2012-08-01 |
MARKET DATA |
No 147 (1932) |
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 |
3 652,50 |
3 724,66 |
173 |
2 565,00 |
2 730,84 |
32 |
6 217,50 |
6 455,50 |
205 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
3 652,50 |
3 724,66 |
173 |
2 565,00 |
2 730,84 |
32 |
6 217,50 |
6 455,50 |
205 |
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 |
99,04 |
99,03 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
97,98 |
98,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,64 |
100,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
96,02 |
96,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,90 |
100,85 |
100,90 |
100,90 |
100,90 |
100,90 |
100,90 |
100 000 |
104,78 |
1 |
OK0114 |
PL0000106712 |
94,54 |
93,87 |
94,15 |
94,54 |
93,87 |
94,16 |
94,26 |
430 000 |
405,30 |
10 |
PS0414 |
PL0000105433 |
102,57 |
102,53 |
102,55 |
102,62 |
102,55 |
102,62 |
102,58 |
700 000 |
729,11 |
13 |
OK0714 |
PL0000107009 |
92,28 |
91,96 |
92,24 |
92,28 |
92,23 |
92,28 |
92,26 |
410 000 |
378,25 |
17 |
PS0415 |
PL0000105953 |
103,27 |
103,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,97 |
105,99 |
106,02 |
106,04 |
106,02 |
106,04 |
106,03 |
50 000 |
55,44 |
4 |
PS0416 |
PL0000106340 |
102,31 |
102,26 |
102,30 |
102,33 |
102,28 |
102,33 |
102,30 |
312 500 |
323,98 |
21 |
PS1016 |
PL0000106795 |
101,47 |
101,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
101,56 |
101,39 |
101,40 |
101,56 |
101,35 |
101,55 |
101,52 |
837 500 |
861,14 |
52 |
DS1017 |
PL0000104543 |
103,91 |
103,73 |
103,73 |
103,98 |
103,73 |
103,98 |
103,85 |
85 000 |
91,72 |
5 |
DS1019 |
PL0000105441 |
105,58 |
105,44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
103,70 |
103,47 |
103,70 |
103,70 |
103,70 |
103,70 |
103,70 |
5 000 |
5,39 |
1 |
DS1021 |
PL0000106670 |
106,70 |
106,49 |
106,62 |
106,75 |
106,60 |
106,70 |
106,66 |
245 000 |
272,22 |
20 |
WS0922 |
PL0000102646 |
106,72 |
106,51 |
106,60 |
106,80 |
106,60 |
106,80 |
106,70 |
125 000 |
139,56 |
9 |
WS0429 |
PL0000105391 |
107,70 |
107,45 |
107,63 |
108,01 |
107,63 |
107,92 |
107,93 |
60 000 |
65,71 |
7 |
WS0437 |
PL0000104857 |
100,00 |
104,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,40 |
103,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
100,65 |
100,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,37 |
100,36 |
100,39 |
100,39 |
100,39 |
100,39 |
100,39 |
77 500 |
77,90 |
3 |
WZ0117 |
PL0000106936 |
99,97 |
99,95 |
99,95 |
100,00 |
99,95 |
100,00 |
99,98 |
145 000 |
145,15 |
5 |
WZ0118 |
PL0000104717 |
99,68 |
99,61 |
99,65 |
99,65 |
99,65 |
99,65 |
99,65 |
25 000 |
24,94 |
3 |
WZ0121 |
PL0000106068 |
97,77 |
97,77 |
97,79 |
97,80 |
97,79 |
97,80 |
97,80 |
45 000 |
44,06 |
2 |
TOTAL |
3 652 500 |
3 724,66 |
173 |
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 |
26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
117 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
138 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
180 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
208 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
236 |
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 |
97,96 |
98,04 |
4,34 |
4,17 |
98,00 |
4,26 |
PS0413 |
PL0000105037 |
100,60 |
100,69 |
4,34 |
4,21 |
100,65 |
4,27 |
OK0713 |
PL0000106563 |
96,00 |
96,10 |
4,27 |
4,16 |
96,05 |
4,22 |
DS1013 |
PL0000102836 |
100,81 |
100,91 |
4,29 |
4,20 |
100,86 |
4,25 |
OK0114 |
PL0000106712 |
94,05 |
94,18 |
4,23 |
4,14 |
94,12 |
4,18 |
PS0414 |
PL0000105433 |
102,45 |
102,57 |
4,23 |
4,16 |
102,51 |
4,20 |
OK0714 |
PL0000107009 |
92,16 |
92,29 |
4,22 |
4,15 |
92,23 |
4,18 |
WZ0115 |
PL0000106480 |
100,29 |
100,41 |
--- |
--- |
100,35 |
--- |
PS0415 |
PL0000105953 |
103,20 |
103,38 |
4,22 |
4,15 |
103,29 |
4,19 |
DS1015 |
PL0000103602 |
105,87 |
106,08 |
4,25 |
4,19 |
105,98 |
4,22 |
PS0416 |
PL0000106340 |
102,21 |
102,35 |
4,34 |
4,29 |
102,28 |
4,32 |
IZ0816 |
PL0000103529 |
103,34 |
103,63 |
--- |
--- |
103,49 |
--- |
PS1016 |
PL0000106795 |
101,27 |
101,49 |
4,41 |
4,35 |
101,38 |
4,38 |
WZ0117 |
PL0000106936 |
99,85 |
100,01 |
--- |
--- |
99,93 |
--- |
PS0417 |
PL0000107058 |
101,35 |
101,49 |
4,42 |
4,39 |
101,42 |
4,40 |
DS1017 |
PL0000104543 |
103,63 |
103,87 |
4,45 |
4,40 |
103,75 |
4,42 |
WZ0118 |
PL0000104717 |
99,53 |
99,71 |
--- |
--- |
99,62 |
--- |
DS1019 |
PL0000105441 |
105,34 |
105,64 |
4,61 |
4,56 |
105,49 |
4,58 |
DS1020 |
PL0000106126 |
103,32 |
103,64 |
4,75 |
4,70 |
103,48 |
4,72 |
WZ0121 |
PL0000106068 |
97,60 |
97,82 |
--- |
--- |
97,71 |
--- |
DS1021 |
PL0000106670 |
106,40 |
106,65 |
4,87 |
4,83 |
106,53 |
4,85 |
WS0922 |
PL0000102646 |
106,40 |
106,65 |
4,93 |
4,90 |
106,53 |
4,91 |
IZ0823 |
PL0000105359 |
100,55 |
101,05 |
--- |
--- |
100,80 |
--- |
WS0429 |
PL0000105391 |
107,11 |
107,67 |
5,10 |
5,05 |
107,39 |
5,08 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
97,96 |
98,04 |
4,34 |
4,17 |
98,00 |
4,26 |
PS0413 |
PL0000105037 |
100,62 |
100,69 |
4,31 |
4,21 |
100,66 |
4,25 |
OK0713 |
PL0000106563 |
95,99 |
96,11 |
4,28 |
4,15 |
96,05 |
4,22 |
DS1013 |
PL0000102836 |
100,85 |
100,97 |
4,25 |
4,15 |
100,91 |
4,20 |
OK0114 |
PL0000106712 |
94,15 |
94,29 |
4,16 |
4,05 |
94,22 |
4,11 |
PS0414 |
PL0000105433 |
102,55 |
102,68 |
4,17 |
4,10 |
102,62 |
4,13 |
OK0714 |
PL0000107009 |
92,25 |
92,42 |
4,17 |
4,07 |
92,34 |
4,12 |
WZ0115 |
PL0000106480 |
100,31 |
100,42 |
--- |
--- |
100,37 |
--- |
PS0415 |
PL0000105953 |
103,18 |
103,38 |
4,23 |
4,15 |
103,28 |
4,19 |
DS1015 |
PL0000103602 |
105,94 |
106,15 |
4,23 |
4,16 |
106,05 |
4,20 |
PS0416 |
PL0000106340 |
102,27 |
102,44 |
4,32 |
4,27 |
102,36 |
4,29 |
IZ0816 |
PL0000103529 |
103,35 |
103,64 |
--- |
--- |
103,50 |
--- |
PS1016 |
PL0000106795 |
101,42 |
101,64 |
4,37 |
4,31 |
101,53 |
4,34 |
WZ0117 |
PL0000106936 |
99,91 |
100,05 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
101,47 |
101,59 |
4,39 |
4,36 |
101,53 |
4,38 |
DS1017 |
PL0000104543 |
103,84 |
104,07 |
4,40 |
4,36 |
103,96 |
4,38 |
WZ0118 |
PL0000104717 |
99,61 |
99,76 |
--- |
--- |
99,69 |
--- |
DS1019 |
PL0000105441 |
105,47 |
105,72 |
4,59 |
4,55 |
105,60 |
4,57 |
DS1020 |
PL0000106126 |
103,58 |
103,82 |
4,71 |
4,67 |
103,70 |
4,69 |
WZ0121 |
PL0000106068 |
97,70 |
97,90 |
--- |
--- |
97,80 |
--- |
DS1021 |
PL0000106670 |
106,57 |
106,75 |
4,84 |
4,82 |
106,66 |
4,83 |
WS0922 |
PL0000102646 |
106,59 |
106,84 |
4,90 |
4,87 |
106,72 |
4,89 |
IZ0823 |
PL0000105359 |
100,54 |
101,06 |
--- |
--- |
100,80 |
--- |
WS0429 |
PL0000105391 |
107,54 |
108,08 |
5,07 |
5,02 |
107,81 |
5,04 |
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 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
10 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
80 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
205 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
460 |
WS0429 |
PL0000105391 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
120 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
210 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,610 |
4,650 |
4,639 |
55 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,500 |
4,500 |
4,500 |
5 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
25 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
20 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,550 |
4,600 |
4,575 |
100 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
30 |
PS0416 |
PL0000106340 |
0/2 |
2 |
4,600 |
4,600 |
4,600 |
50 |
PS1016 |
PL0000106795 |
2/5 |
3 |
4,600 |
4,600 |
4,600 |
50 |
DS1017 |
PL0000104543 |
1/6 |
5 |
4,600 |
4,600 |
4,600 |
180 |
DS1013 |
PL0000102836 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
130 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
65 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
150 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
10 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,620 |
4,650 |
4,646 |
140 |
PS0416 |
PL0000106340 |
2/9 |
7 |
4,650 |
4,650 |
4,650 |
375 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
4,600 |
4,600 |
4,600 |
95 |
TOTAL |
2 565 |