2012-04-17 |
MARKET DATA |
No 74 (1859) |
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 |
1 357,50 |
1 511,82 |
91 |
3 760,00 |
3 806,58 |
28 |
5 117,50 |
5 318,40 |
119 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 357,50 |
1 511,82 |
91 |
3 760,00 |
3 806,58 |
28 |
5 117,50 |
5 318,40 |
119 |
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 |
98,76 |
98,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,61 |
97,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
96,46 |
96,53 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,48 |
100,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,30 |
94,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,35 |
100,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,14 |
92,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,92 |
101,94 |
101,94 |
101,94 |
101,94 |
101,94 |
101,94 |
20 000 |
21,52 |
3 |
PS0415 |
PL0000105953 |
101,71 |
101,81 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,33 |
104,31 |
104,32 |
104,34 |
104,32 |
104,34 |
104,34 |
190 000 |
204,02 |
9 |
PS0416 |
PL0000106340 |
100,06 |
100,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
98,77 |
98,75 |
98,77 |
98,81 |
98,71 |
98,81 |
98,77 |
195 000 |
197,08 |
15 |
DS1017 |
PL0000104543 |
100,66 |
100,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
100,80 |
100,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
98,63 |
98,51 |
98,51 |
98,63 |
98,51 |
98,63 |
98,60 |
80 000 |
80,91 |
7 |
DS1021 |
PL0000106670 |
101,36 |
101,24 |
101,31 |
101,42 |
101,25 |
101,42 |
101,33 |
305 000 |
317,53 |
21 |
WS0922 |
PL0000102646 |
101,19 |
101,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
99,77 |
99,80 |
99,80 |
99,80 |
99,80 |
99,80 |
99,80 |
15 000 |
15,82 |
2 |
WS0437 |
PL0000104857 |
80,00 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,03 |
103,21 |
103,80 |
104,10 |
103,77 |
103,97 |
103,91 |
362 500 |
481,04 |
28 |
IZ0823 |
PL0000105359 |
99,20 |
99,14 |
99,23 |
99,23 |
99,23 |
99,23 |
99,23 |
15 000 |
17,18 |
1 |
WZ0115 |
PL0000106480 |
100,21 |
100,21 |
100,22 |
100,22 |
100,22 |
100,22 |
100,22 |
40 000 |
40,56 |
2 |
WZ0117 |
PL0000106936 |
99,69 |
99,70 |
99,70 |
99,70 |
99,70 |
99,70 |
99,70 |
135 000 |
136,17 |
3 |
WZ0118 |
PL0000104717 |
99,22 |
99,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,03 |
97,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 357 500 |
1 511,82 |
91 |
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 |
41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
132 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
244 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
286 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
314 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
342 |
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 |
98,82 |
4,85 |
4,51 |
98,78 |
4,66 |
OK1012 |
PL0000106100 |
97,58 |
97,67 |
4,80 |
4,62 |
97,63 |
4,70 |
OK0113 |
PL0000106324 |
96,44 |
96,56 |
4,79 |
4,63 |
96,50 |
4,71 |
PS0413 |
PL0000105037 |
100,42 |
100,59 |
4,81 |
4,64 |
100,51 |
4,72 |
OK0713 |
PL0000106563 |
94,24 |
94,40 |
4,80 |
4,66 |
94,32 |
4,73 |
DS1013 |
PL0000102836 |
100,28 |
100,45 |
4,78 |
4,66 |
100,37 |
4,72 |
OK0114 |
PL0000106712 |
92,09 |
92,20 |
4,77 |
4,70 |
92,15 |
4,73 |
PS0414 |
PL0000105433 |
101,82 |
102,02 |
4,78 |
4,68 |
101,92 |
4,73 |
WZ0115 |
PL0000106480 |
100,18 |
100,25 |
--- |
--- |
100,22 |
--- |
PS0415 |
PL0000105953 |
101,63 |
101,86 |
4,90 |
4,82 |
101,75 |
4,86 |
DS1015 |
PL0000103602 |
104,16 |
104,39 |
4,92 |
4,85 |
104,28 |
4,88 |
PS0416 |
PL0000106340 |
99,89 |
100,14 |
5,03 |
4,96 |
100,02 |
4,99 |
IZ0816 |
PL0000103529 |
103,92 |
104,20 |
--- |
--- |
104,06 |
--- |
PS1016 |
PL0000106795 |
98,62 |
98,81 |
5,09 |
5,04 |
98,72 |
5,06 |
WZ0117 |
PL0000106936 |
99,65 |
99,74 |
--- |
--- |
99,70 |
--- |
DS1017 |
PL0000104543 |
100,60 |
100,83 |
5,11 |
5,06 |
100,72 |
5,09 |
WZ0118 |
PL0000104717 |
99,17 |
99,34 |
--- |
--- |
99,26 |
--- |
DS1019 |
PL0000105441 |
100,62 |
100,94 |
5,39 |
5,34 |
100,78 |
5,36 |
DS1020 |
PL0000106126 |
98,31 |
98,56 |
5,49 |
5,46 |
98,44 |
5,47 |
WZ0121 |
PL0000106068 |
96,96 |
97,11 |
--- |
--- |
97,04 |
--- |
DS1021 |
PL0000106670 |
101,22 |
101,35 |
5,57 |
5,55 |
101,29 |
5,56 |
WS0922 |
PL0000102646 |
101,01 |
101,33 |
5,61 |
5,57 |
101,17 |
5,59 |
IZ0823 |
PL0000105359 |
98,93 |
99,43 |
--- |
--- |
99,18 |
--- |
WS0429 |
PL0000105391 |
99,44 |
99,97 |
5,80 |
5,75 |
99,71 |
5,77 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,74 |
98,80 |
4,81 |
4,58 |
98,77 |
4,70 |
OK1012 |
PL0000106100 |
97,59 |
97,66 |
4,78 |
4,64 |
97,63 |
4,70 |
OK0113 |
PL0000106324 |
96,45 |
96,54 |
4,78 |
4,66 |
96,50 |
4,71 |
PS0413 |
PL0000105037 |
100,47 |
100,56 |
4,76 |
4,67 |
100,52 |
4,71 |
OK0713 |
PL0000106563 |
94,29 |
94,40 |
4,75 |
4,66 |
94,35 |
4,70 |
DS1013 |
PL0000102836 |
100,34 |
100,41 |
4,74 |
4,69 |
100,38 |
4,71 |
OK0114 |
PL0000106712 |
92,11 |
92,21 |
4,75 |
4,69 |
92,16 |
4,72 |
PS0414 |
PL0000105433 |
101,87 |
101,98 |
4,75 |
4,70 |
101,93 |
4,72 |
WZ0115 |
PL0000106480 |
100,19 |
100,28 |
--- |
--- |
100,24 |
--- |
PS0415 |
PL0000105953 |
101,68 |
101,84 |
4,89 |
4,83 |
101,76 |
4,86 |
DS1015 |
PL0000103602 |
104,27 |
104,38 |
4,88 |
4,85 |
104,33 |
4,87 |
PS0416 |
PL0000106340 |
100,03 |
100,16 |
4,99 |
4,95 |
100,10 |
4,97 |
IZ0816 |
PL0000103529 |
103,89 |
104,11 |
--- |
--- |
104,00 |
--- |
PS1016 |
PL0000106795 |
98,74 |
98,83 |
5,06 |
5,03 |
98,79 |
5,04 |
WZ0117 |
PL0000106936 |
99,67 |
99,76 |
--- |
--- |
99,72 |
--- |
DS1017 |
PL0000104543 |
100,63 |
100,85 |
5,11 |
5,06 |
100,74 |
5,08 |
WZ0118 |
PL0000104717 |
99,17 |
99,34 |
--- |
--- |
99,26 |
--- |
DS1019 |
PL0000105441 |
100,77 |
100,99 |
5,36 |
5,33 |
100,88 |
5,35 |
DS1020 |
PL0000106126 |
98,44 |
98,64 |
5,47 |
5,44 |
98,54 |
5,46 |
WZ0121 |
PL0000106068 |
96,99 |
97,09 |
--- |
--- |
97,04 |
--- |
DS1021 |
PL0000106670 |
101,27 |
101,46 |
5,56 |
5,54 |
101,37 |
5,55 |
WS0922 |
PL0000102646 |
101,12 |
101,43 |
5,60 |
5,56 |
101,28 |
5,58 |
IZ0823 |
PL0000105359 |
99,09 |
99,64 |
--- |
--- |
99,37 |
--- |
WS0429 |
PL0000105391 |
99,68 |
100,04 |
5,78 |
5,74 |
99,86 |
5,76 |
REPO MARKET |
General Collateral (GC) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
|
|
|
|
0,000 |
0,000 |
0,000 |
0 |
TOTAL |
0 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,300 |
4,300 |
4,300 |
10 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,350 |
4,390 |
4,372 |
370 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,400 |
4,400 |
4,400 |
90 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
30 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,400 |
4,400 |
4,400 |
50 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,320 |
4,320 |
4,320 |
70 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
40 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
155 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
100 |
OK0713 |
PL0000106563 |
1/2 |
1 |
4,320 |
4,320 |
4,320 |
5 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,350 |
4,400 |
4,362 |
125 |
OK0114 |
PL0000106712 |
0/1 |
1 |
4,330 |
4,330 |
4,330 |
45 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,320 |
4,320 |
4,320 |
200 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
5 |
DS1015 |
PL0000103602 |
0/2 |
2 |
4,350 |
4,350 |
4,350 |
25 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
160 |
OK1012 |
PL0000106100 |
2/9 |
7 |
4,430 |
4,430 |
4,430 |
380 |
TOTAL |
1 860 |