2012-03-27 |
MARKET DATA |
No 61 (1846) |
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 |
377,50 |
387,75 |
30 |
1 410,00 |
1 391,84 |
19 |
1 787,50 |
1 779,59 |
49 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
377,50 |
387,75 |
30 |
1 410,00 |
1 391,84 |
19 |
1 787,50 |
1 779,59 |
49 |
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 |
98,55 |
98,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,46 |
97,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
96,37 |
96,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,74 |
100,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,35 |
94,36 |
94,35 |
94,37 |
94,35 |
94,37 |
94,36 |
10 000 |
9,44 |
2 |
DS1013 |
PL0000102836 |
100,72 |
100,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,16 |
92,16 |
92,16 |
92,16 |
92,14 |
92,15 |
92,15 |
47 500 |
43,77 |
3 |
PS0414 |
PL0000105433 |
102,25 |
102,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,35 |
102,38 |
102,38 |
102,39 |
102,38 |
102,39 |
102,38 |
45 000 |
48,37 |
2 |
DS1015 |
PL0000103602 |
105,00 |
105,02 |
105,00 |
105,00 |
105,00 |
105,00 |
105,00 |
50 000 |
53,84 |
1 |
PS0416 |
PL0000106340 |
100,61 |
100,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
99,36 |
99,35 |
99,35 |
99,35 |
99,33 |
99,33 |
99,34 |
30 000 |
30,41 |
3 |
DS1017 |
PL0000104543 |
101,30 |
101,28 |
101,30 |
101,30 |
101,29 |
101,29 |
101,29 |
15 000 |
15,53 |
2 |
DS1019 |
PL0000105441 |
101,26 |
101,27 |
101,26 |
101,26 |
101,25 |
101,25 |
101,25 |
50 000 |
51,80 |
5 |
DS1020 |
PL0000106126 |
98,75 |
98,76 |
98,69 |
98,69 |
98,66 |
98,66 |
98,68 |
30 000 |
30,28 |
3 |
DS1021 |
PL0000106670 |
101,74 |
101,69 |
101,67 |
101,67 |
101,57 |
101,57 |
101,64 |
45 000 |
46,84 |
3 |
WS0922 |
PL0000102646 |
101,57 |
101,59 |
101,57 |
101,60 |
101,53 |
101,53 |
101,57 |
55 000 |
57,49 |
6 |
WS0429 |
PL0000105391 |
101,03 |
101,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
90,00 |
107,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,60 |
103,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
98,68 |
99,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,14 |
100,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,68 |
99,76 |
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 |
97,27 |
97,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
377 500 |
387,75 |
30 |
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 |
62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
153 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
265 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
307 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
335 |
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 |
4,63 |
4,44 |
98,56 |
4,53 |
OK1012 |
PL0000106100 |
97,45 |
97,49 |
4,56 |
4,49 |
97,47 |
4,52 |
OK0113 |
PL0000106324 |
96,34 |
96,44 |
4,59 |
4,46 |
96,39 |
4,53 |
PS0413 |
PL0000105037 |
100,70 |
100,82 |
4,56 |
4,44 |
100,76 |
4,50 |
OK0713 |
PL0000106563 |
94,33 |
94,39 |
4,51 |
4,46 |
94,36 |
4,48 |
DS1013 |
PL0000102836 |
100,68 |
100,78 |
4,52 |
4,45 |
100,73 |
4,49 |
OK0114 |
PL0000106712 |
92,14 |
92,20 |
4,58 |
4,54 |
92,17 |
4,56 |
PS0414 |
PL0000105433 |
102,20 |
102,33 |
4,61 |
4,54 |
102,27 |
4,57 |
WZ0115 |
PL0000106480 |
100,11 |
100,19 |
--- |
--- |
100,15 |
--- |
PS0415 |
PL0000105953 |
102,32 |
102,44 |
4,67 |
4,63 |
102,38 |
4,65 |
DS1015 |
PL0000103602 |
104,93 |
105,07 |
4,70 |
4,66 |
105,00 |
4,68 |
PS0416 |
PL0000106340 |
100,55 |
100,73 |
4,84 |
4,79 |
100,64 |
4,82 |
IZ0816 |
PL0000103529 |
103,57 |
104,03 |
--- |
--- |
103,80 |
--- |
PS1016 |
PL0000106795 |
99,28 |
99,45 |
4,92 |
4,88 |
99,37 |
4,90 |
WZ0117 |
PL0000106936 |
99,64 |
99,92 |
--- |
--- |
99,78 |
--- |
DS1017 |
PL0000104543 |
101,20 |
101,40 |
4,99 |
4,95 |
101,30 |
4,97 |
WZ0118 |
PL0000104717 |
99,21 |
99,48 |
--- |
--- |
99,35 |
--- |
DS1019 |
PL0000105441 |
101,17 |
101,32 |
5,30 |
5,28 |
101,25 |
5,29 |
DS1020 |
PL0000106126 |
98,62 |
98,89 |
5,45 |
5,41 |
98,76 |
5,43 |
WZ0121 |
PL0000106068 |
97,18 |
97,38 |
--- |
--- |
97,28 |
--- |
DS1021 |
PL0000106670 |
101,57 |
101,80 |
5,52 |
5,49 |
101,69 |
5,51 |
WS0922 |
PL0000102646 |
101,46 |
101,65 |
5,55 |
5,53 |
101,56 |
5,54 |
IZ0823 |
PL0000105359 |
98,55 |
99,06 |
--- |
--- |
98,81 |
--- |
WS0429 |
PL0000105391 |
100,89 |
101,37 |
5,66 |
5,62 |
101,13 |
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 |
98,59 |
4,63 |
4,44 |
98,56 |
4,53 |
OK1012 |
PL0000106100 |
97,44 |
97,49 |
4,58 |
4,49 |
97,47 |
4,52 |
OK0113 |
PL0000106324 |
96,36 |
96,44 |
4,57 |
4,46 |
96,40 |
4,51 |
PS0413 |
PL0000105037 |
100,69 |
100,82 |
4,57 |
4,44 |
100,76 |
4,50 |
OK0713 |
PL0000106563 |
94,29 |
94,38 |
4,54 |
4,47 |
94,34 |
4,50 |
DS1013 |
PL0000102836 |
100,70 |
100,78 |
4,51 |
4,45 |
100,74 |
4,48 |
OK0114 |
PL0000106712 |
92,13 |
92,19 |
4,59 |
4,55 |
92,16 |
4,57 |
PS0414 |
PL0000105433 |
102,21 |
102,31 |
4,60 |
4,55 |
102,26 |
4,58 |
WZ0115 |
PL0000106480 |
100,12 |
100,18 |
--- |
--- |
100,15 |
--- |
PS0415 |
PL0000105953 |
102,31 |
102,42 |
4,67 |
4,63 |
102,37 |
4,65 |
DS1015 |
PL0000103602 |
104,89 |
105,05 |
4,72 |
4,67 |
104,97 |
4,69 |
PS0416 |
PL0000106340 |
100,53 |
100,65 |
4,85 |
4,81 |
100,59 |
4,83 |
IZ0816 |
PL0000103529 |
103,57 |
104,04 |
--- |
--- |
103,81 |
--- |
PS1016 |
PL0000106795 |
99,28 |
99,39 |
4,92 |
4,89 |
99,34 |
4,90 |
WZ0117 |
PL0000106936 |
99,60 |
99,81 |
--- |
--- |
99,71 |
--- |
DS1017 |
PL0000104543 |
101,10 |
101,32 |
5,01 |
4,96 |
101,21 |
4,99 |
WZ0118 |
PL0000104717 |
99,21 |
99,48 |
--- |
--- |
99,35 |
--- |
DS1019 |
PL0000105441 |
101,14 |
101,31 |
5,30 |
5,28 |
101,23 |
5,29 |
DS1020 |
PL0000106126 |
98,59 |
98,79 |
5,45 |
5,42 |
98,69 |
5,44 |
WZ0121 |
PL0000106068 |
97,21 |
97,34 |
--- |
--- |
97,28 |
--- |
DS1021 |
PL0000106670 |
101,53 |
101,72 |
5,53 |
5,50 |
101,63 |
5,52 |
WS0922 |
PL0000102646 |
101,47 |
101,65 |
5,55 |
5,53 |
101,56 |
5,54 |
IZ0823 |
PL0000105359 |
98,59 |
99,06 |
--- |
--- |
98,83 |
--- |
WS0429 |
PL0000105391 |
100,64 |
101,12 |
5,69 |
5,64 |
100,88 |
5,66 |
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 |
4,450 |
4,450 |
4,450 |
20 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,400 |
4,400 |
4,400 |
30 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,450 |
4,450 |
4,450 |
65 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,450 |
4,450 |
4,450 |
10 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,450 |
4,450 |
4,450 |
50 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,450 |
4,450 |
4,450 |
20 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,450 |
4,450 |
4,450 |
10 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,400 |
4,400 |
4,400 |
550 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,450 |
4,450 |
4,450 |
445 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
5 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
4,300 |
4,300 |
4,300 |
40 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
4,450 |
4,450 |
4,450 |
30 |
DS1017 |
PL0000104543 |
1/3 |
2 |
4,400 |
4,400 |
4,400 |
45 |
WS0429 |
PL0000105391 |
0/2 |
2 |
4,400 |
4,400 |
4,400 |
10 |
PS0415 |
PL0000105953 |
2/9 |
7 |
4,450 |
4,450 |
4,450 |
50 |
PS0416 |
PL0000106340 |
2/9 |
7 |
4,450 |
4,450 |
4,450 |
30 |
TOTAL |
1 410 |