2012-07-12 |
MARKET DATA |
No 133 (1918) |
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 |
5 632,50 |
6 004,23 |
303 |
1 250,00 |
1 338,20 |
15 |
6 882,50 |
7 342,42 |
318 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
5 632,50 |
6 004,23 |
303 |
1 250,00 |
1 338,20 |
15 |
6 882,50 |
7 342,42 |
318 |
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 |
99,88 |
99,89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
98,73 |
98,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
97,63 |
97,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,42 |
100,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
95,55 |
95,54 |
95,55 |
95,56 |
95,55 |
95,56 |
95,55 |
280 000 |
267,54 |
4 |
DS1013 |
PL0000102836 |
100,46 |
100,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
93,36 |
93,37 |
93,38 |
93,38 |
93,38 |
93,38 |
93,38 |
20 000 |
18,68 |
1 |
PS0414 |
PL0000105433 |
101,91 |
101,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
91,31 |
91,29 |
91,30 |
91,33 |
91,30 |
91,33 |
91,31 |
165 000 |
150,66 |
6 |
PS0415 |
PL0000105953 |
102,48 |
102,44 |
102,46 |
102,47 |
102,46 |
102,47 |
102,47 |
40 000 |
41,48 |
2 |
DS1015 |
PL0000103602 |
105,06 |
104,97 |
105,00 |
105,00 |
105,00 |
105,00 |
105,00 |
10 000 |
10,95 |
1 |
PS0416 |
PL0000106340 |
101,28 |
101,14 |
101,16 |
101,30 |
101,16 |
101,25 |
101,25 |
140 000 |
143,32 |
7 |
PS1016 |
PL0000106795 |
100,39 |
100,19 |
100,20 |
100,39 |
100,20 |
100,39 |
100,26 |
362 500 |
375,91 |
11 |
PS0417 |
PL0000107058 |
100,38 |
100,00 |
99,99 |
100,46 |
99,99 |
100,45 |
100,31 |
302 500 |
306,68 |
15 |
DS1017 |
PL0000104543 |
102,93 |
102,35 |
102,52 |
102,93 |
102,52 |
102,91 |
102,67 |
365 000 |
388,60 |
27 |
DS1019 |
PL0000105441 |
104,51 |
103,68 |
104,29 |
104,51 |
104,29 |
104,51 |
104,40 |
30 000 |
32,51 |
2 |
DS1020 |
PL0000106126 |
102,89 |
101,75 |
102,13 |
102,77 |
102,13 |
102,63 |
102,42 |
250 000 |
265,55 |
19 |
DS1021 |
PL0000106670 |
105,71 |
104,68 |
104,68 |
105,75 |
104,68 |
105,75 |
105,13 |
2 365 000 |
2 584,82 |
113 |
WS0922 |
PL0000102646 |
105,66 |
104,78 |
104,70 |
105,80 |
104,70 |
105,80 |
105,22 |
1 075 000 |
1 181,28 |
80 |
WS0429 |
PL0000105391 |
105,80 |
104,81 |
105,00 |
105,80 |
104,95 |
105,80 |
105,17 |
90 000 |
95,81 |
7 |
WS0437 |
PL0000104857 |
99,25 |
107,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,30 |
103,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
100,20 |
100,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,26 |
100,24 |
100,26 |
100,26 |
100,26 |
100,26 |
100,26 |
20 000 |
20,53 |
2 |
WZ0117 |
PL0000106936 |
99,97 |
99,85 |
99,85 |
100,00 |
99,85 |
100,00 |
99,95 |
102 500 |
104,89 |
5 |
WZ0118 |
PL0000104717 |
99,64 |
99,53 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,64 |
97,56 |
97,56 |
97,56 |
97,56 |
97,56 |
97,56 |
15 000 |
14,99 |
1 |
TOTAL |
5 632 500 |
6 004,23 |
303 |
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 |
44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
135 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
156 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
198 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
226 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
254 |
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 |
98,72 |
98,77 |
4,70 |
4,51 |
98,75 |
4,59 |
OK0113 |
PL0000106324 |
97,59 |
97,67 |
4,67 |
4,51 |
97,63 |
4,59 |
PS0413 |
PL0000105037 |
100,40 |
100,48 |
4,66 |
4,56 |
100,44 |
4,61 |
OK0713 |
PL0000106563 |
95,47 |
95,56 |
4,63 |
4,53 |
95,52 |
4,57 |
DS1013 |
PL0000102836 |
100,38 |
100,50 |
4,66 |
4,57 |
100,44 |
4,61 |
OK0114 |
PL0000106712 |
93,30 |
93,39 |
4,64 |
4,57 |
93,35 |
4,60 |
PS0414 |
PL0000105433 |
101,84 |
101,96 |
4,63 |
4,56 |
101,90 |
4,60 |
WZ0115 |
PL0000106480 |
100,20 |
100,27 |
--- |
--- |
100,24 |
--- |
PS0415 |
PL0000105953 |
102,27 |
102,46 |
4,60 |
4,53 |
102,37 |
4,56 |
DS1015 |
PL0000103602 |
104,90 |
104,99 |
4,59 |
4,56 |
104,95 |
4,58 |
PS0416 |
PL0000106340 |
100,95 |
101,16 |
4,71 |
4,65 |
101,06 |
4,68 |
IZ0816 |
PL0000103529 |
103,04 |
103,35 |
--- |
--- |
103,20 |
--- |
PS1016 |
PL0000106795 |
100,02 |
100,21 |
4,74 |
4,69 |
100,12 |
4,71 |
WZ0117 |
PL0000106936 |
99,77 |
99,90 |
--- |
--- |
99,84 |
--- |
PS0417 |
PL0000107058 |
99,92 |
100,08 |
4,76 |
4,72 |
100,00 |
4,74 |
DS1017 |
PL0000104543 |
102,19 |
102,41 |
4,76 |
4,71 |
102,30 |
4,74 |
WZ0118 |
PL0000104717 |
99,41 |
99,58 |
--- |
--- |
99,50 |
--- |
DS1019 |
PL0000105441 |
103,46 |
103,74 |
4,92 |
4,87 |
103,60 |
4,89 |
DS1020 |
PL0000106126 |
101,61 |
101,83 |
5,00 |
4,97 |
101,72 |
4,98 |
WZ0121 |
PL0000106068 |
97,43 |
97,61 |
--- |
--- |
97,52 |
--- |
DS1021 |
PL0000106670 |
104,56 |
104,74 |
5,11 |
5,09 |
104,65 |
5,10 |
WS0922 |
PL0000102646 |
104,70 |
104,84 |
5,14 |
5,12 |
104,77 |
5,13 |
IZ0823 |
PL0000105359 |
99,89 |
100,32 |
--- |
--- |
100,11 |
--- |
WS0429 |
PL0000105391 |
104,58 |
105,06 |
5,32 |
5,28 |
104,82 |
5,30 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,72 |
98,79 |
4,70 |
4,44 |
98,76 |
4,55 |
OK0113 |
PL0000106324 |
97,62 |
97,65 |
4,61 |
4,55 |
97,64 |
4,57 |
PS0413 |
PL0000105037 |
100,41 |
100,48 |
4,65 |
4,56 |
100,45 |
4,60 |
OK0713 |
PL0000106563 |
95,52 |
95,60 |
4,57 |
4,49 |
95,56 |
4,53 |
DS1013 |
PL0000102836 |
100,41 |
100,50 |
4,64 |
4,57 |
100,46 |
4,60 |
OK0114 |
PL0000106712 |
93,35 |
93,43 |
4,60 |
4,55 |
93,39 |
4,57 |
PS0414 |
PL0000105433 |
101,90 |
101,99 |
4,60 |
4,54 |
101,95 |
4,57 |
WZ0115 |
PL0000106480 |
100,21 |
100,33 |
--- |
--- |
100,27 |
--- |
PS0415 |
PL0000105953 |
102,39 |
102,49 |
4,56 |
4,52 |
102,44 |
4,54 |
DS1015 |
PL0000103602 |
105,02 |
105,16 |
4,55 |
4,51 |
105,09 |
4,53 |
PS0416 |
PL0000106340 |
101,18 |
101,31 |
4,64 |
4,61 |
101,25 |
4,62 |
IZ0816 |
PL0000103529 |
103,24 |
103,55 |
--- |
--- |
103,40 |
--- |
PS1016 |
PL0000106795 |
100,31 |
100,47 |
4,66 |
4,62 |
100,39 |
4,64 |
WZ0117 |
PL0000106936 |
99,89 |
100,04 |
--- |
--- |
99,97 |
--- |
PS0417 |
PL0000107058 |
100,29 |
100,44 |
4,67 |
4,64 |
100,37 |
4,65 |
DS1017 |
PL0000104543 |
102,61 |
102,90 |
4,67 |
4,61 |
102,76 |
4,64 |
WZ0118 |
PL0000104717 |
99,58 |
99,76 |
--- |
--- |
99,67 |
--- |
DS1019 |
PL0000105441 |
104,24 |
104,61 |
4,79 |
4,73 |
104,43 |
4,76 |
DS1020 |
PL0000106126 |
102,27 |
102,67 |
4,90 |
4,84 |
102,47 |
4,87 |
WZ0121 |
PL0000106068 |
97,54 |
97,76 |
--- |
--- |
97,65 |
--- |
DS1021 |
PL0000106670 |
105,35 |
105,67 |
5,01 |
4,97 |
105,51 |
4,99 |
WS0922 |
PL0000102646 |
105,48 |
105,84 |
5,04 |
5,00 |
105,66 |
5,02 |
IZ0823 |
PL0000105359 |
100,08 |
100,43 |
--- |
--- |
100,26 |
--- |
WS0429 |
PL0000105391 |
105,21 |
105,78 |
5,27 |
5,22 |
105,50 |
5,24 |
REPO MARKET |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0429 |
PL0000105391 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
20 |
DS1015 |
PL0000103602 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
95 |
PS0414 |
PL0000105433 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
10 |
DS1019 |
PL0000105441 |
1/4 |
3 |
4,640 |
4,640 |
4,640 |
220 |
PS0415 |
PL0000105953 |
1/4 |
3 |
4,630 |
4,650 |
4,638 |
155 |
PS1016 |
PL0000106795 |
0/4 |
4 |
4,600 |
4,600 |
4,600 |
15 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,630 |
4,650 |
4,642 |
345 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,630 |
4,650 |
4,648 |
235 |
PS0414 |
PL0000105433 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
60 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
50 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
45 |
TOTAL |
1 250 |