2012-03-12 |
MARKET DATA |
No 50 (1835) |
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 |
3 557,50 |
3 571,18 |
136 |
2 930,00 |
3 002,20 |
44 |
6 487,50 |
6 573,37 |
180 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
3 557,50 |
3 571,18 |
136 |
2 930,00 |
3 002,20 |
44 |
6 487,50 |
6 573,37 |
180 |
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) |
PS0412 |
PL0000104659 |
100,01 |
100,01 |
100,01 |
100,01 |
100,00 |
100,01 |
100,00 |
1 105 000 |
1 151,48 |
13 |
OK0712 |
PL0000105912 |
98,41 |
98,44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,33 |
97,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
96,30 |
96,29 |
96,32 |
96,32 |
96,32 |
96,32 |
96,32 |
25 000 |
24,08 |
1 |
PS0413 |
PL0000105037 |
100,87 |
100,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,27 |
94,29 |
94,29 |
94,29 |
94,29 |
94,29 |
94,29 |
25 000 |
23,57 |
1 |
DS1013 |
PL0000102836 |
100,82 |
100,80 |
100,81 |
100,83 |
100,81 |
100,83 |
100,82 |
90 000 |
92,48 |
4 |
OK0114 |
PL0000106712 |
92,06 |
92,00 |
92,00 |
92,06 |
92,00 |
92,06 |
92,03 |
1 160 000 |
1 067,57 |
36 |
PS0414 |
PL0000105433 |
102,34 |
102,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,42 |
102,38 |
102,42 |
102,42 |
102,42 |
102,42 |
102,42 |
20 000 |
21,46 |
1 |
DS1015 |
PL0000103602 |
105,15 |
105,06 |
105,00 |
105,28 |
105,00 |
105,20 |
105,07 |
440 000 |
472,99 |
23 |
PS0416 |
PL0000106340 |
100,96 |
100,91 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
99,87 |
99,78 |
99,78 |
99,90 |
99,78 |
99,87 |
99,85 |
110 000 |
111,85 |
6 |
DS1017 |
PL0000104543 |
101,82 |
101,75 |
101,70 |
101,85 |
101,70 |
101,85 |
101,78 |
40 000 |
41,52 |
3 |
DS1019 |
PL0000105441 |
102,05 |
101,97 |
101,94 |
102,25 |
101,93 |
102,25 |
102,10 |
130 000 |
135,48 |
10 |
DS1020 |
PL0000106126 |
99,85 |
99,71 |
99,70 |
99,93 |
99,68 |
99,92 |
99,83 |
120 000 |
122,22 |
12 |
DS1021 |
PL0000106670 |
103,00 |
102,83 |
102,85 |
103,00 |
102,80 |
102,98 |
102,86 |
230 000 |
241,68 |
19 |
WS0922 |
PL0000102646 |
102,90 |
102,86 |
102,90 |
102,90 |
102,90 |
102,90 |
102,90 |
10 000 |
10,56 |
1 |
WS0429 |
PL0000105391 |
102,10 |
102,05 |
101,95 |
102,23 |
101,95 |
102,23 |
102,16 |
27 500 |
29,50 |
4 |
WS0437 |
PL0000104857 |
78,98 |
103,72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,40 |
103,59 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
98,35 |
98,51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,08 |
100,08 |
100,09 |
100,09 |
100,09 |
100,09 |
100,09 |
10 000 |
10,08 |
1 |
WZ0117 |
PL0000106936 |
99,60 |
99,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,16 |
99,26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,07 |
97,10 |
97,10 |
97,10 |
97,10 |
97,10 |
97,10 |
15 000 |
14,67 |
1 |
TOTAL |
3 557 500 |
3 571,18 |
136 |
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) |
28MAR12 |
PL0000006045 |
14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
168 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
280 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
322 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
350 |
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) |
(%) |
OK0712 |
PL0000105912 |
98,39 |
98,46 |
4,50 |
4,30 |
98,43 |
4,39 |
OK1012 |
PL0000106100 |
97,30 |
97,38 |
4,51 |
4,38 |
97,34 |
4,45 |
OK0113 |
PL0000106324 |
96,24 |
96,31 |
4,50 |
4,41 |
96,28 |
4,45 |
PS0413 |
PL0000105037 |
100,83 |
100,93 |
4,46 |
4,36 |
100,88 |
4,41 |
OK0713 |
PL0000106563 |
94,19 |
94,31 |
4,48 |
4,39 |
94,25 |
4,44 |
DS1013 |
PL0000102836 |
100,73 |
100,82 |
4,50 |
4,44 |
100,78 |
4,47 |
OK0114 |
PL0000106712 |
91,94 |
92,03 |
4,60 |
4,55 |
91,99 |
4,57 |
PS0414 |
PL0000105433 |
102,24 |
102,35 |
4,61 |
4,55 |
102,30 |
4,58 |
WZ0115 |
PL0000106480 |
100,02 |
100,12 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
102,27 |
102,40 |
4,69 |
4,65 |
102,34 |
4,67 |
DS1015 |
PL0000103602 |
104,88 |
105,10 |
4,74 |
4,67 |
104,99 |
4,70 |
PS0416 |
PL0000106340 |
100,75 |
100,95 |
4,79 |
4,73 |
100,85 |
4,76 |
IZ0816 |
PL0000103529 |
103,35 |
103,64 |
--- |
--- |
103,50 |
--- |
PS1016 |
PL0000106795 |
99,67 |
99,83 |
4,82 |
4,78 |
99,75 |
4,80 |
WZ0117 |
PL0000106936 |
99,58 |
99,74 |
--- |
--- |
99,66 |
--- |
DS1017 |
PL0000104543 |
101,58 |
101,78 |
4,91 |
4,87 |
101,68 |
4,89 |
WZ0118 |
PL0000104717 |
99,13 |
99,30 |
--- |
--- |
99,22 |
--- |
DS1019 |
PL0000105441 |
101,90 |
102,03 |
5,18 |
5,16 |
101,97 |
5,17 |
DS1020 |
PL0000106126 |
99,65 |
99,83 |
5,29 |
5,27 |
99,74 |
5,28 |
WZ0121 |
PL0000106068 |
96,96 |
97,15 |
--- |
--- |
97,06 |
--- |
DS1021 |
PL0000106670 |
102,76 |
102,95 |
5,37 |
5,34 |
102,86 |
5,35 |
WS0922 |
PL0000102646 |
102,66 |
102,95 |
5,40 |
5,37 |
102,81 |
5,38 |
IZ0823 |
PL0000105359 |
98,14 |
98,58 |
--- |
--- |
98,36 |
--- |
WS0429 |
PL0000105391 |
101,75 |
102,22 |
5,58 |
5,54 |
101,99 |
5,56 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,40 |
98,45 |
4,47 |
4,33 |
98,43 |
4,39 |
OK1012 |
PL0000106100 |
97,32 |
97,36 |
4,48 |
4,41 |
97,34 |
4,45 |
OK0113 |
PL0000106324 |
96,26 |
96,32 |
4,47 |
4,40 |
96,29 |
4,44 |
PS0413 |
PL0000105037 |
100,86 |
100,96 |
4,43 |
4,34 |
100,91 |
4,38 |
OK0713 |
PL0000106563 |
94,26 |
94,33 |
4,43 |
4,37 |
94,30 |
4,40 |
DS1013 |
PL0000102836 |
100,78 |
100,89 |
4,47 |
4,39 |
100,84 |
4,43 |
OK0114 |
PL0000106712 |
92,03 |
92,08 |
4,55 |
4,51 |
92,06 |
4,53 |
PS0414 |
PL0000105433 |
102,31 |
102,50 |
4,57 |
4,48 |
102,41 |
4,52 |
WZ0115 |
PL0000106480 |
100,04 |
100,11 |
--- |
--- |
100,08 |
--- |
PS0415 |
PL0000105953 |
102,40 |
102,56 |
4,65 |
4,59 |
102,48 |
4,62 |
DS1015 |
PL0000103602 |
105,12 |
105,28 |
4,66 |
4,62 |
105,20 |
4,64 |
PS0416 |
PL0000106340 |
100,92 |
101,17 |
4,74 |
4,67 |
101,05 |
4,71 |
IZ0816 |
PL0000103529 |
103,36 |
103,64 |
--- |
--- |
103,50 |
--- |
PS1016 |
PL0000106795 |
99,83 |
99,95 |
4,78 |
4,75 |
99,89 |
4,77 |
WZ0117 |
PL0000106936 |
99,58 |
99,74 |
--- |
--- |
99,66 |
--- |
DS1017 |
PL0000104543 |
101,73 |
101,99 |
4,88 |
4,83 |
101,86 |
4,85 |
WZ0118 |
PL0000104717 |
99,13 |
99,31 |
--- |
--- |
99,22 |
--- |
DS1019 |
PL0000105441 |
102,01 |
102,29 |
5,17 |
5,12 |
102,15 |
5,14 |
DS1020 |
PL0000106126 |
99,77 |
100,00 |
5,27 |
5,24 |
99,89 |
5,26 |
WZ0121 |
PL0000106068 |
96,99 |
97,18 |
--- |
--- |
97,09 |
--- |
DS1021 |
PL0000106670 |
102,94 |
103,14 |
5,34 |
5,32 |
103,04 |
5,33 |
WS0922 |
PL0000102646 |
102,75 |
103,05 |
5,39 |
5,35 |
102,90 |
5,37 |
IZ0823 |
PL0000105359 |
98,26 |
98,57 |
--- |
--- |
98,42 |
--- |
WS0429 |
PL0000105391 |
101,99 |
102,36 |
5,56 |
5,53 |
102,18 |
5,54 |
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 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
20 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
80 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
70 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
5 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
40 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
85 |
WS0429 |
PL0000105391 |
1/2 |
1 |
4,100 |
4,100 |
4,100 |
30 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
40 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,250 |
4,300 |
4,296 |
135 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
5 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
75 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
20 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
10 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
200 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,200 |
4,300 |
4,252 |
125 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
15 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
80 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
35 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,250 |
4,300 |
4,271 |
70 |
PS1016 |
PL0000106795 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
30 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
40 |
WS0922 |
PL0000102646 |
0/2 |
2 |
4,200 |
4,200 |
4,200 |
60 |
DS1017 |
PL0000104543 |
0/2 |
2 |
4,250 |
4,250 |
4,250 |
300 |
PS0413 |
PL0000105037 |
0/2 |
2 |
4,200 |
4,200 |
4,200 |
50 |
PS0414 |
PL0000105433 |
0/2 |
2 |
4,200 |
4,200 |
4,200 |
50 |
PS0416 |
PL0000106340 |
0/2 |
2 |
4,250 |
4,250 |
4,250 |
150 |
DS1021 |
PL0000106670 |
0/2 |
2 |
4,250 |
4,250 |
4,250 |
100 |
OK0114 |
PL0000106712 |
0/2 |
2 |
4,220 |
4,250 |
4,236 |
420 |
PS0416 |
PL0000106340 |
0/3 |
3 |
4,200 |
4,200 |
4,200 |
25 |
DS1013 |
PL0000102836 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
180 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
80 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
210 |
PS0416 |
PL0000106340 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
15 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
80 |
TOTAL |
2 930 |