2012-08-24 |
MARKET DATA |
No 163 (1948) |
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 |
420,00 |
453,56 |
31 |
2 125,00 |
2 193,84 |
20 |
2 545,00 |
2 647,40 |
51 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
420,00 |
453,56 |
31 |
2 125,00 |
2 193,84 |
20 |
2 545,00 |
2 647,40 |
51 |
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 |
99,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
98,27 |
98,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,54 |
100,59 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
96,22 |
96,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,73 |
100,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
94,27 |
94,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,38 |
102,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
92,46 |
92,49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,20 |
103,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,81 |
105,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,14 |
102,11 |
102,16 |
102,16 |
102,16 |
102,16 |
102,16 |
25 000 |
25,97 |
1 |
PS1016 |
PL0000106795 |
101,26 |
101,25 |
101,25 |
101,29 |
101,25 |
101,29 |
101,26 |
65 000 |
68,42 |
4 |
PS0417 |
PL0000107058 |
101,23 |
101,23 |
101,23 |
101,23 |
101,23 |
101,23 |
101,23 |
10 000 |
10,29 |
1 |
DS1017 |
PL0000104543 |
103,59 |
103,52 |
103,54 |
103,57 |
103,54 |
103,57 |
103,55 |
45 000 |
48,59 |
3 |
DS1019 |
PL0000105441 |
105,33 |
105,17 |
105,29 |
105,29 |
105,27 |
105,27 |
105,28 |
70 000 |
76,93 |
4 |
DS1020 |
PL0000106126 |
103,44 |
103,35 |
103,49 |
103,49 |
103,49 |
103,49 |
103,49 |
15 000 |
16,19 |
1 |
DS1021 |
PL0000106670 |
106,37 |
106,28 |
106,22 |
106,37 |
106,22 |
106,37 |
106,23 |
75 000 |
83,30 |
8 |
WS0922 |
PL0000102646 |
106,36 |
106,29 |
106,34 |
106,38 |
106,34 |
106,38 |
106,36 |
50 000 |
55,85 |
4 |
WS0429 |
PL0000105391 |
107,10 |
107,00 |
107,10 |
107,10 |
107,10 |
107,10 |
107,10 |
30 000 |
32,72 |
2 |
WS0437 |
PL0000104857 |
100,00 |
105,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,50 |
103,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
100,84 |
101,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,40 |
100,40 |
100,43 |
100,43 |
100,40 |
100,40 |
100,40 |
35 000 |
35,31 |
3 |
WZ0117 |
PL0000106936 |
99,90 |
99,96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,60 |
99,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,88 |
97,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
420 000 |
453,56 |
31 |
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) |
28NOV12 |
PL0000006110 |
92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
113 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
155 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
183 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
211 |
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 |
98,23 |
98,32 |
4,38 |
4,16 |
98,28 |
4,26 |
PS0413 |
PL0000105037 |
100,50 |
100,64 |
4,39 |
4,17 |
100,57 |
4,28 |
OK0713 |
PL0000106563 |
96,17 |
96,33 |
4,39 |
4,20 |
96,25 |
4,30 |
DS1013 |
PL0000102836 |
100,69 |
100,85 |
4,36 |
4,22 |
100,77 |
4,29 |
OK0114 |
PL0000106712 |
94,23 |
94,41 |
4,30 |
4,16 |
94,32 |
4,23 |
PS0414 |
PL0000105433 |
102,34 |
102,50 |
4,24 |
4,14 |
102,42 |
4,19 |
OK0714 |
PL0000107009 |
92,42 |
92,53 |
4,22 |
4,16 |
92,48 |
4,19 |
WZ0115 |
PL0000106480 |
100,35 |
100,46 |
--- |
--- |
100,41 |
--- |
PS0415 |
PL0000105953 |
103,15 |
103,34 |
4,21 |
4,14 |
103,25 |
4,17 |
DS1015 |
PL0000103602 |
105,76 |
105,94 |
4,25 |
4,19 |
105,85 |
4,22 |
PS0416 |
PL0000106340 |
101,96 |
102,23 |
4,40 |
4,32 |
102,10 |
4,36 |
IZ0816 |
PL0000103529 |
103,35 |
103,66 |
--- |
--- |
103,51 |
--- |
PS1016 |
PL0000106795 |
101,15 |
101,40 |
4,43 |
4,37 |
101,28 |
4,40 |
WZ0117 |
PL0000106936 |
99,85 |
100,00 |
--- |
--- |
99,93 |
--- |
PS0417 |
PL0000107058 |
101,16 |
101,38 |
4,46 |
4,41 |
101,27 |
4,43 |
DS1017 |
PL0000104543 |
103,40 |
103,69 |
4,49 |
4,43 |
103,55 |
4,46 |
WZ0118 |
PL0000104717 |
99,55 |
99,70 |
--- |
--- |
99,63 |
--- |
DS1019 |
PL0000105441 |
105,16 |
105,51 |
4,63 |
4,58 |
105,34 |
4,60 |
DS1020 |
PL0000106126 |
103,23 |
103,61 |
4,76 |
4,70 |
103,42 |
4,73 |
WZ0121 |
PL0000106068 |
97,81 |
97,99 |
--- |
--- |
97,90 |
--- |
DS1021 |
PL0000106670 |
106,18 |
106,40 |
4,89 |
4,86 |
106,29 |
4,88 |
WS0922 |
PL0000102646 |
106,21 |
106,46 |
4,95 |
4,92 |
106,34 |
4,93 |
IZ0823 |
PL0000105359 |
100,75 |
101,34 |
--- |
--- |
101,05 |
--- |
WS0429 |
PL0000105391 |
106,63 |
107,16 |
5,14 |
5,10 |
106,90 |
5,12 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,25 |
98,31 |
4,33 |
4,18 |
98,28 |
4,26 |
PS0413 |
PL0000105037 |
100,52 |
100,63 |
4,36 |
4,19 |
100,58 |
4,27 |
OK0713 |
PL0000106563 |
96,20 |
96,31 |
4,36 |
4,22 |
96,26 |
4,28 |
DS1013 |
PL0000102836 |
100,71 |
100,84 |
4,34 |
4,23 |
100,78 |
4,28 |
OK0114 |
PL0000106712 |
94,23 |
94,36 |
4,30 |
4,20 |
94,30 |
4,25 |
PS0414 |
PL0000105433 |
102,34 |
102,47 |
4,24 |
4,16 |
102,41 |
4,20 |
OK0714 |
PL0000107009 |
92,44 |
92,52 |
4,21 |
4,16 |
92,48 |
4,19 |
WZ0115 |
PL0000106480 |
100,37 |
100,46 |
--- |
--- |
100,42 |
--- |
PS0415 |
PL0000105953 |
103,17 |
103,31 |
4,20 |
4,15 |
103,24 |
4,18 |
DS1015 |
PL0000103602 |
105,79 |
105,93 |
4,24 |
4,20 |
105,86 |
4,22 |
PS0416 |
PL0000106340 |
102,02 |
102,17 |
4,38 |
4,34 |
102,10 |
4,36 |
IZ0816 |
PL0000103529 |
103,36 |
103,65 |
--- |
--- |
103,51 |
--- |
PS1016 |
PL0000106795 |
101,23 |
101,39 |
4,41 |
4,37 |
101,31 |
4,39 |
WZ0117 |
PL0000106936 |
99,85 |
100,01 |
--- |
--- |
99,93 |
--- |
PS0417 |
PL0000107058 |
101,19 |
101,38 |
4,45 |
4,41 |
101,29 |
4,43 |
DS1017 |
PL0000104543 |
103,51 |
103,74 |
4,47 |
4,42 |
103,63 |
4,44 |
WZ0118 |
PL0000104717 |
99,54 |
99,70 |
--- |
--- |
99,62 |
--- |
DS1019 |
PL0000105441 |
105,20 |
105,44 |
4,63 |
4,59 |
105,32 |
4,61 |
DS1020 |
PL0000106126 |
103,33 |
103,55 |
4,74 |
4,71 |
103,44 |
4,73 |
WZ0121 |
PL0000106068 |
97,81 |
97,99 |
--- |
--- |
97,90 |
--- |
DS1021 |
PL0000106670 |
106,21 |
106,49 |
4,89 |
4,85 |
106,35 |
4,87 |
WS0922 |
PL0000102646 |
106,27 |
106,56 |
4,94 |
4,90 |
106,42 |
4,92 |
IZ0823 |
PL0000105359 |
100,75 |
101,34 |
--- |
--- |
101,05 |
--- |
WS0429 |
PL0000105391 |
106,74 |
107,25 |
5,13 |
5,09 |
107,00 |
5,11 |
REPO MARKET |
General Collateral (GC) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
|
|
|
|
0,000 |
0,000 |
0,000 |
0 |
TOTAL |
0 |
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 |
4,450 |
4,450 |
4,450 |
10 |
DS1013 |
PL0000102836 |
3/4 |
1 |
4,550 |
4,550 |
4,550 |
35 |
DS1019 |
PL0000105441 |
3/4 |
1 |
4,550 |
4,550 |
4,550 |
50 |
PS0415 |
PL0000105953 |
3/4 |
1 |
4,550 |
4,550 |
4,550 |
105 |
DS1020 |
PL0000106126 |
3/4 |
1 |
4,500 |
4,550 |
4,543 |
145 |
OK0714 |
PL0000107009 |
3/4 |
1 |
4,520 |
4,520 |
4,520 |
150 |
WS0922 |
PL0000102646 |
0/3 |
3 |
4,550 |
4,550 |
4,550 |
75 |
PS0415 |
PL0000105953 |
0/3 |
3 |
4,550 |
4,550 |
4,550 |
15 |
DS1021 |
PL0000106670 |
0/3 |
3 |
4,550 |
4,550 |
4,550 |
10 |
DS1013 |
PL0000102836 |
0/4 |
4 |
4,550 |
4,550 |
4,550 |
15 |
PS0416 |
PL0000106340 |
0/4 |
4 |
4,600 |
4,600 |
4,600 |
15 |
DS1017 |
PL0000104543 |
3/10 |
7 |
4,550 |
4,550 |
4,550 |
100 |
DS1017 |
PL0000104543 |
4/11 |
7 |
4,550 |
4,550 |
4,550 |
100 |
TOTAL |
825 |