2012-08-31 |
MARKET DATA |
No 168 (1953) |
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 |
2 180,00 |
2 272,03 |
116 |
895,00 |
914,29 |
8 |
3 075,00 |
3 186,31 |
124 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 180,00 |
2 272,03 |
116 |
895,00 |
914,29 |
8 |
3 075,00 |
3 186,31 |
124 |
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 |
99,45 |
99,42 |
99,45 |
99,45 |
99,43 |
99,43 |
99,44 |
600 000 |
596,62 |
7 |
OK0113 |
PL0000106324 |
98,41 |
98,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,63 |
100,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
96,47 |
96,51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,95 |
100,96 |
100,92 |
100,92 |
100,92 |
100,92 |
100,92 |
10 000 |
10,52 |
1 |
OK0114 |
PL0000106712 |
94,58 |
94,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,58 |
102,59 |
102,57 |
102,57 |
102,54 |
102,54 |
102,55 |
160 000 |
167,41 |
9 |
OK0714 |
PL0000107009 |
92,75 |
92,75 |
92,75 |
92,75 |
92,73 |
92,73 |
92,74 |
200 000 |
185,48 |
6 |
PS0415 |
PL0000105953 |
104,32 |
103,55 |
104,14 |
104,14 |
103,55 |
103,55 |
103,85 |
40 000 |
42,33 |
2 |
DS1015 |
PL0000103602 |
108,89 |
106,08 |
107,36 |
108,89 |
106,16 |
106,19 |
106,42 |
215 000 |
240,41 |
12 |
PS0416 |
PL0000106340 |
102,68 |
102,44 |
102,55 |
102,70 |
102,53 |
102,68 |
102,64 |
72 500 |
75,72 |
6 |
PS1016 |
PL0000106795 |
101,87 |
101,67 |
101,70 |
101,75 |
101,70 |
101,73 |
101,73 |
50 000 |
52,91 |
6 |
PS0417 |
PL0000107058 |
101,73 |
101,55 |
101,55 |
101,73 |
101,55 |
101,73 |
101,68 |
145 000 |
149,92 |
9 |
DS1017 |
PL0000104543 |
104,10 |
103,87 |
104,10 |
104,10 |
104,07 |
104,07 |
104,08 |
50 000 |
54,30 |
5 |
DS1019 |
PL0000105441 |
105,64 |
105,35 |
105,45 |
105,53 |
105,43 |
105,43 |
105,47 |
40 000 |
44,08 |
4 |
DS1020 |
PL0000106126 |
103,72 |
103,33 |
103,50 |
103,80 |
103,50 |
103,80 |
103,73 |
45 000 |
48,71 |
4 |
DS1021 |
PL0000106670 |
106,56 |
106,25 |
106,33 |
106,58 |
106,33 |
106,58 |
106,48 |
200 000 |
222,85 |
15 |
WS0922 |
PL0000102646 |
106,57 |
106,20 |
106,45 |
106,52 |
106,45 |
106,52 |
106,48 |
20 000 |
22,39 |
3 |
WS0429 |
PL0000105391 |
107,20 |
106,89 |
107,00 |
107,25 |
106,96 |
107,05 |
107,07 |
40 000 |
43,66 |
4 |
WS0437 |
PL0000104857 |
100,00 |
105,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,72 |
103,58 |
103,55 |
103,67 |
103,54 |
103,67 |
103,60 |
70 000 |
92,45 |
6 |
IZ0823 |
PL0000105359 |
100,80 |
100,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,39 |
100,39 |
100,39 |
100,40 |
100,39 |
100,39 |
100,40 |
60 000 |
60,58 |
6 |
WZ0117 |
PL0000106936 |
99,80 |
99,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,48 |
99,46 |
99,52 |
99,52 |
99,42 |
99,44 |
99,46 |
117 500 |
117,54 |
8 |
WZ0121 |
PL0000106068 |
97,56 |
97,50 |
97,56 |
97,56 |
97,50 |
97,50 |
97,53 |
45 000 |
44,15 |
3 |
TOTAL |
2 180 000 |
2 272,03 |
116 |
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 |
85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
106 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
148 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
176 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
204 |
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 |
98,37 |
98,47 |
4,23 |
3,97 |
98,42 |
4,10 |
PS0413 |
PL0000105037 |
100,60 |
100,70 |
4,20 |
4,05 |
100,65 |
4,13 |
OK0713 |
PL0000106563 |
96,41 |
96,52 |
4,19 |
4,06 |
96,47 |
4,12 |
DS1013 |
PL0000102836 |
100,85 |
100,97 |
4,21 |
4,10 |
100,91 |
4,15 |
OK0114 |
PL0000106712 |
94,53 |
94,68 |
4,12 |
4,01 |
94,61 |
4,06 |
PS0414 |
PL0000105433 |
102,52 |
102,69 |
4,11 |
4,00 |
102,61 |
4,05 |
OK0714 |
PL0000107009 |
92,67 |
92,85 |
4,12 |
4,01 |
92,76 |
4,06 |
WZ0115 |
PL0000106480 |
100,32 |
100,42 |
--- |
--- |
100,37 |
--- |
PS0415 |
PL0000105953 |
103,46 |
103,63 |
4,08 |
4,01 |
103,55 |
4,04 |
DS1015 |
PL0000103602 |
105,97 |
106,13 |
4,17 |
4,12 |
106,05 |
4,15 |
PS0416 |
PL0000106340 |
102,40 |
102,59 |
4,26 |
4,21 |
102,50 |
4,23 |
IZ0816 |
PL0000103529 |
103,40 |
103,69 |
--- |
--- |
103,55 |
--- |
PS1016 |
PL0000106795 |
101,65 |
101,76 |
4,30 |
4,27 |
101,71 |
4,28 |
WZ0117 |
PL0000106936 |
99,75 |
99,91 |
--- |
--- |
99,83 |
--- |
PS0417 |
PL0000107058 |
101,48 |
101,69 |
4,38 |
4,33 |
101,59 |
4,36 |
DS1017 |
PL0000104543 |
103,78 |
104,01 |
4,41 |
4,36 |
103,90 |
4,38 |
WZ0118 |
PL0000104717 |
99,40 |
99,57 |
--- |
--- |
99,49 |
--- |
DS1019 |
PL0000105441 |
105,23 |
105,49 |
4,62 |
4,58 |
105,36 |
4,60 |
DS1020 |
PL0000106126 |
103,21 |
103,48 |
4,76 |
4,72 |
103,35 |
4,74 |
WZ0121 |
PL0000106068 |
97,52 |
97,74 |
--- |
--- |
97,63 |
--- |
DS1021 |
PL0000106670 |
106,13 |
106,32 |
4,90 |
4,87 |
106,23 |
4,88 |
WS0922 |
PL0000102646 |
106,12 |
106,39 |
4,96 |
4,92 |
106,26 |
4,94 |
IZ0823 |
PL0000105359 |
100,60 |
101,02 |
--- |
--- |
100,81 |
--- |
WS0429 |
PL0000105391 |
106,61 |
106,98 |
5,14 |
5,11 |
106,80 |
5,13 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0113 |
PL0000106324 |
98,39 |
98,47 |
4,18 |
3,97 |
98,43 |
4,07 |
PS0413 |
PL0000105037 |
100,59 |
100,70 |
4,22 |
4,05 |
100,65 |
4,13 |
OK0713 |
PL0000106563 |
96,44 |
96,56 |
4,16 |
4,01 |
96,50 |
4,09 |
DS1013 |
PL0000102836 |
100,90 |
100,98 |
4,16 |
4,09 |
100,94 |
4,12 |
OK0114 |
PL0000106712 |
94,51 |
94,66 |
4,14 |
4,02 |
94,59 |
4,08 |
PS0414 |
PL0000105433 |
102,48 |
102,64 |
4,14 |
4,04 |
102,56 |
4,09 |
OK0714 |
PL0000107009 |
92,69 |
92,81 |
4,10 |
4,03 |
92,75 |
4,07 |
WZ0115 |
PL0000106480 |
100,31 |
100,42 |
--- |
--- |
100,37 |
--- |
PS0415 |
PL0000105953 |
103,50 |
103,68 |
4,06 |
3,99 |
103,59 |
4,03 |
DS1015 |
PL0000103602 |
106,13 |
106,25 |
4,12 |
4,08 |
106,19 |
4,10 |
PS0416 |
PL0000106340 |
102,51 |
102,67 |
4,23 |
4,18 |
102,59 |
4,21 |
IZ0816 |
PL0000103529 |
103,43 |
103,67 |
--- |
--- |
103,55 |
--- |
PS1016 |
PL0000106795 |
101,69 |
101,88 |
4,29 |
4,24 |
101,79 |
4,26 |
WZ0117 |
PL0000106936 |
99,76 |
99,85 |
--- |
--- |
99,81 |
--- |
PS0417 |
PL0000107058 |
101,58 |
101,72 |
4,36 |
4,32 |
101,65 |
4,34 |
DS1017 |
PL0000104543 |
103,84 |
104,09 |
4,39 |
4,34 |
103,97 |
4,37 |
WZ0118 |
PL0000104717 |
99,34 |
99,49 |
--- |
--- |
99,42 |
--- |
DS1019 |
PL0000105441 |
105,30 |
105,57 |
4,61 |
4,56 |
105,44 |
4,58 |
DS1020 |
PL0000106126 |
103,35 |
103,62 |
4,74 |
4,70 |
103,49 |
4,72 |
WZ0121 |
PL0000106068 |
97,37 |
97,55 |
--- |
--- |
97,46 |
--- |
DS1021 |
PL0000106670 |
106,32 |
106,59 |
4,87 |
4,84 |
106,46 |
4,85 |
WS0922 |
PL0000102646 |
106,35 |
106,56 |
4,93 |
4,90 |
106,46 |
4,92 |
IZ0823 |
PL0000105359 |
100,61 |
101,04 |
--- |
--- |
100,83 |
--- |
WS0429 |
PL0000105391 |
106,87 |
107,22 |
5,12 |
5,09 |
107,05 |
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 |
4/11 |
7 |
4,770 |
4,770 |
4,770 |
200 |
TOTAL |
200 |
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 |
4,500 |
4,500 |
4,500 |
20 |
PS0413 |
PL0000105037 |
4/5 |
1 |
4,650 |
4,650 |
4,650 |
400 |
DS1020 |
PL0000106126 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
10 |
DS1013 |
PL0000102836 |
0/3 |
3 |
4,650 |
4,650 |
4,650 |
25 |
OK0714 |
PL0000107009 |
0/3 |
3 |
4,550 |
4,550 |
4,550 |
50 |
DS1013 |
PL0000102836 |
4/11 |
7 |
4,650 |
4,650 |
4,650 |
130 |
DS1017 |
PL0000104543 |
4/11 |
7 |
4,600 |
4,600 |
4,600 |
60 |
TOTAL |
695 |