2012-04-05 |
MARKET DATA |
No 68 (1853) |
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 |
2 632,50 |
2 733,61 |
156 |
1 615,00 |
1 650,90 |
12 |
4 247,50 |
4 384,51 |
168 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 632,50 |
2 733,61 |
156 |
1 615,00 |
1 650,90 |
12 |
4 247,50 |
4 384,51 |
168 |
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 |
100,00 |
100,00 |
100,00 |
100,00 |
100,00 |
100,00 |
130 000 |
135,94 |
3 |
OK0712 |
PL0000105912 |
98,70 |
98,71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,61 |
97,62 |
97,62 |
97,62 |
97,62 |
97,62 |
97,62 |
100 000 |
97,62 |
2 |
OK0113 |
PL0000106324 |
96,50 |
96,53 |
96,48 |
96,48 |
96,48 |
96,48 |
96,48 |
25 000 |
24,12 |
1 |
PS0413 |
PL0000105037 |
100,67 |
100,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,36 |
94,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,49 |
100,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,13 |
92,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,12 |
101,94 |
101,94 |
102,12 |
101,94 |
102,03 |
101,97 |
650 000 |
698,73 |
26 |
PS0415 |
PL0000105953 |
102,12 |
101,76 |
101,75 |
101,78 |
101,71 |
101,78 |
101,76 |
305 000 |
326,51 |
16 |
DS1015 |
PL0000103602 |
104,38 |
104,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,20 |
100,05 |
99,96 |
100,05 |
99,96 |
100,05 |
100,01 |
50 000 |
52,41 |
2 |
PS1016 |
PL0000106795 |
98,90 |
98,74 |
98,88 |
98,88 |
98,74 |
98,74 |
98,84 |
320 000 |
323,30 |
21 |
DS1017 |
PL0000104543 |
100,79 |
100,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
100,92 |
100,78 |
100,99 |
101,01 |
100,80 |
100,92 |
100,91 |
167 500 |
173,29 |
16 |
DS1020 |
PL0000106126 |
98,50 |
98,33 |
98,50 |
98,50 |
98,29 |
98,44 |
98,45 |
200 000 |
201,74 |
20 |
DS1021 |
PL0000106670 |
101,48 |
101,03 |
101,50 |
101,58 |
101,05 |
101,16 |
101,25 |
305 000 |
316,92 |
31 |
WS0922 |
PL0000102646 |
101,19 |
101,16 |
101,15 |
101,27 |
101,14 |
101,27 |
101,19 |
30 000 |
31,30 |
3 |
WS0429 |
PL0000105391 |
100,22 |
100,26 |
100,05 |
100,05 |
100,05 |
100,05 |
100,05 |
25 000 |
26,40 |
2 |
WS0437 |
PL0000104857 |
75,00 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,75 |
103,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
98,81 |
99,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,19 |
100,18 |
100,20 |
100,21 |
100,20 |
100,21 |
100,20 |
30 000 |
30,38 |
2 |
WZ0117 |
PL0000106936 |
99,65 |
99,65 |
99,63 |
99,65 |
99,61 |
99,65 |
99,63 |
110 000 |
110,76 |
4 |
WZ0118 |
PL0000104717 |
99,21 |
99,20 |
99,20 |
99,26 |
99,20 |
99,26 |
99,21 |
125 000 |
125,34 |
3 |
WZ0121 |
PL0000106068 |
97,07 |
97,05 |
97,07 |
97,07 |
97,04 |
97,04 |
97,05 |
60 000 |
58,87 |
4 |
TOTAL |
2 632 500 |
2 733,61 |
156 |
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 |
49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
140 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
252 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
294 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
322 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
350 |
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 |
98,66 |
98,75 |
4,73 |
4,41 |
98,71 |
4,56 |
OK1012 |
PL0000106100 |
97,52 |
97,65 |
4,72 |
4,47 |
97,59 |
4,59 |
OK0113 |
PL0000106324 |
96,43 |
96,54 |
4,68 |
4,53 |
96,49 |
4,59 |
PS0413 |
PL0000105037 |
100,54 |
100,69 |
4,70 |
4,55 |
100,62 |
4,62 |
OK0713 |
PL0000106563 |
94,27 |
94,45 |
4,69 |
4,53 |
94,36 |
4,61 |
DS1013 |
PL0000102836 |
100,41 |
100,59 |
4,69 |
4,57 |
100,50 |
4,63 |
OK0114 |
PL0000106712 |
92,03 |
92,17 |
4,74 |
4,66 |
92,10 |
4,70 |
PS0414 |
PL0000105433 |
101,90 |
102,02 |
4,75 |
4,69 |
101,96 |
4,72 |
WZ0115 |
PL0000106480 |
100,13 |
100,23 |
--- |
--- |
100,18 |
--- |
PS0415 |
PL0000105953 |
101,69 |
101,81 |
4,89 |
4,84 |
101,75 |
4,86 |
DS1015 |
PL0000103602 |
104,19 |
104,46 |
4,92 |
4,83 |
104,33 |
4,87 |
PS0416 |
PL0000106340 |
99,99 |
100,24 |
5,00 |
4,93 |
100,12 |
4,96 |
IZ0816 |
PL0000103529 |
103,62 |
104,02 |
--- |
--- |
103,82 |
--- |
PS1016 |
PL0000106795 |
98,70 |
98,88 |
5,07 |
5,02 |
98,79 |
5,04 |
WZ0117 |
PL0000106936 |
99,58 |
99,74 |
--- |
--- |
99,66 |
--- |
DS1017 |
PL0000104543 |
100,61 |
100,89 |
5,11 |
5,05 |
100,75 |
5,08 |
WZ0118 |
PL0000104717 |
99,08 |
99,25 |
--- |
--- |
99,17 |
--- |
DS1019 |
PL0000105441 |
100,76 |
100,93 |
5,37 |
5,34 |
100,85 |
5,35 |
DS1020 |
PL0000106126 |
98,34 |
98,64 |
5,49 |
5,44 |
98,49 |
5,47 |
WZ0121 |
PL0000106068 |
96,99 |
97,15 |
--- |
--- |
97,07 |
--- |
DS1021 |
PL0000106670 |
101,14 |
101,34 |
5,58 |
5,56 |
101,24 |
5,57 |
WS0922 |
PL0000102646 |
101,05 |
101,32 |
5,61 |
5,57 |
101,19 |
5,59 |
IZ0823 |
PL0000105359 |
98,74 |
99,28 |
--- |
--- |
99,01 |
--- |
WS0429 |
PL0000105391 |
99,75 |
100,34 |
5,77 |
5,71 |
100,05 |
5,74 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,65 |
98,72 |
4,77 |
4,52 |
98,69 |
4,63 |
OK1012 |
PL0000106100 |
97,59 |
97,63 |
4,59 |
4,51 |
97,61 |
4,55 |
OK0113 |
PL0000106324 |
96,47 |
96,56 |
4,62 |
4,50 |
96,52 |
4,55 |
PS0413 |
PL0000105037 |
100,53 |
100,71 |
4,71 |
4,53 |
100,62 |
4,62 |
OK0713 |
PL0000106563 |
94,24 |
94,42 |
4,71 |
4,56 |
94,33 |
4,64 |
DS1013 |
PL0000102836 |
100,39 |
100,57 |
4,71 |
4,58 |
100,48 |
4,65 |
OK0114 |
PL0000106712 |
92,04 |
92,14 |
4,74 |
4,67 |
92,09 |
4,71 |
PS0414 |
PL0000105433 |
101,94 |
102,06 |
4,73 |
4,66 |
102,00 |
4,70 |
WZ0115 |
PL0000106480 |
100,13 |
100,23 |
--- |
--- |
100,18 |
--- |
PS0415 |
PL0000105953 |
101,75 |
101,91 |
4,86 |
4,81 |
101,83 |
4,84 |
DS1015 |
PL0000103602 |
104,25 |
104,48 |
4,90 |
4,83 |
104,37 |
4,86 |
PS0416 |
PL0000106340 |
100,01 |
100,15 |
4,99 |
4,95 |
100,08 |
4,97 |
IZ0816 |
PL0000103529 |
103,70 |
103,97 |
--- |
--- |
103,84 |
--- |
PS1016 |
PL0000106795 |
98,75 |
98,93 |
5,05 |
5,01 |
98,84 |
5,03 |
WZ0117 |
PL0000106936 |
99,57 |
99,69 |
--- |
--- |
99,63 |
--- |
DS1017 |
PL0000104543 |
100,62 |
100,87 |
5,11 |
5,06 |
100,75 |
5,08 |
WZ0118 |
PL0000104717 |
99,13 |
99,29 |
--- |
--- |
99,21 |
--- |
DS1019 |
PL0000105441 |
100,76 |
101,03 |
5,37 |
5,32 |
100,90 |
5,34 |
DS1020 |
PL0000106126 |
98,36 |
98,55 |
5,49 |
5,46 |
98,46 |
5,47 |
WZ0121 |
PL0000106068 |
96,95 |
97,08 |
--- |
--- |
97,02 |
--- |
DS1021 |
PL0000106670 |
101,12 |
101,48 |
5,59 |
5,54 |
101,30 |
5,56 |
WS0922 |
PL0000102646 |
101,04 |
101,44 |
5,61 |
5,56 |
101,24 |
5,58 |
IZ0823 |
PL0000105359 |
98,74 |
99,27 |
--- |
--- |
99,01 |
--- |
WS0429 |
PL0000105391 |
99,97 |
100,46 |
5,75 |
5,70 |
100,22 |
5,73 |
REPO MARKET |
General Collateral (GC) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/5 |
5 |
4,330 |
4,330 |
4,330 |
155 |
TOTAL |
155 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
5/6 |
1 |
4,350 |
4,350 |
4,350 |
330 |
DS1019 |
PL0000105441 |
5/6 |
1 |
4,350 |
4,360 |
4,354 |
290 |
PS0415 |
PL0000105953 |
5/6 |
1 |
4,300 |
4,300 |
4,300 |
200 |
WZ0118 |
PL0000104717 |
5/6 |
1 |
4,300 |
4,300 |
4,300 |
70 |
DS1020 |
PL0000106126 |
5/7 |
2 |
4,300 |
4,300 |
4,300 |
340 |
OK0713 |
PL0000106563 |
0/6 |
6 |
4,250 |
4,250 |
4,250 |
10 |
DS1021 |
PL0000106670 |
0/6 |
6 |
4,300 |
4,300 |
4,300 |
60 |
DS1013 |
PL0000102836 |
5/12 |
7 |
4,350 |
4,350 |
4,350 |
40 |
DS1020 |
PL0000106126 |
5/12 |
7 |
4,350 |
4,350 |
4,350 |
120 |
TOTAL |
1 460 |