2012-04-26 |
MARKET DATA |
No 81 (1866) |
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 |
1 222,50 |
1 244,00 |
58 |
2 625,00 |
2 691,61 |
29 |
3 847,50 |
3 935,61 |
87 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 222,50 |
1 244,00 |
58 |
2 625,00 |
2 691,61 |
29 |
3 847,50 |
3 935,61 |
87 |
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 |
98,91 |
98,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,79 |
97,84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
96,69 |
96,68 |
96,67 |
96,67 |
96,67 |
96,67 |
96,67 |
200 000 |
193,34 |
3 |
PS0413 |
PL0000105037 |
100,56 |
100,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,59 |
94,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,47 |
100,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,43 |
92,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,16 |
102,16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
90,34 |
90,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,20 |
102,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,83 |
104,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,63 |
100,70 |
100,70 |
100,70 |
100,70 |
100,70 |
100,70 |
25 000 |
25,19 |
1 |
PS1016 |
PL0000106795 |
99,58 |
99,55 |
99,55 |
99,63 |
99,55 |
99,63 |
99,61 |
50 000 |
51,02 |
3 |
DS1017 |
PL0000104543 |
101,53 |
101,55 |
101,55 |
101,55 |
101,55 |
101,55 |
101,55 |
10 000 |
10,42 |
1 |
DS1019 |
PL0000105441 |
101,89 |
101,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
99,69 |
99,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
102,80 |
102,60 |
102,63 |
102,82 |
102,60 |
102,67 |
102,72 |
220 000 |
232,47 |
19 |
WS0922 |
PL0000102646 |
102,63 |
102,50 |
102,65 |
102,70 |
102,48 |
102,48 |
102,62 |
55 000 |
58,34 |
6 |
WS0429 |
PL0000105391 |
101,53 |
101,54 |
101,50 |
101,58 |
101,48 |
101,58 |
101,54 |
20 000 |
20,32 |
3 |
WS0437 |
PL0000104857 |
90,50 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,91 |
104,00 |
104,00 |
104,00 |
104,00 |
104,00 |
104,00 |
10 000 |
13,31 |
1 |
IZ0823 |
PL0000105359 |
99,26 |
99,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,29 |
100,27 |
100,29 |
100,29 |
100,26 |
100,26 |
100,28 |
235 000 |
238,76 |
5 |
WZ0117 |
PL0000106936 |
99,88 |
99,87 |
99,89 |
99,89 |
99,89 |
99,89 |
99,89 |
25 000 |
25,30 |
2 |
WZ0118 |
PL0000104717 |
99,50 |
99,45 |
99,45 |
99,50 |
99,45 |
99,50 |
99,49 |
372 500 |
375,51 |
14 |
WZ0121 |
PL0000106068 |
97,23 |
97,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 222 500 |
1 244,00 |
58 |
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 |
30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
121 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
212 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
233 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
275 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
303 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
331 |
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) |
(%) |
OK1012 |
PL0000106100 |
97,77 |
97,87 |
4,69 |
4,47 |
97,82 |
4,58 |
OK0113 |
PL0000106324 |
96,66 |
96,76 |
4,67 |
4,53 |
96,71 |
4,60 |
PS0413 |
PL0000105037 |
100,54 |
100,66 |
4,67 |
4,55 |
100,60 |
4,61 |
OK0713 |
PL0000106563 |
94,57 |
94,74 |
4,62 |
4,47 |
94,66 |
4,54 |
DS1013 |
PL0000102836 |
100,45 |
100,60 |
4,65 |
4,55 |
100,53 |
4,60 |
OK0114 |
PL0000106712 |
92,41 |
92,56 |
4,64 |
4,54 |
92,49 |
4,59 |
PS0414 |
PL0000105433 |
102,06 |
102,26 |
4,64 |
4,53 |
102,16 |
4,59 |
WZ0115 |
PL0000106480 |
100,25 |
100,32 |
--- |
--- |
100,29 |
--- |
PS0415 |
PL0000105953 |
102,12 |
102,31 |
4,72 |
4,65 |
102,22 |
4,69 |
DS1015 |
PL0000103602 |
104,75 |
104,97 |
4,73 |
4,66 |
104,86 |
4,69 |
PS0416 |
PL0000106340 |
100,57 |
100,73 |
4,84 |
4,79 |
100,65 |
4,81 |
IZ0816 |
PL0000103529 |
103,80 |
104,05 |
--- |
--- |
103,93 |
--- |
PS1016 |
PL0000106795 |
99,43 |
99,62 |
4,88 |
4,83 |
99,53 |
4,86 |
WZ0117 |
PL0000106936 |
99,82 |
99,92 |
--- |
--- |
99,87 |
--- |
DS1017 |
PL0000104543 |
101,39 |
101,71 |
4,94 |
4,88 |
101,55 |
4,91 |
WZ0118 |
PL0000104717 |
99,35 |
99,49 |
--- |
--- |
99,42 |
--- |
DS1019 |
PL0000105441 |
101,71 |
102,10 |
5,21 |
5,15 |
101,91 |
5,18 |
DS1020 |
PL0000106126 |
99,48 |
99,80 |
5,32 |
5,27 |
99,64 |
5,29 |
WZ0121 |
PL0000106068 |
97,16 |
97,30 |
--- |
--- |
97,23 |
--- |
DS1021 |
PL0000106670 |
102,52 |
102,76 |
5,39 |
5,36 |
102,64 |
5,38 |
WS0922 |
PL0000102646 |
102,45 |
102,70 |
5,43 |
5,40 |
102,58 |
5,41 |
IZ0823 |
PL0000105359 |
99,19 |
99,72 |
--- |
--- |
99,46 |
--- |
WS0429 |
PL0000105391 |
101,25 |
101,71 |
5,63 |
5,59 |
101,48 |
5,61 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
97,76 |
97,85 |
4,71 |
4,52 |
97,81 |
4,60 |
OK0113 |
PL0000106324 |
96,64 |
96,70 |
4,70 |
4,61 |
96,67 |
4,66 |
PS0413 |
PL0000105037 |
100,54 |
100,64 |
4,67 |
4,57 |
100,59 |
4,62 |
OK0713 |
PL0000106563 |
94,53 |
94,70 |
4,66 |
4,51 |
94,62 |
4,58 |
DS1013 |
PL0000102836 |
100,46 |
100,56 |
4,65 |
4,58 |
100,51 |
4,61 |
OK0114 |
PL0000106712 |
92,40 |
92,52 |
4,65 |
4,57 |
92,46 |
4,61 |
PS0414 |
PL0000105433 |
102,14 |
102,21 |
4,60 |
4,56 |
102,18 |
4,58 |
WZ0115 |
PL0000106480 |
100,23 |
100,30 |
--- |
--- |
100,27 |
--- |
PS0415 |
PL0000105953 |
102,18 |
102,27 |
4,70 |
4,67 |
102,23 |
4,68 |
DS1015 |
PL0000103602 |
104,75 |
104,93 |
4,73 |
4,67 |
104,84 |
4,70 |
PS0416 |
PL0000106340 |
100,58 |
100,73 |
4,83 |
4,79 |
100,66 |
4,81 |
IZ0816 |
PL0000103529 |
103,86 |
104,13 |
--- |
--- |
104,00 |
--- |
PS1016 |
PL0000106795 |
99,46 |
99,64 |
4,88 |
4,83 |
99,55 |
4,85 |
WZ0117 |
PL0000106936 |
99,83 |
99,94 |
--- |
--- |
99,89 |
--- |
DS1017 |
PL0000104543 |
101,50 |
101,63 |
4,92 |
4,89 |
101,57 |
4,91 |
WZ0118 |
PL0000104717 |
99,45 |
99,59 |
--- |
--- |
99,52 |
--- |
DS1019 |
PL0000105441 |
101,77 |
102,03 |
5,20 |
5,16 |
101,90 |
5,18 |
DS1020 |
PL0000106126 |
99,58 |
99,81 |
5,30 |
5,27 |
99,70 |
5,29 |
WZ0121 |
PL0000106068 |
97,19 |
97,33 |
--- |
--- |
97,26 |
--- |
DS1021 |
PL0000106670 |
102,60 |
102,76 |
5,38 |
5,36 |
102,68 |
5,37 |
WS0922 |
PL0000102646 |
102,42 |
102,63 |
5,43 |
5,40 |
102,53 |
5,42 |
IZ0823 |
PL0000105359 |
99,19 |
99,73 |
--- |
--- |
99,46 |
--- |
WS0429 |
PL0000105391 |
101,35 |
101,67 |
5,62 |
5,59 |
101,51 |
5,61 |
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 |
4,250 |
4,250 |
4,250 |
200 |
TOTAL |
200 |
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 |
120 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,150 |
4,200 |
4,193 |
280 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,050 |
4,050 |
4,050 |
40 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
80 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,120 |
4,120 |
4,120 |
140 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,100 |
4,250 |
4,141 |
55 |
PS1016 |
PL0000106795 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
20 |
WS0922 |
PL0000102646 |
1/4 |
3 |
4,100 |
4,100 |
4,100 |
10 |
DS1015 |
PL0000103602 |
1/4 |
3 |
4,150 |
4,250 |
4,222 |
125 |
PS0413 |
PL0000105037 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
40 |
WS0429 |
PL0000105391 |
1/4 |
3 |
4,100 |
4,100 |
4,100 |
20 |
DS1019 |
PL0000105441 |
1/4 |
3 |
4,150 |
4,150 |
4,150 |
15 |
DS1020 |
PL0000106126 |
1/4 |
3 |
4,200 |
4,200 |
4,200 |
5 |
OK0113 |
PL0000106324 |
1/4 |
3 |
4,150 |
4,150 |
4,150 |
60 |
PS0416 |
PL0000106340 |
1/4 |
3 |
4,300 |
4,300 |
4,300 |
40 |
OK0114 |
PL0000106712 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
240 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
60 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,320 |
4,360 |
4,353 |
420 |
PS0414 |
PL0000105433 |
1/8 |
7 |
4,400 |
4,400 |
4,400 |
375 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,400 |
4,400 |
4,400 |
170 |
DS1021 |
PL0000106670 |
0/8 |
8 |
4,250 |
4,250 |
4,250 |
110 |
TOTAL |
2 425 |