2012-08-08 |
MARKET DATA |
No 152 (1937) |
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 |
3 175,00 |
3 315,84 |
172 |
3 660,00 |
3 815,14 |
37 |
6 835,00 |
7 130,99 |
209 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
3 175,00 |
3 315,84 |
172 |
3 660,00 |
3 815,14 |
37 |
6 835,00 |
7 130,99 |
209 |
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 |
99,12 |
99,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
98,13 |
98,13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,69 |
100,69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
96,17 |
96,17 |
96,17 |
96,17 |
96,17 |
96,17 |
96,17 |
60 000 |
57,70 |
2 |
DS1013 |
PL0000102836 |
100,90 |
100,87 |
100,86 |
100,91 |
100,85 |
100,90 |
100,87 |
655 000 |
686,72 |
14 |
OK0114 |
PL0000106712 |
94,32 |
94,30 |
94,30 |
94,33 |
94,30 |
94,33 |
94,31 |
70 000 |
66,02 |
3 |
PS0414 |
PL0000105433 |
102,65 |
102,60 |
102,55 |
102,68 |
102,55 |
102,68 |
102,65 |
730 000 |
761,64 |
29 |
OK0714 |
PL0000107009 |
92,54 |
92,38 |
92,44 |
92,54 |
92,44 |
92,54 |
92,47 |
280 000 |
258,91 |
18 |
PS0415 |
PL0000105953 |
103,40 |
103,32 |
103,39 |
103,50 |
103,39 |
103,50 |
103,45 |
20 000 |
21,01 |
2 |
DS1015 |
PL0000103602 |
106,14 |
105,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,35 |
102,20 |
101,25 |
102,31 |
101,25 |
102,31 |
101,55 |
35 000 |
36,06 |
2 |
PS1016 |
PL0000106795 |
101,40 |
101,09 |
101,28 |
101,40 |
101,28 |
101,38 |
101,36 |
67 500 |
70,96 |
6 |
PS0417 |
PL0000107058 |
101,37 |
101,14 |
101,15 |
101,44 |
101,15 |
101,28 |
101,28 |
175 000 |
179,68 |
9 |
DS1017 |
PL0000104543 |
103,68 |
103,34 |
103,50 |
103,73 |
103,50 |
103,66 |
103,64 |
290 000 |
312,61 |
18 |
DS1019 |
PL0000105441 |
105,61 |
105,15 |
105,59 |
105,60 |
105,41 |
105,60 |
105,54 |
45 000 |
49,46 |
4 |
DS1020 |
PL0000106126 |
103,63 |
103,05 |
103,48 |
103,48 |
103,48 |
103,48 |
103,48 |
5 000 |
5,38 |
1 |
DS1021 |
PL0000106670 |
106,47 |
105,78 |
106,13 |
106,47 |
105,94 |
106,41 |
106,23 |
320 000 |
354,52 |
28 |
WS0922 |
PL0000102646 |
106,61 |
106,00 |
106,18 |
106,69 |
105,78 |
106,52 |
106,21 |
230 000 |
255,92 |
22 |
WS0429 |
PL0000105391 |
107,50 |
106,80 |
107,23 |
107,50 |
106,80 |
107,45 |
107,36 |
72 500 |
79,06 |
9 |
WS0437 |
PL0000104857 |
0,00 |
105,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,53 |
103,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
100,65 |
101,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,41 |
100,35 |
100,35 |
100,38 |
100,35 |
100,38 |
100,37 |
100 000 |
100,59 |
3 |
WZ0117 |
PL0000106936 |
99,94 |
99,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,66 |
99,72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,92 |
97,97 |
97,85 |
97,85 |
97,84 |
97,84 |
97,85 |
20 000 |
19,61 |
2 |
TOTAL |
3 175 000 |
3 315,84 |
172 |
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 |
19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
110 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
131 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
173 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
201 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
229 |
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 |
98,05 |
98,16 |
4,32 |
4,07 |
98,11 |
4,19 |
PS0413 |
PL0000105037 |
100,58 |
100,75 |
4,34 |
4,10 |
100,67 |
4,21 |
OK0713 |
PL0000106563 |
96,06 |
96,24 |
4,29 |
4,09 |
96,15 |
4,19 |
DS1013 |
PL0000102836 |
100,79 |
100,97 |
4,30 |
4,14 |
100,88 |
4,22 |
OK0114 |
PL0000106712 |
94,21 |
94,36 |
4,17 |
4,06 |
94,29 |
4,11 |
PS0414 |
PL0000105433 |
102,53 |
102,68 |
4,17 |
4,08 |
102,61 |
4,12 |
OK0714 |
PL0000107009 |
92,30 |
92,47 |
4,18 |
4,08 |
92,39 |
4,13 |
WZ0115 |
PL0000106480 |
100,28 |
100,39 |
--- |
--- |
100,34 |
--- |
PS0415 |
PL0000105953 |
103,17 |
103,45 |
4,23 |
4,12 |
103,31 |
4,17 |
DS1015 |
PL0000103602 |
105,79 |
106,08 |
4,27 |
4,18 |
105,94 |
4,22 |
PS0416 |
PL0000106340 |
102,09 |
102,36 |
4,37 |
4,29 |
102,23 |
4,33 |
IZ0816 |
PL0000103529 |
103,39 |
103,73 |
--- |
--- |
103,56 |
--- |
PS1016 |
PL0000106795 |
101,04 |
101,32 |
4,47 |
4,39 |
101,18 |
4,43 |
WZ0117 |
PL0000106936 |
99,87 |
100,03 |
--- |
--- |
99,95 |
--- |
PS0417 |
PL0000107058 |
101,04 |
101,29 |
4,49 |
4,43 |
101,17 |
4,46 |
DS1017 |
PL0000104543 |
103,21 |
103,54 |
4,54 |
4,47 |
103,38 |
4,50 |
WZ0118 |
PL0000104717 |
99,60 |
99,78 |
--- |
--- |
99,69 |
--- |
DS1019 |
PL0000105441 |
105,07 |
105,49 |
4,65 |
4,58 |
105,28 |
4,62 |
DS1020 |
PL0000106126 |
102,95 |
103,41 |
4,80 |
4,73 |
103,18 |
4,77 |
WZ0121 |
PL0000106068 |
97,80 |
98,07 |
--- |
--- |
97,94 |
--- |
DS1021 |
PL0000106670 |
105,94 |
106,35 |
4,93 |
4,87 |
106,15 |
4,90 |
WS0922 |
PL0000102646 |
105,89 |
106,29 |
4,99 |
4,94 |
106,09 |
4,97 |
IZ0823 |
PL0000105359 |
100,56 |
101,15 |
--- |
--- |
100,86 |
--- |
WS0429 |
PL0000105391 |
107,06 |
107,54 |
5,11 |
5,06 |
107,30 |
5,08 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,09 |
98,17 |
4,23 |
4,05 |
98,13 |
4,14 |
PS0413 |
PL0000105037 |
100,66 |
100,74 |
4,22 |
4,11 |
100,70 |
4,17 |
OK0713 |
PL0000106563 |
96,14 |
96,23 |
4,20 |
4,10 |
96,19 |
4,14 |
DS1013 |
PL0000102836 |
100,85 |
100,94 |
4,24 |
4,17 |
100,90 |
4,20 |
OK0114 |
PL0000106712 |
94,29 |
94,36 |
4,11 |
4,06 |
94,33 |
4,08 |
PS0414 |
PL0000105433 |
102,59 |
102,67 |
4,13 |
4,08 |
102,63 |
4,11 |
OK0714 |
PL0000107009 |
92,47 |
92,57 |
4,08 |
4,03 |
92,52 |
4,05 |
WZ0115 |
PL0000106480 |
100,29 |
100,43 |
--- |
--- |
100,36 |
--- |
PS0415 |
PL0000105953 |
103,37 |
103,56 |
4,15 |
4,08 |
103,47 |
4,11 |
DS1015 |
PL0000103602 |
106,09 |
106,28 |
4,17 |
4,11 |
106,19 |
4,14 |
PS0416 |
PL0000106340 |
102,26 |
102,47 |
4,32 |
4,26 |
102,37 |
4,29 |
IZ0816 |
PL0000103529 |
103,45 |
103,75 |
--- |
--- |
103,60 |
--- |
PS1016 |
PL0000106795 |
101,31 |
101,51 |
4,39 |
4,34 |
101,41 |
4,37 |
WZ0117 |
PL0000106936 |
99,86 |
100,03 |
--- |
--- |
99,95 |
--- |
PS0417 |
PL0000107058 |
101,24 |
101,45 |
4,44 |
4,39 |
101,35 |
4,42 |
DS1017 |
PL0000104543 |
103,58 |
103,81 |
4,46 |
4,41 |
103,70 |
4,43 |
WZ0118 |
PL0000104717 |
99,57 |
99,79 |
--- |
--- |
99,68 |
--- |
DS1019 |
PL0000105441 |
105,35 |
105,59 |
4,61 |
4,57 |
105,47 |
4,59 |
DS1020 |
PL0000106126 |
103,38 |
103,64 |
4,74 |
4,70 |
103,51 |
4,72 |
WZ0121 |
PL0000106068 |
97,79 |
98,06 |
--- |
--- |
97,93 |
--- |
DS1021 |
PL0000106670 |
106,25 |
106,46 |
4,88 |
4,86 |
106,36 |
4,87 |
WS0922 |
PL0000102646 |
106,33 |
106,58 |
4,94 |
4,90 |
106,46 |
4,92 |
IZ0823 |
PL0000105359 |
100,59 |
101,11 |
--- |
--- |
100,85 |
--- |
WS0429 |
PL0000105391 |
107,21 |
107,70 |
5,09 |
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 |
4,800 |
4,800 |
4,800 |
1 200 |
TOTAL |
1 200 |
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 |
4,650 |
4,533 |
275 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
90 |
WS0429 |
PL0000105391 |
1/2 |
1 |
4,500 |
4,500 |
4,500 |
20 |
WS0429 |
PL0000105391 |
0/1 |
1 |
4,500 |
4,570 |
4,562 |
90 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
270 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
20 |
OK0113 |
PL0000106324 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
50 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
50 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
80 |
OK0713 |
PL0000106563 |
0/1 |
1 |
4,670 |
4,670 |
4,670 |
40 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,650 |
4,680 |
4,657 |
225 |
OK0714 |
PL0000107009 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
200 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
50 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
40 |
WS0429 |
PL0000105391 |
0/2 |
2 |
4,500 |
4,500 |
4,500 |
10 |
DS1019 |
PL0000105441 |
0/2 |
2 |
4,550 |
4,550 |
4,550 |
20 |
PS0415 |
PL0000105953 |
0/2 |
2 |
4,650 |
4,650 |
4,650 |
65 |
OK0714 |
PL0000107009 |
0/2 |
2 |
4,500 |
4,500 |
4,500 |
10 |
DS1013 |
PL0000102836 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
130 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
120 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
155 |
PS0416 |
PL0000106340 |
2/9 |
7 |
4,600 |
4,650 |
4,612 |
450 |
TOTAL |
2 460 |