2012-07-18 |
MARKET DATA |
No 137 (1922) |
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 |
2 810,00 |
2 900,86 |
112 |
2 355,00 |
2 517,47 |
23 |
5 165,00 |
5 418,33 |
135 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 810,00 |
2 900,86 |
112 |
2 355,00 |
2 517,47 |
23 |
5 165,00 |
5 418,33 |
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 |
99,93 |
99,94 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
98,80 |
98,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
97,71 |
97,71 |
97,73 |
97,73 |
97,73 |
97,73 |
97,73 |
320 000 |
312,74 |
5 |
PS0413 |
PL0000105037 |
100,53 |
100,48 |
100,48 |
100,56 |
100,48 |
100,56 |
100,50 |
830 000 |
844,39 |
12 |
OK0713 |
PL0000106563 |
95,62 |
95,64 |
95,64 |
95,64 |
95,64 |
95,64 |
95,64 |
5 000 |
4,78 |
1 |
DS1013 |
PL0000102836 |
100,58 |
100,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
93,58 |
93,51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,15 |
102,04 |
102,04 |
102,04 |
102,04 |
102,04 |
102,04 |
25 000 |
25,85 |
1 |
OK0714 |
PL0000107009 |
91,61 |
91,50 |
91,65 |
91,66 |
91,65 |
91,66 |
91,66 |
110 000 |
100,83 |
2 |
PS0415 |
PL0000105953 |
102,70 |
102,55 |
102,55 |
102,77 |
102,55 |
102,77 |
102,70 |
240 000 |
249,59 |
9 |
DS1015 |
PL0000103602 |
105,44 |
105,30 |
105,40 |
105,42 |
105,40 |
105,42 |
105,42 |
70 000 |
77,02 |
3 |
PS0416 |
PL0000106340 |
101,90 |
101,52 |
101,54 |
101,75 |
101,54 |
101,75 |
101,57 |
35 000 |
35,96 |
3 |
PS1016 |
PL0000106795 |
101,00 |
100,60 |
100,85 |
101,04 |
100,65 |
101,04 |
100,90 |
45 000 |
46,98 |
4 |
PS0417 |
PL0000107058 |
101,14 |
100,59 |
100,67 |
101,18 |
100,67 |
101,10 |
100,99 |
307 500 |
313,98 |
16 |
DS1017 |
PL0000104543 |
103,40 |
103,04 |
103,35 |
103,40 |
103,35 |
103,40 |
103,35 |
27 500 |
29,48 |
2 |
DS1019 |
PL0000105441 |
104,99 |
104,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
103,42 |
103,14 |
103,13 |
103,48 |
103,13 |
103,48 |
103,32 |
95 000 |
101,82 |
7 |
DS1021 |
PL0000106670 |
106,50 |
106,20 |
106,30 |
106,47 |
106,30 |
106,45 |
106,34 |
145 000 |
160,33 |
10 |
WS0922 |
PL0000102646 |
106,80 |
106,34 |
106,50 |
106,86 |
106,50 |
106,78 |
106,64 |
315 000 |
350,82 |
26 |
WS0429 |
PL0000105391 |
107,16 |
106,69 |
106,90 |
107,00 |
106,90 |
107,00 |
106,95 |
20 000 |
21,66 |
2 |
WS0437 |
PL0000104857 |
99,00 |
120,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,23 |
103,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
100,14 |
100,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,26 |
100,28 |
100,28 |
100,28 |
100,28 |
100,28 |
100,28 |
25 000 |
25,68 |
1 |
WZ0117 |
PL0000106936 |
100,00 |
99,95 |
100,00 |
100,02 |
100,00 |
100,00 |
100,01 |
155 000 |
158,79 |
5 |
WZ0118 |
PL0000104717 |
99,74 |
99,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,00 |
97,97 |
97,94 |
97,99 |
97,94 |
97,99 |
97,97 |
40 000 |
40,16 |
3 |
TOTAL |
2 810 000 |
2 900,86 |
112 |
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 |
40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
131 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
152 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
194 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
222 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
250 |
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 |
98,77 |
98,84 |
4,70 |
4,43 |
98,81 |
4,54 |
OK0113 |
PL0000106324 |
97,67 |
97,72 |
4,61 |
4,51 |
97,70 |
4,55 |
PS0413 |
PL0000105037 |
100,40 |
100,50 |
4,65 |
4,52 |
100,45 |
4,58 |
OK0713 |
PL0000106563 |
95,58 |
95,67 |
4,56 |
4,46 |
95,63 |
4,51 |
DS1013 |
PL0000102836 |
100,46 |
100,58 |
4,60 |
4,50 |
100,52 |
4,55 |
OK0114 |
PL0000106712 |
93,45 |
93,57 |
4,56 |
4,48 |
93,51 |
4,52 |
PS0414 |
PL0000105433 |
101,97 |
102,07 |
4,55 |
4,49 |
102,02 |
4,52 |
WZ0115 |
PL0000106480 |
100,24 |
100,31 |
--- |
--- |
100,28 |
--- |
PS0415 |
PL0000105953 |
102,43 |
102,58 |
4,54 |
4,48 |
102,51 |
4,51 |
DS1015 |
PL0000103602 |
105,15 |
105,33 |
4,51 |
4,45 |
105,24 |
4,48 |
PS0416 |
PL0000106340 |
101,35 |
101,56 |
4,59 |
4,53 |
101,46 |
4,56 |
IZ0816 |
PL0000103529 |
103,19 |
103,62 |
--- |
--- |
103,41 |
--- |
PS1016 |
PL0000106795 |
100,47 |
100,69 |
4,62 |
4,56 |
100,58 |
4,59 |
WZ0117 |
PL0000106936 |
99,88 |
100,05 |
--- |
--- |
99,97 |
--- |
PS0417 |
PL0000107058 |
100,47 |
100,70 |
4,63 |
4,58 |
100,59 |
4,60 |
DS1017 |
PL0000104543 |
102,96 |
103,19 |
4,60 |
4,55 |
103,08 |
4,57 |
WZ0118 |
PL0000104717 |
99,49 |
99,75 |
--- |
--- |
99,62 |
--- |
DS1019 |
PL0000105441 |
104,60 |
104,93 |
4,73 |
4,68 |
104,77 |
4,70 |
DS1020 |
PL0000106126 |
103,01 |
103,34 |
4,79 |
4,74 |
103,18 |
4,77 |
WZ0121 |
PL0000106068 |
97,71 |
98,04 |
--- |
--- |
97,88 |
--- |
DS1021 |
PL0000106670 |
106,16 |
106,37 |
4,90 |
4,87 |
106,27 |
4,89 |
WS0922 |
PL0000102646 |
106,32 |
106,55 |
4,94 |
4,91 |
106,44 |
4,92 |
IZ0823 |
PL0000105359 |
99,96 |
100,44 |
--- |
--- |
100,20 |
--- |
WS0429 |
PL0000105391 |
106,52 |
107,01 |
5,15 |
5,11 |
106,77 |
5,13 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,79 |
98,90 |
4,62 |
4,20 |
98,85 |
4,39 |
OK0113 |
PL0000106324 |
97,69 |
97,83 |
4,57 |
4,28 |
97,76 |
4,43 |
PS0413 |
PL0000105037 |
100,52 |
100,58 |
4,49 |
4,41 |
100,55 |
4,45 |
OK0713 |
PL0000106563 |
95,61 |
95,79 |
4,53 |
4,33 |
95,70 |
4,43 |
DS1013 |
PL0000102836 |
100,56 |
100,70 |
4,51 |
4,40 |
100,63 |
4,45 |
OK0114 |
PL0000106712 |
93,54 |
93,69 |
4,50 |
4,39 |
93,62 |
4,44 |
PS0414 |
PL0000105433 |
102,10 |
102,19 |
4,47 |
4,42 |
102,15 |
4,44 |
WZ0115 |
PL0000106480 |
100,23 |
100,31 |
--- |
--- |
100,27 |
--- |
PS0415 |
PL0000105953 |
102,64 |
102,77 |
4,46 |
4,41 |
102,71 |
4,43 |
DS1015 |
PL0000103602 |
105,39 |
105,52 |
4,43 |
4,39 |
105,46 |
4,41 |
PS0416 |
PL0000106340 |
101,65 |
101,91 |
4,50 |
4,43 |
101,78 |
4,47 |
IZ0816 |
PL0000103529 |
103,09 |
103,64 |
--- |
--- |
103,37 |
--- |
PS1016 |
PL0000106795 |
100,83 |
101,09 |
4,52 |
4,45 |
100,96 |
4,49 |
WZ0117 |
PL0000106936 |
99,90 |
100,04 |
--- |
--- |
99,97 |
--- |
PS0417 |
PL0000107058 |
100,97 |
101,13 |
4,51 |
4,47 |
101,05 |
4,49 |
DS1017 |
PL0000104543 |
103,23 |
103,55 |
4,54 |
4,47 |
103,39 |
4,50 |
WZ0118 |
PL0000104717 |
99,61 |
99,79 |
--- |
--- |
99,70 |
--- |
DS1019 |
PL0000105441 |
104,93 |
105,32 |
4,68 |
4,62 |
105,13 |
4,65 |
DS1020 |
PL0000106126 |
103,31 |
103,70 |
4,75 |
4,69 |
103,51 |
4,72 |
WZ0121 |
PL0000106068 |
97,96 |
98,26 |
--- |
--- |
98,11 |
--- |
DS1021 |
PL0000106670 |
106,40 |
106,73 |
4,87 |
4,83 |
106,57 |
4,85 |
WS0922 |
PL0000102646 |
106,51 |
106,91 |
4,92 |
4,87 |
106,71 |
4,89 |
IZ0823 |
PL0000105359 |
99,90 |
100,49 |
--- |
--- |
100,20 |
--- |
WS0429 |
PL0000105391 |
107,00 |
107,42 |
5,11 |
5,08 |
107,21 |
5,09 |
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 |
4,600 |
4,650 |
4,632 |
55 |
WS0922 |
PL0000102646 |
1/2 |
1 |
4,590 |
4,600 |
4,592 |
100 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,670 |
4,670 |
4,670 |
20 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
10 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,600 |
4,680 |
4,636 |
90 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
95 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,650 |
4,700 |
4,666 |
780 |
PS0417 |
PL0000107058 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
10 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
20 |
PS1016 |
PL0000106795 |
0/2 |
2 |
4,600 |
4,600 |
4,600 |
20 |
WS0922 |
PL0000102646 |
1/8 |
7 |
4,600 |
4,600 |
4,600 |
20 |
DS1017 |
PL0000104543 |
2/9 |
7 |
4,650 |
4,650 |
4,650 |
410 |
PS0414 |
PL0000105433 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
145 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,660 |
4,660 |
4,660 |
140 |
PS0416 |
PL0000106340 |
2/9 |
7 |
4,650 |
4,650 |
4,650 |
440 |
TOTAL |
2 355 |