2012-08-14 |
MARKET DATA |
No 156 (1941) |
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 |
1 730,00 |
1 790,52 |
84 |
1 830,00 |
1 943,72 |
30 |
3 560,00 |
3 734,24 |
114 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 730,00 |
1 790,52 |
84 |
1 830,00 |
1 943,72 |
30 |
3 560,00 |
3 734,24 |
114 |
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 |
99,20 |
98,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
98,14 |
98,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,61 |
100,61 |
100,59 |
100,59 |
100,58 |
100,58 |
100,59 |
100 000 |
102,23 |
2 |
OK0713 |
PL0000106563 |
96,14 |
96,16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,79 |
100,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
94,25 |
93,82 |
94,23 |
94,23 |
94,22 |
94,22 |
94,22 |
200 000 |
188,45 |
4 |
PS0414 |
PL0000105433 |
102,53 |
102,55 |
102,52 |
102,52 |
102,50 |
102,50 |
102,51 |
195 000 |
203,39 |
5 |
OK0714 |
PL0000107009 |
92,47 |
92,43 |
92,47 |
92,48 |
92,43 |
92,48 |
92,46 |
160 000 |
147,94 |
4 |
PS0415 |
PL0000105953 |
103,21 |
103,12 |
103,12 |
103,13 |
103,12 |
103,12 |
103,13 |
115 000 |
120,57 |
4 |
DS1015 |
PL0000103602 |
105,95 |
105,84 |
105,85 |
106,00 |
105,84 |
106,00 |
105,98 |
305 000 |
338,76 |
14 |
PS0416 |
PL0000106340 |
102,00 |
101,89 |
101,92 |
102,10 |
101,92 |
102,10 |
101,97 |
35 000 |
36,24 |
3 |
PS1016 |
PL0000106795 |
101,04 |
100,89 |
101,11 |
101,17 |
100,98 |
100,98 |
101,14 |
200 000 |
209,99 |
15 |
PS0417 |
PL0000107058 |
100,93 |
100,73 |
100,67 |
100,95 |
100,64 |
100,88 |
100,85 |
205 000 |
209,79 |
14 |
DS1017 |
PL0000104543 |
103,20 |
102,92 |
102,78 |
103,20 |
102,78 |
103,13 |
103,10 |
82 500 |
88,57 |
6 |
DS1019 |
PL0000105441 |
104,79 |
104,60 |
104,93 |
104,93 |
104,75 |
104,75 |
104,84 |
20 000 |
21,86 |
2 |
DS1020 |
PL0000106126 |
102,75 |
102,67 |
102,50 |
102,90 |
102,50 |
102,90 |
102,63 |
45 000 |
48,10 |
5 |
DS1021 |
PL0000106670 |
105,60 |
105,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
105,70 |
105,50 |
105,70 |
105,80 |
105,70 |
105,70 |
105,71 |
17 500 |
19,40 |
3 |
WS0429 |
PL0000105391 |
106,41 |
106,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
80,00 |
120,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,48 |
103,70 |
103,45 |
103,45 |
103,45 |
103,45 |
103,45 |
15 000 |
20,32 |
1 |
IZ0823 |
PL0000105359 |
100,70 |
99,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,33 |
100,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,86 |
99,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,52 |
99,54 |
99,44 |
99,44 |
99,44 |
99,44 |
99,44 |
35 000 |
34,92 |
2 |
WZ0121 |
PL0000106068 |
97,75 |
97,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 730 000 |
1 790,52 |
84 |
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 |
12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
103 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
124 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
166 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
194 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
222 |
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 |
98,21 |
4,41 |
4,13 |
98,15 |
4,27 |
PS0413 |
PL0000105037 |
100,54 |
100,67 |
4,37 |
4,18 |
100,61 |
4,27 |
OK0713 |
PL0000106563 |
96,09 |
96,20 |
4,34 |
4,22 |
96,15 |
4,27 |
DS1013 |
PL0000102836 |
100,76 |
100,87 |
4,31 |
4,22 |
100,82 |
4,26 |
OK0114 |
PL0000106712 |
94,21 |
94,35 |
4,23 |
4,12 |
94,28 |
4,17 |
PS0414 |
PL0000105433 |
102,50 |
102,64 |
4,17 |
4,08 |
102,57 |
4,13 |
OK0714 |
PL0000107009 |
92,42 |
92,56 |
4,15 |
4,07 |
92,49 |
4,11 |
WZ0115 |
PL0000106480 |
100,29 |
100,47 |
--- |
--- |
100,38 |
--- |
PS0415 |
PL0000105953 |
103,05 |
103,23 |
4,26 |
4,19 |
103,14 |
4,23 |
DS1015 |
PL0000103602 |
105,81 |
105,99 |
4,25 |
4,19 |
105,90 |
4,22 |
PS0416 |
PL0000106340 |
101,73 |
101,98 |
4,47 |
4,40 |
101,86 |
4,43 |
IZ0816 |
PL0000103529 |
103,40 |
103,90 |
--- |
--- |
103,65 |
--- |
PS1016 |
PL0000106795 |
100,76 |
101,02 |
4,54 |
4,47 |
100,89 |
4,50 |
WZ0117 |
PL0000106936 |
99,66 |
100,04 |
--- |
--- |
99,85 |
--- |
PS0417 |
PL0000107058 |
100,56 |
100,83 |
4,61 |
4,54 |
100,70 |
4,57 |
DS1017 |
PL0000104543 |
102,76 |
103,06 |
4,63 |
4,57 |
102,91 |
4,60 |
WZ0118 |
PL0000104717 |
99,30 |
99,65 |
--- |
--- |
99,48 |
--- |
DS1019 |
PL0000105441 |
104,43 |
104,74 |
4,75 |
4,70 |
104,59 |
4,73 |
DS1020 |
PL0000106126 |
102,41 |
102,78 |
4,88 |
4,82 |
102,60 |
4,85 |
WZ0121 |
PL0000106068 |
97,70 |
97,91 |
--- |
--- |
97,81 |
--- |
DS1021 |
PL0000106670 |
105,34 |
105,71 |
5,00 |
4,96 |
105,53 |
4,98 |
WS0922 |
PL0000102646 |
105,36 |
105,73 |
5,05 |
5,01 |
105,55 |
5,03 |
IZ0823 |
PL0000105359 |
100,55 |
101,13 |
--- |
--- |
100,84 |
--- |
WS0429 |
PL0000105391 |
106,01 |
106,57 |
5,20 |
5,15 |
106,29 |
5,17 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,12 |
98,25 |
4,34 |
4,04 |
98,19 |
4,18 |
PS0413 |
PL0000105037 |
100,55 |
100,67 |
4,35 |
4,18 |
100,61 |
4,27 |
OK0713 |
PL0000106563 |
96,11 |
96,22 |
4,32 |
4,19 |
96,17 |
4,25 |
DS1013 |
PL0000102836 |
100,77 |
100,85 |
4,30 |
4,23 |
100,81 |
4,27 |
OK0114 |
PL0000106712 |
94,20 |
94,33 |
4,23 |
4,13 |
94,27 |
4,18 |
PS0414 |
PL0000105433 |
102,47 |
102,62 |
4,19 |
4,10 |
102,55 |
4,14 |
OK0714 |
PL0000107009 |
92,43 |
92,58 |
4,15 |
4,06 |
92,51 |
4,10 |
WZ0115 |
PL0000106480 |
100,30 |
100,44 |
--- |
--- |
100,37 |
--- |
PS0415 |
PL0000105953 |
103,10 |
103,30 |
4,25 |
4,17 |
103,20 |
4,21 |
DS1015 |
PL0000103602 |
105,90 |
106,07 |
4,22 |
4,17 |
105,99 |
4,19 |
PS0416 |
PL0000106340 |
101,94 |
102,17 |
4,41 |
4,34 |
102,06 |
4,37 |
IZ0816 |
PL0000103529 |
103,31 |
103,76 |
--- |
--- |
103,54 |
--- |
PS1016 |
PL0000106795 |
100,95 |
101,19 |
4,49 |
4,42 |
101,07 |
4,46 |
WZ0117 |
PL0000106936 |
99,69 |
99,93 |
--- |
--- |
99,81 |
--- |
PS0417 |
PL0000107058 |
100,79 |
101,04 |
4,55 |
4,49 |
100,92 |
4,52 |
DS1017 |
PL0000104543 |
103,02 |
103,29 |
4,58 |
4,52 |
103,16 |
4,55 |
WZ0118 |
PL0000104717 |
99,37 |
99,68 |
--- |
--- |
99,53 |
--- |
DS1019 |
PL0000105441 |
104,69 |
104,90 |
4,71 |
4,68 |
104,80 |
4,69 |
DS1020 |
PL0000106126 |
102,60 |
102,91 |
4,85 |
4,81 |
102,76 |
4,83 |
WZ0121 |
PL0000106068 |
97,66 |
97,94 |
--- |
--- |
97,80 |
--- |
DS1021 |
PL0000106670 |
105,47 |
105,75 |
4,99 |
4,95 |
105,61 |
4,97 |
WS0922 |
PL0000102646 |
105,54 |
105,84 |
5,03 |
5,00 |
105,69 |
5,01 |
IZ0823 |
PL0000105359 |
100,63 |
101,15 |
--- |
--- |
100,89 |
--- |
WS0429 |
PL0000105391 |
105,97 |
106,41 |
5,20 |
5,16 |
106,19 |
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 |
2/3 |
1 |
4,600 |
4,700 |
4,645 |
100 |
DS1017 |
PL0000104543 |
2/3 |
1 |
4,650 |
4,650 |
4,650 |
170 |
PS0415 |
PL0000105953 |
2/3 |
1 |
4,650 |
4,650 |
4,650 |
40 |
DS1020 |
PL0000106126 |
2/3 |
1 |
4,650 |
4,700 |
4,679 |
170 |
OK0113 |
PL0000106324 |
2/3 |
1 |
4,650 |
4,650 |
4,650 |
50 |
OK0713 |
PL0000106563 |
2/3 |
1 |
4,600 |
4,600 |
4,600 |
120 |
PS1016 |
PL0000106795 |
2/3 |
1 |
4,650 |
4,650 |
4,650 |
20 |
PS0417 |
PL0000107058 |
2/3 |
1 |
4,600 |
4,600 |
4,600 |
50 |
DS1013 |
PL0000102836 |
0/2 |
2 |
4,650 |
4,650 |
4,650 |
70 |
DS1015 |
PL0000103602 |
0/2 |
2 |
4,650 |
4,650 |
4,650 |
70 |
DS1017 |
PL0000104543 |
0/2 |
2 |
4,650 |
4,650 |
4,650 |
40 |
PS0414 |
PL0000105433 |
0/2 |
2 |
4,650 |
4,650 |
4,650 |
70 |
PS0415 |
PL0000105953 |
0/2 |
2 |
4,650 |
4,650 |
4,650 |
30 |
DS1020 |
PL0000106126 |
0/2 |
2 |
4,650 |
4,650 |
4,650 |
60 |
WZ0121 |
PL0000106068 |
0/2 |
2 |
4,540 |
4,540 |
4,540 |
20 |
DS1015 |
PL0000103602 |
0/3 |
3 |
4,650 |
4,650 |
4,650 |
125 |
DS1019 |
PL0000105441 |
2/6 |
4 |
4,650 |
4,650 |
4,650 |
110 |
DS1013 |
PL0000102836 |
2/9 |
7 |
4,650 |
4,650 |
4,650 |
115 |
DS1017 |
PL0000104543 |
2/9 |
7 |
4,570 |
4,650 |
4,576 |
290 |
DS1019 |
PL0000105441 |
2/9 |
7 |
4,650 |
4,650 |
4,650 |
20 |
DS1020 |
PL0000106126 |
2/9 |
7 |
4,650 |
4,650 |
4,650 |
50 |
PS0416 |
PL0000106340 |
3/10 |
7 |
4,650 |
4,650 |
4,650 |
40 |
TOTAL |
1 830 |