2012-08-20 |
MARKET DATA |
No 159 (1944) |
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 |
1 397,50 |
1 477,37 |
77 |
1 415,00 |
1 493,20 |
27 |
2 812,50 |
2 970,57 |
104 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 397,50 |
1 477,37 |
77 |
1 415,00 |
1 493,20 |
27 |
2 812,50 |
2 970,57 |
104 |
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 |
98,21 |
98,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,58 |
100,61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
96,21 |
96,22 |
96,20 |
96,21 |
96,20 |
96,21 |
96,21 |
110 000 |
105,83 |
3 |
DS1013 |
PL0000102836 |
100,80 |
100,79 |
100,79 |
100,79 |
100,79 |
100,79 |
100,79 |
110 000 |
115,42 |
2 |
OK0114 |
PL0000106712 |
94,25 |
94,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,55 |
102,50 |
102,55 |
102,55 |
102,54 |
102,54 |
102,54 |
100 000 |
104,42 |
3 |
OK0714 |
PL0000107009 |
92,54 |
92,51 |
92,55 |
92,55 |
92,55 |
92,55 |
92,55 |
20 000 |
18,51 |
2 |
PS0415 |
PL0000105953 |
103,29 |
103,28 |
103,20 |
103,35 |
103,20 |
103,35 |
103,33 |
57 500 |
60,45 |
2 |
DS1015 |
PL0000103602 |
105,94 |
105,83 |
105,93 |
105,93 |
105,86 |
105,92 |
105,91 |
265 000 |
294,38 |
10 |
PS0416 |
PL0000106340 |
102,13 |
102,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,18 |
101,09 |
101,16 |
101,16 |
101,10 |
101,15 |
101,12 |
75 000 |
78,78 |
5 |
PS0417 |
PL0000107058 |
101,21 |
101,10 |
101,15 |
101,21 |
101,10 |
101,18 |
101,18 |
285 000 |
292,79 |
21 |
DS1017 |
PL0000104543 |
103,48 |
98,84 |
98,91 |
103,50 |
98,91 |
103,50 |
100,46 |
45 000 |
47,16 |
5 |
DS1019 |
PL0000105441 |
105,15 |
104,96 |
105,12 |
105,15 |
105,12 |
105,15 |
105,14 |
30 000 |
32,90 |
2 |
DS1020 |
PL0000106126 |
103,25 |
103,00 |
103,05 |
103,34 |
103,02 |
103,22 |
103,11 |
115 000 |
123,56 |
9 |
DS1021 |
PL0000106670 |
105,95 |
105,85 |
105,93 |
106,00 |
105,92 |
105,95 |
105,94 |
170 000 |
188,17 |
11 |
WS0922 |
PL0000102646 |
106,11 |
106,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
106,82 |
106,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
98,00 |
120,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,31 |
103,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
100,70 |
101,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,35 |
100,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,85 |
99,92 |
99,85 |
99,85 |
99,85 |
99,85 |
99,85 |
10 000 |
10,02 |
1 |
WZ0118 |
PL0000104717 |
99,59 |
99,57 |
99,57 |
99,57 |
99,57 |
99,57 |
99,57 |
5 000 |
5,00 |
1 |
WZ0121 |
PL0000106068 |
97,90 |
97,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 397 500 |
1 477,37 |
77 |
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 |
7 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
119 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
161 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
189 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
217 |
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 |
98,18 |
98,27 |
4,34 |
4,12 |
98,23 |
4,22 |
PS0413 |
PL0000105037 |
100,54 |
100,65 |
4,35 |
4,19 |
100,60 |
4,26 |
OK0713 |
PL0000106563 |
96,15 |
96,28 |
4,34 |
4,18 |
96,22 |
4,25 |
DS1013 |
PL0000102836 |
100,74 |
100,88 |
4,32 |
4,20 |
100,81 |
4,26 |
OK0114 |
PL0000106712 |
94,22 |
94,37 |
4,26 |
4,14 |
94,30 |
4,20 |
PS0414 |
PL0000105433 |
102,49 |
102,65 |
4,16 |
4,06 |
102,57 |
4,11 |
OK0714 |
PL0000107009 |
92,48 |
92,62 |
4,15 |
4,07 |
92,55 |
4,11 |
WZ0115 |
PL0000106480 |
100,31 |
100,44 |
--- |
--- |
100,38 |
--- |
PS0415 |
PL0000105953 |
103,18 |
103,38 |
4,21 |
4,13 |
103,28 |
4,17 |
DS1015 |
PL0000103602 |
105,85 |
106,08 |
4,23 |
4,16 |
105,97 |
4,19 |
PS0416 |
PL0000106340 |
101,96 |
102,19 |
4,40 |
4,33 |
102,08 |
4,36 |
IZ0816 |
PL0000103529 |
103,15 |
103,70 |
--- |
--- |
103,43 |
--- |
PS1016 |
PL0000106795 |
101,02 |
101,27 |
4,47 |
4,40 |
101,15 |
4,43 |
WZ0117 |
PL0000106936 |
99,77 |
99,96 |
--- |
--- |
99,87 |
--- |
PS0417 |
PL0000107058 |
100,99 |
101,19 |
4,50 |
4,45 |
101,09 |
4,48 |
DS1017 |
PL0000104543 |
103,24 |
103,52 |
4,53 |
4,47 |
103,38 |
4,50 |
WZ0118 |
PL0000104717 |
99,39 |
99,77 |
--- |
--- |
99,58 |
--- |
DS1019 |
PL0000105441 |
104,86 |
105,17 |
4,68 |
4,63 |
105,02 |
4,66 |
DS1020 |
PL0000106126 |
102,89 |
103,19 |
4,81 |
4,76 |
103,04 |
4,79 |
WZ0121 |
PL0000106068 |
97,63 |
98,01 |
--- |
--- |
97,82 |
--- |
DS1021 |
PL0000106670 |
105,71 |
105,97 |
4,95 |
4,92 |
105,84 |
4,94 |
WS0922 |
PL0000102646 |
105,92 |
106,23 |
4,98 |
4,95 |
106,08 |
4,96 |
IZ0823 |
PL0000105359 |
100,61 |
101,25 |
--- |
--- |
100,93 |
--- |
WS0429 |
PL0000105391 |
106,37 |
106,79 |
5,16 |
5,13 |
106,58 |
5,15 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,19 |
98,27 |
4,31 |
4,12 |
98,23 |
4,22 |
PS0413 |
PL0000105037 |
100,56 |
100,64 |
4,32 |
4,20 |
100,60 |
4,26 |
OK0713 |
PL0000106563 |
96,15 |
96,24 |
4,34 |
4,23 |
96,20 |
4,28 |
DS1013 |
PL0000102836 |
100,76 |
100,85 |
4,31 |
4,23 |
100,81 |
4,26 |
OK0114 |
PL0000106712 |
94,19 |
94,29 |
4,28 |
4,21 |
94,24 |
4,24 |
PS0414 |
PL0000105433 |
102,40 |
102,52 |
4,22 |
4,14 |
102,46 |
4,18 |
OK0714 |
PL0000107009 |
92,44 |
92,56 |
4,17 |
4,10 |
92,50 |
4,14 |
WZ0115 |
PL0000106480 |
100,33 |
100,43 |
--- |
--- |
100,38 |
--- |
PS0415 |
PL0000105953 |
103,23 |
103,35 |
4,19 |
4,14 |
103,29 |
4,16 |
DS1015 |
PL0000103602 |
105,84 |
105,97 |
4,24 |
4,19 |
105,91 |
4,21 |
PS0416 |
PL0000106340 |
102,01 |
102,14 |
4,39 |
4,35 |
102,08 |
4,36 |
IZ0816 |
PL0000103529 |
103,26 |
103,60 |
--- |
--- |
103,43 |
--- |
PS1016 |
PL0000106795 |
101,06 |
101,18 |
4,46 |
4,43 |
101,12 |
4,44 |
WZ0117 |
PL0000106936 |
99,80 |
99,95 |
--- |
--- |
99,88 |
--- |
PS0417 |
PL0000107058 |
101,09 |
101,22 |
4,48 |
4,45 |
101,16 |
4,46 |
DS1017 |
PL0000104543 |
103,43 |
103,57 |
4,49 |
4,46 |
103,50 |
4,47 |
WZ0118 |
PL0000104717 |
99,50 |
99,66 |
--- |
--- |
99,58 |
--- |
DS1019 |
PL0000105441 |
105,00 |
105,19 |
4,66 |
4,63 |
105,10 |
4,64 |
DS1020 |
PL0000106126 |
103,06 |
103,26 |
4,78 |
4,75 |
103,16 |
4,77 |
WZ0121 |
PL0000106068 |
97,79 |
97,96 |
--- |
--- |
97,88 |
--- |
DS1021 |
PL0000106670 |
105,86 |
106,07 |
4,93 |
4,91 |
105,97 |
4,92 |
WS0922 |
PL0000102646 |
106,03 |
106,25 |
4,97 |
4,94 |
106,14 |
4,96 |
IZ0823 |
PL0000105359 |
100,65 |
101,25 |
--- |
--- |
100,95 |
--- |
WS0429 |
PL0000105391 |
106,34 |
106,76 |
5,17 |
5,13 |
106,55 |
5,15 |
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 |
1/2 |
1 |
4,700 |
4,700 |
4,700 |
20 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,570 |
4,570 |
4,570 |
10 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
75 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
20 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
25 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,570 |
4,570 |
4,570 |
10 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,500 |
4,580 |
4,569 |
75 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,600 |
4,650 |
4,613 |
75 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
35 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
60 |
PS1016 |
PL0000106795 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
10 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
60 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
180 |
PS0414 |
PL0000105433 |
0/2 |
2 |
4,550 |
4,550 |
4,550 |
25 |
DS1020 |
PL0000106126 |
0/2 |
2 |
4,650 |
4,650 |
4,650 |
10 |
PS1016 |
PL0000106795 |
1/3 |
2 |
4,600 |
4,600 |
4,600 |
40 |
DS1013 |
PL0000102836 |
0/3 |
3 |
4,570 |
4,570 |
4,570 |
80 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,600 |
4,600 |
4,600 |
260 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
115 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
90 |
OK0113 |
PL0000106324 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
100 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
30 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
4,600 |
4,600 |
4,600 |
10 |
TOTAL |
1 415 |