2012-08-30 |
MARKET DATA |
No 167 (1952) |
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 |
2 332,50 |
2 480,95 |
142 |
1 985,00 |
1 957,89 |
16 |
4 317,50 |
4 438,85 |
158 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 332,50 |
2 480,95 |
142 |
1 985,00 |
1 957,89 |
16 |
4 317,50 |
4 438,85 |
158 |
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 |
99,44 |
99,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
100,28 |
98,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,65 |
100,42 |
100,42 |
100,65 |
100,42 |
100,65 |
100,64 |
540 000 |
553,65 |
9 |
OK0713 |
PL0000106563 |
96,44 |
96,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,87 |
100,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
94,53 |
94,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,54 |
102,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
92,69 |
92,63 |
92,67 |
92,67 |
92,67 |
92,67 |
92,67 |
10 000 |
9,27 |
1 |
PS0415 |
PL0000105953 |
103,41 |
103,27 |
103,41 |
103,41 |
103,41 |
103,41 |
103,41 |
15 000 |
15,81 |
1 |
DS1015 |
PL0000103602 |
106,01 |
105,82 |
106,00 |
106,03 |
105,95 |
106,00 |
106,00 |
275 000 |
306,29 |
15 |
PS0416 |
PL0000106340 |
102,43 |
102,24 |
102,46 |
102,46 |
102,43 |
102,43 |
102,44 |
45 000 |
46,90 |
3 |
PS1016 |
PL0000106795 |
103,46 |
101,40 |
101,25 |
102,11 |
101,23 |
101,65 |
101,51 |
320 000 |
337,89 |
19 |
PS0417 |
PL0000107058 |
101,43 |
101,20 |
101,21 |
101,50 |
101,20 |
101,50 |
101,37 |
245 000 |
252,54 |
18 |
DS1017 |
PL0000104543 |
103,76 |
103,61 |
103,72 |
103,72 |
103,70 |
103,70 |
103,71 |
30 000 |
32,47 |
2 |
DS1019 |
PL0000105441 |
105,22 |
105,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
103,18 |
102,99 |
103,10 |
103,18 |
103,06 |
103,15 |
103,10 |
90 000 |
96,85 |
9 |
DS1021 |
PL0000106670 |
106,14 |
105,86 |
105,96 |
106,15 |
105,96 |
106,12 |
106,05 |
227 500 |
252,49 |
26 |
WS0922 |
PL0000102646 |
106,10 |
105,89 |
106,05 |
106,11 |
105,95 |
106,11 |
106,07 |
180 000 |
200,72 |
19 |
WS0429 |
PL0000105391 |
106,75 |
106,40 |
106,53 |
106,66 |
106,53 |
106,65 |
106,60 |
55 000 |
59,77 |
6 |
WS0437 |
PL0000104857 |
80,00 |
105,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,52 |
103,50 |
103,40 |
103,50 |
103,40 |
103,50 |
103,48 |
50 000 |
65,96 |
3 |
IZ0823 |
PL0000105359 |
100,75 |
100,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,38 |
100,36 |
100,35 |
100,37 |
100,35 |
100,37 |
100,35 |
60 000 |
60,55 |
3 |
WZ0117 |
PL0000106936 |
99,88 |
99,81 |
99,88 |
99,88 |
99,81 |
99,81 |
99,85 |
65 000 |
65,27 |
2 |
WZ0118 |
PL0000104717 |
99,55 |
99,50 |
99,53 |
99,53 |
99,50 |
99,50 |
99,52 |
95 000 |
95,07 |
4 |
WZ0121 |
PL0000106068 |
97,79 |
97,67 |
97,70 |
97,70 |
97,64 |
97,64 |
97,66 |
30 000 |
29,47 |
2 |
TOTAL |
2 332 500 |
2 480,95 |
142 |
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 |
86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
107 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
149 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
177 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
205 |
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 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
PS0413 |
PL0000105037 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
OK0713 |
PL0000106563 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1013 |
PL0000102836 |
100,82 |
100,95 |
4,23 |
4,12 |
100,89 |
4,17 |
OK0114 |
PL0000106712 |
94,33 |
94,63 |
4,27 |
4,04 |
94,48 |
4,16 |
PS0414 |
PL0000105433 |
102,43 |
102,60 |
4,17 |
4,06 |
102,52 |
4,11 |
OK0714 |
PL0000107009 |
92,45 |
92,74 |
4,24 |
4,07 |
92,60 |
4,15 |
WZ0115 |
PL0000106480 |
100,35 |
100,43 |
--- |
--- |
100,39 |
--- |
PS0415 |
PL0000105953 |
103,10 |
103,37 |
4,22 |
4,12 |
103,24 |
4,17 |
DS1015 |
PL0000103602 |
105,73 |
105,94 |
4,26 |
4,19 |
105,84 |
4,22 |
PS0416 |
PL0000106340 |
102,20 |
102,41 |
4,32 |
4,26 |
102,31 |
4,29 |
IZ0816 |
PL0000103529 |
103,33 |
103,55 |
--- |
--- |
103,44 |
--- |
PS1016 |
PL0000106795 |
101,35 |
101,60 |
4,38 |
4,31 |
101,48 |
4,35 |
WZ0117 |
PL0000106936 |
99,80 |
99,96 |
--- |
--- |
99,88 |
--- |
PS0417 |
PL0000107058 |
101,20 |
101,41 |
4,45 |
4,40 |
101,31 |
4,42 |
DS1017 |
PL0000104543 |
103,47 |
103,76 |
4,47 |
4,41 |
103,62 |
4,44 |
WZ0118 |
PL0000104717 |
99,49 |
99,64 |
--- |
--- |
99,57 |
--- |
DS1019 |
PL0000105441 |
104,86 |
105,31 |
4,68 |
4,61 |
105,09 |
4,64 |
DS1020 |
PL0000106126 |
102,81 |
103,25 |
4,82 |
4,75 |
103,03 |
4,79 |
WZ0121 |
PL0000106068 |
97,70 |
97,87 |
--- |
--- |
97,79 |
--- |
DS1021 |
PL0000106670 |
105,88 |
106,20 |
4,93 |
4,89 |
106,04 |
4,91 |
WS0922 |
PL0000102646 |
105,80 |
106,17 |
5,00 |
4,95 |
105,99 |
4,97 |
IZ0823 |
PL0000105359 |
100,63 |
100,99 |
--- |
--- |
100,81 |
--- |
WS0429 |
PL0000105391 |
106,29 |
106,90 |
5,17 |
5,12 |
106,60 |
5,14 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,37 |
98,47 |
4,20 |
3,94 |
98,42 |
4,07 |
PS0413 |
PL0000105037 |
100,61 |
100,68 |
4,19 |
4,08 |
100,65 |
4,13 |
OK0713 |
PL0000106563 |
96,41 |
96,50 |
4,18 |
4,07 |
96,46 |
4,12 |
DS1013 |
PL0000102836 |
100,84 |
100,96 |
4,22 |
4,11 |
100,90 |
4,16 |
OK0114 |
PL0000106712 |
94,51 |
94,66 |
4,13 |
4,01 |
94,59 |
4,07 |
PS0414 |
PL0000105433 |
102,52 |
102,65 |
4,11 |
4,03 |
102,59 |
4,07 |
OK0714 |
PL0000107009 |
92,65 |
92,72 |
4,12 |
4,08 |
92,69 |
4,10 |
WZ0115 |
PL0000106480 |
100,32 |
100,42 |
--- |
--- |
100,37 |
--- |
PS0415 |
PL0000105953 |
103,37 |
103,53 |
4,12 |
4,05 |
103,45 |
4,09 |
DS1015 |
PL0000103602 |
105,92 |
106,03 |
4,19 |
4,16 |
105,98 |
4,17 |
PS0416 |
PL0000106340 |
102,40 |
102,54 |
4,26 |
4,22 |
102,47 |
4,24 |
IZ0816 |
PL0000103529 |
103,43 |
103,65 |
--- |
--- |
103,54 |
--- |
PS1016 |
PL0000106795 |
101,57 |
101,68 |
4,32 |
4,29 |
101,63 |
4,31 |
WZ0117 |
PL0000106936 |
99,74 |
99,89 |
--- |
--- |
99,82 |
--- |
PS0417 |
PL0000107058 |
101,37 |
101,53 |
4,41 |
4,37 |
101,45 |
4,39 |
DS1017 |
PL0000104543 |
103,68 |
103,90 |
4,43 |
4,38 |
103,79 |
4,40 |
WZ0118 |
PL0000104717 |
99,38 |
99,55 |
--- |
--- |
99,47 |
--- |
DS1019 |
PL0000105441 |
105,11 |
105,44 |
4,64 |
4,58 |
105,28 |
4,61 |
DS1020 |
PL0000106126 |
103,06 |
103,42 |
4,78 |
4,73 |
103,24 |
4,76 |
WZ0121 |
PL0000106068 |
97,51 |
97,72 |
--- |
--- |
97,62 |
--- |
DS1021 |
PL0000106670 |
106,06 |
106,20 |
4,91 |
4,89 |
106,13 |
4,90 |
WS0922 |
PL0000102646 |
106,05 |
106,21 |
4,97 |
4,95 |
106,13 |
4,96 |
IZ0823 |
PL0000105359 |
100,61 |
101,00 |
--- |
--- |
100,81 |
--- |
WS0429 |
PL0000105391 |
106,57 |
106,97 |
5,15 |
5,11 |
106,77 |
5,13 |
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 |
1/4 |
3 |
4,550 |
4,550 |
4,550 |
20 |
DS1017 |
PL0000104543 |
1/4 |
3 |
4,550 |
4,550 |
4,550 |
80 |
DS1020 |
PL0000106126 |
1/4 |
3 |
4,600 |
4,600 |
4,600 |
80 |
PS0416 |
PL0000106340 |
1/4 |
3 |
4,600 |
4,600 |
4,600 |
50 |
OK0714 |
PL0000107009 |
1/4 |
3 |
4,550 |
4,700 |
4,665 |
1 150 |
WZ0115 |
PL0000106480 |
1/4 |
3 |
4,550 |
4,550 |
4,550 |
30 |
DS1013 |
PL0000102836 |
0/4 |
4 |
4,650 |
4,650 |
4,650 |
15 |
DS1019 |
PL0000105441 |
1/5 |
4 |
4,600 |
4,600 |
4,600 |
180 |
DS1013 |
PL0000102836 |
4/11 |
7 |
4,600 |
4,600 |
4,600 |
280 |
DS1017 |
PL0000104543 |
4/11 |
7 |
4,600 |
4,600 |
4,600 |
80 |
WZ0121 |
PL0000106068 |
0/7 |
7 |
4,700 |
4,700 |
4,700 |
20 |
TOTAL |
1 985 |