2012-03-13 |
MARKET DATA |
No 51 (1836) |
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 |
2 877,50 |
2 855,92 |
157 |
910,00 |
927,52 |
16 |
3 787,50 |
3 783,44 |
173 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 877,50 |
2 855,92 |
157 |
910,00 |
927,52 |
16 |
3 787,50 |
3 783,44 |
173 |
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 |
100,00 |
100,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
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 |
96,27 |
96,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,88 |
100,85 |
100,85 |
100,85 |
100,85 |
100,85 |
100,85 |
10 000 |
10,55 |
1 |
OK0713 |
PL0000106563 |
94,27 |
94,27 |
94,27 |
94,28 |
94,27 |
94,28 |
94,28 |
35 000 |
33,00 |
2 |
DS1013 |
PL0000102836 |
100,83 |
100,82 |
100,84 |
100,85 |
100,84 |
100,84 |
100,85 |
125 000 |
128,50 |
3 |
OK0114 |
PL0000106712 |
92,12 |
92,07 |
92,07 |
92,14 |
92,06 |
92,06 |
92,11 |
875 000 |
805,99 |
25 |
PS0414 |
PL0000105433 |
102,44 |
102,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,55 |
102,45 |
102,55 |
102,55 |
102,45 |
102,45 |
102,54 |
137 500 |
147,71 |
6 |
DS1015 |
PL0000103602 |
105,19 |
105,17 |
105,15 |
105,15 |
105,15 |
105,15 |
105,15 |
10 000 |
10,76 |
1 |
PS0416 |
PL0000106340 |
101,05 |
100,95 |
101,10 |
101,10 |
100,97 |
100,97 |
101,00 |
40 000 |
42,18 |
3 |
PS1016 |
PL0000106795 |
99,96 |
99,77 |
99,96 |
99,97 |
99,76 |
99,87 |
99,85 |
495 000 |
503,37 |
29 |
DS1017 |
PL0000104543 |
101,95 |
101,77 |
101,85 |
101,85 |
101,84 |
101,84 |
101,84 |
40 000 |
41,55 |
4 |
DS1019 |
PL0000105441 |
102,20 |
102,03 |
102,29 |
102,29 |
101,98 |
101,98 |
102,16 |
35 000 |
36,50 |
2 |
DS1020 |
PL0000106126 |
100,00 |
99,83 |
100,05 |
100,05 |
99,94 |
99,94 |
100,00 |
65 000 |
66,33 |
6 |
DS1021 |
PL0000106670 |
103,20 |
102,97 |
103,11 |
103,20 |
102,95 |
103,04 |
103,09 |
310 000 |
326,50 |
29 |
WS0922 |
PL0000102646 |
103,13 |
102,91 |
103,10 |
103,10 |
102,95 |
103,00 |
102,98 |
95 000 |
100,43 |
12 |
WS0429 |
PL0000105391 |
102,33 |
102,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
90,00 |
102,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,50 |
103,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
98,60 |
98,52 |
98,60 |
98,60 |
98,60 |
98,60 |
98,60 |
10 000 |
11,28 |
1 |
WZ0115 |
PL0000106480 |
100,22 |
100,11 |
100,22 |
100,22 |
100,10 |
100,10 |
100,12 |
277 500 |
279,75 |
14 |
WZ0117 |
PL0000106936 |
99,78 |
99,71 |
99,72 |
99,78 |
99,72 |
99,78 |
99,73 |
17 500 |
17,57 |
2 |
WZ0118 |
PL0000104717 |
99,34 |
99,29 |
99,35 |
99,35 |
99,35 |
99,35 |
99,35 |
15 000 |
15,01 |
2 |
WZ0121 |
PL0000106068 |
97,24 |
97,14 |
97,14 |
97,25 |
97,14 |
97,24 |
97,19 |
285 000 |
278,96 |
15 |
TOTAL |
2 877 500 |
2 855,92 |
157 |
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 |
13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
167 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
279 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
321 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
349 |
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 |
4,54 |
4,34 |
98,43 |
4,42 |
OK1012 |
PL0000106100 |
97,31 |
97,36 |
4,52 |
4,43 |
97,34 |
4,47 |
OK0113 |
PL0000106324 |
96,25 |
96,34 |
4,50 |
4,39 |
96,30 |
4,44 |
PS0413 |
PL0000105037 |
100,85 |
101,00 |
4,44 |
4,30 |
100,93 |
4,36 |
OK0713 |
PL0000106563 |
94,24 |
94,36 |
4,45 |
4,36 |
94,30 |
4,40 |
DS1013 |
PL0000102836 |
100,78 |
100,95 |
4,46 |
4,35 |
100,87 |
4,41 |
OK0114 |
PL0000106712 |
92,11 |
92,16 |
4,50 |
4,47 |
92,14 |
4,49 |
PS0414 |
PL0000105433 |
102,34 |
102,50 |
4,56 |
4,48 |
102,42 |
4,52 |
WZ0115 |
PL0000106480 |
100,06 |
100,14 |
--- |
--- |
100,10 |
--- |
PS0415 |
PL0000105953 |
102,39 |
102,60 |
4,65 |
4,58 |
102,50 |
4,61 |
DS1015 |
PL0000103602 |
105,09 |
105,36 |
4,67 |
4,59 |
105,23 |
4,63 |
PS0416 |
PL0000106340 |
100,97 |
101,20 |
4,73 |
4,67 |
101,09 |
4,70 |
IZ0816 |
PL0000103529 |
103,38 |
103,67 |
--- |
--- |
103,53 |
--- |
PS1016 |
PL0000106795 |
99,87 |
100,02 |
4,77 |
4,73 |
99,95 |
4,75 |
WZ0117 |
PL0000106936 |
99,59 |
99,76 |
--- |
--- |
99,68 |
--- |
DS1017 |
PL0000104543 |
101,78 |
102,04 |
4,87 |
4,82 |
101,91 |
4,84 |
WZ0118 |
PL0000104717 |
99,17 |
99,34 |
--- |
--- |
99,26 |
--- |
DS1019 |
PL0000105441 |
102,05 |
102,32 |
5,16 |
5,12 |
102,19 |
5,14 |
DS1020 |
PL0000106126 |
99,81 |
100,12 |
5,27 |
5,22 |
99,97 |
5,25 |
WZ0121 |
PL0000106068 |
97,03 |
97,19 |
--- |
--- |
97,11 |
--- |
DS1021 |
PL0000106670 |
103,04 |
103,17 |
5,33 |
5,31 |
103,11 |
5,32 |
WS0922 |
PL0000102646 |
103,01 |
103,17 |
5,36 |
5,34 |
103,09 |
5,35 |
IZ0823 |
PL0000105359 |
98,19 |
98,58 |
--- |
--- |
98,39 |
--- |
WS0429 |
PL0000105391 |
102,07 |
102,51 |
5,55 |
5,51 |
102,29 |
5,53 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,39 |
98,45 |
4,54 |
4,37 |
98,42 |
4,45 |
OK1012 |
PL0000106100 |
97,32 |
97,36 |
4,50 |
4,43 |
97,34 |
4,47 |
OK0113 |
PL0000106324 |
96,23 |
96,30 |
4,53 |
4,44 |
96,27 |
4,48 |
PS0413 |
PL0000105037 |
100,80 |
100,87 |
4,48 |
4,42 |
100,84 |
4,45 |
OK0713 |
PL0000106563 |
94,23 |
94,34 |
4,46 |
4,37 |
94,29 |
4,41 |
DS1013 |
PL0000102836 |
100,75 |
100,86 |
4,48 |
4,41 |
100,81 |
4,45 |
OK0114 |
PL0000106712 |
92,06 |
92,12 |
4,53 |
4,50 |
92,09 |
4,52 |
PS0414 |
PL0000105433 |
102,32 |
102,46 |
4,57 |
4,50 |
102,39 |
4,53 |
WZ0115 |
PL0000106480 |
100,07 |
100,14 |
--- |
--- |
100,11 |
--- |
PS0415 |
PL0000105953 |
102,39 |
102,48 |
4,65 |
4,62 |
102,44 |
4,64 |
DS1015 |
PL0000103602 |
105,06 |
105,24 |
4,68 |
4,63 |
105,15 |
4,65 |
PS0416 |
PL0000106340 |
100,89 |
101,05 |
4,75 |
4,71 |
100,97 |
4,73 |
IZ0816 |
PL0000103529 |
103,41 |
103,79 |
--- |
--- |
103,60 |
--- |
PS1016 |
PL0000106795 |
99,74 |
99,85 |
4,80 |
4,78 |
99,80 |
4,79 |
WZ0117 |
PL0000106936 |
99,65 |
99,81 |
--- |
--- |
99,73 |
--- |
DS1017 |
PL0000104543 |
101,76 |
101,90 |
4,87 |
4,85 |
101,83 |
4,86 |
WZ0118 |
PL0000104717 |
99,24 |
99,41 |
--- |
--- |
99,33 |
--- |
DS1019 |
PL0000105441 |
101,90 |
102,12 |
5,18 |
5,15 |
102,01 |
5,17 |
DS1020 |
PL0000106126 |
99,74 |
99,94 |
5,28 |
5,25 |
99,84 |
5,26 |
WZ0121 |
PL0000106068 |
97,15 |
97,29 |
--- |
--- |
97,22 |
--- |
DS1021 |
PL0000106670 |
102,90 |
103,08 |
5,35 |
5,32 |
102,99 |
5,34 |
WS0922 |
PL0000102646 |
102,81 |
103,04 |
5,38 |
5,36 |
102,93 |
5,37 |
IZ0823 |
PL0000105359 |
98,49 |
98,91 |
--- |
--- |
98,70 |
--- |
WS0429 |
PL0000105391 |
101,93 |
102,35 |
5,57 |
5,53 |
102,14 |
5,55 |
REPO MARKET |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
30 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
50 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
20 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
5 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
250 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
10 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
80 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,200 |
4,300 |
4,283 |
240 |
PS0413 |
PL0000105037 |
0/2 |
2 |
4,250 |
4,250 |
4,250 |
10 |
OK0114 |
PL0000106712 |
1/6 |
5 |
4,200 |
4,200 |
4,200 |
5 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,300 |
4,350 |
4,318 |
55 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
65 |
PS0413 |
PL0000105037 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
10 |
PS0416 |
PL0000106340 |
2/9 |
7 |
4,350 |
4,350 |
4,350 |
80 |
TOTAL |
910 |