2012-08-17 |
MARKET DATA |
No 158 (1943) |
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 |
642,50 |
702,68 |
48 |
1 040,00 |
1 107,25 |
23 |
1 682,50 |
1 809,93 |
71 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
642,50 |
702,68 |
48 |
1 040,00 |
1 107,25 |
23 |
1 682,50 |
1 809,93 |
71 |
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 |
99,22 |
99,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
98,19 |
98,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,59 |
100,57 |
100,59 |
100,59 |
100,57 |
100,57 |
100,57 |
60 000 |
61,36 |
2 |
OK0713 |
PL0000106563 |
96,19 |
96,18 |
96,19 |
96,19 |
96,19 |
96,19 |
96,19 |
50 000 |
48,10 |
1 |
DS1013 |
PL0000102836 |
100,81 |
100,81 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
94,24 |
94,26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,52 |
102,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
92,55 |
92,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,28 |
103,23 |
103,25 |
103,26 |
103,25 |
103,26 |
103,26 |
30 000 |
31,51 |
2 |
DS1015 |
PL0000103602 |
105,92 |
105,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,05 |
102,06 |
102,05 |
102,05 |
102,01 |
102,01 |
102,03 |
55 000 |
57,01 |
5 |
PS1016 |
PL0000106795 |
101,11 |
101,09 |
101,03 |
101,03 |
101,03 |
101,03 |
101,03 |
35 000 |
36,73 |
2 |
PS0417 |
PL0000107058 |
101,15 |
101,03 |
101,14 |
101,14 |
101,14 |
101,14 |
101,14 |
10 000 |
10,27 |
1 |
DS1017 |
PL0000104543 |
103,35 |
103,29 |
103,30 |
103,35 |
103,30 |
103,35 |
103,33 |
25 000 |
26,91 |
3 |
DS1019 |
PL0000105441 |
104,97 |
104,91 |
104,95 |
104,95 |
104,93 |
104,93 |
104,94 |
35 000 |
38,31 |
2 |
DS1020 |
PL0000106126 |
103,10 |
102,91 |
103,02 |
103,10 |
103,02 |
103,08 |
103,06 |
35 000 |
37,58 |
3 |
DS1021 |
PL0000106670 |
105,90 |
105,83 |
105,70 |
106,09 |
105,70 |
106,09 |
105,82 |
55 000 |
60,80 |
3 |
WS0922 |
PL0000102646 |
106,13 |
105,92 |
106,09 |
106,19 |
105,93 |
105,93 |
106,08 |
162 500 |
180,89 |
15 |
WS0429 |
PL0000105391 |
106,74 |
106,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
60,00 |
105,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,33 |
103,23 |
103,29 |
103,35 |
103,29 |
103,35 |
103,33 |
65 000 |
87,99 |
6 |
IZ0823 |
PL0000105359 |
100,84 |
100,96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,35 |
100,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,83 |
99,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,73 |
99,66 |
100,73 |
100,73 |
99,65 |
99,65 |
100,50 |
25 000 |
25,22 |
3 |
WZ0121 |
PL0000106068 |
99,00 |
98,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
642 500 |
702,68 |
48 |
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 |
8 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
120 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
162 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
190 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
218 |
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 |
98,17 |
98,26 |
4,33 |
4,12 |
98,22 |
4,21 |
PS0413 |
PL0000105037 |
100,55 |
100,66 |
4,34 |
4,18 |
100,61 |
4,25 |
OK0713 |
PL0000106563 |
96,16 |
96,29 |
4,31 |
4,16 |
96,23 |
4,23 |
DS1013 |
PL0000102836 |
100,75 |
100,88 |
4,32 |
4,20 |
100,82 |
4,25 |
OK0114 |
PL0000106712 |
94,22 |
94,37 |
4,25 |
4,14 |
94,30 |
4,19 |
PS0414 |
PL0000105433 |
102,43 |
102,59 |
4,20 |
4,10 |
102,51 |
4,15 |
OK0714 |
PL0000107009 |
92,45 |
92,57 |
4,16 |
4,09 |
92,51 |
4,12 |
WZ0115 |
PL0000106480 |
100,32 |
100,44 |
--- |
--- |
100,38 |
--- |
PS0415 |
PL0000105953 |
103,12 |
103,32 |
4,23 |
4,15 |
103,22 |
4,19 |
DS1015 |
PL0000103602 |
105,80 |
106,00 |
4,25 |
4,19 |
105,90 |
4,22 |
PS0416 |
PL0000106340 |
101,87 |
102,10 |
4,43 |
4,36 |
101,99 |
4,39 |
IZ0816 |
PL0000103529 |
102,96 |
103,30 |
--- |
--- |
103,13 |
--- |
PS1016 |
PL0000106795 |
100,94 |
101,17 |
4,49 |
4,43 |
101,06 |
4,46 |
WZ0117 |
PL0000106936 |
99,75 |
100,02 |
--- |
--- |
99,89 |
--- |
PS0417 |
PL0000107058 |
100,83 |
101,11 |
4,54 |
4,47 |
100,97 |
4,51 |
DS1017 |
PL0000104543 |
103,11 |
103,32 |
4,56 |
4,51 |
103,22 |
4,53 |
WZ0118 |
PL0000104717 |
99,54 |
99,78 |
--- |
--- |
99,66 |
--- |
DS1019 |
PL0000105441 |
104,71 |
105,03 |
4,71 |
4,65 |
104,87 |
4,68 |
DS1020 |
PL0000106126 |
102,71 |
103,08 |
4,83 |
4,78 |
102,90 |
4,81 |
WZ0121 |
PL0000106068 |
97,70 |
98,10 |
--- |
--- |
97,90 |
--- |
DS1021 |
PL0000106670 |
105,68 |
105,90 |
4,96 |
4,93 |
105,79 |
4,94 |
WS0922 |
PL0000102646 |
105,67 |
106,06 |
5,02 |
4,97 |
105,87 |
4,99 |
IZ0823 |
PL0000105359 |
100,66 |
101,16 |
--- |
--- |
100,91 |
--- |
WS0429 |
PL0000105391 |
106,05 |
106,59 |
5,19 |
5,15 |
106,32 |
5,17 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,18 |
98,26 |
4,31 |
4,12 |
98,22 |
4,21 |
PS0413 |
PL0000105037 |
100,56 |
100,64 |
4,33 |
4,21 |
100,60 |
4,27 |
OK0713 |
PL0000106563 |
96,15 |
96,22 |
4,32 |
4,24 |
96,19 |
4,28 |
DS1013 |
PL0000102836 |
100,74 |
100,86 |
4,32 |
4,22 |
100,80 |
4,27 |
OK0114 |
PL0000106712 |
94,20 |
94,34 |
4,27 |
4,16 |
94,27 |
4,21 |
PS0414 |
PL0000105433 |
102,50 |
102,65 |
4,16 |
4,07 |
102,58 |
4,11 |
OK0714 |
PL0000107009 |
92,45 |
92,59 |
4,16 |
4,08 |
92,52 |
4,12 |
WZ0115 |
PL0000106480 |
100,32 |
100,46 |
--- |
--- |
100,39 |
--- |
PS0415 |
PL0000105953 |
103,14 |
103,33 |
4,22 |
4,15 |
103,24 |
4,19 |
DS1015 |
PL0000103602 |
105,85 |
106,01 |
4,23 |
4,18 |
105,93 |
4,21 |
PS0416 |
PL0000106340 |
101,97 |
102,17 |
4,40 |
4,34 |
102,07 |
4,37 |
IZ0816 |
PL0000103529 |
103,25 |
103,71 |
--- |
--- |
103,48 |
--- |
PS1016 |
PL0000106795 |
101,00 |
101,20 |
4,47 |
4,42 |
101,10 |
4,45 |
WZ0117 |
PL0000106936 |
99,76 |
99,98 |
--- |
--- |
99,87 |
--- |
PS0417 |
PL0000107058 |
100,96 |
101,16 |
4,51 |
4,46 |
101,06 |
4,49 |
DS1017 |
PL0000104543 |
103,22 |
103,42 |
4,53 |
4,49 |
103,32 |
4,51 |
WZ0118 |
PL0000104717 |
99,47 |
99,84 |
--- |
--- |
99,66 |
--- |
DS1019 |
PL0000105441 |
104,87 |
105,10 |
4,68 |
4,64 |
104,99 |
4,66 |
DS1020 |
PL0000106126 |
102,88 |
103,12 |
4,81 |
4,77 |
103,00 |
4,79 |
WZ0121 |
PL0000106068 |
97,75 |
98,34 |
--- |
--- |
98,05 |
--- |
DS1021 |
PL0000106670 |
105,74 |
105,95 |
4,95 |
4,92 |
105,85 |
4,94 |
WS0922 |
PL0000102646 |
105,86 |
106,11 |
4,99 |
4,96 |
105,99 |
4,98 |
IZ0823 |
PL0000105359 |
100,61 |
101,21 |
--- |
--- |
100,91 |
--- |
WS0429 |
PL0000105391 |
106,38 |
106,86 |
5,16 |
5,12 |
106,62 |
5,14 |
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 |
4,650 |
4,650 |
4,650 |
10 |
DS1015 |
PL0000103602 |
3/4 |
1 |
4,700 |
4,700 |
4,700 |
75 |
DS1017 |
PL0000104543 |
3/4 |
1 |
4,650 |
4,650 |
4,650 |
60 |
DS1019 |
PL0000105441 |
3/4 |
1 |
4,600 |
4,660 |
4,650 |
115 |
PS0415 |
PL0000105953 |
3/4 |
1 |
4,650 |
4,650 |
4,650 |
10 |
DS1020 |
PL0000106126 |
3/4 |
1 |
4,500 |
4,650 |
4,607 |
70 |
DS1021 |
PL0000106670 |
3/4 |
1 |
4,660 |
4,660 |
4,660 |
30 |
OK0114 |
PL0000106712 |
3/4 |
1 |
4,650 |
4,650 |
4,650 |
60 |
PS1016 |
PL0000106795 |
3/4 |
1 |
4,650 |
4,650 |
4,650 |
100 |
PS0417 |
PL0000107058 |
3/4 |
1 |
4,650 |
4,650 |
4,650 |
170 |
WS0922 |
PL0000102646 |
0/3 |
3 |
4,600 |
4,600 |
4,600 |
10 |
DS1013 |
PL0000102836 |
0/3 |
3 |
4,650 |
4,650 |
4,650 |
30 |
DS1017 |
PL0000104543 |
0/3 |
3 |
4,650 |
4,650 |
4,650 |
150 |
DS1020 |
PL0000106126 |
0/3 |
3 |
4,650 |
4,650 |
4,650 |
20 |
PS1016 |
PL0000106795 |
0/3 |
3 |
4,550 |
4,570 |
4,563 |
30 |
WS0922 |
PL0000102646 |
3/10 |
7 |
4,600 |
4,600 |
4,600 |
100 |
TOTAL |
1 040 |