2012-05-02 |
MARKET DATA |
No 84 (1869) |
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 |
990,00 |
1 003,58 |
49 |
4 590,00 |
4 708,53 |
35 |
5 580,00 |
5 712,11 |
84 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
990,00 |
1 003,58 |
49 |
4 590,00 |
4 708,53 |
35 |
5 580,00 |
5 712,11 |
84 |
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 |
99,01 |
99,03 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,84 |
97,89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
96,75 |
96,77 |
96,77 |
96,77 |
96,77 |
96,77 |
96,77 |
60 000 |
58,06 |
2 |
PS0413 |
PL0000105037 |
100,51 |
100,58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,59 |
94,71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,42 |
100,49 |
100,49 |
100,49 |
100,49 |
100,49 |
100,49 |
50 000 |
51,58 |
1 |
OK0114 |
PL0000106712 |
92,51 |
92,50 |
92,50 |
92,50 |
92,50 |
92,50 |
92,50 |
210 000 |
194,25 |
6 |
PS0414 |
PL0000105433 |
102,14 |
102,13 |
102,15 |
102,15 |
102,13 |
102,13 |
102,14 |
125 000 |
127,91 |
3 |
OK0714 |
PL0000107009 |
90,45 |
90,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,18 |
102,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,87 |
104,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,73 |
100,72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
99,75 |
99,61 |
99,75 |
99,75 |
99,75 |
99,75 |
99,75 |
10 000 |
10,23 |
1 |
DS1017 |
PL0000104543 |
101,72 |
101,60 |
101,66 |
101,76 |
101,66 |
101,76 |
101,73 |
80 000 |
83,62 |
5 |
DS1019 |
PL0000105441 |
102,32 |
102,02 |
102,30 |
102,32 |
102,30 |
102,32 |
102,31 |
25 000 |
26,31 |
2 |
DS1020 |
PL0000106126 |
99,87 |
99,70 |
99,87 |
99,87 |
99,87 |
99,87 |
99,87 |
10 000 |
10,27 |
1 |
DS1021 |
PL0000106670 |
103,00 |
102,72 |
102,73 |
102,91 |
102,73 |
102,91 |
102,85 |
265 000 |
280,67 |
19 |
WS0922 |
PL0000102646 |
102,81 |
102,70 |
102,70 |
102,80 |
102,70 |
102,80 |
102,77 |
65 000 |
69,12 |
6 |
WS0429 |
PL0000105391 |
101,77 |
101,62 |
101,65 |
101,70 |
101,65 |
101,70 |
101,67 |
15 000 |
15,28 |
2 |
WS0437 |
PL0000104857 |
80,00 |
110,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,90 |
104,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
99,30 |
99,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,28 |
100,29 |
100,29 |
100,29 |
100,29 |
100,29 |
100,29 |
75 000 |
76,28 |
1 |
WZ0117 |
PL0000106936 |
99,92 |
99,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,51 |
99,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,22 |
97,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
990 000 |
1 003,58 |
49 |
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 |
23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
114 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
205 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
226 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
268 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
296 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
324 |
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 |
97,82 |
97,90 |
4,77 |
4,59 |
97,86 |
4,68 |
OK0113 |
PL0000106324 |
96,72 |
96,78 |
4,71 |
4,62 |
96,75 |
4,66 |
PS0413 |
PL0000105037 |
100,46 |
100,60 |
4,74 |
4,59 |
100,53 |
4,67 |
OK0713 |
PL0000106563 |
94,56 |
94,73 |
4,71 |
4,55 |
94,65 |
4,62 |
DS1013 |
PL0000102836 |
100,37 |
100,51 |
4,71 |
4,61 |
100,44 |
4,66 |
OK0114 |
PL0000106712 |
92,47 |
92,53 |
4,66 |
4,62 |
92,50 |
4,64 |
PS0414 |
PL0000105433 |
102,07 |
102,16 |
4,62 |
4,57 |
102,12 |
4,60 |
WZ0115 |
PL0000106480 |
100,24 |
100,32 |
--- |
--- |
100,28 |
--- |
PS0415 |
PL0000105953 |
102,10 |
102,27 |
4,72 |
4,66 |
102,19 |
4,69 |
DS1015 |
PL0000103602 |
104,73 |
104,90 |
4,72 |
4,67 |
104,82 |
4,70 |
PS0416 |
PL0000106340 |
100,57 |
100,77 |
4,83 |
4,78 |
100,67 |
4,81 |
IZ0816 |
PL0000103529 |
103,84 |
104,13 |
--- |
--- |
103,99 |
--- |
PS1016 |
PL0000106795 |
99,47 |
99,67 |
4,87 |
4,82 |
99,57 |
4,85 |
WZ0117 |
PL0000106936 |
99,82 |
99,96 |
--- |
--- |
99,89 |
--- |
DS1017 |
PL0000104543 |
101,41 |
101,69 |
4,94 |
4,88 |
101,55 |
4,91 |
WZ0118 |
PL0000104717 |
99,47 |
99,61 |
--- |
--- |
99,54 |
--- |
DS1019 |
PL0000105441 |
101,80 |
102,11 |
5,19 |
5,14 |
101,96 |
5,17 |
DS1020 |
PL0000106126 |
99,56 |
99,81 |
5,31 |
5,27 |
99,69 |
5,29 |
WZ0121 |
PL0000106068 |
97,19 |
97,32 |
--- |
--- |
97,26 |
--- |
DS1021 |
PL0000106670 |
102,53 |
102,76 |
5,39 |
5,36 |
102,65 |
5,38 |
WS0922 |
PL0000102646 |
102,35 |
102,73 |
5,44 |
5,39 |
102,54 |
5,42 |
IZ0823 |
PL0000105359 |
99,21 |
99,74 |
--- |
--- |
99,48 |
--- |
WS0429 |
PL0000105391 |
101,16 |
101,72 |
5,64 |
5,59 |
101,44 |
5,61 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
97,83 |
97,91 |
4,75 |
4,57 |
97,87 |
4,66 |
OK0113 |
PL0000106324 |
96,74 |
96,78 |
4,68 |
4,62 |
96,76 |
4,65 |
PS0413 |
PL0000105037 |
100,50 |
100,59 |
4,70 |
4,60 |
100,55 |
4,65 |
OK0713 |
PL0000106563 |
94,58 |
94,73 |
4,69 |
4,55 |
94,66 |
4,61 |
DS1013 |
PL0000102836 |
100,40 |
100,51 |
4,69 |
4,61 |
100,46 |
4,64 |
OK0114 |
PL0000106712 |
92,48 |
92,55 |
4,65 |
4,60 |
92,52 |
4,62 |
PS0414 |
PL0000105433 |
102,12 |
102,21 |
4,60 |
4,55 |
102,17 |
4,57 |
WZ0115 |
PL0000106480 |
100,24 |
100,32 |
--- |
--- |
100,28 |
--- |
PS0415 |
PL0000105953 |
102,16 |
102,33 |
4,70 |
4,64 |
102,25 |
4,67 |
DS1015 |
PL0000103602 |
104,84 |
105,06 |
4,69 |
4,62 |
104,95 |
4,66 |
PS0416 |
PL0000106340 |
100,71 |
100,90 |
4,80 |
4,74 |
100,81 |
4,77 |
IZ0816 |
PL0000103529 |
103,83 |
104,13 |
--- |
--- |
103,98 |
--- |
PS1016 |
PL0000106795 |
99,57 |
99,78 |
4,85 |
4,79 |
99,68 |
4,82 |
WZ0117 |
PL0000106936 |
99,89 |
99,97 |
--- |
--- |
99,93 |
--- |
DS1017 |
PL0000104543 |
101,60 |
101,77 |
4,90 |
4,86 |
101,69 |
4,88 |
WZ0118 |
PL0000104717 |
99,47 |
99,62 |
--- |
--- |
99,55 |
--- |
DS1019 |
PL0000105441 |
102,02 |
102,30 |
5,16 |
5,11 |
102,16 |
5,14 |
DS1020 |
PL0000106126 |
99,81 |
100,05 |
5,27 |
5,23 |
99,93 |
5,25 |
WZ0121 |
PL0000106068 |
97,17 |
97,33 |
--- |
--- |
97,25 |
--- |
DS1021 |
PL0000106670 |
102,81 |
103,05 |
5,35 |
5,32 |
102,93 |
5,34 |
WS0922 |
PL0000102646 |
102,73 |
103,04 |
5,39 |
5,35 |
102,89 |
5,37 |
IZ0823 |
PL0000105359 |
99,22 |
99,74 |
--- |
--- |
99,48 |
--- |
WS0429 |
PL0000105391 |
101,61 |
102,05 |
5,60 |
5,56 |
101,83 |
5,58 |
REPO MARKET |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
0/2 |
2 |
3,950 |
3,950 |
3,950 |
400 |
DS1017 |
PL0000104543 |
0/2 |
2 |
4,000 |
4,000 |
4,000 |
50 |
PS0413 |
PL0000105037 |
0/2 |
2 |
4,000 |
4,000 |
4,000 |
95 |
DS1019 |
PL0000105441 |
0/2 |
2 |
4,000 |
4,000 |
4,000 |
320 |
PS0415 |
PL0000105953 |
0/2 |
2 |
4,000 |
4,000 |
4,000 |
5 |
DS1020 |
PL0000106126 |
0/2 |
2 |
4,000 |
4,000 |
4,000 |
75 |
OK0713 |
PL0000106563 |
0/2 |
2 |
4,000 |
4,000 |
4,000 |
15 |
DS1015 |
PL0000103602 |
2/5 |
3 |
4,200 |
4,200 |
4,200 |
90 |
PS0414 |
PL0000105433 |
2/5 |
3 |
4,100 |
4,100 |
4,100 |
105 |
OK0712 |
PL0000105912 |
2/5 |
3 |
4,100 |
4,150 |
4,126 |
340 |
OK0114 |
PL0000106712 |
2/5 |
3 |
4,200 |
4,300 |
4,231 |
350 |
DS1020 |
PL0000106126 |
2/6 |
4 |
4,180 |
4,180 |
4,180 |
100 |
PS0414 |
PL0000105433 |
0/5 |
5 |
4,100 |
4,100 |
4,100 |
80 |
PS1016 |
PL0000106795 |
0/5 |
5 |
4,100 |
4,100 |
4,100 |
50 |
WS0922 |
PL0000102646 |
2/9 |
7 |
4,270 |
4,270 |
4,270 |
80 |
DS1015 |
PL0000103602 |
2/9 |
7 |
4,250 |
4,400 |
4,380 |
230 |
DS1017 |
PL0000104543 |
0/7 |
7 |
4,150 |
4,150 |
4,150 |
80 |
DS1017 |
PL0000104543 |
2/9 |
7 |
4,260 |
4,400 |
4,303 |
720 |
PS0414 |
PL0000105433 |
2/9 |
7 |
4,400 |
4,400 |
4,400 |
40 |
DS1019 |
PL0000105441 |
2/9 |
7 |
4,400 |
4,400 |
4,400 |
130 |
PS0415 |
PL0000105953 |
2/9 |
7 |
4,070 |
4,300 |
4,295 |
215 |
OK1012 |
PL0000106100 |
2/9 |
7 |
4,260 |
4,300 |
4,262 |
360 |
PS0416 |
PL0000106340 |
2/9 |
7 |
4,300 |
4,400 |
4,324 |
330 |
DS1021 |
PL0000106670 |
2/9 |
7 |
4,400 |
4,400 |
4,400 |
300 |
OK0114 |
PL0000106712 |
2/9 |
7 |
4,300 |
4,300 |
4,300 |
30 |
TOTAL |
4 590 |