2012-04-16 |
MARKET DATA |
No 73 (1858) |
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 |
1 157,50 |
1 181,62 |
65 |
2 440,00 |
2 457,70 |
35 |
3 597,50 |
3 639,32 |
100 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 157,50 |
1 181,62 |
65 |
2 440,00 |
2 457,70 |
35 |
3 597,50 |
3 639,32 |
100 |
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 |
98,78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,59 |
97,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
96,46 |
96,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,49 |
100,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,29 |
94,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,35 |
100,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,14 |
92,17 |
92,14 |
92,14 |
92,14 |
92,14 |
92,14 |
100 000 |
92,14 |
1 |
PS0414 |
PL0000105433 |
101,90 |
101,94 |
101,94 |
101,94 |
101,94 |
101,94 |
101,94 |
50 000 |
53,79 |
1 |
PS0415 |
PL0000105953 |
101,75 |
101,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,27 |
104,25 |
104,33 |
104,33 |
104,27 |
104,31 |
104,30 |
110 000 |
118,06 |
5 |
PS0416 |
PL0000106340 |
100,02 |
100,01 |
100,01 |
100,01 |
100,01 |
100,01 |
100,01 |
50 000 |
52,46 |
2 |
PS1016 |
PL0000106795 |
98,73 |
98,69 |
98,61 |
98,77 |
98,56 |
98,77 |
98,68 |
60 000 |
60,58 |
4 |
DS1017 |
PL0000104543 |
100,75 |
100,60 |
100,76 |
100,78 |
100,70 |
100,70 |
100,76 |
85 000 |
87,79 |
6 |
DS1019 |
PL0000105441 |
100,76 |
100,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
98,40 |
98,28 |
98,13 |
98,35 |
98,13 |
98,35 |
98,24 |
40 000 |
40,31 |
3 |
DS1021 |
PL0000106670 |
101,20 |
101,00 |
101,00 |
101,27 |
101,00 |
101,22 |
101,18 |
225 000 |
233,87 |
17 |
WS0922 |
PL0000102646 |
101,07 |
100,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
99,70 |
99,55 |
99,55 |
99,75 |
99,55 |
99,63 |
99,59 |
32 500 |
34,20 |
4 |
WS0437 |
PL0000104857 |
80,00 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,78 |
103,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
98,81 |
99,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,21 |
100,21 |
100,21 |
100,22 |
100,21 |
100,22 |
100,21 |
50 000 |
50,68 |
3 |
WZ0117 |
PL0000106936 |
99,67 |
99,67 |
99,67 |
99,72 |
99,67 |
99,70 |
99,69 |
345 000 |
347,93 |
18 |
WZ0118 |
PL0000104717 |
99,20 |
99,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,00 |
97,03 |
97,03 |
97,03 |
97,03 |
97,03 |
97,03 |
10 000 |
9,82 |
1 |
TOTAL |
1 157 500 |
1 181,62 |
65 |
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 |
42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
133 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
245 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
287 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
315 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
343 |
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 |
98,72 |
98,80 |
4,84 |
4,54 |
98,76 |
4,69 |
OK1012 |
PL0000106100 |
97,58 |
97,68 |
4,78 |
4,58 |
97,63 |
4,68 |
OK0113 |
PL0000106324 |
96,43 |
96,55 |
4,79 |
4,62 |
96,49 |
4,71 |
PS0413 |
PL0000105037 |
100,42 |
100,59 |
4,81 |
4,64 |
100,51 |
4,72 |
OK0713 |
PL0000106563 |
94,25 |
94,42 |
4,78 |
4,63 |
94,34 |
4,70 |
DS1013 |
PL0000102836 |
100,28 |
100,45 |
4,78 |
4,66 |
100,37 |
4,72 |
OK0114 |
PL0000106712 |
92,09 |
92,21 |
4,76 |
4,68 |
92,15 |
4,72 |
PS0414 |
PL0000105433 |
101,81 |
102,01 |
4,79 |
4,68 |
101,91 |
4,73 |
WZ0115 |
PL0000106480 |
100,16 |
100,23 |
--- |
--- |
100,20 |
--- |
PS0415 |
PL0000105953 |
101,60 |
101,81 |
4,92 |
4,84 |
101,71 |
4,88 |
DS1015 |
PL0000103602 |
104,08 |
104,29 |
4,94 |
4,88 |
104,19 |
4,91 |
PS0416 |
PL0000106340 |
99,79 |
100,05 |
5,06 |
4,98 |
99,92 |
5,02 |
IZ0816 |
PL0000103529 |
103,74 |
103,96 |
--- |
--- |
103,85 |
--- |
PS1016 |
PL0000106795 |
98,54 |
98,74 |
5,11 |
5,06 |
98,64 |
5,08 |
WZ0117 |
PL0000106936 |
99,60 |
99,70 |
--- |
--- |
99,65 |
--- |
DS1017 |
PL0000104543 |
100,38 |
100,66 |
5,16 |
5,10 |
100,52 |
5,13 |
WZ0118 |
PL0000104717 |
99,11 |
99,28 |
--- |
--- |
99,20 |
--- |
DS1019 |
PL0000105441 |
100,51 |
100,74 |
5,41 |
5,37 |
100,63 |
5,39 |
DS1020 |
PL0000106126 |
98,12 |
98,40 |
5,52 |
5,48 |
98,26 |
5,50 |
WZ0121 |
PL0000106068 |
96,92 |
97,08 |
--- |
--- |
97,00 |
--- |
DS1021 |
PL0000106670 |
100,91 |
101,12 |
5,61 |
5,59 |
101,02 |
5,60 |
WS0922 |
PL0000102646 |
100,71 |
101,01 |
5,65 |
5,61 |
100,86 |
5,63 |
IZ0823 |
PL0000105359 |
98,72 |
99,24 |
--- |
--- |
98,98 |
--- |
WS0429 |
PL0000105391 |
99,36 |
99,76 |
5,81 |
5,77 |
99,56 |
5,79 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,72 |
98,79 |
4,84 |
4,57 |
98,76 |
4,69 |
OK1012 |
PL0000106100 |
97,58 |
97,64 |
4,78 |
4,66 |
97,61 |
4,72 |
OK0113 |
PL0000106324 |
96,45 |
96,51 |
4,76 |
4,68 |
96,48 |
4,72 |
PS0413 |
PL0000105037 |
100,44 |
100,57 |
4,79 |
4,66 |
100,51 |
4,72 |
OK0713 |
PL0000106563 |
94,28 |
94,39 |
4,75 |
4,66 |
94,34 |
4,70 |
DS1013 |
PL0000102836 |
100,33 |
100,43 |
4,74 |
4,68 |
100,38 |
4,71 |
OK0114 |
PL0000106712 |
92,11 |
92,19 |
4,75 |
4,69 |
92,15 |
4,72 |
PS0414 |
PL0000105433 |
101,84 |
101,99 |
4,77 |
4,69 |
101,92 |
4,73 |
WZ0115 |
PL0000106480 |
100,19 |
100,26 |
--- |
--- |
100,23 |
--- |
PS0415 |
PL0000105953 |
101,66 |
101,82 |
4,89 |
4,84 |
101,74 |
4,87 |
DS1015 |
PL0000103602 |
104,24 |
104,31 |
4,89 |
4,87 |
104,28 |
4,88 |
PS0416 |
PL0000106340 |
99,91 |
100,04 |
5,02 |
4,98 |
99,98 |
5,00 |
IZ0816 |
PL0000103529 |
103,70 |
103,90 |
--- |
--- |
103,80 |
--- |
PS1016 |
PL0000106795 |
98,62 |
98,79 |
5,09 |
5,04 |
98,71 |
5,06 |
WZ0117 |
PL0000106936 |
99,64 |
99,73 |
--- |
--- |
99,69 |
--- |
DS1017 |
PL0000104543 |
100,57 |
100,73 |
5,12 |
5,08 |
100,65 |
5,10 |
WZ0118 |
PL0000104717 |
99,16 |
99,33 |
--- |
--- |
99,25 |
--- |
DS1019 |
PL0000105441 |
100,59 |
100,83 |
5,39 |
5,35 |
100,71 |
5,37 |
DS1020 |
PL0000106126 |
98,27 |
98,49 |
5,50 |
5,47 |
98,38 |
5,48 |
WZ0121 |
PL0000106068 |
96,96 |
97,09 |
--- |
--- |
97,03 |
--- |
DS1021 |
PL0000106670 |
101,13 |
101,25 |
5,58 |
5,57 |
101,19 |
5,58 |
WS0922 |
PL0000102646 |
100,97 |
101,14 |
5,62 |
5,59 |
101,06 |
5,60 |
IZ0823 |
PL0000105359 |
98,69 |
99,21 |
--- |
--- |
98,95 |
--- |
WS0429 |
PL0000105391 |
99,51 |
99,87 |
5,79 |
5,76 |
99,69 |
5,78 |
REPO MARKET |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,370 |
4,370 |
4,370 |
120 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,320 |
4,320 |
4,320 |
20 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,400 |
4,400 |
4,400 |
20 |
PS0412 |
PL0000104659 |
0/1 |
1 |
4,320 |
4,320 |
4,320 |
20 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,320 |
4,320 |
4,320 |
30 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,390 |
4,390 |
4,390 |
60 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
95 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,320 |
4,320 |
4,320 |
40 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,320 |
4,320 |
4,320 |
50 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,320 |
4,380 |
4,350 |
40 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,320 |
4,320 |
4,320 |
80 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
60 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,370 |
4,370 |
4,370 |
35 |
OK0114 |
PL0000106712 |
0/1 |
1 |
4,320 |
4,350 |
4,339 |
110 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,320 |
4,320 |
4,320 |
70 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
5 |
WZ0117 |
PL0000106936 |
2/3 |
1 |
4,350 |
4,350 |
4,350 |
55 |
WS0922 |
PL0000102646 |
0/2 |
2 |
4,350 |
4,350 |
4,350 |
20 |
DS1015 |
PL0000103602 |
0/2 |
2 |
4,350 |
4,350 |
4,350 |
45 |
OK0713 |
PL0000106563 |
1/3 |
2 |
4,400 |
4,400 |
4,400 |
100 |
DS1021 |
PL0000106670 |
1/3 |
2 |
4,370 |
4,370 |
4,370 |
90 |
WZ0118 |
PL0000104717 |
0/2 |
2 |
4,350 |
4,350 |
4,350 |
35 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,450 |
4,450 |
4,450 |
50 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,400 |
4,400 |
4,400 |
200 |
DS1017 |
PL0000104543 |
2/9 |
7 |
4,400 |
4,400 |
4,400 |
190 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,450 |
4,450 |
4,450 |
150 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,450 |
4,450 |
4,450 |
120 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,400 |
4,400 |
4,400 |
140 |
OK0114 |
PL0000106712 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
390 |
TOTAL |
2 440 |