2012-03-15 |
MARKET DATA |
No 53 (1838) |
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 |
1 692,50 |
1 754,57 |
133 |
1 450,00 |
1 454,86 |
19 |
3 142,50 |
3 209,42 |
152 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 692,50 |
1 754,57 |
133 |
1 450,00 |
1 454,86 |
19 |
3 142,50 |
3 209,42 |
152 |
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 |
98,44 |
98,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,35 |
97,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
96,27 |
96,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,76 |
100,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,24 |
94,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,69 |
100,77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,04 |
92,05 |
92,00 |
92,00 |
92,00 |
92,00 |
92,00 |
25 000 |
23,00 |
1 |
PS0414 |
PL0000105433 |
102,27 |
102,26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,28 |
102,26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,95 |
104,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,68 |
100,61 |
100,62 |
100,63 |
100,60 |
100,60 |
100,61 |
135 000 |
141,89 |
7 |
PS1016 |
PL0000106795 |
99,50 |
99,40 |
99,38 |
99,50 |
99,37 |
99,48 |
99,43 |
167 500 |
169,73 |
12 |
DS1017 |
PL0000104543 |
101,50 |
101,41 |
101,37 |
101,50 |
101,33 |
101,44 |
101,43 |
200 000 |
207,05 |
14 |
DS1019 |
PL0000105441 |
101,55 |
101,47 |
101,30 |
101,60 |
101,25 |
101,56 |
101,44 |
65 000 |
67,36 |
7 |
DS1020 |
PL0000106126 |
99,30 |
99,07 |
99,10 |
99,40 |
99,07 |
99,35 |
99,24 |
205 000 |
207,74 |
14 |
DS1021 |
PL0000106670 |
102,41 |
102,25 |
102,22 |
102,48 |
102,07 |
102,45 |
102,34 |
645 000 |
674,88 |
53 |
WS0922 |
PL0000102646 |
102,30 |
102,20 |
102,40 |
102,40 |
102,14 |
102,23 |
102,22 |
227 500 |
238,91 |
22 |
WS0429 |
PL0000105391 |
101,50 |
101,32 |
101,15 |
101,60 |
101,15 |
101,60 |
101,49 |
22 500 |
24,00 |
3 |
WS0437 |
PL0000104857 |
100,00 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,45 |
103,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
98,60 |
98,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,10 |
100,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,68 |
99,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,30 |
99,42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,26 |
97,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 692 500 |
1 754,57 |
133 |
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 |
9 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
163 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
275 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
317 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
345 |
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 |
98,41 |
98,49 |
4,62 |
4,38 |
98,45 |
4,50 |
OK1012 |
PL0000106100 |
97,32 |
97,41 |
4,58 |
4,42 |
97,37 |
4,49 |
OK0113 |
PL0000106324 |
96,23 |
96,35 |
4,58 |
4,43 |
96,29 |
4,51 |
PS0413 |
PL0000105037 |
100,69 |
100,85 |
4,58 |
4,43 |
100,77 |
4,51 |
OK0713 |
PL0000106563 |
94,19 |
94,33 |
4,53 |
4,42 |
94,26 |
4,47 |
DS1013 |
PL0000102836 |
100,66 |
100,79 |
4,54 |
4,45 |
100,73 |
4,49 |
OK0114 |
PL0000106712 |
92,02 |
92,10 |
4,59 |
4,54 |
92,06 |
4,56 |
PS0414 |
PL0000105433 |
102,18 |
102,30 |
4,63 |
4,57 |
102,24 |
4,60 |
WZ0115 |
PL0000106480 |
100,04 |
100,15 |
--- |
--- |
100,10 |
--- |
PS0415 |
PL0000105953 |
102,14 |
102,34 |
4,74 |
4,67 |
102,24 |
4,70 |
DS1015 |
PL0000103602 |
104,87 |
105,07 |
4,73 |
4,67 |
104,97 |
4,70 |
PS0416 |
PL0000106340 |
100,60 |
100,77 |
4,83 |
4,78 |
100,69 |
4,80 |
IZ0816 |
PL0000103529 |
103,41 |
103,79 |
--- |
--- |
103,60 |
--- |
PS1016 |
PL0000106795 |
99,41 |
99,52 |
4,88 |
4,86 |
99,47 |
4,87 |
WZ0117 |
PL0000106936 |
99,64 |
99,86 |
--- |
--- |
99,75 |
--- |
DS1017 |
PL0000104543 |
101,36 |
101,56 |
4,96 |
4,91 |
101,46 |
4,94 |
WZ0118 |
PL0000104717 |
99,26 |
99,46 |
--- |
--- |
99,36 |
--- |
DS1019 |
PL0000105441 |
101,31 |
101,55 |
5,28 |
5,24 |
101,43 |
5,26 |
DS1020 |
PL0000106126 |
99,13 |
99,34 |
5,37 |
5,34 |
99,24 |
5,35 |
WZ0121 |
PL0000106068 |
97,21 |
97,41 |
--- |
--- |
97,31 |
--- |
DS1021 |
PL0000106670 |
102,29 |
102,49 |
5,43 |
5,40 |
102,39 |
5,42 |
WS0922 |
PL0000102646 |
102,17 |
102,39 |
5,46 |
5,44 |
102,28 |
5,45 |
IZ0823 |
PL0000105359 |
98,50 |
99,01 |
--- |
--- |
98,76 |
--- |
WS0429 |
PL0000105391 |
101,27 |
101,65 |
5,63 |
5,59 |
101,46 |
5,61 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,42 |
98,49 |
4,59 |
4,38 |
98,46 |
4,47 |
OK1012 |
PL0000106100 |
97,34 |
97,38 |
4,55 |
4,48 |
97,36 |
4,51 |
OK0113 |
PL0000106324 |
96,26 |
96,34 |
4,55 |
4,44 |
96,30 |
4,49 |
PS0413 |
PL0000105037 |
100,74 |
100,83 |
4,53 |
4,45 |
100,79 |
4,49 |
OK0713 |
PL0000106563 |
94,23 |
94,32 |
4,50 |
4,42 |
94,28 |
4,46 |
DS1013 |
PL0000102836 |
100,68 |
100,80 |
4,53 |
4,45 |
100,74 |
4,49 |
OK0114 |
PL0000106712 |
92,01 |
92,09 |
4,59 |
4,54 |
92,05 |
4,57 |
PS0414 |
PL0000105433 |
102,24 |
102,33 |
4,60 |
4,56 |
102,29 |
4,58 |
WZ0115 |
PL0000106480 |
100,06 |
100,15 |
--- |
--- |
100,11 |
--- |
PS0415 |
PL0000105953 |
102,26 |
102,39 |
4,70 |
4,65 |
102,33 |
4,67 |
DS1015 |
PL0000103602 |
104,92 |
105,04 |
4,72 |
4,68 |
104,98 |
4,70 |
PS0416 |
PL0000106340 |
100,63 |
100,78 |
4,82 |
4,78 |
100,71 |
4,80 |
IZ0816 |
PL0000103529 |
103,40 |
103,79 |
--- |
--- |
103,60 |
--- |
PS1016 |
PL0000106795 |
99,41 |
99,55 |
4,88 |
4,85 |
99,48 |
4,87 |
WZ0117 |
PL0000106936 |
99,64 |
99,81 |
--- |
--- |
99,73 |
--- |
DS1017 |
PL0000104543 |
101,35 |
101,46 |
4,96 |
4,94 |
101,41 |
4,95 |
WZ0118 |
PL0000104717 |
99,26 |
99,46 |
--- |
--- |
99,36 |
--- |
DS1019 |
PL0000105441 |
101,45 |
101,60 |
5,25 |
5,23 |
101,53 |
5,24 |
DS1020 |
PL0000106126 |
99,21 |
99,38 |
5,36 |
5,33 |
99,30 |
5,34 |
WZ0121 |
PL0000106068 |
97,21 |
97,39 |
--- |
--- |
97,30 |
--- |
DS1021 |
PL0000106670 |
102,30 |
102,48 |
5,43 |
5,40 |
102,39 |
5,42 |
WS0922 |
PL0000102646 |
102,08 |
102,26 |
5,48 |
5,45 |
102,17 |
5,46 |
IZ0823 |
PL0000105359 |
98,50 |
99,01 |
--- |
--- |
98,76 |
--- |
WS0429 |
PL0000105391 |
101,35 |
101,74 |
5,62 |
5,58 |
101,55 |
5,60 |
REPO MARKET |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
140 |
DS1013 |
PL0000102836 |
1/4 |
3 |
4,350 |
4,350 |
4,350 |
140 |
DS1015 |
PL0000103602 |
1/4 |
3 |
4,350 |
4,350 |
4,350 |
30 |
PS0414 |
PL0000105433 |
1/4 |
3 |
4,350 |
4,350 |
4,350 |
35 |
PS0415 |
PL0000105953 |
1/4 |
3 |
4,350 |
4,350 |
4,350 |
30 |
OK0113 |
PL0000106324 |
1/4 |
3 |
4,350 |
4,350 |
4,350 |
220 |
DS1021 |
PL0000106670 |
1/4 |
3 |
4,250 |
4,350 |
4,270 |
220 |
OK0114 |
PL0000106712 |
1/4 |
3 |
4,350 |
4,350 |
4,350 |
300 |
WZ0118 |
PL0000104717 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
30 |
WZ0121 |
PL0000106068 |
1/4 |
3 |
4,200 |
4,200 |
4,200 |
40 |
DS1013 |
PL0000102836 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
30 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,310 |
4,350 |
4,337 |
15 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
50 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,400 |
4,400 |
4,400 |
140 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
30 |
TOTAL |
1 450 |