2012-07-30 |
MARKET DATA |
No 145 (1930) |
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 |
667,50 |
702,57 |
43 |
1 705,00 |
1 814,74 |
22 |
2 372,50 |
2 517,31 |
65 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
667,50 |
702,57 |
43 |
1 705,00 |
1 814,74 |
22 |
2 372,50 |
2 517,31 |
65 |
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 |
97,90 |
97,90 |
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 |
95,89 |
95,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,80 |
100,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
94,00 |
94,02 |
93,98 |
93,98 |
93,98 |
93,98 |
93,98 |
45 000 |
42,29 |
1 |
PS0414 |
PL0000105433 |
102,46 |
102,43 |
102,46 |
102,47 |
102,46 |
102,47 |
102,47 |
25 000 |
26,00 |
3 |
OK0714 |
PL0000107009 |
92,11 |
92,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,15 |
103,08 |
103,11 |
103,15 |
103,11 |
103,12 |
103,13 |
45 000 |
47,07 |
4 |
DS1015 |
PL0000103602 |
105,90 |
105,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,08 |
102,05 |
102,08 |
102,08 |
102,08 |
102,08 |
102,08 |
10 000 |
10,34 |
1 |
PS1016 |
PL0000106795 |
101,22 |
101,09 |
101,15 |
101,15 |
101,15 |
101,15 |
101,15 |
25 000 |
26,20 |
1 |
PS0417 |
PL0000107058 |
101,10 |
101,07 |
101,07 |
101,07 |
101,07 |
101,07 |
101,07 |
30 000 |
30,70 |
1 |
DS1017 |
PL0000104543 |
103,40 |
103,31 |
103,35 |
103,35 |
103,32 |
103,32 |
103,34 |
25 000 |
26,84 |
2 |
DS1019 |
PL0000105441 |
105,18 |
104,99 |
105,08 |
105,20 |
105,08 |
105,20 |
105,16 |
55 000 |
60,16 |
3 |
DS1020 |
PL0000106126 |
103,14 |
102,99 |
103,12 |
103,18 |
103,12 |
103,18 |
103,16 |
25 000 |
26,80 |
2 |
DS1021 |
PL0000106670 |
106,12 |
106,00 |
105,94 |
106,18 |
105,90 |
106,18 |
106,07 |
105 000 |
116,01 |
8 |
WS0922 |
PL0000102646 |
106,18 |
106,02 |
106,14 |
106,15 |
106,14 |
106,15 |
106,14 |
35 000 |
38,87 |
2 |
WS0429 |
PL0000105391 |
106,95 |
106,59 |
106,62 |
106,88 |
106,62 |
106,88 |
106,71 |
110 000 |
119,08 |
10 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,43 |
103,47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
100,55 |
100,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,27 |
100,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,90 |
99,87 |
99,90 |
99,90 |
99,89 |
99,90 |
99,90 |
92 500 |
92,49 |
3 |
WZ0118 |
PL0000104717 |
99,65 |
99,66 |
99,68 |
99,68 |
99,68 |
99,68 |
99,68 |
30 000 |
29,93 |
1 |
WZ0121 |
PL0000106068 |
97,64 |
97,63 |
97,63 |
97,63 |
97,63 |
97,63 |
97,63 |
10 000 |
9,77 |
1 |
TOTAL |
667 500 |
702,57 |
43 |
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 |
28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
119 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
140 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
182 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
210 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
238 |
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 |
97,87 |
97,94 |
4,49 |
4,34 |
97,91 |
4,40 |
PS0413 |
PL0000105037 |
100,52 |
100,63 |
4,45 |
4,30 |
100,58 |
4,37 |
OK0713 |
PL0000106563 |
95,86 |
95,97 |
4,40 |
4,28 |
95,92 |
4,34 |
DS1013 |
PL0000102836 |
100,69 |
100,81 |
4,39 |
4,29 |
100,75 |
4,34 |
OK0114 |
PL0000106712 |
93,94 |
94,07 |
4,30 |
4,20 |
94,01 |
4,25 |
PS0414 |
PL0000105433 |
102,35 |
102,49 |
4,30 |
4,21 |
102,42 |
4,26 |
OK0714 |
PL0000107009 |
92,07 |
92,19 |
4,26 |
4,19 |
92,13 |
4,22 |
WZ0115 |
PL0000106480 |
100,19 |
100,33 |
--- |
--- |
100,26 |
--- |
PS0415 |
PL0000105953 |
103,04 |
103,20 |
4,29 |
4,23 |
103,12 |
4,26 |
DS1015 |
PL0000103602 |
105,71 |
105,92 |
4,31 |
4,24 |
105,82 |
4,27 |
PS0416 |
PL0000106340 |
101,93 |
102,11 |
4,42 |
4,37 |
102,02 |
4,39 |
IZ0816 |
PL0000103529 |
103,31 |
103,60 |
--- |
--- |
103,46 |
--- |
PS1016 |
PL0000106795 |
100,94 |
101,18 |
4,49 |
4,43 |
101,06 |
4,46 |
WZ0117 |
PL0000106936 |
99,80 |
99,94 |
--- |
--- |
99,87 |
--- |
PS0417 |
PL0000107058 |
100,92 |
101,19 |
4,52 |
4,46 |
101,06 |
4,49 |
DS1017 |
PL0000104543 |
103,24 |
103,51 |
4,53 |
4,48 |
103,38 |
4,50 |
WZ0118 |
PL0000104717 |
99,53 |
99,73 |
--- |
--- |
99,63 |
--- |
DS1019 |
PL0000105441 |
104,91 |
105,21 |
4,68 |
4,63 |
105,06 |
4,65 |
DS1020 |
PL0000106126 |
102,99 |
103,24 |
4,79 |
4,76 |
103,12 |
4,78 |
WZ0121 |
PL0000106068 |
97,53 |
97,73 |
--- |
--- |
97,63 |
--- |
DS1021 |
PL0000106670 |
105,90 |
106,20 |
4,93 |
4,89 |
106,05 |
4,91 |
WS0922 |
PL0000102646 |
105,86 |
106,22 |
4,99 |
4,95 |
106,04 |
4,97 |
IZ0823 |
PL0000105359 |
100,46 |
100,97 |
--- |
--- |
100,72 |
--- |
WS0429 |
PL0000105391 |
106,29 |
106,83 |
5,17 |
5,13 |
106,56 |
5,15 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
97,88 |
97,95 |
4,47 |
4,32 |
97,92 |
4,38 |
PS0413 |
PL0000105037 |
100,52 |
100,60 |
4,45 |
4,34 |
100,56 |
4,40 |
OK0713 |
PL0000106563 |
95,88 |
95,96 |
4,38 |
4,29 |
95,92 |
4,34 |
DS1013 |
PL0000102836 |
100,69 |
100,77 |
4,39 |
4,33 |
100,73 |
4,36 |
OK0114 |
PL0000106712 |
93,97 |
94,08 |
4,28 |
4,20 |
94,03 |
4,23 |
PS0414 |
PL0000105433 |
102,43 |
102,52 |
4,25 |
4,20 |
102,48 |
4,22 |
OK0714 |
PL0000107009 |
92,06 |
92,18 |
4,26 |
4,20 |
92,12 |
4,23 |
WZ0115 |
PL0000106480 |
100,24 |
100,35 |
--- |
--- |
100,30 |
--- |
PS0415 |
PL0000105953 |
103,12 |
103,23 |
4,26 |
4,21 |
103,18 |
4,23 |
DS1015 |
PL0000103602 |
105,75 |
105,96 |
4,30 |
4,23 |
105,86 |
4,26 |
PS0416 |
PL0000106340 |
102,04 |
102,15 |
4,39 |
4,35 |
102,10 |
4,37 |
IZ0816 |
PL0000103529 |
103,26 |
103,55 |
--- |
--- |
103,41 |
--- |
PS1016 |
PL0000106795 |
101,10 |
101,33 |
4,45 |
4,39 |
101,22 |
4,42 |
WZ0117 |
PL0000106936 |
99,85 |
99,97 |
--- |
--- |
99,91 |
--- |
PS0417 |
PL0000107058 |
100,97 |
101,23 |
4,51 |
4,45 |
101,10 |
4,48 |
DS1017 |
PL0000104543 |
103,30 |
103,57 |
4,52 |
4,46 |
103,44 |
4,49 |
WZ0118 |
PL0000104717 |
99,59 |
99,72 |
--- |
--- |
99,66 |
--- |
DS1019 |
PL0000105441 |
105,03 |
105,31 |
4,66 |
4,61 |
105,17 |
4,64 |
DS1020 |
PL0000106126 |
103,06 |
103,32 |
4,78 |
4,75 |
103,19 |
4,77 |
WZ0121 |
PL0000106068 |
97,60 |
97,76 |
--- |
--- |
97,68 |
--- |
DS1021 |
PL0000106670 |
106,00 |
106,28 |
4,92 |
4,88 |
106,14 |
4,90 |
WS0922 |
PL0000102646 |
106,01 |
106,29 |
4,98 |
4,94 |
106,15 |
4,96 |
IZ0823 |
PL0000105359 |
100,41 |
100,81 |
--- |
--- |
100,61 |
--- |
WS0429 |
PL0000105391 |
106,87 |
107,28 |
5,12 |
5,09 |
107,08 |
5,10 |
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 |
4,600 |
4,650 |
4,636 |
110 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,600 |
4,650 |
4,621 |
205 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,500 |
4,650 |
4,634 |
280 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
240 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
80 |
OK1012 |
PL0000106100 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
50 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
60 |
OK0714 |
PL0000107009 |
0/1 |
1 |
4,400 |
4,400 |
4,400 |
95 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,500 |
4,500 |
4,500 |
30 |
WZ0118 |
PL0000104717 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
50 |
WS0922 |
PL0000102646 |
1/3 |
2 |
4,500 |
4,500 |
4,500 |
10 |
DS1015 |
PL0000103602 |
1/3 |
2 |
4,600 |
4,600 |
4,600 |
65 |
DS1017 |
PL0000104543 |
1/3 |
2 |
4,600 |
4,600 |
4,600 |
65 |
DS1019 |
PL0000105441 |
1/3 |
2 |
4,600 |
4,600 |
4,600 |
60 |
DS1020 |
PL0000106126 |
1/3 |
2 |
4,600 |
4,600 |
4,600 |
30 |
PS1016 |
PL0000106795 |
0/2 |
2 |
4,500 |
4,550 |
4,510 |
75 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
200 |
TOTAL |
1 705 |