2012-04-13 |
MARKET DATA |
No 72 (1857) |
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 |
1 642,50 |
1 617,23 |
67 |
1 425,00 |
1 482,04 |
18 |
3 067,50 |
3 099,27 |
85 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 642,50 |
1 617,23 |
67 |
1 425,00 |
1 482,04 |
18 |
3 067,50 |
3 099,27 |
85 |
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 |
98,73 |
98,77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,59 |
97,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
96,49 |
96,51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,54 |
100,55 |
100,54 |
100,54 |
100,52 |
100,52 |
100,53 |
270 000 |
285,29 |
6 |
OK0713 |
PL0000106563 |
94,34 |
94,35 |
94,34 |
94,34 |
94,34 |
94,34 |
94,34 |
150 000 |
141,51 |
2 |
DS1013 |
PL0000102836 |
100,40 |
100,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,20 |
92,18 |
92,18 |
92,18 |
92,15 |
92,15 |
92,17 |
675 000 |
622,14 |
19 |
PS0414 |
PL0000105433 |
101,95 |
102,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
101,82 |
101,85 |
101,85 |
101,85 |
101,85 |
101,85 |
101,85 |
30 000 |
32,17 |
1 |
DS1015 |
PL0000103602 |
104,38 |
104,38 |
104,38 |
104,38 |
104,38 |
104,38 |
104,38 |
30 000 |
32,22 |
2 |
PS0416 |
PL0000106340 |
100,11 |
100,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
98,87 |
98,86 |
98,87 |
98,87 |
98,85 |
98,85 |
98,87 |
60 000 |
60,68 |
3 |
DS1017 |
PL0000104543 |
100,80 |
100,76 |
100,80 |
100,80 |
100,73 |
100,73 |
100,77 |
40 000 |
41,31 |
3 |
DS1019 |
PL0000105441 |
101,00 |
100,90 |
101,03 |
101,04 |
100,90 |
100,90 |
100,92 |
130 000 |
134,62 |
10 |
DS1020 |
PL0000106126 |
98,70 |
98,59 |
98,66 |
98,66 |
98,60 |
98,60 |
98,62 |
55 000 |
55,62 |
3 |
DS1021 |
PL0000106670 |
101,45 |
101,40 |
101,44 |
101,50 |
101,40 |
101,40 |
101,43 |
137 500 |
143,25 |
11 |
WS0922 |
PL0000102646 |
101,36 |
101,23 |
101,34 |
101,34 |
101,19 |
101,19 |
101,30 |
25 000 |
26,14 |
3 |
WS0429 |
PL0000105391 |
100,25 |
100,00 |
100,25 |
100,25 |
99,96 |
99,96 |
100,08 |
40 000 |
42,28 |
4 |
WS0437 |
PL0000104857 |
80,00 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,80 |
103,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
98,80 |
99,13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,17 |
100,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,64 |
99,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,16 |
99,26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,00 |
97,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 642 500 |
1 617,23 |
67 |
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 |
43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
134 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
246 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
288 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
316 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
344 |
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 |
98,71 |
98,78 |
4,83 |
4,57 |
98,75 |
4,68 |
OK1012 |
PL0000106100 |
97,58 |
97,67 |
4,75 |
4,57 |
97,63 |
4,65 |
OK0113 |
PL0000106324 |
96,45 |
96,56 |
4,75 |
4,59 |
96,51 |
4,66 |
PS0413 |
PL0000105037 |
100,49 |
100,63 |
4,74 |
4,60 |
100,56 |
4,67 |
OK0713 |
PL0000106563 |
94,30 |
94,44 |
4,72 |
4,60 |
94,37 |
4,66 |
DS1013 |
PL0000102836 |
100,36 |
100,49 |
4,72 |
4,63 |
100,43 |
4,68 |
OK0114 |
PL0000106712 |
92,17 |
92,24 |
4,70 |
4,65 |
92,21 |
4,67 |
PS0414 |
PL0000105433 |
101,91 |
102,09 |
4,74 |
4,64 |
102,00 |
4,69 |
WZ0115 |
PL0000106480 |
100,15 |
100,25 |
--- |
--- |
100,20 |
--- |
PS0415 |
PL0000105953 |
101,79 |
101,96 |
4,85 |
4,79 |
101,88 |
4,82 |
DS1015 |
PL0000103602 |
104,31 |
104,50 |
4,87 |
4,82 |
104,41 |
4,84 |
PS0416 |
PL0000106340 |
100,06 |
100,23 |
4,98 |
4,93 |
100,15 |
4,95 |
IZ0816 |
PL0000103529 |
103,65 |
103,94 |
--- |
--- |
103,80 |
--- |
PS1016 |
PL0000106795 |
98,85 |
98,97 |
5,03 |
5,00 |
98,91 |
5,01 |
WZ0117 |
PL0000106936 |
99,61 |
99,73 |
--- |
--- |
99,67 |
--- |
DS1017 |
PL0000104543 |
100,76 |
100,92 |
5,08 |
5,04 |
100,84 |
5,06 |
WZ0118 |
PL0000104717 |
99,12 |
99,29 |
--- |
--- |
99,21 |
--- |
DS1019 |
PL0000105441 |
100,94 |
101,10 |
5,34 |
5,31 |
101,02 |
5,32 |
DS1020 |
PL0000106126 |
98,63 |
98,83 |
5,45 |
5,42 |
98,73 |
5,43 |
WZ0121 |
PL0000106068 |
96,94 |
97,11 |
--- |
--- |
97,03 |
--- |
DS1021 |
PL0000106670 |
101,42 |
101,64 |
5,54 |
5,51 |
101,53 |
5,53 |
WS0922 |
PL0000102646 |
101,31 |
101,51 |
5,57 |
5,55 |
101,41 |
5,56 |
IZ0823 |
PL0000105359 |
98,67 |
99,19 |
--- |
--- |
98,93 |
--- |
WS0429 |
PL0000105391 |
100,18 |
100,56 |
5,73 |
5,69 |
100,37 |
5,71 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,72 |
98,78 |
4,79 |
4,57 |
98,75 |
4,68 |
OK1012 |
PL0000106100 |
97,58 |
97,66 |
4,75 |
4,59 |
97,62 |
4,67 |
OK0113 |
PL0000106324 |
96,46 |
96,52 |
4,73 |
4,65 |
96,49 |
4,69 |
PS0413 |
PL0000105037 |
100,51 |
100,58 |
4,72 |
4,65 |
100,55 |
4,68 |
OK0713 |
PL0000106563 |
94,29 |
94,41 |
4,73 |
4,63 |
94,35 |
4,68 |
DS1013 |
PL0000102836 |
100,39 |
100,49 |
4,70 |
4,63 |
100,44 |
4,67 |
OK0114 |
PL0000106712 |
92,14 |
92,22 |
4,72 |
4,67 |
92,18 |
4,69 |
PS0414 |
PL0000105433 |
101,90 |
102,04 |
4,74 |
4,67 |
101,97 |
4,70 |
WZ0115 |
PL0000106480 |
100,15 |
100,25 |
--- |
--- |
100,20 |
--- |
PS0415 |
PL0000105953 |
101,73 |
101,89 |
4,87 |
4,81 |
101,81 |
4,84 |
DS1015 |
PL0000103602 |
104,24 |
104,43 |
4,90 |
4,84 |
104,34 |
4,86 |
PS0416 |
PL0000106340 |
99,99 |
100,18 |
5,00 |
4,95 |
100,09 |
4,97 |
IZ0816 |
PL0000103529 |
103,76 |
103,97 |
--- |
--- |
103,87 |
--- |
PS1016 |
PL0000106795 |
98,79 |
98,91 |
5,04 |
5,01 |
98,85 |
5,03 |
WZ0117 |
PL0000106936 |
99,60 |
99,73 |
--- |
--- |
99,67 |
--- |
DS1017 |
PL0000104543 |
100,72 |
100,83 |
5,09 |
5,06 |
100,78 |
5,07 |
WZ0118 |
PL0000104717 |
99,13 |
99,29 |
--- |
--- |
99,21 |
--- |
DS1019 |
PL0000105441 |
100,87 |
100,98 |
5,35 |
5,33 |
100,93 |
5,34 |
DS1020 |
PL0000106126 |
98,46 |
98,64 |
5,47 |
5,44 |
98,55 |
5,46 |
WZ0121 |
PL0000106068 |
96,96 |
97,09 |
--- |
--- |
97,03 |
--- |
DS1021 |
PL0000106670 |
101,26 |
101,45 |
5,57 |
5,54 |
101,36 |
5,55 |
WS0922 |
PL0000102646 |
101,03 |
101,31 |
5,61 |
5,57 |
101,17 |
5,59 |
IZ0823 |
PL0000105359 |
98,74 |
99,26 |
--- |
--- |
99,00 |
--- |
WS0429 |
PL0000105391 |
99,77 |
100,24 |
5,77 |
5,72 |
100,01 |
5,75 |
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 |
3/4 |
1 |
4,400 |
4,400 |
4,400 |
30 |
DS1017 |
PL0000104543 |
3/4 |
1 |
4,360 |
4,360 |
4,360 |
5 |
PS0414 |
PL0000105433 |
3/4 |
1 |
4,350 |
4,360 |
4,351 |
65 |
PS0415 |
PL0000105953 |
3/4 |
1 |
4,360 |
4,360 |
4,360 |
25 |
DS1020 |
PL0000106126 |
3/4 |
1 |
4,360 |
4,450 |
4,442 |
295 |
PS0416 |
PL0000106340 |
3/4 |
1 |
4,360 |
4,360 |
4,360 |
20 |
DS1021 |
PL0000106670 |
3/4 |
1 |
4,220 |
4,220 |
4,220 |
25 |
DS1017 |
PL0000104543 |
0/3 |
3 |
4,250 |
4,250 |
4,250 |
10 |
WS0922 |
PL0000102646 |
0/4 |
4 |
4,350 |
4,350 |
4,350 |
20 |
DS1017 |
PL0000104543 |
0/4 |
4 |
4,350 |
4,350 |
4,350 |
235 |
DS1015 |
PL0000103602 |
0/7 |
7 |
4,350 |
4,350 |
4,350 |
340 |
DS1017 |
PL0000104543 |
3/10 |
7 |
4,350 |
4,350 |
4,350 |
75 |
DS1019 |
PL0000105441 |
0/7 |
7 |
4,350 |
4,350 |
4,350 |
50 |
DS1021 |
PL0000106670 |
0/7 |
7 |
4,350 |
4,350 |
4,350 |
60 |
PS1016 |
PL0000106795 |
0/7 |
7 |
4,350 |
4,350 |
4,350 |
170 |
TOTAL |
1 425 |