2012-07-19 |
MARKET DATA |
No 138 (1923) |
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 |
3 867,50 |
4 061,13 |
199 |
1 975,00 |
2 089,65 |
15 |
5 842,50 |
6 150,77 |
214 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
3 867,50 |
4 061,13 |
199 |
1 975,00 |
2 089,65 |
15 |
5 842,50 |
6 150,77 |
214 |
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 |
99,97 |
99,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
99,35 |
98,90 |
98,91 |
98,91 |
98,91 |
98,91 |
98,91 |
2 500 |
2,47 |
1 |
OK0113 |
PL0000106324 |
97,76 |
97,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,58 |
100,58 |
100,60 |
100,60 |
100,60 |
100,60 |
100,60 |
50 000 |
50,94 |
2 |
OK0713 |
PL0000106563 |
96,25 |
95,81 |
96,25 |
96,25 |
96,25 |
96,25 |
96,25 |
25 000 |
24,06 |
1 |
DS1013 |
PL0000102836 |
100,69 |
100,48 |
100,72 |
100,73 |
100,72 |
100,73 |
100,73 |
37 500 |
39,17 |
3 |
OK0114 |
PL0000106712 |
96,16 |
93,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,29 |
102,00 |
102,25 |
102,35 |
102,00 |
102,35 |
102,27 |
1 092 500 |
1 132,62 |
34 |
OK0714 |
PL0000107009 |
91,88 |
91,74 |
91,71 |
91,85 |
91,71 |
91,85 |
91,75 |
360 000 |
330,29 |
12 |
PS0415 |
PL0000105953 |
102,90 |
102,94 |
103,00 |
103,03 |
103,00 |
103,03 |
103,02 |
35 000 |
36,53 |
2 |
DS1015 |
PL0000103602 |
105,75 |
105,66 |
105,73 |
105,73 |
105,70 |
105,70 |
105,72 |
20 000 |
22,08 |
2 |
PS0416 |
PL0000106340 |
102,15 |
102,08 |
101,95 |
102,14 |
101,95 |
102,13 |
102,04 |
100 000 |
103,26 |
6 |
PS1016 |
PL0000106795 |
101,45 |
100,50 |
100,50 |
101,45 |
100,50 |
101,41 |
101,32 |
300 000 |
314,55 |
12 |
PS0417 |
PL0000107058 |
102,69 |
101,25 |
101,40 |
102,35 |
101,40 |
101,54 |
101,49 |
365 000 |
374,66 |
22 |
DS1017 |
PL0000104543 |
103,74 |
103,60 |
103,69 |
103,74 |
103,55 |
103,74 |
103,65 |
152 500 |
164,01 |
12 |
DS1019 |
PL0000105441 |
105,37 |
105,21 |
105,15 |
105,25 |
105,15 |
105,25 |
105,22 |
15 000 |
16,40 |
2 |
DS1020 |
PL0000106126 |
103,73 |
103,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
106,72 |
106,46 |
106,71 |
106,71 |
106,38 |
106,60 |
106,58 |
510 000 |
565,37 |
34 |
WS0922 |
PL0000102646 |
107,00 |
106,65 |
107,10 |
107,19 |
106,65 |
106,65 |
107,00 |
245 000 |
273,85 |
25 |
WS0429 |
PL0000105391 |
107,37 |
107,16 |
107,45 |
107,50 |
107,35 |
107,35 |
107,48 |
50 000 |
54,44 |
5 |
WS0437 |
PL0000104857 |
94,60 |
104,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,70 |
103,55 |
103,55 |
103,75 |
103,55 |
103,75 |
103,60 |
125 000 |
168,95 |
9 |
IZ0823 |
PL0000105359 |
100,59 |
100,05 |
100,05 |
100,63 |
100,05 |
100,63 |
100,42 |
30 000 |
35,49 |
3 |
WZ0115 |
PL0000106480 |
100,30 |
100,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,99 |
100,00 |
100,00 |
100,05 |
99,99 |
99,99 |
100,01 |
182 500 |
182,51 |
6 |
WZ0118 |
PL0000104717 |
99,87 |
99,70 |
99,87 |
99,90 |
99,87 |
99,90 |
99,89 |
150 000 |
149,84 |
4 |
WZ0121 |
PL0000106068 |
98,20 |
98,18 |
98,20 |
98,20 |
98,19 |
98,19 |
98,20 |
20 000 |
19,64 |
2 |
TOTAL |
3 867 500 |
4 061,13 |
199 |
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 |
37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
128 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
149 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
191 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
219 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
247 |
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 |
98,81 |
98,93 |
4,69 |
4,21 |
98,87 |
4,45 |
OK0113 |
PL0000106324 |
97,72 |
97,86 |
4,58 |
4,29 |
97,79 |
4,43 |
PS0413 |
PL0000105037 |
100,53 |
100,61 |
4,47 |
4,36 |
100,57 |
4,41 |
OK0713 |
PL0000106563 |
95,67 |
95,86 |
4,50 |
4,29 |
95,77 |
4,39 |
DS1013 |
PL0000102836 |
100,56 |
100,75 |
4,51 |
4,35 |
100,66 |
4,43 |
OK0114 |
PL0000106712 |
93,60 |
93,77 |
4,48 |
4,35 |
93,69 |
4,41 |
PS0414 |
PL0000105433 |
102,13 |
102,27 |
4,45 |
4,37 |
102,20 |
4,41 |
WZ0115 |
PL0000106480 |
100,22 |
100,44 |
--- |
--- |
100,33 |
--- |
PS0415 |
PL0000105953 |
102,74 |
102,98 |
4,41 |
4,32 |
102,86 |
4,37 |
DS1015 |
PL0000103602 |
105,55 |
105,72 |
4,37 |
4,32 |
105,64 |
4,34 |
PS0416 |
PL0000106340 |
101,92 |
102,18 |
4,43 |
4,35 |
102,05 |
4,39 |
IZ0816 |
PL0000103529 |
103,05 |
103,63 |
--- |
--- |
103,34 |
--- |
PS1016 |
PL0000106795 |
101,11 |
101,35 |
4,45 |
4,39 |
101,23 |
4,42 |
WZ0117 |
PL0000106936 |
99,89 |
100,04 |
--- |
--- |
99,97 |
--- |
PS0417 |
PL0000107058 |
101,13 |
101,44 |
4,47 |
4,40 |
101,29 |
4,44 |
DS1017 |
PL0000104543 |
103,52 |
103,85 |
4,48 |
4,41 |
103,69 |
4,44 |
WZ0118 |
PL0000104717 |
99,62 |
99,92 |
--- |
--- |
99,77 |
--- |
DS1019 |
PL0000105441 |
105,14 |
105,53 |
4,64 |
4,58 |
105,34 |
4,61 |
DS1020 |
PL0000106126 |
103,44 |
103,87 |
4,73 |
4,67 |
103,66 |
4,70 |
WZ0121 |
PL0000106068 |
97,71 |
98,37 |
--- |
--- |
98,04 |
--- |
DS1021 |
PL0000106670 |
106,48 |
106,75 |
4,86 |
4,82 |
106,62 |
4,84 |
WS0922 |
PL0000102646 |
106,93 |
107,22 |
4,86 |
4,83 |
107,08 |
4,85 |
IZ0823 |
PL0000105359 |
99,91 |
100,24 |
--- |
--- |
100,08 |
--- |
WS0429 |
PL0000105391 |
107,20 |
107,64 |
5,10 |
5,06 |
107,42 |
5,08 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,83 |
98,93 |
4,61 |
4,21 |
98,88 |
4,41 |
OK0113 |
PL0000106324 |
97,74 |
97,86 |
4,54 |
4,29 |
97,80 |
4,41 |
PS0413 |
PL0000105037 |
100,54 |
100,63 |
4,45 |
4,33 |
100,59 |
4,39 |
OK0713 |
PL0000106563 |
95,71 |
95,88 |
4,46 |
4,27 |
95,80 |
4,36 |
DS1013 |
PL0000102836 |
100,61 |
100,76 |
4,47 |
4,34 |
100,69 |
4,40 |
OK0114 |
PL0000106712 |
93,70 |
93,86 |
4,40 |
4,29 |
93,78 |
4,35 |
PS0414 |
PL0000105433 |
102,25 |
102,35 |
4,38 |
4,32 |
102,30 |
4,35 |
WZ0115 |
PL0000106480 |
100,27 |
100,54 |
--- |
--- |
100,41 |
--- |
PS0415 |
PL0000105953 |
102,82 |
103,03 |
4,38 |
4,30 |
102,93 |
4,34 |
DS1015 |
PL0000103602 |
105,58 |
105,72 |
4,36 |
4,32 |
105,65 |
4,34 |
PS0416 |
PL0000106340 |
101,91 |
102,14 |
4,43 |
4,36 |
102,03 |
4,39 |
IZ0816 |
PL0000103529 |
103,51 |
103,80 |
--- |
--- |
103,66 |
--- |
PS1016 |
PL0000106795 |
101,13 |
101,40 |
4,44 |
4,37 |
101,27 |
4,41 |
WZ0117 |
PL0000106936 |
99,88 |
100,05 |
--- |
--- |
99,97 |
--- |
PS0417 |
PL0000107058 |
101,26 |
101,45 |
4,44 |
4,40 |
101,36 |
4,42 |
DS1017 |
PL0000104543 |
103,54 |
103,72 |
4,47 |
4,43 |
103,63 |
4,45 |
WZ0118 |
PL0000104717 |
99,68 |
99,95 |
--- |
--- |
99,82 |
--- |
DS1019 |
PL0000105441 |
104,97 |
105,29 |
4,67 |
4,62 |
105,13 |
4,64 |
DS1020 |
PL0000106126 |
103,16 |
103,52 |
4,77 |
4,72 |
103,34 |
4,74 |
WZ0121 |
PL0000106068 |
97,95 |
98,26 |
--- |
--- |
98,11 |
--- |
DS1021 |
PL0000106670 |
106,29 |
106,58 |
4,88 |
4,84 |
106,44 |
4,86 |
WS0922 |
PL0000102646 |
106,50 |
106,82 |
4,92 |
4,88 |
106,66 |
4,90 |
IZ0823 |
PL0000105359 |
100,23 |
100,71 |
--- |
--- |
100,47 |
--- |
WS0429 |
PL0000105391 |
107,01 |
107,53 |
5,11 |
5,07 |
107,27 |
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) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
100 |
DS1020 |
PL0000106126 |
4/5 |
1 |
4,620 |
4,620 |
4,620 |
60 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,550 |
4,550 |
4,550 |
10 |
PS0417 |
PL0000107058 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
10 |
PS0413 |
PL0000105037 |
1/4 |
3 |
4,680 |
4,680 |
4,680 |
100 |
DS1019 |
PL0000105441 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
10 |
PS0415 |
PL0000105953 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
50 |
OK0113 |
PL0000106324 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
50 |
DS1021 |
PL0000106670 |
1/4 |
3 |
4,700 |
4,700 |
4,700 |
245 |
DS1013 |
PL0000102836 |
0/4 |
4 |
4,650 |
4,650 |
4,650 |
45 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,650 |
4,660 |
4,655 |
485 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,600 |
4,600 |
4,600 |
175 |
OK1012 |
PL0000106100 |
4/11 |
7 |
4,650 |
4,650 |
4,650 |
410 |
PS0416 |
PL0000106340 |
4/11 |
7 |
4,650 |
4,650 |
4,650 |
225 |
TOTAL |
1 975 |