2012-05-09 |
MARKET DATA |
No 88 (1873) |
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 |
3 650,00 |
3 731,62 |
197 |
2 215,00 |
2 250,43 |
35 |
5 865,00 |
5 982,05 |
232 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
3 650,00 |
3 731,62 |
197 |
2 215,00 |
2 250,43 |
35 |
5 865,00 |
5 982,05 |
232 |
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 |
99,06 |
99,05 |
99,05 |
99,05 |
99,05 |
99,05 |
125 000 |
123,81 |
3 |
OK1012 |
PL0000106100 |
97,89 |
97,89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
96,77 |
96,76 |
96,77 |
96,77 |
96,77 |
96,77 |
96,77 |
100 000 |
96,77 |
1 |
PS0413 |
PL0000105037 |
100,45 |
100,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,64 |
94,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,58 |
100,34 |
100,43 |
100,43 |
100,32 |
100,32 |
100,35 |
105 000 |
108,23 |
3 |
OK0114 |
PL0000106712 |
92,52 |
92,35 |
92,32 |
92,32 |
92,32 |
92,32 |
92,32 |
25 000 |
23,08 |
1 |
PS0414 |
PL0000105433 |
101,99 |
101,92 |
101,99 |
101,99 |
101,99 |
101,99 |
101,99 |
50 000 |
51,12 |
1 |
OK0714 |
PL0000107009 |
90,50 |
90,44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,04 |
101,87 |
101,85 |
101,85 |
101,84 |
101,84 |
101,84 |
145 000 |
148,02 |
8 |
DS1015 |
PL0000103602 |
104,74 |
104,52 |
104,60 |
104,61 |
104,60 |
104,61 |
104,61 |
70 000 |
75,62 |
3 |
PS0416 |
PL0000106340 |
100,48 |
100,20 |
100,49 |
100,50 |
100,20 |
100,37 |
100,32 |
590 000 |
593,20 |
34 |
PS1016 |
PL0000106795 |
99,38 |
99,21 |
99,43 |
99,45 |
99,10 |
99,39 |
99,22 |
680 000 |
692,24 |
41 |
DS1017 |
PL0000104543 |
101,35 |
101,24 |
101,25 |
101,36 |
101,20 |
101,30 |
101,25 |
95 000 |
98,90 |
7 |
DS1019 |
PL0000105441 |
102,10 |
101,96 |
102,01 |
102,10 |
102,01 |
102,03 |
102,06 |
70 000 |
73,53 |
5 |
DS1020 |
PL0000106126 |
99,94 |
99,72 |
99,75 |
99,75 |
99,75 |
99,75 |
99,75 |
10 000 |
10,26 |
1 |
DS1021 |
PL0000106670 |
102,95 |
102,73 |
102,99 |
103,03 |
102,71 |
102,85 |
102,79 |
725 000 |
767,92 |
48 |
WS0922 |
PL0000102646 |
103,33 |
102,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
101,89 |
101,80 |
101,90 |
101,90 |
101,75 |
101,75 |
101,81 |
17 500 |
17,86 |
2 |
WS0437 |
PL0000104857 |
95,00 |
101,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,87 |
104,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
99,38 |
99,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,28 |
100,26 |
100,28 |
100,29 |
100,28 |
100,29 |
100,29 |
105 000 |
106,85 |
4 |
WZ0117 |
PL0000106936 |
99,88 |
99,84 |
99,86 |
99,89 |
99,82 |
99,82 |
99,85 |
107 500 |
108,93 |
6 |
WZ0118 |
PL0000104717 |
99,56 |
99,50 |
99,56 |
99,57 |
99,45 |
99,46 |
99,52 |
585 000 |
590,81 |
27 |
WZ0121 |
PL0000106068 |
97,37 |
97,35 |
97,37 |
97,37 |
97,35 |
97,35 |
97,36 |
45 000 |
44,48 |
2 |
TOTAL |
3 650 000 |
3 731,62 |
197 |
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 |
19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
110 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
201 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
222 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
264 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
292 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
320 |
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 |
97,87 |
97,95 |
4,77 |
4,59 |
97,91 |
4,68 |
OK0113 |
PL0000106324 |
96,74 |
96,83 |
4,75 |
4,61 |
96,79 |
4,67 |
PS0413 |
PL0000105037 |
100,44 |
100,57 |
4,76 |
4,62 |
100,51 |
4,68 |
OK0713 |
PL0000106563 |
94,57 |
94,72 |
4,74 |
4,60 |
94,65 |
4,67 |
DS1013 |
PL0000102836 |
100,33 |
100,47 |
4,73 |
4,63 |
100,40 |
4,68 |
OK0114 |
PL0000106712 |
92,40 |
92,51 |
4,73 |
4,66 |
92,46 |
4,69 |
PS0414 |
PL0000105433 |
101,97 |
102,06 |
4,67 |
4,62 |
102,02 |
4,64 |
WZ0115 |
PL0000106480 |
100,19 |
100,29 |
--- |
--- |
100,24 |
--- |
PS0415 |
PL0000105953 |
101,98 |
102,12 |
4,76 |
4,71 |
102,05 |
4,74 |
DS1015 |
PL0000103602 |
104,61 |
104,79 |
4,76 |
4,70 |
104,70 |
4,73 |
PS0416 |
PL0000106340 |
100,37 |
100,53 |
4,89 |
4,85 |
100,45 |
4,87 |
IZ0816 |
PL0000103529 |
103,81 |
104,12 |
--- |
--- |
103,97 |
--- |
PS1016 |
PL0000106795 |
99,34 |
99,50 |
4,91 |
4,87 |
99,42 |
4,89 |
WZ0117 |
PL0000106936 |
99,74 |
99,92 |
--- |
--- |
99,83 |
--- |
DS1017 |
PL0000104543 |
101,27 |
101,51 |
4,97 |
4,92 |
101,39 |
4,94 |
WZ0118 |
PL0000104717 |
99,41 |
99,55 |
--- |
--- |
99,48 |
--- |
DS1019 |
PL0000105441 |
101,94 |
102,21 |
5,17 |
5,13 |
102,08 |
5,15 |
DS1020 |
PL0000106126 |
99,85 |
100,09 |
5,26 |
5,23 |
99,97 |
5,25 |
WZ0121 |
PL0000106068 |
97,22 |
97,42 |
--- |
--- |
97,32 |
--- |
DS1021 |
PL0000106670 |
102,84 |
103,09 |
5,35 |
5,32 |
102,97 |
5,33 |
WS0922 |
PL0000102646 |
102,76 |
103,11 |
5,39 |
5,34 |
102,94 |
5,36 |
IZ0823 |
PL0000105359 |
99,29 |
99,82 |
--- |
--- |
99,56 |
--- |
WS0429 |
PL0000105391 |
101,74 |
102,08 |
5,58 |
5,55 |
101,91 |
5,57 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
97,81 |
97,93 |
4,91 |
4,63 |
97,87 |
4,77 |
OK0113 |
PL0000106324 |
96,67 |
96,79 |
4,85 |
4,67 |
96,73 |
4,76 |
PS0413 |
PL0000105037 |
100,35 |
100,51 |
4,86 |
4,68 |
100,43 |
4,77 |
OK0713 |
PL0000106563 |
94,48 |
94,66 |
4,82 |
4,66 |
94,57 |
4,74 |
DS1013 |
PL0000102836 |
100,24 |
100,40 |
4,80 |
4,68 |
100,32 |
4,74 |
OK0114 |
PL0000106712 |
92,30 |
92,38 |
4,80 |
4,75 |
92,34 |
4,77 |
PS0414 |
PL0000105433 |
101,80 |
101,95 |
4,76 |
4,68 |
101,88 |
4,72 |
WZ0115 |
PL0000106480 |
100,23 |
100,32 |
--- |
--- |
100,28 |
--- |
PS0415 |
PL0000105953 |
101,74 |
101,93 |
4,85 |
4,78 |
101,84 |
4,82 |
DS1015 |
PL0000103602 |
104,41 |
104,61 |
4,82 |
4,76 |
104,51 |
4,79 |
PS0416 |
PL0000106340 |
100,16 |
100,28 |
4,95 |
4,92 |
100,22 |
4,93 |
IZ0816 |
PL0000103529 |
103,70 |
104,10 |
--- |
--- |
103,90 |
--- |
PS1016 |
PL0000106795 |
99,12 |
99,29 |
4,96 |
4,92 |
99,21 |
4,94 |
WZ0117 |
PL0000106936 |
99,75 |
99,88 |
--- |
--- |
99,82 |
--- |
DS1017 |
PL0000104543 |
101,01 |
101,30 |
5,02 |
4,96 |
101,16 |
4,99 |
WZ0118 |
PL0000104717 |
99,38 |
99,54 |
--- |
--- |
99,46 |
--- |
DS1019 |
PL0000105441 |
101,81 |
102,08 |
5,19 |
5,15 |
101,95 |
5,17 |
DS1020 |
PL0000106126 |
99,61 |
99,80 |
5,30 |
5,27 |
99,71 |
5,28 |
WZ0121 |
PL0000106068 |
97,27 |
97,40 |
--- |
--- |
97,34 |
--- |
DS1021 |
PL0000106670 |
102,61 |
102,77 |
5,38 |
5,36 |
102,69 |
5,37 |
WS0922 |
PL0000102646 |
102,51 |
102,83 |
5,42 |
5,38 |
102,67 |
5,40 |
IZ0823 |
PL0000105359 |
99,29 |
99,77 |
--- |
--- |
99,53 |
--- |
WS0429 |
PL0000105391 |
101,44 |
101,86 |
5,61 |
5,57 |
101,65 |
5,59 |
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 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
15 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,300 |
4,300 |
4,300 |
10 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
30 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
70 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,200 |
4,250 |
4,238 |
80 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,150 |
4,200 |
4,193 |
135 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,150 |
4,250 |
4,219 |
130 |
OK0712 |
PL0000105912 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
190 |
OK0712 |
PL0000105912 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
35 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,150 |
4,200 |
4,191 |
160 |
OK0113 |
PL0000106324 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
10 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
90 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
210 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,100 |
4,250 |
4,177 |
110 |
OK0114 |
PL0000106712 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
100 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,100 |
4,150 |
4,137 |
150 |
PS1016 |
PL0000106795 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
105 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
110 |
OK0713 |
PL0000106563 |
1/5 |
4 |
4,250 |
4,250 |
4,250 |
115 |
DS1015 |
PL0000103602 |
2/9 |
7 |
4,400 |
4,400 |
4,400 |
200 |
DS1017 |
PL0000104543 |
0/7 |
7 |
4,320 |
4,320 |
4,320 |
120 |
OK0712 |
PL0000105912 |
2/9 |
7 |
4,450 |
4,450 |
4,450 |
25 |
DS1020 |
PL0000106126 |
2/9 |
7 |
4,200 |
4,200 |
4,200 |
15 |
TOTAL |
2 215 |