2012-08-29 |
MARKET DATA |
No 166 (1951) |
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 |
2 282,50 |
2 338,69 |
129 |
2 470,00 |
2 589,13 |
27 |
4 752,50 |
4 927,82 |
156 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 282,50 |
2 338,69 |
129 |
2 470,00 |
2 589,13 |
27 |
4 752,50 |
4 927,82 |
156 |
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 |
99,36 |
99,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
98,32 |
98,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,58 |
100,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
96,35 |
96,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,87 |
100,83 |
100,84 |
100,86 |
100,84 |
100,86 |
100,85 |
217 500 |
228,61 |
4 |
OK0114 |
PL0000106712 |
94,43 |
94,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,48 |
102,49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
92,58 |
92,54 |
92,56 |
92,58 |
92,54 |
92,55 |
92,56 |
650 000 |
601,67 |
19 |
PS0415 |
PL0000105953 |
103,31 |
103,30 |
103,31 |
103,31 |
103,31 |
103,31 |
103,31 |
10 000 |
10,52 |
1 |
DS1015 |
PL0000103602 |
105,88 |
105,89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,27 |
102,25 |
102,23 |
102,30 |
102,23 |
102,29 |
102,27 |
77 500 |
80,62 |
5 |
PS1016 |
PL0000106795 |
101,53 |
101,47 |
101,52 |
101,54 |
101,51 |
101,51 |
101,52 |
95 000 |
100,28 |
10 |
PS0417 |
PL0000107058 |
101,48 |
101,39 |
101,50 |
101,52 |
101,34 |
101,34 |
101,44 |
520 000 |
536,14 |
32 |
DS1017 |
PL0000104543 |
103,78 |
103,65 |
103,68 |
103,75 |
103,66 |
103,70 |
103,69 |
135 000 |
146,01 |
11 |
DS1019 |
PL0000105441 |
105,40 |
105,30 |
105,38 |
105,38 |
105,30 |
105,30 |
105,34 |
40 000 |
44,01 |
3 |
DS1020 |
PL0000106126 |
103,53 |
103,35 |
103,40 |
103,40 |
103,25 |
103,25 |
103,32 |
25 000 |
26,94 |
3 |
DS1021 |
PL0000106670 |
106,47 |
106,25 |
106,38 |
106,41 |
106,15 |
106,15 |
106,35 |
145 000 |
161,29 |
16 |
WS0922 |
PL0000102646 |
106,55 |
106,25 |
106,54 |
106,54 |
106,20 |
106,20 |
106,39 |
17 500 |
19,56 |
2 |
WS0429 |
PL0000105391 |
107,05 |
106,99 |
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 |
103,60 |
103,45 |
103,60 |
103,60 |
103,45 |
103,45 |
103,52 |
27 500 |
36,29 |
3 |
IZ0823 |
PL0000105359 |
100,90 |
100,82 |
101,00 |
101,00 |
100,70 |
100,83 |
100,85 |
142 500 |
165,69 |
13 |
WZ0115 |
PL0000106480 |
100,44 |
100,42 |
100,46 |
100,46 |
100,40 |
100,40 |
100,42 |
155 000 |
156,46 |
5 |
WZ0117 |
PL0000106936 |
99,95 |
99,95 |
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 |
97,89 |
97,91 |
97,89 |
97,89 |
97,84 |
97,84 |
97,85 |
25 000 |
24,59 |
2 |
TOTAL |
2 282 500 |
2 338,69 |
129 |
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 |
89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
110 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
152 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
180 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
208 |
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 |
98,30 |
98,37 |
4,29 |
4,11 |
98,34 |
4,19 |
PS0413 |
PL0000105037 |
100,55 |
100,67 |
4,30 |
4,11 |
100,61 |
4,21 |
OK0713 |
PL0000106563 |
96,28 |
96,39 |
4,30 |
4,17 |
96,34 |
4,23 |
DS1013 |
PL0000102836 |
100,76 |
100,87 |
4,29 |
4,19 |
100,82 |
4,24 |
OK0114 |
PL0000106712 |
94,33 |
94,45 |
4,25 |
4,15 |
94,39 |
4,20 |
PS0414 |
PL0000105433 |
102,41 |
102,57 |
4,19 |
4,09 |
102,49 |
4,14 |
OK0714 |
PL0000107009 |
92,50 |
92,57 |
4,19 |
4,15 |
92,54 |
4,17 |
WZ0115 |
PL0000106480 |
100,41 |
100,49 |
--- |
--- |
100,45 |
--- |
PS0415 |
PL0000105953 |
103,25 |
103,38 |
4,17 |
4,12 |
103,32 |
4,14 |
DS1015 |
PL0000103602 |
105,78 |
105,95 |
4,24 |
4,19 |
105,87 |
4,21 |
PS0416 |
PL0000106340 |
102,18 |
102,30 |
4,33 |
4,30 |
102,24 |
4,31 |
IZ0816 |
PL0000103529 |
103,53 |
103,71 |
--- |
--- |
103,62 |
--- |
PS1016 |
PL0000106795 |
101,39 |
101,55 |
4,37 |
4,33 |
101,47 |
4,35 |
WZ0117 |
PL0000106936 |
99,89 |
100,06 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
101,40 |
101,53 |
4,40 |
4,37 |
101,47 |
4,39 |
DS1017 |
PL0000104543 |
103,68 |
103,91 |
4,43 |
4,38 |
103,80 |
4,40 |
WZ0118 |
PL0000104717 |
99,57 |
99,69 |
--- |
--- |
99,63 |
--- |
DS1019 |
PL0000105441 |
105,34 |
105,59 |
4,60 |
4,56 |
105,47 |
4,58 |
DS1020 |
PL0000106126 |
103,43 |
103,68 |
4,73 |
4,69 |
103,56 |
4,71 |
WZ0121 |
PL0000106068 |
97,85 |
98,05 |
--- |
--- |
97,95 |
--- |
DS1021 |
PL0000106670 |
106,33 |
106,58 |
4,87 |
4,84 |
106,46 |
4,85 |
WS0922 |
PL0000102646 |
106,40 |
106,69 |
4,92 |
4,89 |
106,55 |
4,91 |
IZ0823 |
PL0000105359 |
100,81 |
101,39 |
--- |
--- |
101,10 |
--- |
WS0429 |
PL0000105391 |
106,74 |
107,31 |
5,13 |
5,08 |
107,03 |
5,11 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,29 |
98,36 |
4,32 |
4,14 |
98,33 |
4,22 |
PS0413 |
PL0000105037 |
100,56 |
100,64 |
4,28 |
4,16 |
100,60 |
4,22 |
OK0713 |
PL0000106563 |
96,33 |
96,40 |
4,24 |
4,16 |
96,37 |
4,19 |
DS1013 |
PL0000102836 |
100,83 |
100,91 |
4,23 |
4,16 |
100,87 |
4,19 |
OK0114 |
PL0000106712 |
94,40 |
94,50 |
4,19 |
4,12 |
94,45 |
4,15 |
PS0414 |
PL0000105433 |
102,45 |
102,57 |
4,17 |
4,09 |
102,51 |
4,13 |
OK0714 |
PL0000107009 |
92,53 |
92,62 |
4,17 |
4,12 |
92,58 |
4,14 |
WZ0115 |
PL0000106480 |
100,36 |
100,45 |
--- |
--- |
100,41 |
--- |
PS0415 |
PL0000105953 |
103,20 |
103,36 |
4,19 |
4,12 |
103,28 |
4,16 |
DS1015 |
PL0000103602 |
105,80 |
105,94 |
4,24 |
4,19 |
105,87 |
4,21 |
PS0416 |
PL0000106340 |
102,22 |
102,38 |
4,32 |
4,27 |
102,30 |
4,30 |
IZ0816 |
PL0000103529 |
103,43 |
103,65 |
--- |
--- |
103,54 |
--- |
PS1016 |
PL0000106795 |
101,46 |
101,59 |
4,35 |
4,32 |
101,53 |
4,33 |
WZ0117 |
PL0000106936 |
99,84 |
99,99 |
--- |
--- |
99,92 |
--- |
PS0417 |
PL0000107058 |
101,30 |
101,48 |
4,43 |
4,38 |
101,39 |
4,40 |
DS1017 |
PL0000104543 |
103,59 |
103,79 |
4,45 |
4,41 |
103,69 |
4,43 |
WZ0118 |
PL0000104717 |
99,55 |
99,68 |
--- |
--- |
99,62 |
--- |
DS1019 |
PL0000105441 |
105,21 |
105,51 |
4,62 |
4,57 |
105,36 |
4,60 |
DS1020 |
PL0000106126 |
103,25 |
103,49 |
4,75 |
4,72 |
103,37 |
4,74 |
WZ0121 |
PL0000106068 |
97,77 |
97,97 |
--- |
--- |
97,87 |
--- |
DS1021 |
PL0000106670 |
106,16 |
106,40 |
4,89 |
4,86 |
106,28 |
4,88 |
WS0922 |
PL0000102646 |
106,16 |
106,53 |
4,95 |
4,91 |
106,35 |
4,93 |
IZ0823 |
PL0000105359 |
100,85 |
101,35 |
--- |
--- |
101,10 |
--- |
WS0429 |
PL0000105391 |
106,62 |
107,20 |
5,14 |
5,09 |
106,91 |
5,12 |
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 |
1/2 |
1 |
4,700 |
4,700 |
4,700 |
80 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,800 |
4,800 |
4,800 |
60 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,700 |
4,700 |
4,700 |
55 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,700 |
4,700 |
4,700 |
60 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
20 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,800 |
4,800 |
4,800 |
60 |
WZ0115 |
PL0000106480 |
1/2 |
1 |
4,700 |
4,700 |
4,700 |
40 |
WS0922 |
PL0000102646 |
0/2 |
2 |
4,700 |
4,700 |
4,700 |
80 |
DS1013 |
PL0000102836 |
0/2 |
2 |
4,700 |
4,700 |
4,700 |
30 |
DS1020 |
PL0000106126 |
0/2 |
2 |
4,680 |
4,700 |
4,699 |
75 |
DS1015 |
PL0000103602 |
2/9 |
7 |
4,650 |
4,650 |
4,650 |
40 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,700 |
4,700 |
4,700 |
380 |
DS1020 |
PL0000106126 |
2/9 |
7 |
4,650 |
4,650 |
4,650 |
80 |
PS0416 |
PL0000106340 |
2/9 |
7 |
4,650 |
4,650 |
4,650 |
330 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,750 |
4,750 |
4,750 |
80 |
TOTAL |
1 470 |