2012-08-16 |
MARKET DATA |
No 157 (1942) |
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 |
1 507,50 |
1 616,47 |
106 |
2 650,00 |
2 780,68 |
31 |
4 157,50 |
4 397,14 |
137 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 507,50 |
1 616,47 |
106 |
2 650,00 |
2 780,68 |
31 |
4 157,50 |
4 397,14 |
137 |
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 |
99,21 |
99,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
98,19 |
98,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,58 |
100,62 |
100,62 |
100,62 |
100,62 |
100,62 |
100,62 |
10 000 |
10,23 |
1 |
OK0713 |
PL0000106563 |
96,20 |
96,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,84 |
100,83 |
100,87 |
100,88 |
100,84 |
100,84 |
100,86 |
185 000 |
194,20 |
5 |
OK0114 |
PL0000106712 |
94,26 |
94,28 |
94,29 |
94,29 |
94,29 |
94,29 |
94,29 |
75 000 |
70,72 |
1 |
PS0414 |
PL0000105433 |
102,50 |
102,51 |
102,51 |
102,51 |
102,51 |
102,51 |
102,51 |
5 000 |
5,22 |
1 |
OK0714 |
PL0000107009 |
92,47 |
92,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,22 |
103,13 |
103,13 |
103,15 |
103,13 |
103,14 |
103,14 |
70 000 |
73,43 |
3 |
DS1015 |
PL0000103602 |
105,94 |
105,86 |
105,85 |
105,97 |
105,85 |
105,97 |
105,91 |
40 000 |
44,42 |
3 |
PS0416 |
PL0000106340 |
102,00 |
101,94 |
101,94 |
102,06 |
101,94 |
102,06 |
102,02 |
115 000 |
119,16 |
8 |
PS1016 |
PL0000106795 |
101,02 |
100,94 |
100,85 |
101,05 |
100,85 |
101,05 |
100,98 |
160 000 |
167,80 |
9 |
PS0417 |
PL0000107058 |
100,95 |
100,70 |
100,70 |
101,00 |
100,70 |
100,95 |
100,86 |
112 500 |
115,19 |
10 |
DS1017 |
PL0000104543 |
103,25 |
102,83 |
102,96 |
103,08 |
102,96 |
103,08 |
102,99 |
40 000 |
42,92 |
4 |
DS1019 |
PL0000105441 |
104,80 |
104,54 |
104,60 |
104,85 |
104,60 |
104,85 |
104,68 |
105 000 |
114,64 |
10 |
DS1020 |
PL0000106126 |
102,78 |
102,50 |
102,50 |
102,87 |
102,50 |
102,87 |
102,58 |
155 000 |
165,67 |
14 |
DS1021 |
PL0000106670 |
105,78 |
105,28 |
105,20 |
105,80 |
105,20 |
105,80 |
105,54 |
280 000 |
308,71 |
21 |
WS0922 |
PL0000102646 |
105,80 |
105,37 |
105,55 |
105,73 |
105,55 |
105,73 |
105,62 |
25 000 |
27,71 |
3 |
WS0429 |
PL0000105391 |
106,50 |
105,80 |
105,95 |
106,15 |
105,95 |
106,15 |
106,03 |
25 000 |
26,97 |
3 |
WS0437 |
PL0000104857 |
60,00 |
105,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,25 |
103,20 |
103,25 |
103,25 |
103,16 |
103,16 |
103,19 |
70 000 |
94,62 |
8 |
IZ0823 |
PL0000105359 |
100,98 |
100,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,37 |
100,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,83 |
99,87 |
99,83 |
99,83 |
99,83 |
99,83 |
99,83 |
25 000 |
25,05 |
1 |
WZ0118 |
PL0000104717 |
99,52 |
99,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,80 |
97,85 |
97,80 |
97,80 |
97,80 |
97,80 |
97,80 |
10 000 |
9,82 |
1 |
TOTAL |
1 507 500 |
1 616,47 |
106 |
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 |
9 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
100 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
121 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
163 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
191 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
219 |
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 |
98,15 |
98,27 |
4,35 |
4,07 |
98,21 |
4,21 |
PS0413 |
PL0000105037 |
100,54 |
100,68 |
4,36 |
4,15 |
100,61 |
4,25 |
OK0713 |
PL0000106563 |
96,15 |
96,29 |
4,31 |
4,15 |
96,22 |
4,23 |
DS1013 |
PL0000102836 |
100,75 |
100,89 |
4,32 |
4,19 |
100,82 |
4,26 |
OK0114 |
PL0000106712 |
94,20 |
94,37 |
4,26 |
4,13 |
94,29 |
4,19 |
PS0414 |
PL0000105433 |
102,44 |
102,61 |
4,20 |
4,09 |
102,53 |
4,14 |
OK0714 |
PL0000107009 |
92,38 |
92,53 |
4,19 |
4,11 |
92,46 |
4,15 |
WZ0115 |
PL0000106480 |
100,27 |
100,53 |
--- |
--- |
100,40 |
--- |
PS0415 |
PL0000105953 |
102,93 |
103,22 |
4,31 |
4,19 |
103,08 |
4,25 |
DS1015 |
PL0000103602 |
105,80 |
106,01 |
4,25 |
4,18 |
105,91 |
4,22 |
PS0416 |
PL0000106340 |
101,72 |
102,02 |
4,47 |
4,38 |
101,87 |
4,43 |
IZ0816 |
PL0000103529 |
103,07 |
103,32 |
--- |
--- |
103,20 |
--- |
PS1016 |
PL0000106795 |
100,91 |
101,02 |
4,50 |
4,47 |
100,97 |
4,48 |
WZ0117 |
PL0000106936 |
99,61 |
100,01 |
--- |
--- |
99,81 |
--- |
PS0417 |
PL0000107058 |
100,57 |
100,84 |
4,60 |
4,54 |
100,71 |
4,57 |
DS1017 |
PL0000104543 |
102,83 |
103,13 |
4,62 |
4,55 |
102,98 |
4,58 |
WZ0118 |
PL0000104717 |
99,25 |
99,82 |
--- |
--- |
99,54 |
--- |
DS1019 |
PL0000105441 |
104,37 |
104,69 |
4,76 |
4,71 |
104,53 |
4,74 |
DS1020 |
PL0000106126 |
102,38 |
102,70 |
4,88 |
4,84 |
102,54 |
4,86 |
WZ0121 |
PL0000106068 |
97,51 |
98,10 |
--- |
--- |
97,81 |
--- |
DS1021 |
PL0000106670 |
105,11 |
105,44 |
5,03 |
4,99 |
105,28 |
5,01 |
WS0922 |
PL0000102646 |
105,20 |
105,59 |
5,07 |
5,03 |
105,40 |
5,05 |
IZ0823 |
PL0000105359 |
100,56 |
101,18 |
--- |
--- |
100,87 |
--- |
WS0429 |
PL0000105391 |
105,26 |
106,02 |
5,26 |
5,20 |
105,64 |
5,23 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,16 |
98,23 |
4,33 |
4,16 |
98,20 |
4,23 |
PS0413 |
PL0000105037 |
100,56 |
100,64 |
4,33 |
4,21 |
100,60 |
4,27 |
OK0713 |
PL0000106563 |
96,14 |
96,25 |
4,32 |
4,19 |
96,20 |
4,25 |
DS1013 |
PL0000102836 |
100,78 |
100,90 |
4,29 |
4,19 |
100,84 |
4,24 |
OK0114 |
PL0000106712 |
94,22 |
94,31 |
4,24 |
4,17 |
94,27 |
4,20 |
PS0414 |
PL0000105433 |
102,47 |
102,58 |
4,18 |
4,11 |
102,53 |
4,14 |
OK0714 |
PL0000107009 |
92,41 |
92,55 |
4,18 |
4,10 |
92,48 |
4,14 |
WZ0115 |
PL0000106480 |
100,29 |
100,44 |
--- |
--- |
100,37 |
--- |
PS0415 |
PL0000105953 |
103,15 |
103,31 |
4,22 |
4,16 |
103,23 |
4,19 |
DS1015 |
PL0000103602 |
105,87 |
106,01 |
4,23 |
4,18 |
105,94 |
4,21 |
PS0416 |
PL0000106340 |
101,91 |
102,12 |
4,42 |
4,35 |
102,02 |
4,38 |
IZ0816 |
PL0000103529 |
103,15 |
103,45 |
--- |
--- |
103,30 |
--- |
PS1016 |
PL0000106795 |
100,93 |
101,15 |
4,49 |
4,44 |
101,04 |
4,46 |
WZ0117 |
PL0000106936 |
99,77 |
100,00 |
--- |
--- |
99,89 |
--- |
PS0417 |
PL0000107058 |
100,90 |
101,08 |
4,52 |
4,48 |
100,99 |
4,50 |
DS1017 |
PL0000104543 |
103,13 |
103,40 |
4,55 |
4,49 |
103,27 |
4,52 |
WZ0118 |
PL0000104717 |
99,48 |
99,84 |
--- |
--- |
99,66 |
--- |
DS1019 |
PL0000105441 |
104,73 |
105,02 |
4,70 |
4,66 |
104,88 |
4,68 |
DS1020 |
PL0000106126 |
102,72 |
103,05 |
4,83 |
4,78 |
102,89 |
4,81 |
WZ0121 |
PL0000106068 |
97,72 |
98,00 |
--- |
--- |
97,86 |
--- |
DS1021 |
PL0000106670 |
105,71 |
105,93 |
4,95 |
4,93 |
105,82 |
4,94 |
WS0922 |
PL0000102646 |
105,74 |
106,10 |
5,01 |
4,96 |
105,92 |
4,98 |
IZ0823 |
PL0000105359 |
100,87 |
101,34 |
--- |
--- |
101,11 |
--- |
WS0429 |
PL0000105391 |
106,12 |
106,62 |
5,19 |
5,14 |
106,37 |
5,16 |
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 |
1/4 |
3 |
4,820 |
4,850 |
4,832 |
1 000 |
TOTAL |
1 000 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
20 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
500 |
OK0713 |
PL0000106563 |
0/1 |
1 |
4,550 |
4,550 |
4,550 |
20 |
OK0714 |
PL0000107009 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
95 |
WS0922 |
PL0000102646 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
10 |
DS1015 |
PL0000103602 |
1/4 |
3 |
4,600 |
4,600 |
4,600 |
40 |
DS1017 |
PL0000104543 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
60 |
DS1019 |
PL0000105441 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
40 |
PS0415 |
PL0000105953 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
10 |
DS1020 |
PL0000106126 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
80 |
PS1016 |
PL0000106795 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
10 |
PS0417 |
PL0000107058 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
20 |
WS0922 |
PL0000102646 |
1/5 |
4 |
4,630 |
4,630 |
4,630 |
70 |
DS1015 |
PL0000103602 |
0/4 |
4 |
4,650 |
4,650 |
4,650 |
145 |
PS0415 |
PL0000105953 |
0/4 |
4 |
4,650 |
4,650 |
4,650 |
100 |
DS1013 |
PL0000102836 |
0/7 |
7 |
4,620 |
4,620 |
4,620 |
15 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,630 |
4,630 |
4,630 |
20 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
80 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
140 |
OK0113 |
PL0000106324 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
50 |
OK0713 |
PL0000106563 |
1/8 |
7 |
4,600 |
4,600 |
4,600 |
120 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
4,600 |
4,600 |
4,600 |
5 |
TOTAL |
1 650 |