2012-03-21 |
MARKET DATA |
No 57 (1842) |
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 |
2 875,00 |
2 922,37 |
204 |
3 865,00 |
3 913,78 |
28 |
6 740,00 |
6 836,15 |
232 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 875,00 |
2 922,37 |
204 |
3 865,00 |
3 913,78 |
28 |
6 740,00 |
6 836,15 |
232 |
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 |
99,99 |
100,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
98,48 |
98,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,39 |
97,42 |
97,39 |
97,39 |
97,39 |
97,39 |
97,39 |
115 000 |
112,00 |
2 |
OK0113 |
PL0000106324 |
96,32 |
96,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,79 |
100,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,29 |
94,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,77 |
100,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,13 |
92,10 |
92,12 |
92,12 |
92,10 |
92,11 |
92,11 |
380 000 |
350,02 |
11 |
PS0414 |
PL0000105433 |
102,31 |
102,26 |
102,26 |
102,27 |
102,26 |
102,27 |
102,27 |
70 000 |
75,25 |
2 |
PS0415 |
PL0000105953 |
102,35 |
102,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,05 |
105,00 |
105,04 |
105,04 |
104,99 |
105,01 |
105,01 |
155 000 |
166,77 |
10 |
PS0416 |
PL0000106340 |
100,76 |
100,63 |
100,75 |
100,75 |
100,63 |
100,63 |
100,69 |
75 000 |
78,93 |
5 |
PS1016 |
PL0000106795 |
99,45 |
99,34 |
99,45 |
99,45 |
99,30 |
99,30 |
99,38 |
335 000 |
339,46 |
25 |
DS1017 |
PL0000104543 |
101,37 |
101,24 |
101,35 |
101,35 |
101,35 |
101,35 |
101,35 |
20 000 |
20,70 |
2 |
DS1019 |
PL0000105441 |
101,50 |
101,25 |
101,59 |
101,59 |
101,27 |
101,27 |
101,34 |
295 000 |
305,60 |
26 |
DS1020 |
PL0000106126 |
99,08 |
98,60 |
99,02 |
99,02 |
98,52 |
98,52 |
98,80 |
330 000 |
333,14 |
30 |
DS1021 |
PL0000106670 |
102,09 |
101,55 |
102,08 |
102,15 |
101,50 |
101,55 |
101,74 |
825 000 |
858,80 |
68 |
WS0922 |
PL0000102646 |
101,95 |
101,47 |
101,89 |
101,89 |
101,48 |
101,48 |
101,69 |
65 000 |
67,96 |
7 |
WS0429 |
PL0000105391 |
101,42 |
100,95 |
101,40 |
101,40 |
101,01 |
101,01 |
101,27 |
30 000 |
31,95 |
4 |
WS0437 |
PL0000104857 |
90,00 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,40 |
103,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
98,60 |
98,80 |
98,60 |
98,60 |
98,60 |
98,60 |
98,60 |
10 000 |
11,31 |
1 |
WZ0115 |
PL0000106480 |
100,14 |
100,13 |
100,13 |
100,14 |
100,13 |
100,14 |
100,14 |
85 000 |
85,80 |
6 |
WZ0117 |
PL0000106936 |
99,70 |
99,65 |
99,65 |
99,65 |
99,65 |
99,65 |
99,65 |
5 000 |
5,02 |
1 |
WZ0118 |
PL0000104717 |
99,31 |
99,36 |
99,31 |
99,31 |
99,29 |
99,29 |
99,30 |
60 000 |
60,06 |
3 |
WZ0121 |
PL0000106068 |
97,25 |
97,27 |
97,25 |
97,25 |
97,25 |
97,25 |
97,25 |
20 000 |
19,61 |
1 |
TOTAL |
2 875 000 |
2 922,37 |
204 |
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 |
5 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
159 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
271 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
313 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
341 |
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 |
98,47 |
98,54 |
4,59 |
4,37 |
98,51 |
4,46 |
OK1012 |
PL0000106100 |
97,38 |
97,45 |
4,56 |
4,43 |
97,42 |
4,49 |
OK0113 |
PL0000106324 |
96,31 |
96,40 |
4,54 |
4,43 |
96,36 |
4,48 |
PS0413 |
PL0000105037 |
100,78 |
100,86 |
4,49 |
4,41 |
100,82 |
4,45 |
OK0713 |
PL0000106563 |
94,28 |
94,42 |
4,49 |
4,38 |
94,35 |
4,44 |
DS1013 |
PL0000102836 |
100,76 |
100,84 |
4,47 |
4,42 |
100,80 |
4,44 |
OK0114 |
PL0000106712 |
92,11 |
92,20 |
4,56 |
4,50 |
92,16 |
4,53 |
PS0414 |
PL0000105433 |
102,28 |
102,40 |
4,58 |
4,51 |
102,34 |
4,54 |
WZ0115 |
PL0000106480 |
100,09 |
100,17 |
--- |
--- |
100,13 |
--- |
PS0415 |
PL0000105953 |
102,31 |
102,48 |
4,68 |
4,62 |
102,40 |
4,64 |
DS1015 |
PL0000103602 |
105,02 |
105,21 |
4,68 |
4,63 |
105,12 |
4,65 |
PS0416 |
PL0000106340 |
100,73 |
100,92 |
4,79 |
4,74 |
100,83 |
4,77 |
IZ0816 |
PL0000103529 |
103,36 |
103,79 |
--- |
--- |
103,58 |
--- |
PS1016 |
PL0000106795 |
99,39 |
99,55 |
4,89 |
4,85 |
99,47 |
4,87 |
WZ0117 |
PL0000106936 |
99,67 |
99,79 |
--- |
--- |
99,73 |
--- |
DS1017 |
PL0000104543 |
101,33 |
101,51 |
4,96 |
4,92 |
101,42 |
4,94 |
WZ0118 |
PL0000104717 |
99,26 |
99,48 |
--- |
--- |
99,37 |
--- |
DS1019 |
PL0000105441 |
101,40 |
101,62 |
5,26 |
5,23 |
101,51 |
5,24 |
DS1020 |
PL0000106126 |
99,02 |
99,18 |
5,39 |
5,36 |
99,10 |
5,37 |
WZ0121 |
PL0000106068 |
97,21 |
97,48 |
--- |
--- |
97,35 |
--- |
DS1021 |
PL0000106670 |
102,05 |
102,17 |
5,46 |
5,44 |
102,11 |
5,45 |
WS0922 |
PL0000102646 |
101,88 |
102,09 |
5,50 |
5,47 |
101,99 |
5,49 |
IZ0823 |
PL0000105359 |
98,52 |
98,95 |
--- |
--- |
98,74 |
--- |
WS0429 |
PL0000105391 |
101,30 |
101,76 |
5,62 |
5,58 |
101,53 |
5,60 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,46 |
98,54 |
4,62 |
4,37 |
98,50 |
4,49 |
OK1012 |
PL0000106100 |
97,37 |
97,43 |
4,58 |
4,47 |
97,40 |
4,52 |
OK0113 |
PL0000106324 |
96,30 |
96,37 |
4,55 |
4,46 |
96,34 |
4,50 |
PS0413 |
PL0000105037 |
100,72 |
100,84 |
4,55 |
4,43 |
100,78 |
4,49 |
OK0713 |
PL0000106563 |
94,23 |
94,39 |
4,54 |
4,40 |
94,31 |
4,47 |
DS1013 |
PL0000102836 |
100,73 |
100,83 |
4,49 |
4,42 |
100,78 |
4,46 |
OK0114 |
PL0000106712 |
92,06 |
92,15 |
4,59 |
4,53 |
92,11 |
4,56 |
PS0414 |
PL0000105433 |
102,22 |
102,33 |
4,61 |
4,55 |
102,28 |
4,58 |
WZ0115 |
PL0000106480 |
100,11 |
100,18 |
--- |
--- |
100,15 |
--- |
PS0415 |
PL0000105953 |
102,20 |
102,36 |
4,71 |
4,66 |
102,28 |
4,69 |
DS1015 |
PL0000103602 |
104,92 |
105,06 |
4,71 |
4,67 |
104,99 |
4,69 |
PS0416 |
PL0000106340 |
100,51 |
100,68 |
4,85 |
4,81 |
100,60 |
4,83 |
IZ0816 |
PL0000103529 |
103,15 |
103,69 |
--- |
--- |
103,42 |
--- |
PS1016 |
PL0000106795 |
99,26 |
99,37 |
4,92 |
4,90 |
99,32 |
4,91 |
WZ0117 |
PL0000106936 |
99,52 |
99,75 |
--- |
--- |
99,64 |
--- |
DS1017 |
PL0000104543 |
101,08 |
101,29 |
5,01 |
4,97 |
101,19 |
4,99 |
WZ0118 |
PL0000104717 |
99,17 |
99,39 |
--- |
--- |
99,28 |
--- |
DS1019 |
PL0000105441 |
101,08 |
101,28 |
5,31 |
5,28 |
101,18 |
5,30 |
DS1020 |
PL0000106126 |
98,49 |
98,71 |
5,47 |
5,43 |
98,60 |
5,45 |
WZ0121 |
PL0000106068 |
97,18 |
97,31 |
--- |
--- |
97,25 |
--- |
DS1021 |
PL0000106670 |
101,43 |
101,59 |
5,54 |
5,52 |
101,51 |
5,53 |
WS0922 |
PL0000102646 |
101,21 |
101,52 |
5,59 |
5,55 |
101,37 |
5,57 |
IZ0823 |
PL0000105359 |
98,46 |
98,91 |
--- |
--- |
98,69 |
--- |
WS0429 |
PL0000105391 |
100,52 |
101,04 |
5,70 |
5,65 |
100,78 |
5,67 |
REPO MARKET |
General Collateral (GC) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
|
|
|
|
0,000 |
0,000 |
0,000 |
0 |
TOTAL |
0 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,300 |
4,310 |
4,307 |
135 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
80 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
30 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
50 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
230 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,300 |
4,310 |
4,306 |
80 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
40 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
80 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
390 |
DS1015 |
PL0000103602 |
0/2 |
2 |
4,300 |
4,300 |
4,300 |
120 |
WS0429 |
PL0000105391 |
0/2 |
2 |
4,200 |
4,200 |
4,200 |
10 |
DS1021 |
PL0000106670 |
0/5 |
5 |
4,200 |
4,200 |
4,200 |
30 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
120 |
DS1017 |
PL0000104543 |
2/9 |
7 |
4,300 |
4,300 |
4,300 |
20 |
OK0712 |
PL0000105912 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
20 |
TOTAL |
1 435 |