2012-07-25 |
MARKET DATA |
No 142 (1927) |
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 |
3 602,50 |
3 606,42 |
186 |
1 160,00 |
1 223,73 |
16 |
4 762,50 |
4 830,15 |
202 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
3 602,50 |
3 606,42 |
186 |
1 160,00 |
1 223,73 |
16 |
4 762,50 |
4 830,15 |
202 |
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 |
98,90 |
98,90 |
98,90 |
98,90 |
98,90 |
98,90 |
150 000 |
148,35 |
2 |
OK0113 |
PL0000106324 |
97,81 |
97,87 |
97,87 |
97,87 |
97,87 |
97,87 |
97,87 |
35 000 |
34,25 |
1 |
PS0413 |
PL0000105037 |
100,55 |
100,57 |
100,55 |
100,55 |
100,53 |
100,53 |
100,54 |
165 000 |
168,09 |
3 |
OK0713 |
PL0000106563 |
95,84 |
95,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,70 |
100,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
93,85 |
93,87 |
93,87 |
93,87 |
93,87 |
93,87 |
93,87 |
60 000 |
56,32 |
2 |
PS0414 |
PL0000105433 |
102,30 |
102,35 |
102,39 |
102,39 |
102,39 |
102,39 |
102,39 |
10 000 |
10,39 |
1 |
OK0714 |
PL0000107009 |
91,94 |
91,86 |
91,86 |
91,94 |
91,86 |
91,94 |
91,90 |
1 010 000 |
928,15 |
22 |
PS0415 |
PL0000105953 |
102,88 |
102,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,60 |
105,53 |
105,71 |
105,71 |
105,71 |
105,71 |
105,71 |
15 000 |
16,57 |
2 |
PS0416 |
PL0000106340 |
101,88 |
101,65 |
101,73 |
101,93 |
101,73 |
101,80 |
101,88 |
197 500 |
203,73 |
17 |
PS1016 |
PL0000106795 |
101,05 |
100,84 |
101,00 |
101,05 |
101,00 |
101,03 |
101,03 |
225 000 |
235,39 |
13 |
PS0417 |
PL0000107058 |
101,05 |
100,70 |
100,70 |
101,10 |
100,70 |
100,90 |
100,92 |
380 000 |
388,09 |
25 |
DS1017 |
PL0000104543 |
103,25 |
102,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,84 |
104,45 |
104,79 |
104,89 |
104,79 |
104,89 |
104,83 |
185 000 |
201,61 |
16 |
DS1020 |
PL0000106126 |
102,89 |
102,39 |
102,85 |
102,89 |
102,85 |
102,89 |
102,88 |
32 500 |
34,72 |
4 |
DS1021 |
PL0000106670 |
105,80 |
105,30 |
105,30 |
105,80 |
105,30 |
105,60 |
105,50 |
385 000 |
422,87 |
29 |
WS0922 |
PL0000102646 |
105,90 |
105,42 |
105,48 |
105,93 |
105,48 |
105,79 |
105,79 |
60 000 |
66,37 |
7 |
WS0429 |
PL0000105391 |
106,60 |
105,55 |
106,55 |
106,61 |
106,38 |
106,38 |
106,57 |
87 500 |
94,53 |
11 |
WS0437 |
PL0000104857 |
70,00 |
130,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,38 |
103,58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
100,56 |
100,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,31 |
100,29 |
100,31 |
100,31 |
100,31 |
100,31 |
100,31 |
25 000 |
25,08 |
1 |
WZ0117 |
PL0000106936 |
99,95 |
99,94 |
99,95 |
99,98 |
99,95 |
99,98 |
99,96 |
50 000 |
49,99 |
2 |
WZ0118 |
PL0000104717 |
99,80 |
99,61 |
99,68 |
99,81 |
99,68 |
99,79 |
99,77 |
185 000 |
184,62 |
11 |
WZ0121 |
PL0000106068 |
97,77 |
97,46 |
97,79 |
97,79 |
97,64 |
97,64 |
97,74 |
345 000 |
337,28 |
17 |
TOTAL |
3 602 500 |
3 606,42 |
186 |
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 |
33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
124 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
145 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
187 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
215 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
243 |
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 |
98,88 |
98,95 |
4,61 |
4,32 |
98,92 |
4,44 |
OK0113 |
PL0000106324 |
97,80 |
97,88 |
4,51 |
4,34 |
97,84 |
4,43 |
PS0413 |
PL0000105037 |
100,49 |
100,60 |
4,51 |
4,36 |
100,55 |
4,43 |
OK0713 |
PL0000106563 |
95,76 |
95,89 |
4,45 |
4,31 |
95,83 |
4,38 |
DS1013 |
PL0000102836 |
100,62 |
100,76 |
4,46 |
4,34 |
100,69 |
4,40 |
OK0114 |
PL0000106712 |
93,75 |
93,89 |
4,40 |
4,30 |
93,82 |
4,35 |
PS0414 |
PL0000105433 |
102,23 |
102,38 |
4,38 |
4,29 |
102,31 |
4,33 |
WZ0115 |
PL0000106480 |
100,21 |
100,34 |
--- |
--- |
100,28 |
--- |
PS0415 |
PL0000105953 |
102,63 |
102,86 |
4,45 |
4,36 |
102,75 |
4,41 |
DS1015 |
PL0000103602 |
105,35 |
105,57 |
4,43 |
4,36 |
105,46 |
4,40 |
PS0416 |
PL0000106340 |
101,52 |
101,70 |
4,54 |
4,49 |
101,61 |
4,51 |
IZ0816 |
PL0000103529 |
103,33 |
103,65 |
--- |
--- |
103,49 |
--- |
PS1016 |
PL0000106795 |
100,57 |
100,87 |
4,59 |
4,51 |
100,72 |
4,55 |
WZ0117 |
PL0000106936 |
99,83 |
99,98 |
--- |
--- |
99,91 |
--- |
PS0417 |
PL0000107058 |
100,48 |
100,81 |
4,63 |
4,55 |
100,65 |
4,59 |
DS1017 |
PL0000104543 |
102,68 |
102,98 |
4,65 |
4,59 |
102,83 |
4,62 |
WZ0118 |
PL0000104717 |
99,51 |
99,69 |
--- |
--- |
99,60 |
--- |
DS1019 |
PL0000105441 |
104,10 |
104,50 |
4,81 |
4,75 |
104,30 |
4,78 |
DS1020 |
PL0000106126 |
102,04 |
102,44 |
4,94 |
4,88 |
102,24 |
4,91 |
WZ0121 |
PL0000106068 |
97,63 |
97,81 |
--- |
--- |
97,72 |
--- |
DS1021 |
PL0000106670 |
105,05 |
105,35 |
5,05 |
5,01 |
105,20 |
5,03 |
WS0922 |
PL0000102646 |
105,11 |
105,47 |
5,09 |
5,04 |
105,29 |
5,07 |
IZ0823 |
PL0000105359 |
100,34 |
100,84 |
--- |
--- |
100,59 |
--- |
WS0429 |
PL0000105391 |
105,31 |
105,83 |
5,26 |
5,21 |
105,57 |
5,24 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,87 |
98,94 |
4,65 |
4,36 |
98,91 |
4,48 |
OK0113 |
PL0000106324 |
97,80 |
97,89 |
4,51 |
4,32 |
97,85 |
4,41 |
PS0413 |
PL0000105037 |
100,52 |
100,60 |
4,47 |
4,36 |
100,56 |
4,41 |
OK0713 |
PL0000106563 |
95,81 |
95,89 |
4,40 |
4,31 |
95,85 |
4,35 |
DS1013 |
PL0000102836 |
100,65 |
100,77 |
4,43 |
4,33 |
100,71 |
4,38 |
OK0114 |
PL0000106712 |
93,80 |
93,93 |
4,36 |
4,27 |
93,87 |
4,31 |
PS0414 |
PL0000105433 |
102,28 |
102,42 |
4,35 |
4,27 |
102,35 |
4,31 |
WZ0115 |
PL0000106480 |
100,27 |
100,39 |
--- |
--- |
100,33 |
--- |
PS0415 |
PL0000105953 |
102,77 |
102,99 |
4,40 |
4,31 |
102,88 |
4,36 |
DS1015 |
PL0000103602 |
105,52 |
105,69 |
4,38 |
4,32 |
105,61 |
4,35 |
PS0416 |
PL0000106340 |
101,71 |
101,94 |
4,48 |
4,42 |
101,83 |
4,45 |
IZ0816 |
PL0000103529 |
103,33 |
103,71 |
--- |
--- |
103,52 |
--- |
PS1016 |
PL0000106795 |
100,87 |
101,10 |
4,51 |
4,45 |
100,99 |
4,48 |
WZ0117 |
PL0000106936 |
99,86 |
100,01 |
--- |
--- |
99,94 |
--- |
PS0417 |
PL0000107058 |
100,80 |
101,12 |
4,55 |
4,48 |
100,96 |
4,51 |
DS1017 |
PL0000104543 |
103,00 |
103,34 |
4,59 |
4,51 |
103,17 |
4,55 |
WZ0118 |
PL0000104717 |
99,60 |
99,80 |
--- |
--- |
99,70 |
--- |
DS1019 |
PL0000105441 |
104,71 |
105,09 |
4,71 |
4,65 |
104,90 |
4,68 |
DS1020 |
PL0000106126 |
102,55 |
102,85 |
4,86 |
4,82 |
102,70 |
4,84 |
WZ0121 |
PL0000106068 |
97,59 |
97,77 |
--- |
--- |
97,68 |
--- |
DS1021 |
PL0000106670 |
105,54 |
105,84 |
4,98 |
4,94 |
105,69 |
4,96 |
WS0922 |
PL0000102646 |
105,70 |
105,95 |
5,01 |
4,98 |
105,83 |
5,00 |
IZ0823 |
PL0000105359 |
100,34 |
100,86 |
--- |
--- |
100,60 |
--- |
WS0429 |
PL0000105391 |
105,92 |
106,64 |
5,21 |
5,14 |
106,28 |
5,17 |
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 |
4,570 |
4,570 |
4,570 |
30 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
160 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,550 |
4,570 |
4,558 |
145 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,400 |
4,550 |
4,452 |
130 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,550 |
4,550 |
4,550 |
260 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,570 |
4,570 |
4,570 |
80 |
OK1012 |
PL0000106100 |
0/1 |
1 |
4,570 |
4,570 |
4,570 |
100 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,570 |
4,570 |
4,570 |
35 |
OK0114 |
PL0000106712 |
0/1 |
1 |
4,500 |
4,500 |
4,500 |
20 |
OK0714 |
PL0000107009 |
0/1 |
1 |
4,570 |
4,570 |
4,570 |
20 |
PS0414 |
PL0000105433 |
0/2 |
2 |
4,400 |
4,400 |
4,400 |
10 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,600 |
4,600 |
4,600 |
40 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,600 |
4,600 |
4,600 |
50 |
PS0416 |
PL0000106340 |
2/9 |
7 |
4,650 |
4,650 |
4,650 |
80 |
TOTAL |
1 160 |