2012-07-17 |
MARKET DATA |
No 136 (1921) |
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 |
1 587,50 |
1 710,95 |
110 |
2 480,00 |
2 645,38 |
25 |
4 067,50 |
4 356,33 |
135 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 587,50 |
1 710,95 |
110 |
2 480,00 |
2 645,38 |
25 |
4 067,50 |
4 356,33 |
135 |
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 |
99,92 |
99,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
98,77 |
98,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
97,68 |
97,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,41 |
100,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
95,58 |
95,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,48 |
100,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
93,49 |
93,48 |
93,47 |
93,47 |
93,46 |
93,46 |
93,46 |
105 000 |
98,13 |
3 |
PS0414 |
PL0000105433 |
102,02 |
102,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
91,41 |
91,49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,50 |
102,54 |
102,55 |
102,55 |
102,55 |
102,55 |
102,55 |
50 000 |
51,92 |
2 |
DS1015 |
PL0000103602 |
105,22 |
105,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,47 |
101,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
100,64 |
100,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
100,70 |
100,64 |
100,70 |
100,70 |
100,55 |
100,55 |
100,61 |
50 000 |
50,86 |
3 |
DS1017 |
PL0000104543 |
103,12 |
103,09 |
103,11 |
103,12 |
103,07 |
103,07 |
103,10 |
117 500 |
125,66 |
11 |
DS1019 |
PL0000105441 |
104,80 |
104,77 |
104,80 |
104,82 |
104,75 |
104,82 |
104,81 |
62 500 |
68,02 |
6 |
DS1020 |
PL0000106126 |
103,27 |
103,15 |
103,39 |
103,39 |
103,14 |
103,20 |
103,19 |
115 000 |
123,09 |
7 |
DS1021 |
PL0000106670 |
106,34 |
106,21 |
106,30 |
106,35 |
106,23 |
106,25 |
106,28 |
545 000 |
602,20 |
33 |
WS0922 |
PL0000102646 |
106,54 |
106,34 |
106,35 |
106,60 |
106,34 |
106,36 |
106,49 |
350 000 |
389,21 |
28 |
WS0429 |
PL0000105391 |
106,80 |
106,50 |
106,77 |
106,86 |
106,63 |
106,63 |
106,75 |
97 500 |
105,39 |
13 |
WS0437 |
PL0000104857 |
96,00 |
120,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,27 |
103,47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
100,17 |
100,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,27 |
100,25 |
100,25 |
100,25 |
100,25 |
100,25 |
100,25 |
50 000 |
51,34 |
1 |
WZ0117 |
PL0000106936 |
100,00 |
99,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,62 |
99,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,90 |
97,92 |
97,90 |
97,90 |
97,90 |
97,90 |
97,90 |
45 000 |
45,14 |
3 |
TOTAL |
1 587 500 |
1 710,95 |
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 |
41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
132 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
153 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
195 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
223 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
251 |
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 |
98,76 |
98,82 |
4,69 |
4,46 |
98,79 |
4,57 |
OK0113 |
PL0000106324 |
97,63 |
97,72 |
4,66 |
4,48 |
97,68 |
4,56 |
PS0413 |
PL0000105037 |
100,40 |
100,48 |
4,65 |
4,55 |
100,44 |
4,60 |
OK0713 |
PL0000106563 |
95,57 |
95,64 |
4,56 |
4,48 |
95,61 |
4,52 |
DS1013 |
PL0000102836 |
100,46 |
100,58 |
4,60 |
4,50 |
100,52 |
4,55 |
OK0114 |
PL0000106712 |
93,43 |
93,52 |
4,57 |
4,50 |
93,48 |
4,53 |
PS0414 |
PL0000105433 |
101,98 |
102,12 |
4,55 |
4,46 |
102,05 |
4,50 |
WZ0115 |
PL0000106480 |
100,22 |
100,32 |
--- |
--- |
100,27 |
--- |
PS0415 |
PL0000105953 |
102,46 |
102,62 |
4,53 |
4,46 |
102,54 |
4,49 |
DS1015 |
PL0000103602 |
105,20 |
105,39 |
4,49 |
4,43 |
105,30 |
4,46 |
PS0416 |
PL0000106340 |
101,43 |
101,63 |
4,57 |
4,51 |
101,53 |
4,54 |
IZ0816 |
PL0000103529 |
103,13 |
103,50 |
--- |
--- |
103,32 |
--- |
PS1016 |
PL0000106795 |
100,61 |
100,82 |
4,58 |
4,53 |
100,72 |
4,55 |
WZ0117 |
PL0000106936 |
99,88 |
100,01 |
--- |
--- |
99,95 |
--- |
PS0417 |
PL0000107058 |
100,62 |
100,79 |
4,60 |
4,55 |
100,71 |
4,57 |
DS1017 |
PL0000104543 |
103,07 |
103,28 |
4,57 |
4,53 |
103,18 |
4,55 |
WZ0118 |
PL0000104717 |
99,55 |
99,73 |
--- |
--- |
99,64 |
--- |
DS1019 |
PL0000105441 |
104,66 |
104,95 |
4,72 |
4,67 |
104,81 |
4,70 |
DS1020 |
PL0000106126 |
103,22 |
103,46 |
4,76 |
4,73 |
103,34 |
4,75 |
WZ0121 |
PL0000106068 |
97,86 |
98,06 |
--- |
--- |
97,96 |
--- |
DS1021 |
PL0000106670 |
106,26 |
106,45 |
4,89 |
4,86 |
106,36 |
4,87 |
WS0922 |
PL0000102646 |
106,30 |
106,54 |
4,94 |
4,91 |
106,42 |
4,93 |
IZ0823 |
PL0000105359 |
100,08 |
100,55 |
--- |
--- |
100,32 |
--- |
WS0429 |
PL0000105391 |
106,54 |
106,88 |
5,15 |
5,12 |
106,71 |
5,14 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,76 |
98,83 |
4,69 |
4,42 |
98,80 |
4,54 |
OK0113 |
PL0000106324 |
97,67 |
97,70 |
4,58 |
4,52 |
97,69 |
4,54 |
PS0413 |
PL0000105037 |
100,40 |
100,50 |
4,65 |
4,52 |
100,45 |
4,59 |
OK0713 |
PL0000106563 |
95,57 |
95,64 |
4,56 |
4,48 |
95,61 |
4,52 |
DS1013 |
PL0000102836 |
100,47 |
100,58 |
4,59 |
4,50 |
100,53 |
4,54 |
OK0114 |
PL0000106712 |
93,45 |
93,51 |
4,56 |
4,51 |
93,48 |
4,53 |
PS0414 |
PL0000105433 |
101,99 |
102,08 |
4,54 |
4,49 |
102,04 |
4,51 |
WZ0115 |
PL0000106480 |
100,23 |
100,32 |
--- |
--- |
100,28 |
--- |
PS0415 |
PL0000105953 |
102,42 |
102,58 |
4,54 |
4,48 |
102,50 |
4,51 |
DS1015 |
PL0000103602 |
105,14 |
105,32 |
4,51 |
4,45 |
105,23 |
4,48 |
PS0416 |
PL0000106340 |
101,37 |
101,55 |
4,59 |
4,53 |
101,46 |
4,56 |
IZ0816 |
PL0000103529 |
103,14 |
103,57 |
--- |
--- |
103,36 |
--- |
PS1016 |
PL0000106795 |
100,48 |
100,67 |
4,61 |
4,56 |
100,58 |
4,59 |
WZ0117 |
PL0000106936 |
99,87 |
100,03 |
--- |
--- |
99,95 |
--- |
PS0417 |
PL0000107058 |
100,50 |
100,69 |
4,62 |
4,58 |
100,60 |
4,60 |
DS1017 |
PL0000104543 |
102,97 |
103,14 |
4,59 |
4,56 |
103,06 |
4,58 |
WZ0118 |
PL0000104717 |
99,53 |
99,84 |
--- |
--- |
99,69 |
--- |
DS1019 |
PL0000105441 |
104,71 |
104,86 |
4,71 |
4,69 |
104,79 |
4,70 |
DS1020 |
PL0000106126 |
102,96 |
103,25 |
4,80 |
4,76 |
103,11 |
4,78 |
WZ0121 |
PL0000106068 |
97,77 |
97,99 |
--- |
--- |
97,88 |
--- |
DS1021 |
PL0000106670 |
106,05 |
106,31 |
4,91 |
4,88 |
106,18 |
4,90 |
WS0922 |
PL0000102646 |
106,15 |
106,46 |
4,96 |
4,92 |
106,31 |
4,94 |
IZ0823 |
PL0000105359 |
100,12 |
100,66 |
--- |
--- |
100,39 |
--- |
WS0429 |
PL0000105391 |
106,44 |
106,86 |
5,16 |
5,12 |
106,65 |
5,14 |
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 |
1/2 |
1 |
4,580 |
4,580 |
4,580 |
20 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,600 |
4,650 |
4,647 |
75 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,700 |
4,700 |
4,700 |
95 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
70 |
WS0429 |
PL0000105391 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
10 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,700 |
4,700 |
4,700 |
20 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,680 |
4,680 |
4,680 |
10 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,680 |
4,680 |
4,680 |
50 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,680 |
4,680 |
4,680 |
340 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
20 |
WZ0115 |
PL0000106480 |
1/2 |
1 |
4,600 |
4,650 |
4,625 |
160 |
DS1013 |
PL0000102836 |
0/2 |
2 |
4,670 |
4,670 |
4,670 |
45 |
DS1021 |
PL0000106670 |
0/2 |
2 |
4,740 |
4,740 |
4,740 |
500 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,700 |
4,700 |
4,700 |
50 |
PS0414 |
PL0000105433 |
1/8 |
7 |
4,660 |
4,720 |
4,687 |
440 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,730 |
4,730 |
4,730 |
280 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,680 |
4,680 |
4,680 |
60 |
OK0113 |
PL0000106324 |
1/8 |
7 |
4,680 |
4,680 |
4,680 |
35 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,680 |
4,700 |
4,688 |
200 |
TOTAL |
2 480 |