015 |
PL0000103602 |
1/5 |
4 |
4,650 |
4,650 |
4,650 |
15 |
PS1016 |
PL0000106795 |
1/5 |
4 |
4,600 |
4,600 |
4,600 |
20 |
DS1017 |
PL0000104543 |
2/9 |
7 |
4,630 |
4,650 |
4,646 |
600 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,630 |
4,630 |
4,630 |
20 |
PS0416 |
PL0000106340 |
2/9 |
7 |
4,630 |
4,630 |
4,630 |
450 |
TOTAL |
2 880 |