2012-05-07 |
MARKET DATA |
No 86 (1871) |
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 |
645,00 |
660,68 |
33 |
2 285,00 |
2 369,06 |
30 |
2 930,00 |
3 029,73 |
63 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
645,00 |
660,68 |
33 |
2 285,00 |
2 369,06 |
30 |
2 930,00 |
3 029,73 |
63 |
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 |
99,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,87 |
97,91 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
96,77 |
96,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,54 |
100,58 |
100,53 |
100,53 |
100,53 |
100,53 |
100,53 |
40 000 |
40,29 |
1 |
OK0713 |
PL0000106563 |
94,62 |
94,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,44 |
100,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,49 |
92,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,12 |
102,15 |
102,15 |
102,15 |
102,15 |
102,15 |
102,15 |
75 000 |
76,78 |
2 |
OK0714 |
PL0000107009 |
90,50 |
90,58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,19 |
102,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,95 |
104,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,77 |
100,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
99,80 |
99,78 |
99,80 |
99,80 |
99,80 |
99,80 |
99,80 |
50 000 |
51,18 |
3 |
DS1017 |
PL0000104543 |
101,75 |
101,82 |
101,90 |
101,90 |
101,90 |
101,90 |
101,90 |
10 000 |
10,47 |
1 |
DS1019 |
PL0000105441 |
102,42 |
102,49 |
102,51 |
102,51 |
102,51 |
102,51 |
102,51 |
15 000 |
15,82 |
1 |
DS1020 |
PL0000106126 |
100,31 |
100,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
103,35 |
103,33 |
103,33 |
103,41 |
103,33 |
103,41 |
103,38 |
190 000 |
202,30 |
13 |
WS0922 |
PL0000102646 |
103,30 |
103,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
102,20 |
102,30 |
102,30 |
102,30 |
102,30 |
102,30 |
102,30 |
5 000 |
5,13 |
1 |
WS0437 |
PL0000104857 |
80,00 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,90 |
104,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
99,35 |
99,72 |
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 |
60 000 |
61,04 |
2 |
WZ0117 |
PL0000106936 |
99,97 |
100,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,67 |
99,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,40 |
97,35 |
97,36 |
97,43 |
97,36 |
97,43 |
97,39 |
200 000 |
197,67 |
9 |
TOTAL |
645 000 |
660,68 |
33 |
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 |
21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
112 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
203 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
224 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
266 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
294 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
322 |
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 |
97,97 |
4,76 |
4,49 |
97,91 |
4,62 |
OK0113 |
PL0000106324 |
96,73 |
96,85 |
4,73 |
4,55 |
96,79 |
4,64 |
PS0413 |
PL0000105037 |
100,46 |
100,62 |
4,74 |
4,57 |
100,54 |
4,65 |
OK0713 |
PL0000106563 |
94,59 |
94,77 |
4,70 |
4,54 |
94,68 |
4,62 |
DS1013 |
PL0000102836 |
100,38 |
100,56 |
4,70 |
4,57 |
100,47 |
4,63 |
OK0114 |
PL0000106712 |
92,43 |
92,57 |
4,70 |
4,60 |
92,50 |
4,65 |
PS0414 |
PL0000105433 |
102,06 |
102,20 |
4,62 |
4,55 |
102,13 |
4,59 |
WZ0115 |
PL0000106480 |
100,25 |
100,33 |
--- |
--- |
100,29 |
--- |
PS0415 |
PL0000105953 |
102,10 |
102,31 |
4,72 |
4,65 |
102,21 |
4,68 |
DS1015 |
PL0000103602 |
104,81 |
105,07 |
4,70 |
4,62 |
104,94 |
4,66 |
PS0416 |
PL0000106340 |
100,70 |
100,94 |
4,80 |
4,73 |
100,82 |
4,76 |
IZ0816 |
PL0000103529 |
103,86 |
104,15 |
--- |
--- |
104,01 |
--- |
PS1016 |
PL0000106795 |
99,77 |
99,91 |
4,80 |
4,76 |
99,84 |
4,78 |
WZ0117 |
PL0000106936 |
99,91 |
100,06 |
--- |
--- |
99,99 |
--- |
DS1017 |
PL0000104543 |
101,73 |
101,94 |
4,87 |
4,83 |
101,84 |
4,85 |
WZ0118 |
PL0000104717 |
99,57 |
99,72 |
--- |
--- |
99,65 |
--- |
DS1019 |
PL0000105441 |
102,29 |
102,66 |
5,11 |
5,05 |
102,48 |
5,08 |
DS1020 |
PL0000106126 |
100,18 |
100,49 |
5,21 |
5,17 |
100,34 |
5,19 |
WZ0121 |
PL0000106068 |
97,27 |
97,41 |
--- |
--- |
97,34 |
--- |
DS1021 |
PL0000106670 |
103,28 |
103,43 |
5,29 |
5,27 |
103,36 |
5,28 |
WS0922 |
PL0000102646 |
103,08 |
103,52 |
5,35 |
5,29 |
103,30 |
5,32 |
IZ0823 |
PL0000105359 |
99,19 |
99,81 |
--- |
--- |
99,50 |
--- |
WS0429 |
PL0000105391 |
102,04 |
102,58 |
5,56 |
5,51 |
102,31 |
5,53 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
97,86 |
97,92 |
4,74 |
4,60 |
97,89 |
4,67 |
OK0113 |
PL0000106324 |
96,75 |
96,83 |
4,70 |
4,58 |
96,79 |
4,64 |
PS0413 |
PL0000105037 |
100,52 |
100,60 |
4,68 |
4,59 |
100,56 |
4,63 |
OK0713 |
PL0000106563 |
94,60 |
94,75 |
4,69 |
4,55 |
94,68 |
4,62 |
DS1013 |
PL0000102836 |
100,41 |
100,53 |
4,68 |
4,59 |
100,47 |
4,63 |
OK0114 |
PL0000106712 |
92,47 |
92,57 |
4,67 |
4,60 |
92,52 |
4,64 |
PS0414 |
PL0000105433 |
102,10 |
102,17 |
4,60 |
4,57 |
102,14 |
4,58 |
WZ0115 |
PL0000106480 |
100,26 |
100,32 |
--- |
--- |
100,29 |
--- |
PS0415 |
PL0000105953 |
102,17 |
102,30 |
4,70 |
4,65 |
102,24 |
4,67 |
DS1015 |
PL0000103602 |
104,89 |
105,02 |
4,67 |
4,63 |
104,96 |
4,65 |
PS0416 |
PL0000106340 |
100,74 |
100,90 |
4,79 |
4,74 |
100,82 |
4,76 |
IZ0816 |
PL0000103529 |
103,86 |
104,15 |
--- |
--- |
104,01 |
--- |
PS1016 |
PL0000106795 |
99,74 |
99,84 |
4,80 |
4,78 |
99,79 |
4,79 |
WZ0117 |
PL0000106936 |
99,94 |
100,06 |
--- |
--- |
100,00 |
--- |
DS1017 |
PL0000104543 |
101,71 |
101,92 |
4,88 |
4,83 |
101,82 |
4,85 |
WZ0118 |
PL0000104717 |
99,64 |
99,78 |
--- |
--- |
99,71 |
--- |
DS1019 |
PL0000105441 |
102,39 |
102,63 |
5,10 |
5,06 |
102,51 |
5,08 |
DS1020 |
PL0000106126 |
100,28 |
100,53 |
5,20 |
5,16 |
100,41 |
5,18 |
WZ0121 |
PL0000106068 |
97,36 |
97,47 |
--- |
--- |
97,42 |
--- |
DS1021 |
PL0000106670 |
103,32 |
103,42 |
5,29 |
5,27 |
103,37 |
5,28 |
WS0922 |
PL0000102646 |
103,15 |
103,44 |
5,34 |
5,30 |
103,30 |
5,32 |
IZ0823 |
PL0000105359 |
99,27 |
99,81 |
--- |
--- |
99,54 |
--- |
WS0429 |
PL0000105391 |
102,00 |
102,51 |
5,56 |
5,51 |
102,26 |
5,54 |
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 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
5 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
40 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
60 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
85 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,170 |
4,170 |
4,170 |
360 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
70 |
OK0712 |
PL0000105912 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
170 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
30 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
30 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
110 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
40 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,050 |
4,050 |
4,050 |
140 |
PS1016 |
PL0000106795 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
40 |
OK0712 |
PL0000105912 |
0/2 |
2 |
4,150 |
4,150 |
4,150 |
40 |
DS1021 |
PL0000106670 |
1/3 |
2 |
4,200 |
4,200 |
4,200 |
45 |
WS0922 |
PL0000102646 |
1/8 |
7 |
4,150 |
4,150 |
4,150 |
100 |
PS0415 |
PL0000105953 |
0/7 |
7 |
4,250 |
4,250 |
4,250 |
200 |
DS1020 |
PL0000106126 |
0/7 |
7 |
4,250 |
4,250 |
4,250 |
50 |
DS1021 |
PL0000106670 |
0/7 |
7 |
4,200 |
4,200 |
4,200 |
300 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,090 |
4,250 |
4,195 |
310 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
40 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
20 |
TOTAL |
2 285 |