2012-08-22 |
MARKET DATA |
No 161 (1946) |
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 |
2 630,00 |
2 566,34 |
116 |
925,00 |
980,63 |
19 |
3 555,00 |
3 546,97 |
135 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 630,00 |
2 566,34 |
116 |
925,00 |
980,63 |
19 |
3 555,00 |
3 546,97 |
135 |
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 |
99,23 |
99,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
98,23 |
98,24 |
98,23 |
98,25 |
98,23 |
98,24 |
98,24 |
335 000 |
329,10 |
9 |
PS0413 |
PL0000105037 |
100,57 |
100,53 |
100,53 |
100,53 |
100,53 |
100,53 |
100,53 |
65 000 |
66,48 |
2 |
OK0713 |
PL0000106563 |
96,17 |
96,18 |
96,19 |
96,19 |
96,19 |
96,19 |
96,19 |
80 000 |
76,95 |
1 |
DS1013 |
PL0000102836 |
100,80 |
100,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
94,26 |
94,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,47 |
102,41 |
102,41 |
102,42 |
102,41 |
102,42 |
102,42 |
180 000 |
187,78 |
8 |
OK0714 |
PL0000107009 |
92,55 |
92,40 |
92,58 |
92,58 |
92,38 |
92,42 |
92,45 |
1 340 000 |
1 238,78 |
42 |
PS0415 |
PL0000105953 |
103,24 |
103,19 |
103,22 |
103,22 |
103,22 |
103,22 |
103,22 |
5 000 |
5,25 |
1 |
DS1015 |
PL0000103602 |
105,89 |
105,75 |
105,78 |
105,78 |
105,78 |
105,78 |
105,78 |
10 000 |
11,10 |
1 |
PS0416 |
PL0000106340 |
102,12 |
102,08 |
102,11 |
102,12 |
102,05 |
102,12 |
102,09 |
135 000 |
140,06 |
6 |
PS1016 |
PL0000106795 |
101,15 |
101,10 |
101,15 |
101,15 |
101,15 |
101,15 |
101,15 |
30 000 |
31,53 |
1 |
PS0417 |
PL0000107058 |
101,20 |
101,09 |
101,20 |
101,20 |
101,10 |
101,20 |
101,13 |
185 000 |
190,00 |
23 |
DS1017 |
PL0000104543 |
103,52 |
103,44 |
103,52 |
103,52 |
103,52 |
103,52 |
103,52 |
20 000 |
21,58 |
1 |
DS1019 |
PL0000105441 |
105,18 |
105,09 |
105,17 |
105,18 |
105,17 |
105,18 |
105,18 |
45 000 |
49,39 |
3 |
DS1020 |
PL0000106126 |
103,41 |
103,23 |
103,22 |
103,32 |
103,17 |
103,32 |
103,23 |
65 000 |
69,94 |
6 |
DS1021 |
PL0000106670 |
106,18 |
106,10 |
106,10 |
106,20 |
106,03 |
106,18 |
106,11 |
70 000 |
77,62 |
7 |
WS0922 |
PL0000102646 |
106,31 |
106,19 |
106,13 |
106,30 |
106,11 |
106,30 |
106,20 |
50 000 |
55,74 |
4 |
WS0429 |
PL0000105391 |
106,98 |
106,75 |
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 |
103,24 |
103,49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
100,71 |
101,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,38 |
100,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,92 |
99,96 |
99,92 |
99,92 |
99,92 |
99,92 |
99,92 |
15 000 |
15,05 |
1 |
WZ0118 |
PL0000104717 |
99,60 |
99,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,83 |
97,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
2 630 000 |
2 566,34 |
116 |
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 |
5 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
117 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
159 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
187 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
215 |
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 |
98,21 |
98,28 |
4,32 |
4,15 |
98,25 |
4,22 |
PS0413 |
PL0000105037 |
100,55 |
100,66 |
4,33 |
4,16 |
100,61 |
4,24 |
OK0713 |
PL0000106563 |
96,15 |
96,25 |
4,36 |
4,25 |
96,20 |
4,30 |
DS1013 |
PL0000102836 |
100,78 |
100,89 |
4,29 |
4,19 |
100,84 |
4,23 |
OK0114 |
PL0000106712 |
94,24 |
94,37 |
4,26 |
4,16 |
94,31 |
4,21 |
PS0414 |
PL0000105433 |
102,43 |
102,57 |
4,20 |
4,11 |
102,50 |
4,15 |
OK0714 |
PL0000107009 |
92,53 |
92,60 |
4,13 |
4,09 |
92,57 |
4,11 |
WZ0115 |
PL0000106480 |
100,33 |
100,45 |
--- |
--- |
100,39 |
--- |
PS0415 |
PL0000105953 |
103,22 |
103,41 |
4,19 |
4,11 |
103,32 |
4,15 |
DS1015 |
PL0000103602 |
105,79 |
105,99 |
4,25 |
4,18 |
105,89 |
4,22 |
PS0416 |
PL0000106340 |
102,05 |
102,27 |
4,37 |
4,31 |
102,16 |
4,34 |
IZ0816 |
PL0000103529 |
103,18 |
103,58 |
--- |
--- |
103,38 |
--- |
PS1016 |
PL0000106795 |
101,12 |
101,31 |
4,44 |
4,39 |
101,22 |
4,42 |
WZ0117 |
PL0000106936 |
99,84 |
100,02 |
--- |
--- |
99,93 |
--- |
PS0417 |
PL0000107058 |
101,15 |
101,33 |
4,46 |
4,42 |
101,24 |
4,44 |
DS1017 |
PL0000104543 |
103,38 |
103,63 |
4,50 |
4,44 |
103,51 |
4,47 |
WZ0118 |
PL0000104717 |
99,55 |
99,73 |
--- |
--- |
99,64 |
--- |
DS1019 |
PL0000105441 |
105,08 |
105,34 |
4,65 |
4,60 |
105,21 |
4,62 |
DS1020 |
PL0000106126 |
103,21 |
103,49 |
4,76 |
4,72 |
103,35 |
4,74 |
WZ0121 |
PL0000106068 |
97,75 |
97,97 |
--- |
--- |
97,86 |
--- |
DS1021 |
PL0000106670 |
106,01 |
106,31 |
4,91 |
4,87 |
106,16 |
4,89 |
WS0922 |
PL0000102646 |
106,20 |
106,44 |
4,95 |
4,92 |
106,32 |
4,93 |
IZ0823 |
PL0000105359 |
100,63 |
101,17 |
--- |
--- |
100,90 |
--- |
WS0429 |
PL0000105391 |
106,62 |
107,19 |
5,14 |
5,09 |
106,91 |
5,12 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,21 |
98,26 |
4,32 |
4,20 |
98,24 |
4,25 |
PS0413 |
PL0000105037 |
100,51 |
100,62 |
4,39 |
4,22 |
100,57 |
4,30 |
OK0713 |
PL0000106563 |
96,14 |
96,23 |
4,37 |
4,27 |
96,19 |
4,32 |
DS1013 |
PL0000102836 |
100,72 |
100,82 |
4,34 |
4,25 |
100,77 |
4,29 |
OK0114 |
PL0000106712 |
94,22 |
94,30 |
4,28 |
4,21 |
94,26 |
4,24 |
PS0414 |
PL0000105433 |
102,40 |
102,46 |
4,21 |
4,18 |
102,43 |
4,20 |
OK0714 |
PL0000107009 |
92,40 |
92,49 |
4,21 |
4,15 |
92,45 |
4,18 |
WZ0115 |
PL0000106480 |
100,34 |
100,43 |
--- |
--- |
100,39 |
--- |
PS0415 |
PL0000105953 |
103,17 |
103,30 |
4,21 |
4,16 |
103,24 |
4,18 |
DS1015 |
PL0000103602 |
105,76 |
105,93 |
4,26 |
4,20 |
105,85 |
4,23 |
PS0416 |
PL0000106340 |
102,02 |
102,16 |
4,38 |
4,34 |
102,09 |
4,36 |
IZ0816 |
PL0000103529 |
103,19 |
103,54 |
--- |
--- |
103,37 |
--- |
PS1016 |
PL0000106795 |
101,08 |
101,23 |
4,45 |
4,41 |
101,16 |
4,43 |
WZ0117 |
PL0000106936 |
99,84 |
99,99 |
--- |
--- |
99,92 |
--- |
PS0417 |
PL0000107058 |
101,13 |
101,29 |
4,47 |
4,43 |
101,21 |
4,45 |
DS1017 |
PL0000104543 |
103,44 |
103,58 |
4,48 |
4,45 |
103,51 |
4,47 |
WZ0118 |
PL0000104717 |
99,55 |
99,69 |
--- |
--- |
99,62 |
--- |
DS1019 |
PL0000105441 |
105,11 |
105,29 |
4,64 |
4,61 |
105,20 |
4,63 |
DS1020 |
PL0000106126 |
103,29 |
103,44 |
4,75 |
4,73 |
103,37 |
4,74 |
WZ0121 |
PL0000106068 |
97,78 |
97,97 |
--- |
--- |
97,88 |
--- |
DS1021 |
PL0000106670 |
106,12 |
106,34 |
4,90 |
4,87 |
106,23 |
4,88 |
WS0922 |
PL0000102646 |
106,27 |
106,45 |
4,94 |
4,92 |
106,36 |
4,93 |
IZ0823 |
PL0000105359 |
100,66 |
101,19 |
--- |
--- |
100,93 |
--- |
WS0429 |
PL0000105391 |
106,69 |
107,12 |
5,14 |
5,10 |
106,91 |
5,12 |
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 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
10 |
WS0922 |
PL0000102646 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
85 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,300 |
4,300 |
4,300 |
10 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,500 |
4,500 |
4,500 |
30 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
110 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,550 |
4,550 |
4,550 |
30 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,300 |
4,300 |
4,300 |
25 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
60 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,400 |
4,500 |
4,475 |
80 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,350 |
4,500 |
4,371 |
70 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
20 |
OK0714 |
PL0000107009 |
1/2 |
1 |
4,300 |
4,550 |
4,488 |
20 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
235 |
DS1020 |
PL0000106126 |
0/2 |
2 |
4,300 |
4,300 |
4,300 |
20 |
OK0713 |
PL0000106563 |
0/2 |
2 |
4,550 |
4,550 |
4,550 |
40 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,500 |
4,500 |
4,500 |
80 |
TOTAL |
925 |