2012-05-08 |
MARKET DATA |
No 87 (1872) |
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 |
3 775,00 |
3 872,87 |
203 |
2 030,00 |
2 072,51 |
31 |
5 805,00 |
5 945,37 |
234 |
T-bills |
0,00 |
0,00 |
0 |
200,00 |
192,78 |
1 |
200,00 |
192,78 |
1 |
TOTAL |
3 775,00 |
3 872,87 |
203 |
2 230,00 |
2 265,29 |
32 |
6 005,00 |
6 138,16 |
235 |
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 |
99,05 |
99,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,89 |
97,93 |
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 |
100,49 |
100,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,63 |
94,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,42 |
100,48 |
100,40 |
100,40 |
100,40 |
100,40 |
100,40 |
50 000 |
51,56 |
1 |
OK0114 |
PL0000106712 |
92,51 |
92,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,09 |
102,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
90,43 |
90,58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,17 |
102,10 |
102,17 |
102,17 |
102,14 |
102,14 |
102,16 |
75 000 |
76,79 |
4 |
DS1015 |
PL0000103602 |
104,87 |
104,73 |
104,80 |
104,80 |
104,74 |
104,74 |
104,75 |
105 000 |
113,56 |
5 |
PS0416 |
PL0000106340 |
100,74 |
100,50 |
100,71 |
100,71 |
100,52 |
100,52 |
100,60 |
762 500 |
768,62 |
40 |
PS1016 |
PL0000106795 |
99,69 |
99,35 |
99,66 |
99,66 |
99,36 |
99,36 |
99,49 |
875 000 |
892,99 |
45 |
DS1017 |
PL0000104543 |
101,75 |
101,45 |
101,73 |
101,73 |
101,47 |
101,55 |
101,66 |
337 500 |
352,67 |
20 |
DS1019 |
PL0000105441 |
102,38 |
102,11 |
102,30 |
102,30 |
102,30 |
102,30 |
102,30 |
10 000 |
10,53 |
1 |
DS1020 |
PL0000106126 |
100,29 |
99,96 |
100,25 |
100,31 |
99,74 |
99,74 |
100,05 |
115 000 |
118,32 |
10 |
DS1021 |
PL0000106670 |
103,31 |
102,85 |
103,30 |
103,36 |
102,95 |
102,95 |
103,15 |
565 000 |
600,37 |
41 |
WS0922 |
PL0000102646 |
103,15 |
103,00 |
103,00 |
103,00 |
103,00 |
103,00 |
103,00 |
10 000 |
10,66 |
1 |
WS0429 |
PL0000105391 |
102,10 |
101,95 |
101,90 |
101,90 |
101,90 |
101,90 |
101,90 |
20 000 |
20,43 |
2 |
WS0437 |
PL0000104857 |
95,00 |
95,00 |
95,00 |
95,25 |
95,00 |
95,25 |
95,17 |
15 000 |
14,31 |
5 |
IZ0816 |
PL0000103529 |
103,92 |
104,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
99,35 |
99,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,29 |
100,27 |
100,27 |
100,27 |
100,26 |
100,26 |
100,26 |
60 000 |
61,03 |
2 |
WZ0117 |
PL0000106936 |
99,99 |
99,94 |
99,99 |
99,99 |
99,98 |
99,98 |
99,98 |
125 000 |
126,80 |
4 |
WZ0118 |
PL0000104717 |
99,67 |
99,61 |
99,72 |
99,72 |
99,59 |
99,59 |
99,63 |
525 000 |
530,71 |
15 |
WZ0121 |
PL0000106068 |
97,38 |
97,35 |
97,40 |
97,40 |
97,33 |
97,35 |
97,35 |
125 000 |
123,52 |
7 |
TOTAL |
3 775 000 |
3 872,87 |
203 |
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 |
20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
111 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
202 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
223 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
265 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
293 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
321 |
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 |
97,88 |
97,94 |
4,72 |
4,58 |
97,91 |
4,65 |
OK0113 |
PL0000106324 |
96,76 |
96,85 |
4,70 |
4,57 |
96,81 |
4,63 |
PS0413 |
PL0000105037 |
100,48 |
100,60 |
4,72 |
4,59 |
100,54 |
4,65 |
OK0713 |
PL0000106563 |
94,62 |
94,77 |
4,68 |
4,55 |
94,70 |
4,61 |
DS1013 |
PL0000102836 |
100,40 |
100,53 |
4,68 |
4,59 |
100,47 |
4,63 |
OK0114 |
PL0000106712 |
92,49 |
92,59 |
4,66 |
4,60 |
92,54 |
4,63 |
PS0414 |
PL0000105433 |
102,05 |
102,15 |
4,63 |
4,58 |
102,10 |
4,60 |
WZ0115 |
PL0000106480 |
100,26 |
100,33 |
--- |
--- |
100,30 |
--- |
PS0415 |
PL0000105953 |
102,15 |
102,25 |
4,70 |
4,67 |
102,20 |
4,68 |
DS1015 |
PL0000103602 |
104,85 |
105,04 |
4,68 |
4,63 |
104,95 |
4,65 |
PS0416 |
PL0000106340 |
100,68 |
100,82 |
4,80 |
4,76 |
100,75 |
4,78 |
IZ0816 |
PL0000103529 |
103,87 |
104,18 |
--- |
--- |
104,03 |
--- |
PS1016 |
PL0000106795 |
99,62 |
99,76 |
4,84 |
4,80 |
99,69 |
4,82 |
WZ0117 |
PL0000106936 |
99,96 |
100,09 |
--- |
--- |
100,03 |
--- |
DS1017 |
PL0000104543 |
101,64 |
101,74 |
4,89 |
4,87 |
101,69 |
4,88 |
WZ0118 |
PL0000104717 |
99,64 |
99,80 |
--- |
--- |
99,72 |
--- |
DS1019 |
PL0000105441 |
102,31 |
102,50 |
5,11 |
5,08 |
102,41 |
5,10 |
DS1020 |
PL0000106126 |
100,20 |
100,44 |
5,21 |
5,18 |
100,32 |
5,19 |
WZ0121 |
PL0000106068 |
97,31 |
97,49 |
--- |
--- |
97,40 |
--- |
DS1021 |
PL0000106670 |
103,21 |
103,39 |
5,30 |
5,28 |
103,30 |
5,29 |
WS0922 |
PL0000102646 |
103,06 |
103,44 |
5,35 |
5,30 |
103,25 |
5,33 |
IZ0823 |
PL0000105359 |
99,24 |
99,86 |
--- |
--- |
99,55 |
--- |
WS0429 |
PL0000105391 |
101,98 |
102,43 |
5,56 |
5,52 |
102,21 |
5,54 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
97,88 |
97,94 |
4,72 |
4,58 |
97,91 |
4,65 |
OK0113 |
PL0000106324 |
96,75 |
96,84 |
4,72 |
4,58 |
96,80 |
4,64 |
PS0413 |
PL0000105037 |
100,43 |
100,57 |
4,77 |
4,62 |
100,50 |
4,69 |
OK0713 |
PL0000106563 |
94,58 |
94,71 |
4,72 |
4,60 |
94,65 |
4,66 |
DS1013 |
PL0000102836 |
100,35 |
100,50 |
4,72 |
4,61 |
100,43 |
4,66 |
OK0114 |
PL0000106712 |
92,40 |
92,54 |
4,72 |
4,63 |
92,47 |
4,68 |
PS0414 |
PL0000105433 |
101,91 |
102,10 |
4,70 |
4,60 |
102,01 |
4,65 |
WZ0115 |
PL0000106480 |
100,22 |
100,31 |
--- |
--- |
100,27 |
--- |
PS0415 |
PL0000105953 |
101,99 |
102,12 |
4,76 |
4,71 |
102,06 |
4,74 |
DS1015 |
PL0000103602 |
104,61 |
104,79 |
4,76 |
4,70 |
104,70 |
4,73 |
PS0416 |
PL0000106340 |
100,41 |
100,56 |
4,88 |
4,84 |
100,49 |
4,86 |
IZ0816 |
PL0000103529 |
103,83 |
104,13 |
--- |
--- |
103,98 |
--- |
PS1016 |
PL0000106795 |
99,37 |
99,52 |
4,90 |
4,86 |
99,45 |
4,88 |
WZ0117 |
PL0000106936 |
99,86 |
100,00 |
--- |
--- |
99,93 |
--- |
DS1017 |
PL0000104543 |
101,31 |
101,60 |
4,96 |
4,90 |
101,46 |
4,93 |
WZ0118 |
PL0000104717 |
99,54 |
99,67 |
--- |
--- |
99,61 |
--- |
DS1019 |
PL0000105441 |
102,14 |
102,36 |
5,14 |
5,10 |
102,25 |
5,12 |
DS1020 |
PL0000106126 |
99,94 |
100,24 |
5,25 |
5,21 |
100,09 |
5,23 |
WZ0121 |
PL0000106068 |
97,28 |
97,45 |
--- |
--- |
97,37 |
--- |
DS1021 |
PL0000106670 |
102,94 |
103,24 |
5,34 |
5,30 |
103,09 |
5,32 |
WS0922 |
PL0000102646 |
102,96 |
103,33 |
5,36 |
5,32 |
103,15 |
5,34 |
IZ0823 |
PL0000105359 |
99,28 |
99,82 |
--- |
--- |
99,55 |
--- |
WS0429 |
PL0000105391 |
101,92 |
102,27 |
5,57 |
5,54 |
102,10 |
5,55 |
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 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
200 |
TOTAL |
200 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
30 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
30 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
55 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
80 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
80 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
20 |
DS1019 |
PL0000105441 |
1/2 |
1 |
3,900 |
3,900 |
3,900 |
40 |
PS0415 |
PL0000105953 |
0/1 |
1 |
3,950 |
3,950 |
3,950 |
15 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
40 |
OK0114 |
PL0000106712 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
40 |
OK0114 |
PL0000106712 |
1/2 |
1 |
3,900 |
4,200 |
3,980 |
150 |
WZ0118 |
PL0000104717 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
35 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
10 |
DS1015 |
PL0000103602 |
0/2 |
2 |
4,120 |
4,120 |
4,120 |
220 |
DS1017 |
PL0000104543 |
0/2 |
2 |
4,150 |
4,150 |
4,150 |
20 |
WS0429 |
PL0000105391 |
0/2 |
2 |
4,000 |
4,000 |
4,000 |
20 |
DS1019 |
PL0000105441 |
1/3 |
2 |
4,150 |
4,150 |
4,150 |
30 |
DS1019 |
PL0000105441 |
0/2 |
2 |
4,250 |
4,250 |
4,250 |
200 |
DS1020 |
PL0000106126 |
0/2 |
2 |
4,250 |
4,250 |
4,250 |
200 |
OK0113 |
PL0000106324 |
0/2 |
2 |
4,150 |
4,150 |
4,150 |
60 |
OK0713 |
PL0000106563 |
0/2 |
2 |
4,150 |
4,150 |
4,150 |
100 |
WZ0121 |
PL0000106068 |
1/3 |
2 |
4,150 |
4,150 |
4,150 |
30 |
PS0414 |
PL0000105433 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
100 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
20 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
230 |
PS0416 |
PL0000106340 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
50 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
35 |
WZ0115 |
PL0000106480 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
90 |
TOTAL |
2 030 |