2012-07-23 |
MARKET DATA |
No 140 (1925) |
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 |
2 237,50 |
2 310,91 |
141 |
1 110,00 |
1 159,63 |
16 |
3 347,50 |
3 470,55 |
157 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 237,50 |
2 310,91 |
141 |
1 110,00 |
1 159,63 |
16 |
3 347,50 |
3 470,55 |
157 |
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 |
98,90 |
98,89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
97,82 |
97,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,55 |
100,58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
95,78 |
95,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,67 |
100,69 |
100,69 |
100,69 |
100,69 |
100,69 |
100,69 |
75 000 |
78,34 |
1 |
OK0114 |
PL0000106712 |
93,80 |
93,84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,31 |
102,30 |
102,30 |
102,32 |
102,30 |
102,31 |
102,31 |
50 000 |
51,87 |
4 |
OK0714 |
PL0000107009 |
91,86 |
91,90 |
91,86 |
91,86 |
91,83 |
91,83 |
91,84 |
235 000 |
215,82 |
6 |
PS0415 |
PL0000105953 |
102,90 |
102,86 |
102,88 |
102,88 |
102,86 |
102,86 |
102,87 |
85 000 |
88,60 |
4 |
DS1015 |
PL0000103602 |
105,54 |
105,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,88 |
101,80 |
101,85 |
101,90 |
101,83 |
101,83 |
101,85 |
240 000 |
247,44 |
13 |
PS1016 |
PL0000106795 |
101,06 |
101,03 |
101,05 |
101,06 |
101,04 |
101,04 |
101,05 |
65 000 |
67,99 |
5 |
PS0417 |
PL0000107058 |
101,20 |
101,06 |
101,15 |
101,25 |
101,15 |
101,17 |
101,19 |
290 000 |
296,88 |
18 |
DS1017 |
PL0000104543 |
103,35 |
103,25 |
103,25 |
103,40 |
103,25 |
103,35 |
103,34 |
35 000 |
37,55 |
3 |
DS1019 |
PL0000105441 |
107,64 |
104,81 |
104,86 |
104,91 |
104,86 |
104,91 |
104,90 |
140 000 |
152,62 |
8 |
DS1020 |
PL0000106126 |
103,01 |
101,90 |
102,95 |
102,95 |
102,80 |
102,80 |
102,92 |
80 000 |
85,48 |
8 |
DS1021 |
PL0000106670 |
106,00 |
105,73 |
106,10 |
106,10 |
105,57 |
105,57 |
105,87 |
315 000 |
347,04 |
25 |
WS0922 |
PL0000102646 |
107,53 |
106,05 |
107,50 |
107,50 |
105,85 |
105,85 |
106,33 |
85 000 |
94,47 |
10 |
WS0429 |
PL0000105391 |
106,80 |
106,89 |
106,99 |
107,00 |
106,40 |
106,40 |
106,62 |
142 500 |
153,98 |
14 |
WS0437 |
PL0000104857 |
70,00 |
130,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,53 |
103,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
100,46 |
100,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,33 |
100,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,95 |
100,00 |
99,95 |
99,95 |
99,95 |
99,95 |
99,95 |
25 000 |
24,99 |
3 |
WZ0118 |
PL0000104717 |
99,79 |
99,70 |
99,71 |
99,71 |
99,71 |
99,71 |
99,71 |
35 000 |
34,90 |
1 |
WZ0121 |
PL0000106068 |
98,05 |
97,90 |
98,05 |
98,05 |
97,80 |
97,80 |
97,93 |
340 000 |
332,95 |
18 |
TOTAL |
2 237 500 |
2 310,91 |
141 |
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 |
35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
126 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
147 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
189 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
217 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
245 |
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 |
98,95 |
4,63 |
4,22 |
98,90 |
4,42 |
OK0113 |
PL0000106324 |
97,78 |
97,89 |
4,50 |
4,28 |
97,84 |
4,38 |
PS0413 |
PL0000105037 |
100,51 |
100,60 |
4,49 |
4,37 |
100,56 |
4,42 |
OK0713 |
PL0000106563 |
95,72 |
95,86 |
4,47 |
4,32 |
95,79 |
4,40 |
DS1013 |
PL0000102836 |
100,55 |
100,72 |
4,52 |
4,38 |
100,64 |
4,44 |
OK0114 |
PL0000106712 |
93,76 |
93,88 |
4,38 |
4,29 |
93,82 |
4,33 |
PS0414 |
PL0000105433 |
102,24 |
102,35 |
4,38 |
4,31 |
102,30 |
4,34 |
WZ0115 |
PL0000106480 |
100,18 |
100,51 |
--- |
--- |
100,35 |
--- |
PS0415 |
PL0000105953 |
102,77 |
103,00 |
4,40 |
4,31 |
102,89 |
4,35 |
DS1015 |
PL0000103602 |
105,46 |
105,70 |
4,40 |
4,32 |
105,58 |
4,36 |
PS0416 |
PL0000106340 |
101,76 |
101,96 |
4,47 |
4,41 |
101,86 |
4,44 |
IZ0816 |
PL0000103529 |
103,36 |
103,70 |
--- |
--- |
103,53 |
--- |
PS1016 |
PL0000106795 |
100,90 |
101,13 |
4,50 |
4,44 |
101,02 |
4,47 |
WZ0117 |
PL0000106936 |
99,77 |
100,18 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
100,90 |
101,18 |
4,53 |
4,46 |
101,04 |
4,49 |
DS1017 |
PL0000104543 |
103,23 |
103,45 |
4,54 |
4,49 |
103,34 |
4,51 |
WZ0118 |
PL0000104717 |
99,65 |
100,02 |
--- |
--- |
99,84 |
--- |
DS1019 |
PL0000105441 |
104,63 |
104,90 |
4,72 |
4,68 |
104,77 |
4,70 |
DS1020 |
PL0000106126 |
102,80 |
103,13 |
4,82 |
4,78 |
102,97 |
4,80 |
WZ0121 |
PL0000106068 |
97,92 |
98,50 |
--- |
--- |
98,21 |
--- |
DS1021 |
PL0000106670 |
105,83 |
106,15 |
4,94 |
4,90 |
105,99 |
4,92 |
WS0922 |
PL0000102646 |
106,04 |
106,39 |
4,97 |
4,93 |
106,22 |
4,95 |
IZ0823 |
PL0000105359 |
100,35 |
100,92 |
--- |
--- |
100,64 |
--- |
WS0429 |
PL0000105391 |
106,67 |
107,09 |
5,14 |
5,10 |
106,88 |
5,12 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,88 |
98,94 |
4,51 |
4,26 |
98,91 |
4,38 |
OK0113 |
PL0000106324 |
97,80 |
97,88 |
4,46 |
4,30 |
97,84 |
4,38 |
PS0413 |
PL0000105037 |
100,52 |
100,60 |
4,48 |
4,37 |
100,56 |
4,42 |
OK0713 |
PL0000106563 |
95,72 |
95,82 |
4,47 |
4,36 |
95,77 |
4,42 |
DS1013 |
PL0000102836 |
100,65 |
100,75 |
4,43 |
4,35 |
100,70 |
4,39 |
OK0114 |
PL0000106712 |
93,73 |
93,86 |
4,40 |
4,30 |
93,80 |
4,35 |
PS0414 |
PL0000105433 |
102,28 |
102,37 |
4,36 |
4,30 |
102,33 |
4,33 |
WZ0115 |
PL0000106480 |
100,17 |
100,39 |
--- |
--- |
100,28 |
--- |
PS0415 |
PL0000105953 |
102,83 |
102,96 |
4,38 |
4,33 |
102,90 |
4,35 |
DS1015 |
PL0000103602 |
105,45 |
105,65 |
4,40 |
4,34 |
105,55 |
4,37 |
PS0416 |
PL0000106340 |
101,68 |
101,86 |
4,49 |
4,44 |
101,77 |
4,47 |
IZ0816 |
PL0000103529 |
103,43 |
103,69 |
--- |
--- |
103,56 |
--- |
PS1016 |
PL0000106795 |
100,82 |
101,08 |
4,52 |
4,46 |
100,95 |
4,49 |
WZ0117 |
PL0000106936 |
99,85 |
100,05 |
--- |
--- |
99,95 |
--- |
PS0417 |
PL0000107058 |
100,91 |
101,14 |
4,53 |
4,47 |
101,03 |
4,50 |
DS1017 |
PL0000104543 |
103,11 |
103,39 |
4,56 |
4,50 |
103,25 |
4,53 |
WZ0118 |
PL0000104717 |
99,47 |
99,95 |
--- |
--- |
99,71 |
--- |
DS1019 |
PL0000105441 |
104,57 |
104,94 |
4,73 |
4,67 |
104,76 |
4,70 |
DS1020 |
PL0000106126 |
102,57 |
102,93 |
4,86 |
4,80 |
102,75 |
4,83 |
WZ0121 |
PL0000106068 |
97,74 |
97,99 |
--- |
--- |
97,87 |
--- |
DS1021 |
PL0000106670 |
105,57 |
105,90 |
4,98 |
4,93 |
105,74 |
4,95 |
WS0922 |
PL0000102646 |
105,82 |
106,19 |
5,00 |
4,95 |
106,01 |
4,98 |
IZ0823 |
PL0000105359 |
100,35 |
100,92 |
--- |
--- |
100,64 |
--- |
WS0429 |
PL0000105391 |
106,43 |
107,00 |
5,16 |
5,11 |
106,72 |
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) |
(%) |
(%) |
(%) |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,400 |
4,400 |
4,400 |
60 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,400 |
4,450 |
4,422 |
185 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,400 |
4,400 |
4,400 |
100 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,400 |
4,400 |
4,400 |
140 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
150 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
135 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,400 |
4,400 |
4,400 |
100 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,400 |
4,400 |
4,400 |
125 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,300 |
4,330 |
4,310 |
60 |
OK1012 |
PL0000106100 |
0/2 |
2 |
4,300 |
4,300 |
4,300 |
5 |
OK0714 |
PL0000107009 |
0/2 |
2 |
4,300 |
4,300 |
4,300 |
20 |
PS0414 |
PL0000105433 |
0/3 |
3 |
4,250 |
4,250 |
4,250 |
30 |
TOTAL |
1 110 |