2012-04-20 |
MARKET DATA |
No 77 (1862) |
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 |
717,50 |
734,19 |
52 |
2 010,00 |
2 019,28 |
20 |
2 727,50 |
2 753,47 |
72 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
717,50 |
734,19 |
52 |
2 010,00 |
2 019,28 |
20 |
2 727,50 |
2 753,47 |
72 |
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 |
98,82 |
98,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,67 |
97,72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
96,56 |
96,59 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,49 |
100,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,42 |
94,46 |
94,47 |
94,47 |
94,47 |
94,47 |
94,47 |
40 000 |
37,79 |
3 |
DS1013 |
PL0000102836 |
100,39 |
100,41 |
100,41 |
100,42 |
100,41 |
100,42 |
100,42 |
45 000 |
46,31 |
2 |
OK0114 |
PL0000106712 |
92,25 |
92,25 |
92,25 |
92,25 |
92,25 |
92,25 |
92,25 |
20 000 |
18,45 |
1 |
PS0414 |
PL0000105433 |
101,93 |
101,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
101,91 |
101,98 |
102,01 |
102,01 |
102,01 |
102,01 |
102,01 |
25 000 |
25,50 |
1 |
DS1015 |
PL0000103602 |
104,55 |
104,56 |
104,60 |
104,60 |
104,59 |
104,60 |
104,60 |
80 000 |
86,18 |
4 |
PS0416 |
PL0000106340 |
100,36 |
100,37 |
100,36 |
100,36 |
100,35 |
100,35 |
100,36 |
60 000 |
60,22 |
3 |
PS1016 |
PL0000106795 |
99,20 |
99,16 |
99,18 |
99,19 |
99,18 |
99,19 |
99,19 |
35 000 |
35,54 |
2 |
DS1017 |
PL0000104543 |
101,22 |
101,20 |
101,21 |
101,21 |
101,21 |
101,21 |
101,21 |
10 000 |
10,38 |
1 |
DS1019 |
PL0000105441 |
101,37 |
101,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
99,25 |
99,10 |
99,08 |
99,32 |
99,08 |
99,22 |
99,24 |
150 000 |
152,78 |
12 |
DS1021 |
PL0000106670 |
102,05 |
102,00 |
102,00 |
102,06 |
101,95 |
102,03 |
102,01 |
155 000 |
162,55 |
13 |
WS0922 |
PL0000102646 |
101,76 |
101,70 |
101,70 |
101,70 |
101,70 |
101,70 |
101,70 |
12 500 |
13,13 |
1 |
WS0429 |
PL0000105391 |
100,39 |
100,30 |
100,35 |
100,42 |
100,31 |
100,31 |
100,38 |
65 000 |
65,25 |
8 |
WS0437 |
PL0000104857 |
88,00 |
103,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,93 |
104,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
99,20 |
99,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,23 |
100,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,72 |
99,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,28 |
99,30 |
99,28 |
99,28 |
99,28 |
99,28 |
99,28 |
20 000 |
20,10 |
1 |
WZ0121 |
PL0000106068 |
97,09 |
97,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
717 500 |
734,19 |
52 |
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 |
36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
127 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
239 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
281 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
309 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
337 |
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 |
98,81 |
98,87 |
4,79 |
4,55 |
98,84 |
4,67 |
OK1012 |
PL0000106100 |
97,66 |
97,73 |
4,77 |
4,62 |
97,70 |
4,68 |
OK0113 |
PL0000106324 |
96,53 |
96,61 |
4,75 |
4,64 |
96,57 |
4,70 |
PS0413 |
PL0000105037 |
100,43 |
100,56 |
4,79 |
4,65 |
100,50 |
4,71 |
OK0713 |
PL0000106563 |
94,34 |
94,49 |
4,76 |
4,63 |
94,42 |
4,69 |
DS1013 |
PL0000102836 |
100,30 |
100,43 |
4,76 |
4,67 |
100,37 |
4,71 |
OK0114 |
PL0000106712 |
92,20 |
92,32 |
4,73 |
4,66 |
92,26 |
4,69 |
PS0414 |
PL0000105433 |
101,89 |
102,02 |
4,73 |
4,66 |
101,96 |
4,69 |
WZ0115 |
PL0000106480 |
100,21 |
100,30 |
--- |
--- |
100,26 |
--- |
PS0415 |
PL0000105953 |
101,84 |
102,01 |
4,82 |
4,76 |
101,93 |
4,79 |
DS1015 |
PL0000103602 |
104,44 |
104,62 |
4,83 |
4,77 |
104,53 |
4,80 |
PS0416 |
PL0000106340 |
100,29 |
100,47 |
4,91 |
4,86 |
100,38 |
4,89 |
IZ0816 |
PL0000103529 |
103,88 |
104,13 |
--- |
--- |
104,01 |
--- |
PS1016 |
PL0000106795 |
99,09 |
99,26 |
4,97 |
4,93 |
99,18 |
4,95 |
WZ0117 |
PL0000106936 |
99,68 |
99,83 |
--- |
--- |
99,76 |
--- |
DS1017 |
PL0000104543 |
101,02 |
101,25 |
5,02 |
4,97 |
101,14 |
5,00 |
WZ0118 |
PL0000104717 |
99,20 |
99,35 |
--- |
--- |
99,28 |
--- |
DS1019 |
PL0000105441 |
101,23 |
101,53 |
5,29 |
5,24 |
101,38 |
5,26 |
DS1020 |
PL0000106126 |
99,01 |
99,22 |
5,39 |
5,36 |
99,12 |
5,37 |
WZ0121 |
PL0000106068 |
97,02 |
97,18 |
--- |
--- |
97,10 |
--- |
DS1021 |
PL0000106670 |
101,92 |
102,05 |
5,48 |
5,46 |
101,99 |
5,47 |
WS0922 |
PL0000102646 |
101,61 |
101,79 |
5,53 |
5,51 |
101,70 |
5,52 |
IZ0823 |
PL0000105359 |
99,13 |
99,66 |
--- |
--- |
99,40 |
--- |
WS0429 |
PL0000105391 |
100,10 |
100,52 |
5,74 |
5,70 |
100,31 |
5,72 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,81 |
98,87 |
4,79 |
4,55 |
98,84 |
4,67 |
OK1012 |
PL0000106100 |
97,66 |
97,74 |
4,77 |
4,60 |
97,70 |
4,68 |
OK0113 |
PL0000106324 |
96,55 |
96,62 |
4,73 |
4,63 |
96,59 |
4,67 |
PS0413 |
PL0000105037 |
100,47 |
100,58 |
4,74 |
4,63 |
100,53 |
4,68 |
OK0713 |
PL0000106563 |
94,36 |
94,51 |
4,75 |
4,61 |
94,44 |
4,67 |
DS1013 |
PL0000102836 |
100,37 |
100,47 |
4,71 |
4,64 |
100,42 |
4,68 |
OK0114 |
PL0000106712 |
92,23 |
92,33 |
4,71 |
4,65 |
92,28 |
4,68 |
PS0414 |
PL0000105433 |
101,92 |
102,05 |
4,71 |
4,65 |
101,99 |
4,68 |
WZ0115 |
PL0000106480 |
100,20 |
100,29 |
--- |
--- |
100,25 |
--- |
PS0415 |
PL0000105953 |
101,86 |
102,03 |
4,81 |
4,75 |
101,95 |
4,78 |
DS1015 |
PL0000103602 |
104,51 |
104,61 |
4,81 |
4,77 |
104,56 |
4,79 |
PS0416 |
PL0000106340 |
100,29 |
100,41 |
4,91 |
4,88 |
100,35 |
4,89 |
IZ0816 |
PL0000103529 |
103,87 |
104,12 |
--- |
--- |
104,00 |
--- |
PS1016 |
PL0000106795 |
99,14 |
99,29 |
4,96 |
4,92 |
99,22 |
4,94 |
WZ0117 |
PL0000106936 |
99,69 |
99,82 |
--- |
--- |
99,76 |
--- |
DS1017 |
PL0000104543 |
101,07 |
101,33 |
5,01 |
4,96 |
101,20 |
4,98 |
WZ0118 |
PL0000104717 |
99,21 |
99,33 |
--- |
--- |
99,27 |
--- |
DS1019 |
PL0000105441 |
101,33 |
101,59 |
5,27 |
5,23 |
101,46 |
5,25 |
DS1020 |
PL0000106126 |
99,19 |
99,34 |
5,36 |
5,34 |
99,27 |
5,35 |
WZ0121 |
PL0000106068 |
97,03 |
97,19 |
--- |
--- |
97,11 |
--- |
DS1021 |
PL0000106670 |
101,99 |
102,12 |
5,47 |
5,45 |
102,06 |
5,46 |
WS0922 |
PL0000102646 |
101,60 |
101,93 |
5,54 |
5,49 |
101,77 |
5,51 |
IZ0823 |
PL0000105359 |
99,10 |
99,63 |
--- |
--- |
99,37 |
--- |
WS0429 |
PL0000105391 |
100,27 |
100,53 |
5,72 |
5,70 |
100,40 |
5,71 |
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 |
0/3 |
3 |
4,350 |
4,350 |
4,350 |
500 |
TOTAL |
500 |
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 |
4,200 |
4,200 |
4,200 |
10 |
DS1015 |
PL0000103602 |
3/4 |
1 |
4,300 |
4,300 |
4,300 |
140 |
DS1017 |
PL0000104543 |
3/4 |
1 |
4,300 |
4,300 |
4,300 |
30 |
DS1020 |
PL0000106126 |
3/4 |
1 |
4,300 |
4,300 |
4,300 |
110 |
OK0713 |
PL0000106563 |
3/4 |
1 |
4,150 |
4,150 |
4,150 |
20 |
DS1021 |
PL0000106670 |
3/4 |
1 |
4,300 |
4,300 |
4,300 |
20 |
OK0114 |
PL0000106712 |
3/4 |
1 |
4,250 |
4,250 |
4,250 |
240 |
PS1016 |
PL0000106795 |
3/4 |
1 |
4,250 |
4,300 |
4,276 |
380 |
DS1015 |
PL0000103602 |
0/3 |
3 |
4,300 |
4,300 |
4,300 |
40 |
DS1019 |
PL0000105441 |
0/3 |
3 |
4,300 |
4,300 |
4,300 |
70 |
OK0713 |
PL0000106563 |
0/3 |
3 |
4,150 |
4,150 |
4,150 |
20 |
DS1021 |
PL0000106670 |
0/3 |
3 |
4,300 |
4,300 |
4,300 |
20 |
DS1015 |
PL0000103602 |
0/7 |
7 |
4,300 |
4,300 |
4,300 |
60 |
DS1020 |
PL0000106126 |
0/7 |
7 |
4,300 |
4,300 |
4,300 |
40 |
DS1021 |
PL0000106670 |
3/10 |
7 |
4,300 |
4,300 |
4,300 |
110 |
PS1016 |
PL0000106795 |
0/7 |
7 |
4,200 |
4,200 |
4,200 |
200 |
TOTAL |
1 510 |