2012-04-23 |
MARKET DATA |
No 78 (1863) |
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 |
982,50 |
997,29 |
47 |
2 900,00 |
2 954,79 |
25 |
3 882,50 |
3 952,08 |
72 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
982,50 |
997,29 |
47 |
2 900,00 |
2 954,79 |
25 |
3 882,50 |
3 952,08 |
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 |
98,85 |
98,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,76 |
97,74 |
97,74 |
97,77 |
97,74 |
97,77 |
97,75 |
300 000 |
293,25 |
8 |
OK0113 |
PL0000106324 |
96,63 |
96,63 |
96,64 |
96,64 |
96,64 |
96,64 |
96,64 |
115 000 |
111,14 |
3 |
PS0413 |
PL0000105037 |
100,54 |
100,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,46 |
94,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,41 |
100,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,32 |
92,33 |
92,32 |
92,32 |
92,32 |
92,32 |
92,32 |
5 000 |
4,62 |
1 |
PS0414 |
PL0000105433 |
102,02 |
102,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,05 |
102,04 |
101,90 |
102,04 |
101,90 |
102,04 |
101,94 |
72 500 |
73,91 |
2 |
DS1015 |
PL0000103602 |
104,57 |
104,61 |
104,55 |
104,55 |
104,55 |
104,55 |
104,55 |
10 000 |
10,77 |
1 |
PS0416 |
PL0000106340 |
100,40 |
100,35 |
100,41 |
100,42 |
100,39 |
100,39 |
100,41 |
65 000 |
65,26 |
3 |
PS1016 |
PL0000106795 |
99,23 |
99,13 |
99,15 |
99,21 |
99,10 |
99,21 |
99,17 |
190 000 |
192,93 |
10 |
DS1017 |
PL0000104543 |
101,12 |
101,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,40 |
101,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
99,16 |
99,07 |
99,16 |
99,16 |
99,09 |
99,15 |
99,14 |
35 000 |
35,62 |
3 |
DS1021 |
PL0000106670 |
102,00 |
101,97 |
102,00 |
102,15 |
101,90 |
102,15 |
101,99 |
135 000 |
141,57 |
13 |
WS0922 |
PL0000102646 |
101,63 |
101,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
100,41 |
100,41 |
100,51 |
100,51 |
100,51 |
100,51 |
100,51 |
15 000 |
15,08 |
1 |
WS0437 |
PL0000104857 |
80,00 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,94 |
103,96 |
103,93 |
103,93 |
103,92 |
103,92 |
103,92 |
40 000 |
53,15 |
2 |
IZ0823 |
PL0000105359 |
99,25 |
99,45 |
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 |
99,70 |
99,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,26 |
99,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,06 |
97,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
982 500 |
997,29 |
47 |
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 |
35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
126 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
238 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
280 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
308 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
336 |
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 |
98,82 |
98,89 |
4,80 |
4,51 |
98,86 |
4,64 |
OK1012 |
PL0000106100 |
97,67 |
97,75 |
4,77 |
4,60 |
97,71 |
4,69 |
OK0113 |
PL0000106324 |
96,55 |
96,65 |
4,74 |
4,60 |
96,60 |
4,67 |
PS0413 |
PL0000105037 |
100,43 |
100,58 |
4,80 |
4,64 |
100,51 |
4,72 |
OK0713 |
PL0000106563 |
94,37 |
94,54 |
4,75 |
4,60 |
94,46 |
4,67 |
DS1013 |
PL0000102836 |
100,31 |
100,49 |
4,76 |
4,63 |
100,40 |
4,69 |
OK0114 |
PL0000106712 |
92,22 |
92,36 |
4,73 |
4,64 |
92,29 |
4,68 |
PS0414 |
PL0000105433 |
101,90 |
102,10 |
4,73 |
4,63 |
102,00 |
4,68 |
WZ0115 |
PL0000106480 |
100,20 |
100,29 |
--- |
--- |
100,25 |
--- |
PS0415 |
PL0000105953 |
101,89 |
102,08 |
4,81 |
4,74 |
101,99 |
4,77 |
DS1015 |
PL0000103602 |
104,53 |
104,66 |
4,80 |
4,76 |
104,60 |
4,78 |
PS0416 |
PL0000106340 |
100,23 |
100,47 |
4,93 |
4,86 |
100,35 |
4,90 |
IZ0816 |
PL0000103529 |
103,89 |
104,13 |
--- |
--- |
104,01 |
--- |
PS1016 |
PL0000106795 |
99,09 |
99,19 |
4,97 |
4,94 |
99,14 |
4,96 |
WZ0117 |
PL0000106936 |
99,68 |
99,81 |
--- |
--- |
99,75 |
--- |
DS1017 |
PL0000104543 |
101,03 |
101,28 |
5,02 |
4,97 |
101,16 |
4,99 |
WZ0118 |
PL0000104717 |
99,21 |
99,34 |
--- |
--- |
99,28 |
--- |
DS1019 |
PL0000105441 |
101,19 |
101,53 |
5,29 |
5,24 |
101,36 |
5,27 |
DS1020 |
PL0000106126 |
98,97 |
99,16 |
5,39 |
5,37 |
99,07 |
5,38 |
WZ0121 |
PL0000106068 |
97,01 |
97,17 |
--- |
--- |
97,09 |
--- |
DS1021 |
PL0000106670 |
101,86 |
102,04 |
5,48 |
5,46 |
101,95 |
5,47 |
WS0922 |
PL0000102646 |
101,43 |
101,81 |
5,56 |
5,51 |
101,62 |
5,53 |
IZ0823 |
PL0000105359 |
99,09 |
99,62 |
--- |
--- |
99,36 |
--- |
WS0429 |
PL0000105391 |
100,10 |
100,59 |
5,74 |
5,69 |
100,35 |
5,71 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,84 |
98,90 |
4,72 |
4,47 |
98,87 |
4,60 |
OK1012 |
PL0000106100 |
97,70 |
97,80 |
4,71 |
4,50 |
97,75 |
4,60 |
OK0113 |
PL0000106324 |
96,62 |
96,69 |
4,64 |
4,54 |
96,66 |
4,59 |
PS0413 |
PL0000105037 |
100,53 |
100,64 |
4,70 |
4,58 |
100,59 |
4,63 |
OK0713 |
PL0000106563 |
94,44 |
94,61 |
4,69 |
4,53 |
94,53 |
4,61 |
DS1013 |
PL0000102836 |
100,40 |
100,56 |
4,69 |
4,58 |
100,48 |
4,64 |
OK0114 |
PL0000106712 |
92,30 |
92,41 |
4,68 |
4,60 |
92,36 |
4,64 |
PS0414 |
PL0000105433 |
101,98 |
102,14 |
4,69 |
4,61 |
102,06 |
4,65 |
WZ0115 |
PL0000106480 |
100,20 |
100,29 |
--- |
--- |
100,25 |
--- |
PS0415 |
PL0000105953 |
101,96 |
102,09 |
4,78 |
4,74 |
102,03 |
4,76 |
DS1015 |
PL0000103602 |
104,55 |
104,68 |
4,79 |
4,75 |
104,62 |
4,77 |
PS0416 |
PL0000106340 |
100,33 |
100,44 |
4,90 |
4,87 |
100,39 |
4,89 |
IZ0816 |
PL0000103529 |
103,87 |
104,10 |
--- |
--- |
103,99 |
--- |
PS1016 |
PL0000106795 |
99,13 |
99,23 |
4,96 |
4,93 |
99,18 |
4,95 |
WZ0117 |
PL0000106936 |
99,67 |
99,78 |
--- |
--- |
99,73 |
--- |
DS1017 |
PL0000104543 |
101,07 |
101,35 |
5,01 |
4,95 |
101,21 |
4,98 |
WZ0118 |
PL0000104717 |
99,21 |
99,32 |
--- |
--- |
99,27 |
--- |
DS1019 |
PL0000105441 |
101,27 |
101,56 |
5,28 |
5,23 |
101,42 |
5,26 |
DS1020 |
PL0000106126 |
99,03 |
99,27 |
5,39 |
5,35 |
99,15 |
5,37 |
WZ0121 |
PL0000106068 |
97,01 |
97,15 |
--- |
--- |
97,08 |
--- |
DS1021 |
PL0000106670 |
101,87 |
102,02 |
5,48 |
5,46 |
101,95 |
5,47 |
WS0922 |
PL0000102646 |
101,46 |
101,85 |
5,55 |
5,50 |
101,66 |
5,53 |
IZ0823 |
PL0000105359 |
99,09 |
99,51 |
--- |
--- |
99,30 |
--- |
WS0429 |
PL0000105391 |
100,09 |
100,56 |
5,74 |
5,69 |
100,33 |
5,72 |
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 |
4,150 |
4,150 |
4,150 |
970 |
TOTAL |
970 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/2 |
1 |
3,900 |
3,900 |
3,900 |
10 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,050 |
4,050 |
4,050 |
85 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
45 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,000 |
4,100 |
4,049 |
275 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,090 |
4,100 |
4,091 |
160 |
OK0114 |
PL0000106712 |
1/2 |
1 |
3,950 |
4,100 |
3,989 |
325 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,000 |
4,000 |
4,000 |
440 |
DS1015 |
PL0000103602 |
1/3 |
2 |
4,050 |
4,050 |
4,050 |
50 |
DS1017 |
PL0000104543 |
0/2 |
2 |
4,000 |
4,000 |
4,000 |
35 |
DS1019 |
PL0000105441 |
1/3 |
2 |
4,050 |
4,050 |
4,050 |
150 |
DS1021 |
PL0000106670 |
1/3 |
2 |
4,000 |
4,000 |
4,000 |
55 |
DS1017 |
PL0000104543 |
1/9 |
8 |
4,100 |
4,100 |
4,100 |
200 |
DS1019 |
PL0000105441 |
1/9 |
8 |
4,150 |
4,150 |
4,150 |
100 |
TOTAL |
1 930 |