2012-04-11 |
MARKET DATA |
No 70 (1855) |
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 |
2 550,00 |
2 654,69 |
97 |
2 110,00 |
2 185,83 |
31 |
4 660,00 |
4 840,52 |
128 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 550,00 |
2 654,69 |
97 |
2 110,00 |
2 185,83 |
31 |
4 660,00 |
4 840,52 |
128 |
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 |
100,00 |
100,00 |
100,00 |
100,00 |
100,00 |
100,00 |
1 170 000 |
1 223,75 |
15 |
OK0712 |
PL0000105912 |
98,70 |
98,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,58 |
97,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
96,49 |
96,53 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,54 |
100,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,33 |
94,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,42 |
100,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,16 |
92,13 |
92,15 |
92,16 |
92,15 |
92,16 |
92,16 |
40 000 |
36,86 |
3 |
PS0414 |
PL0000105433 |
101,97 |
102,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
101,86 |
101,83 |
101,89 |
101,90 |
101,89 |
101,90 |
101,89 |
200 000 |
214,43 |
4 |
DS1015 |
PL0000103602 |
104,33 |
104,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,16 |
100,05 |
100,06 |
100,18 |
100,06 |
100,18 |
100,11 |
180 000 |
188,90 |
10 |
PS1016 |
PL0000106795 |
98,89 |
98,84 |
98,85 |
98,93 |
98,85 |
98,93 |
98,90 |
140 000 |
141,57 |
10 |
DS1017 |
PL0000104543 |
100,83 |
100,75 |
100,70 |
100,80 |
100,70 |
100,79 |
100,78 |
65 000 |
67,10 |
3 |
DS1019 |
PL0000105441 |
100,97 |
100,81 |
100,86 |
101,08 |
100,86 |
101,08 |
100,95 |
385 000 |
398,56 |
24 |
DS1020 |
PL0000106126 |
98,71 |
98,51 |
98,54 |
98,59 |
98,50 |
98,59 |
98,56 |
60 000 |
60,60 |
5 |
DS1021 |
PL0000106670 |
101,45 |
101,28 |
101,30 |
101,55 |
101,23 |
101,45 |
101,35 |
235 000 |
244,47 |
15 |
WS0922 |
PL0000102646 |
101,40 |
101,19 |
101,10 |
101,45 |
101,10 |
101,37 |
101,31 |
70 000 |
73,15 |
7 |
WS0429 |
PL0000105391 |
100,25 |
100,34 |
100,25 |
100,25 |
100,25 |
100,25 |
100,25 |
5 000 |
5,29 |
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 |
103,89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
98,75 |
99,15 |
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 |
99,60 |
99,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,17 |
99,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,98 |
97,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
2 550 000 |
2 654,69 |
97 |
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 |
47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
138 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
250 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
292 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
320 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
348 |
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 |
98,68 |
98,75 |
4,75 |
4,50 |
98,72 |
4,61 |
OK1012 |
PL0000106100 |
97,57 |
97,64 |
4,67 |
4,54 |
97,61 |
4,60 |
OK0113 |
PL0000106324 |
96,45 |
96,54 |
4,68 |
4,56 |
96,50 |
4,61 |
PS0413 |
PL0000105037 |
100,52 |
100,65 |
4,72 |
4,59 |
100,59 |
4,65 |
OK0713 |
PL0000106563 |
94,25 |
94,38 |
4,73 |
4,61 |
94,32 |
4,67 |
DS1013 |
PL0000102836 |
100,38 |
100,52 |
4,71 |
4,62 |
100,45 |
4,66 |
OK0114 |
PL0000106712 |
92,08 |
92,16 |
4,73 |
4,68 |
92,12 |
4,70 |
PS0414 |
PL0000105433 |
101,92 |
102,05 |
4,73 |
4,67 |
101,99 |
4,70 |
WZ0115 |
PL0000106480 |
100,14 |
100,23 |
--- |
--- |
100,19 |
--- |
PS0415 |
PL0000105953 |
101,73 |
101,87 |
4,87 |
4,82 |
101,80 |
4,85 |
DS1015 |
PL0000103602 |
104,24 |
104,39 |
4,90 |
4,85 |
104,32 |
4,87 |
PS0416 |
PL0000106340 |
100,02 |
100,14 |
4,99 |
4,96 |
100,08 |
4,97 |
IZ0816 |
PL0000103529 |
103,65 |
103,93 |
--- |
--- |
103,79 |
--- |
PS1016 |
PL0000106795 |
98,70 |
98,88 |
5,07 |
5,02 |
98,79 |
5,04 |
WZ0117 |
PL0000106936 |
99,57 |
99,68 |
--- |
--- |
99,63 |
--- |
DS1017 |
PL0000104543 |
100,63 |
100,78 |
5,11 |
5,07 |
100,71 |
5,09 |
WZ0118 |
PL0000104717 |
99,13 |
99,29 |
--- |
--- |
99,21 |
--- |
DS1019 |
PL0000105441 |
100,70 |
100,88 |
5,38 |
5,35 |
100,79 |
5,36 |
DS1020 |
PL0000106126 |
98,44 |
98,60 |
5,47 |
5,45 |
98,52 |
5,46 |
WZ0121 |
PL0000106068 |
96,91 |
97,09 |
--- |
--- |
97,00 |
--- |
DS1021 |
PL0000106670 |
101,19 |
101,32 |
5,58 |
5,56 |
101,26 |
5,57 |
WS0922 |
PL0000102646 |
101,04 |
101,23 |
5,61 |
5,58 |
101,14 |
5,59 |
IZ0823 |
PL0000105359 |
98,69 |
99,21 |
--- |
--- |
98,95 |
--- |
WS0429 |
PL0000105391 |
99,89 |
100,39 |
5,76 |
5,71 |
100,14 |
5,73 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,69 |
98,74 |
4,72 |
4,53 |
98,72 |
4,61 |
OK1012 |
PL0000106100 |
97,57 |
97,65 |
4,67 |
4,52 |
97,61 |
4,60 |
OK0113 |
PL0000106324 |
96,46 |
96,54 |
4,67 |
4,56 |
96,50 |
4,61 |
PS0413 |
PL0000105037 |
100,53 |
100,65 |
4,71 |
4,59 |
100,59 |
4,65 |
OK0713 |
PL0000106563 |
94,32 |
94,40 |
4,67 |
4,60 |
94,36 |
4,63 |
DS1013 |
PL0000102836 |
100,41 |
100,54 |
4,69 |
4,60 |
100,48 |
4,64 |
OK0114 |
PL0000106712 |
92,12 |
92,20 |
4,70 |
4,65 |
92,16 |
4,68 |
PS0414 |
PL0000105433 |
101,93 |
102,11 |
4,73 |
4,64 |
102,02 |
4,68 |
WZ0115 |
PL0000106480 |
100,14 |
100,22 |
--- |
--- |
100,18 |
--- |
PS0415 |
PL0000105953 |
101,84 |
101,96 |
4,83 |
4,79 |
101,90 |
4,81 |
DS1015 |
PL0000103602 |
104,31 |
104,48 |
4,88 |
4,83 |
104,40 |
4,85 |
PS0416 |
PL0000106340 |
100,14 |
100,26 |
4,96 |
4,92 |
100,20 |
4,94 |
IZ0816 |
PL0000103529 |
103,65 |
103,94 |
--- |
--- |
103,80 |
--- |
PS1016 |
PL0000106795 |
98,85 |
98,99 |
5,03 |
4,99 |
98,92 |
5,01 |
WZ0117 |
PL0000106936 |
99,57 |
99,66 |
--- |
--- |
99,62 |
--- |
DS1017 |
PL0000104543 |
100,77 |
100,98 |
5,08 |
5,03 |
100,88 |
5,05 |
WZ0118 |
PL0000104717 |
99,13 |
99,28 |
--- |
--- |
99,21 |
--- |
DS1019 |
PL0000105441 |
100,92 |
101,10 |
5,34 |
5,31 |
101,01 |
5,32 |
DS1020 |
PL0000106126 |
98,63 |
98,80 |
5,45 |
5,42 |
98,72 |
5,43 |
WZ0121 |
PL0000106068 |
96,94 |
97,07 |
--- |
--- |
97,01 |
--- |
DS1021 |
PL0000106670 |
101,34 |
101,59 |
5,56 |
5,52 |
101,47 |
5,54 |
WS0922 |
PL0000102646 |
101,26 |
101,49 |
5,58 |
5,55 |
101,38 |
5,56 |
IZ0823 |
PL0000105359 |
98,68 |
99,21 |
--- |
--- |
98,95 |
--- |
WS0429 |
PL0000105391 |
100,14 |
100,48 |
5,73 |
5,70 |
100,31 |
5,72 |
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 |
0/1 |
1 |
4,300 |
4,300 |
4,300 |
170 |
WS0922 |
PL0000102646 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
60 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
10 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
90 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
75 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
145 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
125 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,360 |
4,360 |
4,360 |
40 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
85 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
20 |
OK1012 |
PL0000106100 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
10 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,360 |
4,360 |
4,360 |
10 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,300 |
4,350 |
4,338 |
280 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
95 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
4,400 |
4,400 |
4,400 |
20 |
DS1017 |
PL0000104543 |
0/2 |
2 |
4,380 |
4,380 |
4,380 |
85 |
PS0414 |
PL0000105433 |
0/2 |
2 |
4,350 |
4,350 |
4,350 |
35 |
DS1019 |
PL0000105441 |
0/2 |
2 |
4,350 |
4,350 |
4,350 |
20 |
OK0114 |
PL0000106712 |
0/2 |
2 |
4,350 |
4,350 |
4,350 |
120 |
DS1020 |
PL0000106126 |
1/5 |
4 |
4,370 |
4,370 |
4,370 |
210 |
DS1015 |
PL0000103602 |
0/7 |
7 |
4,360 |
4,360 |
4,360 |
80 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,350 |
4,380 |
4,365 |
190 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,350 |
4,380 |
4,362 |
100 |
PS0416 |
PL0000106340 |
1/8 |
7 |
4,360 |
4,360 |
4,360 |
35 |
TOTAL |
2 110 |