2012-08-09 |
MARKET DATA |
No 153 (1938) |
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 |
2 907,50 |
2 961,22 |
173 |
1 940,00 |
2 041,96 |
32 |
4 847,50 |
5 003,18 |
205 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 907,50 |
2 961,22 |
173 |
1 940,00 |
2 041,96 |
32 |
4 847,50 |
5 003,18 |
205 |
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 |
99,17 |
99,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
98,16 |
98,17 |
98,13 |
98,13 |
98,13 |
98,13 |
98,13 |
25 000 |
24,53 |
1 |
PS0413 |
PL0000105037 |
100,71 |
100,68 |
100,71 |
100,71 |
100,65 |
100,65 |
100,69 |
400 000 |
409,07 |
9 |
OK0713 |
PL0000106563 |
96,26 |
96,14 |
96,19 |
96,19 |
96,14 |
96,14 |
96,16 |
135 000 |
129,81 |
4 |
DS1013 |
PL0000102836 |
100,97 |
100,87 |
100,92 |
100,92 |
100,89 |
100,89 |
100,91 |
15 000 |
15,74 |
2 |
OK0114 |
PL0000106712 |
94,53 |
94,36 |
94,53 |
94,53 |
94,37 |
94,37 |
94,48 |
260 000 |
245,64 |
11 |
PS0414 |
PL0000105433 |
102,78 |
102,62 |
102,71 |
102,80 |
102,70 |
102,70 |
102,77 |
197 500 |
206,40 |
13 |
OK0714 |
PL0000107009 |
92,67 |
92,54 |
92,59 |
92,68 |
92,59 |
92,60 |
92,64 |
450 000 |
416,89 |
20 |
PS0415 |
PL0000105953 |
103,55 |
103,24 |
103,51 |
103,52 |
103,15 |
103,17 |
103,20 |
210 000 |
220,19 |
15 |
DS1015 |
PL0000103602 |
106,26 |
106,07 |
106,25 |
106,27 |
106,05 |
106,05 |
106,15 |
60 000 |
66,70 |
5 |
PS0416 |
PL0000106340 |
102,48 |
102,16 |
102,20 |
102,20 |
102,15 |
102,15 |
102,16 |
110 000 |
114,04 |
9 |
PS1016 |
PL0000106795 |
101,60 |
101,10 |
101,40 |
101,40 |
101,02 |
101,15 |
101,23 |
285 000 |
299,34 |
18 |
PS0417 |
PL0000107058 |
101,51 |
101,02 |
101,51 |
101,59 |
101,02 |
101,02 |
101,42 |
182 500 |
187,71 |
12 |
DS1017 |
PL0000104543 |
103,87 |
103,23 |
103,23 |
103,23 |
103,23 |
103,23 |
103,23 |
10 000 |
10,74 |
1 |
DS1019 |
PL0000105441 |
105,74 |
105,00 |
105,81 |
105,82 |
105,00 |
105,00 |
105,43 |
90 000 |
98,85 |
8 |
DS1020 |
PL0000106126 |
103,77 |
103,10 |
103,25 |
103,25 |
103,15 |
103,15 |
103,20 |
30 000 |
32,22 |
3 |
DS1021 |
PL0000106670 |
106,67 |
106,00 |
106,65 |
106,76 |
106,10 |
106,10 |
106,51 |
100 000 |
111,11 |
9 |
WS0922 |
PL0000102646 |
106,65 |
106,09 |
106,62 |
106,62 |
105,97 |
105,97 |
106,20 |
120 000 |
133,57 |
11 |
WS0429 |
PL0000105391 |
107,65 |
107,00 |
107,75 |
107,75 |
106,90 |
106,90 |
107,53 |
87 500 |
95,60 |
10 |
WS0437 |
PL0000104857 |
0,00 |
105,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,50 |
102,83 |
102,90 |
102,90 |
102,90 |
102,90 |
102,90 |
10 000 |
13,47 |
1 |
IZ0823 |
PL0000105359 |
100,78 |
100,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,38 |
100,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,94 |
100,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,70 |
99,68 |
99,71 |
99,72 |
99,66 |
99,66 |
99,70 |
110 000 |
109,96 |
10 |
WZ0121 |
PL0000106068 |
97,94 |
97,96 |
97,92 |
97,92 |
97,92 |
97,92 |
97,92 |
20 000 |
19,64 |
1 |
TOTAL |
2 907 500 |
2 961,22 |
173 |
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 |
16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
107 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
128 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
170 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
198 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
226 |
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 |
98,14 |
98,22 |
4,19 |
4,01 |
98,18 |
4,10 |
PS0413 |
PL0000105037 |
100,69 |
100,76 |
4,17 |
4,07 |
100,73 |
4,11 |
OK0713 |
PL0000106563 |
96,20 |
96,33 |
4,17 |
4,02 |
96,27 |
4,09 |
DS1013 |
PL0000102836 |
100,93 |
101,06 |
4,17 |
4,06 |
101,00 |
4,11 |
OK0114 |
PL0000106712 |
94,47 |
94,55 |
4,00 |
3,93 |
94,51 |
3,97 |
PS0414 |
PL0000105433 |
102,74 |
102,83 |
4,03 |
3,98 |
102,79 |
4,00 |
OK0714 |
PL0000107009 |
92,61 |
92,71 |
4,02 |
3,96 |
92,66 |
3,99 |
WZ0115 |
PL0000106480 |
100,33 |
100,45 |
--- |
--- |
100,39 |
--- |
PS0415 |
PL0000105953 |
103,51 |
103,64 |
4,09 |
4,04 |
103,58 |
4,06 |
DS1015 |
PL0000103602 |
106,22 |
106,34 |
4,13 |
4,09 |
106,28 |
4,11 |
PS0416 |
PL0000106340 |
102,43 |
102,61 |
4,27 |
4,21 |
102,52 |
4,24 |
IZ0816 |
PL0000103529 |
103,43 |
103,77 |
--- |
--- |
103,60 |
--- |
PS1016 |
PL0000106795 |
101,45 |
101,70 |
4,36 |
4,29 |
101,58 |
4,32 |
WZ0117 |
PL0000106936 |
99,89 |
100,06 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
101,45 |
101,60 |
4,39 |
4,36 |
101,53 |
4,37 |
DS1017 |
PL0000104543 |
103,74 |
103,97 |
4,42 |
4,37 |
103,86 |
4,40 |
WZ0118 |
PL0000104717 |
99,61 |
99,76 |
--- |
--- |
99,69 |
--- |
DS1019 |
PL0000105441 |
105,63 |
105,87 |
4,56 |
4,52 |
105,75 |
4,54 |
DS1020 |
PL0000106126 |
103,61 |
103,88 |
4,70 |
4,66 |
103,75 |
4,68 |
WZ0121 |
PL0000106068 |
97,87 |
98,06 |
--- |
--- |
97,97 |
--- |
DS1021 |
PL0000106670 |
106,54 |
106,79 |
4,85 |
4,81 |
106,67 |
4,83 |
WS0922 |
PL0000102646 |
106,57 |
106,90 |
4,91 |
4,87 |
106,74 |
4,88 |
IZ0823 |
PL0000105359 |
100,54 |
101,08 |
--- |
--- |
100,81 |
--- |
WS0429 |
PL0000105391 |
107,53 |
107,98 |
5,07 |
5,03 |
107,76 |
5,05 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,08 |
98,20 |
4,33 |
4,05 |
98,14 |
4,19 |
PS0413 |
PL0000105037 |
100,61 |
100,70 |
4,28 |
4,15 |
100,66 |
4,21 |
OK0713 |
PL0000106563 |
96,13 |
96,27 |
4,25 |
4,09 |
96,20 |
4,17 |
DS1013 |
PL0000102836 |
100,81 |
100,97 |
4,28 |
4,14 |
100,89 |
4,21 |
OK0114 |
PL0000106712 |
94,29 |
94,42 |
4,13 |
4,03 |
94,36 |
4,08 |
PS0414 |
PL0000105433 |
102,54 |
102,76 |
4,16 |
4,02 |
102,65 |
4,09 |
OK0714 |
PL0000107009 |
92,46 |
92,62 |
4,11 |
4,01 |
92,54 |
4,06 |
WZ0115 |
PL0000106480 |
100,31 |
100,45 |
--- |
--- |
100,38 |
--- |
PS0415 |
PL0000105953 |
103,17 |
103,41 |
4,22 |
4,13 |
103,29 |
4,18 |
DS1015 |
PL0000103602 |
105,97 |
106,22 |
4,21 |
4,13 |
106,10 |
4,16 |
PS0416 |
PL0000106340 |
102,05 |
102,28 |
4,38 |
4,31 |
102,17 |
4,34 |
IZ0816 |
PL0000103529 |
103,43 |
103,77 |
--- |
--- |
103,60 |
--- |
PS1016 |
PL0000106795 |
101,05 |
101,30 |
4,46 |
4,40 |
101,18 |
4,43 |
WZ0117 |
PL0000106936 |
99,86 |
100,07 |
--- |
--- |
99,97 |
--- |
PS0417 |
PL0000107058 |
100,95 |
101,15 |
4,51 |
4,47 |
101,05 |
4,49 |
DS1017 |
PL0000104543 |
103,19 |
103,46 |
4,54 |
4,48 |
103,33 |
4,51 |
WZ0118 |
PL0000104717 |
99,55 |
99,73 |
--- |
--- |
99,64 |
--- |
DS1019 |
PL0000105441 |
104,85 |
105,17 |
4,69 |
4,63 |
105,01 |
4,66 |
DS1020 |
PL0000106126 |
102,79 |
103,20 |
4,82 |
4,76 |
103,00 |
4,79 |
WZ0121 |
PL0000106068 |
97,83 |
98,01 |
--- |
--- |
97,92 |
--- |
DS1021 |
PL0000106670 |
105,71 |
106,12 |
4,96 |
4,90 |
105,92 |
4,93 |
WS0922 |
PL0000102646 |
105,85 |
106,16 |
4,99 |
4,96 |
106,01 |
4,97 |
IZ0823 |
PL0000105359 |
100,52 |
101,07 |
--- |
--- |
100,80 |
--- |
WS0429 |
PL0000105391 |
106,52 |
107,06 |
5,15 |
5,11 |
106,79 |
5,13 |
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 |
4,550 |
4,550 |
4,550 |
20 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,500 |
4,570 |
4,538 |
190 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
135 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,550 |
4,550 |
4,550 |
40 |
PS0417 |
PL0000107058 |
0/1 |
1 |
4,550 |
4,550 |
4,550 |
10 |
WS0922 |
PL0000102646 |
1/4 |
3 |
4,500 |
4,650 |
4,595 |
95 |
DS1015 |
PL0000103602 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
30 |
WS0429 |
PL0000105391 |
1/4 |
3 |
4,600 |
4,600 |
4,600 |
20 |
PS0414 |
PL0000105433 |
1/4 |
3 |
4,570 |
4,570 |
4,570 |
300 |
PS0415 |
PL0000105953 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
50 |
DS1020 |
PL0000106126 |
1/4 |
3 |
4,650 |
4,680 |
4,673 |
90 |
OK0113 |
PL0000106324 |
1/4 |
3 |
4,620 |
4,620 |
4,620 |
50 |
PS1016 |
PL0000106795 |
1/4 |
3 |
4,550 |
4,600 |
4,593 |
200 |
OK0714 |
PL0000107009 |
1/4 |
3 |
4,550 |
4,600 |
4,595 |
105 |
PS0417 |
PL0000107058 |
1/4 |
3 |
4,550 |
4,550 |
4,550 |
20 |
WZ0118 |
PL0000104717 |
1/4 |
3 |
4,620 |
4,620 |
4,620 |
50 |
WZ0115 |
PL0000106480 |
1/4 |
3 |
4,550 |
4,550 |
4,550 |
100 |
DS1015 |
PL0000103602 |
0/4 |
4 |
4,650 |
4,650 |
4,650 |
110 |
DS1013 |
PL0000102836 |
4/11 |
7 |
4,620 |
4,620 |
4,620 |
200 |
DS1017 |
PL0000104543 |
4/11 |
7 |
4,630 |
4,630 |
4,630 |
60 |
WS0429 |
PL0000105391 |
1/8 |
7 |
4,550 |
4,550 |
4,550 |
10 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
55 |
TOTAL |
1 940 |