2012-07-13 |
MARKET DATA |
No 134 (1919) |
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 |
2 200,00 |
2 323,80 |
152 |
2 855,00 |
2 991,87 |
30 |
5 055,00 |
5 315,67 |
182 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 200,00 |
2 323,80 |
152 |
2 855,00 |
2 991,87 |
30 |
5 055,00 |
5 315,67 |
182 |
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 |
99,89 |
99,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
98,75 |
98,78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
97,64 |
97,58 |
97,65 |
97,65 |
97,65 |
97,65 |
97,65 |
50 000 |
48,83 |
1 |
PS0413 |
PL0000105037 |
100,42 |
100,47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
95,54 |
95,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,45 |
100,49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
93,40 |
93,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,01 |
101,98 |
101,98 |
101,98 |
101,98 |
101,98 |
101,98 |
150 000 |
154,93 |
3 |
OK0714 |
PL0000107009 |
91,39 |
91,36 |
91,36 |
91,37 |
91,36 |
91,37 |
91,36 |
85 000 |
77,66 |
5 |
PS0415 |
PL0000105953 |
102,49 |
102,41 |
102,44 |
102,48 |
102,44 |
102,48 |
102,46 |
27 500 |
28,52 |
4 |
DS1015 |
PL0000103602 |
105,16 |
105,12 |
105,13 |
105,13 |
105,13 |
105,13 |
105,13 |
10 000 |
10,97 |
1 |
PS0416 |
PL0000106340 |
101,40 |
101,32 |
101,35 |
101,35 |
101,35 |
101,35 |
101,35 |
20 000 |
20,50 |
2 |
PS1016 |
PL0000106795 |
100,60 |
100,52 |
100,43 |
100,60 |
100,43 |
100,52 |
100,54 |
200 000 |
207,98 |
16 |
PS0417 |
PL0000107058 |
100,65 |
100,11 |
100,50 |
100,65 |
100,11 |
100,65 |
100,57 |
327 500 |
332,91 |
21 |
DS1017 |
PL0000104543 |
102,96 |
102,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,49 |
104,50 |
104,41 |
104,60 |
104,41 |
104,60 |
104,52 |
55 000 |
59,68 |
4 |
DS1020 |
PL0000106126 |
103,10 |
102,73 |
102,89 |
103,24 |
102,89 |
103,24 |
102,99 |
95 000 |
101,47 |
7 |
DS1021 |
PL0000106670 |
106,16 |
105,90 |
105,80 |
106,22 |
105,80 |
106,22 |
106,03 |
720 000 |
793,52 |
49 |
WS0922 |
PL0000102646 |
106,12 |
104,82 |
106,00 |
106,25 |
105,93 |
106,25 |
106,15 |
180 000 |
199,50 |
16 |
WS0429 |
PL0000105391 |
106,20 |
105,97 |
105,85 |
106,25 |
105,85 |
106,25 |
106,13 |
90 000 |
96,70 |
11 |
WS0437 |
PL0000104857 |
99,00 |
120,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,25 |
103,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
100,15 |
100,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,26 |
100,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,98 |
100,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,67 |
99,37 |
99,70 |
99,70 |
99,64 |
99,64 |
99,68 |
25 000 |
25,52 |
2 |
WZ0121 |
PL0000106068 |
97,69 |
97,65 |
97,66 |
97,70 |
97,65 |
97,70 |
97,67 |
165 000 |
165,11 |
10 |
TOTAL |
2 200 000 |
2 323,80 |
152 |
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 |
43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
134 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
155 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
197 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
225 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
253 |
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 |
98,74 |
98,81 |
4,67 |
4,41 |
98,78 |
4,52 |
OK0113 |
PL0000106324 |
97,63 |
97,67 |
4,61 |
4,54 |
97,65 |
4,57 |
PS0413 |
PL0000105037 |
100,41 |
100,50 |
4,64 |
4,53 |
100,46 |
4,58 |
OK0713 |
PL0000106563 |
95,52 |
95,61 |
4,59 |
4,49 |
95,57 |
4,53 |
DS1013 |
PL0000102836 |
100,41 |
100,51 |
4,64 |
4,56 |
100,46 |
4,60 |
OK0114 |
PL0000106712 |
93,36 |
93,47 |
4,61 |
4,52 |
93,42 |
4,56 |
PS0414 |
PL0000105433 |
101,95 |
102,09 |
4,57 |
4,48 |
102,02 |
4,52 |
WZ0115 |
PL0000106480 |
100,24 |
100,35 |
--- |
--- |
100,30 |
--- |
PS0415 |
PL0000105953 |
102,45 |
102,66 |
4,53 |
4,45 |
102,56 |
4,49 |
DS1015 |
PL0000103602 |
105,10 |
105,30 |
4,53 |
4,46 |
105,20 |
4,49 |
PS0416 |
PL0000106340 |
101,31 |
101,48 |
4,60 |
4,56 |
101,40 |
4,58 |
IZ0816 |
PL0000103529 |
103,15 |
103,55 |
--- |
--- |
103,35 |
--- |
PS1016 |
PL0000106795 |
100,50 |
100,65 |
4,61 |
4,57 |
100,58 |
4,59 |
WZ0117 |
PL0000106936 |
99,94 |
100,06 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
100,47 |
100,65 |
4,63 |
4,59 |
100,56 |
4,61 |
DS1017 |
PL0000104543 |
102,86 |
103,15 |
4,62 |
4,56 |
103,01 |
4,59 |
WZ0118 |
PL0000104717 |
99,61 |
99,78 |
--- |
--- |
99,70 |
--- |
DS1019 |
PL0000105441 |
104,38 |
104,66 |
4,77 |
4,72 |
104,52 |
4,74 |
DS1020 |
PL0000106126 |
102,77 |
103,10 |
4,83 |
4,78 |
102,94 |
4,80 |
WZ0121 |
PL0000106068 |
97,57 |
97,77 |
--- |
--- |
97,67 |
--- |
DS1021 |
PL0000106670 |
105,99 |
106,22 |
4,92 |
4,89 |
106,11 |
4,91 |
WS0922 |
PL0000102646 |
105,90 |
106,24 |
4,99 |
4,95 |
106,07 |
4,97 |
IZ0823 |
PL0000105359 |
100,04 |
100,51 |
--- |
--- |
100,28 |
--- |
WS0429 |
PL0000105391 |
105,78 |
106,21 |
5,22 |
5,18 |
106,00 |
5,20 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,74 |
98,81 |
4,67 |
4,41 |
98,78 |
4,52 |
OK0113 |
PL0000106324 |
97,63 |
97,67 |
4,61 |
4,54 |
97,65 |
4,57 |
PS0413 |
PL0000105037 |
100,41 |
100,50 |
4,64 |
4,53 |
100,46 |
4,58 |
OK0713 |
PL0000106563 |
95,53 |
95,65 |
4,58 |
4,45 |
95,59 |
4,51 |
DS1013 |
PL0000102836 |
100,44 |
100,56 |
4,61 |
4,52 |
100,50 |
4,56 |
OK0114 |
PL0000106712 |
93,37 |
93,47 |
4,60 |
4,52 |
93,42 |
4,56 |
PS0414 |
PL0000105433 |
101,97 |
102,08 |
4,55 |
4,49 |
102,03 |
4,52 |
WZ0115 |
PL0000106480 |
100,24 |
100,34 |
--- |
--- |
100,29 |
--- |
PS0415 |
PL0000105953 |
102,44 |
102,58 |
4,54 |
4,48 |
102,51 |
4,51 |
DS1015 |
PL0000103602 |
105,12 |
105,27 |
4,52 |
4,47 |
105,20 |
4,49 |
PS0416 |
PL0000106340 |
101,32 |
101,54 |
4,60 |
4,54 |
101,43 |
4,57 |
IZ0816 |
PL0000103529 |
103,21 |
103,59 |
--- |
--- |
103,40 |
--- |
PS1016 |
PL0000106795 |
100,52 |
100,76 |
4,60 |
4,54 |
100,64 |
4,57 |
WZ0117 |
PL0000106936 |
99,95 |
100,06 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
100,61 |
100,80 |
4,60 |
4,55 |
100,71 |
4,57 |
DS1017 |
PL0000104543 |
102,93 |
103,25 |
4,60 |
4,54 |
103,09 |
4,57 |
WZ0118 |
PL0000104717 |
99,60 |
99,77 |
--- |
--- |
99,69 |
--- |
DS1019 |
PL0000105441 |
104,46 |
104,81 |
4,75 |
4,70 |
104,64 |
4,72 |
DS1020 |
PL0000106126 |
103,05 |
103,36 |
4,79 |
4,74 |
103,21 |
4,76 |
WZ0121 |
PL0000106068 |
97,64 |
97,79 |
--- |
--- |
97,72 |
--- |
DS1021 |
PL0000106670 |
106,04 |
106,31 |
4,92 |
4,88 |
106,18 |
4,90 |
WS0922 |
PL0000102646 |
106,06 |
106,39 |
4,97 |
4,93 |
106,23 |
4,95 |
IZ0823 |
PL0000105359 |
100,10 |
100,60 |
--- |
--- |
100,35 |
--- |
WS0429 |
PL0000105391 |
106,12 |
106,46 |
5,19 |
5,16 |
106,29 |
5,17 |
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 |
3/4 |
1 |
4,650 |
4,650 |
4,650 |
170 |
DS1017 |
PL0000104543 |
3/4 |
1 |
4,650 |
4,650 |
4,650 |
90 |
PS0414 |
PL0000105433 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
10 |
DS1019 |
PL0000105441 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
10 |
PS0415 |
PL0000105953 |
3/4 |
1 |
4,600 |
4,650 |
4,636 |
185 |
DS1020 |
PL0000106126 |
3/4 |
1 |
4,600 |
4,650 |
4,648 |
430 |
DS1020 |
PL0000106126 |
4/5 |
1 |
4,650 |
4,650 |
4,650 |
105 |
PS0416 |
PL0000106340 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
20 |
DS1021 |
PL0000106670 |
3/4 |
1 |
4,650 |
4,650 |
4,650 |
195 |
DS1015 |
PL0000103602 |
0/3 |
3 |
4,600 |
4,600 |
4,600 |
75 |
DS1017 |
PL0000104543 |
0/3 |
3 |
4,600 |
4,600 |
4,600 |
120 |
WS0429 |
PL0000105391 |
0/3 |
3 |
4,600 |
4,600 |
4,600 |
40 |
DS1020 |
PL0000106126 |
0/3 |
3 |
4,600 |
4,600 |
4,600 |
365 |
PS0417 |
PL0000107058 |
0/3 |
3 |
4,500 |
4,500 |
4,500 |
40 |
WZ0121 |
PL0000106068 |
0/3 |
3 |
4,600 |
4,600 |
4,600 |
20 |
DS1013 |
PL0000102836 |
0/4 |
4 |
4,600 |
4,600 |
4,600 |
45 |
DS1019 |
PL0000105441 |
0/4 |
4 |
4,600 |
4,600 |
4,600 |
55 |
PS0415 |
PL0000105953 |
3/10 |
7 |
4,650 |
4,650 |
4,650 |
15 |
OK1012 |
PL0000106100 |
3/10 |
7 |
4,650 |
4,650 |
4,650 |
460 |
DS1020 |
PL0000106126 |
3/10 |
7 |
4,650 |
4,650 |
4,650 |
80 |
PS0416 |
PL0000106340 |
3/10 |
7 |
4,650 |
4,650 |
4,650 |
225 |
OK0114 |
PL0000106712 |
3/10 |
7 |
4,500 |
4,500 |
4,500 |
100 |
TOTAL |
2 855 |