2012-08-02 |
MARKET DATA |
No 148 (1933) |
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 |
2 215,00 |
2 252,75 |
121 |
5 280,00 |
5 513,68 |
51 |
7 495,00 |
7 766,43 |
172 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 215,00 |
2 252,75 |
121 |
5 280,00 |
5 513,68 |
51 |
7 495,00 |
7 766,43 |
172 |
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 |
99,06 |
99,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
98,03 |
98,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,65 |
100,68 |
100,65 |
100,65 |
100,65 |
100,65 |
100,65 |
47 500 |
48,51 |
2 |
OK0713 |
PL0000106563 |
96,08 |
92,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,91 |
100,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
94,23 |
94,17 |
94,19 |
94,25 |
94,19 |
94,25 |
94,24 |
282 500 |
266,23 |
9 |
PS0414 |
PL0000105433 |
102,60 |
102,58 |
102,62 |
102,63 |
102,62 |
102,63 |
102,63 |
117 500 |
122,50 |
3 |
OK0714 |
PL0000107009 |
92,36 |
92,30 |
92,33 |
92,35 |
92,29 |
92,35 |
92,33 |
477 500 |
440,86 |
21 |
PS0415 |
PL0000105953 |
103,32 |
103,33 |
103,35 |
103,39 |
103,35 |
103,39 |
103,37 |
85 000 |
89,18 |
8 |
DS1015 |
PL0000103602 |
106,06 |
105,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,41 |
101,93 |
102,40 |
102,40 |
102,40 |
102,40 |
102,40 |
10 000 |
10,38 |
2 |
PS1016 |
PL0000106795 |
101,58 |
101,12 |
101,51 |
101,51 |
101,51 |
101,51 |
101,51 |
25 000 |
26,31 |
2 |
PS0417 |
PL0000107058 |
101,60 |
101,45 |
101,58 |
101,62 |
101,37 |
101,62 |
101,49 |
522 500 |
537,28 |
25 |
DS1017 |
PL0000104543 |
104,05 |
103,89 |
104,07 |
104,10 |
103,82 |
103,82 |
104,08 |
147 500 |
159,56 |
9 |
DS1019 |
PL0000105441 |
105,76 |
104,99 |
105,53 |
105,53 |
105,53 |
105,53 |
105,53 |
10 000 |
10,98 |
1 |
DS1020 |
PL0000106126 |
103,78 |
103,12 |
103,78 |
103,78 |
103,40 |
103,75 |
103,65 |
85 000 |
91,59 |
7 |
DS1021 |
PL0000106670 |
106,79 |
105,46 |
106,75 |
106,77 |
106,65 |
106,70 |
106,73 |
205 000 |
228,00 |
14 |
WS0922 |
PL0000102646 |
106,80 |
106,39 |
106,76 |
106,90 |
106,40 |
106,90 |
106,77 |
135 000 |
150,89 |
14 |
WS0429 |
PL0000105391 |
107,80 |
107,70 |
107,80 |
107,80 |
107,80 |
107,80 |
107,80 |
10 000 |
10,94 |
1 |
WS0437 |
PL0000104857 |
100,00 |
150,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,55 |
103,59 |
103,61 |
103,61 |
103,61 |
103,61 |
103,61 |
15 000 |
20,32 |
1 |
IZ0823 |
PL0000105359 |
100,74 |
100,96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,35 |
100,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,96 |
100,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,71 |
99,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,84 |
97,85 |
97,86 |
97,87 |
97,86 |
97,87 |
97,87 |
40 000 |
39,21 |
2 |
TOTAL |
2 215 000 |
2 252,75 |
121 |
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 |
23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
114 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
135 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
177 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
205 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
233 |
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 |
97,99 |
98,10 |
4,35 |
4,11 |
98,05 |
4,22 |
PS0413 |
PL0000105037 |
100,63 |
100,72 |
4,28 |
4,15 |
100,68 |
4,21 |
OK0713 |
PL0000106563 |
96,05 |
96,18 |
4,25 |
4,11 |
96,12 |
4,17 |
DS1013 |
PL0000102836 |
100,89 |
101,02 |
4,22 |
4,11 |
100,96 |
4,16 |
OK0114 |
PL0000106712 |
94,20 |
94,34 |
4,14 |
4,04 |
94,27 |
4,09 |
PS0414 |
PL0000105433 |
102,57 |
102,69 |
4,15 |
4,08 |
102,63 |
4,12 |
OK0714 |
PL0000107009 |
92,33 |
92,43 |
4,14 |
4,08 |
92,38 |
4,11 |
WZ0115 |
PL0000106480 |
100,32 |
100,45 |
--- |
--- |
100,39 |
--- |
PS0415 |
PL0000105953 |
103,23 |
103,39 |
4,21 |
4,15 |
103,31 |
4,18 |
DS1015 |
PL0000103602 |
106,01 |
106,20 |
4,20 |
4,14 |
106,11 |
4,17 |
PS0416 |
PL0000106340 |
102,36 |
102,55 |
4,29 |
4,24 |
102,46 |
4,26 |
IZ0816 |
PL0000103529 |
103,36 |
103,66 |
--- |
--- |
103,51 |
--- |
PS1016 |
PL0000106795 |
101,49 |
101,75 |
4,35 |
4,28 |
101,62 |
4,31 |
WZ0117 |
PL0000106936 |
99,90 |
100,07 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
101,51 |
101,68 |
4,38 |
4,34 |
101,60 |
4,36 |
DS1017 |
PL0000104543 |
103,93 |
104,14 |
4,38 |
4,34 |
104,04 |
4,36 |
WZ0118 |
PL0000104717 |
99,62 |
99,78 |
--- |
--- |
99,70 |
--- |
DS1019 |
PL0000105441 |
105,66 |
105,90 |
4,56 |
4,52 |
105,78 |
4,54 |
DS1020 |
PL0000106126 |
103,67 |
103,95 |
4,70 |
4,65 |
103,81 |
4,67 |
WZ0121 |
PL0000106068 |
97,72 |
97,90 |
--- |
--- |
97,81 |
--- |
DS1021 |
PL0000106670 |
106,71 |
106,92 |
4,82 |
4,80 |
106,82 |
4,81 |
WS0922 |
PL0000102646 |
106,71 |
106,96 |
4,89 |
4,86 |
106,84 |
4,87 |
IZ0823 |
PL0000105359 |
100,52 |
101,04 |
--- |
--- |
100,78 |
--- |
WS0429 |
PL0000105391 |
107,62 |
108,13 |
5,06 |
5,01 |
107,88 |
5,04 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,01 |
98,10 |
4,31 |
4,11 |
98,06 |
4,20 |
PS0413 |
PL0000105037 |
100,62 |
100,75 |
4,30 |
4,11 |
100,69 |
4,20 |
OK0713 |
PL0000106563 |
96,01 |
96,15 |
4,30 |
4,14 |
96,08 |
4,22 |
DS1013 |
PL0000102836 |
100,87 |
101,01 |
4,23 |
4,11 |
100,94 |
4,17 |
OK0114 |
PL0000106712 |
94,19 |
94,35 |
4,15 |
4,03 |
94,27 |
4,09 |
PS0414 |
PL0000105433 |
102,56 |
102,69 |
4,16 |
4,08 |
102,63 |
4,12 |
OK0714 |
PL0000107009 |
92,27 |
92,47 |
4,17 |
4,06 |
92,37 |
4,12 |
WZ0115 |
PL0000106480 |
100,31 |
100,43 |
--- |
--- |
100,37 |
--- |
PS0415 |
PL0000105953 |
103,22 |
103,39 |
4,21 |
4,15 |
103,31 |
4,18 |
DS1015 |
PL0000103602 |
105,94 |
106,16 |
4,23 |
4,16 |
106,05 |
4,19 |
PS0416 |
PL0000106340 |
102,28 |
102,49 |
4,31 |
4,25 |
102,39 |
4,28 |
IZ0816 |
PL0000103529 |
103,45 |
103,75 |
--- |
--- |
103,60 |
--- |
PS1016 |
PL0000106795 |
101,39 |
101,62 |
4,37 |
4,31 |
101,51 |
4,34 |
WZ0117 |
PL0000106936 |
99,92 |
100,08 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
101,41 |
101,56 |
4,41 |
4,37 |
101,49 |
4,39 |
DS1017 |
PL0000104543 |
103,70 |
104,02 |
4,43 |
4,37 |
103,86 |
4,40 |
WZ0118 |
PL0000104717 |
99,63 |
99,78 |
--- |
--- |
99,71 |
--- |
DS1019 |
PL0000105441 |
105,47 |
105,80 |
4,59 |
4,53 |
105,64 |
4,56 |
DS1020 |
PL0000106126 |
103,60 |
103,79 |
4,71 |
4,68 |
103,70 |
4,69 |
WZ0121 |
PL0000106068 |
97,73 |
97,91 |
--- |
--- |
97,82 |
--- |
DS1021 |
PL0000106670 |
106,59 |
106,76 |
4,84 |
4,82 |
106,68 |
4,83 |
WS0922 |
PL0000102646 |
106,50 |
106,84 |
4,92 |
4,87 |
106,67 |
4,89 |
IZ0823 |
PL0000105359 |
100,65 |
101,15 |
--- |
--- |
100,90 |
--- |
WS0429 |
PL0000105391 |
107,51 |
107,90 |
5,07 |
5,03 |
107,71 |
5,05 |
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 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
40 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,500 |
4,650 |
4,565 |
460 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,600 |
4,620 |
4,603 |
345 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
200 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,600 |
4,650 |
4,641 |
110 |
OK0114 |
PL0000106712 |
0/1 |
1 |
4,550 |
4,550 |
4,550 |
40 |
PS1016 |
PL0000106795 |
0/1 |
1 |
4,550 |
4,550 |
4,550 |
35 |
OK0714 |
PL0000107009 |
0/1 |
1 |
4,600 |
4,650 |
4,641 |
170 |
PS0417 |
PL0000107058 |
0/1 |
1 |
4,500 |
4,550 |
4,510 |
50 |
WS0922 |
PL0000102646 |
1/4 |
3 |
4,500 |
4,500 |
4,500 |
125 |
DS1013 |
PL0000102836 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
80 |
DS1015 |
PL0000103602 |
1/4 |
3 |
4,550 |
4,650 |
4,624 |
325 |
DS1017 |
PL0000104543 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
235 |
PS0413 |
PL0000105037 |
1/4 |
3 |
4,600 |
4,600 |
4,600 |
230 |
PS0414 |
PL0000105433 |
1/4 |
3 |
4,600 |
4,620 |
4,607 |
345 |
DS1019 |
PL0000105441 |
1/4 |
3 |
4,600 |
4,600 |
4,600 |
225 |
DS1020 |
PL0000106126 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
200 |
OK0113 |
PL0000106324 |
1/4 |
3 |
4,620 |
4,620 |
4,620 |
20 |
OK0114 |
PL0000106712 |
1/4 |
3 |
4,450 |
4,550 |
4,508 |
215 |
PS1016 |
PL0000106795 |
1/4 |
3 |
4,550 |
4,550 |
4,550 |
85 |
OK0714 |
PL0000107009 |
1/4 |
3 |
4,550 |
4,550 |
4,550 |
100 |
OK0114 |
PL0000106712 |
0/4 |
4 |
4,550 |
4,550 |
4,550 |
55 |
WZ0115 |
PL0000106480 |
0/4 |
4 |
4,500 |
4,500 |
4,500 |
20 |
DS1013 |
PL0000102836 |
4/11 |
7 |
4,650 |
4,650 |
4,650 |
400 |
DS1015 |
PL0000103602 |
4/11 |
7 |
4,650 |
4,650 |
4,650 |
40 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,630 |
4,630 |
4,630 |
45 |
PS0414 |
PL0000105433 |
1/8 |
7 |
4,600 |
4,600 |
4,600 |
200 |
PS0414 |
PL0000105433 |
4/11 |
7 |
4,620 |
4,620 |
4,620 |
110 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,630 |
4,630 |
4,630 |
105 |
OK1012 |
PL0000106100 |
4/11 |
7 |
4,620 |
4,620 |
4,620 |
410 |
PS0416 |
PL0000106340 |
0/7 |
7 |
4,600 |
4,600 |
4,600 |
25 |
PS0416 |
PL0000106340 |
4/11 |
7 |
4,620 |
4,620 |
4,620 |
200 |
OK0714 |
PL0000107009 |
1/8 |
7 |
4,550 |
4,550 |
4,550 |
25 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
4,550 |
4,550 |
4,550 |
10 |
TOTAL |
5 280 |