2012-04-10 |
MARKET DATA |
No 69 (1854) |
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 |
1 315,00 |
1 356,99 |
79 |
6 685,00 |
6 748,04 |
63 |
8 000,00 |
8 105,03 |
142 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 315,00 |
1 356,99 |
79 |
6 685,00 |
6 748,04 |
63 |
8 000,00 |
8 105,03 |
142 |
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 |
99,99 |
100,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
98,70 |
98,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,62 |
97,62 |
97,61 |
97,61 |
97,61 |
97,61 |
97,61 |
50 000 |
48,81 |
1 |
OK0113 |
PL0000106324 |
96,47 |
96,51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,56 |
100,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,29 |
94,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,43 |
100,48 |
100,50 |
100,50 |
100,50 |
100,50 |
100,50 |
20 000 |
20,57 |
1 |
OK0114 |
PL0000106712 |
92,12 |
92,12 |
92,08 |
92,13 |
92,08 |
92,10 |
92,11 |
125 000 |
115,14 |
4 |
PS0414 |
PL0000105433 |
101,99 |
101,95 |
102,00 |
102,01 |
101,98 |
101,98 |
102,01 |
262 500 |
282,32 |
12 |
PS0415 |
PL0000105953 |
101,78 |
101,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,30 |
104,31 |
104,29 |
104,29 |
104,28 |
104,28 |
104,28 |
40 000 |
42,88 |
3 |
PS0416 |
PL0000106340 |
100,08 |
100,04 |
100,05 |
100,10 |
100,00 |
100,00 |
100,06 |
255 000 |
267,44 |
12 |
PS1016 |
PL0000106795 |
98,81 |
98,81 |
98,77 |
98,85 |
98,77 |
98,85 |
98,82 |
50 000 |
50,51 |
4 |
DS1017 |
PL0000104543 |
100,74 |
100,71 |
100,75 |
100,76 |
100,68 |
100,76 |
100,74 |
125 000 |
128,97 |
9 |
DS1019 |
PL0000105441 |
100,93 |
100,76 |
100,81 |
100,91 |
100,68 |
100,68 |
100,80 |
115 000 |
118,86 |
9 |
DS1020 |
PL0000106126 |
98,55 |
98,40 |
98,40 |
98,52 |
98,40 |
98,52 |
98,45 |
75 000 |
75,67 |
5 |
DS1021 |
PL0000106670 |
101,34 |
101,17 |
101,17 |
101,41 |
101,14 |
101,14 |
101,27 |
100 000 |
103,94 |
7 |
WS0922 |
PL0000102646 |
101,25 |
101,14 |
101,09 |
101,20 |
101,08 |
101,08 |
101,16 |
85 000 |
88,68 |
9 |
WS0429 |
PL0000105391 |
100,21 |
100,19 |
100,20 |
100,20 |
100,10 |
100,10 |
100,15 |
12 500 |
13,21 |
3 |
WS0437 |
PL0000104857 |
80,00 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,72 |
103,89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
98,80 |
99,19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,16 |
100,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,55 |
99,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,18 |
99,26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,95 |
97,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 315 000 |
1 356,99 |
79 |
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 |
48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
139 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
251 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
293 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
321 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
349 |
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 |
98,76 |
4,67 |
4,42 |
98,73 |
4,53 |
OK1012 |
PL0000106100 |
97,59 |
97,66 |
4,61 |
4,47 |
97,63 |
4,53 |
OK0113 |
PL0000106324 |
96,46 |
96,55 |
4,65 |
4,53 |
96,51 |
4,58 |
PS0413 |
PL0000105037 |
100,54 |
100,68 |
4,70 |
4,56 |
100,61 |
4,63 |
OK0713 |
PL0000106563 |
94,26 |
94,41 |
4,71 |
4,58 |
94,34 |
4,64 |
DS1013 |
PL0000102836 |
100,38 |
100,52 |
4,71 |
4,62 |
100,45 |
4,66 |
OK0114 |
PL0000106712 |
92,05 |
92,14 |
4,74 |
4,68 |
92,10 |
4,71 |
PS0414 |
PL0000105433 |
101,89 |
102,02 |
4,75 |
4,68 |
101,96 |
4,71 |
WZ0115 |
PL0000106480 |
100,14 |
100,23 |
--- |
--- |
100,19 |
--- |
PS0415 |
PL0000105953 |
101,72 |
101,89 |
4,87 |
4,81 |
101,81 |
4,84 |
DS1015 |
PL0000103602 |
104,24 |
104,43 |
4,90 |
4,84 |
104,34 |
4,87 |
PS0416 |
PL0000106340 |
99,98 |
100,09 |
5,00 |
4,97 |
100,04 |
4,98 |
IZ0816 |
PL0000103529 |
103,65 |
103,94 |
--- |
--- |
103,80 |
--- |
PS1016 |
PL0000106795 |
98,71 |
98,87 |
5,06 |
5,02 |
98,79 |
5,04 |
WZ0117 |
PL0000106936 |
99,51 |
99,69 |
--- |
--- |
99,60 |
--- |
DS1017 |
PL0000104543 |
100,61 |
100,76 |
5,11 |
5,08 |
100,69 |
5,09 |
WZ0118 |
PL0000104717 |
99,14 |
99,31 |
--- |
--- |
99,23 |
--- |
DS1019 |
PL0000105441 |
100,68 |
100,84 |
5,38 |
5,35 |
100,76 |
5,37 |
DS1020 |
PL0000106126 |
98,27 |
98,44 |
5,50 |
5,47 |
98,36 |
5,49 |
WZ0121 |
PL0000106068 |
96,90 |
97,09 |
--- |
--- |
97,00 |
--- |
DS1021 |
PL0000106670 |
101,08 |
101,25 |
5,59 |
5,57 |
101,17 |
5,58 |
WS0922 |
PL0000102646 |
100,99 |
101,25 |
5,61 |
5,58 |
101,12 |
5,60 |
IZ0823 |
PL0000105359 |
98,73 |
99,25 |
--- |
--- |
98,99 |
--- |
WS0429 |
PL0000105391 |
99,93 |
100,31 |
5,75 |
5,72 |
100,12 |
5,73 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,67 |
98,75 |
4,74 |
4,45 |
98,71 |
4,60 |
OK1012 |
PL0000106100 |
97,56 |
97,63 |
4,67 |
4,53 |
97,60 |
4,59 |
OK0113 |
PL0000106324 |
96,43 |
96,52 |
4,69 |
4,57 |
96,48 |
4,62 |
PS0413 |
PL0000105037 |
100,50 |
100,64 |
4,74 |
4,60 |
100,57 |
4,67 |
OK0713 |
PL0000106563 |
94,22 |
94,37 |
4,74 |
4,61 |
94,30 |
4,67 |
DS1013 |
PL0000102836 |
100,35 |
100,49 |
4,73 |
4,64 |
100,42 |
4,69 |
OK0114 |
PL0000106712 |
92,04 |
92,14 |
4,75 |
4,68 |
92,09 |
4,71 |
PS0414 |
PL0000105433 |
101,94 |
102,00 |
4,73 |
4,69 |
101,97 |
4,71 |
WZ0115 |
PL0000106480 |
100,14 |
100,23 |
--- |
--- |
100,19 |
--- |
PS0415 |
PL0000105953 |
101,70 |
101,81 |
4,88 |
4,84 |
101,76 |
4,86 |
DS1015 |
PL0000103602 |
104,21 |
104,37 |
4,91 |
4,86 |
104,29 |
4,88 |
PS0416 |
PL0000106340 |
99,96 |
100,08 |
5,01 |
4,97 |
100,02 |
4,99 |
IZ0816 |
PL0000103529 |
103,67 |
103,96 |
--- |
--- |
103,82 |
--- |
PS1016 |
PL0000106795 |
98,71 |
98,86 |
5,06 |
5,03 |
98,79 |
5,04 |
WZ0117 |
PL0000106936 |
99,51 |
99,67 |
--- |
--- |
99,59 |
--- |
DS1017 |
PL0000104543 |
100,57 |
100,75 |
5,12 |
5,08 |
100,66 |
5,10 |
WZ0118 |
PL0000104717 |
99,12 |
99,30 |
--- |
--- |
99,21 |
--- |
DS1019 |
PL0000105441 |
100,61 |
100,81 |
5,39 |
5,36 |
100,71 |
5,37 |
DS1020 |
PL0000106126 |
98,25 |
98,50 |
5,50 |
5,46 |
98,38 |
5,48 |
WZ0121 |
PL0000106068 |
96,90 |
97,08 |
--- |
--- |
96,99 |
--- |
DS1021 |
PL0000106670 |
101,03 |
101,26 |
5,60 |
5,57 |
101,15 |
5,58 |
WS0922 |
PL0000102646 |
100,95 |
101,18 |
5,62 |
5,59 |
101,07 |
5,60 |
IZ0823 |
PL0000105359 |
98,73 |
99,25 |
--- |
--- |
98,99 |
--- |
WS0429 |
PL0000105391 |
99,80 |
100,26 |
5,76 |
5,72 |
100,03 |
5,74 |
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 |
0/1 |
1 |
4,400 |
4,410 |
4,406 |
1 400 |
TOTAL |
1 400 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
110 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
35 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
90 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
300 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
75 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
155 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,350 |
4,380 |
4,364 |
185 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,300 |
4,350 |
4,340 |
75 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
40 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
20 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,300 |
4,400 |
4,332 |
95 |
OK1012 |
PL0000106100 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
235 |
OK1012 |
PL0000106100 |
1/2 |
1 |
4,350 |
4,400 |
4,352 |
250 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
80 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
80 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
140 |
OK0114 |
PL0000106712 |
0/1 |
1 |
4,350 |
4,390 |
4,362 |
520 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
340 |
PS1016 |
PL0000106795 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
200 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
350 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
4,400 |
4,400 |
4,400 |
20 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
30 |
DS1017 |
PL0000104543 |
0/2 |
2 |
4,350 |
4,350 |
4,350 |
20 |
DS1021 |
PL0000106670 |
1/3 |
2 |
4,350 |
4,350 |
4,350 |
80 |
PS1016 |
PL0000106795 |
0/2 |
2 |
4,350 |
4,350 |
4,350 |
200 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
285 |
PS0414 |
PL0000105433 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
540 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
200 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
210 |
DS1021 |
PL0000106670 |
0/7 |
7 |
4,300 |
4,300 |
4,300 |
25 |
OK0114 |
PL0000106712 |
0/7 |
7 |
4,350 |
4,350 |
4,350 |
300 |
TOTAL |
5 285 |