2012-03-28 |
MARKET DATA |
No 62 (1847) |
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 |
1 997,50 |
2 065,33 |
123 |
1 505,00 |
1 563,07 |
21 |
3 502,50 |
3 628,40 |
144 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 997,50 |
2 065,33 |
123 |
1 505,00 |
1 563,07 |
21 |
3 502,50 |
3 628,40 |
144 |
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 |
98,58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,45 |
97,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
96,38 |
96,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,73 |
100,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,35 |
94,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,74 |
100,72 |
100,74 |
100,74 |
100,74 |
100,74 |
100,74 |
10 000 |
10,29 |
1 |
OK0114 |
PL0000106712 |
92,16 |
92,16 |
92,17 |
92,17 |
92,17 |
92,17 |
92,17 |
200 000 |
184,34 |
4 |
PS0414 |
PL0000105433 |
102,24 |
102,19 |
102,24 |
102,24 |
102,18 |
102,18 |
102,22 |
155 000 |
166,72 |
7 |
PS0415 |
PL0000105953 |
102,34 |
102,23 |
102,32 |
102,32 |
102,22 |
102,23 |
102,27 |
332 500 |
357,02 |
17 |
DS1015 |
PL0000103602 |
104,92 |
104,76 |
104,75 |
104,75 |
104,73 |
104,73 |
104,73 |
190 000 |
204,12 |
10 |
PS0416 |
PL0000106340 |
100,55 |
100,43 |
100,55 |
100,55 |
100,42 |
100,45 |
100,47 |
150 000 |
157,67 |
12 |
PS1016 |
PL0000106795 |
99,29 |
99,19 |
99,29 |
99,29 |
99,15 |
99,20 |
99,20 |
290 000 |
293,60 |
18 |
DS1017 |
PL0000104543 |
101,15 |
101,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,17 |
101,02 |
101,17 |
101,17 |
101,03 |
101,03 |
101,09 |
55 000 |
56,90 |
5 |
DS1020 |
PL0000106126 |
98,65 |
98,48 |
98,65 |
98,65 |
98,51 |
98,51 |
98,59 |
165 000 |
166,38 |
13 |
DS1021 |
PL0000106670 |
101,55 |
101,36 |
101,55 |
101,55 |
101,50 |
101,55 |
101,52 |
180 000 |
187,17 |
13 |
WS0922 |
PL0000102646 |
101,55 |
101,37 |
101,55 |
101,55 |
101,30 |
101,30 |
101,45 |
235 000 |
245,39 |
19 |
WS0429 |
PL0000105391 |
100,82 |
100,81 |
100,80 |
100,80 |
100,60 |
100,60 |
100,73 |
15 000 |
15,91 |
2 |
WS0437 |
PL0000104857 |
85,00 |
110,00 |
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 |
98,67 |
99,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,13 |
100,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,64 |
99,84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,24 |
99,28 |
99,24 |
99,24 |
99,24 |
99,24 |
99,24 |
10 000 |
10,01 |
1 |
WZ0121 |
PL0000106068 |
97,23 |
97,27 |
97,22 |
97,22 |
97,22 |
97,22 |
97,22 |
10 000 |
9,81 |
1 |
TOTAL |
1 997 500 |
2 065,33 |
123 |
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 |
61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
152 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
264 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
306 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
334 |
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 |
4,67 |
4,47 |
98,56 |
4,57 |
OK1012 |
PL0000106100 |
97,43 |
97,49 |
4,62 |
4,51 |
97,46 |
4,56 |
OK0113 |
PL0000106324 |
96,36 |
96,44 |
4,58 |
4,48 |
96,40 |
4,53 |
PS0413 |
PL0000105037 |
100,71 |
100,82 |
4,55 |
4,44 |
100,77 |
4,49 |
OK0713 |
PL0000106563 |
94,33 |
94,38 |
4,52 |
4,48 |
94,36 |
4,49 |
DS1013 |
PL0000102836 |
100,68 |
100,78 |
4,52 |
4,45 |
100,73 |
4,49 |
OK0114 |
PL0000106712 |
92,14 |
92,20 |
4,59 |
4,55 |
92,17 |
4,57 |
PS0414 |
PL0000105433 |
102,20 |
102,28 |
4,61 |
4,57 |
102,24 |
4,59 |
WZ0115 |
PL0000106480 |
100,10 |
100,22 |
--- |
--- |
100,16 |
--- |
PS0415 |
PL0000105953 |
102,32 |
102,40 |
4,67 |
4,64 |
102,36 |
4,65 |
DS1015 |
PL0000103602 |
104,87 |
105,02 |
4,72 |
4,68 |
104,95 |
4,70 |
PS0416 |
PL0000106340 |
100,49 |
100,65 |
4,86 |
4,81 |
100,57 |
4,84 |
IZ0816 |
PL0000103529 |
103,55 |
103,86 |
--- |
--- |
103,71 |
--- |
PS1016 |
PL0000106795 |
99,26 |
99,40 |
4,92 |
4,89 |
99,33 |
4,91 |
WZ0117 |
PL0000106936 |
99,60 |
99,93 |
--- |
--- |
99,77 |
--- |
DS1017 |
PL0000104543 |
101,11 |
101,31 |
5,01 |
4,96 |
101,21 |
4,99 |
WZ0118 |
PL0000104717 |
99,20 |
99,46 |
--- |
--- |
99,33 |
--- |
DS1019 |
PL0000105441 |
101,14 |
101,30 |
5,30 |
5,28 |
101,22 |
5,29 |
DS1020 |
PL0000106126 |
98,62 |
98,79 |
5,45 |
5,42 |
98,71 |
5,43 |
WZ0121 |
PL0000106068 |
97,16 |
97,35 |
--- |
--- |
97,26 |
--- |
DS1021 |
PL0000106670 |
101,51 |
101,73 |
5,53 |
5,50 |
101,62 |
5,52 |
WS0922 |
PL0000102646 |
101,48 |
101,66 |
5,55 |
5,53 |
101,57 |
5,54 |
IZ0823 |
PL0000105359 |
98,55 |
99,07 |
--- |
--- |
98,81 |
--- |
WS0429 |
PL0000105391 |
100,72 |
101,12 |
5,68 |
5,64 |
100,92 |
5,66 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,54 |
98,59 |
4,63 |
4,47 |
98,57 |
4,54 |
OK1012 |
PL0000106100 |
97,43 |
97,49 |
4,62 |
4,51 |
97,46 |
4,56 |
OK0113 |
PL0000106324 |
96,36 |
96,44 |
4,58 |
4,48 |
96,40 |
4,53 |
PS0413 |
PL0000105037 |
100,69 |
100,81 |
4,57 |
4,45 |
100,75 |
4,51 |
OK0713 |
PL0000106563 |
94,34 |
94,44 |
4,51 |
4,43 |
94,39 |
4,47 |
DS1013 |
PL0000102836 |
100,67 |
100,74 |
4,53 |
4,48 |
100,71 |
4,50 |
OK0114 |
PL0000106712 |
92,13 |
92,20 |
4,59 |
4,55 |
92,17 |
4,57 |
PS0414 |
PL0000105433 |
102,16 |
102,24 |
4,63 |
4,59 |
102,20 |
4,61 |
WZ0115 |
PL0000106480 |
100,11 |
100,17 |
--- |
--- |
100,14 |
--- |
PS0415 |
PL0000105953 |
102,13 |
102,31 |
4,74 |
4,67 |
102,22 |
4,70 |
DS1015 |
PL0000103602 |
104,70 |
104,79 |
4,77 |
4,75 |
104,75 |
4,76 |
PS0416 |
PL0000106340 |
100,38 |
100,48 |
4,89 |
4,86 |
100,43 |
4,88 |
IZ0816 |
PL0000103529 |
103,49 |
103,85 |
--- |
--- |
103,67 |
--- |
PS1016 |
PL0000106795 |
99,13 |
99,23 |
4,96 |
4,93 |
99,18 |
4,94 |
WZ0117 |
PL0000106936 |
99,58 |
99,88 |
--- |
--- |
99,73 |
--- |
DS1017 |
PL0000104543 |
100,84 |
101,08 |
5,06 |
5,01 |
100,96 |
5,04 |
WZ0118 |
PL0000104717 |
99,20 |
99,32 |
--- |
--- |
99,26 |
--- |
DS1019 |
PL0000105441 |
100,91 |
101,10 |
5,34 |
5,31 |
101,01 |
5,33 |
DS1020 |
PL0000106126 |
98,32 |
98,55 |
5,49 |
5,46 |
98,44 |
5,47 |
WZ0121 |
PL0000106068 |
97,18 |
97,31 |
--- |
--- |
97,25 |
--- |
DS1021 |
PL0000106670 |
101,28 |
101,47 |
5,56 |
5,54 |
101,38 |
5,55 |
WS0922 |
PL0000102646 |
101,19 |
101,42 |
5,59 |
5,56 |
101,31 |
5,57 |
IZ0823 |
PL0000105359 |
98,59 |
99,10 |
--- |
--- |
98,85 |
--- |
WS0429 |
PL0000105391 |
100,47 |
100,92 |
5,70 |
5,66 |
100,70 |
5,68 |
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 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
600 |
TOTAL |
600 |
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 |
4,500 |
4,483 |
130 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
65 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,450 |
4,450 |
4,450 |
135 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,450 |
4,500 |
4,472 |
145 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,450 |
4,450 |
4,450 |
30 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,450 |
4,500 |
4,475 |
100 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
115 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,500 |
4,500 |
4,500 |
20 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,500 |
4,500 |
4,500 |
75 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
25 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,500 |
4,500 |
4,500 |
15 |
OK0114 |
PL0000106712 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
15 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
4,450 |
4,450 |
4,450 |
5 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
4,500 |
4,500 |
4,500 |
30 |
TOTAL |
905 |