2012-08-03 |
MARKET DATA |
No 149 (1934) |
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 |
1 927,50 |
2 005,38 |
109 |
3 255,00 |
3 432,47 |
39 |
5 182,50 |
5 437,85 |
148 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 927,50 |
2 005,38 |
109 |
3 255,00 |
3 432,47 |
39 |
5 182,50 |
5 437,85 |
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 |
99,06 |
99,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
98,07 |
98,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
102,54 |
100,69 |
100,70 |
100,73 |
100,70 |
100,73 |
100,72 |
215 000 |
219,77 |
5 |
OK0713 |
PL0000106563 |
96,57 |
96,13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,99 |
99,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
94,38 |
94,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,69 |
102,65 |
102,68 |
102,75 |
102,68 |
102,75 |
102,71 |
275 000 |
286,95 |
8 |
OK0714 |
PL0000107009 |
95,94 |
91,15 |
92,44 |
92,44 |
91,91 |
91,91 |
92,14 |
17 500 |
16,12 |
2 |
PS0415 |
PL0000105953 |
106,37 |
103,40 |
103,45 |
103,45 |
103,45 |
103,45 |
103,45 |
10 000 |
10,50 |
1 |
DS1015 |
PL0000103602 |
106,30 |
106,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,70 |
102,49 |
102,55 |
102,55 |
102,55 |
102,55 |
102,55 |
45 000 |
46,79 |
3 |
PS1016 |
PL0000106795 |
101,90 |
101,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
101,98 |
101,64 |
101,64 |
102,00 |
101,64 |
101,98 |
101,84 |
265 000 |
273,46 |
12 |
DS1017 |
PL0000104543 |
104,38 |
104,10 |
104,59 |
104,60 |
104,59 |
104,60 |
104,60 |
20 000 |
21,74 |
2 |
DS1019 |
PL0000105441 |
106,37 |
105,83 |
105,93 |
105,93 |
105,93 |
105,93 |
105,93 |
10 000 |
11,02 |
1 |
DS1020 |
PL0000106126 |
105,79 |
103,89 |
103,98 |
104,35 |
103,98 |
104,35 |
104,24 |
100 000 |
108,36 |
13 |
DS1021 |
PL0000106670 |
107,52 |
106,71 |
106,95 |
107,60 |
106,95 |
107,50 |
107,38 |
265 000 |
296,52 |
24 |
WS0922 |
PL0000102646 |
107,83 |
106,88 |
107,00 |
107,70 |
107,00 |
107,70 |
107,33 |
55 000 |
61,79 |
5 |
WS0429 |
PL0000105391 |
108,99 |
108,10 |
108,45 |
109,00 |
108,45 |
109,00 |
108,65 |
30 000 |
33,09 |
3 |
WS0437 |
PL0000104857 |
102,00 |
105,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,65 |
103,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
100,75 |
101,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,42 |
100,39 |
100,39 |
100,42 |
100,39 |
100,42 |
100,40 |
80 000 |
80,47 |
5 |
WZ0117 |
PL0000106936 |
100,06 |
100,04 |
100,06 |
100,06 |
100,06 |
100,06 |
100,06 |
30 000 |
30,07 |
2 |
WZ0118 |
PL0000104717 |
99,82 |
99,75 |
99,80 |
99,90 |
99,80 |
99,90 |
99,85 |
435 000 |
435,13 |
18 |
WZ0121 |
PL0000106068 |
98,02 |
97,87 |
97,87 |
98,00 |
97,87 |
98,00 |
97,94 |
75 000 |
73,59 |
5 |
TOTAL |
1 927 500 |
2 005,38 |
109 |
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 |
22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
113 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
134 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
176 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
204 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
232 |
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 |
98,02 |
98,13 |
4,31 |
4,07 |
98,08 |
4,18 |
PS0413 |
PL0000105037 |
100,64 |
100,74 |
4,26 |
4,12 |
100,69 |
4,19 |
OK0713 |
PL0000106563 |
96,06 |
96,20 |
4,25 |
4,10 |
96,13 |
4,17 |
DS1013 |
PL0000102836 |
100,89 |
101,03 |
4,22 |
4,10 |
100,96 |
4,16 |
OK0114 |
PL0000106712 |
94,23 |
94,38 |
4,13 |
4,02 |
94,31 |
4,07 |
PS0414 |
PL0000105433 |
102,62 |
102,78 |
4,12 |
4,03 |
102,70 |
4,07 |
OK0714 |
PL0000107009 |
92,31 |
92,47 |
4,16 |
4,07 |
92,39 |
4,11 |
WZ0115 |
PL0000106480 |
100,33 |
100,44 |
--- |
--- |
100,39 |
--- |
PS0415 |
PL0000105953 |
103,28 |
103,49 |
4,19 |
4,11 |
103,39 |
4,15 |
DS1015 |
PL0000103602 |
106,13 |
106,30 |
4,16 |
4,11 |
106,22 |
4,13 |
PS0416 |
PL0000106340 |
102,33 |
102,54 |
4,30 |
4,24 |
102,44 |
4,27 |
IZ0816 |
PL0000103529 |
103,47 |
103,78 |
--- |
--- |
103,63 |
--- |
PS1016 |
PL0000106795 |
101,53 |
101,84 |
4,34 |
4,26 |
101,69 |
4,30 |
WZ0117 |
PL0000106936 |
99,96 |
100,12 |
--- |
--- |
100,04 |
--- |
PS0417 |
PL0000107058 |
101,55 |
101,75 |
4,37 |
4,32 |
101,65 |
4,35 |
DS1017 |
PL0000104543 |
103,98 |
104,25 |
4,37 |
4,32 |
104,12 |
4,34 |
WZ0118 |
PL0000104717 |
99,65 |
99,83 |
--- |
--- |
99,74 |
--- |
DS1019 |
PL0000105441 |
105,72 |
105,96 |
4,55 |
4,51 |
105,84 |
4,53 |
DS1020 |
PL0000106126 |
103,72 |
104,10 |
4,69 |
4,63 |
103,91 |
4,66 |
WZ0121 |
PL0000106068 |
97,80 |
98,01 |
--- |
--- |
97,91 |
--- |
DS1021 |
PL0000106670 |
106,71 |
107,00 |
4,82 |
4,79 |
106,86 |
4,80 |
WS0922 |
PL0000102646 |
106,80 |
107,11 |
4,88 |
4,84 |
106,96 |
4,86 |
IZ0823 |
PL0000105359 |
100,62 |
101,14 |
--- |
--- |
100,88 |
--- |
WS0429 |
PL0000105391 |
107,74 |
108,28 |
5,05 |
5,00 |
108,01 |
5,02 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,03 |
98,13 |
4,29 |
4,07 |
98,08 |
4,18 |
PS0413 |
PL0000105037 |
100,68 |
100,87 |
4,21 |
3,94 |
100,78 |
4,07 |
OK0713 |
PL0000106563 |
96,13 |
96,28 |
4,17 |
4,01 |
96,21 |
4,08 |
DS1013 |
PL0000102836 |
100,94 |
101,11 |
4,17 |
4,03 |
101,03 |
4,10 |
OK0114 |
PL0000106712 |
94,27 |
94,38 |
4,10 |
4,02 |
94,33 |
4,05 |
PS0414 |
PL0000105433 |
102,62 |
102,77 |
4,12 |
4,03 |
102,70 |
4,07 |
OK0714 |
PL0000107009 |
92,38 |
92,56 |
4,12 |
4,01 |
92,47 |
4,07 |
WZ0115 |
PL0000106480 |
100,33 |
100,48 |
--- |
--- |
100,41 |
--- |
PS0415 |
PL0000105953 |
103,43 |
103,68 |
4,13 |
4,03 |
103,56 |
4,08 |
DS1015 |
PL0000103602 |
106,22 |
106,45 |
4,13 |
4,06 |
106,34 |
4,10 |
PS0416 |
PL0000106340 |
102,66 |
102,92 |
4,20 |
4,13 |
102,79 |
4,16 |
IZ0816 |
PL0000103529 |
103,53 |
103,82 |
--- |
--- |
103,68 |
--- |
PS1016 |
PL0000106795 |
101,77 |
101,99 |
4,27 |
4,22 |
101,88 |
4,25 |
WZ0117 |
PL0000106936 |
99,95 |
100,17 |
--- |
--- |
100,06 |
--- |
PS0417 |
PL0000107058 |
101,88 |
102,04 |
4,29 |
4,26 |
101,96 |
4,28 |
DS1017 |
PL0000104543 |
104,27 |
104,60 |
4,31 |
4,24 |
104,44 |
4,28 |
WZ0118 |
PL0000104717 |
99,76 |
99,92 |
--- |
--- |
99,84 |
--- |
DS1019 |
PL0000105441 |
106,16 |
106,52 |
4,48 |
4,42 |
106,34 |
4,45 |
DS1020 |
PL0000106126 |
104,30 |
104,61 |
4,60 |
4,56 |
104,46 |
4,58 |
WZ0121 |
PL0000106068 |
97,92 |
98,20 |
--- |
--- |
98,06 |
--- |
DS1021 |
PL0000106670 |
107,44 |
107,61 |
4,73 |
4,71 |
107,53 |
4,72 |
WS0922 |
PL0000102646 |
107,41 |
107,82 |
4,80 |
4,75 |
107,62 |
4,78 |
IZ0823 |
PL0000105359 |
100,66 |
101,24 |
--- |
--- |
100,95 |
--- |
WS0429 |
PL0000105391 |
108,74 |
109,24 |
4,96 |
4,92 |
108,99 |
4,94 |
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 |
3/4 |
1 |
4,500 |
4,500 |
4,500 |
95 |
DS1013 |
PL0000102836 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
75 |
DS1015 |
PL0000103602 |
3/4 |
1 |
4,600 |
4,650 |
4,638 |
80 |
DS1017 |
PL0000104543 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
45 |
DS1020 |
PL0000106126 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
225 |
OK0114 |
PL0000106712 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
90 |
PS1016 |
PL0000106795 |
3/4 |
1 |
4,570 |
4,600 |
4,594 |
105 |
OK0714 |
PL0000107009 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
50 |
DS1017 |
PL0000104543 |
3/5 |
2 |
4,650 |
4,650 |
4,650 |
200 |
PS0414 |
PL0000105433 |
3/5 |
2 |
4,650 |
4,650 |
4,650 |
200 |
DS1015 |
PL0000103602 |
0/3 |
3 |
4,650 |
4,650 |
4,650 |
15 |
DS1017 |
PL0000104543 |
0/3 |
3 |
4,500 |
4,650 |
4,636 |
110 |
WS0429 |
PL0000105391 |
0/3 |
3 |
4,500 |
4,500 |
4,500 |
55 |
PS0414 |
PL0000105433 |
0/3 |
3 |
4,570 |
4,600 |
4,589 |
160 |
DS1019 |
PL0000105441 |
0/3 |
3 |
4,650 |
4,650 |
4,650 |
30 |
PS0415 |
PL0000105953 |
0/3 |
3 |
4,650 |
4,650 |
4,650 |
225 |
DS1020 |
PL0000106126 |
0/3 |
3 |
4,600 |
4,650 |
4,641 |
110 |
WS0429 |
PL0000105391 |
0/4 |
4 |
4,500 |
4,500 |
4,500 |
80 |
OK0713 |
PL0000106563 |
0/4 |
4 |
4,600 |
4,600 |
4,600 |
40 |
OK0714 |
PL0000107009 |
0/4 |
4 |
4,550 |
4,600 |
4,588 |
85 |
DS1015 |
PL0000103602 |
3/10 |
7 |
4,650 |
4,650 |
4,650 |
80 |
DS1017 |
PL0000104543 |
3/10 |
7 |
4,600 |
4,600 |
4,600 |
300 |
PS0414 |
PL0000105433 |
0/7 |
7 |
4,580 |
4,580 |
4,580 |
180 |
PS0414 |
PL0000105433 |
3/10 |
7 |
4,600 |
4,600 |
4,600 |
140 |
DS1019 |
PL0000105441 |
3/10 |
7 |
4,600 |
4,600 |
4,600 |
230 |
DS1020 |
PL0000106126 |
3/10 |
7 |
4,650 |
4,650 |
4,650 |
30 |
OK0114 |
PL0000106712 |
3/10 |
7 |
4,550 |
4,550 |
4,550 |
180 |
WZ0115 |
PL0000106480 |
3/10 |
7 |
4,570 |
4,570 |
4,570 |
40 |
TOTAL |
3 255 |