2012-05-11 |
MARKET DATA |
No 90 (1875) |
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 |
1 232,50 |
1 256,69 |
84 |
1 205,00 |
1 247,13 |
19 |
2 437,50 |
2 503,82 |
103 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 232,50 |
1 256,69 |
84 |
1 205,00 |
1 247,13 |
19 |
2 437,50 |
2 503,82 |
103 |
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 |
99,08 |
99,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,91 |
97,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
96,75 |
96,81 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,40 |
100,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,58 |
94,62 |
94,55 |
94,55 |
94,55 |
94,55 |
94,55 |
35 000 |
33,09 |
1 |
DS1013 |
PL0000102836 |
100,26 |
100,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,37 |
92,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,81 |
101,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
90,43 |
90,37 |
90,42 |
90,42 |
90,40 |
90,40 |
90,40 |
100 000 |
90,40 |
4 |
PS0415 |
PL0000105953 |
101,90 |
101,87 |
101,85 |
101,89 |
101,85 |
101,89 |
101,88 |
20 000 |
20,44 |
3 |
DS1015 |
PL0000103602 |
104,50 |
104,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,30 |
100,26 |
100,26 |
100,30 |
100,26 |
100,29 |
100,29 |
180 000 |
181,01 |
13 |
PS1016 |
PL0000106795 |
99,24 |
99,12 |
99,20 |
99,25 |
99,12 |
99,12 |
99,19 |
265 000 |
269,84 |
16 |
DS1017 |
PL0000104543 |
101,23 |
101,19 |
101,10 |
101,22 |
101,10 |
101,15 |
101,19 |
67 500 |
70,27 |
6 |
DS1019 |
PL0000105441 |
102,05 |
101,95 |
101,95 |
102,07 |
101,95 |
101,95 |
102,05 |
255 000 |
268,00 |
18 |
DS1020 |
PL0000106126 |
99,78 |
99,74 |
99,88 |
99,88 |
99,88 |
99,88 |
99,88 |
10 000 |
10,28 |
1 |
DS1021 |
PL0000106670 |
102,77 |
102,67 |
102,62 |
102,81 |
102,62 |
102,79 |
102,73 |
200 000 |
211,84 |
16 |
WS0922 |
PL0000102646 |
102,73 |
102,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
101,80 |
101,74 |
101,79 |
101,79 |
101,70 |
101,75 |
101,75 |
35 000 |
35,72 |
3 |
WS0437 |
PL0000104857 |
80,00 |
110,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,69 |
103,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
99,66 |
99,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,25 |
100,27 |
100,24 |
100,24 |
100,24 |
100,24 |
100,24 |
20 000 |
20,35 |
1 |
WZ0117 |
PL0000106936 |
99,81 |
99,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,48 |
99,48 |
99,48 |
99,48 |
99,48 |
99,48 |
99,48 |
45 000 |
45,45 |
2 |
WZ0121 |
PL0000106068 |
97,33 |
97,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 232 500 |
1 256,69 |
84 |
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 |
15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
106 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
197 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
218 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
260 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
288 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
316 |
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 |
97,97 |
4,89 |
4,65 |
97,92 |
4,77 |
OK0113 |
PL0000106324 |
96,73 |
96,82 |
4,84 |
4,70 |
96,78 |
4,76 |
PS0413 |
PL0000105037 |
100,36 |
100,47 |
4,84 |
4,72 |
100,42 |
4,77 |
OK0713 |
PL0000106563 |
94,53 |
94,67 |
4,82 |
4,69 |
94,60 |
4,76 |
DS1013 |
PL0000102836 |
100,24 |
100,37 |
4,80 |
4,70 |
100,31 |
4,75 |
OK0114 |
PL0000106712 |
92,34 |
92,46 |
4,80 |
4,72 |
92,40 |
4,76 |
PS0414 |
PL0000105433 |
101,78 |
101,90 |
4,77 |
4,70 |
101,84 |
4,73 |
WZ0115 |
PL0000106480 |
100,21 |
100,30 |
--- |
--- |
100,26 |
--- |
PS0415 |
PL0000105953 |
101,74 |
101,92 |
4,85 |
4,78 |
101,83 |
4,82 |
DS1015 |
PL0000103602 |
104,36 |
104,57 |
4,83 |
4,77 |
104,47 |
4,80 |
PS0416 |
PL0000106340 |
100,18 |
100,29 |
4,94 |
4,91 |
100,24 |
4,93 |
IZ0816 |
PL0000103529 |
103,64 |
104,04 |
--- |
--- |
103,84 |
--- |
PS1016 |
PL0000106795 |
99,08 |
99,23 |
4,97 |
4,94 |
99,16 |
4,95 |
WZ0117 |
PL0000106936 |
99,77 |
99,90 |
--- |
--- |
99,84 |
--- |
DS1017 |
PL0000104543 |
101,04 |
101,22 |
5,02 |
4,98 |
101,13 |
5,00 |
WZ0118 |
PL0000104717 |
99,43 |
99,59 |
--- |
--- |
99,51 |
--- |
DS1019 |
PL0000105441 |
101,71 |
101,98 |
5,21 |
5,16 |
101,85 |
5,19 |
DS1020 |
PL0000106126 |
99,56 |
99,79 |
5,31 |
5,27 |
99,68 |
5,29 |
WZ0121 |
PL0000106068 |
97,28 |
97,45 |
--- |
--- |
97,37 |
--- |
DS1021 |
PL0000106670 |
102,56 |
102,72 |
5,39 |
5,37 |
102,64 |
5,38 |
WS0922 |
PL0000102646 |
102,41 |
102,78 |
5,43 |
5,38 |
102,60 |
5,41 |
IZ0823 |
PL0000105359 |
99,27 |
99,76 |
--- |
--- |
99,52 |
--- |
WS0429 |
PL0000105391 |
101,54 |
101,87 |
5,60 |
5,57 |
101,71 |
5,59 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
97,89 |
97,96 |
4,84 |
4,68 |
97,93 |
4,75 |
OK0113 |
PL0000106324 |
96,74 |
96,82 |
4,82 |
4,70 |
96,78 |
4,76 |
PS0413 |
PL0000105037 |
100,38 |
100,47 |
4,82 |
4,72 |
100,43 |
4,76 |
OK0713 |
PL0000106563 |
94,54 |
94,66 |
4,81 |
4,70 |
94,60 |
4,76 |
DS1013 |
PL0000102836 |
100,23 |
100,35 |
4,81 |
4,72 |
100,29 |
4,76 |
OK0114 |
PL0000106712 |
92,34 |
92,45 |
4,80 |
4,73 |
92,40 |
4,76 |
PS0414 |
PL0000105433 |
101,78 |
101,89 |
4,77 |
4,71 |
101,84 |
4,73 |
WZ0115 |
PL0000106480 |
100,21 |
100,30 |
--- |
--- |
100,26 |
--- |
PS0415 |
PL0000105953 |
101,81 |
101,95 |
4,82 |
4,77 |
101,88 |
4,80 |
DS1015 |
PL0000103602 |
104,47 |
104,60 |
4,80 |
4,76 |
104,54 |
4,78 |
PS0416 |
PL0000106340 |
100,24 |
100,35 |
4,93 |
4,90 |
100,30 |
4,91 |
IZ0816 |
PL0000103529 |
103,63 |
103,97 |
--- |
--- |
103,80 |
--- |
PS1016 |
PL0000106795 |
99,10 |
99,26 |
4,97 |
4,93 |
99,18 |
4,95 |
WZ0117 |
PL0000106936 |
99,77 |
99,90 |
--- |
--- |
99,84 |
--- |
DS1017 |
PL0000104543 |
101,06 |
101,24 |
5,01 |
4,97 |
101,15 |
4,99 |
WZ0118 |
PL0000104717 |
99,41 |
99,59 |
--- |
--- |
99,50 |
--- |
DS1019 |
PL0000105441 |
101,88 |
102,06 |
5,18 |
5,15 |
101,97 |
5,17 |
DS1020 |
PL0000106126 |
99,64 |
99,87 |
5,29 |
5,26 |
99,76 |
5,28 |
WZ0121 |
PL0000106068 |
97,26 |
97,44 |
--- |
--- |
97,35 |
--- |
DS1021 |
PL0000106670 |
102,67 |
102,83 |
5,37 |
5,35 |
102,75 |
5,36 |
WS0922 |
PL0000102646 |
102,58 |
102,83 |
5,41 |
5,38 |
102,71 |
5,39 |
IZ0823 |
PL0000105359 |
99,33 |
99,76 |
--- |
--- |
99,55 |
--- |
WS0429 |
PL0000105391 |
101,52 |
101,80 |
5,60 |
5,58 |
101,66 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
3/4 |
1 |
4,400 |
4,400 |
4,400 |
50 |
DS1015 |
PL0000103602 |
3/4 |
1 |
4,500 |
4,500 |
4,500 |
60 |
DS1019 |
PL0000105441 |
3/4 |
1 |
4,500 |
4,500 |
4,500 |
50 |
OK0114 |
PL0000106712 |
3/4 |
1 |
4,540 |
4,540 |
4,540 |
80 |
DS1015 |
PL0000103602 |
0/3 |
3 |
4,550 |
4,550 |
4,550 |
30 |
PS0413 |
PL0000105037 |
0/3 |
3 |
4,550 |
4,550 |
4,550 |
80 |
PS0414 |
PL0000105433 |
0/3 |
3 |
4,450 |
4,450 |
4,450 |
70 |
DS1019 |
PL0000105441 |
0/3 |
3 |
4,500 |
4,550 |
4,546 |
240 |
PS0415 |
PL0000105953 |
0/3 |
3 |
4,500 |
4,500 |
4,500 |
20 |
OK1012 |
PL0000106100 |
0/3 |
3 |
4,450 |
4,450 |
4,450 |
10 |
DS1020 |
PL0000106126 |
0/3 |
3 |
4,350 |
4,350 |
4,350 |
5 |
OK0114 |
PL0000106712 |
0/3 |
3 |
4,400 |
4,400 |
4,400 |
5 |
DS1017 |
PL0000104543 |
0/4 |
4 |
4,500 |
4,500 |
4,500 |
30 |
DS1021 |
PL0000106670 |
0/4 |
4 |
4,400 |
4,400 |
4,400 |
150 |
WZ0121 |
PL0000106068 |
0/4 |
4 |
4,400 |
4,400 |
4,400 |
40 |
DS1020 |
PL0000106126 |
4/11 |
7 |
4,550 |
4,550 |
4,550 |
145 |
DS1021 |
PL0000106670 |
3/10 |
7 |
4,450 |
4,450 |
4,450 |
140 |
TOTAL |
1 205 |