2012-07-24 |
MARKET DATA |
No 141 (1926) |
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 |
2 802,50 |
2 828,33 |
156 |
810,00 |
857,26 |
10 |
3 612,50 |
3 685,59 |
166 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 802,50 |
2 828,33 |
156 |
810,00 |
857,26 |
10 |
3 612,50 |
3 685,59 |
166 |
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 |
98,91 |
98,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
97,82 |
97,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,56 |
100,55 |
100,59 |
100,59 |
100,54 |
100,54 |
100,57 |
135 000 |
137,56 |
3 |
OK0713 |
PL0000106563 |
95,95 |
95,82 |
95,80 |
95,80 |
95,80 |
95,80 |
95,80 |
25 000 |
23,95 |
1 |
DS1013 |
PL0000102836 |
100,70 |
99,26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
93,81 |
93,80 |
93,80 |
93,81 |
93,79 |
93,81 |
93,79 |
115 000 |
107,86 |
3 |
PS0414 |
PL0000105433 |
102,32 |
102,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
91,83 |
91,83 |
91,83 |
91,83 |
91,79 |
91,79 |
91,81 |
365 000 |
335,10 |
10 |
PS0415 |
PL0000105953 |
102,85 |
102,79 |
102,80 |
102,80 |
102,80 |
102,80 |
102,80 |
10 000 |
10,42 |
1 |
DS1015 |
PL0000103602 |
105,50 |
105,45 |
105,50 |
105,50 |
105,47 |
105,47 |
105,49 |
90 000 |
99,18 |
4 |
PS0416 |
PL0000106340 |
101,76 |
101,56 |
101,60 |
101,60 |
101,56 |
101,56 |
101,57 |
165 000 |
169,67 |
13 |
PS1016 |
PL0000106795 |
100,88 |
100,82 |
100,80 |
100,80 |
100,68 |
100,68 |
100,76 |
40 000 |
41,73 |
3 |
PS0417 |
PL0000107058 |
100,99 |
100,63 |
100,95 |
100,95 |
100,58 |
100,63 |
100,68 |
492 500 |
501,72 |
35 |
DS1017 |
PL0000104543 |
103,20 |
102,98 |
103,15 |
103,15 |
103,00 |
103,00 |
103,05 |
30 000 |
32,10 |
3 |
DS1019 |
PL0000105441 |
104,65 |
104,37 |
104,40 |
104,40 |
104,40 |
104,40 |
104,40 |
10 000 |
10,85 |
1 |
DS1020 |
PL0000106126 |
102,65 |
102,39 |
102,61 |
102,61 |
102,30 |
102,30 |
102,49 |
40 000 |
42,58 |
3 |
DS1021 |
PL0000106670 |
105,67 |
105,30 |
105,65 |
105,65 |
105,22 |
105,30 |
105,44 |
310 000 |
340,24 |
24 |
WS0922 |
PL0000102646 |
105,91 |
105,34 |
105,91 |
105,91 |
105,35 |
105,35 |
105,55 |
145 000 |
160,04 |
15 |
WS0429 |
PL0000105391 |
106,26 |
105,63 |
106,20 |
106,20 |
106,20 |
106,20 |
106,20 |
5 000 |
5,38 |
1 |
WS0437 |
PL0000104857 |
70,00 |
130,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,37 |
103,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
100,41 |
100,72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,25 |
100,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,95 |
99,92 |
99,91 |
99,91 |
99,90 |
99,90 |
99,90 |
90 000 |
89,93 |
6 |
WZ0118 |
PL0000104717 |
99,66 |
99,62 |
99,66 |
99,66 |
99,61 |
99,61 |
99,64 |
80 000 |
79,72 |
4 |
WZ0121 |
PL0000106068 |
97,81 |
97,70 |
97,80 |
97,80 |
97,68 |
97,71 |
97,74 |
655 000 |
640,29 |
26 |
TOTAL |
2 802 500 |
2 828,33 |
156 |
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 |
34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
125 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
146 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
188 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
216 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
244 |
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 |
98,89 |
98,98 |
4,51 |
4,14 |
98,94 |
4,31 |
OK0113 |
PL0000106324 |
97,80 |
97,89 |
4,49 |
4,30 |
97,85 |
4,38 |
PS0413 |
PL0000105037 |
100,54 |
100,61 |
4,45 |
4,35 |
100,58 |
4,39 |
OK0713 |
PL0000106563 |
95,78 |
95,89 |
4,42 |
4,30 |
95,84 |
4,35 |
DS1013 |
PL0000102836 |
100,65 |
100,78 |
4,43 |
4,32 |
100,72 |
4,37 |
OK0114 |
PL0000106712 |
93,77 |
93,90 |
4,38 |
4,28 |
93,84 |
4,33 |
PS0414 |
PL0000105433 |
102,27 |
102,38 |
4,36 |
4,29 |
102,33 |
4,32 |
WZ0115 |
PL0000106480 |
100,20 |
100,36 |
--- |
--- |
100,28 |
--- |
PS0415 |
PL0000105953 |
102,77 |
102,99 |
4,40 |
4,31 |
102,88 |
4,36 |
DS1015 |
PL0000103602 |
105,42 |
105,66 |
4,41 |
4,33 |
105,54 |
4,37 |
PS0416 |
PL0000106340 |
101,63 |
101,84 |
4,51 |
4,45 |
101,74 |
4,48 |
IZ0816 |
PL0000103529 |
103,26 |
103,74 |
--- |
--- |
103,50 |
--- |
PS1016 |
PL0000106795 |
100,80 |
101,10 |
4,53 |
4,45 |
100,95 |
4,49 |
WZ0117 |
PL0000106936 |
99,85 |
100,02 |
--- |
--- |
99,94 |
--- |
PS0417 |
PL0000107058 |
100,81 |
101,04 |
4,55 |
4,49 |
100,93 |
4,52 |
DS1017 |
PL0000104543 |
103,11 |
103,40 |
4,56 |
4,50 |
103,26 |
4,53 |
WZ0118 |
PL0000104717 |
99,52 |
99,73 |
--- |
--- |
99,63 |
--- |
DS1019 |
PL0000105441 |
104,47 |
104,84 |
4,75 |
4,69 |
104,66 |
4,72 |
DS1020 |
PL0000106126 |
102,40 |
102,70 |
4,88 |
4,84 |
102,55 |
4,86 |
WZ0121 |
PL0000106068 |
97,72 |
97,89 |
--- |
--- |
97,81 |
--- |
DS1021 |
PL0000106670 |
105,44 |
105,74 |
4,99 |
4,95 |
105,59 |
4,97 |
WS0922 |
PL0000102646 |
105,63 |
105,95 |
5,02 |
4,98 |
105,79 |
5,00 |
IZ0823 |
PL0000105359 |
100,35 |
100,90 |
--- |
--- |
100,63 |
--- |
WS0429 |
PL0000105391 |
106,02 |
106,51 |
5,20 |
5,15 |
106,27 |
5,18 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,86 |
98,94 |
4,64 |
4,31 |
98,90 |
4,47 |
OK0113 |
PL0000106324 |
97,79 |
97,88 |
4,51 |
4,32 |
97,84 |
4,40 |
PS0413 |
PL0000105037 |
100,51 |
100,57 |
4,49 |
4,40 |
100,54 |
4,45 |
OK0713 |
PL0000106563 |
95,77 |
95,85 |
4,43 |
4,34 |
95,81 |
4,39 |
DS1013 |
PL0000102836 |
100,64 |
100,77 |
4,44 |
4,33 |
100,71 |
4,38 |
OK0114 |
PL0000106712 |
93,77 |
93,85 |
4,38 |
4,32 |
93,81 |
4,35 |
PS0414 |
PL0000105433 |
102,25 |
102,34 |
4,37 |
4,32 |
102,30 |
4,34 |
WZ0115 |
PL0000106480 |
100,19 |
100,32 |
--- |
--- |
100,26 |
--- |
PS0415 |
PL0000105953 |
102,72 |
102,89 |
4,42 |
4,35 |
102,81 |
4,38 |
DS1015 |
PL0000103602 |
105,36 |
105,53 |
4,43 |
4,38 |
105,45 |
4,40 |
PS0416 |
PL0000106340 |
101,50 |
101,64 |
4,55 |
4,51 |
101,57 |
4,53 |
IZ0816 |
PL0000103529 |
103,29 |
103,60 |
--- |
--- |
103,45 |
--- |
PS1016 |
PL0000106795 |
100,57 |
100,86 |
4,59 |
4,51 |
100,72 |
4,55 |
WZ0117 |
PL0000106936 |
99,83 |
99,99 |
--- |
--- |
99,91 |
--- |
PS0417 |
PL0000107058 |
100,55 |
100,75 |
4,61 |
4,56 |
100,65 |
4,59 |
DS1017 |
PL0000104543 |
102,80 |
103,08 |
4,63 |
4,57 |
102,94 |
4,60 |
WZ0118 |
PL0000104717 |
99,49 |
99,71 |
--- |
--- |
99,60 |
--- |
DS1019 |
PL0000105441 |
104,19 |
104,51 |
4,80 |
4,74 |
104,35 |
4,77 |
DS1020 |
PL0000106126 |
102,16 |
102,50 |
4,92 |
4,87 |
102,33 |
4,89 |
WZ0121 |
PL0000106068 |
97,64 |
97,81 |
--- |
--- |
97,73 |
--- |
DS1021 |
PL0000106670 |
105,16 |
105,43 |
5,03 |
5,00 |
105,30 |
5,01 |
WS0922 |
PL0000102646 |
105,25 |
105,55 |
5,07 |
5,03 |
105,40 |
5,05 |
IZ0823 |
PL0000105359 |
100,32 |
100,80 |
--- |
--- |
100,56 |
--- |
WS0429 |
PL0000105391 |
105,69 |
106,21 |
5,23 |
5,18 |
105,95 |
5,20 |
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 |
4,520 |
4,650 |
4,618 |
140 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
85 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,500 |
4,500 |
4,500 |
40 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
90 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,520 |
4,520 |
4,520 |
25 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,520 |
4,520 |
4,520 |
365 |
PS0417 |
PL0000107058 |
0/1 |
1 |
4,550 |
4,550 |
4,550 |
20 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,550 |
4,550 |
4,550 |
15 |
OK0113 |
PL0000106324 |
1/8 |
7 |
4,550 |
4,550 |
4,550 |
30 |
TOTAL |
810 |