2012-04-12 |
MARKET DATA |
No 71 (1856) |
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 |
890,00 |
900,83 |
29 |
2 230,00 |
2 276,10 |
32 |
3 120,00 |
3 176,93 |
61 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
890,00 |
900,83 |
29 |
2 230,00 |
2 276,10 |
32 |
3 120,00 |
3 176,93 |
61 |
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 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
98,74 |
98,74 |
98,74 |
98,74 |
98,74 |
98,74 |
98,74 |
100 000 |
98,74 |
1 |
OK1012 |
PL0000106100 |
97,66 |
97,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
96,53 |
96,50 |
96,50 |
96,50 |
96,50 |
96,50 |
96,50 |
147 500 |
142,34 |
4 |
PS0413 |
PL0000105037 |
100,64 |
100,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,36 |
94,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,43 |
100,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,24 |
92,21 |
92,22 |
92,22 |
92,22 |
92,22 |
92,22 |
40 000 |
36,89 |
1 |
PS0414 |
PL0000105433 |
102,02 |
102,00 |
102,05 |
102,05 |
102,00 |
102,00 |
102,00 |
147 500 |
158,73 |
5 |
PS0415 |
PL0000105953 |
101,87 |
101,91 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,45 |
104,45 |
104,43 |
104,43 |
104,43 |
104,43 |
104,43 |
20 000 |
21,48 |
1 |
PS0416 |
PL0000106340 |
100,17 |
100,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
98,91 |
98,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
100,86 |
100,78 |
100,79 |
100,81 |
100,79 |
100,79 |
100,80 |
120 000 |
123,95 |
5 |
DS1019 |
PL0000105441 |
101,05 |
101,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
98,75 |
98,77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
101,56 |
101,55 |
101,60 |
101,62 |
101,58 |
101,58 |
101,60 |
50 000 |
52,17 |
4 |
WS0922 |
PL0000102646 |
101,42 |
101,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
100,23 |
100,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
80,00 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,75 |
103,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
98,72 |
99,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,18 |
100,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,66 |
99,62 |
99,62 |
99,68 |
99,62 |
99,68 |
99,65 |
245 000 |
246,91 |
7 |
WZ0118 |
PL0000104717 |
99,16 |
99,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,00 |
97,02 |
97,02 |
97,02 |
97,02 |
97,02 |
97,02 |
20 000 |
19,63 |
1 |
TOTAL |
890 000 |
900,83 |
29 |
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 |
44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
135 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
247 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
289 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
317 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
345 |
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 |
98,73 |
98,78 |
4,71 |
4,52 |
98,76 |
4,60 |
OK1012 |
PL0000106100 |
97,60 |
97,68 |
4,69 |
4,53 |
97,64 |
4,61 |
OK0113 |
PL0000106324 |
96,49 |
96,53 |
4,68 |
4,62 |
96,51 |
4,65 |
PS0413 |
PL0000105037 |
100,53 |
100,66 |
4,70 |
4,57 |
100,60 |
4,63 |
OK0713 |
PL0000106563 |
94,33 |
94,46 |
4,69 |
4,58 |
94,40 |
4,63 |
DS1013 |
PL0000102836 |
100,42 |
100,54 |
4,68 |
4,60 |
100,48 |
4,64 |
OK0114 |
PL0000106712 |
92,18 |
92,25 |
4,69 |
4,64 |
92,22 |
4,66 |
PS0414 |
PL0000105433 |
101,99 |
102,07 |
4,69 |
4,65 |
102,03 |
4,67 |
WZ0115 |
PL0000106480 |
100,16 |
100,24 |
--- |
--- |
100,20 |
--- |
PS0415 |
PL0000105953 |
101,83 |
101,98 |
4,83 |
4,78 |
101,91 |
4,81 |
DS1015 |
PL0000103602 |
104,37 |
104,49 |
4,86 |
4,82 |
104,43 |
4,84 |
PS0416 |
PL0000106340 |
100,12 |
100,24 |
4,96 |
4,93 |
100,18 |
4,95 |
IZ0816 |
PL0000103529 |
103,63 |
103,92 |
--- |
--- |
103,78 |
--- |
PS1016 |
PL0000106795 |
98,85 |
99,02 |
5,03 |
4,99 |
98,94 |
5,01 |
WZ0117 |
PL0000106936 |
99,59 |
99,68 |
--- |
--- |
99,64 |
--- |
DS1017 |
PL0000104543 |
100,75 |
100,97 |
5,08 |
5,03 |
100,86 |
5,06 |
WZ0118 |
PL0000104717 |
99,12 |
99,28 |
--- |
--- |
99,20 |
--- |
DS1019 |
PL0000105441 |
100,95 |
101,14 |
5,33 |
5,30 |
101,05 |
5,32 |
DS1020 |
PL0000106126 |
98,67 |
98,88 |
5,44 |
5,41 |
98,78 |
5,42 |
WZ0121 |
PL0000106068 |
96,94 |
97,08 |
--- |
--- |
97,01 |
--- |
DS1021 |
PL0000106670 |
101,48 |
101,64 |
5,54 |
5,51 |
101,56 |
5,53 |
WS0922 |
PL0000102646 |
101,33 |
101,56 |
5,57 |
5,54 |
101,45 |
5,55 |
IZ0823 |
PL0000105359 |
98,66 |
99,18 |
--- |
--- |
98,92 |
--- |
WS0429 |
PL0000105391 |
100,03 |
100,49 |
5,74 |
5,70 |
100,26 |
5,72 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,72 |
98,76 |
4,75 |
4,60 |
98,74 |
4,67 |
OK1012 |
PL0000106100 |
97,59 |
97,66 |
4,71 |
4,57 |
97,63 |
4,63 |
OK0113 |
PL0000106324 |
96,46 |
96,52 |
4,72 |
4,63 |
96,49 |
4,68 |
PS0413 |
PL0000105037 |
100,52 |
100,61 |
4,71 |
4,62 |
100,57 |
4,66 |
OK0713 |
PL0000106563 |
94,34 |
94,41 |
4,68 |
4,62 |
94,38 |
4,64 |
DS1013 |
PL0000102836 |
100,39 |
100,50 |
4,70 |
4,63 |
100,45 |
4,66 |
OK0114 |
PL0000106712 |
92,15 |
92,24 |
4,71 |
4,65 |
92,20 |
4,67 |
PS0414 |
PL0000105433 |
101,98 |
102,06 |
4,70 |
4,66 |
102,02 |
4,68 |
WZ0115 |
PL0000106480 |
100,17 |
100,24 |
--- |
--- |
100,21 |
--- |
PS0415 |
PL0000105953 |
101,84 |
101,95 |
4,83 |
4,79 |
101,90 |
4,81 |
DS1015 |
PL0000103602 |
104,37 |
104,47 |
4,86 |
4,83 |
104,42 |
4,84 |
PS0416 |
PL0000106340 |
100,13 |
100,21 |
4,96 |
4,94 |
100,17 |
4,95 |
IZ0816 |
PL0000103529 |
103,63 |
103,92 |
--- |
--- |
103,78 |
--- |
PS1016 |
PL0000106795 |
98,88 |
98,98 |
5,02 |
5,00 |
98,93 |
5,01 |
WZ0117 |
PL0000106936 |
99,62 |
99,71 |
--- |
--- |
99,67 |
--- |
DS1017 |
PL0000104543 |
100,79 |
100,92 |
5,07 |
5,04 |
100,86 |
5,06 |
WZ0118 |
PL0000104717 |
99,12 |
99,29 |
--- |
--- |
99,21 |
--- |
DS1019 |
PL0000105441 |
100,99 |
101,11 |
5,33 |
5,31 |
101,05 |
5,32 |
DS1020 |
PL0000106126 |
98,71 |
98,88 |
5,43 |
5,41 |
98,80 |
5,42 |
WZ0121 |
PL0000106068 |
96,96 |
97,09 |
--- |
--- |
97,03 |
--- |
DS1021 |
PL0000106670 |
101,49 |
101,65 |
5,53 |
5,51 |
101,57 |
5,52 |
WS0922 |
PL0000102646 |
101,38 |
101,59 |
5,56 |
5,54 |
101,49 |
5,55 |
IZ0823 |
PL0000105359 |
98,66 |
99,18 |
--- |
--- |
98,92 |
--- |
WS0429 |
PL0000105391 |
100,14 |
100,43 |
5,73 |
5,71 |
100,29 |
5,72 |
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 |
4,380 |
4,380 |
4,380 |
600 |
TOTAL |
600 |
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 |
4,200 |
4,200 |
4,200 |
5 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
120 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,330 |
4,330 |
4,330 |
5 |
WS0922 |
PL0000102646 |
1/4 |
3 |
4,400 |
4,400 |
4,400 |
60 |
DS1017 |
PL0000104543 |
1/4 |
3 |
4,350 |
4,350 |
4,350 |
50 |
PS0414 |
PL0000105433 |
1/4 |
3 |
4,350 |
4,400 |
4,390 |
100 |
PS0415 |
PL0000105953 |
1/4 |
3 |
4,350 |
4,350 |
4,350 |
60 |
PS0416 |
PL0000106340 |
1/4 |
3 |
4,350 |
4,350 |
4,350 |
20 |
DS1021 |
PL0000106670 |
1/4 |
3 |
4,350 |
4,350 |
4,350 |
25 |
OK0114 |
PL0000106712 |
1/4 |
3 |
4,300 |
4,400 |
4,371 |
115 |
DS1017 |
PL0000104543 |
1/5 |
4 |
4,300 |
4,300 |
4,300 |
5 |
OK1012 |
PL0000106100 |
0/4 |
4 |
4,400 |
4,400 |
4,400 |
10 |
DS1020 |
PL0000106126 |
0/4 |
4 |
4,400 |
4,400 |
4,400 |
10 |
DS1021 |
PL0000106670 |
1/5 |
4 |
4,350 |
4,350 |
4,350 |
200 |
WS0922 |
PL0000102646 |
0/6 |
6 |
4,350 |
4,350 |
4,350 |
110 |
PS0415 |
PL0000105953 |
0/6 |
6 |
4,350 |
4,350 |
4,350 |
40 |
DS1017 |
PL0000104543 |
0/7 |
7 |
4,350 |
4,350 |
4,350 |
160 |
PS0413 |
PL0000105037 |
0/7 |
7 |
4,350 |
4,350 |
4,350 |
75 |
WS0429 |
PL0000105391 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
20 |
DS1019 |
PL0000105441 |
0/7 |
7 |
4,360 |
4,360 |
4,360 |
80 |
DS1021 |
PL0000106670 |
0/7 |
7 |
4,360 |
4,360 |
4,360 |
40 |
OK0114 |
PL0000106712 |
1/8 |
7 |
4,450 |
4,450 |
4,450 |
200 |
PS1016 |
PL0000106795 |
0/7 |
7 |
4,350 |
4,350 |
4,350 |
120 |
TOTAL |
1 630 |