2012-03-26 |
MARKET DATA |
No 60 (1845) |
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 |
1 400,00 |
1 375,94 |
42 |
2 125,00 |
2 159,23 |
33 |
3 525,00 |
3 535,18 |
75 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 400,00 |
1 375,94 |
42 |
2 125,00 |
2 159,23 |
33 |
3 525,00 |
3 535,18 |
75 |
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 |
100,00 |
100,00 |
100,00 |
100,00 |
100,00 |
150 000 |
156,58 |
3 |
OK0712 |
PL0000105912 |
98,54 |
98,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,45 |
97,47 |
97,47 |
97,47 |
97,47 |
97,47 |
97,47 |
20 000 |
19,49 |
1 |
OK0113 |
PL0000106324 |
96,36 |
96,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,76 |
100,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,32 |
94,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,75 |
100,73 |
100,75 |
100,75 |
100,73 |
100,73 |
100,73 |
450 000 |
462,89 |
13 |
OK0114 |
PL0000106712 |
92,17 |
92,16 |
92,16 |
92,16 |
92,15 |
92,16 |
92,16 |
605 000 |
557,54 |
12 |
PS0414 |
PL0000105433 |
102,26 |
102,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,37 |
102,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,06 |
105,05 |
105,03 |
105,03 |
105,03 |
105,03 |
105,03 |
15 000 |
16,15 |
1 |
PS0416 |
PL0000106340 |
100,66 |
100,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
99,36 |
99,37 |
99,36 |
99,37 |
99,34 |
99,37 |
99,35 |
75 000 |
76,02 |
5 |
DS1017 |
PL0000104543 |
101,30 |
101,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,22 |
101,20 |
101,22 |
101,22 |
101,22 |
101,22 |
101,22 |
15 000 |
15,53 |
1 |
DS1020 |
PL0000106126 |
98,66 |
98,70 |
98,70 |
98,70 |
98,70 |
98,70 |
98,70 |
10 000 |
10,09 |
1 |
DS1021 |
PL0000106670 |
101,65 |
101,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
101,55 |
101,55 |
101,50 |
101,60 |
101,50 |
101,60 |
101,52 |
30 000 |
31,34 |
3 |
WS0429 |
PL0000105391 |
101,00 |
101,13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
90,00 |
107,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,60 |
103,81 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
98,65 |
98,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,14 |
100,15 |
100,15 |
100,15 |
100,15 |
100,15 |
100,15 |
30 000 |
30,31 |
2 |
WZ0117 |
PL0000106936 |
99,68 |
99,81 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,25 |
99,44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,24 |
97,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 400 000 |
1 375,94 |
42 |
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 |
63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
154 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
266 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
308 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
336 |
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 |
98,52 |
98,57 |
4,62 |
4,46 |
98,55 |
4,53 |
OK1012 |
PL0000106100 |
97,43 |
97,49 |
4,58 |
4,47 |
97,46 |
4,52 |
OK0113 |
PL0000106324 |
96,35 |
96,45 |
4,56 |
4,43 |
96,40 |
4,50 |
PS0413 |
PL0000105037 |
100,74 |
100,83 |
4,52 |
4,44 |
100,79 |
4,47 |
OK0713 |
PL0000106563 |
94,30 |
94,44 |
4,53 |
4,41 |
94,37 |
4,47 |
DS1013 |
PL0000102836 |
100,73 |
100,81 |
4,49 |
4,43 |
100,77 |
4,46 |
OK0114 |
PL0000106712 |
92,14 |
92,21 |
4,57 |
4,53 |
92,18 |
4,55 |
PS0414 |
PL0000105433 |
102,24 |
102,36 |
4,59 |
4,53 |
102,30 |
4,56 |
WZ0115 |
PL0000106480 |
100,10 |
100,22 |
--- |
--- |
100,16 |
--- |
PS0415 |
PL0000105953 |
102,35 |
102,48 |
4,66 |
4,61 |
102,42 |
4,63 |
DS1015 |
PL0000103602 |
105,02 |
105,17 |
4,68 |
4,63 |
105,10 |
4,65 |
PS0416 |
PL0000106340 |
100,61 |
100,77 |
4,83 |
4,78 |
100,69 |
4,80 |
IZ0816 |
PL0000103529 |
103,50 |
103,88 |
--- |
--- |
103,69 |
--- |
PS1016 |
PL0000106795 |
99,31 |
99,47 |
4,91 |
4,87 |
99,39 |
4,89 |
WZ0117 |
PL0000106936 |
99,57 |
99,93 |
--- |
--- |
99,75 |
--- |
DS1017 |
PL0000104543 |
101,22 |
101,38 |
4,98 |
4,95 |
101,30 |
4,97 |
WZ0118 |
PL0000104717 |
99,17 |
99,52 |
--- |
--- |
99,35 |
--- |
DS1019 |
PL0000105441 |
101,01 |
101,31 |
5,33 |
5,28 |
101,16 |
5,30 |
DS1020 |
PL0000106126 |
98,57 |
98,85 |
5,45 |
5,41 |
98,71 |
5,43 |
WZ0121 |
PL0000106068 |
97,18 |
97,46 |
--- |
--- |
97,32 |
--- |
DS1021 |
PL0000106670 |
101,49 |
101,77 |
5,54 |
5,50 |
101,63 |
5,52 |
WS0922 |
PL0000102646 |
101,45 |
101,79 |
5,56 |
5,51 |
101,62 |
5,53 |
IZ0823 |
PL0000105359 |
98,54 |
99,06 |
--- |
--- |
98,80 |
--- |
WS0429 |
PL0000105391 |
100,77 |
101,33 |
5,67 |
5,62 |
101,05 |
5,65 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,51 |
98,56 |
4,65 |
4,49 |
98,54 |
4,56 |
OK1012 |
PL0000106100 |
97,44 |
97,49 |
4,56 |
4,47 |
97,47 |
4,50 |
OK0113 |
PL0000106324 |
96,34 |
96,44 |
4,58 |
4,45 |
96,39 |
4,51 |
PS0413 |
PL0000105037 |
100,74 |
100,82 |
4,52 |
4,44 |
100,78 |
4,48 |
OK0713 |
PL0000106563 |
94,27 |
94,41 |
4,55 |
4,43 |
94,34 |
4,49 |
DS1013 |
PL0000102836 |
100,69 |
100,75 |
4,51 |
4,47 |
100,72 |
4,49 |
OK0114 |
PL0000106712 |
92,13 |
92,20 |
4,58 |
4,54 |
92,17 |
4,56 |
PS0414 |
PL0000105433 |
102,25 |
102,33 |
4,58 |
4,54 |
102,29 |
4,56 |
WZ0115 |
PL0000106480 |
100,12 |
100,18 |
--- |
--- |
100,15 |
--- |
PS0415 |
PL0000105953 |
102,33 |
102,42 |
4,67 |
4,63 |
102,38 |
4,65 |
DS1015 |
PL0000103602 |
105,01 |
105,13 |
4,68 |
4,65 |
105,07 |
4,66 |
PS0416 |
PL0000106340 |
100,56 |
100,68 |
4,84 |
4,81 |
100,62 |
4,82 |
IZ0816 |
PL0000103529 |
103,56 |
103,86 |
--- |
--- |
103,71 |
--- |
PS1016 |
PL0000106795 |
99,32 |
99,43 |
4,91 |
4,88 |
99,38 |
4,89 |
WZ0117 |
PL0000106936 |
99,65 |
99,93 |
--- |
--- |
99,79 |
--- |
DS1017 |
PL0000104543 |
101,20 |
101,39 |
4,99 |
4,95 |
101,30 |
4,97 |
WZ0118 |
PL0000104717 |
99,21 |
99,48 |
--- |
--- |
99,35 |
--- |
DS1019 |
PL0000105441 |
101,17 |
101,33 |
5,30 |
5,27 |
101,25 |
5,29 |
DS1020 |
PL0000106126 |
98,61 |
98,81 |
5,45 |
5,42 |
98,71 |
5,43 |
WZ0121 |
PL0000106068 |
97,21 |
97,37 |
--- |
--- |
97,29 |
--- |
DS1021 |
PL0000106670 |
101,54 |
101,74 |
5,53 |
5,50 |
101,64 |
5,52 |
WS0922 |
PL0000102646 |
101,41 |
101,64 |
5,56 |
5,53 |
101,53 |
5,54 |
IZ0823 |
PL0000105359 |
98,58 |
99,05 |
--- |
--- |
98,82 |
--- |
WS0429 |
PL0000105391 |
100,89 |
101,29 |
5,66 |
5,63 |
101,09 |
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 |
1/2 |
1 |
4,550 |
4,550 |
4,550 |
400 |
TOTAL |
400 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
55 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
35 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,400 |
4,400 |
4,400 |
15 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,300 |
4,400 |
4,333 |
30 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
30 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,370 |
4,370 |
4,370 |
50 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
25 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
50 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,400 |
4,400 |
4,400 |
200 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,400 |
4,400 |
4,400 |
40 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,400 |
4,400 |
4,400 |
50 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,350 |
4,400 |
4,377 |
60 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,350 |
4,400 |
4,367 |
150 |
OK0713 |
PL0000106563 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
20 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,370 |
4,370 |
4,370 |
70 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,250 |
4,350 |
4,281 |
320 |
PS1016 |
PL0000106795 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
35 |
WZ0118 |
PL0000104717 |
0/1 |
1 |
4,400 |
4,400 |
4,400 |
20 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
4,400 |
4,400 |
4,400 |
15 |
DS1013 |
PL0000102836 |
1/8 |
7 |
4,350 |
4,400 |
4,389 |
90 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,400 |
4,400 |
4,400 |
90 |
PS0413 |
PL0000105037 |
1/8 |
7 |
4,400 |
4,400 |
4,400 |
45 |
PS0415 |
PL0000105953 |
0/7 |
7 |
4,350 |
4,350 |
4,350 |
30 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,400 |
4,400 |
4,400 |
200 |
TOTAL |
1 725 |