2012-04-18 |
MARKET DATA |
No 75 (1860) |
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 |
430,00 |
445,89 |
34 |
2 430,00 |
2 461,00 |
25 |
2 860,00 |
2 906,89 |
59 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
430,00 |
445,89 |
34 |
2 430,00 |
2 461,00 |
25 |
2 860,00 |
2 906,89 |
59 |
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 |
98,79 |
98,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,61 |
97,65 |
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 |
100,47 |
100,53 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,30 |
94,40 |
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 |
92,15 |
92,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,90 |
101,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
101,73 |
101,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,25 |
104,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,08 |
100,07 |
100,08 |
100,08 |
100,07 |
100,07 |
100,07 |
110 000 |
115,51 |
7 |
PS1016 |
PL0000106795 |
98,80 |
98,80 |
98,81 |
98,81 |
98,75 |
98,78 |
98,78 |
95 000 |
96,03 |
7 |
DS1017 |
PL0000104543 |
100,75 |
100,78 |
100,79 |
100,79 |
100,78 |
100,78 |
100,79 |
15 000 |
15,50 |
2 |
DS1019 |
PL0000105441 |
100,90 |
100,94 |
100,90 |
100,90 |
100,90 |
100,90 |
100,90 |
25 000 |
25,89 |
2 |
DS1020 |
PL0000106126 |
98,60 |
98,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
101,50 |
101,40 |
101,45 |
101,50 |
101,40 |
101,42 |
101,47 |
165 000 |
172,04 |
14 |
WS0922 |
PL0000102646 |
101,25 |
101,28 |
101,25 |
101,25 |
101,24 |
101,24 |
101,25 |
20 000 |
20,91 |
2 |
WS0429 |
PL0000105391 |
99,75 |
99,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
85,00 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,93 |
103,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
99,16 |
99,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,21 |
100,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,66 |
99,71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,22 |
99,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,04 |
97,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
430 000 |
445,89 |
34 |
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 |
40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
131 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
243 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
285 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
313 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
341 |
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 |
98,74 |
98,80 |
4,87 |
4,63 |
98,77 |
4,75 |
OK1012 |
PL0000106100 |
97,60 |
97,67 |
4,79 |
4,64 |
97,64 |
4,71 |
OK0113 |
PL0000106324 |
96,45 |
96,54 |
4,80 |
4,67 |
96,50 |
4,73 |
PS0413 |
PL0000105037 |
100,44 |
100,56 |
4,79 |
4,67 |
100,50 |
4,73 |
OK0713 |
PL0000106563 |
94,27 |
94,44 |
4,78 |
4,63 |
94,36 |
4,70 |
DS1013 |
PL0000102836 |
100,27 |
100,44 |
4,79 |
4,67 |
100,36 |
4,72 |
OK0114 |
PL0000106712 |
92,13 |
92,22 |
4,75 |
4,69 |
92,18 |
4,72 |
PS0414 |
PL0000105433 |
101,87 |
102,02 |
4,75 |
4,67 |
101,95 |
4,71 |
WZ0115 |
PL0000106480 |
100,19 |
100,28 |
--- |
--- |
100,24 |
--- |
PS0415 |
PL0000105953 |
101,69 |
101,89 |
4,88 |
4,81 |
101,79 |
4,85 |
DS1015 |
PL0000103602 |
104,19 |
104,44 |
4,91 |
4,83 |
104,32 |
4,87 |
PS0416 |
PL0000106340 |
100,00 |
100,20 |
5,00 |
4,94 |
100,10 |
4,97 |
IZ0816 |
PL0000103529 |
103,85 |
104,10 |
--- |
--- |
103,98 |
--- |
PS1016 |
PL0000106795 |
98,69 |
98,84 |
5,07 |
5,03 |
98,77 |
5,05 |
WZ0117 |
PL0000106936 |
99,64 |
99,75 |
--- |
--- |
99,70 |
--- |
DS1017 |
PL0000104543 |
100,62 |
100,89 |
5,11 |
5,05 |
100,76 |
5,08 |
WZ0118 |
PL0000104717 |
99,19 |
99,35 |
--- |
--- |
99,27 |
--- |
DS1019 |
PL0000105441 |
100,79 |
101,05 |
5,36 |
5,32 |
100,92 |
5,34 |
DS1020 |
PL0000106126 |
98,52 |
98,74 |
5,46 |
5,43 |
98,63 |
5,45 |
WZ0121 |
PL0000106068 |
96,97 |
97,11 |
--- |
--- |
97,04 |
--- |
DS1021 |
PL0000106670 |
101,39 |
101,55 |
5,55 |
5,53 |
101,47 |
5,54 |
WS0922 |
PL0000102646 |
101,17 |
101,51 |
5,59 |
5,55 |
101,34 |
5,57 |
IZ0823 |
PL0000105359 |
99,00 |
99,49 |
--- |
--- |
99,25 |
--- |
WS0429 |
PL0000105391 |
99,59 |
100,11 |
5,78 |
5,74 |
99,85 |
5,76 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,75 |
98,82 |
4,83 |
4,55 |
98,79 |
4,67 |
OK1012 |
PL0000106100 |
97,59 |
97,68 |
4,81 |
4,62 |
97,64 |
4,71 |
OK0113 |
PL0000106324 |
96,47 |
96,55 |
4,77 |
4,66 |
96,51 |
4,71 |
PS0413 |
PL0000105037 |
100,45 |
100,55 |
4,78 |
4,68 |
100,50 |
4,73 |
OK0713 |
PL0000106563 |
94,27 |
94,41 |
4,78 |
4,66 |
94,34 |
4,72 |
DS1013 |
PL0000102836 |
100,34 |
100,42 |
4,74 |
4,68 |
100,38 |
4,71 |
OK0114 |
PL0000106712 |
92,12 |
92,20 |
4,75 |
4,70 |
92,16 |
4,73 |
PS0414 |
PL0000105433 |
101,87 |
101,95 |
4,75 |
4,71 |
101,91 |
4,73 |
WZ0115 |
PL0000106480 |
100,19 |
100,28 |
--- |
--- |
100,24 |
--- |
PS0415 |
PL0000105953 |
101,71 |
101,85 |
4,88 |
4,82 |
101,78 |
4,85 |
DS1015 |
PL0000103602 |
104,19 |
104,37 |
4,91 |
4,85 |
104,28 |
4,88 |
PS0416 |
PL0000106340 |
100,04 |
100,09 |
4,98 |
4,97 |
100,07 |
4,98 |
IZ0816 |
PL0000103529 |
103,86 |
104,10 |
--- |
--- |
103,98 |
--- |
PS1016 |
PL0000106795 |
98,74 |
98,82 |
5,06 |
5,04 |
98,78 |
5,05 |
WZ0117 |
PL0000106936 |
99,64 |
99,75 |
--- |
--- |
99,70 |
--- |
DS1017 |
PL0000104543 |
100,61 |
100,82 |
5,11 |
5,07 |
100,72 |
5,09 |
WZ0118 |
PL0000104717 |
99,19 |
99,35 |
--- |
--- |
99,27 |
--- |
DS1019 |
PL0000105441 |
100,75 |
100,99 |
5,37 |
5,33 |
100,87 |
5,35 |
DS1020 |
PL0000106126 |
98,47 |
98,69 |
5,47 |
5,44 |
98,58 |
5,45 |
WZ0121 |
PL0000106068 |
96,99 |
97,11 |
--- |
--- |
97,05 |
--- |
DS1021 |
PL0000106670 |
101,30 |
101,49 |
5,56 |
5,53 |
101,40 |
5,55 |
WS0922 |
PL0000102646 |
101,15 |
101,38 |
5,59 |
5,56 |
101,27 |
5,58 |
IZ0823 |
PL0000105359 |
99,08 |
99,51 |
--- |
--- |
99,30 |
--- |
WS0429 |
PL0000105391 |
99,61 |
100,04 |
5,78 |
5,74 |
99,83 |
5,76 |
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 |
4,370 |
4,410 |
4,387 |
350 |
TOTAL |
350 |
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 |
4,350 |
4,350 |
4,350 |
35 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
5 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,310 |
4,400 |
4,354 |
470 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
135 |
OK0713 |
PL0000106563 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
65 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
65 |
OK0114 |
PL0000106712 |
0/1 |
1 |
4,310 |
4,310 |
4,310 |
100 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,320 |
4,320 |
4,320 |
200 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
560 |
WZ0118 |
PL0000104717 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
5 |
WZ0115 |
PL0000106480 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
40 |
DS1017 |
PL0000104543 |
0/2 |
2 |
4,350 |
4,350 |
4,350 |
55 |
DS1019 |
PL0000105441 |
0/2 |
2 |
4,350 |
4,350 |
4,350 |
20 |
DS1020 |
PL0000106126 |
0/2 |
2 |
4,350 |
4,350 |
4,350 |
50 |
PS1016 |
PL0000106795 |
0/2 |
2 |
4,350 |
4,350 |
4,350 |
50 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
40 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
110 |
OK0114 |
PL0000106712 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
35 |
WZ0117 |
PL0000106936 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
40 |
TOTAL |
2 080 |