2012-04-02 |
MARKET DATA |
No 65 (1850) |
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 |
1 280,00 |
1 307,94 |
99 |
1 885,00 |
1 964,21 |
26 |
3 165,00 |
3 272,15 |
125 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 280,00 |
1 307,94 |
99 |
1 885,00 |
1 964,21 |
26 |
3 165,00 |
3 272,15 |
125 |
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 |
100,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
98,64 |
98,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,55 |
97,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
96,47 |
96,49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,78 |
100,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,46 |
94,47 |
94,45 |
94,45 |
94,44 |
94,44 |
94,45 |
200 000 |
188,89 |
3 |
DS1013 |
PL0000102836 |
100,66 |
100,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,22 |
92,22 |
92,20 |
92,20 |
92,20 |
92,20 |
92,20 |
20 000 |
18,44 |
1 |
PS0414 |
PL0000105433 |
102,16 |
102,22 |
102,23 |
102,23 |
102,23 |
102,23 |
102,23 |
20 000 |
21,53 |
1 |
PS0415 |
PL0000105953 |
102,20 |
102,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,76 |
104,78 |
104,74 |
104,74 |
104,74 |
104,74 |
104,74 |
10 000 |
10,75 |
1 |
PS0416 |
PL0000106340 |
100,56 |
100,61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
99,38 |
99,30 |
99,38 |
99,38 |
99,32 |
99,32 |
99,34 |
130 000 |
131,88 |
9 |
DS1017 |
PL0000104543 |
101,20 |
101,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,40 |
100,95 |
101,40 |
101,40 |
100,95 |
101,20 |
101,25 |
290 000 |
300,68 |
23 |
DS1020 |
PL0000106126 |
99,04 |
98,93 |
99,11 |
99,11 |
98,86 |
98,86 |
98,93 |
95 000 |
96,19 |
11 |
DS1021 |
PL0000106670 |
102,07 |
101,92 |
102,05 |
102,11 |
101,92 |
101,95 |
101,98 |
225 000 |
235,17 |
24 |
WS0922 |
PL0000102646 |
101,99 |
101,91 |
101,99 |
101,99 |
101,85 |
101,85 |
101,94 |
210 000 |
220,47 |
17 |
WS0429 |
PL0000105391 |
100,95 |
100,80 |
100,94 |
100,94 |
100,70 |
100,70 |
100,86 |
70 000 |
74,40 |
8 |
WS0437 |
PL0000104857 |
90,70 |
93,50 |
90,70 |
90,70 |
90,70 |
90,70 |
90,70 |
10 000 |
9,54 |
1 |
IZ0816 |
PL0000103529 |
103,55 |
103,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
98,72 |
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 |
99,56 |
99,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,07 |
99,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,05 |
97,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 280 000 |
1 307,94 |
99 |
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 |
56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
147 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
259 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
301 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
329 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
357 |
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 |
98,62 |
98,71 |
4,57 |
4,27 |
98,67 |
4,40 |
OK1012 |
PL0000106100 |
97,52 |
97,61 |
4,56 |
4,39 |
97,57 |
4,47 |
OK0113 |
PL0000106324 |
96,46 |
96,53 |
4,53 |
4,43 |
96,50 |
4,47 |
PS0413 |
PL0000105037 |
100,73 |
100,86 |
4,52 |
4,39 |
100,80 |
4,45 |
OK0713 |
PL0000106563 |
94,41 |
94,56 |
4,50 |
4,37 |
94,49 |
4,43 |
DS1013 |
PL0000102836 |
100,64 |
100,74 |
4,54 |
4,47 |
100,69 |
4,51 |
OK0114 |
PL0000106712 |
92,17 |
92,27 |
4,61 |
4,54 |
92,22 |
4,57 |
PS0414 |
PL0000105433 |
102,13 |
102,29 |
4,64 |
4,55 |
102,21 |
4,60 |
WZ0115 |
PL0000106480 |
100,10 |
100,17 |
--- |
--- |
100,14 |
--- |
PS0415 |
PL0000105953 |
102,17 |
102,38 |
4,72 |
4,64 |
102,28 |
4,68 |
DS1015 |
PL0000103602 |
104,73 |
104,99 |
4,76 |
4,68 |
104,86 |
4,72 |
PS0416 |
PL0000106340 |
100,52 |
100,76 |
4,85 |
4,78 |
100,64 |
4,82 |
IZ0816 |
PL0000103529 |
103,38 |
103,78 |
--- |
--- |
103,58 |
--- |
PS1016 |
PL0000106795 |
99,24 |
99,48 |
4,93 |
4,87 |
99,36 |
4,90 |
WZ0117 |
PL0000106936 |
99,52 |
99,83 |
--- |
--- |
99,68 |
--- |
DS1017 |
PL0000104543 |
101,18 |
101,41 |
4,99 |
4,94 |
101,30 |
4,97 |
WZ0118 |
PL0000104717 |
99,02 |
99,20 |
--- |
--- |
99,11 |
--- |
DS1019 |
PL0000105441 |
101,34 |
101,54 |
5,27 |
5,24 |
101,44 |
5,26 |
DS1020 |
PL0000106126 |
98,98 |
99,31 |
5,39 |
5,34 |
99,15 |
5,37 |
WZ0121 |
PL0000106068 |
97,00 |
97,34 |
--- |
--- |
97,17 |
--- |
DS1021 |
PL0000106670 |
101,90 |
102,24 |
5,48 |
5,43 |
102,07 |
5,46 |
WS0922 |
PL0000102646 |
101,86 |
102,25 |
5,50 |
5,45 |
102,06 |
5,48 |
IZ0823 |
PL0000105359 |
98,58 |
99,11 |
--- |
--- |
98,85 |
--- |
WS0429 |
PL0000105391 |
100,66 |
101,17 |
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 |
98,63 |
98,70 |
4,54 |
4,30 |
98,67 |
4,40 |
OK1012 |
PL0000106100 |
97,54 |
97,61 |
4,52 |
4,39 |
97,58 |
4,45 |
OK0113 |
PL0000106324 |
96,46 |
96,54 |
4,53 |
4,42 |
96,50 |
4,47 |
PS0413 |
PL0000105037 |
100,74 |
100,83 |
4,51 |
4,42 |
100,79 |
4,46 |
OK0713 |
PL0000106563 |
94,40 |
94,49 |
4,51 |
4,43 |
94,45 |
4,47 |
DS1013 |
PL0000102836 |
100,63 |
100,71 |
4,55 |
4,49 |
100,67 |
4,52 |
OK0114 |
PL0000106712 |
92,15 |
92,24 |
4,62 |
4,56 |
92,20 |
4,59 |
PS0414 |
PL0000105433 |
102,12 |
102,24 |
4,64 |
4,58 |
102,18 |
4,61 |
WZ0115 |
PL0000106480 |
100,10 |
100,16 |
--- |
--- |
100,13 |
--- |
PS0415 |
PL0000105953 |
102,12 |
102,22 |
4,74 |
4,70 |
102,17 |
4,72 |
DS1015 |
PL0000103602 |
104,68 |
104,85 |
4,77 |
4,72 |
104,77 |
4,75 |
PS0416 |
PL0000106340 |
100,47 |
100,64 |
4,86 |
4,82 |
100,56 |
4,84 |
IZ0816 |
PL0000103529 |
103,47 |
103,84 |
--- |
--- |
103,66 |
--- |
PS1016 |
PL0000106795 |
99,21 |
99,34 |
4,94 |
4,90 |
99,28 |
4,92 |
WZ0117 |
PL0000106936 |
99,52 |
99,79 |
--- |
--- |
99,66 |
--- |
DS1017 |
PL0000104543 |
101,10 |
101,29 |
5,01 |
4,97 |
101,20 |
4,99 |
WZ0118 |
PL0000104717 |
99,00 |
99,18 |
--- |
--- |
99,09 |
--- |
DS1019 |
PL0000105441 |
101,15 |
101,32 |
5,30 |
5,27 |
101,24 |
5,29 |
DS1020 |
PL0000106126 |
98,86 |
99,08 |
5,41 |
5,38 |
98,97 |
5,39 |
WZ0121 |
PL0000106068 |
96,94 |
97,19 |
--- |
--- |
97,07 |
--- |
DS1021 |
PL0000106670 |
101,82 |
102,07 |
5,49 |
5,46 |
101,95 |
5,47 |
WS0922 |
PL0000102646 |
101,77 |
102,00 |
5,51 |
5,49 |
101,89 |
5,50 |
IZ0823 |
PL0000105359 |
98,58 |
99,06 |
--- |
--- |
98,82 |
--- |
WS0429 |
PL0000105391 |
100,44 |
100,95 |
5,70 |
5,66 |
100,70 |
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 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
20 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
60 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,100 |
4,150 |
4,104 |
65 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,300 |
4,300 |
4,300 |
30 |
OK1012 |
PL0000106100 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
10 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,300 |
4,300 |
4,300 |
105 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,310 |
4,310 |
4,310 |
20 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,300 |
4,300 |
4,300 |
235 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,400 |
4,400 |
4,400 |
180 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,300 |
4,300 |
4,300 |
50 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
5 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
30 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
30 |
DS1017 |
PL0000104543 |
0/2 |
2 |
4,330 |
4,330 |
4,330 |
105 |
PS0413 |
PL0000105037 |
1/3 |
2 |
4,380 |
4,380 |
4,380 |
40 |
DS1021 |
PL0000106670 |
0/2 |
2 |
4,250 |
4,300 |
4,291 |
85 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,400 |
4,400 |
4,400 |
220 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
280 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,250 |
4,370 |
4,367 |
315 |
TOTAL |
1 885 |