2012-03-29 |
MARKET DATA |
No 63 (1848) |
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 |
2 230,00 |
2 249,09 |
141 |
3 925,00 |
4 045,63 |
31 |
6 155,00 |
6 294,71 |
172 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 230,00 |
2 249,09 |
141 |
3 925,00 |
4 045,63 |
31 |
6 155,00 |
6 294,71 |
172 |
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 |
5 000 |
5,22 |
1 |
OK0712 |
PL0000105912 |
98,61 |
98,61 |
98,61 |
98,62 |
98,61 |
98,62 |
98,61 |
260 000 |
256,40 |
4 |
OK1012 |
PL0000106100 |
97,50 |
97,51 |
97,51 |
97,51 |
97,51 |
97,51 |
97,51 |
125 000 |
121,89 |
4 |
OK0113 |
PL0000106324 |
96,40 |
96,45 |
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 |
94,38 |
94,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,68 |
100,71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,18 |
92,17 |
92,20 |
92,20 |
92,18 |
92,18 |
92,19 |
307 500 |
283,49 |
9 |
PS0414 |
PL0000105433 |
102,18 |
102,19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,21 |
102,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,75 |
104,74 |
104,80 |
104,81 |
104,72 |
104,72 |
104,80 |
70 000 |
75,28 |
5 |
PS0416 |
PL0000106340 |
100,47 |
100,43 |
100,50 |
100,50 |
100,38 |
100,38 |
100,44 |
120 000 |
126,15 |
11 |
PS1016 |
PL0000106795 |
99,20 |
99,15 |
99,20 |
99,23 |
99,08 |
99,08 |
99,18 |
375 000 |
379,71 |
19 |
DS1017 |
PL0000104543 |
101,07 |
101,00 |
101,04 |
101,10 |
101,04 |
101,05 |
101,06 |
65 000 |
67,18 |
6 |
DS1019 |
PL0000105441 |
101,10 |
101,04 |
101,10 |
101,16 |
100,95 |
100,95 |
101,08 |
80 000 |
82,79 |
8 |
DS1020 |
PL0000106126 |
98,55 |
98,50 |
98,52 |
98,58 |
98,44 |
98,44 |
98,50 |
85 000 |
85,68 |
9 |
DS1021 |
PL0000106670 |
101,50 |
101,44 |
101,50 |
101,65 |
101,38 |
101,38 |
101,50 |
240 000 |
249,65 |
24 |
WS0922 |
PL0000102646 |
101,48 |
101,37 |
101,46 |
101,48 |
101,35 |
101,35 |
101,42 |
290 000 |
302,87 |
24 |
WS0429 |
PL0000105391 |
100,85 |
100,70 |
100,99 |
100,99 |
100,66 |
100,75 |
100,81 |
40 000 |
42,48 |
3 |
WS0437 |
PL0000104857 |
80,00 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,65 |
103,77 |
103,65 |
103,65 |
103,65 |
103,65 |
103,65 |
10 000 |
13,19 |
1 |
IZ0823 |
PL0000105359 |
98,70 |
99,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,14 |
100,15 |
100,14 |
100,14 |
100,13 |
100,13 |
100,14 |
15 000 |
15,16 |
2 |
WZ0117 |
PL0000106936 |
99,62 |
99,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,19 |
99,15 |
99,19 |
99,19 |
99,11 |
99,11 |
99,12 |
110 000 |
110,07 |
7 |
WZ0121 |
PL0000106068 |
97,20 |
97,25 |
97,25 |
97,25 |
97,20 |
97,20 |
97,23 |
32 500 |
31,91 |
4 |
TOTAL |
2 230 000 |
2 249,09 |
141 |
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 |
58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
149 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
261 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
303 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
331 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
359 |
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 |
98,56 |
98,62 |
4,69 |
4,49 |
98,59 |
4,59 |
OK1012 |
PL0000106100 |
97,47 |
97,52 |
4,61 |
4,52 |
97,50 |
4,56 |
OK0113 |
PL0000106324 |
96,39 |
96,47 |
4,59 |
4,48 |
96,43 |
4,53 |
PS0413 |
PL0000105037 |
100,71 |
100,81 |
4,54 |
4,45 |
100,76 |
4,49 |
OK0713 |
PL0000106563 |
94,37 |
94,47 |
4,51 |
4,43 |
94,42 |
4,47 |
DS1013 |
PL0000102836 |
100,66 |
100,74 |
4,53 |
4,48 |
100,70 |
4,50 |
OK0114 |
PL0000106712 |
92,17 |
92,22 |
4,59 |
4,56 |
92,20 |
4,57 |
PS0414 |
PL0000105433 |
102,14 |
102,25 |
4,63 |
4,58 |
102,20 |
4,60 |
WZ0115 |
PL0000106480 |
100,11 |
100,18 |
--- |
--- |
100,15 |
--- |
PS0415 |
PL0000105953 |
102,14 |
102,29 |
4,73 |
4,68 |
102,22 |
4,70 |
DS1015 |
PL0000103602 |
104,65 |
104,82 |
4,78 |
4,73 |
104,74 |
4,76 |
PS0416 |
PL0000106340 |
100,37 |
100,51 |
4,89 |
4,85 |
100,44 |
4,87 |
IZ0816 |
PL0000103529 |
103,56 |
103,86 |
--- |
--- |
103,71 |
--- |
PS1016 |
PL0000106795 |
99,11 |
99,23 |
4,96 |
4,93 |
99,17 |
4,95 |
WZ0117 |
PL0000106936 |
99,59 |
99,77 |
--- |
--- |
99,68 |
--- |
DS1017 |
PL0000104543 |
100,87 |
101,06 |
5,06 |
5,02 |
100,97 |
5,04 |
WZ0118 |
PL0000104717 |
99,16 |
99,40 |
--- |
--- |
99,28 |
--- |
DS1019 |
PL0000105441 |
100,97 |
101,12 |
5,33 |
5,31 |
101,05 |
5,32 |
DS1020 |
PL0000106126 |
98,36 |
98,55 |
5,49 |
5,46 |
98,46 |
5,47 |
WZ0121 |
PL0000106068 |
97,17 |
97,29 |
--- |
--- |
97,23 |
--- |
DS1021 |
PL0000106670 |
101,32 |
101,50 |
5,56 |
5,53 |
101,41 |
5,55 |
WS0922 |
PL0000102646 |
101,26 |
101,45 |
5,58 |
5,55 |
101,36 |
5,57 |
IZ0823 |
PL0000105359 |
98,61 |
99,09 |
--- |
--- |
98,85 |
--- |
WS0429 |
PL0000105391 |
100,54 |
101,03 |
5,70 |
5,65 |
100,79 |
5,67 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,60 |
98,64 |
4,56 |
4,43 |
98,62 |
4,49 |
OK1012 |
PL0000106100 |
97,49 |
97,53 |
4,57 |
4,50 |
97,51 |
4,54 |
OK0113 |
PL0000106324 |
96,38 |
96,46 |
4,60 |
4,50 |
96,42 |
4,55 |
PS0413 |
PL0000105037 |
100,71 |
100,81 |
4,54 |
4,45 |
100,76 |
4,49 |
OK0713 |
PL0000106563 |
94,37 |
94,50 |
4,51 |
4,40 |
94,44 |
4,46 |
DS1013 |
PL0000102836 |
100,61 |
100,74 |
4,56 |
4,48 |
100,68 |
4,52 |
OK0114 |
PL0000106712 |
92,13 |
92,21 |
4,62 |
4,57 |
92,17 |
4,59 |
PS0414 |
PL0000105433 |
102,10 |
102,22 |
4,65 |
4,59 |
102,16 |
4,62 |
WZ0115 |
PL0000106480 |
100,11 |
100,17 |
--- |
--- |
100,14 |
--- |
PS0415 |
PL0000105953 |
102,11 |
102,22 |
4,74 |
4,70 |
102,17 |
4,72 |
DS1015 |
PL0000103602 |
104,64 |
104,78 |
4,79 |
4,75 |
104,71 |
4,77 |
PS0416 |
PL0000106340 |
100,35 |
100,46 |
4,90 |
4,87 |
100,41 |
4,88 |
IZ0816 |
PL0000103529 |
103,51 |
103,82 |
--- |
--- |
103,67 |
--- |
PS1016 |
PL0000106795 |
99,10 |
99,23 |
4,96 |
4,93 |
99,17 |
4,95 |
WZ0117 |
PL0000106936 |
99,58 |
99,78 |
--- |
--- |
99,68 |
--- |
DS1017 |
PL0000104543 |
100,96 |
101,08 |
5,04 |
5,01 |
101,02 |
5,02 |
WZ0118 |
PL0000104717 |
99,11 |
99,31 |
--- |
--- |
99,21 |
--- |
DS1019 |
PL0000105441 |
100,96 |
101,16 |
5,33 |
5,30 |
101,06 |
5,32 |
DS1020 |
PL0000106126 |
98,46 |
98,64 |
5,47 |
5,44 |
98,55 |
5,46 |
WZ0121 |
PL0000106068 |
97,11 |
97,28 |
--- |
--- |
97,20 |
--- |
DS1021 |
PL0000106670 |
101,35 |
101,57 |
5,55 |
5,52 |
101,46 |
5,54 |
WS0922 |
PL0000102646 |
101,31 |
101,53 |
5,57 |
5,54 |
101,42 |
5,56 |
IZ0823 |
PL0000105359 |
98,64 |
99,06 |
--- |
--- |
98,85 |
--- |
WS0429 |
PL0000105391 |
100,64 |
100,99 |
5,69 |
5,65 |
100,82 |
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) |
(%) |
(%) |
(%) |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,500 |
4,500 |
4,500 |
15 |
WS0922 |
PL0000102646 |
1/4 |
3 |
4,550 |
4,550 |
4,550 |
20 |
DS1015 |
PL0000103602 |
1/4 |
3 |
4,500 |
4,500 |
4,500 |
70 |
DS1020 |
PL0000106126 |
1/4 |
3 |
4,500 |
4,500 |
4,500 |
90 |
PS0416 |
PL0000106340 |
1/4 |
3 |
4,500 |
4,500 |
4,500 |
10 |
DS1021 |
PL0000106670 |
1/4 |
3 |
4,450 |
4,550 |
4,467 |
120 |
WZ0121 |
PL0000106068 |
1/4 |
3 |
4,500 |
4,500 |
4,500 |
30 |
DS1015 |
PL0000103602 |
0/4 |
4 |
4,500 |
4,500 |
4,500 |
60 |
DS1020 |
PL0000106126 |
4/12 |
8 |
4,370 |
4,370 |
4,370 |
150 |
DS1015 |
PL0000103602 |
1/12 |
11 |
4,430 |
4,430 |
4,430 |
170 |
DS1017 |
PL0000104543 |
1/12 |
11 |
4,400 |
4,400 |
4,400 |
20 |
PS0413 |
PL0000105037 |
1/12 |
11 |
4,400 |
4,400 |
4,400 |
20 |
DS1020 |
PL0000106126 |
1/12 |
11 |
4,450 |
4,450 |
4,450 |
200 |
DS1021 |
PL0000106670 |
1/12 |
11 |
4,450 |
4,450 |
4,450 |
200 |
OK0114 |
PL0000106712 |
1/12 |
11 |
4,400 |
4,450 |
4,430 |
150 |
TOTAL |
1 325 |