2012-03-23 |
MARKET DATA |
No 59 (1844) |
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 |
890,00 |
929,20 |
78 |
1 720,00 |
1 729,52 |
23 |
2 610,00 |
2 658,72 |
101 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
890,00 |
929,20 |
78 |
1 720,00 |
1 729,52 |
23 |
2 610,00 |
2 658,72 |
101 |
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 |
98,54 |
98,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,44 |
97,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
96,36 |
96,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,77 |
100,78 |
100,76 |
100,76 |
100,76 |
100,76 |
100,76 |
127 500 |
134,63 |
6 |
OK0713 |
PL0000106563 |
94,33 |
94,42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,75 |
100,80 |
100,80 |
100,80 |
100,80 |
100,80 |
100,80 |
2 500 |
2,57 |
1 |
OK0114 |
PL0000106712 |
92,17 |
92,17 |
92,17 |
92,17 |
92,17 |
92,17 |
92,17 |
20 000 |
18,43 |
2 |
PS0414 |
PL0000105433 |
102,28 |
102,31 |
102,33 |
102,33 |
102,33 |
102,33 |
102,33 |
30 000 |
32,29 |
3 |
PS0415 |
PL0000105953 |
102,39 |
102,40 |
102,35 |
102,43 |
102,35 |
102,43 |
102,37 |
85 000 |
91,31 |
5 |
DS1015 |
PL0000103602 |
105,07 |
105,07 |
105,08 |
105,10 |
105,08 |
105,10 |
105,09 |
50 000 |
53,87 |
5 |
PS0416 |
PL0000106340 |
100,70 |
100,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
99,41 |
99,40 |
99,35 |
99,35 |
99,35 |
99,35 |
99,35 |
5 000 |
5,07 |
1 |
DS1017 |
PL0000104543 |
101,31 |
101,26 |
101,30 |
101,30 |
101,25 |
101,25 |
101,28 |
55 000 |
56,92 |
7 |
DS1019 |
PL0000105441 |
101,31 |
101,18 |
101,20 |
101,27 |
101,19 |
101,27 |
101,22 |
95 000 |
98,36 |
8 |
DS1020 |
PL0000106126 |
98,70 |
98,59 |
98,76 |
98,76 |
98,48 |
98,73 |
98,55 |
92 500 |
93,21 |
9 |
DS1021 |
PL0000106670 |
101,75 |
101,50 |
101,75 |
101,75 |
101,49 |
101,69 |
101,56 |
190 000 |
197,56 |
19 |
WS0922 |
PL0000102646 |
101,59 |
101,45 |
101,34 |
101,59 |
101,34 |
101,59 |
101,48 |
50 000 |
52,20 |
6 |
WS0429 |
PL0000105391 |
101,15 |
101,15 |
101,14 |
101,14 |
101,05 |
101,05 |
101,09 |
25 000 |
26,60 |
2 |
WS0437 |
PL0000104857 |
80,00 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,60 |
103,60 |
103,65 |
103,65 |
103,65 |
103,65 |
103,65 |
10 000 |
13,17 |
1 |
IZ0823 |
PL0000105359 |
98,55 |
98,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,14 |
100,15 |
100,13 |
100,14 |
100,13 |
100,14 |
100,14 |
50 000 |
50,49 |
2 |
WZ0117 |
PL0000106936 |
99,70 |
99,70 |
99,75 |
99,75 |
99,75 |
99,75 |
99,75 |
2 500 |
2,52 |
1 |
WZ0118 |
PL0000104717 |
99,24 |
99,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,21 |
97,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
890 000 |
929,20 |
78 |
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) |
30MAY12 |
PL0000006052 |
64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
155 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
267 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
309 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
337 |
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 |
98,53 |
98,59 |
4,55 |
4,36 |
98,56 |
4,46 |
OK1012 |
PL0000106100 |
97,41 |
97,50 |
4,59 |
4,43 |
97,46 |
4,50 |
OK0113 |
PL0000106324 |
96,34 |
96,44 |
4,56 |
4,43 |
96,39 |
4,50 |
PS0413 |
PL0000105037 |
100,75 |
100,85 |
4,51 |
4,42 |
100,80 |
4,47 |
OK0713 |
PL0000106563 |
94,32 |
94,47 |
4,50 |
4,37 |
94,40 |
4,43 |
DS1013 |
PL0000102836 |
100,73 |
100,82 |
4,49 |
4,43 |
100,78 |
4,45 |
OK0114 |
PL0000106712 |
92,13 |
92,22 |
4,57 |
4,52 |
92,18 |
4,54 |
PS0414 |
PL0000105433 |
102,26 |
102,36 |
4,58 |
4,53 |
102,31 |
4,56 |
WZ0115 |
PL0000106480 |
100,10 |
100,18 |
--- |
--- |
100,14 |
--- |
PS0415 |
PL0000105953 |
102,33 |
102,48 |
4,67 |
4,61 |
102,41 |
4,64 |
DS1015 |
PL0000103602 |
105,02 |
105,13 |
4,68 |
4,65 |
105,08 |
4,66 |
PS0416 |
PL0000106340 |
100,65 |
100,78 |
4,81 |
4,78 |
100,72 |
4,80 |
IZ0816 |
PL0000103529 |
103,22 |
103,68 |
--- |
--- |
103,45 |
--- |
PS1016 |
PL0000106795 |
99,35 |
99,52 |
4,90 |
4,86 |
99,44 |
4,88 |
WZ0117 |
PL0000106936 |
99,61 |
99,79 |
--- |
--- |
99,70 |
--- |
DS1017 |
PL0000104543 |
101,24 |
101,38 |
4,98 |
4,95 |
101,31 |
4,96 |
WZ0118 |
PL0000104717 |
99,20 |
99,45 |
--- |
--- |
99,33 |
--- |
DS1019 |
PL0000105441 |
101,20 |
101,41 |
5,29 |
5,26 |
101,31 |
5,28 |
DS1020 |
PL0000106126 |
98,64 |
98,83 |
5,44 |
5,41 |
98,74 |
5,43 |
WZ0121 |
PL0000106068 |
97,15 |
97,42 |
--- |
--- |
97,29 |
--- |
DS1021 |
PL0000106670 |
101,59 |
101,79 |
5,52 |
5,50 |
101,69 |
5,51 |
WS0922 |
PL0000102646 |
101,49 |
101,80 |
5,55 |
5,51 |
101,65 |
5,53 |
IZ0823 |
PL0000105359 |
98,44 |
98,96 |
--- |
--- |
98,70 |
--- |
WS0429 |
PL0000105391 |
101,00 |
101,37 |
5,65 |
5,62 |
101,19 |
5,64 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,53 |
98,58 |
4,55 |
4,39 |
98,56 |
4,46 |
OK1012 |
PL0000106100 |
97,43 |
97,49 |
4,55 |
4,44 |
97,46 |
4,50 |
OK0113 |
PL0000106324 |
96,34 |
96,45 |
4,56 |
4,42 |
96,40 |
4,48 |
PS0413 |
PL0000105037 |
100,75 |
100,82 |
4,51 |
4,45 |
100,79 |
4,47 |
OK0713 |
PL0000106563 |
94,30 |
94,44 |
4,52 |
4,40 |
94,37 |
4,46 |
DS1013 |
PL0000102836 |
100,73 |
100,82 |
4,49 |
4,43 |
100,78 |
4,45 |
OK0114 |
PL0000106712 |
92,14 |
92,20 |
4,57 |
4,53 |
92,17 |
4,55 |
PS0414 |
PL0000105433 |
102,24 |
102,36 |
4,59 |
4,53 |
102,30 |
4,56 |
WZ0115 |
PL0000106480 |
100,12 |
100,18 |
--- |
--- |
100,15 |
--- |
PS0415 |
PL0000105953 |
102,34 |
102,48 |
4,66 |
4,61 |
102,41 |
4,64 |
DS1015 |
PL0000103602 |
105,04 |
105,13 |
4,67 |
4,65 |
105,09 |
4,66 |
PS0416 |
PL0000106340 |
100,64 |
100,76 |
4,82 |
4,78 |
100,70 |
4,80 |
IZ0816 |
PL0000103529 |
103,51 |
103,78 |
--- |
--- |
103,65 |
--- |
PS1016 |
PL0000106795 |
99,34 |
99,46 |
4,90 |
4,87 |
99,40 |
4,89 |
WZ0117 |
PL0000106936 |
99,64 |
99,79 |
--- |
--- |
99,72 |
--- |
DS1017 |
PL0000104543 |
101,27 |
101,38 |
4,97 |
4,95 |
101,33 |
4,96 |
WZ0118 |
PL0000104717 |
99,20 |
99,46 |
--- |
--- |
99,33 |
--- |
DS1019 |
PL0000105441 |
101,20 |
101,32 |
5,29 |
5,28 |
101,26 |
5,29 |
DS1020 |
PL0000106126 |
98,65 |
98,83 |
5,44 |
5,41 |
98,74 |
5,43 |
WZ0121 |
PL0000106068 |
97,16 |
97,39 |
--- |
--- |
97,28 |
--- |
DS1021 |
PL0000106670 |
101,57 |
101,74 |
5,53 |
5,50 |
101,66 |
5,51 |
WS0922 |
PL0000102646 |
101,50 |
101,74 |
5,55 |
5,52 |
101,62 |
5,53 |
IZ0823 |
PL0000105359 |
98,48 |
98,96 |
--- |
--- |
98,72 |
--- |
WS0429 |
PL0000105391 |
100,91 |
101,34 |
5,66 |
5,62 |
101,13 |
5,64 |
REPO MARKET |
General Collateral (GC) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/3 |
3 |
4,330 |
4,330 |
4,330 |
150 |
TOTAL |
150 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
3/4 |
1 |
4,350 |
4,350 |
4,350 |
55 |
PS0413 |
PL0000105037 |
3/4 |
1 |
4,300 |
4,300 |
4,300 |
50 |
PS0414 |
PL0000105433 |
3/4 |
1 |
4,300 |
4,300 |
4,300 |
65 |
PS0415 |
PL0000105953 |
3/4 |
1 |
4,300 |
4,300 |
4,300 |
90 |
DS1020 |
PL0000106126 |
3/4 |
1 |
4,300 |
4,300 |
4,300 |
20 |
PS0416 |
PL0000106340 |
3/4 |
1 |
4,250 |
4,300 |
4,295 |
110 |
DS1021 |
PL0000106670 |
3/4 |
1 |
4,350 |
4,350 |
4,350 |
75 |
OK0114 |
PL0000106712 |
3/4 |
1 |
4,200 |
4,270 |
4,209 |
480 |
WZ0118 |
PL0000104717 |
3/4 |
1 |
4,300 |
4,300 |
4,300 |
15 |
DS1021 |
PL0000106670 |
0/3 |
3 |
4,200 |
4,200 |
4,200 |
20 |
DS1013 |
PL0000102836 |
3/10 |
7 |
4,350 |
4,350 |
4,350 |
180 |
PS0413 |
PL0000105037 |
3/10 |
7 |
4,350 |
4,350 |
4,350 |
10 |
PS0414 |
PL0000105433 |
3/10 |
7 |
4,350 |
4,350 |
4,350 |
210 |
DS1020 |
PL0000106126 |
3/10 |
7 |
4,350 |
4,350 |
4,350 |
185 |
DS1021 |
PL0000106670 |
3/10 |
7 |
4,350 |
4,350 |
4,350 |
5 |
TOTAL |
1 570 |