2012-08-13 |
MARKET DATA |
No 155 (1940) |
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 |
1 155,00 |
1 166,51 |
59 |
2 260,00 |
2 332,13 |
37 |
3 415,00 |
3 498,64 |
96 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 155,00 |
1 166,51 |
59 |
2 260,00 |
2 332,13 |
37 |
3 415,00 |
3 498,64 |
96 |
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 |
99,19 |
99,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
98,12 |
98,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,61 |
100,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
96,14 |
96,16 |
96,12 |
96,13 |
96,12 |
96,13 |
96,12 |
170 000 |
163,41 |
4 |
DS1013 |
PL0000102836 |
100,86 |
100,85 |
100,83 |
100,83 |
100,82 |
100,82 |
100,82 |
125 000 |
131,10 |
3 |
OK0114 |
PL0000106712 |
94,32 |
94,28 |
94,28 |
94,28 |
94,28 |
94,28 |
94,28 |
100 000 |
94,28 |
1 |
PS0414 |
PL0000105433 |
102,61 |
102,58 |
102,56 |
102,56 |
102,56 |
102,56 |
102,56 |
50 000 |
52,17 |
1 |
OK0714 |
PL0000107009 |
92,54 |
92,51 |
92,60 |
92,60 |
92,50 |
92,50 |
92,52 |
257 500 |
238,24 |
12 |
PS0415 |
PL0000105953 |
103,27 |
103,27 |
103,20 |
103,20 |
103,20 |
103,20 |
103,20 |
7 500 |
7,87 |
1 |
DS1015 |
PL0000103602 |
106,05 |
105,97 |
106,05 |
106,05 |
106,04 |
106,04 |
106,04 |
45 000 |
50,00 |
2 |
PS0416 |
PL0000106340 |
102,05 |
101,98 |
101,96 |
101,96 |
101,96 |
101,96 |
101,96 |
30 000 |
31,05 |
2 |
PS1016 |
PL0000106795 |
101,05 |
101,01 |
101,15 |
101,16 |
101,15 |
101,16 |
101,15 |
35 000 |
36,75 |
2 |
PS0417 |
PL0000107058 |
100,92 |
100,92 |
100,92 |
101,00 |
100,92 |
100,99 |
100,98 |
45 000 |
46,10 |
3 |
DS1017 |
PL0000104543 |
103,10 |
103,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,86 |
104,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,90 |
102,80 |
102,85 |
103,00 |
102,83 |
102,83 |
102,96 |
75 000 |
80,41 |
7 |
DS1021 |
PL0000106670 |
105,86 |
105,75 |
105,66 |
105,84 |
105,55 |
105,55 |
105,70 |
115 000 |
126,90 |
12 |
WS0922 |
PL0000102646 |
105,86 |
105,76 |
105,90 |
105,92 |
105,83 |
105,84 |
105,89 |
75 000 |
83,28 |
8 |
WS0429 |
PL0000105391 |
106,50 |
106,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,45 |
103,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
100,55 |
100,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,37 |
100,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,88 |
99,91 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,58 |
99,60 |
99,48 |
99,48 |
99,48 |
99,48 |
99,48 |
25 000 |
24,95 |
1 |
WZ0121 |
PL0000106068 |
97,78 |
97,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 155 000 |
1 166,51 |
59 |
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 |
13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
104 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
125 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
167 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
195 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
223 |
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 |
98,09 |
98,23 |
4,39 |
4,06 |
98,16 |
4,22 |
PS0413 |
PL0000105037 |
100,58 |
100,72 |
4,32 |
4,11 |
100,65 |
4,21 |
OK0713 |
PL0000106563 |
96,12 |
96,28 |
4,30 |
4,11 |
96,20 |
4,20 |
DS1013 |
PL0000102836 |
100,83 |
100,97 |
4,25 |
4,13 |
100,90 |
4,19 |
OK0114 |
PL0000106712 |
94,25 |
94,40 |
4,19 |
4,07 |
94,33 |
4,13 |
PS0414 |
PL0000105433 |
102,56 |
102,71 |
4,14 |
4,04 |
102,64 |
4,09 |
OK0714 |
PL0000107009 |
92,45 |
92,62 |
4,13 |
4,03 |
92,54 |
4,08 |
WZ0115 |
PL0000106480 |
100,29 |
100,43 |
--- |
--- |
100,36 |
--- |
PS0415 |
PL0000105953 |
103,18 |
103,37 |
4,22 |
4,14 |
103,28 |
4,18 |
DS1015 |
PL0000103602 |
105,87 |
106,08 |
4,24 |
4,17 |
105,98 |
4,20 |
PS0416 |
PL0000106340 |
101,91 |
102,13 |
4,42 |
4,35 |
102,02 |
4,39 |
IZ0816 |
PL0000103529 |
103,33 |
103,85 |
--- |
--- |
103,59 |
--- |
PS1016 |
PL0000106795 |
100,92 |
101,18 |
4,50 |
4,43 |
101,05 |
4,46 |
WZ0117 |
PL0000106936 |
99,72 |
99,98 |
--- |
--- |
99,85 |
--- |
PS0417 |
PL0000107058 |
100,76 |
101,04 |
4,56 |
4,49 |
100,90 |
4,52 |
DS1017 |
PL0000104543 |
102,97 |
103,25 |
4,59 |
4,53 |
103,11 |
4,56 |
WZ0118 |
PL0000104717 |
99,44 |
99,83 |
--- |
--- |
99,64 |
--- |
DS1019 |
PL0000105441 |
104,61 |
104,95 |
4,72 |
4,67 |
104,78 |
4,70 |
DS1020 |
PL0000106126 |
102,59 |
102,94 |
4,85 |
4,80 |
102,77 |
4,83 |
WZ0121 |
PL0000106068 |
97,44 |
97,85 |
--- |
--- |
97,65 |
--- |
DS1021 |
PL0000106670 |
105,65 |
105,93 |
4,96 |
4,93 |
105,79 |
4,94 |
WS0922 |
PL0000102646 |
105,53 |
105,89 |
5,03 |
4,99 |
105,71 |
5,01 |
IZ0823 |
PL0000105359 |
100,45 |
101,05 |
--- |
--- |
100,75 |
--- |
WS0429 |
PL0000105391 |
106,22 |
106,80 |
5,18 |
5,13 |
106,51 |
5,15 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,09 |
98,19 |
4,39 |
4,15 |
98,14 |
4,27 |
PS0413 |
PL0000105037 |
100,56 |
100,66 |
4,34 |
4,20 |
100,61 |
4,27 |
OK0713 |
PL0000106563 |
96,11 |
96,18 |
4,31 |
4,23 |
96,15 |
4,26 |
DS1013 |
PL0000102836 |
100,81 |
100,90 |
4,27 |
4,19 |
100,86 |
4,23 |
OK0114 |
PL0000106712 |
94,19 |
94,31 |
4,23 |
4,14 |
94,25 |
4,19 |
PS0414 |
PL0000105433 |
102,58 |
102,71 |
4,12 |
4,04 |
102,65 |
4,08 |
OK0714 |
PL0000107009 |
92,49 |
92,60 |
4,11 |
4,04 |
92,55 |
4,07 |
WZ0115 |
PL0000106480 |
100,28 |
100,44 |
--- |
--- |
100,36 |
--- |
PS0415 |
PL0000105953 |
103,16 |
103,33 |
4,22 |
4,16 |
103,25 |
4,19 |
DS1015 |
PL0000103602 |
105,87 |
106,04 |
4,24 |
4,18 |
105,96 |
4,21 |
PS0416 |
PL0000106340 |
101,87 |
102,06 |
4,43 |
4,37 |
101,97 |
4,40 |
IZ0816 |
PL0000103529 |
103,39 |
103,81 |
--- |
--- |
103,60 |
--- |
PS1016 |
PL0000106795 |
100,90 |
101,12 |
4,50 |
4,44 |
101,01 |
4,47 |
WZ0117 |
PL0000106936 |
99,79 |
100,08 |
--- |
--- |
99,94 |
--- |
PS0417 |
PL0000107058 |
100,79 |
101,01 |
4,55 |
4,50 |
100,90 |
4,52 |
DS1017 |
PL0000104543 |
102,94 |
103,18 |
4,59 |
4,54 |
103,06 |
4,57 |
WZ0118 |
PL0000104717 |
99,45 |
99,76 |
--- |
--- |
99,61 |
--- |
DS1019 |
PL0000105441 |
104,59 |
104,83 |
4,73 |
4,69 |
104,71 |
4,71 |
DS1020 |
PL0000106126 |
102,73 |
102,97 |
4,83 |
4,80 |
102,85 |
4,81 |
WZ0121 |
PL0000106068 |
97,72 |
97,95 |
--- |
--- |
97,84 |
--- |
DS1021 |
PL0000106670 |
105,62 |
105,86 |
4,97 |
4,94 |
105,74 |
4,95 |
WS0922 |
PL0000102646 |
105,60 |
105,93 |
5,02 |
4,98 |
105,77 |
5,00 |
IZ0823 |
PL0000105359 |
100,50 |
101,05 |
--- |
--- |
100,78 |
--- |
WS0429 |
PL0000105391 |
105,95 |
106,48 |
5,20 |
5,16 |
106,22 |
5,18 |
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 |
4,650 |
4,650 |
4,650 |
20 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
10 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
110 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,600 |
4,650 |
4,647 |
165 |
WS0922 |
PL0000102646 |
1/3 |
2 |
4,600 |
4,650 |
4,629 |
85 |
DS1013 |
PL0000102836 |
1/3 |
2 |
4,600 |
4,600 |
4,600 |
45 |
PS0415 |
PL0000105953 |
1/3 |
2 |
4,600 |
4,600 |
4,600 |
50 |
DS1020 |
PL0000106126 |
1/3 |
2 |
4,600 |
4,600 |
4,600 |
30 |
PS0416 |
PL0000106340 |
1/3 |
2 |
4,600 |
4,600 |
4,600 |
10 |
OK0713 |
PL0000106563 |
1/3 |
2 |
4,600 |
4,600 |
4,600 |
140 |
PS1016 |
PL0000106795 |
1/3 |
2 |
4,600 |
4,600 |
4,600 |
20 |
OK0714 |
PL0000107009 |
1/3 |
2 |
4,550 |
4,620 |
4,608 |
115 |
PS0417 |
PL0000107058 |
1/3 |
2 |
4,650 |
4,700 |
4,697 |
950 |
WZ0115 |
PL0000106480 |
1/3 |
2 |
4,570 |
4,570 |
4,570 |
40 |
DS1013 |
PL0000102836 |
0/3 |
3 |
4,650 |
4,650 |
4,650 |
30 |
DS1017 |
PL0000104543 |
0/3 |
3 |
4,650 |
4,650 |
4,650 |
20 |
PS0414 |
PL0000105433 |
0/3 |
3 |
4,600 |
4,650 |
4,633 |
30 |
PS0415 |
PL0000105953 |
0/3 |
3 |
4,650 |
4,650 |
4,650 |
45 |
OK0113 |
PL0000106324 |
0/3 |
3 |
4,650 |
4,650 |
4,650 |
50 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
120 |
PS0414 |
PL0000105433 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
30 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,620 |
4,620 |
4,620 |
65 |
OK0113 |
PL0000106324 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
80 |
TOTAL |
2 260 |