2012-04-24 |
MARKET DATA |
No 79 (1864) |
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 |
1 410,00 |
1 440,37 |
85 |
1 645,00 |
1 689,71 |
20 |
3 055,00 |
3 130,08 |
105 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 410,00 |
1 440,37 |
85 |
1 645,00 |
1 689,71 |
20 |
3 055,00 |
3 130,08 |
105 |
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 |
98,86 |
98,88 |
98,88 |
98,88 |
98,88 |
98,88 |
98,88 |
5 000 |
4,94 |
1 |
OK1012 |
PL0000106100 |
97,75 |
97,81 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
96,65 |
96,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,57 |
100,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,50 |
94,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,47 |
100,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,37 |
92,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,08 |
102,14 |
102,14 |
102,14 |
102,14 |
102,14 |
102,14 |
25 000 |
25,54 |
1 |
PS0415 |
PL0000105953 |
102,12 |
102,17 |
102,17 |
102,17 |
102,17 |
102,17 |
102,17 |
25 000 |
25,55 |
2 |
DS1015 |
PL0000103602 |
104,73 |
104,74 |
104,75 |
104,75 |
104,75 |
104,75 |
104,75 |
15 000 |
16,19 |
1 |
PS0416 |
PL0000106340 |
100,50 |
100,49 |
100,49 |
100,52 |
100,49 |
100,52 |
100,51 |
50 000 |
50,26 |
3 |
PS1016 |
PL0000106795 |
99,32 |
99,28 |
99,28 |
99,31 |
99,28 |
99,30 |
99,30 |
130 000 |
132,19 |
11 |
DS1017 |
PL0000104543 |
101,34 |
101,32 |
101,32 |
101,33 |
101,32 |
101,32 |
101,32 |
50 000 |
51,98 |
5 |
DS1019 |
PL0000105441 |
101,55 |
101,55 |
101,55 |
101,62 |
101,55 |
101,62 |
101,60 |
110 000 |
114,81 |
7 |
DS1020 |
PL0000106126 |
99,32 |
99,30 |
99,42 |
99,42 |
99,42 |
99,42 |
99,42 |
10 000 |
10,21 |
1 |
DS1021 |
PL0000106670 |
102,29 |
102,12 |
102,15 |
102,28 |
102,15 |
102,28 |
102,22 |
270 000 |
283,80 |
22 |
WS0922 |
PL0000102646 |
102,06 |
101,92 |
102,05 |
102,09 |
102,05 |
102,09 |
102,06 |
80 000 |
84,36 |
7 |
WS0429 |
PL0000105391 |
100,71 |
100,60 |
100,60 |
100,60 |
100,60 |
100,60 |
100,60 |
15 000 |
15,09 |
1 |
WS0437 |
PL0000104857 |
80,00 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,85 |
103,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
99,29 |
99,51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,29 |
100,26 |
100,29 |
100,29 |
100,29 |
100,29 |
100,29 |
100 000 |
101,56 |
1 |
WZ0117 |
PL0000106936 |
99,81 |
99,76 |
99,79 |
99,79 |
99,79 |
99,79 |
99,79 |
30 000 |
30,32 |
1 |
WZ0118 |
PL0000104717 |
99,37 |
99,30 |
99,30 |
99,38 |
99,30 |
99,37 |
99,33 |
292 500 |
294,23 |
12 |
WZ0121 |
PL0000106068 |
97,17 |
97,12 |
97,12 |
97,21 |
97,12 |
97,21 |
97,18 |
202 500 |
199,35 |
9 |
TOTAL |
1 410 000 |
1 440,37 |
85 |
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 |
34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
125 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
237 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
279 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
307 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
335 |
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 |
98,84 |
98,93 |
4,77 |
4,40 |
98,89 |
4,56 |
OK1012 |
PL0000106100 |
97,71 |
97,83 |
4,71 |
4,46 |
97,77 |
4,59 |
OK0113 |
PL0000106324 |
96,64 |
96,73 |
4,63 |
4,50 |
96,69 |
4,56 |
PS0413 |
PL0000105037 |
100,53 |
100,68 |
4,69 |
4,54 |
100,61 |
4,61 |
OK0713 |
PL0000106563 |
94,47 |
94,64 |
4,67 |
4,52 |
94,56 |
4,59 |
DS1013 |
PL0000102836 |
100,42 |
100,59 |
4,68 |
4,56 |
100,51 |
4,61 |
OK0114 |
PL0000106712 |
92,33 |
92,45 |
4,66 |
4,59 |
92,39 |
4,62 |
PS0414 |
PL0000105433 |
102,00 |
102,19 |
4,68 |
4,58 |
102,10 |
4,62 |
WZ0115 |
PL0000106480 |
100,21 |
100,30 |
--- |
--- |
100,26 |
--- |
PS0415 |
PL0000105953 |
102,00 |
102,20 |
4,77 |
4,70 |
102,10 |
4,73 |
DS1015 |
PL0000103602 |
104,54 |
104,79 |
4,79 |
4,72 |
104,67 |
4,75 |
PS0416 |
PL0000106340 |
100,38 |
100,60 |
4,89 |
4,83 |
100,49 |
4,86 |
IZ0816 |
PL0000103529 |
103,80 |
104,04 |
--- |
--- |
103,92 |
--- |
PS1016 |
PL0000106795 |
99,19 |
99,33 |
4,94 |
4,91 |
99,26 |
4,93 |
WZ0117 |
PL0000106936 |
99,67 |
99,79 |
--- |
--- |
99,73 |
--- |
DS1017 |
PL0000104543 |
101,12 |
101,41 |
5,00 |
4,94 |
101,27 |
4,97 |
WZ0118 |
PL0000104717 |
99,21 |
99,33 |
--- |
--- |
99,27 |
--- |
DS1019 |
PL0000105441 |
101,34 |
101,65 |
5,27 |
5,22 |
101,50 |
5,24 |
DS1020 |
PL0000106126 |
99,08 |
99,39 |
5,38 |
5,33 |
99,24 |
5,35 |
WZ0121 |
PL0000106068 |
97,00 |
97,16 |
--- |
--- |
97,08 |
--- |
DS1021 |
PL0000106670 |
102,02 |
102,18 |
5,46 |
5,44 |
102,10 |
5,45 |
WS0922 |
PL0000102646 |
101,67 |
101,97 |
5,53 |
5,49 |
101,82 |
5,51 |
IZ0823 |
PL0000105359 |
99,09 |
99,61 |
--- |
--- |
99,35 |
--- |
WS0429 |
PL0000105391 |
100,15 |
100,65 |
5,73 |
5,69 |
100,40 |
5,71 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,85 |
98,90 |
4,73 |
4,52 |
98,88 |
4,61 |
OK1012 |
PL0000106100 |
97,73 |
97,83 |
4,67 |
4,46 |
97,78 |
4,57 |
OK0113 |
PL0000106324 |
96,64 |
96,74 |
4,63 |
4,49 |
96,69 |
4,56 |
PS0413 |
PL0000105037 |
100,55 |
100,70 |
4,67 |
4,52 |
100,63 |
4,59 |
OK0713 |
PL0000106563 |
94,49 |
94,66 |
4,65 |
4,50 |
94,58 |
4,57 |
DS1013 |
PL0000102836 |
100,45 |
100,58 |
4,66 |
4,57 |
100,52 |
4,61 |
OK0114 |
PL0000106712 |
92,35 |
92,47 |
4,65 |
4,57 |
92,41 |
4,61 |
PS0414 |
PL0000105433 |
102,04 |
102,16 |
4,66 |
4,59 |
102,10 |
4,62 |
WZ0115 |
PL0000106480 |
100,26 |
100,33 |
--- |
--- |
100,30 |
--- |
PS0415 |
PL0000105953 |
102,07 |
102,20 |
4,74 |
4,70 |
102,14 |
4,72 |
DS1015 |
PL0000103602 |
104,70 |
104,87 |
4,75 |
4,69 |
104,79 |
4,72 |
PS0416 |
PL0000106340 |
100,48 |
100,58 |
4,86 |
4,83 |
100,53 |
4,85 |
IZ0816 |
PL0000103529 |
103,80 |
104,05 |
--- |
--- |
103,93 |
--- |
PS1016 |
PL0000106795 |
99,26 |
99,47 |
4,93 |
4,87 |
99,37 |
4,90 |
WZ0117 |
PL0000106936 |
99,78 |
99,93 |
--- |
--- |
99,86 |
--- |
DS1017 |
PL0000104543 |
101,30 |
101,48 |
4,96 |
4,93 |
101,39 |
4,94 |
WZ0118 |
PL0000104717 |
99,31 |
99,43 |
--- |
--- |
99,37 |
--- |
DS1019 |
PL0000105441 |
101,52 |
101,82 |
5,24 |
5,19 |
101,67 |
5,22 |
DS1020 |
PL0000106126 |
99,28 |
99,49 |
5,35 |
5,32 |
99,39 |
5,33 |
WZ0121 |
PL0000106068 |
97,14 |
97,28 |
--- |
--- |
97,21 |
--- |
DS1021 |
PL0000106670 |
102,20 |
102,39 |
5,44 |
5,41 |
102,30 |
5,42 |
WS0922 |
PL0000102646 |
102,00 |
102,13 |
5,48 |
5,47 |
102,07 |
5,48 |
IZ0823 |
PL0000105359 |
99,23 |
99,64 |
--- |
--- |
99,44 |
--- |
WS0429 |
PL0000105391 |
100,65 |
101,01 |
5,69 |
5,65 |
100,83 |
5,67 |
REPO MARKET |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
30 |
WS0922 |
PL0000102646 |
1/2 |
1 |
4,000 |
4,300 |
4,236 |
110 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,050 |
4,050 |
4,050 |
90 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,150 |
4,350 |
4,320 |
165 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,000 |
4,100 |
4,077 |
65 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
290 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
100 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,050 |
4,050 |
4,050 |
150 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,000 |
4,000 |
4,000 |
145 |
DS1019 |
PL0000105441 |
0/2 |
2 |
4,100 |
4,100 |
4,100 |
55 |
DS1021 |
PL0000106670 |
0/2 |
2 |
4,100 |
4,100 |
4,100 |
85 |
DS1017 |
PL0000104543 |
2/10 |
8 |
4,350 |
4,350 |
4,350 |
280 |
DS1017 |
PL0000104543 |
0/8 |
8 |
4,100 |
4,100 |
4,100 |
80 |
TOTAL |
1 645 |