2012-08-06 |
MARKET DATA |
No 150 (1935) |
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 |
912,50 |
956,09 |
43 |
2 730,00 |
2 884,38 |
27 |
3 642,50 |
3 840,46 |
70 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
912,50 |
956,09 |
43 |
2 730,00 |
2 884,38 |
27 |
3 642,50 |
3 840,46 |
70 |
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 |
99,11 |
99,16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
98,11 |
98,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,75 |
100,76 |
100,75 |
100,75 |
100,75 |
100,75 |
100,75 |
100 000 |
102,26 |
1 |
OK0713 |
PL0000106563 |
96,19 |
96,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,02 |
101,03 |
100,98 |
101,02 |
100,98 |
101,02 |
101,00 |
187 500 |
196,78 |
3 |
OK0114 |
PL0000106712 |
94,37 |
94,36 |
94,37 |
94,37 |
94,37 |
94,37 |
94,37 |
45 000 |
42,47 |
3 |
PS0414 |
PL0000105433 |
102,75 |
102,76 |
102,78 |
102,78 |
102,78 |
102,78 |
102,78 |
5 000 |
5,22 |
1 |
OK0714 |
PL0000107009 |
92,50 |
92,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,63 |
103,63 |
103,61 |
103,63 |
103,61 |
103,63 |
103,62 |
40 000 |
42,08 |
2 |
DS1015 |
PL0000103602 |
106,43 |
106,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,78 |
102,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,91 |
101,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
101,98 |
101,88 |
101,90 |
101,97 |
101,85 |
101,96 |
101,91 |
245 000 |
253,04 |
13 |
DS1017 |
PL0000104543 |
104,40 |
104,33 |
104,41 |
104,44 |
104,41 |
104,44 |
104,41 |
42 500 |
46,13 |
3 |
DS1019 |
PL0000105441 |
106,47 |
106,30 |
106,33 |
106,40 |
106,33 |
106,40 |
106,36 |
80 000 |
88,55 |
6 |
DS1020 |
PL0000106126 |
104,51 |
104,40 |
104,44 |
104,44 |
104,40 |
104,40 |
104,41 |
35 000 |
37,99 |
3 |
DS1021 |
PL0000106670 |
107,53 |
107,47 |
107,41 |
107,41 |
107,41 |
107,41 |
107,41 |
7 500 |
8,40 |
1 |
WS0922 |
PL0000102646 |
107,70 |
107,42 |
107,45 |
107,70 |
107,45 |
107,61 |
107,57 |
65 000 |
73,19 |
5 |
WS0429 |
PL0000105391 |
108,92 |
109,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
105,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,73 |
103,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
100,76 |
101,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,41 |
100,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,00 |
100,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,84 |
99,80 |
99,80 |
99,80 |
99,78 |
99,78 |
99,79 |
60 000 |
59,99 |
2 |
WZ0121 |
PL0000106068 |
98,07 |
98,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
912 500 |
956,09 |
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 |
21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
112 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
133 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
175 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
203 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
231 |
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 |
98,06 |
98,15 |
4,25 |
4,05 |
98,11 |
4,14 |
PS0413 |
PL0000105037 |
100,73 |
100,85 |
4,13 |
3,96 |
100,79 |
4,05 |
OK0713 |
PL0000106563 |
96,15 |
96,27 |
4,16 |
4,03 |
96,21 |
4,10 |
DS1013 |
PL0000102836 |
100,95 |
101,08 |
4,16 |
4,05 |
101,02 |
4,10 |
OK0114 |
PL0000106712 |
94,32 |
94,43 |
4,07 |
3,99 |
94,38 |
4,03 |
PS0414 |
PL0000105433 |
102,64 |
102,79 |
4,11 |
4,02 |
102,72 |
4,06 |
OK0714 |
PL0000107009 |
92,42 |
92,61 |
4,10 |
3,99 |
92,52 |
4,04 |
WZ0115 |
PL0000106480 |
100,35 |
100,48 |
--- |
--- |
100,42 |
--- |
PS0415 |
PL0000105953 |
103,52 |
103,73 |
4,09 |
4,01 |
103,63 |
4,05 |
DS1015 |
PL0000103602 |
106,30 |
106,50 |
4,11 |
4,04 |
106,40 |
4,08 |
PS0416 |
PL0000106340 |
102,66 |
102,90 |
4,20 |
4,13 |
102,78 |
4,17 |
IZ0816 |
PL0000103529 |
103,51 |
103,86 |
--- |
--- |
103,69 |
--- |
PS1016 |
PL0000106795 |
101,70 |
101,95 |
4,29 |
4,23 |
101,83 |
4,26 |
WZ0117 |
PL0000106936 |
99,95 |
100,14 |
--- |
--- |
100,05 |
--- |
PS0417 |
PL0000107058 |
101,86 |
102,07 |
4,30 |
4,25 |
101,97 |
4,27 |
DS1017 |
PL0000104543 |
104,22 |
104,46 |
4,32 |
4,27 |
104,34 |
4,30 |
WZ0118 |
PL0000104717 |
99,80 |
99,95 |
--- |
--- |
99,88 |
--- |
DS1019 |
PL0000105441 |
106,19 |
106,52 |
4,47 |
4,42 |
106,36 |
4,44 |
DS1020 |
PL0000106126 |
104,25 |
104,59 |
4,61 |
4,56 |
104,42 |
4,59 |
WZ0121 |
PL0000106068 |
98,02 |
98,27 |
--- |
--- |
98,15 |
--- |
DS1021 |
PL0000106670 |
107,35 |
107,68 |
4,74 |
4,70 |
107,52 |
4,72 |
WS0922 |
PL0000102646 |
107,33 |
107,63 |
4,81 |
4,78 |
107,48 |
4,80 |
IZ0823 |
PL0000105359 |
100,64 |
101,21 |
--- |
--- |
100,93 |
--- |
WS0429 |
PL0000105391 |
108,69 |
109,29 |
4,97 |
4,92 |
108,99 |
4,94 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,09 |
98,15 |
4,18 |
4,05 |
98,12 |
4,11 |
PS0413 |
PL0000105037 |
100,69 |
100,79 |
4,19 |
4,05 |
100,74 |
4,12 |
OK0713 |
PL0000106563 |
96,18 |
96,27 |
4,13 |
4,03 |
96,23 |
4,07 |
DS1013 |
PL0000102836 |
100,98 |
101,07 |
4,14 |
4,06 |
101,03 |
4,09 |
OK0114 |
PL0000106712 |
94,35 |
94,42 |
4,05 |
3,99 |
94,39 |
4,02 |
PS0414 |
PL0000105433 |
102,70 |
102,82 |
4,07 |
4,00 |
102,76 |
4,04 |
OK0714 |
PL0000107009 |
92,46 |
92,57 |
4,08 |
4,01 |
92,52 |
4,04 |
WZ0115 |
PL0000106480 |
100,34 |
100,49 |
--- |
--- |
100,42 |
--- |
PS0415 |
PL0000105953 |
103,60 |
103,78 |
4,06 |
3,99 |
103,69 |
4,03 |
DS1015 |
PL0000103602 |
106,39 |
106,51 |
4,08 |
4,04 |
106,45 |
4,06 |
PS0416 |
PL0000106340 |
102,75 |
102,94 |
4,18 |
4,12 |
102,85 |
4,15 |
IZ0816 |
PL0000103529 |
103,63 |
103,88 |
--- |
--- |
103,76 |
--- |
PS1016 |
PL0000106795 |
101,86 |
102,01 |
4,25 |
4,21 |
101,94 |
4,23 |
WZ0117 |
PL0000106936 |
99,96 |
100,13 |
--- |
--- |
100,05 |
--- |
PS0417 |
PL0000107058 |
101,89 |
102,07 |
4,29 |
4,25 |
101,98 |
4,27 |
DS1017 |
PL0000104543 |
104,30 |
104,48 |
4,30 |
4,27 |
104,39 |
4,29 |
WZ0118 |
PL0000104717 |
99,73 |
99,86 |
--- |
--- |
99,80 |
--- |
DS1019 |
PL0000105441 |
106,37 |
106,63 |
4,44 |
4,40 |
106,50 |
4,42 |
DS1020 |
PL0000106126 |
104,44 |
104,71 |
4,58 |
4,54 |
104,58 |
4,56 |
WZ0121 |
PL0000106068 |
97,97 |
98,17 |
--- |
--- |
98,07 |
--- |
DS1021 |
PL0000106670 |
107,47 |
107,73 |
4,72 |
4,69 |
107,60 |
4,71 |
WS0922 |
PL0000102646 |
107,55 |
107,82 |
4,79 |
4,75 |
107,69 |
4,77 |
IZ0823 |
PL0000105359 |
100,64 |
101,13 |
--- |
--- |
100,89 |
--- |
WS0429 |
PL0000105391 |
108,81 |
109,32 |
4,96 |
4,91 |
109,07 |
4,93 |
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 |
4,550 |
4,550 |
4,550 |
35 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
25 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
15 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
20 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,620 |
4,650 |
4,648 |
175 |
WS0429 |
PL0000105391 |
0/1 |
1 |
4,570 |
4,570 |
4,570 |
20 |
WS0429 |
PL0000105391 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
80 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
20 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
10 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
140 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,700 |
4,700 |
4,700 |
340 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
20 |
OK0713 |
PL0000106563 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
40 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,550 |
4,600 |
4,590 |
105 |
DS1017 |
PL0000104543 |
0/2 |
2 |
4,650 |
4,650 |
4,650 |
100 |
WS0429 |
PL0000105391 |
0/2 |
2 |
4,550 |
4,550 |
4,550 |
10 |
PS0414 |
PL0000105433 |
0/2 |
2 |
4,600 |
4,600 |
4,600 |
160 |
PS0415 |
PL0000105953 |
0/2 |
2 |
4,650 |
4,650 |
4,650 |
120 |
OK0714 |
PL0000107009 |
0/2 |
2 |
4,650 |
4,650 |
4,650 |
250 |
PS0414 |
PL0000105433 |
0/3 |
3 |
4,650 |
4,650 |
4,650 |
30 |
DS1013 |
PL0000102836 |
1/8 |
7 |
4,700 |
4,700 |
4,700 |
85 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
210 |
PS0416 |
PL0000106340 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
90 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
180 |
PS0414 |
PL0000105433 |
2/10 |
8 |
4,600 |
4,600 |
4,600 |
450 |
TOTAL |
2 730 |