2012-04-27 |
MARKET DATA |
No 82 (1867) |
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 |
2 672,50 |
2 693,67 |
90 |
3 310,00 |
3 340,15 |
24 |
5 982,50 |
6 033,83 |
114 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 672,50 |
2 693,67 |
90 |
3 310,00 |
3 340,15 |
24 |
5 982,50 |
6 033,83 |
114 |
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 |
98,95 |
98,94 |
98,94 |
98,96 |
98,94 |
98,95 |
98,95 |
815 000 |
806,44 |
12 |
OK1012 |
PL0000106100 |
97,79 |
97,82 |
97,84 |
97,84 |
97,84 |
97,84 |
97,84 |
50 000 |
48,92 |
1 |
OK0113 |
PL0000106324 |
96,69 |
96,71 |
96,71 |
96,71 |
96,71 |
96,71 |
96,71 |
50 000 |
48,36 |
1 |
PS0413 |
PL0000105037 |
100,54 |
100,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,57 |
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 |
92,47 |
92,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,17 |
102,14 |
102,16 |
102,18 |
102,15 |
102,15 |
102,17 |
330 000 |
337,53 |
12 |
OK0714 |
PL0000107009 |
90,34 |
90,49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,18 |
102,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,82 |
104,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,70 |
100,64 |
100,70 |
100,70 |
100,66 |
100,66 |
100,68 |
470 000 |
473,64 |
15 |
PS1016 |
PL0000106795 |
99,51 |
99,44 |
99,45 |
99,51 |
99,41 |
99,45 |
99,47 |
550 000 |
560,66 |
28 |
DS1017 |
PL0000104543 |
101,47 |
101,48 |
101,50 |
101,54 |
101,45 |
101,50 |
101,50 |
47 500 |
49,51 |
5 |
DS1019 |
PL0000105441 |
101,81 |
101,94 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
99,58 |
99,55 |
99,55 |
99,55 |
99,55 |
99,55 |
99,55 |
10 000 |
10,23 |
1 |
DS1021 |
PL0000106670 |
102,62 |
102,59 |
102,64 |
102,65 |
102,50 |
102,50 |
102,61 |
90 000 |
95,04 |
6 |
WS0922 |
PL0000102646 |
102,55 |
102,51 |
102,55 |
102,55 |
102,55 |
102,55 |
102,55 |
10 000 |
10,60 |
1 |
WS0429 |
PL0000105391 |
101,45 |
101,55 |
101,60 |
101,60 |
101,40 |
101,40 |
101,47 |
15 000 |
15,24 |
2 |
WS0437 |
PL0000104857 |
80,00 |
110,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,95 |
104,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
99,25 |
99,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,27 |
100,27 |
100,27 |
100,27 |
100,27 |
100,27 |
100,27 |
70 000 |
71,13 |
3 |
WZ0117 |
PL0000106936 |
99,86 |
99,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,51 |
99,53 |
99,50 |
99,51 |
99,48 |
99,51 |
99,50 |
165 000 |
166,40 |
3 |
WZ0121 |
PL0000106068 |
97,24 |
97,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
2 672 500 |
2 693,67 |
90 |
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 |
28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
119 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
210 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
231 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
273 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
301 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
329 |
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 |
97,78 |
97,85 |
4,72 |
4,57 |
97,82 |
4,63 |
OK0113 |
PL0000106324 |
96,66 |
96,73 |
4,71 |
4,60 |
96,70 |
4,65 |
PS0413 |
PL0000105037 |
100,53 |
100,64 |
4,68 |
4,56 |
100,59 |
4,62 |
OK0713 |
PL0000106563 |
94,55 |
94,72 |
4,66 |
4,51 |
94,64 |
4,58 |
DS1013 |
PL0000102836 |
100,42 |
100,56 |
4,67 |
4,58 |
100,49 |
4,63 |
OK0114 |
PL0000106712 |
92,45 |
92,54 |
4,63 |
4,57 |
92,50 |
4,60 |
PS0414 |
PL0000105433 |
102,12 |
102,19 |
4,60 |
4,57 |
102,16 |
4,58 |
WZ0115 |
PL0000106480 |
100,24 |
100,31 |
--- |
--- |
100,28 |
--- |
PS0415 |
PL0000105953 |
102,10 |
102,29 |
4,73 |
4,66 |
102,20 |
4,69 |
DS1015 |
PL0000103602 |
104,72 |
104,87 |
4,73 |
4,69 |
104,80 |
4,71 |
PS0416 |
PL0000106340 |
100,54 |
100,78 |
4,84 |
4,78 |
100,66 |
4,81 |
IZ0816 |
PL0000103529 |
103,85 |
104,12 |
--- |
--- |
103,99 |
--- |
PS1016 |
PL0000106795 |
99,38 |
99,56 |
4,90 |
4,85 |
99,47 |
4,87 |
WZ0117 |
PL0000106936 |
99,83 |
99,95 |
--- |
--- |
99,89 |
--- |
DS1017 |
PL0000104543 |
101,42 |
101,55 |
4,94 |
4,91 |
101,49 |
4,92 |
WZ0118 |
PL0000104717 |
99,45 |
99,58 |
--- |
--- |
99,52 |
--- |
DS1019 |
PL0000105441 |
101,70 |
102,03 |
5,21 |
5,16 |
101,87 |
5,18 |
DS1020 |
PL0000106126 |
99,51 |
99,69 |
5,31 |
5,29 |
99,60 |
5,30 |
WZ0121 |
PL0000106068 |
97,19 |
97,33 |
--- |
--- |
97,26 |
--- |
DS1021 |
PL0000106670 |
102,46 |
102,67 |
5,40 |
5,37 |
102,57 |
5,39 |
WS0922 |
PL0000102646 |
102,39 |
102,65 |
5,43 |
5,40 |
102,52 |
5,42 |
IZ0823 |
PL0000105359 |
99,18 |
99,72 |
--- |
--- |
99,45 |
--- |
WS0429 |
PL0000105391 |
101,32 |
101,68 |
5,62 |
5,59 |
101,50 |
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 |
97,86 |
4,76 |
4,55 |
97,81 |
4,66 |
OK0113 |
PL0000106324 |
96,67 |
96,72 |
4,69 |
4,62 |
96,70 |
4,65 |
PS0413 |
PL0000105037 |
100,48 |
100,62 |
4,73 |
4,58 |
100,55 |
4,66 |
OK0713 |
PL0000106563 |
94,53 |
94,70 |
4,68 |
4,53 |
94,62 |
4,60 |
DS1013 |
PL0000102836 |
100,44 |
100,55 |
4,66 |
4,58 |
100,50 |
4,62 |
OK0114 |
PL0000106712 |
92,34 |
92,48 |
4,70 |
4,61 |
92,41 |
4,66 |
PS0414 |
PL0000105433 |
102,08 |
102,16 |
4,63 |
4,58 |
102,12 |
4,60 |
WZ0115 |
PL0000106480 |
100,23 |
100,30 |
--- |
--- |
100,27 |
--- |
PS0415 |
PL0000105953 |
102,10 |
102,28 |
4,73 |
4,66 |
102,19 |
4,69 |
DS1015 |
PL0000103602 |
104,73 |
104,92 |
4,73 |
4,67 |
104,83 |
4,70 |
PS0416 |
PL0000106340 |
100,50 |
100,68 |
4,86 |
4,80 |
100,59 |
4,83 |
IZ0816 |
PL0000103529 |
103,89 |
104,12 |
--- |
--- |
104,01 |
--- |
PS1016 |
PL0000106795 |
99,42 |
99,53 |
4,89 |
4,86 |
99,48 |
4,87 |
WZ0117 |
PL0000106936 |
99,82 |
99,94 |
--- |
--- |
99,88 |
--- |
DS1017 |
PL0000104543 |
101,37 |
101,53 |
4,95 |
4,91 |
101,45 |
4,93 |
WZ0118 |
PL0000104717 |
99,46 |
99,60 |
--- |
--- |
99,53 |
--- |
DS1019 |
PL0000105441 |
101,72 |
101,98 |
5,21 |
5,17 |
101,85 |
5,19 |
DS1020 |
PL0000106126 |
99,47 |
99,69 |
5,32 |
5,29 |
99,58 |
5,30 |
WZ0121 |
PL0000106068 |
97,17 |
97,33 |
--- |
--- |
97,25 |
--- |
DS1021 |
PL0000106670 |
102,47 |
102,64 |
5,40 |
5,38 |
102,56 |
5,39 |
WS0922 |
PL0000102646 |
102,22 |
102,61 |
5,46 |
5,41 |
102,42 |
5,43 |
IZ0823 |
PL0000105359 |
99,18 |
99,71 |
--- |
--- |
99,45 |
--- |
WS0429 |
PL0000105391 |
101,25 |
101,64 |
5,63 |
5,59 |
101,45 |
5,61 |
REPO MARKET |
General Collateral (GC) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
|
|
|
|
0,000 |
0,000 |
0,000 |
0 |
TOTAL |
0 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
3/5 |
2 |
4,000 |
4,000 |
4,000 |
10 |
DS1015 |
PL0000103602 |
3/5 |
2 |
4,300 |
4,300 |
4,300 |
90 |
WS0429 |
PL0000105391 |
3/5 |
2 |
4,000 |
4,000 |
4,000 |
20 |
PS0414 |
PL0000105433 |
3/5 |
2 |
4,350 |
4,350 |
4,350 |
250 |
DS1019 |
PL0000105441 |
3/5 |
2 |
4,300 |
4,300 |
4,300 |
20 |
OK0114 |
PL0000106712 |
3/5 |
2 |
4,300 |
4,300 |
4,300 |
150 |
DS1015 |
PL0000103602 |
0/3 |
3 |
4,350 |
4,350 |
4,350 |
340 |
PS0413 |
PL0000105037 |
0/3 |
3 |
4,300 |
4,300 |
4,300 |
95 |
DS1020 |
PL0000106126 |
0/3 |
3 |
4,200 |
4,200 |
4,200 |
5 |
PS1016 |
PL0000106795 |
0/3 |
3 |
4,350 |
4,350 |
4,350 |
15 |
DS1015 |
PL0000103602 |
3/10 |
7 |
4,350 |
4,350 |
4,350 |
20 |
DS1019 |
PL0000105441 |
0/7 |
7 |
4,350 |
4,350 |
4,350 |
80 |
PS0415 |
PL0000105953 |
3/10 |
7 |
4,400 |
4,400 |
4,400 |
60 |
DS1021 |
PL0000106670 |
3/10 |
7 |
4,250 |
4,250 |
4,250 |
65 |
OK0114 |
PL0000106712 |
3/10 |
7 |
4,400 |
4,400 |
4,400 |
100 |
WZ0118 |
PL0000104717 |
3/10 |
7 |
4,350 |
4,350 |
4,350 |
30 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
4,300 |
4,300 |
4,300 |
360 |
TOTAL |
1 710 |