2012-08-23 |
MARKET DATA |
No 162 (1947) |
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 |
1 480,00 |
1 517,03 |
99 |
2 710,00 |
2 818,11 |
33 |
4 190,00 |
4 335,14 |
132 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 480,00 |
1 517,03 |
99 |
2 710,00 |
2 818,11 |
33 |
4 190,00 |
4 335,14 |
132 |
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 |
99,28 |
99,30 |
99,27 |
99,27 |
99,27 |
99,27 |
99,27 |
25 000 |
24,82 |
1 |
OK0113 |
PL0000106324 |
98,26 |
98,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,54 |
100,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
96,22 |
96,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,76 |
100,81 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
94,28 |
94,29 |
94,27 |
94,27 |
94,27 |
94,27 |
94,27 |
30 000 |
28,28 |
1 |
PS0414 |
PL0000105433 |
102,42 |
102,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
92,48 |
92,49 |
92,50 |
92,50 |
92,50 |
92,50 |
92,50 |
342 500 |
316,81 |
14 |
PS0415 |
PL0000105953 |
103,24 |
103,26 |
103,29 |
103,30 |
103,29 |
103,30 |
103,30 |
60 000 |
63,10 |
2 |
DS1015 |
PL0000103602 |
105,91 |
105,89 |
105,91 |
105,91 |
105,91 |
105,91 |
105,91 |
10 000 |
11,12 |
1 |
PS0416 |
PL0000106340 |
102,15 |
102,10 |
102,11 |
102,11 |
102,11 |
102,11 |
102,11 |
20 000 |
20,76 |
1 |
PS1016 |
PL0000106795 |
101,36 |
101,32 |
101,35 |
101,35 |
101,32 |
101,32 |
101,32 |
105 000 |
110,57 |
8 |
PS0417 |
PL0000107058 |
101,30 |
101,27 |
101,28 |
101,32 |
101,28 |
101,32 |
101,31 |
290 000 |
298,48 |
22 |
DS1017 |
PL0000104543 |
103,62 |
103,51 |
103,51 |
103,51 |
103,50 |
103,50 |
103,51 |
55 000 |
59,35 |
2 |
DS1019 |
PL0000105441 |
105,46 |
105,36 |
105,40 |
105,40 |
105,37 |
105,37 |
105,38 |
25 000 |
27,50 |
2 |
DS1020 |
PL0000106126 |
103,58 |
103,39 |
103,43 |
103,47 |
103,40 |
103,47 |
103,43 |
75 000 |
80,88 |
6 |
DS1021 |
PL0000106670 |
106,50 |
106,30 |
106,35 |
106,57 |
106,30 |
106,43 |
106,45 |
137 500 |
153,00 |
15 |
WS0922 |
PL0000102646 |
106,53 |
106,41 |
106,55 |
106,60 |
106,40 |
106,40 |
106,51 |
115 000 |
128,61 |
12 |
WS0429 |
PL0000105391 |
107,30 |
106,99 |
107,30 |
107,30 |
107,06 |
107,06 |
107,19 |
30 000 |
32,74 |
5 |
WS0437 |
PL0000104857 |
90,00 |
105,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,35 |
103,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
100,75 |
101,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,40 |
100,39 |
100,40 |
100,41 |
100,40 |
100,41 |
100,40 |
135 000 |
136,17 |
4 |
WZ0117 |
PL0000106936 |
99,88 |
99,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,61 |
99,63 |
99,61 |
99,61 |
99,61 |
99,61 |
99,61 |
15 000 |
15,01 |
2 |
WZ0121 |
PL0000106068 |
97,86 |
97,93 |
97,93 |
97,93 |
97,93 |
97,93 |
97,93 |
10 000 |
9,84 |
1 |
TOTAL |
1 480 000 |
1 517,03 |
99 |
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 |
2 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
114 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
156 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
184 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
212 |
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 |
98,24 |
98,31 |
4,33 |
4,16 |
98,28 |
4,23 |
PS0413 |
PL0000105037 |
100,51 |
100,63 |
4,38 |
4,19 |
100,57 |
4,29 |
OK0713 |
PL0000106563 |
96,18 |
96,34 |
4,37 |
4,18 |
96,26 |
4,27 |
DS1013 |
PL0000102836 |
100,70 |
100,85 |
4,35 |
4,22 |
100,78 |
4,28 |
OK0114 |
PL0000106712 |
94,21 |
94,38 |
4,31 |
4,18 |
94,30 |
4,24 |
PS0414 |
PL0000105433 |
102,38 |
102,50 |
4,22 |
4,14 |
102,44 |
4,18 |
OK0714 |
PL0000107009 |
92,42 |
92,52 |
4,21 |
4,16 |
92,47 |
4,18 |
WZ0115 |
PL0000106480 |
100,34 |
100,43 |
--- |
--- |
100,39 |
--- |
PS0415 |
PL0000105953 |
103,16 |
103,32 |
4,21 |
4,15 |
103,24 |
4,18 |
DS1015 |
PL0000103602 |
105,74 |
105,96 |
4,26 |
4,19 |
105,85 |
4,23 |
PS0416 |
PL0000106340 |
102,03 |
102,25 |
4,38 |
4,31 |
102,14 |
4,34 |
IZ0816 |
PL0000103529 |
103,24 |
103,57 |
--- |
--- |
103,41 |
--- |
PS1016 |
PL0000106795 |
101,20 |
101,38 |
4,42 |
4,37 |
101,29 |
4,40 |
WZ0117 |
PL0000106936 |
99,85 |
100,01 |
--- |
--- |
99,93 |
--- |
PS0417 |
PL0000107058 |
101,17 |
101,40 |
4,46 |
4,40 |
101,29 |
4,43 |
DS1017 |
PL0000104543 |
103,46 |
103,75 |
4,48 |
4,42 |
103,61 |
4,45 |
WZ0118 |
PL0000104717 |
99,57 |
99,74 |
--- |
--- |
99,66 |
--- |
DS1019 |
PL0000105441 |
105,31 |
105,51 |
4,61 |
4,58 |
105,41 |
4,59 |
DS1020 |
PL0000106126 |
103,30 |
103,70 |
4,75 |
4,69 |
103,50 |
4,72 |
WZ0121 |
PL0000106068 |
97,80 |
97,98 |
--- |
--- |
97,89 |
--- |
DS1021 |
PL0000106670 |
106,36 |
106,64 |
4,87 |
4,83 |
106,50 |
4,85 |
WS0922 |
PL0000102646 |
106,35 |
106,63 |
4,93 |
4,90 |
106,49 |
4,91 |
IZ0823 |
PL0000105359 |
100,65 |
101,25 |
--- |
--- |
100,95 |
--- |
WS0429 |
PL0000105391 |
106,90 |
107,43 |
5,12 |
5,07 |
107,17 |
5,09 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,22 |
98,31 |
4,38 |
4,16 |
98,27 |
4,26 |
PS0413 |
PL0000105037 |
100,51 |
100,63 |
4,38 |
4,19 |
100,57 |
4,29 |
OK0713 |
PL0000106563 |
96,18 |
96,31 |
4,37 |
4,21 |
96,25 |
4,28 |
DS1013 |
PL0000102836 |
100,71 |
100,84 |
4,34 |
4,23 |
100,78 |
4,28 |
OK0114 |
PL0000106712 |
94,25 |
94,38 |
4,28 |
4,18 |
94,32 |
4,22 |
PS0414 |
PL0000105433 |
102,36 |
102,46 |
4,23 |
4,17 |
102,41 |
4,20 |
OK0714 |
PL0000107009 |
92,43 |
92,52 |
4,21 |
4,16 |
92,48 |
4,18 |
WZ0115 |
PL0000106480 |
100,37 |
100,44 |
--- |
--- |
100,41 |
--- |
PS0415 |
PL0000105953 |
103,19 |
103,37 |
4,20 |
4,13 |
103,28 |
4,16 |
DS1015 |
PL0000103602 |
105,81 |
106,00 |
4,24 |
4,18 |
105,91 |
4,21 |
PS0416 |
PL0000106340 |
102,04 |
102,24 |
4,37 |
4,31 |
102,14 |
4,34 |
IZ0816 |
PL0000103529 |
103,30 |
103,61 |
--- |
--- |
103,46 |
--- |
PS1016 |
PL0000106795 |
101,21 |
101,38 |
4,42 |
4,37 |
101,30 |
4,39 |
WZ0117 |
PL0000106936 |
99,84 |
100,00 |
--- |
--- |
99,92 |
--- |
PS0417 |
PL0000107058 |
101,20 |
101,38 |
4,45 |
4,41 |
101,29 |
4,43 |
DS1017 |
PL0000104543 |
103,43 |
103,65 |
4,48 |
4,44 |
103,54 |
4,46 |
WZ0118 |
PL0000104717 |
99,55 |
99,67 |
--- |
--- |
99,61 |
--- |
DS1019 |
PL0000105441 |
105,21 |
105,45 |
4,62 |
4,59 |
105,33 |
4,60 |
DS1020 |
PL0000106126 |
103,18 |
103,44 |
4,76 |
4,73 |
103,31 |
4,75 |
WZ0121 |
PL0000106068 |
97,82 |
97,98 |
--- |
--- |
97,90 |
--- |
DS1021 |
PL0000106670 |
106,16 |
106,40 |
4,89 |
4,86 |
106,28 |
4,88 |
WS0922 |
PL0000102646 |
106,14 |
106,45 |
4,96 |
4,92 |
106,30 |
4,94 |
IZ0823 |
PL0000105359 |
100,70 |
101,22 |
--- |
--- |
100,96 |
--- |
WS0429 |
PL0000105391 |
106,62 |
107,11 |
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 |
1/4 |
3 |
4,700 |
4,750 |
4,727 |
1 100 |
TOTAL |
1 100 |
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 |
4,400 |
4,400 |
4,400 |
30 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,500 |
4,500 |
4,500 |
25 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,500 |
4,500 |
4,500 |
145 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,500 |
4,550 |
4,525 |
140 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,470 |
4,470 |
4,470 |
40 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,450 |
4,500 |
4,492 |
60 |
WS0922 |
PL0000102646 |
1/4 |
3 |
4,500 |
4,500 |
4,500 |
25 |
DS1013 |
PL0000102836 |
1/4 |
3 |
4,550 |
4,550 |
4,550 |
35 |
DS1017 |
PL0000104543 |
1/4 |
3 |
4,470 |
4,470 |
4,470 |
110 |
DS1019 |
PL0000105441 |
1/4 |
3 |
4,500 |
4,520 |
4,514 |
280 |
PS0415 |
PL0000105953 |
1/4 |
3 |
4,500 |
4,500 |
4,500 |
120 |
DS1020 |
PL0000106126 |
1/4 |
3 |
4,500 |
4,520 |
4,515 |
75 |
DS1021 |
PL0000106670 |
1/4 |
3 |
4,550 |
4,550 |
4,550 |
55 |
PS1016 |
PL0000106795 |
1/4 |
3 |
4,550 |
4,550 |
4,550 |
20 |
PS0417 |
PL0000107058 |
1/4 |
3 |
4,550 |
4,550 |
4,550 |
20 |
DS1017 |
PL0000104543 |
0/4 |
4 |
4,500 |
4,500 |
4,500 |
110 |
PS0414 |
PL0000105433 |
0/4 |
4 |
4,500 |
4,500 |
4,500 |
50 |
PS0415 |
PL0000105953 |
0/4 |
4 |
4,500 |
4,500 |
4,500 |
35 |
DS1020 |
PL0000106126 |
1/5 |
4 |
4,500 |
4,500 |
4,500 |
40 |
PS0415 |
PL0000105953 |
4/11 |
7 |
4,580 |
4,580 |
4,580 |
20 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,580 |
4,580 |
4,580 |
100 |
DS1020 |
PL0000106126 |
4/11 |
7 |
4,580 |
4,580 |
4,580 |
75 |
TOTAL |
1 610 |