2012-03-30 |
MARKET DATA |
No 64 (1849) |
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 |
2 267,50 |
2 314,95 |
162 |
1 480,00 |
1 489,58 |
16 |
3 747,50 |
3 804,52 |
178 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 267,50 |
2 314,95 |
162 |
1 480,00 |
1 489,58 |
16 |
3 747,50 |
3 804,52 |
178 |
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 |
98,64 |
98,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,54 |
97,52 |
97,54 |
97,54 |
97,54 |
97,54 |
97,54 |
100 000 |
97,54 |
1 |
OK0113 |
PL0000106324 |
96,44 |
96,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,75 |
100,77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,42 |
94,44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,66 |
100,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,17 |
92,17 |
92,21 |
92,22 |
92,21 |
92,22 |
92,22 |
200 000 |
184,43 |
4 |
PS0414 |
PL0000105433 |
102,15 |
102,14 |
102,16 |
102,16 |
102,16 |
102,16 |
102,16 |
100 000 |
107,56 |
1 |
PS0415 |
PL0000105953 |
102,17 |
102,15 |
102,14 |
102,15 |
102,14 |
102,15 |
102,15 |
45 000 |
48,29 |
2 |
DS1015 |
PL0000103602 |
104,74 |
104,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,52 |
100,44 |
100,44 |
100,55 |
100,44 |
100,55 |
100,49 |
115 000 |
120,96 |
7 |
PS1016 |
PL0000106795 |
99,25 |
99,11 |
99,12 |
99,30 |
99,09 |
99,30 |
99,20 |
560 000 |
567,22 |
34 |
DS1017 |
PL0000104543 |
101,10 |
101,03 |
101,06 |
101,19 |
101,06 |
101,19 |
101,15 |
55 000 |
56,90 |
6 |
DS1019 |
PL0000105441 |
101,30 |
101,10 |
101,05 |
101,35 |
101,04 |
101,28 |
101,24 |
190 000 |
196,95 |
15 |
DS1020 |
PL0000106126 |
98,81 |
98,55 |
98,62 |
98,85 |
98,62 |
98,85 |
98,78 |
115 000 |
116,25 |
10 |
DS1021 |
PL0000106670 |
101,80 |
101,51 |
101,55 |
101,80 |
101,42 |
101,80 |
101,64 |
285 000 |
296,88 |
27 |
WS0922 |
PL0000102646 |
101,77 |
101,39 |
101,50 |
101,83 |
101,34 |
101,77 |
101,64 |
155 000 |
162,24 |
17 |
WS0429 |
PL0000105391 |
100,71 |
100,53 |
100,64 |
100,78 |
100,55 |
100,71 |
100,67 |
217 500 |
230,71 |
24 |
WS0437 |
PL0000104857 |
90,00 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,70 |
103,76 |
103,55 |
103,55 |
103,55 |
103,55 |
103,55 |
2 500 |
3,30 |
1 |
IZ0823 |
PL0000105359 |
98,75 |
98,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,13 |
100,14 |
100,14 |
100,14 |
100,14 |
100,14 |
100,14 |
10 000 |
10,11 |
1 |
WZ0117 |
PL0000106936 |
99,55 |
99,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,07 |
99,15 |
99,07 |
99,07 |
99,07 |
99,07 |
99,07 |
20 000 |
20,00 |
2 |
WZ0121 |
PL0000106068 |
97,14 |
97,15 |
97,10 |
97,18 |
97,10 |
97,10 |
97,11 |
97 500 |
95,60 |
10 |
TOTAL |
2 267 500 |
2 314,95 |
162 |
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 |
57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
148 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
260 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
302 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
330 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
358 |
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 |
98,60 |
98,66 |
4,60 |
4,40 |
98,63 |
4,50 |
OK1012 |
PL0000106100 |
97,48 |
97,55 |
4,62 |
4,48 |
97,52 |
4,54 |
OK0113 |
PL0000106324 |
96,40 |
96,50 |
4,59 |
4,46 |
96,45 |
4,52 |
PS0413 |
PL0000105037 |
100,71 |
100,81 |
4,54 |
4,44 |
100,76 |
4,49 |
OK0713 |
PL0000106563 |
94,37 |
94,52 |
4,52 |
4,40 |
94,45 |
4,46 |
DS1013 |
PL0000102836 |
100,63 |
100,72 |
4,55 |
4,49 |
100,68 |
4,51 |
OK0114 |
PL0000106712 |
92,14 |
92,22 |
4,62 |
4,57 |
92,18 |
4,59 |
PS0414 |
PL0000105433 |
102,10 |
102,22 |
4,65 |
4,59 |
102,16 |
4,62 |
WZ0115 |
PL0000106480 |
100,09 |
100,18 |
--- |
--- |
100,14 |
--- |
PS0415 |
PL0000105953 |
102,14 |
102,22 |
4,73 |
4,70 |
102,18 |
4,72 |
DS1015 |
PL0000103602 |
104,62 |
104,80 |
4,79 |
4,74 |
104,71 |
4,77 |
PS0416 |
PL0000106340 |
100,38 |
100,51 |
4,89 |
4,85 |
100,45 |
4,87 |
IZ0816 |
PL0000103529 |
103,40 |
103,80 |
--- |
--- |
103,60 |
--- |
PS1016 |
PL0000106795 |
99,09 |
99,24 |
4,97 |
4,93 |
99,17 |
4,95 |
WZ0117 |
PL0000106936 |
99,51 |
99,83 |
--- |
--- |
99,67 |
--- |
DS1017 |
PL0000104543 |
100,90 |
101,11 |
5,05 |
5,01 |
101,01 |
5,03 |
WZ0118 |
PL0000104717 |
99,04 |
99,18 |
--- |
--- |
99,11 |
--- |
DS1019 |
PL0000105441 |
100,98 |
101,20 |
5,33 |
5,29 |
101,09 |
5,31 |
DS1020 |
PL0000106126 |
98,45 |
98,69 |
5,47 |
5,44 |
98,57 |
5,45 |
WZ0121 |
PL0000106068 |
97,07 |
97,21 |
--- |
--- |
97,14 |
--- |
DS1021 |
PL0000106670 |
101,41 |
101,59 |
5,55 |
5,52 |
101,50 |
5,53 |
WS0922 |
PL0000102646 |
101,40 |
101,59 |
5,56 |
5,54 |
101,50 |
5,55 |
IZ0823 |
PL0000105359 |
98,58 |
99,06 |
--- |
--- |
98,82 |
--- |
WS0429 |
PL0000105391 |
100,62 |
100,91 |
5,69 |
5,66 |
100,77 |
5,67 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,63 |
98,68 |
4,50 |
4,33 |
98,66 |
4,40 |
OK1012 |
PL0000106100 |
97,53 |
97,58 |
4,52 |
4,43 |
97,56 |
4,47 |
OK0113 |
PL0000106324 |
96,41 |
96,47 |
4,58 |
4,50 |
96,44 |
4,54 |
PS0413 |
PL0000105037 |
100,71 |
100,81 |
4,54 |
4,44 |
100,76 |
4,49 |
OK0713 |
PL0000106563 |
94,38 |
94,55 |
4,52 |
4,37 |
94,47 |
4,44 |
DS1013 |
PL0000102836 |
100,65 |
100,73 |
4,54 |
4,48 |
100,69 |
4,51 |
OK0114 |
PL0000106712 |
92,13 |
92,24 |
4,62 |
4,55 |
92,19 |
4,59 |
PS0414 |
PL0000105433 |
102,12 |
102,25 |
4,64 |
4,58 |
102,19 |
4,61 |
WZ0115 |
PL0000106480 |
100,10 |
100,17 |
--- |
--- |
100,14 |
--- |
PS0415 |
PL0000105953 |
102,12 |
102,27 |
4,74 |
4,68 |
102,20 |
4,71 |
DS1015 |
PL0000103602 |
104,68 |
104,91 |
4,77 |
4,71 |
104,80 |
4,74 |
PS0416 |
PL0000106340 |
100,46 |
100,59 |
4,87 |
4,83 |
100,53 |
4,85 |
IZ0816 |
PL0000103529 |
103,50 |
103,84 |
--- |
--- |
103,67 |
--- |
PS1016 |
PL0000106795 |
99,19 |
99,34 |
4,94 |
4,90 |
99,27 |
4,92 |
WZ0117 |
PL0000106936 |
99,51 |
99,74 |
--- |
--- |
99,63 |
--- |
DS1017 |
PL0000104543 |
101,00 |
101,27 |
5,03 |
4,97 |
101,14 |
5,00 |
WZ0118 |
PL0000104717 |
99,03 |
99,21 |
--- |
--- |
99,12 |
--- |
DS1019 |
PL0000105441 |
101,21 |
101,39 |
5,29 |
5,26 |
101,30 |
5,28 |
DS1020 |
PL0000106126 |
98,76 |
98,98 |
5,43 |
5,39 |
98,87 |
5,41 |
WZ0121 |
PL0000106068 |
97,00 |
97,19 |
--- |
--- |
97,10 |
--- |
DS1021 |
PL0000106670 |
101,69 |
101,90 |
5,51 |
5,48 |
101,80 |
5,49 |
WS0922 |
PL0000102646 |
101,71 |
101,94 |
5,52 |
5,49 |
101,83 |
5,51 |
IZ0823 |
PL0000105359 |
98,59 |
99,06 |
--- |
--- |
98,83 |
--- |
WS0429 |
PL0000105391 |
100,61 |
100,87 |
5,69 |
5,66 |
100,74 |
5,68 |
REPO MARKET |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
3/4 |
1 |
4,150 |
4,200 |
4,175 |
40 |
DS1015 |
PL0000103602 |
3/4 |
1 |
4,300 |
4,300 |
4,300 |
125 |
DS1017 |
PL0000104543 |
3/4 |
1 |
4,300 |
4,350 |
4,321 |
470 |
OK1012 |
PL0000106100 |
3/4 |
1 |
4,250 |
4,250 |
4,250 |
10 |
DS1020 |
PL0000106126 |
3/4 |
1 |
4,250 |
4,350 |
4,335 |
135 |
OK0114 |
PL0000106712 |
3/4 |
1 |
4,350 |
4,350 |
4,350 |
300 |
DS1017 |
PL0000104543 |
0/3 |
3 |
4,350 |
4,350 |
4,350 |
95 |
DS1020 |
PL0000106126 |
0/3 |
3 |
4,350 |
4,350 |
4,350 |
70 |
DS1021 |
PL0000106670 |
0/3 |
3 |
4,350 |
4,350 |
4,350 |
90 |
OK0114 |
PL0000106712 |
0/3 |
3 |
4,350 |
4,350 |
4,350 |
75 |
DS1017 |
PL0000104543 |
3/11 |
8 |
4,350 |
4,350 |
4,350 |
30 |
PS0415 |
PL0000105953 |
3/11 |
8 |
4,350 |
4,350 |
4,350 |
40 |
TOTAL |
1 480 |