| NOTOWANIA / MARKET DATA | ||
| MTS Poland | ||
|
Data / Date
30/8/2012 |
|
Nr / No 167 (1�952) |
|
BondSpot S.A.
Al.Armii Ludowej 26, 00-609 Warszawa, Poland |
||
| NOTOWANIA / MARKET DATA | ||
| MTS Poland | ||
|
Data / Date
30/8/2012 |
|
Nr / No 167 (1�952) |
|
BondSpot S.A.
Al.Armii Ludowej 26, 00-609 Warszawa, Poland |
||
|
STATYSTYKA RYNKU
MARKET SUMMARY |
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|
INSTRUMENT SECURITIES  |
Transakcje rynku kasowego Cash market trade |
Transakcje warunkowe Repo market trade |
��czny obr�t Total market turnover |
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|
Obr�t nominalny Nominal trading value |
Warto�� obrotu Trading value |
Liczba trans. No of trades |
Obr�t nominalny Nominal trading value |
Warto�� obrotu Trading value |
Liczba trans. No of trades |
Obr�t nominalny Nominal trading value |
Warto�� obrotu Trading value |
Liczba trans. No of trades |
|
| (mln z�) (PLN�M) |
(mln z�) (PLN�M) |
(szt.) (pcs) |
(mln z�) (PLN�M) |
(mln z�) (PLN�M) |
(szt.) (pcs) |
(mln z�) (PLN�M) |
(mln z�) (PLN�M) |
(szt.) (pcs) |
|
|
Obligacje T-bonds |
2�332,5 | 2�480,95 | 142 | 1�985,0 | 1�957,89 | 16 | 4�317,5 | 4�438,85 | 158 |
|
Bony skarbowe T-bills |
0,0 | 0,00 | 0 | 0,0 | 0,00 | 0 | 0,0 | 0,00 | 0 |
|
RAZEM TOTAL |
2�332,5 | 2�480,95 | 142 | 1�985,0 | 1�957,89 | 16 | 4�317,5 | 4�438,85 | 158 |
|
PODSUMOWANIE OBROTU - OBLIGACJE CASH MARKET SUMMARY - T-BONDS |
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|
NAZWA Bond |
ISIN |
Najlepsza oferta dnia Best bid/offer |
TRANSAKCJE - Ceny TRANSACTIONS - Prices |
OBROTY TURNOVER |
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|
Cena K Buy |
Cena S Sell |
Pierwsza First |
Maks. High |
Min. Low |
Ostatnia Last |
�rednia*) Average |
Wolumen Trading volume |
Warto�� Trading value |
Liczba trans. No of transactions |
||
| (%) | (%) | (%) | (%) | (%) | (%) | (%) | (szt.) (pcs) | (mln z�) (PLN M) | (szt.) (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 |
| RAZEM TOTAL | 2�332�500 | 2�480,95 | 142 | ||||||||
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PODSUMOWANIE OBROTU - BONY SKARBOWE CASH MARKET SUMMARY - T-BILLS |
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|
NAZWA T-bill |
ISIN |
Dni do wykupu Days to maturity |
Najlepsza oferta dnia Best bid/offer |
TRANSAKCJE - Ceny TRANSACTIONS - Prices |
OBROTY TURNOVER |
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|
Cena K Buy |
Cena S Sell |
Pierwsza First |
Maks. High |
Min. Low |
Ostatnia Last |
�rednia*) Average |
Wolumen Trading volume |
Warto�� Trading value |
Liczba trans. No of transactions |
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|
Rent. YTM |
Rent. YTM |
Rent. YTM |
Rent. YTM |
Rent. YTM |
Rent. YTM |
Rent. YTM |
Cena rynkowa Clearing price |
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| (%) | (%) | (%) | (%) | (%) | (%) | (%) | (PLN) | (szt.) (pcs) | (mln z�) (PLN M) | (szt.) (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 |
| RAZEM TOTAL | 0 | 0,00 | 0 | ||||||||||
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FIXING - OBLIGACJE (10.05) FIXING - T-BONDS (10.05 AM) |
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|
NAZWA Bond |
ISIN |
Cena K Buy |
Cena S Sell |
Rent. K YTM Buy |
Rent. S YTM Sell |
Fixing Fixing |
Rent.Fix. YTM Fix |
| (%) | (%) | (%) | (%) | (%) | (%) | ||
| OK0113 | PL0000106324 | KN | KN | KN | KN | KN | KN |
| PS0413 | PL0000105037 | KN | KN | KN | KN | KN | KN |
| OK0713 | PL0000106563 | KN | KN | KN | KN | KN | KN |
| 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 |
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FIXING - OBLIGACJE (16.30) FIXING - T-BONDS (4.30 PM) |
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|
NAZWA Bond |
ISIN |
Cena K Buy |
Cena S Sell |
Rent. K YTM Buy |
Rent. S YTM Sell |
Fixing Fixing |
Rent.Fix. YTM Fix |
| (%) | (%) | (%) | (%) | (%) | (%) | ||
| 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 |
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TRANSAKCJE WARUNKOWE REPO MARKET |
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Transakcje warunkowe specjalne Special Repo Trades |
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| Obligacje T-Bonds | |||||||
|
Nazwa T-Bond |
ISIN | Termin Duration | Stopa repo Repo rate | Obr�t nominalny Nominal trading value | |||
| Kod Name | Dni Days | Min. Low | Maks. High | �rednia Average | (mln z�) (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 |
| RAZEM TOTAL | 1�985 | ||||||
| RAZEM TOTAL | 1�985 | ||||||