2012-08-10 |
MARKET DATA |
No 154 (1939) |
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 |
2 492,50 |
2 607,25 |
182 |
1 685,00 |
1 763,95 |
28 |
4 177,50 |
4 371,21 |
210 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 492,50 |
2 607,25 |
182 |
1 685,00 |
1 763,95 |
28 |
4 177,50 |
4 371,21 |
210 |
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 |
99,14 |
99,18 |
99,19 |
99,19 |
99,19 |
99,19 |
99,19 |
100 000 |
99,19 |
1 |
OK0113 |
PL0000106324 |
98,13 |
98,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,62 |
100,66 |
100,62 |
100,62 |
100,62 |
100,62 |
100,62 |
120 000 |
122,66 |
3 |
OK0713 |
PL0000106563 |
96,19 |
96,15 |
96,17 |
96,17 |
96,17 |
96,17 |
96,17 |
20 000 |
19,23 |
1 |
DS1013 |
PL0000102836 |
100,89 |
100,89 |
100,89 |
100,93 |
100,89 |
100,93 |
100,92 |
30 000 |
31,48 |
2 |
OK0114 |
PL0000106712 |
94,32 |
94,30 |
94,32 |
94,32 |
94,32 |
94,32 |
94,32 |
20 000 |
18,86 |
2 |
PS0414 |
PL0000105433 |
102,67 |
102,61 |
102,61 |
102,67 |
102,61 |
102,67 |
102,64 |
65 000 |
67,85 |
2 |
OK0714 |
PL0000107009 |
92,50 |
92,50 |
92,52 |
92,52 |
92,52 |
92,52 |
92,52 |
30 000 |
27,76 |
3 |
PS0415 |
PL0000105953 |
103,20 |
103,18 |
103,18 |
103,26 |
103,18 |
103,25 |
103,23 |
150 000 |
157,35 |
11 |
DS1015 |
PL0000103602 |
109,67 |
105,90 |
105,95 |
106,00 |
105,85 |
105,85 |
105,92 |
170 000 |
188,62 |
12 |
PS0416 |
PL0000106340 |
102,04 |
101,88 |
102,04 |
102,04 |
101,88 |
102,04 |
101,93 |
110 000 |
113,79 |
10 |
PS1016 |
PL0000106795 |
101,02 |
100,68 |
100,76 |
101,08 |
100,76 |
101,08 |
101,03 |
160 000 |
167,76 |
15 |
PS0417 |
PL0000107058 |
100,91 |
100,63 |
100,91 |
100,91 |
100,55 |
100,85 |
100,71 |
575 000 |
587,41 |
36 |
DS1017 |
PL0000104543 |
103,15 |
102,90 |
102,91 |
103,01 |
102,78 |
102,95 |
102,86 |
165 000 |
176,67 |
14 |
DS1019 |
PL0000105441 |
104,83 |
104,50 |
104,56 |
104,56 |
104,32 |
104,50 |
104,49 |
60 000 |
65,34 |
5 |
DS1020 |
PL0000106126 |
102,90 |
102,50 |
102,75 |
102,90 |
102,40 |
102,40 |
102,56 |
65 000 |
69,41 |
8 |
DS1021 |
PL0000106670 |
105,70 |
105,34 |
105,55 |
105,65 |
105,25 |
105,60 |
105,41 |
380 000 |
418,09 |
34 |
WS0922 |
PL0000102646 |
105,76 |
105,40 |
105,30 |
105,39 |
105,30 |
105,39 |
105,31 |
40 000 |
44,17 |
6 |
WS0429 |
PL0000105391 |
106,53 |
106,30 |
106,33 |
106,53 |
106,33 |
106,53 |
106,43 |
20 000 |
21,64 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,43 |
103,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
100,58 |
100,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,38 |
100,38 |
100,35 |
100,35 |
100,35 |
100,35 |
100,35 |
10 000 |
10,06 |
1 |
WZ0117 |
PL0000106936 |
99,87 |
99,91 |
99,86 |
99,86 |
99,86 |
99,86 |
99,86 |
10 000 |
10,01 |
1 |
WZ0118 |
PL0000104717 |
99,58 |
99,52 |
99,56 |
99,56 |
99,46 |
99,46 |
99,54 |
60 000 |
59,89 |
3 |
WZ0121 |
PL0000106068 |
97,85 |
97,82 |
97,85 |
97,86 |
97,80 |
97,86 |
97,83 |
132 500 |
129,99 |
10 |
TOTAL |
2 492 500 |
2 607,25 |
182 |
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 |
15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
106 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
127 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
169 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
197 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
225 |
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 |
98,07 |
98,19 |
4,38 |
4,10 |
98,13 |
4,24 |
PS0413 |
PL0000105037 |
100,57 |
100,73 |
4,34 |
4,10 |
100,65 |
4,22 |
OK0713 |
PL0000106563 |
96,08 |
96,27 |
4,32 |
4,10 |
96,18 |
4,20 |
DS1013 |
PL0000102836 |
100,75 |
100,95 |
4,33 |
4,15 |
100,85 |
4,24 |
OK0114 |
PL0000106712 |
94,23 |
94,46 |
4,19 |
4,01 |
94,35 |
4,09 |
PS0414 |
PL0000105433 |
102,48 |
102,72 |
4,19 |
4,04 |
102,60 |
4,12 |
OK0714 |
PL0000107009 |
92,37 |
92,61 |
4,16 |
4,03 |
92,49 |
4,10 |
WZ0115 |
PL0000106480 |
100,28 |
100,46 |
--- |
--- |
100,37 |
--- |
PS0415 |
PL0000105953 |
103,01 |
103,28 |
4,28 |
4,18 |
103,15 |
4,23 |
DS1015 |
PL0000103602 |
105,85 |
106,06 |
4,24 |
4,18 |
105,96 |
4,21 |
PS0416 |
PL0000106340 |
101,75 |
102,12 |
4,47 |
4,36 |
101,94 |
4,41 |
IZ0816 |
PL0000103529 |
103,37 |
103,73 |
--- |
--- |
103,55 |
--- |
PS1016 |
PL0000106795 |
100,69 |
101,06 |
4,56 |
4,46 |
100,88 |
4,51 |
WZ0117 |
PL0000106936 |
99,81 |
100,02 |
--- |
--- |
99,92 |
--- |
PS0417 |
PL0000107058 |
100,54 |
100,85 |
4,61 |
4,54 |
100,70 |
4,57 |
DS1017 |
PL0000104543 |
102,75 |
103,08 |
4,64 |
4,56 |
102,92 |
4,60 |
WZ0118 |
PL0000104717 |
99,52 |
99,74 |
--- |
--- |
99,63 |
--- |
DS1019 |
PL0000105441 |
104,52 |
105,00 |
4,74 |
4,66 |
104,76 |
4,70 |
DS1020 |
PL0000106126 |
102,84 |
103,39 |
4,82 |
4,74 |
103,12 |
4,77 |
WZ0121 |
PL0000106068 |
97,78 |
98,06 |
--- |
--- |
97,92 |
--- |
DS1021 |
PL0000106670 |
105,35 |
105,66 |
5,00 |
4,96 |
105,51 |
4,98 |
WS0922 |
PL0000102646 |
105,22 |
105,66 |
5,07 |
5,02 |
105,44 |
5,05 |
IZ0823 |
PL0000105359 |
100,49 |
101,06 |
--- |
--- |
100,78 |
--- |
WS0429 |
PL0000105391 |
106,01 |
106,58 |
5,20 |
5,15 |
106,30 |
5,17 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,09 |
98,22 |
4,33 |
4,03 |
98,16 |
4,17 |
PS0413 |
PL0000105037 |
100,57 |
100,71 |
4,34 |
4,13 |
100,64 |
4,23 |
OK0713 |
PL0000106563 |
96,08 |
96,21 |
4,32 |
4,17 |
96,15 |
4,24 |
DS1013 |
PL0000102836 |
100,79 |
100,95 |
4,29 |
4,15 |
100,87 |
4,22 |
OK0114 |
PL0000106712 |
94,18 |
94,40 |
4,22 |
4,06 |
94,29 |
4,14 |
PS0414 |
PL0000105433 |
102,52 |
102,71 |
4,16 |
4,05 |
102,62 |
4,10 |
OK0714 |
PL0000107009 |
92,45 |
92,63 |
4,12 |
4,01 |
92,54 |
4,07 |
WZ0115 |
PL0000106480 |
100,31 |
100,43 |
--- |
--- |
100,37 |
--- |
PS0415 |
PL0000105953 |
103,02 |
103,33 |
4,28 |
4,16 |
103,18 |
4,22 |
DS1015 |
PL0000103602 |
105,85 |
106,05 |
4,24 |
4,18 |
105,95 |
4,21 |
PS0416 |
PL0000106340 |
101,76 |
102,07 |
4,46 |
4,37 |
101,92 |
4,42 |
IZ0816 |
PL0000103529 |
103,34 |
103,75 |
--- |
--- |
103,55 |
--- |
PS1016 |
PL0000106795 |
100,74 |
101,06 |
4,54 |
4,46 |
100,90 |
4,50 |
WZ0117 |
PL0000106936 |
99,80 |
99,95 |
--- |
--- |
99,88 |
--- |
PS0417 |
PL0000107058 |
100,54 |
100,73 |
4,61 |
4,57 |
100,64 |
4,59 |
DS1017 |
PL0000104543 |
102,77 |
102,99 |
4,63 |
4,58 |
102,88 |
4,61 |
WZ0118 |
PL0000104717 |
99,39 |
99,57 |
--- |
--- |
99,48 |
--- |
DS1019 |
PL0000105441 |
104,35 |
104,74 |
4,77 |
4,70 |
104,55 |
4,73 |
DS1020 |
PL0000106126 |
102,37 |
102,76 |
4,89 |
4,83 |
102,57 |
4,86 |
WZ0121 |
PL0000106068 |
97,73 |
97,91 |
--- |
--- |
97,82 |
--- |
DS1021 |
PL0000106670 |
105,19 |
105,50 |
5,02 |
4,98 |
105,35 |
5,00 |
WS0922 |
PL0000102646 |
105,23 |
105,65 |
5,07 |
5,02 |
105,44 |
5,05 |
IZ0823 |
PL0000105359 |
100,45 |
101,04 |
--- |
--- |
100,75 |
--- |
WS0429 |
PL0000105391 |
105,81 |
106,40 |
5,21 |
5,16 |
106,11 |
5,19 |
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 |
4,600 |
4,525 |
80 |
DS1013 |
PL0000102836 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
45 |
DS1015 |
PL0000103602 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
20 |
DS1017 |
PL0000104543 |
3/4 |
1 |
4,650 |
4,650 |
4,650 |
25 |
WS0429 |
PL0000105391 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
35 |
PS0414 |
PL0000105433 |
3/4 |
1 |
4,550 |
4,600 |
4,575 |
140 |
DS1020 |
PL0000106126 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
30 |
OK0113 |
PL0000106324 |
3/4 |
1 |
4,620 |
4,620 |
4,620 |
80 |
OK0713 |
PL0000106563 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
100 |
PS1016 |
PL0000106795 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
20 |
OK0714 |
PL0000107009 |
3/4 |
1 |
4,550 |
4,600 |
4,591 |
115 |
PS0417 |
PL0000107058 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
50 |
WZ0118 |
PL0000104717 |
3/4 |
1 |
4,600 |
4,650 |
4,642 |
60 |
DS1017 |
PL0000104543 |
4/6 |
2 |
4,630 |
4,630 |
4,630 |
30 |
DS1019 |
PL0000105441 |
4/6 |
2 |
4,630 |
4,630 |
4,630 |
160 |
DS1017 |
PL0000104543 |
0/3 |
3 |
4,600 |
4,600 |
4,600 |
140 |
DS1015 |
PL0000103602 |
0/4 |
4 |
4,650 |
4,650 |
4,650 |
15 |
PS0414 |
PL0000105433 |
0/4 |
4 |
4,600 |
4,600 |
4,600 |
40 |
DS1019 |
PL0000105441 |
0/4 |
4 |
4,650 |
4,650 |
4,650 |
10 |
DS1015 |
PL0000103602 |
3/10 |
7 |
4,650 |
4,650 |
4,650 |
230 |
PS0415 |
PL0000105953 |
3/10 |
7 |
4,650 |
4,650 |
4,650 |
160 |
WZ0115 |
PL0000106480 |
3/10 |
7 |
4,650 |
4,650 |
4,650 |
100 |
TOTAL |
1 685 |