2012-08-27 |
MARKET DATA |
No 164 (1949) |
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 |
85,00 |
89,83 |
7 |
1 935,00 |
2 044,68 |
24 |
2 020,00 |
2 134,51 |
31 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
85,00 |
89,83 |
7 |
1 935,00 |
2 044,68 |
24 |
2 020,00 |
2 134,51 |
31 |
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 |
99,31 |
99,34 |
99,31 |
99,31 |
99,31 |
99,31 |
99,31 |
40 000 |
39,72 |
2 |
OK0113 |
PL0000106324 |
98,26 |
98,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,54 |
100,61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
96,25 |
96,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,73 |
100,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
94,28 |
94,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,35 |
102,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
92,47 |
92,51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,22 |
103,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,85 |
105,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,10 |
102,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,35 |
101,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
101,33 |
101,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,61 |
103,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,33 |
105,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
103,44 |
103,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
106,50 |
106,36 |
106,50 |
106,50 |
106,45 |
106,45 |
106,48 |
45 000 |
50,10 |
5 |
WS0922 |
PL0000102646 |
106,50 |
106,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
107,00 |
107,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
90,00 |
105,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,40 |
103,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
100,80 |
101,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,43 |
100,42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,90 |
99,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,61 |
99,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,86 |
97,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
85 000 |
89,83 |
7 |
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 |
91 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
112 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
154 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
182 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
210 |
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 |
4,41 |
4,19 |
98,28 |
4,29 |
PS0413 |
PL0000105037 |
100,52 |
100,63 |
4,35 |
4,19 |
100,58 |
4,26 |
OK0713 |
PL0000106563 |
96,20 |
96,32 |
4,37 |
4,23 |
96,26 |
4,30 |
DS1013 |
PL0000102836 |
100,71 |
100,84 |
4,34 |
4,22 |
100,78 |
4,28 |
OK0114 |
PL0000106712 |
94,24 |
94,37 |
4,30 |
4,20 |
94,31 |
4,25 |
PS0414 |
PL0000105433 |
102,33 |
102,48 |
4,25 |
4,15 |
102,41 |
4,20 |
OK0714 |
PL0000107009 |
92,45 |
92,54 |
4,21 |
4,16 |
92,50 |
4,18 |
WZ0115 |
PL0000106480 |
100,37 |
100,48 |
--- |
--- |
100,43 |
--- |
PS0415 |
PL0000105953 |
103,16 |
103,36 |
4,21 |
4,13 |
103,26 |
4,17 |
DS1015 |
PL0000103602 |
105,81 |
105,98 |
4,24 |
4,18 |
105,90 |
4,21 |
PS0416 |
PL0000106340 |
102,02 |
102,25 |
4,38 |
4,31 |
102,14 |
4,34 |
IZ0816 |
PL0000103529 |
103,34 |
103,66 |
--- |
--- |
103,50 |
--- |
PS1016 |
PL0000106795 |
101,26 |
101,45 |
4,40 |
4,35 |
101,36 |
4,38 |
WZ0117 |
PL0000106936 |
99,85 |
100,02 |
--- |
--- |
99,94 |
--- |
PS0417 |
PL0000107058 |
101,22 |
101,44 |
4,45 |
4,39 |
101,33 |
4,42 |
DS1017 |
PL0000104543 |
103,52 |
103,82 |
4,46 |
4,40 |
103,67 |
4,43 |
WZ0118 |
PL0000104717 |
99,56 |
99,73 |
--- |
--- |
99,65 |
--- |
DS1019 |
PL0000105441 |
105,26 |
105,54 |
4,62 |
4,57 |
105,40 |
4,59 |
DS1020 |
PL0000106126 |
103,35 |
103,72 |
4,74 |
4,69 |
103,54 |
4,71 |
WZ0121 |
PL0000106068 |
97,82 |
98,02 |
--- |
--- |
97,92 |
--- |
DS1021 |
PL0000106670 |
106,26 |
106,54 |
4,88 |
4,84 |
106,40 |
4,86 |
WS0922 |
PL0000102646 |
106,34 |
106,65 |
4,93 |
4,89 |
106,50 |
4,91 |
IZ0823 |
PL0000105359 |
100,75 |
101,35 |
--- |
--- |
101,05 |
--- |
WS0429 |
PL0000105391 |
106,89 |
107,33 |
5,12 |
5,08 |
107,11 |
5,10 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,24 |
98,33 |
4,39 |
4,16 |
98,29 |
4,26 |
PS0413 |
PL0000105037 |
100,52 |
100,63 |
4,35 |
4,19 |
100,58 |
4,26 |
OK0713 |
PL0000106563 |
96,23 |
96,32 |
4,33 |
4,23 |
96,28 |
4,27 |
DS1013 |
PL0000102836 |
100,71 |
100,84 |
4,34 |
4,22 |
100,78 |
4,28 |
OK0114 |
PL0000106712 |
94,25 |
94,37 |
4,29 |
4,20 |
94,31 |
4,25 |
PS0414 |
PL0000105433 |
102,33 |
102,48 |
4,25 |
4,15 |
102,41 |
4,20 |
OK0714 |
PL0000107009 |
92,45 |
92,55 |
4,21 |
4,15 |
92,50 |
4,18 |
WZ0115 |
PL0000106480 |
100,37 |
100,46 |
--- |
--- |
100,42 |
--- |
PS0415 |
PL0000105953 |
103,15 |
103,37 |
4,21 |
4,12 |
103,26 |
4,17 |
DS1015 |
PL0000103602 |
105,83 |
105,99 |
4,23 |
4,18 |
105,91 |
4,20 |
PS0416 |
PL0000106340 |
102,06 |
102,29 |
4,37 |
4,30 |
102,18 |
4,33 |
IZ0816 |
PL0000103529 |
103,35 |
103,65 |
--- |
--- |
103,50 |
--- |
PS1016 |
PL0000106795 |
101,32 |
101,51 |
4,39 |
4,34 |
101,42 |
4,36 |
WZ0117 |
PL0000106936 |
99,85 |
100,01 |
--- |
--- |
99,93 |
--- |
PS0417 |
PL0000107058 |
101,30 |
101,43 |
4,43 |
4,40 |
101,37 |
4,41 |
DS1017 |
PL0000104543 |
103,57 |
103,82 |
4,45 |
4,40 |
103,70 |
4,43 |
WZ0118 |
PL0000104717 |
99,57 |
99,67 |
--- |
--- |
99,62 |
--- |
DS1019 |
PL0000105441 |
105,29 |
105,60 |
4,61 |
4,56 |
105,45 |
4,58 |
DS1020 |
PL0000106126 |
103,40 |
103,75 |
4,73 |
4,68 |
103,58 |
4,71 |
WZ0121 |
PL0000106068 |
97,82 |
98,02 |
--- |
--- |
97,92 |
--- |
DS1021 |
PL0000106670 |
106,37 |
106,51 |
4,87 |
4,85 |
106,44 |
4,86 |
WS0922 |
PL0000102646 |
106,43 |
106,66 |
4,92 |
4,89 |
106,55 |
4,91 |
IZ0823 |
PL0000105359 |
100,75 |
101,35 |
--- |
--- |
101,05 |
--- |
WS0429 |
PL0000105391 |
106,90 |
107,39 |
5,12 |
5,08 |
107,15 |
5,10 |
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 |
5,000 |
5,000 |
5,000 |
300 |
TOTAL |
300 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,700 |
4,700 |
4,700 |
40 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
40 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
20 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
20 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
10 |
DS1017 |
PL0000104543 |
0/2 |
2 |
4,700 |
4,700 |
4,700 |
185 |
WS0429 |
PL0000105391 |
0/2 |
2 |
4,600 |
4,600 |
4,600 |
10 |
DS1019 |
PL0000105441 |
1/3 |
2 |
4,750 |
4,750 |
4,750 |
70 |
DS1020 |
PL0000106126 |
0/2 |
2 |
4,700 |
4,700 |
4,700 |
70 |
WZ0121 |
PL0000106068 |
0/2 |
2 |
4,600 |
4,600 |
4,600 |
5 |
DS1013 |
PL0000102836 |
1/8 |
7 |
4,650 |
4,750 |
4,671 |
165 |
DS1013 |
PL0000102836 |
2/9 |
7 |
4,650 |
4,650 |
4,650 |
400 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
135 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,750 |
4,750 |
4,750 |
105 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,700 |
4,730 |
4,706 |
155 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,750 |
4,750 |
4,750 |
155 |
WZ0117 |
PL0000106936 |
1/8 |
7 |
4,750 |
4,750 |
4,750 |
50 |
TOTAL |
1 635 |