2012-04-30 |
MARKET DATA |
No 83 (1868) |
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 |
155,00 |
152,79 |
4 |
2 970,00 |
3 044,77 |
35 |
3 125,00 |
3 197,56 |
39 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
155,00 |
152,79 |
4 |
2 970,00 |
3 044,77 |
35 |
3 125,00 |
3 197,56 |
39 |
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 |
98,96 |
98,96 |
98,96 |
98,96 |
98,96 |
98,96 |
98,96 |
75 000 |
74,22 |
1 |
OK1012 |
PL0000106100 |
97,81 |
97,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
96,71 |
96,71 |
96,74 |
96,74 |
96,74 |
96,74 |
96,74 |
50 000 |
48,37 |
1 |
PS0413 |
PL0000105037 |
100,54 |
100,57 |
100,54 |
100,54 |
100,54 |
100,54 |
100,54 |
30 000 |
30,20 |
2 |
OK0713 |
PL0000106563 |
94,55 |
94,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,47 |
100,47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,42 |
92,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,04 |
102,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
90,30 |
90,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,10 |
102,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,75 |
104,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,58 |
100,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
99,46 |
99,49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,38 |
101,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,75 |
101,91 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
99,51 |
99,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
102,55 |
102,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
102,33 |
102,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
101,28 |
101,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
90,50 |
110,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,90 |
102,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
99,30 |
99,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,26 |
100,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,84 |
99,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,49 |
99,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,23 |
97,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
155 000 |
152,79 |
4 |
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 |
26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
117 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
208 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
229 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
271 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
299 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
327 |
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 |
97,87 |
4,78 |
4,58 |
97,83 |
4,67 |
OK0113 |
PL0000106324 |
96,66 |
96,76 |
4,74 |
4,59 |
96,71 |
4,67 |
PS0413 |
PL0000105037 |
100,46 |
100,60 |
4,75 |
4,60 |
100,53 |
4,68 |
OK0713 |
PL0000106563 |
94,54 |
94,70 |
4,69 |
4,55 |
94,62 |
4,62 |
DS1013 |
PL0000102836 |
100,40 |
100,53 |
4,69 |
4,59 |
100,47 |
4,64 |
OK0114 |
PL0000106712 |
92,39 |
92,51 |
4,68 |
4,61 |
92,45 |
4,65 |
PS0414 |
PL0000105433 |
102,01 |
102,16 |
4,66 |
4,58 |
102,09 |
4,62 |
WZ0115 |
PL0000106480 |
100,23 |
100,31 |
--- |
--- |
100,27 |
--- |
PS0415 |
PL0000105953 |
102,07 |
102,24 |
4,74 |
4,67 |
102,16 |
4,70 |
DS1015 |
PL0000103602 |
104,72 |
104,88 |
4,73 |
4,68 |
104,80 |
4,71 |
PS0416 |
PL0000106340 |
100,50 |
100,71 |
4,85 |
4,80 |
100,61 |
4,82 |
IZ0816 |
PL0000103529 |
103,85 |
104,19 |
--- |
--- |
104,02 |
--- |
PS1016 |
PL0000106795 |
99,39 |
99,58 |
4,89 |
4,85 |
99,49 |
4,87 |
WZ0117 |
PL0000106936 |
99,81 |
99,96 |
--- |
--- |
99,89 |
--- |
DS1017 |
PL0000104543 |
101,30 |
101,59 |
4,96 |
4,90 |
101,45 |
4,93 |
WZ0118 |
PL0000104717 |
99,45 |
99,60 |
--- |
--- |
99,53 |
--- |
DS1019 |
PL0000105441 |
101,68 |
101,99 |
5,21 |
5,16 |
101,84 |
5,19 |
DS1020 |
PL0000106126 |
99,44 |
99,71 |
5,32 |
5,28 |
99,58 |
5,30 |
WZ0121 |
PL0000106068 |
97,16 |
97,34 |
--- |
--- |
97,25 |
--- |
DS1021 |
PL0000106670 |
102,41 |
102,67 |
5,41 |
5,37 |
102,54 |
5,39 |
WS0922 |
PL0000102646 |
102,25 |
102,65 |
5,45 |
5,40 |
102,45 |
5,43 |
IZ0823 |
PL0000105359 |
99,20 |
99,73 |
--- |
--- |
99,47 |
--- |
WS0429 |
PL0000105391 |
101,14 |
101,70 |
5,64 |
5,59 |
101,42 |
5,61 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
97,78 |
97,86 |
4,78 |
4,60 |
97,82 |
4,69 |
OK0113 |
PL0000106324 |
96,69 |
96,75 |
4,70 |
4,61 |
96,72 |
4,65 |
PS0413 |
PL0000105037 |
100,49 |
100,61 |
4,72 |
4,59 |
100,55 |
4,65 |
OK0713 |
PL0000106563 |
94,54 |
94,67 |
4,69 |
4,57 |
94,61 |
4,63 |
DS1013 |
PL0000102836 |
100,42 |
100,51 |
4,67 |
4,61 |
100,47 |
4,64 |
OK0114 |
PL0000106712 |
92,37 |
92,48 |
4,70 |
4,63 |
92,43 |
4,66 |
PS0414 |
PL0000105433 |
101,98 |
102,12 |
4,68 |
4,60 |
102,05 |
4,64 |
WZ0115 |
PL0000106480 |
100,23 |
100,30 |
--- |
--- |
100,27 |
--- |
PS0415 |
PL0000105953 |
102,08 |
102,20 |
4,73 |
4,69 |
102,14 |
4,71 |
DS1015 |
PL0000103602 |
104,72 |
104,90 |
4,73 |
4,68 |
104,81 |
4,70 |
PS0416 |
PL0000106340 |
100,47 |
100,67 |
4,86 |
4,81 |
100,57 |
4,84 |
IZ0816 |
PL0000103529 |
103,85 |
104,19 |
--- |
--- |
104,02 |
--- |
PS1016 |
PL0000106795 |
99,43 |
99,53 |
4,88 |
4,86 |
99,48 |
4,87 |
WZ0117 |
PL0000106936 |
99,81 |
99,95 |
--- |
--- |
99,88 |
--- |
DS1017 |
PL0000104543 |
101,33 |
101,57 |
4,96 |
4,91 |
101,45 |
4,93 |
WZ0118 |
PL0000104717 |
99,45 |
99,60 |
--- |
--- |
99,53 |
--- |
DS1019 |
PL0000105441 |
101,70 |
101,97 |
5,21 |
5,17 |
101,84 |
5,19 |
DS1020 |
PL0000106126 |
99,47 |
99,68 |
5,32 |
5,29 |
99,58 |
5,30 |
WZ0121 |
PL0000106068 |
97,18 |
97,33 |
--- |
--- |
97,26 |
--- |
DS1021 |
PL0000106670 |
102,45 |
102,61 |
5,40 |
5,38 |
102,53 |
5,39 |
WS0922 |
PL0000102646 |
102,30 |
102,63 |
5,45 |
5,40 |
102,47 |
5,42 |
IZ0823 |
PL0000105359 |
99,23 |
99,73 |
--- |
--- |
99,48 |
--- |
WS0429 |
PL0000105391 |
101,21 |
101,66 |
5,63 |
5,59 |
101,44 |
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 |
0/2 |
2 |
4,150 |
4,250 |
4,232 |
490 |
TOTAL |
490 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
2/4 |
2 |
4,100 |
4,100 |
4,100 |
40 |
DS1015 |
PL0000103602 |
0/2 |
2 |
4,000 |
4,000 |
4,000 |
365 |
DS1015 |
PL0000103602 |
2/4 |
2 |
4,150 |
4,150 |
4,150 |
90 |
DS1017 |
PL0000104543 |
0/2 |
2 |
3,950 |
3,950 |
3,950 |
5 |
PS0413 |
PL0000105037 |
0/2 |
2 |
3,950 |
3,950 |
3,950 |
140 |
DS1019 |
PL0000105441 |
0/2 |
2 |
3,950 |
3,950 |
3,950 |
20 |
DS1019 |
PL0000105441 |
2/4 |
2 |
4,150 |
4,150 |
4,150 |
20 |
OK0712 |
PL0000105912 |
2/4 |
2 |
3,900 |
4,000 |
3,930 |
270 |
PS0415 |
PL0000105953 |
0/2 |
2 |
3,950 |
3,950 |
3,950 |
10 |
DS1020 |
PL0000106126 |
0/2 |
2 |
3,950 |
3,950 |
3,950 |
45 |
DS1021 |
PL0000106670 |
0/2 |
2 |
3,950 |
4,150 |
4,066 |
275 |
DS1021 |
PL0000106670 |
2/4 |
2 |
4,000 |
4,000 |
4,000 |
45 |
OK0114 |
PL0000106712 |
2/4 |
2 |
4,000 |
4,150 |
4,133 |
135 |
PS1016 |
PL0000106795 |
2/4 |
2 |
3,900 |
3,900 |
3,900 |
35 |
DS1021 |
PL0000106670 |
4/7 |
3 |
4,200 |
4,200 |
4,200 |
100 |
WZ0115 |
PL0000106480 |
4/7 |
3 |
4,150 |
4,150 |
4,150 |
55 |
DS1015 |
PL0000103602 |
0/4 |
4 |
4,000 |
4,000 |
4,000 |
40 |
OK1012 |
PL0000106100 |
0/4 |
4 |
4,000 |
4,000 |
4,000 |
10 |
OK0113 |
PL0000106324 |
0/4 |
4 |
4,000 |
4,000 |
4,000 |
60 |
DS1015 |
PL0000103602 |
4/11 |
7 |
4,300 |
4,300 |
4,300 |
100 |
DS1017 |
PL0000104543 |
4/11 |
7 |
4,300 |
4,300 |
4,300 |
200 |
PS0415 |
PL0000105953 |
0/7 |
7 |
4,150 |
4,150 |
4,150 |
235 |
PS0416 |
PL0000106340 |
2/9 |
7 |
4,170 |
4,170 |
4,170 |
50 |
DS1021 |
PL0000106670 |
0/7 |
7 |
4,250 |
4,250 |
4,250 |
100 |
WZ0118 |
PL0000104717 |
0/7 |
7 |
4,350 |
4,350 |
4,350 |
35 |
TOTAL |
2 480 |