2012-07-27 |
MARKET DATA |
No 144 (1929) |
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 |
1 330,00 |
1 389,24 |
82 |
2 775,00 |
2 964,51 |
27 |
4 105,00 |
4 353,75 |
109 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 330,00 |
1 389,24 |
82 |
2 775,00 |
2 964,51 |
27 |
4 105,00 |
4 353,75 |
109 |
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 |
98,94 |
98,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
97,87 |
97,91 |
97,92 |
97,92 |
97,92 |
97,92 |
97,92 |
15 000 |
14,69 |
1 |
PS0413 |
PL0000105037 |
100,56 |
100,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
95,88 |
95,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,74 |
100,78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
94,00 |
94,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,41 |
102,47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
92,10 |
92,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,11 |
103,07 |
103,07 |
103,16 |
103,07 |
103,16 |
103,12 |
115 000 |
120,27 |
4 |
DS1015 |
PL0000103602 |
105,88 |
105,89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,10 |
101,98 |
102,08 |
102,08 |
102,05 |
102,06 |
102,06 |
65 000 |
67,20 |
7 |
PS1016 |
PL0000106795 |
101,24 |
101,12 |
101,13 |
101,13 |
101,08 |
101,08 |
101,12 |
40 000 |
41,90 |
3 |
PS0417 |
PL0000107058 |
101,21 |
101,00 |
101,10 |
101,18 |
101,01 |
101,01 |
101,08 |
370 000 |
378,65 |
23 |
DS1017 |
PL0000104543 |
103,66 |
103,47 |
103,63 |
103,66 |
103,63 |
103,66 |
103,64 |
92 500 |
99,58 |
4 |
DS1019 |
PL0000105441 |
105,21 |
105,02 |
105,02 |
105,16 |
105,02 |
105,10 |
105,09 |
150 000 |
163,95 |
6 |
DS1020 |
PL0000106126 |
103,22 |
103,12 |
103,15 |
103,15 |
103,15 |
103,15 |
103,15 |
15 000 |
16,07 |
2 |
DS1021 |
PL0000106670 |
106,20 |
105,51 |
106,08 |
106,23 |
106,02 |
106,23 |
106,09 |
67 500 |
74,58 |
8 |
WS0922 |
PL0000102646 |
106,23 |
106,07 |
106,07 |
106,19 |
106,07 |
106,19 |
106,11 |
15 000 |
16,65 |
3 |
WS0429 |
PL0000105391 |
106,79 |
106,50 |
106,78 |
106,79 |
106,67 |
106,67 |
106,73 |
55 000 |
59,54 |
6 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,53 |
103,48 |
103,45 |
103,53 |
103,45 |
103,53 |
103,49 |
20 000 |
27,03 |
2 |
IZ0823 |
PL0000105359 |
100,68 |
100,73 |
100,68 |
100,68 |
100,68 |
100,68 |
100,68 |
30 000 |
35,62 |
1 |
WZ0115 |
PL0000106480 |
100,30 |
100,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,86 |
99,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,62 |
99,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,62 |
97,58 |
97,62 |
97,62 |
97,58 |
97,60 |
97,59 |
280 000 |
273,49 |
12 |
TOTAL |
1 330 000 |
1 389,24 |
82 |
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 |
29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
120 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
141 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
183 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
211 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
239 |
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) |
(%) |
OK0113 |
PL0000106324 |
97,85 |
97,94 |
4,51 |
4,31 |
97,90 |
4,40 |
PS0413 |
PL0000105037 |
100,52 |
100,63 |
4,46 |
4,31 |
100,58 |
4,37 |
OK0713 |
PL0000106563 |
95,85 |
95,99 |
4,40 |
4,25 |
95,92 |
4,32 |
DS1013 |
PL0000102836 |
100,68 |
100,82 |
4,40 |
4,28 |
100,75 |
4,34 |
OK0114 |
PL0000106712 |
93,94 |
94,08 |
4,29 |
4,19 |
94,01 |
4,24 |
PS0414 |
PL0000105433 |
102,38 |
102,53 |
4,28 |
4,19 |
102,46 |
4,23 |
WZ0115 |
PL0000106480 |
100,21 |
100,35 |
--- |
--- |
100,28 |
--- |
PS0415 |
PL0000105953 |
103,06 |
103,26 |
4,28 |
4,20 |
103,16 |
4,24 |
DS1015 |
PL0000103602 |
105,77 |
105,99 |
4,29 |
4,22 |
105,88 |
4,26 |
PS0416 |
PL0000106340 |
102,04 |
102,22 |
4,39 |
4,33 |
102,13 |
4,36 |
IZ0816 |
PL0000103529 |
103,35 |
103,66 |
--- |
--- |
103,51 |
--- |
PS1016 |
PL0000106795 |
101,20 |
101,37 |
4,42 |
4,38 |
101,29 |
4,40 |
WZ0117 |
PL0000106936 |
99,80 |
99,97 |
--- |
--- |
99,89 |
--- |
PS0417 |
PL0000107058 |
101,14 |
101,36 |
4,47 |
4,42 |
101,25 |
4,44 |
DS1017 |
PL0000104543 |
103,52 |
103,78 |
4,47 |
4,42 |
103,65 |
4,45 |
WZ0118 |
PL0000104717 |
99,57 |
99,76 |
--- |
--- |
99,67 |
--- |
DS1019 |
PL0000105441 |
105,02 |
105,38 |
4,66 |
4,60 |
105,20 |
4,63 |
DS1020 |
PL0000106126 |
103,11 |
103,35 |
4,78 |
4,74 |
103,23 |
4,76 |
WZ0121 |
PL0000106068 |
97,57 |
97,76 |
--- |
--- |
97,67 |
--- |
DS1021 |
PL0000106670 |
106,06 |
106,33 |
4,91 |
4,88 |
106,20 |
4,89 |
WS0922 |
PL0000102646 |
106,16 |
106,48 |
4,96 |
4,92 |
106,32 |
4,94 |
IZ0823 |
PL0000105359 |
100,41 |
100,82 |
--- |
--- |
100,62 |
--- |
WS0429 |
PL0000105391 |
106,52 |
106,96 |
5,15 |
5,12 |
106,74 |
5,13 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
97,86 |
97,93 |
4,48 |
4,33 |
97,90 |
4,40 |
PS0413 |
PL0000105037 |
100,54 |
100,62 |
4,43 |
4,32 |
100,58 |
4,37 |
OK0713 |
PL0000106563 |
95,86 |
95,95 |
4,39 |
4,29 |
95,91 |
4,34 |
DS1013 |
PL0000102836 |
100,71 |
100,80 |
4,38 |
4,30 |
100,76 |
4,33 |
OK0114 |
PL0000106712 |
93,95 |
94,04 |
4,28 |
4,22 |
94,00 |
4,25 |
PS0414 |
PL0000105433 |
102,38 |
102,50 |
4,28 |
4,21 |
102,44 |
4,25 |
WZ0115 |
PL0000106480 |
100,21 |
100,35 |
--- |
--- |
100,28 |
--- |
PS0415 |
PL0000105953 |
103,07 |
103,22 |
4,28 |
4,22 |
103,15 |
4,25 |
DS1015 |
PL0000103602 |
105,81 |
105,97 |
4,28 |
4,23 |
105,89 |
4,25 |
PS0416 |
PL0000106340 |
102,05 |
102,18 |
4,38 |
4,35 |
102,12 |
4,36 |
IZ0816 |
PL0000103529 |
103,34 |
103,59 |
--- |
--- |
103,47 |
--- |
PS1016 |
PL0000106795 |
101,08 |
101,24 |
4,46 |
4,41 |
101,16 |
4,44 |
WZ0117 |
PL0000106936 |
99,80 |
99,94 |
--- |
--- |
99,87 |
--- |
PS0417 |
PL0000107058 |
101,11 |
101,29 |
4,48 |
4,43 |
101,20 |
4,46 |
DS1017 |
PL0000104543 |
103,58 |
103,76 |
4,46 |
4,42 |
103,67 |
4,44 |
WZ0118 |
PL0000104717 |
99,53 |
99,72 |
--- |
--- |
99,63 |
--- |
DS1019 |
PL0000105441 |
105,14 |
105,36 |
4,64 |
4,61 |
105,25 |
4,62 |
DS1020 |
PL0000106126 |
103,11 |
103,33 |
4,78 |
4,75 |
103,22 |
4,76 |
WZ0121 |
PL0000106068 |
97,55 |
97,69 |
--- |
--- |
97,62 |
--- |
DS1021 |
PL0000106670 |
106,07 |
106,26 |
4,91 |
4,88 |
106,17 |
4,90 |
WS0922 |
PL0000102646 |
106,09 |
106,34 |
4,97 |
4,94 |
106,22 |
4,95 |
IZ0823 |
PL0000105359 |
100,56 |
100,98 |
--- |
--- |
100,77 |
--- |
WS0429 |
PL0000105391 |
106,64 |
107,03 |
5,14 |
5,11 |
106,84 |
5,13 |
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 |
0/3 |
3 |
4,000 |
4,000 |
4,000 |
400 |
TOTAL |
400 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
3/4 |
1 |
4,500 |
4,500 |
4,500 |
70 |
DS1015 |
PL0000103602 |
3/4 |
1 |
4,550 |
4,600 |
4,578 |
270 |
PS0414 |
PL0000105433 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
210 |
DS1019 |
PL0000105441 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
60 |
DS1020 |
PL0000106126 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
125 |
DS1021 |
PL0000106670 |
3/4 |
1 |
4,450 |
4,450 |
4,450 |
65 |
OK0714 |
PL0000107009 |
3/4 |
1 |
4,550 |
4,550 |
4,550 |
50 |
PS0417 |
PL0000107058 |
3/4 |
1 |
4,400 |
4,400 |
4,400 |
30 |
WZ0121 |
PL0000106068 |
3/4 |
1 |
4,450 |
4,450 |
4,450 |
45 |
DS1015 |
PL0000103602 |
0/3 |
3 |
4,350 |
4,350 |
4,350 |
125 |
DS1017 |
PL0000104543 |
0/3 |
3 |
4,350 |
4,350 |
4,350 |
260 |
PS0414 |
PL0000105433 |
0/3 |
3 |
4,350 |
4,350 |
4,350 |
200 |
DS1019 |
PL0000105441 |
0/3 |
3 |
4,350 |
4,350 |
4,350 |
240 |
PS0415 |
PL0000105953 |
0/3 |
3 |
4,000 |
4,000 |
4,000 |
5 |
OK0713 |
PL0000106563 |
0/5 |
5 |
4,550 |
4,550 |
4,550 |
35 |
DS1013 |
PL0000102836 |
3/10 |
7 |
4,500 |
4,500 |
4,500 |
5 |
DS1015 |
PL0000103602 |
3/10 |
7 |
4,620 |
4,620 |
4,620 |
35 |
DS1017 |
PL0000104543 |
3/10 |
7 |
4,570 |
4,570 |
4,570 |
20 |
PS0415 |
PL0000105953 |
3/10 |
7 |
4,500 |
4,500 |
4,500 |
5 |
DS1020 |
PL0000106126 |
3/10 |
7 |
4,620 |
4,620 |
4,620 |
70 |
PS0416 |
PL0000106340 |
3/10 |
7 |
4,650 |
4,650 |
4,650 |
90 |
DS1021 |
PL0000106670 |
3/10 |
7 |
4,650 |
4,650 |
4,650 |
360 |
TOTAL |
2 375 |