2012-07-31 |
MARKET DATA |
No 146 (1931) |
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 |
3 352,50 |
3 389,10 |
126 |
1 395,00 |
1 466,30 |
22 |
4 747,50 |
4 855,40 |
148 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
3 352,50 |
3 389,10 |
126 |
1 395,00 |
1 466,30 |
22 |
4 747,50 |
4 855,40 |
148 |
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 |
99,05 |
99,01 |
99,01 |
99,04 |
99,01 |
99,04 |
99,02 |
200 000 |
198,04 |
4 |
OK0113 |
PL0000106324 |
98,00 |
97,96 |
97,96 |
98,00 |
97,96 |
98,00 |
97,98 |
407 500 |
399,25 |
6 |
PS0413 |
PL0000105037 |
100,66 |
100,60 |
100,56 |
100,65 |
100,56 |
100,65 |
100,61 |
202 500 |
206,62 |
4 |
OK0713 |
PL0000106563 |
96,03 |
95,96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,86 |
100,74 |
100,74 |
100,74 |
100,74 |
100,74 |
100,74 |
25 000 |
26,15 |
1 |
OK0114 |
PL0000106712 |
94,18 |
94,06 |
94,13 |
94,18 |
94,13 |
94,18 |
94,17 |
60 000 |
56,50 |
2 |
PS0414 |
PL0000105433 |
102,54 |
102,53 |
102,54 |
102,55 |
102,54 |
102,55 |
102,55 |
245 000 |
255,06 |
4 |
OK0714 |
PL0000107009 |
92,21 |
92,18 |
92,20 |
92,22 |
92,20 |
92,22 |
92,21 |
285 000 |
262,81 |
10 |
PS0415 |
PL0000105953 |
103,33 |
103,23 |
103,31 |
103,31 |
103,31 |
103,31 |
103,31 |
20 000 |
20,96 |
1 |
DS1015 |
PL0000103602 |
106,06 |
105,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,35 |
102,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,40 |
101,35 |
101,42 |
101,46 |
101,42 |
101,46 |
101,45 |
110 000 |
115,62 |
6 |
PS0417 |
PL0000107058 |
101,41 |
101,27 |
101,28 |
101,40 |
101,28 |
101,40 |
101,38 |
250 000 |
256,66 |
16 |
DS1017 |
PL0000104543 |
103,80 |
103,63 |
103,69 |
103,85 |
103,69 |
103,75 |
103,73 |
205 000 |
220,94 |
14 |
DS1019 |
PL0000105441 |
105,54 |
105,34 |
105,60 |
105,60 |
105,60 |
105,60 |
105,60 |
10 000 |
10,98 |
1 |
DS1020 |
PL0000106126 |
103,51 |
103,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
106,51 |
106,29 |
106,33 |
106,51 |
106,30 |
106,42 |
106,40 |
190 000 |
210,57 |
13 |
WS0922 |
PL0000102646 |
106,50 |
106,34 |
106,47 |
106,60 |
106,47 |
106,60 |
106,56 |
35 000 |
39,02 |
3 |
WS0429 |
PL0000105391 |
107,46 |
107,20 |
107,20 |
107,20 |
107,20 |
107,20 |
107,20 |
20 000 |
21,75 |
2 |
WS0437 |
PL0000104857 |
87,39 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,50 |
103,51 |
103,52 |
103,52 |
103,52 |
103,52 |
103,52 |
5 000 |
6,76 |
1 |
IZ0823 |
PL0000105359 |
100,60 |
100,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,34 |
100,28 |
100,28 |
100,35 |
100,28 |
100,34 |
100,34 |
547 500 |
549,96 |
13 |
WZ0117 |
PL0000106936 |
99,89 |
99,92 |
99,93 |
99,93 |
99,93 |
99,93 |
99,93 |
10 000 |
10,00 |
1 |
WZ0118 |
PL0000104717 |
99,72 |
99,58 |
99,72 |
99,72 |
99,55 |
99,55 |
99,65 |
405 000 |
404,02 |
17 |
WZ0121 |
PL0000106068 |
97,66 |
97,70 |
97,72 |
97,75 |
97,65 |
97,75 |
97,72 |
120 000 |
117,39 |
7 |
TOTAL |
3 352 500 |
3 389,10 |
126 |
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 |
27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
118 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
139 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
181 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
209 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
237 |
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 |
97,90 |
97,98 |
4,45 |
4,28 |
97,94 |
4,36 |
PS0413 |
PL0000105037 |
100,54 |
100,62 |
4,42 |
4,31 |
100,58 |
4,37 |
OK0713 |
PL0000106563 |
95,90 |
95,98 |
4,37 |
4,28 |
95,94 |
4,33 |
DS1013 |
PL0000102836 |
100,69 |
100,78 |
4,39 |
4,32 |
100,74 |
4,35 |
OK0114 |
PL0000106712 |
93,98 |
94,08 |
4,28 |
4,20 |
94,03 |
4,24 |
PS0414 |
PL0000105433 |
102,44 |
102,55 |
4,24 |
4,18 |
102,50 |
4,21 |
OK0714 |
PL0000107009 |
92,10 |
92,22 |
4,25 |
4,18 |
92,16 |
4,21 |
WZ0115 |
PL0000106480 |
100,23 |
100,34 |
--- |
--- |
100,29 |
--- |
PS0415 |
PL0000105953 |
103,13 |
103,28 |
4,25 |
4,19 |
103,21 |
4,22 |
DS1015 |
PL0000103602 |
105,84 |
105,99 |
4,27 |
4,22 |
105,92 |
4,24 |
PS0416 |
PL0000106340 |
102,04 |
102,23 |
4,39 |
4,33 |
102,14 |
4,36 |
IZ0816 |
PL0000103529 |
103,28 |
103,56 |
--- |
--- |
103,42 |
--- |
PS1016 |
PL0000106795 |
101,15 |
101,38 |
4,44 |
4,38 |
101,27 |
4,41 |
WZ0117 |
PL0000106936 |
99,84 |
99,98 |
--- |
--- |
99,91 |
--- |
PS0417 |
PL0000107058 |
101,16 |
101,32 |
4,47 |
4,43 |
101,24 |
4,45 |
DS1017 |
PL0000104543 |
103,46 |
103,67 |
4,49 |
4,44 |
103,57 |
4,46 |
WZ0118 |
PL0000104717 |
99,58 |
99,72 |
--- |
--- |
99,65 |
--- |
DS1019 |
PL0000105441 |
105,19 |
105,38 |
4,63 |
4,60 |
105,29 |
4,62 |
DS1020 |
PL0000106126 |
103,22 |
103,45 |
4,76 |
4,73 |
103,34 |
4,74 |
WZ0121 |
PL0000106068 |
97,60 |
97,75 |
--- |
--- |
97,68 |
--- |
DS1021 |
PL0000106670 |
106,16 |
106,39 |
4,90 |
4,87 |
106,28 |
4,88 |
WS0922 |
PL0000102646 |
106,17 |
106,39 |
4,96 |
4,93 |
106,28 |
4,94 |
IZ0823 |
PL0000105359 |
100,38 |
100,88 |
--- |
--- |
100,63 |
--- |
WS0429 |
PL0000105391 |
106,73 |
107,32 |
5,13 |
5,08 |
107,03 |
5,11 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
97,94 |
98,02 |
4,36 |
4,19 |
97,98 |
4,28 |
PS0413 |
PL0000105037 |
100,59 |
100,67 |
4,35 |
4,24 |
100,63 |
4,30 |
OK0713 |
PL0000106563 |
95,97 |
96,11 |
4,29 |
4,14 |
96,04 |
4,22 |
DS1013 |
PL0000102836 |
100,82 |
100,91 |
4,28 |
4,21 |
100,87 |
4,24 |
OK0114 |
PL0000106712 |
94,03 |
94,17 |
4,24 |
4,14 |
94,10 |
4,19 |
PS0414 |
PL0000105433 |
102,45 |
102,57 |
4,24 |
4,16 |
102,51 |
4,20 |
OK0714 |
PL0000107009 |
92,12 |
92,25 |
4,24 |
4,16 |
92,19 |
4,20 |
WZ0115 |
PL0000106480 |
100,30 |
100,42 |
--- |
--- |
100,36 |
--- |
PS0415 |
PL0000105953 |
103,21 |
103,39 |
4,22 |
4,15 |
103,30 |
4,19 |
DS1015 |
PL0000103602 |
105,89 |
106,05 |
4,25 |
4,20 |
105,97 |
4,22 |
PS0416 |
PL0000106340 |
102,20 |
102,38 |
4,34 |
4,29 |
102,29 |
4,31 |
IZ0816 |
PL0000103529 |
103,35 |
103,62 |
--- |
--- |
103,49 |
--- |
PS1016 |
PL0000106795 |
101,27 |
101,45 |
4,41 |
4,36 |
101,36 |
4,38 |
WZ0117 |
PL0000106936 |
99,85 |
99,99 |
--- |
--- |
99,92 |
--- |
PS0417 |
PL0000107058 |
101,31 |
101,45 |
4,43 |
4,40 |
101,38 |
4,41 |
DS1017 |
PL0000104543 |
103,58 |
103,82 |
4,46 |
4,41 |
103,70 |
4,43 |
WZ0118 |
PL0000104717 |
99,53 |
99,69 |
--- |
--- |
99,61 |
--- |
DS1019 |
PL0000105441 |
105,34 |
105,61 |
4,61 |
4,57 |
105,48 |
4,59 |
DS1020 |
PL0000106126 |
103,35 |
103,61 |
4,74 |
4,70 |
103,48 |
4,72 |
WZ0121 |
PL0000106068 |
97,61 |
97,82 |
--- |
--- |
97,72 |
--- |
DS1021 |
PL0000106670 |
106,37 |
106,60 |
4,87 |
4,84 |
106,49 |
4,85 |
WS0922 |
PL0000102646 |
106,36 |
106,63 |
4,93 |
4,90 |
106,50 |
4,92 |
IZ0823 |
PL0000105359 |
100,44 |
100,96 |
--- |
--- |
100,70 |
--- |
WS0429 |
PL0000105391 |
107,11 |
107,62 |
5,10 |
5,06 |
107,37 |
5,08 |
REPO MARKET |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
10 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
20 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,600 |
4,650 |
4,621 |
205 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
75 |
WS0429 |
PL0000105391 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
20 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
35 |
OK1012 |
PL0000106100 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
10 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
40 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
30 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,550 |
4,600 |
4,588 |
65 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
60 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
5 |
OK0713 |
PL0000106563 |
1/3 |
2 |
4,550 |
4,550 |
4,550 |
40 |
PS0414 |
PL0000105433 |
1/6 |
5 |
4,650 |
4,650 |
4,650 |
220 |
PS0415 |
PL0000105953 |
1/6 |
5 |
4,650 |
4,650 |
4,650 |
40 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
35 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
35 |
PS0414 |
PL0000105433 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
330 |
OK0113 |
PL0000106324 |
1/8 |
7 |
4,600 |
4,600 |
4,600 |
20 |
WZ0115 |
PL0000106480 |
1/8 |
7 |
4,620 |
4,620 |
4,620 |
100 |
TOTAL |
1 395 |