2012-05-10 |
MARKET DATA |
No 89 (1874) |
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 |
1 722,50 |
1 731,95 |
90 |
3 450,00 |
3 536,98 |
40 |
5 172,50 |
5 268,93 |
130 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 722,50 |
1 731,95 |
90 |
3 450,00 |
3 536,98 |
40 |
5 172,50 |
5 268,93 |
130 |
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 |
99,06 |
99,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,88 |
97,94 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
96,74 |
96,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,38 |
100,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,55 |
94,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,28 |
100,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,38 |
92,42 |
92,42 |
92,43 |
92,42 |
92,42 |
92,43 |
190 000 |
175,61 |
3 |
PS0414 |
PL0000105433 |
101,85 |
101,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
90,44 |
90,36 |
90,43 |
90,44 |
90,32 |
90,32 |
90,40 |
215 000 |
194,36 |
13 |
PS0415 |
PL0000105953 |
101,85 |
101,88 |
101,82 |
101,82 |
101,80 |
101,80 |
101,81 |
50 000 |
51,05 |
2 |
DS1015 |
PL0000103602 |
104,48 |
104,58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,35 |
100,30 |
100,28 |
100,33 |
100,28 |
100,30 |
100,30 |
177 500 |
178,49 |
12 |
PS1016 |
PL0000106795 |
99,30 |
99,20 |
99,30 |
99,30 |
99,20 |
99,21 |
99,24 |
120 000 |
122,23 |
10 |
DS1017 |
PL0000104543 |
101,30 |
101,20 |
101,30 |
101,30 |
101,20 |
101,20 |
101,27 |
175 000 |
182,30 |
8 |
DS1019 |
PL0000105441 |
102,10 |
102,03 |
102,20 |
102,21 |
102,10 |
102,10 |
102,17 |
35 000 |
36,82 |
3 |
DS1020 |
PL0000106126 |
99,83 |
99,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
102,93 |
102,80 |
102,81 |
102,95 |
102,79 |
102,83 |
102,88 |
415 000 |
440,10 |
25 |
WS0922 |
PL0000102646 |
102,83 |
102,75 |
102,80 |
102,80 |
102,75 |
102,75 |
102,78 |
25 000 |
26,61 |
2 |
WS0429 |
PL0000105391 |
101,85 |
101,85 |
101,70 |
101,85 |
101,70 |
101,85 |
101,79 |
25 000 |
25,52 |
2 |
WS0437 |
PL0000104857 |
92,00 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,76 |
103,96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
99,44 |
99,72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,27 |
100,28 |
100,28 |
100,28 |
100,28 |
100,28 |
100,28 |
10 000 |
10,18 |
1 |
WZ0117 |
PL0000106936 |
99,85 |
99,86 |
99,86 |
99,91 |
99,86 |
99,90 |
99,89 |
250 000 |
253,51 |
7 |
WZ0118 |
PL0000104717 |
99,50 |
99,54 |
99,56 |
99,56 |
99,56 |
99,56 |
99,56 |
25 000 |
25,27 |
1 |
WZ0121 |
PL0000106068 |
97,39 |
97,39 |
97,40 |
97,40 |
97,40 |
97,40 |
97,40 |
10 000 |
9,89 |
1 |
TOTAL |
1 722 500 |
1 731,95 |
90 |
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 |
16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
107 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
198 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
219 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
261 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
289 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
317 |
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 |
97,86 |
97,97 |
4,88 |
4,62 |
97,92 |
4,74 |
OK0113 |
PL0000106324 |
96,71 |
96,83 |
4,85 |
4,67 |
96,77 |
4,76 |
PS0413 |
PL0000105037 |
100,35 |
100,50 |
4,85 |
4,69 |
100,43 |
4,76 |
OK0713 |
PL0000106563 |
94,52 |
94,69 |
4,82 |
4,66 |
94,61 |
4,74 |
DS1013 |
PL0000102836 |
100,22 |
100,39 |
4,81 |
4,69 |
100,31 |
4,75 |
OK0114 |
PL0000106712 |
92,35 |
92,47 |
4,79 |
4,71 |
92,41 |
4,75 |
PS0414 |
PL0000105433 |
101,79 |
101,99 |
4,76 |
4,65 |
101,89 |
4,71 |
WZ0115 |
PL0000106480 |
100,22 |
100,32 |
--- |
--- |
100,27 |
--- |
PS0415 |
PL0000105953 |
101,82 |
102,02 |
4,82 |
4,75 |
101,92 |
4,78 |
DS1015 |
PL0000103602 |
104,46 |
104,70 |
4,80 |
4,73 |
104,58 |
4,76 |
PS0416 |
PL0000106340 |
100,32 |
100,49 |
4,90 |
4,86 |
100,41 |
4,88 |
IZ0816 |
PL0000103529 |
103,71 |
104,11 |
--- |
--- |
103,91 |
--- |
PS1016 |
PL0000106795 |
99,24 |
99,49 |
4,93 |
4,87 |
99,37 |
4,90 |
WZ0117 |
PL0000106936 |
99,76 |
99,90 |
--- |
--- |
99,83 |
--- |
DS1017 |
PL0000104543 |
101,25 |
101,55 |
4,97 |
4,91 |
101,40 |
4,94 |
WZ0118 |
PL0000104717 |
99,40 |
99,58 |
--- |
--- |
99,49 |
--- |
DS1019 |
PL0000105441 |
102,07 |
102,30 |
5,15 |
5,11 |
102,19 |
5,13 |
DS1020 |
PL0000106126 |
99,80 |
100,12 |
5,27 |
5,22 |
99,96 |
5,25 |
WZ0121 |
PL0000106068 |
97,23 |
97,44 |
--- |
--- |
97,34 |
--- |
DS1021 |
PL0000106670 |
102,81 |
103,01 |
5,35 |
5,33 |
102,91 |
5,34 |
WS0922 |
PL0000102646 |
102,74 |
103,20 |
5,39 |
5,33 |
102,97 |
5,36 |
IZ0823 |
PL0000105359 |
99,25 |
99,79 |
--- |
--- |
99,52 |
--- |
WS0429 |
PL0000105391 |
101,68 |
102,14 |
5,59 |
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 |
97,87 |
97,96 |
4,86 |
4,65 |
97,92 |
4,74 |
OK0113 |
PL0000106324 |
96,73 |
96,80 |
4,82 |
4,71 |
96,77 |
4,76 |
PS0413 |
PL0000105037 |
100,36 |
100,48 |
4,84 |
4,71 |
100,42 |
4,77 |
OK0713 |
PL0000106563 |
94,53 |
94,68 |
4,81 |
4,67 |
94,61 |
4,74 |
DS1013 |
PL0000102836 |
100,27 |
100,38 |
4,78 |
4,70 |
100,33 |
4,73 |
OK0114 |
PL0000106712 |
92,34 |
92,46 |
4,80 |
4,72 |
92,40 |
4,76 |
PS0414 |
PL0000105433 |
101,83 |
101,90 |
4,74 |
4,70 |
101,87 |
4,72 |
WZ0115 |
PL0000106480 |
100,23 |
100,31 |
--- |
--- |
100,27 |
--- |
PS0415 |
PL0000105953 |
101,79 |
101,94 |
4,83 |
4,78 |
101,87 |
4,80 |
DS1015 |
PL0000103602 |
104,41 |
104,62 |
4,82 |
4,75 |
104,52 |
4,78 |
PS0416 |
PL0000106340 |
100,26 |
100,38 |
4,92 |
4,89 |
100,32 |
4,90 |
IZ0816 |
PL0000103529 |
103,65 |
104,05 |
--- |
--- |
103,85 |
--- |
PS1016 |
PL0000106795 |
99,14 |
99,26 |
4,96 |
4,93 |
99,20 |
4,94 |
WZ0117 |
PL0000106936 |
99,81 |
99,93 |
--- |
--- |
99,87 |
--- |
DS1017 |
PL0000104543 |
101,13 |
101,34 |
5,00 |
4,95 |
101,24 |
4,97 |
WZ0118 |
PL0000104717 |
99,46 |
99,60 |
--- |
--- |
99,53 |
--- |
DS1019 |
PL0000105441 |
101,83 |
102,09 |
5,19 |
5,15 |
101,96 |
5,17 |
DS1020 |
PL0000106126 |
99,66 |
99,88 |
5,29 |
5,26 |
99,77 |
5,28 |
WZ0121 |
PL0000106068 |
97,28 |
97,45 |
--- |
--- |
97,37 |
--- |
DS1021 |
PL0000106670 |
102,71 |
102,88 |
5,37 |
5,34 |
102,80 |
5,36 |
WS0922 |
PL0000102646 |
102,67 |
102,99 |
5,40 |
5,36 |
102,83 |
5,38 |
IZ0823 |
PL0000105359 |
99,36 |
99,78 |
--- |
--- |
99,57 |
--- |
WS0429 |
PL0000105391 |
101,73 |
102,00 |
5,59 |
5,56 |
101,87 |
5,57 |
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 |
4,500 |
4,500 |
4,500 |
500 |
TOTAL |
500 |
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 |
4,400 |
4,400 |
4,400 |
90 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,400 |
4,400 |
4,400 |
60 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,400 |
4,400 |
4,400 |
155 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,400 |
4,400 |
4,400 |
40 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,400 |
4,450 |
4,411 |
230 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,300 |
4,400 |
4,315 |
200 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
20 |
DS1015 |
PL0000103602 |
1/4 |
3 |
4,350 |
4,450 |
4,393 |
35 |
DS1017 |
PL0000104543 |
1/4 |
3 |
4,500 |
4,500 |
4,500 |
35 |
OK0712 |
PL0000105912 |
1/4 |
3 |
4,450 |
4,450 |
4,450 |
85 |
OK0113 |
PL0000106324 |
1/4 |
3 |
4,450 |
4,450 |
4,450 |
130 |
PS0416 |
PL0000106340 |
1/4 |
3 |
4,450 |
4,450 |
4,450 |
20 |
DS1021 |
PL0000106670 |
1/4 |
3 |
4,400 |
4,400 |
4,400 |
30 |
OK0114 |
PL0000106712 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
80 |
PS1016 |
PL0000106795 |
1/4 |
3 |
4,500 |
4,510 |
4,504 |
35 |
WS0922 |
PL0000102646 |
1/8 |
7 |
4,550 |
4,550 |
4,550 |
85 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,610 |
4,610 |
4,610 |
220 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,600 |
4,600 |
4,600 |
190 |
PS0414 |
PL0000105433 |
1/8 |
7 |
4,600 |
4,600 |
4,600 |
100 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,500 |
4,650 |
4,596 |
245 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,500 |
4,650 |
4,630 |
135 |
PS0416 |
PL0000106340 |
1/8 |
7 |
4,500 |
4,650 |
4,533 |
320 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,600 |
4,600 |
4,600 |
180 |
OK0114 |
PL0000106712 |
1/8 |
7 |
4,520 |
4,550 |
4,531 |
110 |
WZ0115 |
PL0000106480 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
120 |
TOTAL |
2 950 |