2012-07-16 |
MARKET DATA |
No 135 (1920) |
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 |
1 295,00 |
1 363,43 |
71 |
1 490,00 |
1 562,07 |
15 |
2 785,00 |
2 925,50 |
86 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 295,00 |
1 363,43 |
71 |
1 490,00 |
1 562,07 |
15 |
2 785,00 |
2 925,50 |
86 |
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 |
99,91 |
99,92 |
99,93 |
99,93 |
99,93 |
99,93 |
99,93 |
20 000 |
19,99 |
1 |
OK1012 |
PL0000106100 |
98,76 |
98,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
97,65 |
97,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,42 |
100,47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
95,55 |
95,61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,45 |
100,51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
93,45 |
93,44 |
93,46 |
93,47 |
93,46 |
93,47 |
93,47 |
50 000 |
46,73 |
2 |
PS0414 |
PL0000105433 |
102,02 |
102,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
91,42 |
91,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,51 |
102,53 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,23 |
105,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,50 |
101,46 |
101,52 |
101,52 |
101,52 |
101,52 |
101,52 |
5 000 |
5,13 |
1 |
PS1016 |
PL0000106795 |
100,65 |
100,68 |
100,60 |
100,60 |
100,60 |
100,60 |
100,60 |
35 000 |
36,42 |
1 |
PS0417 |
PL0000107058 |
100,68 |
100,64 |
100,68 |
100,68 |
100,60 |
100,60 |
100,67 |
30 000 |
30,53 |
2 |
DS1017 |
PL0000104543 |
103,27 |
103,16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,71 |
104,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
103,22 |
103,17 |
103,21 |
103,21 |
103,21 |
103,21 |
103,21 |
20 000 |
21,41 |
1 |
DS1021 |
PL0000106670 |
106,27 |
106,16 |
106,11 |
106,31 |
106,11 |
106,30 |
106,22 |
455 000 |
502,41 |
28 |
WS0922 |
PL0000102646 |
106,41 |
106,23 |
106,40 |
106,40 |
106,40 |
106,40 |
106,40 |
10 000 |
11,11 |
1 |
WS0429 |
PL0000105391 |
107,10 |
106,20 |
106,38 |
107,10 |
106,38 |
106,50 |
106,46 |
120 000 |
129,34 |
13 |
WS0437 |
PL0000104857 |
96,00 |
118,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,23 |
103,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
100,10 |
100,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,25 |
100,25 |
100,25 |
100,25 |
100,25 |
100,25 |
100,25 |
75 000 |
76,99 |
2 |
WZ0117 |
PL0000106936 |
99,98 |
99,96 |
99,98 |
99,98 |
99,94 |
99,94 |
99,97 |
185 000 |
189,39 |
8 |
WZ0118 |
PL0000104717 |
99,63 |
99,63 |
99,63 |
99,63 |
99,57 |
99,57 |
99,61 |
150 000 |
153,03 |
5 |
WZ0121 |
PL0000106068 |
99,67 |
97,77 |
99,60 |
99,60 |
97,80 |
97,92 |
98,26 |
140 000 |
140,94 |
6 |
TOTAL |
1 295 000 |
1 363,43 |
71 |
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 |
42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
133 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
154 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
196 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
224 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
252 |
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 |
98,75 |
98,81 |
4,68 |
4,45 |
98,78 |
4,57 |
OK0113 |
PL0000106324 |
97,63 |
97,70 |
4,64 |
4,50 |
97,67 |
4,56 |
PS0413 |
PL0000105037 |
100,40 |
100,52 |
4,66 |
4,50 |
100,46 |
4,58 |
OK0713 |
PL0000106563 |
95,54 |
95,66 |
4,58 |
4,45 |
95,60 |
4,51 |
DS1013 |
PL0000102836 |
100,44 |
100,56 |
4,61 |
4,51 |
100,50 |
4,56 |
OK0114 |
PL0000106712 |
93,38 |
93,50 |
4,60 |
4,51 |
93,44 |
4,55 |
PS0414 |
PL0000105433 |
101,94 |
102,08 |
4,57 |
4,49 |
102,01 |
4,53 |
WZ0115 |
PL0000106480 |
100,16 |
100,28 |
--- |
--- |
100,22 |
--- |
PS0415 |
PL0000105953 |
102,46 |
102,63 |
4,53 |
4,46 |
102,55 |
4,49 |
DS1015 |
PL0000103602 |
105,14 |
105,33 |
4,51 |
4,45 |
105,24 |
4,48 |
PS0416 |
PL0000106340 |
101,29 |
101,53 |
4,61 |
4,54 |
101,41 |
4,58 |
IZ0816 |
PL0000103529 |
103,16 |
103,54 |
--- |
--- |
103,35 |
--- |
PS1016 |
PL0000106795 |
100,47 |
100,71 |
4,62 |
4,55 |
100,59 |
4,59 |
WZ0117 |
PL0000106936 |
99,91 |
100,01 |
--- |
--- |
99,96 |
--- |
PS0417 |
PL0000107058 |
100,52 |
100,72 |
4,62 |
4,57 |
100,62 |
4,60 |
DS1017 |
PL0000104543 |
102,87 |
103,19 |
4,62 |
4,55 |
103,03 |
4,58 |
WZ0118 |
PL0000104717 |
99,52 |
99,69 |
--- |
--- |
99,61 |
--- |
DS1019 |
PL0000105441 |
104,38 |
104,74 |
4,77 |
4,71 |
104,56 |
4,74 |
DS1020 |
PL0000106126 |
102,93 |
103,31 |
4,81 |
4,75 |
103,12 |
4,78 |
WZ0121 |
PL0000106068 |
97,60 |
97,82 |
--- |
--- |
97,71 |
--- |
DS1021 |
PL0000106670 |
106,03 |
106,27 |
4,92 |
4,89 |
106,15 |
4,90 |
WS0922 |
PL0000102646 |
105,96 |
106,35 |
4,98 |
4,94 |
106,16 |
4,96 |
IZ0823 |
PL0000105359 |
100,06 |
100,54 |
--- |
--- |
100,30 |
--- |
WS0429 |
PL0000105391 |
105,82 |
106,39 |
5,22 |
5,17 |
106,11 |
5,19 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,75 |
98,80 |
4,68 |
4,49 |
98,78 |
4,57 |
OK0113 |
PL0000106324 |
97,64 |
97,70 |
4,62 |
4,50 |
97,67 |
4,56 |
PS0413 |
PL0000105037 |
100,40 |
100,49 |
4,66 |
4,54 |
100,45 |
4,59 |
OK0713 |
PL0000106563 |
95,54 |
95,66 |
4,58 |
4,45 |
95,60 |
4,51 |
DS1013 |
PL0000102836 |
100,44 |
100,56 |
4,61 |
4,51 |
100,50 |
4,56 |
OK0114 |
PL0000106712 |
93,43 |
93,52 |
4,56 |
4,50 |
93,48 |
4,53 |
PS0414 |
PL0000105433 |
102,00 |
102,09 |
4,54 |
4,48 |
102,05 |
4,51 |
WZ0115 |
PL0000106480 |
100,21 |
100,30 |
--- |
--- |
100,26 |
--- |
PS0415 |
PL0000105953 |
102,48 |
102,68 |
4,52 |
4,44 |
102,58 |
4,48 |
DS1015 |
PL0000103602 |
105,18 |
105,38 |
4,50 |
4,43 |
105,28 |
4,47 |
PS0416 |
PL0000106340 |
101,46 |
101,61 |
4,56 |
4,52 |
101,54 |
4,54 |
IZ0816 |
PL0000103529 |
103,16 |
103,54 |
--- |
--- |
103,35 |
--- |
PS1016 |
PL0000106795 |
100,62 |
100,84 |
4,58 |
4,52 |
100,73 |
4,55 |
WZ0117 |
PL0000106936 |
99,87 |
100,00 |
--- |
--- |
99,94 |
--- |
PS0417 |
PL0000107058 |
100,64 |
100,89 |
4,59 |
4,53 |
100,77 |
4,56 |
DS1017 |
PL0000104543 |
103,05 |
103,36 |
4,58 |
4,51 |
103,21 |
4,54 |
WZ0118 |
PL0000104717 |
99,53 |
99,74 |
--- |
--- |
99,64 |
--- |
DS1019 |
PL0000105441 |
104,62 |
104,98 |
4,73 |
4,67 |
104,80 |
4,70 |
DS1020 |
PL0000106126 |
103,12 |
103,45 |
4,78 |
4,73 |
103,29 |
4,75 |
WZ0121 |
PL0000106068 |
97,80 |
98,06 |
--- |
--- |
97,93 |
--- |
DS1021 |
PL0000106670 |
106,23 |
106,46 |
4,89 |
4,86 |
106,35 |
4,88 |
WS0922 |
PL0000102646 |
106,29 |
106,57 |
4,94 |
4,91 |
106,43 |
4,93 |
IZ0823 |
PL0000105359 |
100,06 |
100,54 |
--- |
--- |
100,30 |
--- |
WS0429 |
PL0000105391 |
106,28 |
106,71 |
5,18 |
5,14 |
106,50 |
5,16 |
REPO MARKET |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
4,700 |
4,700 |
4,700 |
40 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,650 |
4,680 |
4,664 |
205 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,680 |
4,680 |
4,680 |
30 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,630 |
4,630 |
4,630 |
10 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,680 |
4,680 |
4,680 |
185 |
DS1020 |
PL0000106126 |
2/3 |
1 |
4,660 |
4,660 |
4,660 |
135 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,680 |
4,680 |
4,680 |
20 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
45 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
40 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,500 |
4,500 |
4,500 |
20 |
DS1017 |
PL0000104543 |
0/2 |
2 |
4,600 |
4,600 |
4,600 |
20 |
PS0414 |
PL0000105433 |
2/9 |
7 |
4,660 |
4,660 |
4,660 |
730 |
OK0114 |
PL0000106712 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
10 |
TOTAL |
1 490 |