2012-05-04 |
MARKET DATA |
No 85 (1870) |
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 |
1 312,50 |
1 371,21 |
104 |
1 840,00 |
1 881,21 |
17 |
3 152,50 |
3 252,42 |
121 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 312,50 |
1 371,21 |
104 |
1 840,00 |
1 881,21 |
17 |
3 152,50 |
3 252,42 |
121 |
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 |
99,04 |
99,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,87 |
97,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
96,79 |
96,81 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,53 |
100,53 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,63 |
94,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,50 |
100,51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,53 |
92,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,15 |
102,18 |
102,15 |
102,15 |
102,15 |
102,15 |
102,15 |
10 000 |
10,24 |
1 |
OK0714 |
PL0000107009 |
90,55 |
90,61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,24 |
102,21 |
102,22 |
102,27 |
102,21 |
102,27 |
102,22 |
135 000 |
138,26 |
7 |
DS1015 |
PL0000103602 |
105,01 |
105,03 |
105,05 |
105,05 |
105,05 |
105,05 |
105,05 |
25 000 |
27,10 |
2 |
PS0416 |
PL0000106340 |
100,89 |
100,89 |
100,89 |
100,89 |
100,89 |
100,89 |
100,89 |
25 000 |
25,27 |
1 |
PS1016 |
PL0000106795 |
99,85 |
99,79 |
99,82 |
99,86 |
99,82 |
99,86 |
99,84 |
120 000 |
122,86 |
11 |
DS1017 |
PL0000104543 |
101,84 |
101,73 |
101,75 |
101,87 |
101,75 |
101,87 |
101,81 |
275 000 |
287,70 |
20 |
DS1019 |
PL0000105441 |
102,47 |
102,31 |
102,31 |
102,32 |
102,31 |
102,32 |
102,31 |
25 000 |
26,31 |
2 |
DS1020 |
PL0000106126 |
100,36 |
100,25 |
100,15 |
100,36 |
100,15 |
100,36 |
100,26 |
25 000 |
25,77 |
3 |
DS1021 |
PL0000106670 |
103,40 |
103,10 |
103,18 |
103,45 |
103,12 |
103,45 |
103,29 |
490 000 |
521,23 |
39 |
WS0922 |
PL0000102646 |
103,34 |
103,13 |
103,15 |
103,40 |
103,15 |
103,40 |
103,30 |
35 000 |
37,41 |
5 |
WS0429 |
PL0000105391 |
102,40 |
102,25 |
102,10 |
102,45 |
102,10 |
102,45 |
102,32 |
72 500 |
74,33 |
8 |
WS0437 |
PL0000104857 |
92,50 |
110,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,91 |
104,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
99,31 |
99,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,27 |
100,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,94 |
99,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,60 |
99,59 |
99,59 |
99,60 |
99,59 |
99,60 |
99,60 |
30 000 |
30,31 |
2 |
WZ0121 |
PL0000106068 |
97,32 |
97,28 |
97,28 |
97,32 |
97,28 |
97,32 |
97,29 |
45 000 |
44,42 |
3 |
TOTAL |
1 312 500 |
1 371,21 |
104 |
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 |
22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
113 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
204 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
225 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
267 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
295 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
323 |
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 |
97,85 |
97,95 |
4,73 |
4,51 |
97,90 |
4,62 |
OK0113 |
PL0000106324 |
96,76 |
96,84 |
4,66 |
4,55 |
96,80 |
4,61 |
PS0413 |
PL0000105037 |
100,52 |
100,64 |
4,68 |
4,55 |
100,58 |
4,61 |
OK0713 |
PL0000106563 |
94,60 |
94,76 |
4,68 |
4,53 |
94,68 |
4,61 |
DS1013 |
PL0000102836 |
100,46 |
100,57 |
4,64 |
4,56 |
100,52 |
4,60 |
OK0114 |
PL0000106712 |
92,48 |
92,60 |
4,66 |
4,58 |
92,54 |
4,62 |
PS0414 |
PL0000105433 |
102,14 |
102,26 |
4,58 |
4,52 |
102,20 |
4,55 |
WZ0115 |
PL0000106480 |
100,24 |
100,32 |
--- |
--- |
100,28 |
--- |
PS0415 |
PL0000105953 |
102,18 |
102,23 |
4,69 |
4,68 |
102,21 |
4,68 |
DS1015 |
PL0000103602 |
104,86 |
105,07 |
4,68 |
4,62 |
104,97 |
4,65 |
PS0416 |
PL0000106340 |
100,73 |
100,96 |
4,79 |
4,72 |
100,85 |
4,76 |
IZ0816 |
PL0000103529 |
103,86 |
104,16 |
--- |
--- |
104,01 |
--- |
PS1016 |
PL0000106795 |
99,65 |
99,89 |
4,83 |
4,77 |
99,77 |
4,80 |
WZ0117 |
PL0000106936 |
99,87 |
100,01 |
--- |
--- |
99,94 |
--- |
DS1017 |
PL0000104543 |
101,67 |
101,77 |
4,88 |
4,86 |
101,72 |
4,87 |
WZ0118 |
PL0000104717 |
99,47 |
99,63 |
--- |
--- |
99,55 |
--- |
DS1019 |
PL0000105441 |
102,18 |
102,43 |
5,13 |
5,09 |
102,31 |
5,11 |
DS1020 |
PL0000106126 |
100,02 |
100,28 |
5,24 |
5,20 |
100,15 |
5,22 |
WZ0121 |
PL0000106068 |
97,19 |
97,35 |
--- |
--- |
97,27 |
--- |
DS1021 |
PL0000106670 |
102,97 |
103,16 |
5,33 |
5,31 |
103,07 |
5,32 |
WS0922 |
PL0000102646 |
102,84 |
103,19 |
5,38 |
5,33 |
103,02 |
5,36 |
IZ0823 |
PL0000105359 |
99,24 |
99,76 |
--- |
--- |
99,50 |
--- |
WS0429 |
PL0000105391 |
101,98 |
102,32 |
5,56 |
5,53 |
102,15 |
5,55 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
97,86 |
97,96 |
4,71 |
4,48 |
97,91 |
4,60 |
OK0113 |
PL0000106324 |
96,76 |
96,83 |
4,66 |
4,56 |
96,80 |
4,61 |
PS0413 |
PL0000105037 |
100,49 |
100,59 |
4,71 |
4,60 |
100,54 |
4,66 |
OK0713 |
PL0000106563 |
94,62 |
94,78 |
4,66 |
4,52 |
94,70 |
4,59 |
DS1013 |
PL0000102836 |
100,44 |
100,53 |
4,66 |
4,59 |
100,49 |
4,62 |
OK0114 |
PL0000106712 |
92,52 |
92,61 |
4,63 |
4,57 |
92,57 |
4,60 |
PS0414 |
PL0000105433 |
102,13 |
102,21 |
4,59 |
4,55 |
102,17 |
4,57 |
WZ0115 |
PL0000106480 |
100,25 |
100,32 |
--- |
--- |
100,29 |
--- |
PS0415 |
PL0000105953 |
102,20 |
102,29 |
4,69 |
4,65 |
102,25 |
4,67 |
DS1015 |
PL0000103602 |
104,94 |
105,12 |
4,66 |
4,60 |
105,03 |
4,63 |
PS0416 |
PL0000106340 |
100,82 |
100,99 |
4,76 |
4,72 |
100,91 |
4,74 |
IZ0816 |
PL0000103529 |
103,86 |
104,17 |
--- |
--- |
104,02 |
--- |
PS1016 |
PL0000106795 |
99,76 |
99,89 |
4,80 |
4,77 |
99,83 |
4,78 |
WZ0117 |
PL0000106936 |
99,91 |
100,02 |
--- |
--- |
99,97 |
--- |
DS1017 |
PL0000104543 |
101,78 |
101,90 |
4,86 |
4,84 |
101,84 |
4,85 |
WZ0118 |
PL0000104717 |
99,54 |
99,70 |
--- |
--- |
99,62 |
--- |
DS1019 |
PL0000105441 |
102,37 |
102,69 |
5,10 |
5,05 |
102,53 |
5,08 |
DS1020 |
PL0000106126 |
100,23 |
100,53 |
5,21 |
5,16 |
100,38 |
5,18 |
WZ0121 |
PL0000106068 |
97,24 |
97,39 |
--- |
--- |
97,32 |
--- |
DS1021 |
PL0000106670 |
103,32 |
103,50 |
5,29 |
5,26 |
103,41 |
5,27 |
WS0922 |
PL0000102646 |
103,20 |
103,59 |
5,33 |
5,28 |
103,40 |
5,31 |
IZ0823 |
PL0000105359 |
99,25 |
99,77 |
--- |
--- |
99,51 |
--- |
WS0429 |
PL0000105391 |
102,24 |
102,63 |
5,54 |
5,50 |
102,44 |
5,52 |
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 |
0/3 |
3 |
4,350 |
4,350 |
4,350 |
400 |
TOTAL |
400 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
3/4 |
1 |
4,100 |
4,100 |
4,100 |
90 |
DS1017 |
PL0000104543 |
3/4 |
1 |
4,000 |
4,000 |
4,000 |
20 |
OK0114 |
PL0000106712 |
3/4 |
1 |
4,200 |
4,300 |
4,248 |
330 |
DS1021 |
PL0000106670 |
3/5 |
2 |
4,150 |
4,150 |
4,150 |
30 |
DS1017 |
PL0000104543 |
0/3 |
3 |
4,100 |
4,100 |
4,100 |
50 |
DS1019 |
PL0000105441 |
0/3 |
3 |
4,000 |
4,100 |
4,041 |
255 |
DS1020 |
PL0000106126 |
0/3 |
3 |
4,000 |
4,000 |
4,000 |
10 |
OK0113 |
PL0000106324 |
0/3 |
3 |
4,100 |
4,100 |
4,100 |
55 |
DS1015 |
PL0000103602 |
0/4 |
4 |
4,150 |
4,150 |
4,150 |
340 |
PS0413 |
PL0000105037 |
0/4 |
4 |
4,100 |
4,100 |
4,100 |
55 |
DS1015 |
PL0000103602 |
3/10 |
7 |
4,200 |
4,200 |
4,200 |
20 |
OK0113 |
PL0000106324 |
3/10 |
7 |
4,350 |
4,350 |
4,350 |
80 |
DS1021 |
PL0000106670 |
0/7 |
7 |
4,200 |
4,200 |
4,200 |
105 |
TOTAL |
1 440 |