2012-08-07 |
MARKET DATA |
No 151 (1936) |
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 |
5 707,50 |
5 898,90 |
255 |
1 955,00 |
2 039,31 |
23 |
7 662,50 |
7 938,21 |
278 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
5 707,50 |
5 898,90 |
255 |
1 955,00 |
2 039,31 |
23 |
7 662,50 |
7 938,21 |
278 |
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 |
99,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
98,12 |
98,13 |
98,10 |
98,10 |
98,09 |
98,09 |
98,09 |
110 000 |
107,90 |
2 |
PS0413 |
PL0000105037 |
100,76 |
100,70 |
100,75 |
100,75 |
100,70 |
100,70 |
100,73 |
1 082 500 |
1 106,90 |
15 |
OK0713 |
PL0000106563 |
96,19 |
96,13 |
96,17 |
96,17 |
96,13 |
96,13 |
96,14 |
170 000 |
163,45 |
3 |
DS1013 |
PL0000102836 |
101,00 |
100,93 |
100,99 |
100,99 |
100,93 |
100,93 |
100,97 |
72 500 |
76,08 |
2 |
OK0114 |
PL0000106712 |
94,34 |
94,28 |
94,34 |
94,36 |
94,29 |
94,29 |
94,34 |
445 000 |
419,83 |
10 |
PS0414 |
PL0000105433 |
102,72 |
102,50 |
102,75 |
102,76 |
102,50 |
102,50 |
102,67 |
750 000 |
782,57 |
21 |
OK0714 |
PL0000107009 |
92,46 |
92,43 |
92,47 |
92,47 |
92,45 |
92,45 |
92,45 |
165 000 |
152,55 |
4 |
PS0415 |
PL0000105953 |
103,56 |
103,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,34 |
106,14 |
105,97 |
105,97 |
105,93 |
105,93 |
105,95 |
30 000 |
33,27 |
2 |
PS0416 |
PL0000106340 |
102,69 |
102,37 |
102,63 |
102,63 |
102,17 |
102,17 |
102,38 |
265 000 |
275,16 |
15 |
PS1016 |
PL0000106795 |
101,81 |
101,32 |
101,60 |
101,60 |
101,36 |
101,45 |
101,46 |
175 000 |
184,12 |
13 |
PS0417 |
PL0000107058 |
101,86 |
101,15 |
101,85 |
101,85 |
101,13 |
101,13 |
101,58 |
785 000 |
808,20 |
50 |
DS1017 |
PL0000104543 |
104,26 |
103,52 |
104,19 |
104,19 |
103,49 |
103,49 |
103,82 |
532 500 |
574,93 |
32 |
DS1019 |
PL0000105441 |
106,21 |
105,55 |
106,10 |
106,17 |
105,75 |
105,75 |
106,06 |
50 000 |
55,20 |
3 |
DS1020 |
PL0000106126 |
104,35 |
103,56 |
104,13 |
104,13 |
103,96 |
103,96 |
103,99 |
155 000 |
167,60 |
9 |
DS1021 |
PL0000106670 |
107,34 |
106,56 |
107,31 |
107,31 |
106,55 |
106,55 |
106,96 |
240 000 |
267,60 |
19 |
WS0922 |
PL0000102646 |
107,43 |
106,60 |
107,32 |
107,32 |
106,25 |
106,25 |
106,88 |
255 000 |
285,42 |
21 |
WS0429 |
PL0000105391 |
108,73 |
107,65 |
108,60 |
108,61 |
107,77 |
107,77 |
107,92 |
145 000 |
158,90 |
17 |
WS0437 |
PL0000104857 |
0,00 |
105,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,68 |
103,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
100,77 |
101,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,39 |
100,37 |
100,34 |
100,34 |
100,34 |
100,34 |
100,34 |
45 000 |
45,25 |
3 |
WZ0117 |
PL0000106936 |
100,06 |
100,01 |
100,03 |
100,03 |
99,99 |
99,99 |
100,00 |
70 000 |
70,15 |
4 |
WZ0118 |
PL0000104717 |
99,77 |
99,75 |
99,77 |
99,77 |
99,70 |
99,71 |
99,72 |
105 000 |
104,93 |
5 |
WZ0121 |
PL0000106068 |
98,07 |
98,01 |
98,00 |
98,00 |
97,92 |
97,92 |
97,97 |
60 000 |
58,91 |
5 |
TOTAL |
5 707 500 |
5 898,90 |
255 |
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 |
20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
111 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
132 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
174 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
202 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
230 |
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 |
98,08 |
98,17 |
4,23 |
4,03 |
98,13 |
4,12 |
PS0413 |
PL0000105037 |
100,69 |
100,79 |
4,18 |
4,04 |
100,74 |
4,11 |
OK0713 |
PL0000106563 |
96,15 |
96,25 |
4,18 |
4,06 |
96,20 |
4,12 |
DS1013 |
PL0000102836 |
100,95 |
101,06 |
4,16 |
4,07 |
101,01 |
4,11 |
OK0114 |
PL0000106712 |
94,30 |
94,41 |
4,09 |
4,01 |
94,36 |
4,05 |
PS0414 |
PL0000105433 |
102,69 |
102,79 |
4,07 |
4,01 |
102,74 |
4,04 |
OK0714 |
PL0000107009 |
92,41 |
92,53 |
4,11 |
4,04 |
92,47 |
4,08 |
WZ0115 |
PL0000106480 |
100,34 |
100,49 |
--- |
--- |
100,42 |
--- |
PS0415 |
PL0000105953 |
103,49 |
103,67 |
4,10 |
4,03 |
103,58 |
4,07 |
DS1015 |
PL0000103602 |
106,31 |
106,50 |
4,10 |
4,04 |
106,41 |
4,07 |
PS0416 |
PL0000106340 |
102,63 |
102,82 |
4,21 |
4,15 |
102,73 |
4,18 |
IZ0816 |
PL0000103529 |
103,59 |
103,90 |
--- |
--- |
103,75 |
--- |
PS1016 |
PL0000106795 |
101,74 |
101,94 |
4,28 |
4,23 |
101,84 |
4,26 |
WZ0117 |
PL0000106936 |
99,99 |
100,11 |
--- |
--- |
100,05 |
--- |
PS0417 |
PL0000107058 |
101,75 |
101,89 |
4,32 |
4,29 |
101,82 |
4,31 |
DS1017 |
PL0000104543 |
104,10 |
104,35 |
4,35 |
4,29 |
104,23 |
4,32 |
WZ0118 |
PL0000104717 |
99,72 |
99,86 |
--- |
--- |
99,79 |
--- |
DS1019 |
PL0000105441 |
106,17 |
106,48 |
4,47 |
4,43 |
106,33 |
4,45 |
DS1020 |
PL0000106126 |
104,28 |
104,59 |
4,61 |
4,56 |
104,44 |
4,58 |
WZ0121 |
PL0000106068 |
97,95 |
98,21 |
--- |
--- |
98,08 |
--- |
DS1021 |
PL0000106670 |
107,26 |
107,52 |
4,75 |
4,72 |
107,39 |
4,74 |
WS0922 |
PL0000102646 |
107,23 |
107,55 |
4,83 |
4,79 |
107,39 |
4,81 |
IZ0823 |
PL0000105359 |
100,69 |
101,21 |
--- |
--- |
100,95 |
--- |
WS0429 |
PL0000105391 |
108,54 |
109,08 |
4,98 |
4,93 |
108,81 |
4,96 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,05 |
98,16 |
4,30 |
4,05 |
98,11 |
4,16 |
PS0413 |
PL0000105037 |
100,61 |
100,72 |
4,30 |
4,14 |
100,67 |
4,21 |
OK0713 |
PL0000106563 |
96,07 |
96,26 |
4,27 |
4,05 |
96,17 |
4,15 |
DS1013 |
PL0000102836 |
100,83 |
101,00 |
4,26 |
4,12 |
100,92 |
4,19 |
OK0114 |
PL0000106712 |
94,17 |
94,32 |
4,19 |
4,08 |
94,25 |
4,13 |
PS0414 |
PL0000105433 |
102,54 |
102,65 |
4,17 |
4,10 |
102,60 |
4,13 |
OK0714 |
PL0000107009 |
92,30 |
92,48 |
4,18 |
4,07 |
92,39 |
4,12 |
WZ0115 |
PL0000106480 |
100,31 |
100,41 |
--- |
--- |
100,36 |
--- |
PS0415 |
PL0000105953 |
103,20 |
103,40 |
4,22 |
4,14 |
103,30 |
4,18 |
DS1015 |
PL0000103602 |
105,94 |
106,23 |
4,22 |
4,13 |
106,09 |
4,17 |
PS0416 |
PL0000106340 |
102,21 |
102,49 |
4,33 |
4,25 |
102,35 |
4,29 |
IZ0816 |
PL0000103529 |
103,42 |
103,78 |
--- |
--- |
103,60 |
--- |
PS1016 |
PL0000106795 |
101,12 |
101,43 |
4,44 |
4,36 |
101,28 |
4,40 |
WZ0117 |
PL0000106936 |
99,86 |
100,04 |
--- |
--- |
99,95 |
--- |
PS0417 |
PL0000107058 |
101,13 |
101,35 |
4,47 |
4,42 |
101,24 |
4,44 |
DS1017 |
PL0000104543 |
103,38 |
103,59 |
4,50 |
4,46 |
103,49 |
4,48 |
WZ0118 |
PL0000104717 |
99,61 |
99,79 |
--- |
--- |
99,70 |
--- |
DS1019 |
PL0000105441 |
105,30 |
105,59 |
4,61 |
4,57 |
105,45 |
4,59 |
DS1020 |
PL0000106126 |
103,26 |
103,70 |
4,75 |
4,69 |
103,48 |
4,72 |
WZ0121 |
PL0000106068 |
97,85 |
98,06 |
--- |
--- |
97,96 |
--- |
DS1021 |
PL0000106670 |
106,21 |
106,66 |
4,89 |
4,83 |
106,44 |
4,86 |
WS0922 |
PL0000102646 |
106,25 |
106,69 |
4,95 |
4,89 |
106,47 |
4,92 |
IZ0823 |
PL0000105359 |
100,58 |
101,13 |
--- |
--- |
100,86 |
--- |
WS0429 |
PL0000105391 |
107,18 |
107,74 |
5,10 |
5,05 |
107,46 |
5,07 |
REPO MARKET |
General Collateral (GC) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/2 |
1 |
4,850 |
4,850 |
4,850 |
600 |
TOTAL |
600 |
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 |
4,500 |
4,500 |
4,500 |
35 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,600 |
4,700 |
4,676 |
340 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
70 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
40 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
65 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,650 |
4,700 |
4,663 |
305 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,650 |
4,700 |
4,695 |
200 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
30 |
DS1013 |
PL0000102836 |
0/2 |
2 |
4,600 |
4,600 |
4,600 |
25 |
PS0415 |
PL0000105953 |
0/2 |
2 |
4,600 |
4,600 |
4,600 |
60 |
OK1012 |
PL0000106100 |
0/2 |
2 |
4,550 |
4,550 |
4,550 |
5 |
DS1020 |
PL0000106126 |
0/2 |
2 |
4,600 |
4,600 |
4,600 |
100 |
PS0414 |
PL0000105433 |
1/9 |
8 |
4,600 |
4,600 |
4,600 |
80 |
TOTAL |
1 355 |