2012-07-20 |
MARKET DATA |
No 139 (1924) |
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 |
1 270,00 |
1 361,28 |
96 |
2 855,00 |
3 056,15 |
22 |
4 125,00 |
4 417,43 |
118 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 270,00 |
1 361,28 |
96 |
2 855,00 |
3 056,15 |
22 |
4 125,00 |
4 417,43 |
118 |
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) |
OK1012 |
PL0000106100 |
98,88 |
98,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
97,81 |
97,84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,58 |
100,57 |
100,57 |
100,57 |
100,57 |
100,57 |
100,57 |
50 000 |
50,93 |
3 |
OK0713 |
PL0000106563 |
95,79 |
95,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,67 |
100,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
93,79 |
93,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,34 |
102,32 |
102,34 |
102,34 |
102,32 |
102,32 |
102,33 |
170 000 |
176,38 |
5 |
OK0714 |
PL0000107009 |
91,86 |
91,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,03 |
102,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,70 |
105,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,16 |
101,95 |
102,00 |
102,00 |
101,95 |
101,95 |
101,96 |
215 000 |
221,87 |
13 |
PS1016 |
PL0000106795 |
101,39 |
101,19 |
101,21 |
101,21 |
101,21 |
101,21 |
101,21 |
10 000 |
10,48 |
1 |
PS0417 |
PL0000107058 |
101,47 |
101,10 |
101,47 |
101,47 |
101,15 |
101,15 |
101,32 |
145 000 |
148,61 |
12 |
DS1017 |
PL0000104543 |
103,73 |
103,50 |
103,73 |
103,73 |
103,51 |
103,51 |
103,69 |
45 000 |
48,42 |
4 |
DS1019 |
PL0000105441 |
105,25 |
104,95 |
105,05 |
105,05 |
105,03 |
105,03 |
105,04 |
15 000 |
16,37 |
2 |
DS1020 |
PL0000106126 |
103,40 |
103,20 |
103,25 |
103,25 |
103,20 |
103,20 |
103,23 |
25 000 |
26,79 |
2 |
DS1021 |
PL0000106670 |
106,45 |
106,18 |
106,45 |
106,45 |
106,30 |
106,30 |
106,35 |
255 000 |
282,12 |
21 |
WS0922 |
PL0000102646 |
106,71 |
106,35 |
106,70 |
106,70 |
106,24 |
106,24 |
106,53 |
285 000 |
317,26 |
26 |
WS0429 |
PL0000105391 |
107,45 |
107,19 |
107,45 |
107,55 |
107,15 |
107,15 |
107,36 |
40 000 |
43,51 |
5 |
WS0437 |
PL0000104857 |
70,00 |
120,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,55 |
103,64 |
103,65 |
103,65 |
103,65 |
103,65 |
103,65 |
10 000 |
13,52 |
1 |
IZ0823 |
PL0000105359 |
100,55 |
100,77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,30 |
100,36 |
100,30 |
100,30 |
100,30 |
100,30 |
100,30 |
5 000 |
5,02 |
1 |
WZ0117 |
PL0000106936 |
99,91 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,79 |
99,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,00 |
98,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 270 000 |
1 361,28 |
96 |
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 |
36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
127 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
148 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
190 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
218 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
246 |
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 |
98,85 |
98,94 |
4,58 |
4,22 |
98,90 |
4,38 |
OK0113 |
PL0000106324 |
97,77 |
97,89 |
4,50 |
4,25 |
97,83 |
4,38 |
PS0413 |
PL0000105037 |
100,55 |
100,62 |
4,44 |
4,34 |
100,59 |
4,38 |
OK0713 |
PL0000106563 |
95,77 |
95,91 |
4,40 |
4,25 |
95,84 |
4,33 |
DS1013 |
PL0000102836 |
100,64 |
100,74 |
4,44 |
4,36 |
100,69 |
4,40 |
OK0114 |
PL0000106712 |
93,76 |
93,90 |
4,37 |
4,27 |
93,83 |
4,32 |
PS0414 |
PL0000105433 |
102,32 |
102,41 |
4,33 |
4,28 |
102,37 |
4,30 |
WZ0115 |
PL0000106480 |
100,27 |
100,40 |
--- |
--- |
100,34 |
--- |
PS0415 |
PL0000105953 |
102,88 |
103,10 |
4,36 |
4,27 |
102,99 |
4,32 |
DS1015 |
PL0000103602 |
105,67 |
105,88 |
4,33 |
4,27 |
105,78 |
4,30 |
PS0416 |
PL0000106340 |
102,06 |
102,29 |
4,38 |
4,32 |
102,18 |
4,35 |
IZ0816 |
PL0000103529 |
103,46 |
103,87 |
--- |
--- |
103,67 |
--- |
PS1016 |
PL0000106795 |
101,29 |
101,49 |
4,40 |
4,35 |
101,39 |
4,38 |
WZ0117 |
PL0000106936 |
99,86 |
100,09 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
101,33 |
101,50 |
4,43 |
4,39 |
101,42 |
4,41 |
DS1017 |
PL0000104543 |
103,56 |
103,84 |
4,47 |
4,41 |
103,70 |
4,44 |
WZ0118 |
PL0000104717 |
99,71 |
99,95 |
--- |
--- |
99,83 |
--- |
DS1019 |
PL0000105441 |
105,15 |
105,39 |
4,64 |
4,60 |
105,27 |
4,62 |
DS1020 |
PL0000106126 |
103,34 |
103,65 |
4,74 |
4,70 |
103,50 |
4,72 |
WZ0121 |
PL0000106068 |
97,95 |
98,27 |
--- |
--- |
98,11 |
--- |
DS1021 |
PL0000106670 |
106,30 |
106,60 |
4,88 |
4,84 |
106,45 |
4,86 |
WS0922 |
PL0000102646 |
106,65 |
106,95 |
4,90 |
4,86 |
106,80 |
4,88 |
IZ0823 |
PL0000105359 |
100,45 |
100,87 |
--- |
--- |
100,66 |
--- |
WS0429 |
PL0000105391 |
107,30 |
107,65 |
5,09 |
5,06 |
107,48 |
5,07 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,83 |
98,96 |
4,66 |
4,14 |
98,90 |
4,38 |
OK0113 |
PL0000106324 |
97,77 |
97,88 |
4,50 |
4,27 |
97,83 |
4,38 |
PS0413 |
PL0000105037 |
100,53 |
100,60 |
4,46 |
4,37 |
100,57 |
4,41 |
OK0713 |
PL0000106563 |
95,76 |
95,84 |
4,42 |
4,33 |
95,80 |
4,37 |
DS1013 |
PL0000102836 |
100,50 |
100,72 |
4,56 |
4,38 |
100,61 |
4,47 |
OK0114 |
PL0000106712 |
93,73 |
93,90 |
4,39 |
4,27 |
93,82 |
4,32 |
PS0414 |
PL0000105433 |
102,27 |
102,36 |
4,36 |
4,31 |
102,32 |
4,33 |
WZ0115 |
PL0000106480 |
100,22 |
100,50 |
--- |
--- |
100,36 |
--- |
PS0415 |
PL0000105953 |
102,84 |
102,97 |
4,37 |
4,32 |
102,91 |
4,35 |
DS1015 |
PL0000103602 |
105,49 |
105,67 |
4,39 |
4,33 |
105,58 |
4,36 |
PS0416 |
PL0000106340 |
101,83 |
101,98 |
4,45 |
4,41 |
101,91 |
4,43 |
IZ0816 |
PL0000103529 |
103,47 |
103,70 |
--- |
--- |
103,59 |
--- |
PS1016 |
PL0000106795 |
100,87 |
101,21 |
4,51 |
4,42 |
101,04 |
4,47 |
WZ0117 |
PL0000106936 |
99,84 |
100,07 |
--- |
--- |
99,96 |
--- |
PS0417 |
PL0000107058 |
100,97 |
101,27 |
4,51 |
4,44 |
101,12 |
4,48 |
DS1017 |
PL0000104543 |
103,34 |
103,54 |
4,51 |
4,47 |
103,44 |
4,49 |
WZ0118 |
PL0000104717 |
99,74 |
100,00 |
--- |
--- |
99,87 |
--- |
DS1019 |
PL0000105441 |
104,76 |
105,19 |
4,70 |
4,63 |
104,98 |
4,67 |
DS1020 |
PL0000106126 |
102,81 |
103,24 |
4,82 |
4,76 |
103,03 |
4,79 |
WZ0121 |
PL0000106068 |
97,95 |
98,45 |
--- |
--- |
98,20 |
--- |
DS1021 |
PL0000106670 |
105,81 |
106,23 |
4,95 |
4,89 |
106,02 |
4,92 |
WS0922 |
PL0000102646 |
106,15 |
106,46 |
4,96 |
4,92 |
106,31 |
4,94 |
IZ0823 |
PL0000105359 |
100,40 |
100,87 |
--- |
--- |
100,64 |
--- |
WS0429 |
PL0000105391 |
106,70 |
107,30 |
5,14 |
5,09 |
107,00 |
5,11 |
REPO MARKET |
General Collateral (GC) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
3/4 |
1 |
4,700 |
4,700 |
4,700 |
1 760 |
TOTAL |
1 760 |
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 |
4,500 |
4,500 |
4,500 |
30 |
DS1019 |
PL0000105441 |
3/4 |
1 |
4,640 |
4,640 |
4,640 |
10 |
OK0113 |
PL0000106324 |
3/4 |
1 |
4,640 |
4,640 |
4,640 |
95 |
PS0416 |
PL0000106340 |
3/4 |
1 |
4,640 |
4,640 |
4,640 |
10 |
OK0713 |
PL0000106563 |
3/4 |
1 |
4,640 |
4,640 |
4,640 |
40 |
PS0417 |
PL0000107058 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
55 |
DS1015 |
PL0000103602 |
0/3 |
3 |
4,640 |
4,640 |
4,640 |
125 |
PS1016 |
PL0000106795 |
0/3 |
3 |
4,600 |
4,600 |
4,600 |
20 |
WS0922 |
PL0000102646 |
0/4 |
4 |
4,500 |
4,500 |
4,500 |
230 |
PS0414 |
PL0000105433 |
0/5 |
5 |
4,500 |
4,500 |
4,500 |
25 |
WS0429 |
PL0000105391 |
3/10 |
7 |
4,600 |
4,600 |
4,600 |
140 |
PS0414 |
PL0000105433 |
3/10 |
7 |
4,450 |
4,450 |
4,450 |
60 |
PS0415 |
PL0000105953 |
3/10 |
7 |
4,650 |
4,650 |
4,650 |
130 |
DS1020 |
PL0000106126 |
3/10 |
7 |
4,650 |
4,650 |
4,650 |
45 |
PS0417 |
PL0000107058 |
3/10 |
7 |
4,600 |
4,600 |
4,600 |
80 |
TOTAL |
1 095 |