2012-04-04 |
MARKET DATA |
No 67 (1852) |
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 |
3 687,50 |
3 742,00 |
169 |
3 055,00 |
3 132,31 |
24 |
6 742,50 |
6 874,31 |
193 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
3 687,50 |
3 742,00 |
169 |
3 055,00 |
3 132,31 |
24 |
6 742,50 |
6 874,31 |
193 |
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 |
100,01 |
100,02 |
100,01 |
100,01 |
100,01 |
100,01 |
100,01 |
120 000 |
125,48 |
4 |
OK0712 |
PL0000105912 |
98,73 |
98,73 |
98,73 |
98,73 |
98,73 |
98,73 |
98,73 |
35 000 |
34,56 |
2 |
OK1012 |
PL0000106100 |
97,64 |
97,63 |
97,64 |
97,64 |
97,62 |
97,62 |
97,63 |
325 000 |
317,31 |
6 |
OK0113 |
PL0000106324 |
96,54 |
96,53 |
96,53 |
96,53 |
96,53 |
96,53 |
96,53 |
100 000 |
96,53 |
1 |
PS0413 |
PL0000105037 |
100,75 |
100,71 |
100,72 |
100,72 |
100,70 |
100,70 |
100,70 |
170 000 |
179,76 |
4 |
OK0713 |
PL0000106563 |
94,45 |
94,47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,65 |
100,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,26 |
92,20 |
92,22 |
92,29 |
92,16 |
92,16 |
92,26 |
757 500 |
698,86 |
20 |
PS0414 |
PL0000105433 |
102,16 |
102,08 |
102,10 |
102,18 |
102,02 |
102,02 |
102,13 |
860 000 |
925,70 |
29 |
PS0415 |
PL0000105953 |
102,14 |
102,03 |
102,16 |
102,16 |
101,99 |
101,99 |
102,09 |
35 000 |
37,58 |
2 |
DS1015 |
PL0000103602 |
104,70 |
104,65 |
104,65 |
104,65 |
104,65 |
104,65 |
104,65 |
10 000 |
10,75 |
1 |
PS0416 |
PL0000106340 |
100,50 |
100,40 |
100,46 |
100,46 |
100,41 |
100,41 |
100,44 |
95 000 |
99,97 |
5 |
PS1016 |
PL0000106795 |
99,28 |
99,10 |
99,30 |
99,30 |
99,07 |
99,07 |
99,18 |
432 500 |
438,38 |
31 |
DS1017 |
PL0000104543 |
101,20 |
101,07 |
101,15 |
101,23 |
101,07 |
101,09 |
101,16 |
60 000 |
62,14 |
6 |
DS1019 |
PL0000105441 |
101,25 |
101,12 |
101,20 |
101,25 |
101,16 |
101,18 |
101,20 |
65 000 |
67,42 |
7 |
DS1020 |
PL0000106126 |
98,96 |
98,81 |
98,86 |
98,86 |
98,70 |
98,70 |
98,83 |
65 000 |
65,80 |
5 |
DS1021 |
PL0000106670 |
101,85 |
101,70 |
101,77 |
101,80 |
101,66 |
101,66 |
101,73 |
270 000 |
281,80 |
24 |
WS0922 |
PL0000102646 |
101,87 |
101,58 |
101,87 |
101,87 |
101,53 |
101,57 |
101,71 |
150 000 |
157,28 |
15 |
WS0429 |
PL0000105391 |
100,50 |
100,55 |
100,45 |
100,45 |
100,45 |
100,45 |
100,45 |
10 000 |
10,60 |
1 |
WS0437 |
PL0000104857 |
80,00 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,70 |
103,90 |
103,90 |
103,90 |
103,90 |
103,90 |
103,90 |
10 000 |
13,24 |
1 |
IZ0823 |
PL0000105359 |
98,80 |
99,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,17 |
100,18 |
100,17 |
100,19 |
100,17 |
100,19 |
100,18 |
110 000 |
111,35 |
4 |
WZ0117 |
PL0000106936 |
99,63 |
99,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,16 |
99,20 |
99,15 |
99,15 |
99,15 |
99,15 |
99,15 |
7 500 |
7,51 |
1 |
WZ0121 |
PL0000106068 |
97,08 |
97,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
3 687 500 |
3 742,00 |
169 |
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 |
50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
141 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
253 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
295 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
323 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
351 |
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 |
98,69 |
98,75 |
4,58 |
4,37 |
98,72 |
4,48 |
OK1012 |
PL0000106100 |
97,61 |
97,66 |
4,53 |
4,43 |
97,64 |
4,47 |
OK0113 |
PL0000106324 |
96,49 |
96,60 |
4,58 |
4,43 |
96,55 |
4,50 |
PS0413 |
PL0000105037 |
100,69 |
100,82 |
4,55 |
4,42 |
100,76 |
4,48 |
OK0713 |
PL0000106563 |
94,41 |
94,57 |
4,56 |
4,42 |
94,49 |
4,49 |
DS1013 |
PL0000102836 |
100,59 |
100,69 |
4,57 |
4,50 |
100,64 |
4,54 |
OK0114 |
PL0000106712 |
92,20 |
92,29 |
4,63 |
4,57 |
92,25 |
4,60 |
PS0414 |
PL0000105433 |
102,08 |
102,17 |
4,66 |
4,61 |
102,13 |
4,63 |
WZ0115 |
PL0000106480 |
100,12 |
100,21 |
--- |
--- |
100,17 |
--- |
PS0415 |
PL0000105953 |
102,05 |
102,24 |
4,76 |
4,69 |
102,15 |
4,72 |
DS1015 |
PL0000103602 |
104,58 |
104,83 |
4,80 |
4,72 |
104,71 |
4,76 |
PS0416 |
PL0000106340 |
100,40 |
100,63 |
4,88 |
4,82 |
100,52 |
4,85 |
IZ0816 |
PL0000103529 |
103,65 |
104,02 |
--- |
--- |
103,84 |
--- |
PS1016 |
PL0000106795 |
99,18 |
99,37 |
4,94 |
4,90 |
99,28 |
4,92 |
WZ0117 |
PL0000106936 |
99,56 |
99,72 |
--- |
--- |
99,64 |
--- |
DS1017 |
PL0000104543 |
101,17 |
101,33 |
4,99 |
4,96 |
101,25 |
4,98 |
WZ0118 |
PL0000104717 |
99,07 |
99,25 |
--- |
--- |
99,16 |
--- |
DS1019 |
PL0000105441 |
101,16 |
101,38 |
5,30 |
5,26 |
101,27 |
5,28 |
DS1020 |
PL0000106126 |
98,83 |
99,10 |
5,42 |
5,37 |
98,97 |
5,39 |
WZ0121 |
PL0000106068 |
96,97 |
97,24 |
--- |
--- |
97,11 |
--- |
DS1021 |
PL0000106670 |
101,75 |
101,97 |
5,50 |
5,47 |
101,86 |
5,49 |
WS0922 |
PL0000102646 |
101,61 |
101,90 |
5,53 |
5,50 |
101,76 |
5,52 |
IZ0823 |
PL0000105359 |
98,67 |
99,16 |
--- |
--- |
98,92 |
--- |
WS0429 |
PL0000105391 |
100,31 |
100,81 |
5,72 |
5,67 |
100,56 |
5,69 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,70 |
98,75 |
4,55 |
4,37 |
98,73 |
4,44 |
OK1012 |
PL0000106100 |
97,59 |
97,65 |
4,56 |
4,45 |
97,62 |
4,51 |
OK0113 |
PL0000106324 |
96,49 |
96,56 |
4,58 |
4,48 |
96,53 |
4,52 |
PS0413 |
PL0000105037 |
100,65 |
100,75 |
4,59 |
4,49 |
100,70 |
4,54 |
OK0713 |
PL0000106563 |
94,32 |
94,49 |
4,64 |
4,49 |
94,41 |
4,56 |
DS1013 |
PL0000102836 |
100,53 |
100,65 |
4,61 |
4,53 |
100,59 |
4,57 |
OK0114 |
PL0000106712 |
92,14 |
92,22 |
4,67 |
4,62 |
92,18 |
4,64 |
PS0414 |
PL0000105433 |
102,00 |
102,11 |
4,70 |
4,64 |
102,06 |
4,67 |
WZ0115 |
PL0000106480 |
100,14 |
100,22 |
--- |
--- |
100,18 |
--- |
PS0415 |
PL0000105953 |
101,92 |
102,07 |
4,80 |
4,75 |
102,00 |
4,78 |
DS1015 |
PL0000103602 |
104,47 |
104,67 |
4,83 |
4,77 |
104,57 |
4,80 |
PS0416 |
PL0000106340 |
100,26 |
100,43 |
4,92 |
4,88 |
100,35 |
4,90 |
IZ0816 |
PL0000103529 |
103,65 |
104,04 |
--- |
--- |
103,85 |
--- |
PS1016 |
PL0000106795 |
99,03 |
99,13 |
4,98 |
4,96 |
99,08 |
4,97 |
WZ0117 |
PL0000106936 |
99,59 |
99,74 |
--- |
--- |
99,67 |
--- |
DS1017 |
PL0000104543 |
100,95 |
101,14 |
5,04 |
5,00 |
101,05 |
5,02 |
WZ0118 |
PL0000104717 |
99,11 |
99,25 |
--- |
--- |
99,18 |
--- |
DS1019 |
PL0000105441 |
100,95 |
101,16 |
5,33 |
5,30 |
101,06 |
5,32 |
DS1020 |
PL0000106126 |
98,60 |
98,87 |
5,45 |
5,41 |
98,74 |
5,43 |
WZ0121 |
PL0000106068 |
97,01 |
97,21 |
--- |
--- |
97,11 |
--- |
DS1021 |
PL0000106670 |
101,52 |
101,74 |
5,53 |
5,50 |
101,63 |
5,52 |
WS0922 |
PL0000102646 |
101,45 |
101,69 |
5,55 |
5,52 |
101,57 |
5,54 |
IZ0823 |
PL0000105359 |
98,73 |
99,26 |
--- |
--- |
99,00 |
--- |
WS0429 |
PL0000105391 |
100,14 |
100,64 |
5,73 |
5,69 |
100,39 |
5,71 |
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) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,250 |
4,300 |
4,271 |
280 |
OK1012 |
PL0000106100 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
10 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
10 |
DS1017 |
PL0000104543 |
1/6 |
5 |
4,300 |
4,300 |
4,300 |
150 |
DS1019 |
PL0000105441 |
1/6 |
5 |
4,300 |
4,350 |
4,310 |
50 |
OK1012 |
PL0000106100 |
1/6 |
5 |
4,200 |
4,200 |
4,200 |
10 |
DS1020 |
PL0000106126 |
1/6 |
5 |
4,300 |
4,300 |
4,300 |
95 |
DS1021 |
PL0000106670 |
1/6 |
5 |
4,300 |
4,350 |
4,313 |
160 |
WZ0121 |
PL0000106068 |
1/6 |
5 |
4,300 |
4,300 |
4,300 |
30 |
PS0413 |
PL0000105037 |
0/6 |
6 |
4,300 |
4,300 |
4,300 |
95 |
DS1019 |
PL0000105441 |
0/6 |
6 |
4,300 |
4,300 |
4,300 |
155 |
DS1021 |
PL0000106670 |
0/6 |
6 |
4,300 |
4,300 |
4,300 |
75 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
70 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
20 |
PS0416 |
PL0000106340 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
435 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
60 |
TOTAL |
1 705 |