2012-04-03 |
MARKET DATA |
No 66 (1851) |
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 |
2 437,50 |
2 452,61 |
98 |
3 405,00 |
3 476,98 |
23 |
5 842,50 |
5 929,59 |
121 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 437,50 |
2 452,61 |
98 |
3 405,00 |
3 476,98 |
23 |
5 842,50 |
5 929,59 |
121 |
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 |
98,66 |
98,69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,58 |
97,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
96,50 |
96,53 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,78 |
100,78 |
100,77 |
100,77 |
100,77 |
100,77 |
100,77 |
42 500 |
44,94 |
3 |
OK0713 |
PL0000106563 |
94,44 |
94,43 |
94,43 |
94,44 |
94,43 |
94,44 |
94,44 |
570 000 |
538,31 |
16 |
DS1013 |
PL0000102836 |
100,67 |
100,69 |
100,67 |
100,67 |
100,67 |
100,67 |
100,67 |
50 000 |
51,46 |
1 |
OK0114 |
PL0000106712 |
92,21 |
92,22 |
92,22 |
92,22 |
92,22 |
92,22 |
92,22 |
50 000 |
46,11 |
1 |
PS0414 |
PL0000105433 |
102,18 |
102,18 |
102,22 |
102,22 |
102,22 |
102,22 |
102,22 |
25 000 |
26,91 |
1 |
PS0415 |
PL0000105953 |
102,16 |
102,19 |
102,19 |
102,20 |
102,19 |
102,20 |
102,20 |
80 000 |
85,92 |
3 |
DS1015 |
PL0000103602 |
104,78 |
104,75 |
104,79 |
104,80 |
104,74 |
104,80 |
104,77 |
147 500 |
158,67 |
13 |
PS0416 |
PL0000106340 |
100,56 |
100,58 |
100,60 |
100,60 |
100,58 |
100,58 |
100,59 |
55 000 |
57,93 |
3 |
PS1016 |
PL0000106795 |
99,32 |
99,32 |
99,32 |
99,33 |
99,31 |
99,33 |
99,32 |
55 000 |
55,79 |
4 |
DS1017 |
PL0000104543 |
101,30 |
101,29 |
101,32 |
101,34 |
101,32 |
101,34 |
101,34 |
180 000 |
186,62 |
14 |
DS1019 |
PL0000105441 |
101,35 |
101,31 |
101,35 |
101,35 |
101,35 |
101,35 |
101,35 |
30 000 |
31,14 |
2 |
DS1020 |
PL0000106126 |
99,11 |
99,05 |
99,05 |
99,15 |
99,05 |
99,13 |
99,11 |
55 000 |
55,80 |
6 |
DS1021 |
PL0000106670 |
102,00 |
101,99 |
102,03 |
102,03 |
102,00 |
102,00 |
102,01 |
30 000 |
31,37 |
3 |
WS0922 |
PL0000102646 |
101,95 |
101,99 |
101,89 |
102,07 |
101,89 |
102,07 |
102,03 |
12 500 |
13,14 |
2 |
WS0429 |
PL0000105391 |
100,70 |
100,74 |
100,75 |
100,75 |
100,75 |
100,75 |
100,75 |
30 000 |
31,86 |
3 |
WS0437 |
PL0000104857 |
91,00 |
93,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,75 |
103,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
98,70 |
99,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,17 |
100,14 |
100,14 |
100,20 |
100,14 |
100,20 |
100,17 |
1 015 000 |
1 026,66 |
21 |
WZ0117 |
PL0000106936 |
99,60 |
99,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,09 |
99,14 |
99,14 |
99,14 |
99,14 |
99,14 |
99,14 |
10 000 |
10,01 |
2 |
WZ0121 |
PL0000106068 |
97,05 |
97,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
2 437 500 |
2 452,61 |
98 |
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 |
55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
146 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
258 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
300 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
328 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
356 |
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 |
98,63 |
98,70 |
4,58 |
4,34 |
98,67 |
4,44 |
OK1012 |
PL0000106100 |
97,54 |
97,61 |
4,55 |
4,41 |
97,58 |
4,47 |
OK0113 |
PL0000106324 |
96,45 |
96,54 |
4,55 |
4,43 |
96,50 |
4,49 |
PS0413 |
PL0000105037 |
100,74 |
100,85 |
4,51 |
4,40 |
100,80 |
4,45 |
OK0713 |
PL0000106563 |
94,39 |
94,51 |
4,53 |
4,42 |
94,45 |
4,48 |
DS1013 |
PL0000102836 |
100,62 |
100,74 |
4,55 |
4,47 |
100,68 |
4,51 |
OK0114 |
PL0000106712 |
92,16 |
92,29 |
4,62 |
4,54 |
92,23 |
4,57 |
PS0414 |
PL0000105433 |
102,11 |
102,26 |
4,65 |
4,57 |
102,19 |
4,60 |
WZ0115 |
PL0000106480 |
100,09 |
100,17 |
--- |
--- |
100,13 |
--- |
PS0415 |
PL0000105953 |
102,12 |
102,23 |
4,74 |
4,70 |
102,18 |
4,71 |
DS1015 |
PL0000103602 |
104,74 |
104,81 |
4,75 |
4,73 |
104,78 |
4,74 |
PS0416 |
PL0000106340 |
100,48 |
100,66 |
4,86 |
4,81 |
100,57 |
4,84 |
IZ0816 |
PL0000103529 |
103,65 |
103,96 |
--- |
--- |
103,81 |
--- |
PS1016 |
PL0000106795 |
99,25 |
99,38 |
4,93 |
4,89 |
99,32 |
4,91 |
WZ0117 |
PL0000106936 |
99,52 |
99,73 |
--- |
--- |
99,63 |
--- |
DS1017 |
PL0000104543 |
101,11 |
101,36 |
5,01 |
4,95 |
101,24 |
4,98 |
WZ0118 |
PL0000104717 |
98,99 |
99,23 |
--- |
--- |
99,11 |
--- |
DS1019 |
PL0000105441 |
101,12 |
101,39 |
5,31 |
5,26 |
101,26 |
5,28 |
DS1020 |
PL0000106126 |
98,84 |
99,13 |
5,41 |
5,37 |
98,99 |
5,39 |
WZ0121 |
PL0000106068 |
96,94 |
97,23 |
--- |
--- |
97,09 |
--- |
DS1021 |
PL0000106670 |
101,80 |
102,12 |
5,49 |
5,45 |
101,96 |
5,47 |
WS0922 |
PL0000102646 |
101,80 |
102,04 |
5,51 |
5,48 |
101,92 |
5,50 |
IZ0823 |
PL0000105359 |
98,58 |
99,11 |
--- |
--- |
98,85 |
--- |
WS0429 |
PL0000105391 |
100,53 |
101,01 |
5,70 |
5,65 |
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 |
98,65 |
98,70 |
4,51 |
4,34 |
98,68 |
4,41 |
OK1012 |
PL0000106100 |
97,56 |
97,64 |
4,51 |
4,36 |
97,60 |
4,43 |
OK0113 |
PL0000106324 |
96,48 |
96,56 |
4,51 |
4,41 |
96,52 |
4,46 |
PS0413 |
PL0000105037 |
100,73 |
100,79 |
4,52 |
4,46 |
100,76 |
4,49 |
OK0713 |
PL0000106563 |
94,42 |
94,48 |
4,50 |
4,45 |
94,45 |
4,48 |
DS1013 |
PL0000102836 |
100,62 |
100,71 |
4,55 |
4,49 |
100,67 |
4,52 |
OK0114 |
PL0000106712 |
92,16 |
92,25 |
4,62 |
4,56 |
92,21 |
4,59 |
PS0414 |
PL0000105433 |
102,13 |
102,22 |
4,64 |
4,59 |
102,18 |
4,61 |
WZ0115 |
PL0000106480 |
100,15 |
100,22 |
--- |
--- |
100,19 |
--- |
PS0415 |
PL0000105953 |
102,11 |
102,24 |
4,74 |
4,69 |
102,18 |
4,71 |
DS1015 |
PL0000103602 |
104,76 |
104,86 |
4,75 |
4,72 |
104,81 |
4,73 |
PS0416 |
PL0000106340 |
100,53 |
100,61 |
4,85 |
4,83 |
100,57 |
4,84 |
IZ0816 |
PL0000103529 |
103,70 |
103,94 |
--- |
--- |
103,82 |
--- |
PS1016 |
PL0000106795 |
99,27 |
99,40 |
4,92 |
4,89 |
99,34 |
4,90 |
WZ0117 |
PL0000106936 |
99,56 |
99,72 |
--- |
--- |
99,64 |
--- |
DS1017 |
PL0000104543 |
101,25 |
101,39 |
4,98 |
4,95 |
101,32 |
4,96 |
WZ0118 |
PL0000104717 |
99,04 |
99,21 |
--- |
--- |
99,13 |
--- |
DS1019 |
PL0000105441 |
101,31 |
101,44 |
5,28 |
5,26 |
101,38 |
5,27 |
DS1020 |
PL0000106126 |
99,02 |
99,18 |
5,39 |
5,36 |
99,10 |
5,37 |
WZ0121 |
PL0000106068 |
96,96 |
97,22 |
--- |
--- |
97,09 |
--- |
DS1021 |
PL0000106670 |
101,96 |
102,14 |
5,47 |
5,45 |
102,05 |
5,46 |
WS0922 |
PL0000102646 |
101,88 |
102,11 |
5,50 |
5,47 |
102,00 |
5,49 |
IZ0823 |
PL0000105359 |
98,62 |
99,07 |
--- |
--- |
98,85 |
--- |
WS0429 |
PL0000105391 |
100,56 |
100,85 |
5,69 |
5,67 |
100,71 |
5,68 |
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) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
60 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
70 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
10 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
115 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
25 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,400 |
4,400 |
4,400 |
130 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,300 |
4,300 |
4,300 |
65 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
50 |
OK0114 |
PL0000106712 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
200 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,350 |
4,400 |
4,368 |
630 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
30 |
DS1013 |
PL0000102836 |
0/2 |
2 |
4,300 |
4,300 |
4,300 |
20 |
PS0413 |
PL0000105037 |
0/2 |
2 |
4,300 |
4,300 |
4,300 |
95 |
DS1021 |
PL0000106670 |
0/2 |
2 |
4,350 |
4,350 |
4,350 |
55 |
DS1013 |
PL0000102836 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
30 |
DS1017 |
PL0000104543 |
0/7 |
7 |
4,350 |
4,350 |
4,350 |
420 |
TOTAL |
2 005 |