2012-04-19 |
MARKET DATA |
No 76 (1861) |
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 |
3 622,50 |
3 693,46 |
201 |
2 875,00 |
2 928,32 |
28 |
6 497,50 |
6 621,78 |
229 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
3 622,50 |
3 693,46 |
201 |
2 875,00 |
2 928,32 |
28 |
6 497,50 |
6 621,78 |
229 |
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) |
OK0712 |
PL0000105912 |
98,80 |
98,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,66 |
97,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
96,55 |
96,57 |
96,58 |
96,58 |
96,58 |
96,58 |
96,58 |
100 000 |
96,58 |
1 |
PS0413 |
PL0000105037 |
100,48 |
100,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,35 |
94,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,36 |
100,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,26 |
92,23 |
92,25 |
92,26 |
92,25 |
92,26 |
92,26 |
100 000 |
92,26 |
3 |
PS0414 |
PL0000105433 |
101,92 |
101,91 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
101,88 |
101,80 |
101,68 |
101,87 |
101,68 |
101,87 |
101,79 |
175 000 |
187,70 |
6 |
DS1015 |
PL0000103602 |
104,48 |
104,35 |
104,35 |
104,37 |
104,35 |
104,37 |
104,36 |
65 000 |
69,85 |
3 |
PS0416 |
PL0000106340 |
100,35 |
100,11 |
100,11 |
100,29 |
100,11 |
100,16 |
100,16 |
225 000 |
236,56 |
14 |
PS1016 |
PL0000106795 |
99,15 |
98,80 |
98,78 |
99,15 |
98,78 |
99,15 |
98,98 |
1 435 000 |
1 454,00 |
73 |
DS1017 |
PL0000104543 |
101,10 |
100,82 |
101,33 |
101,35 |
101,33 |
101,35 |
101,34 |
35 000 |
36,38 |
2 |
DS1019 |
PL0000105441 |
101,47 |
100,99 |
101,58 |
101,61 |
101,47 |
101,48 |
101,55 |
60 000 |
62,56 |
5 |
DS1020 |
PL0000106126 |
99,09 |
98,69 |
98,71 |
99,10 |
98,71 |
99,10 |
98,95 |
172 500 |
175,17 |
14 |
DS1021 |
PL0000106670 |
102,00 |
101,47 |
101,47 |
102,16 |
101,47 |
102,05 |
101,83 |
500 000 |
523,37 |
40 |
WS0922 |
PL0000102646 |
101,72 |
101,33 |
101,48 |
101,68 |
101,48 |
101,68 |
101,54 |
40 000 |
41,96 |
6 |
WS0429 |
PL0000105391 |
100,60 |
99,94 |
100,10 |
100,60 |
100,09 |
100,09 |
100,29 |
115 000 |
115,33 |
13 |
WS0437 |
PL0000104857 |
80,03 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,91 |
104,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
99,20 |
99,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,22 |
100,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,72 |
99,72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,35 |
99,30 |
99,33 |
99,35 |
99,28 |
99,28 |
99,33 |
530 000 |
532,92 |
17 |
WZ0121 |
PL0000106068 |
97,11 |
97,07 |
97,08 |
97,11 |
97,08 |
97,11 |
97,11 |
70 000 |
68,83 |
4 |
TOTAL |
3 622 500 |
3 693,46 |
201 |
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 |
37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
128 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
240 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
282 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
310 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
338 |
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 |
98,78 |
98,85 |
4,86 |
4,58 |
98,82 |
4,70 |
OK1012 |
PL0000106100 |
97,63 |
97,71 |
4,80 |
4,64 |
97,67 |
4,72 |
OK0113 |
PL0000106324 |
96,50 |
96,58 |
4,78 |
4,67 |
96,54 |
4,72 |
PS0413 |
PL0000105037 |
100,44 |
100,56 |
4,76 |
4,64 |
100,50 |
4,70 |
OK0713 |
PL0000106563 |
94,30 |
94,45 |
4,79 |
4,66 |
94,38 |
4,72 |
DS1013 |
PL0000102836 |
100,31 |
100,46 |
4,76 |
4,65 |
100,39 |
4,70 |
OK0114 |
PL0000106712 |
92,15 |
92,27 |
4,76 |
4,68 |
92,21 |
4,72 |
PS0414 |
PL0000105433 |
101,83 |
101,95 |
4,76 |
4,69 |
101,89 |
4,72 |
WZ0115 |
PL0000106480 |
100,19 |
100,28 |
--- |
--- |
100,24 |
--- |
PS0415 |
PL0000105953 |
101,67 |
101,85 |
4,89 |
4,82 |
101,76 |
4,86 |
DS1015 |
PL0000103602 |
104,22 |
104,40 |
4,90 |
4,84 |
104,31 |
4,87 |
PS0416 |
PL0000106340 |
100,02 |
100,20 |
4,99 |
4,94 |
100,11 |
4,97 |
IZ0816 |
PL0000103529 |
103,83 |
104,07 |
--- |
--- |
103,95 |
--- |
PS1016 |
PL0000106795 |
98,75 |
98,83 |
5,06 |
5,03 |
98,79 |
5,04 |
WZ0117 |
PL0000106936 |
99,64 |
99,75 |
--- |
--- |
99,70 |
--- |
DS1017 |
PL0000104543 |
100,62 |
100,86 |
5,11 |
5,06 |
100,74 |
5,08 |
WZ0118 |
PL0000104717 |
99,19 |
99,35 |
--- |
--- |
99,27 |
--- |
DS1019 |
PL0000105441 |
100,71 |
101,03 |
5,37 |
5,32 |
100,87 |
5,35 |
DS1020 |
PL0000106126 |
98,43 |
98,72 |
5,48 |
5,43 |
98,58 |
5,45 |
WZ0121 |
PL0000106068 |
96,99 |
97,10 |
--- |
--- |
97,05 |
--- |
DS1021 |
PL0000106670 |
101,33 |
101,53 |
5,56 |
5,53 |
101,43 |
5,54 |
WS0922 |
PL0000102646 |
101,04 |
101,43 |
5,61 |
5,56 |
101,24 |
5,58 |
IZ0823 |
PL0000105359 |
99,08 |
99,47 |
--- |
--- |
99,28 |
--- |
WS0429 |
PL0000105391 |
99,47 |
100,08 |
5,79 |
5,74 |
99,78 |
5,76 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,78 |
98,86 |
4,86 |
4,54 |
98,82 |
4,70 |
OK1012 |
PL0000106100 |
97,65 |
97,72 |
4,76 |
4,62 |
97,69 |
4,68 |
OK0113 |
PL0000106324 |
96,54 |
96,59 |
4,72 |
4,65 |
96,57 |
4,68 |
PS0413 |
PL0000105037 |
100,47 |
100,58 |
4,73 |
4,62 |
100,53 |
4,67 |
OK0713 |
PL0000106563 |
94,32 |
94,49 |
4,77 |
4,62 |
94,41 |
4,69 |
DS1013 |
PL0000102836 |
100,35 |
100,42 |
4,73 |
4,68 |
100,39 |
4,70 |
OK0114 |
PL0000106712 |
92,23 |
92,34 |
4,71 |
4,64 |
92,29 |
4,67 |
PS0414 |
PL0000105433 |
101,89 |
102,02 |
4,72 |
4,66 |
101,96 |
4,69 |
WZ0115 |
PL0000106480 |
100,20 |
100,30 |
--- |
--- |
100,25 |
--- |
PS0415 |
PL0000105953 |
101,85 |
101,98 |
4,82 |
4,78 |
101,92 |
4,80 |
DS1015 |
PL0000103602 |
104,38 |
104,52 |
4,85 |
4,80 |
104,45 |
4,82 |
PS0416 |
PL0000106340 |
100,25 |
100,46 |
4,93 |
4,87 |
100,36 |
4,90 |
IZ0816 |
PL0000103529 |
103,86 |
104,11 |
--- |
--- |
103,99 |
--- |
PS1016 |
PL0000106795 |
99,08 |
99,24 |
4,97 |
4,93 |
99,16 |
4,95 |
WZ0117 |
PL0000106936 |
99,69 |
99,82 |
--- |
--- |
99,76 |
--- |
DS1017 |
PL0000104543 |
100,96 |
101,27 |
5,04 |
4,97 |
101,12 |
5,00 |
WZ0118 |
PL0000104717 |
99,21 |
99,35 |
--- |
--- |
99,28 |
--- |
DS1019 |
PL0000105441 |
101,27 |
101,62 |
5,28 |
5,22 |
101,45 |
5,25 |
DS1020 |
PL0000106126 |
98,97 |
99,26 |
5,39 |
5,35 |
99,12 |
5,37 |
WZ0121 |
PL0000106068 |
97,04 |
97,18 |
--- |
--- |
97,11 |
--- |
DS1021 |
PL0000106670 |
101,94 |
102,07 |
5,47 |
5,46 |
102,01 |
5,46 |
WS0922 |
PL0000102646 |
101,57 |
101,91 |
5,54 |
5,50 |
101,74 |
5,52 |
IZ0823 |
PL0000105359 |
99,13 |
99,57 |
--- |
--- |
99,35 |
--- |
WS0429 |
PL0000105391 |
100,10 |
100,60 |
5,73 |
5,69 |
100,35 |
5,71 |
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 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
60 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
40 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
30 |
OK0114 |
PL0000106712 |
0/1 |
1 |
4,320 |
4,320 |
4,320 |
25 |
PS1016 |
PL0000106795 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
245 |
WZ0118 |
PL0000104717 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
35 |
DS1020 |
PL0000106126 |
1/4 |
3 |
4,320 |
4,320 |
4,320 |
100 |
OK0713 |
PL0000106563 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
20 |
OK0114 |
PL0000106712 |
1/4 |
3 |
4,320 |
4,320 |
4,320 |
200 |
PS1016 |
PL0000106795 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
260 |
DS1015 |
PL0000103602 |
0/4 |
4 |
4,250 |
4,250 |
4,250 |
90 |
DS1017 |
PL0000104543 |
0/4 |
4 |
4,250 |
4,250 |
4,250 |
70 |
DS1019 |
PL0000105441 |
0/4 |
4 |
4,250 |
4,250 |
4,250 |
70 |
DS1020 |
PL0000106126 |
0/4 |
4 |
4,250 |
4,250 |
4,250 |
5 |
PS1016 |
PL0000106795 |
0/4 |
4 |
4,250 |
4,250 |
4,250 |
30 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
10 |
DS1017 |
PL0000104543 |
0/7 |
7 |
4,300 |
4,300 |
4,300 |
160 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,350 |
4,450 |
4,397 |
560 |
DS1019 |
PL0000105441 |
0/7 |
7 |
4,300 |
4,300 |
4,300 |
80 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,450 |
4,450 |
4,450 |
140 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,450 |
4,450 |
4,450 |
190 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
120 |
PS1016 |
PL0000106795 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
300 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
35 |
TOTAL |
2 875 |