2012-08-21 |
MARKET DATA |
No 160 (1945) |
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 |
425,00 |
447,65 |
30 |
2 960,00 |
3 041,23 |
27 |
3 385,00 |
3 488,88 |
57 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
425,00 |
447,65 |
30 |
2 960,00 |
3 041,23 |
27 |
3 385,00 |
3 488,88 |
57 |
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 |
99,26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
98,22 |
98,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,60 |
100,60 |
100,60 |
100,60 |
100,60 |
100,60 |
100,60 |
10 000 |
10,23 |
1 |
OK0713 |
PL0000106563 |
96,18 |
96,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,80 |
100,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
94,28 |
94,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,48 |
102,53 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
92,57 |
92,56 |
92,56 |
92,57 |
92,56 |
92,57 |
92,57 |
37 500 |
34,71 |
3 |
PS0415 |
PL0000105953 |
103,27 |
103,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,87 |
105,89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,13 |
102,16 |
102,17 |
102,17 |
102,16 |
102,16 |
102,16 |
30 000 |
31,14 |
4 |
PS1016 |
PL0000106795 |
101,19 |
101,18 |
101,18 |
101,18 |
101,18 |
101,18 |
101,18 |
10 000 |
10,51 |
1 |
PS0417 |
PL0000107058 |
101,22 |
101,17 |
101,22 |
101,23 |
101,19 |
101,19 |
101,22 |
45 000 |
46,25 |
4 |
DS1017 |
PL0000104543 |
103,52 |
103,52 |
103,58 |
103,58 |
103,58 |
103,58 |
103,58 |
10 000 |
10,79 |
1 |
DS1019 |
PL0000105441 |
105,22 |
105,13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
103,35 |
103,27 |
103,28 |
103,28 |
103,28 |
103,28 |
103,28 |
35 000 |
37,67 |
2 |
DS1021 |
PL0000106670 |
106,20 |
106,04 |
106,10 |
106,20 |
106,09 |
106,09 |
106,13 |
45 000 |
49,90 |
4 |
WS0922 |
PL0000102646 |
106,30 |
106,22 |
106,30 |
106,30 |
106,23 |
106,23 |
106,24 |
120 000 |
133,80 |
7 |
WS0429 |
PL0000105391 |
106,90 |
106,94 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
70,00 |
120,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,25 |
103,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
100,70 |
101,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,36 |
100,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,87 |
99,91 |
99,91 |
99,91 |
99,91 |
99,91 |
99,91 |
40 000 |
40,13 |
1 |
WZ0118 |
PL0000104717 |
99,60 |
99,61 |
99,61 |
99,61 |
99,61 |
99,61 |
99,61 |
42 500 |
42,51 |
2 |
WZ0121 |
PL0000106068 |
97,90 |
97,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
425 000 |
447,65 |
30 |
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 |
6 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
118 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
160 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
188 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
216 |
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 |
98,19 |
98,29 |
4,34 |
4,10 |
98,24 |
4,22 |
PS0413 |
PL0000105037 |
100,54 |
100,67 |
4,35 |
4,15 |
100,61 |
4,24 |
OK0713 |
PL0000106563 |
96,15 |
96,25 |
4,35 |
4,23 |
96,20 |
4,29 |
DS1013 |
PL0000102836 |
100,77 |
100,89 |
4,30 |
4,19 |
100,83 |
4,24 |
OK0114 |
PL0000106712 |
94,21 |
94,34 |
4,28 |
4,17 |
94,28 |
4,22 |
PS0414 |
PL0000105433 |
102,43 |
102,59 |
4,20 |
4,10 |
102,51 |
4,15 |
OK0714 |
PL0000107009 |
92,54 |
92,60 |
4,12 |
4,08 |
92,57 |
4,10 |
WZ0115 |
PL0000106480 |
100,31 |
100,43 |
--- |
--- |
100,37 |
--- |
PS0415 |
PL0000105953 |
103,22 |
103,40 |
4,19 |
4,12 |
103,31 |
4,16 |
DS1015 |
PL0000103602 |
105,82 |
106,03 |
4,24 |
4,17 |
105,93 |
4,21 |
PS0416 |
PL0000106340 |
102,07 |
102,23 |
4,37 |
4,32 |
102,15 |
4,34 |
IZ0816 |
PL0000103529 |
103,20 |
103,60 |
--- |
--- |
103,40 |
--- |
PS1016 |
PL0000106795 |
101,09 |
101,33 |
4,45 |
4,39 |
101,21 |
4,42 |
WZ0117 |
PL0000106936 |
99,77 |
99,94 |
--- |
--- |
99,86 |
--- |
PS0417 |
PL0000107058 |
101,11 |
101,32 |
4,47 |
4,42 |
101,22 |
4,45 |
DS1017 |
PL0000104543 |
103,40 |
103,62 |
4,49 |
4,44 |
103,51 |
4,47 |
WZ0118 |
PL0000104717 |
99,50 |
99,65 |
--- |
--- |
99,58 |
--- |
DS1019 |
PL0000105441 |
105,01 |
105,30 |
4,66 |
4,61 |
105,16 |
4,63 |
DS1020 |
PL0000106126 |
103,16 |
103,48 |
4,77 |
4,72 |
103,32 |
4,74 |
WZ0121 |
PL0000106068 |
97,75 |
97,97 |
--- |
--- |
97,86 |
--- |
DS1021 |
PL0000106670 |
105,92 |
106,26 |
4,93 |
4,88 |
106,09 |
4,90 |
WS0922 |
PL0000102646 |
106,07 |
106,44 |
4,97 |
4,92 |
106,26 |
4,94 |
IZ0823 |
PL0000105359 |
100,62 |
101,18 |
--- |
--- |
100,90 |
--- |
WS0429 |
PL0000105391 |
106,40 |
107,00 |
5,16 |
5,11 |
106,70 |
5,14 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,20 |
98,28 |
4,32 |
4,12 |
98,24 |
4,22 |
PS0413 |
PL0000105037 |
100,55 |
100,65 |
4,33 |
4,18 |
100,60 |
4,26 |
OK0713 |
PL0000106563 |
96,16 |
96,24 |
4,34 |
4,24 |
96,20 |
4,29 |
DS1013 |
PL0000102836 |
100,78 |
100,90 |
4,29 |
4,18 |
100,84 |
4,23 |
OK0114 |
PL0000106712 |
94,25 |
94,34 |
4,24 |
4,17 |
94,30 |
4,21 |
PS0414 |
PL0000105433 |
102,45 |
102,57 |
4,19 |
4,11 |
102,51 |
4,15 |
OK0714 |
PL0000107009 |
92,49 |
92,59 |
4,15 |
4,09 |
92,54 |
4,12 |
WZ0115 |
PL0000106480 |
100,33 |
100,44 |
--- |
--- |
100,39 |
--- |
PS0415 |
PL0000105953 |
103,21 |
103,35 |
4,19 |
4,14 |
103,28 |
4,17 |
DS1015 |
PL0000103602 |
105,78 |
105,92 |
4,26 |
4,21 |
105,85 |
4,23 |
PS0416 |
PL0000106340 |
102,08 |
102,21 |
4,36 |
4,33 |
102,15 |
4,34 |
IZ0816 |
PL0000103529 |
103,20 |
103,60 |
--- |
--- |
103,40 |
--- |
PS1016 |
PL0000106795 |
101,12 |
101,25 |
4,44 |
4,41 |
101,19 |
4,42 |
WZ0117 |
PL0000106936 |
99,82 |
99,98 |
--- |
--- |
99,90 |
--- |
PS0417 |
PL0000107058 |
101,09 |
101,22 |
4,48 |
4,45 |
101,16 |
4,46 |
DS1017 |
PL0000104543 |
103,41 |
103,56 |
4,49 |
4,46 |
103,49 |
4,47 |
WZ0118 |
PL0000104717 |
99,55 |
99,73 |
--- |
--- |
99,64 |
--- |
DS1019 |
PL0000105441 |
105,07 |
105,22 |
4,65 |
4,62 |
105,15 |
4,63 |
DS1020 |
PL0000106126 |
103,20 |
103,39 |
4,76 |
4,73 |
103,30 |
4,75 |
WZ0121 |
PL0000106068 |
97,78 |
97,99 |
--- |
--- |
97,89 |
--- |
DS1021 |
PL0000106670 |
106,01 |
106,20 |
4,91 |
4,89 |
106,11 |
4,90 |
WS0922 |
PL0000102646 |
106,19 |
106,36 |
4,95 |
4,93 |
106,28 |
4,94 |
IZ0823 |
PL0000105359 |
100,63 |
101,17 |
--- |
--- |
100,90 |
--- |
WS0429 |
PL0000105391 |
106,62 |
107,12 |
5,14 |
5,10 |
106,87 |
5,12 |
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 |
1/2 |
1 |
4,750 |
4,800 |
4,770 |
1 800 |
TOTAL |
1 800 |
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 |
4,600 |
4,600 |
4,600 |
35 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,500 |
4,500 |
4,500 |
30 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,610 |
4,610 |
4,610 |
80 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
20 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,380 |
4,500 |
4,420 |
150 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,400 |
4,400 |
4,400 |
20 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,350 |
4,650 |
4,450 |
60 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,550 |
4,550 |
4,550 |
20 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
20 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,550 |
4,600 |
4,587 |
235 |
DS1020 |
PL0000106126 |
0/2 |
2 |
4,550 |
4,550 |
4,550 |
80 |
PS1016 |
PL0000106795 |
0/2 |
2 |
4,550 |
4,550 |
4,550 |
10 |
DS1013 |
PL0000102836 |
1/8 |
7 |
4,600 |
4,600 |
4,600 |
400 |
TOTAL |
1 160 |