2012-04-25 |
MARKET DATA |
No 80 (1865) |
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 |
1 942,50 |
1 996,03 |
135 |
3 380,00 |
3 473,62 |
23 |
5 322,50 |
5 469,65 |
158 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 942,50 |
1 996,03 |
135 |
3 380,00 |
3 473,62 |
23 |
5 322,50 |
5 469,65 |
158 |
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 |
98,88 |
98,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,76 |
97,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
96,68 |
96,68 |
96,68 |
96,68 |
96,68 |
96,68 |
96,68 |
30 000 |
29,00 |
2 |
PS0413 |
PL0000105037 |
100,56 |
100,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,56 |
94,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,55 |
100,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,41 |
92,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,15 |
102,13 |
102,08 |
102,08 |
102,08 |
102,08 |
102,08 |
10 000 |
10,21 |
1 |
PS0415 |
PL0000105953 |
102,18 |
102,17 |
102,14 |
102,22 |
102,14 |
102,18 |
102,20 |
52 500 |
53,67 |
5 |
DS1015 |
PL0000103602 |
104,81 |
104,79 |
104,76 |
104,76 |
104,76 |
104,76 |
104,76 |
20 000 |
21,59 |
1 |
PS0416 |
PL0000106340 |
100,65 |
100,56 |
100,50 |
100,64 |
100,50 |
100,64 |
100,61 |
55 000 |
55,35 |
3 |
PS1016 |
PL0000106795 |
99,48 |
99,40 |
99,45 |
99,55 |
99,37 |
99,45 |
99,45 |
695 000 |
707,83 |
44 |
DS1017 |
PL0000104543 |
101,44 |
101,44 |
101,44 |
101,53 |
101,44 |
101,53 |
101,47 |
30 000 |
31,24 |
2 |
DS1019 |
PL0000105441 |
101,85 |
101,76 |
101,85 |
101,87 |
101,85 |
101,87 |
101,86 |
22 500 |
23,54 |
3 |
DS1020 |
PL0000106126 |
99,60 |
99,45 |
99,45 |
99,63 |
99,45 |
99,60 |
99,58 |
70 000 |
71,56 |
6 |
DS1021 |
PL0000106670 |
102,59 |
102,32 |
102,32 |
102,61 |
102,32 |
102,48 |
102,50 |
545 000 |
574,48 |
41 |
WS0922 |
PL0000102646 |
102,30 |
102,15 |
102,48 |
102,48 |
102,48 |
102,48 |
102,48 |
20 000 |
21,18 |
1 |
WS0429 |
PL0000105391 |
101,20 |
100,87 |
100,87 |
101,28 |
100,87 |
101,25 |
101,16 |
165 000 |
166,97 |
17 |
WS0437 |
PL0000104857 |
80,00 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,87 |
104,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
99,26 |
99,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,28 |
100,29 |
100,30 |
100,30 |
100,28 |
100,28 |
100,29 |
65 000 |
66,02 |
2 |
WZ0117 |
PL0000106936 |
99,87 |
99,87 |
99,85 |
99,85 |
99,85 |
99,85 |
99,85 |
30 000 |
30,34 |
1 |
WZ0118 |
PL0000104717 |
99,39 |
99,38 |
99,39 |
99,42 |
99,39 |
99,42 |
99,42 |
115 000 |
115,80 |
4 |
WZ0121 |
PL0000106068 |
97,21 |
97,24 |
97,24 |
97,24 |
97,20 |
97,20 |
97,22 |
17 500 |
17,24 |
2 |
TOTAL |
1 942 500 |
1 996,03 |
135 |
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 |
33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
124 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
236 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
278 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
306 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
334 |
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 |
98,85 |
98,94 |
4,78 |
4,41 |
98,90 |
4,57 |
OK1012 |
PL0000106100 |
97,72 |
97,83 |
4,72 |
4,49 |
97,78 |
4,59 |
OK0113 |
PL0000106324 |
96,64 |
96,73 |
4,65 |
4,52 |
96,69 |
4,58 |
PS0413 |
PL0000105037 |
100,53 |
100,65 |
4,69 |
4,57 |
100,59 |
4,63 |
OK0713 |
PL0000106563 |
94,52 |
94,68 |
4,64 |
4,49 |
94,60 |
4,56 |
DS1013 |
PL0000102836 |
100,52 |
100,61 |
4,61 |
4,54 |
100,57 |
4,57 |
OK0114 |
PL0000106712 |
92,36 |
92,48 |
4,65 |
4,57 |
92,42 |
4,61 |
PS0414 |
PL0000105433 |
102,05 |
102,18 |
4,65 |
4,58 |
102,12 |
4,61 |
WZ0115 |
PL0000106480 |
100,24 |
100,33 |
--- |
--- |
100,29 |
--- |
PS0415 |
PL0000105953 |
102,12 |
102,26 |
4,72 |
4,67 |
102,19 |
4,70 |
DS1015 |
PL0000103602 |
104,74 |
104,88 |
4,73 |
4,69 |
104,81 |
4,71 |
PS0416 |
PL0000106340 |
100,46 |
100,61 |
4,87 |
4,83 |
100,54 |
4,84 |
IZ0816 |
PL0000103529 |
103,75 |
104,05 |
--- |
--- |
103,90 |
--- |
PS1016 |
PL0000106795 |
99,34 |
99,45 |
4,91 |
4,88 |
99,40 |
4,89 |
WZ0117 |
PL0000106936 |
99,78 |
99,92 |
--- |
--- |
99,85 |
--- |
DS1017 |
PL0000104543 |
101,32 |
101,54 |
4,96 |
4,91 |
101,43 |
4,94 |
WZ0118 |
PL0000104717 |
99,30 |
99,42 |
--- |
--- |
99,36 |
--- |
DS1019 |
PL0000105441 |
101,52 |
101,85 |
5,24 |
5,19 |
101,69 |
5,21 |
DS1020 |
PL0000106126 |
99,30 |
99,59 |
5,35 |
5,30 |
99,45 |
5,32 |
WZ0121 |
PL0000106068 |
97,12 |
97,28 |
--- |
--- |
97,20 |
--- |
DS1021 |
PL0000106670 |
102,21 |
102,44 |
5,44 |
5,41 |
102,33 |
5,42 |
WS0922 |
PL0000102646 |
102,03 |
102,32 |
5,48 |
5,44 |
102,18 |
5,46 |
IZ0823 |
PL0000105359 |
99,13 |
99,67 |
--- |
--- |
99,40 |
--- |
WS0429 |
PL0000105391 |
100,65 |
101,02 |
5,69 |
5,65 |
100,84 |
5,67 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,86 |
98,93 |
4,74 |
4,45 |
98,90 |
4,57 |
OK1012 |
PL0000106100 |
97,74 |
97,82 |
4,68 |
4,51 |
97,78 |
4,59 |
OK0113 |
PL0000106324 |
96,64 |
96,71 |
4,65 |
4,55 |
96,68 |
4,59 |
PS0413 |
PL0000105037 |
100,54 |
100,64 |
4,68 |
4,58 |
100,59 |
4,63 |
OK0713 |
PL0000106563 |
94,52 |
94,66 |
4,64 |
4,51 |
94,59 |
4,57 |
DS1013 |
PL0000102836 |
100,46 |
100,58 |
4,65 |
4,56 |
100,52 |
4,61 |
OK0114 |
PL0000106712 |
92,37 |
92,48 |
4,65 |
4,57 |
92,43 |
4,61 |
PS0414 |
PL0000105433 |
102,11 |
102,21 |
4,62 |
4,57 |
102,16 |
4,59 |
WZ0115 |
PL0000106480 |
100,23 |
100,32 |
--- |
--- |
100,28 |
--- |
PS0415 |
PL0000105953 |
102,11 |
102,27 |
4,73 |
4,67 |
102,19 |
4,70 |
DS1015 |
PL0000103602 |
104,73 |
104,91 |
4,74 |
4,68 |
104,82 |
4,71 |
PS0416 |
PL0000106340 |
100,55 |
100,67 |
4,84 |
4,81 |
100,61 |
4,83 |
IZ0816 |
PL0000103529 |
103,80 |
104,05 |
--- |
--- |
103,93 |
--- |
PS1016 |
PL0000106795 |
99,42 |
99,55 |
4,89 |
4,85 |
99,49 |
4,87 |
WZ0117 |
PL0000106936 |
99,80 |
99,90 |
--- |
--- |
99,85 |
--- |
DS1017 |
PL0000104543 |
101,36 |
101,58 |
4,95 |
4,90 |
101,47 |
4,93 |
WZ0118 |
PL0000104717 |
99,36 |
99,48 |
--- |
--- |
99,42 |
--- |
DS1019 |
PL0000105441 |
101,68 |
101,93 |
5,21 |
5,17 |
101,81 |
5,19 |
DS1020 |
PL0000106126 |
99,44 |
99,67 |
5,32 |
5,29 |
99,56 |
5,31 |
WZ0121 |
PL0000106068 |
97,16 |
97,28 |
--- |
--- |
97,22 |
--- |
DS1021 |
PL0000106670 |
102,45 |
102,58 |
5,40 |
5,39 |
102,52 |
5,39 |
WS0922 |
PL0000102646 |
102,25 |
102,49 |
5,45 |
5,42 |
102,37 |
5,44 |
IZ0823 |
PL0000105359 |
99,19 |
99,71 |
--- |
--- |
99,45 |
--- |
WS0429 |
PL0000105391 |
101,03 |
101,49 |
5,65 |
5,61 |
101,26 |
5,63 |
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 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
1 000 |
TOTAL |
1 000 |
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 |
4,150 |
4,150 |
4,150 |
90 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
145 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
30 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
25 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
30 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,100 |
4,100 |
4,100 |
150 |
PS1016 |
PL0000106795 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
10 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
150 |
DS1015 |
PL0000103602 |
1/9 |
8 |
4,300 |
4,350 |
4,319 |
270 |
DS1017 |
PL0000104543 |
1/9 |
8 |
4,350 |
4,350 |
4,350 |
100 |
DS1019 |
PL0000105441 |
1/9 |
8 |
4,350 |
4,350 |
4,350 |
180 |
DS1020 |
PL0000106126 |
1/9 |
8 |
4,250 |
4,350 |
4,345 |
325 |
DS1021 |
PL0000106670 |
1/9 |
8 |
4,250 |
4,350 |
4,268 |
575 |
DS1017 |
PL0000104543 |
2/16 |
14 |
4,350 |
4,350 |
4,350 |
300 |
TOTAL |
2 380 |