2012-05-14 |
MARKET DATA |
No 91 (1876) |
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 |
2 867,50 |
3 016,57 |
181 |
2 450,00 |
2 513,22 |
24 |
5 317,50 |
5 529,79 |
205 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 867,50 |
3 016,57 |
181 |
2 450,00 |
2 513,22 |
24 |
5 317,50 |
5 529,79 |
205 |
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 |
99,09 |
99,10 |
99,09 |
99,10 |
99,09 |
99,10 |
99,09 |
50 000 |
49,55 |
3 |
OK1012 |
PL0000106100 |
97,91 |
97,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
96,74 |
96,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,36 |
100,36 |
100,35 |
100,36 |
100,34 |
100,34 |
100,35 |
295 000 |
296,93 |
7 |
OK0713 |
PL0000106563 |
94,55 |
94,60 |
94,55 |
94,55 |
94,54 |
94,54 |
94,54 |
172 500 |
163,09 |
4 |
DS1013 |
PL0000102836 |
100,23 |
100,25 |
100,23 |
100,25 |
100,23 |
100,25 |
100,24 |
27 500 |
28,34 |
2 |
OK0114 |
PL0000106712 |
92,33 |
92,37 |
92,33 |
92,33 |
92,30 |
92,30 |
92,31 |
95 000 |
87,70 |
2 |
PS0414 |
PL0000105433 |
101,75 |
101,76 |
101,75 |
101,75 |
101,74 |
101,74 |
101,75 |
90 000 |
91,87 |
3 |
OK0714 |
PL0000107009 |
90,46 |
90,28 |
90,41 |
90,41 |
90,38 |
90,38 |
90,39 |
85 000 |
76,83 |
5 |
PS0415 |
PL0000105953 |
101,80 |
101,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,40 |
104,30 |
104,40 |
104,40 |
104,38 |
104,38 |
104,40 |
40 000 |
43,16 |
4 |
PS0416 |
PL0000106340 |
100,23 |
100,08 |
100,15 |
100,15 |
100,07 |
100,07 |
100,13 |
155 000 |
155,65 |
10 |
PS1016 |
PL0000106795 |
99,00 |
98,90 |
98,92 |
98,93 |
98,83 |
98,86 |
98,88 |
380 000 |
385,79 |
22 |
DS1017 |
PL0000104543 |
100,94 |
100,90 |
100,94 |
100,94 |
100,85 |
100,85 |
100,89 |
147 500 |
153,13 |
11 |
DS1019 |
PL0000105441 |
101,68 |
101,50 |
101,64 |
101,64 |
101,45 |
101,45 |
101,56 |
225 000 |
235,41 |
16 |
DS1020 |
PL0000106126 |
99,50 |
99,20 |
99,50 |
99,50 |
99,28 |
99,28 |
99,34 |
100 000 |
102,27 |
8 |
DS1021 |
PL0000106670 |
102,45 |
102,12 |
102,45 |
102,45 |
102,08 |
102,08 |
102,29 |
565 000 |
596,04 |
49 |
WS0922 |
PL0000102646 |
102,50 |
102,09 |
102,39 |
102,39 |
102,04 |
102,04 |
102,21 |
70 000 |
74,14 |
7 |
WS0429 |
PL0000105391 |
101,28 |
101,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
83,00 |
103,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,70 |
103,40 |
103,70 |
103,70 |
103,35 |
103,35 |
103,49 |
325 000 |
432,20 |
25 |
IZ0823 |
PL0000105359 |
99,46 |
99,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,23 |
100,26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,79 |
99,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,46 |
99,42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,30 |
97,28 |
97,30 |
97,30 |
97,29 |
97,29 |
97,29 |
45 000 |
44,48 |
3 |
TOTAL |
2 867 500 |
3 016,57 |
181 |
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 |
14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
105 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
196 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
217 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
259 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
287 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
315 |
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 |
97,89 |
97,98 |
4,87 |
4,66 |
97,94 |
4,75 |
OK0113 |
PL0000106324 |
96,73 |
96,83 |
4,86 |
4,70 |
96,78 |
4,78 |
PS0413 |
PL0000105037 |
100,33 |
100,42 |
4,87 |
4,77 |
100,38 |
4,81 |
OK0713 |
PL0000106563 |
94,53 |
94,67 |
4,83 |
4,70 |
94,60 |
4,77 |
DS1013 |
PL0000102836 |
100,21 |
100,35 |
4,82 |
4,72 |
100,28 |
4,77 |
OK0114 |
PL0000106712 |
92,31 |
92,44 |
4,83 |
4,74 |
92,38 |
4,78 |
PS0414 |
PL0000105433 |
101,67 |
101,82 |
4,82 |
4,74 |
101,75 |
4,78 |
WZ0115 |
PL0000106480 |
100,20 |
100,30 |
--- |
--- |
100,25 |
--- |
PS0415 |
PL0000105953 |
101,72 |
101,88 |
4,86 |
4,80 |
101,80 |
4,83 |
DS1015 |
PL0000103602 |
104,30 |
104,48 |
4,85 |
4,79 |
104,39 |
4,82 |
PS0416 |
PL0000106340 |
100,12 |
100,28 |
4,96 |
4,91 |
100,20 |
4,94 |
IZ0816 |
PL0000103529 |
103,61 |
103,95 |
--- |
--- |
103,78 |
--- |
PS1016 |
PL0000106795 |
98,92 |
99,13 |
5,02 |
4,96 |
99,03 |
4,99 |
WZ0117 |
PL0000106936 |
99,75 |
99,89 |
--- |
--- |
99,82 |
--- |
DS1017 |
PL0000104543 |
100,91 |
101,14 |
5,04 |
5,00 |
101,03 |
5,02 |
WZ0118 |
PL0000104717 |
99,41 |
99,58 |
--- |
--- |
99,50 |
--- |
DS1019 |
PL0000105441 |
101,60 |
101,84 |
5,23 |
5,19 |
101,72 |
5,21 |
DS1020 |
PL0000106126 |
99,31 |
99,55 |
5,34 |
5,31 |
99,43 |
5,33 |
WZ0121 |
PL0000106068 |
97,25 |
97,45 |
--- |
--- |
97,35 |
--- |
DS1021 |
PL0000106670 |
102,28 |
102,40 |
5,43 |
5,41 |
102,34 |
5,42 |
WS0922 |
PL0000102646 |
102,25 |
102,45 |
5,45 |
5,43 |
102,35 |
5,44 |
IZ0823 |
PL0000105359 |
99,19 |
99,71 |
--- |
--- |
99,45 |
--- |
WS0429 |
PL0000105391 |
101,03 |
101,57 |
5,65 |
5,60 |
101,30 |
5,62 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
97,88 |
97,97 |
4,89 |
4,68 |
97,93 |
4,78 |
OK0113 |
PL0000106324 |
96,72 |
96,82 |
4,87 |
4,72 |
96,77 |
4,80 |
PS0413 |
PL0000105037 |
100,34 |
100,43 |
4,86 |
4,76 |
100,39 |
4,80 |
OK0713 |
PL0000106563 |
94,48 |
94,62 |
4,88 |
4,75 |
94,55 |
4,81 |
DS1013 |
PL0000102836 |
100,21 |
100,28 |
4,82 |
4,77 |
100,25 |
4,79 |
OK0114 |
PL0000106712 |
92,27 |
92,41 |
4,86 |
4,76 |
92,34 |
4,81 |
PS0414 |
PL0000105433 |
101,63 |
101,81 |
4,85 |
4,75 |
101,72 |
4,80 |
WZ0115 |
PL0000106480 |
100,18 |
100,29 |
--- |
--- |
100,24 |
--- |
PS0415 |
PL0000105953 |
101,68 |
101,79 |
4,87 |
4,83 |
101,74 |
4,85 |
DS1015 |
PL0000103602 |
104,17 |
104,41 |
4,89 |
4,81 |
104,29 |
4,85 |
PS0416 |
PL0000106340 |
100,07 |
100,19 |
4,97 |
4,94 |
100,13 |
4,96 |
IZ0816 |
PL0000103529 |
103,27 |
103,50 |
--- |
--- |
103,39 |
--- |
PS1016 |
PL0000106795 |
98,86 |
99,03 |
5,03 |
4,99 |
98,95 |
5,01 |
WZ0117 |
PL0000106936 |
99,66 |
99,83 |
--- |
--- |
99,75 |
--- |
DS1017 |
PL0000104543 |
100,69 |
100,94 |
5,09 |
5,04 |
100,82 |
5,06 |
WZ0118 |
PL0000104717 |
99,31 |
99,46 |
--- |
--- |
99,39 |
--- |
DS1019 |
PL0000105441 |
101,43 |
101,61 |
5,25 |
5,22 |
101,52 |
5,24 |
DS1020 |
PL0000106126 |
99,06 |
99,34 |
5,38 |
5,34 |
99,20 |
5,36 |
WZ0121 |
PL0000106068 |
97,17 |
97,34 |
--- |
--- |
97,26 |
--- |
DS1021 |
PL0000106670 |
102,02 |
102,20 |
5,46 |
5,44 |
102,11 |
5,45 |
WS0922 |
PL0000102646 |
101,87 |
102,18 |
5,50 |
5,46 |
102,03 |
5,48 |
IZ0823 |
PL0000105359 |
99,21 |
99,62 |
--- |
--- |
99,42 |
--- |
WS0429 |
PL0000105391 |
100,88 |
101,28 |
5,66 |
5,63 |
101,08 |
5,64 |
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 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
40 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
65 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
65 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
40 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
25 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
90 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
125 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
190 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,550 |
4,600 |
4,595 |
330 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
100 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
345 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
70 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
250 |
OK0712 |
PL0000105912 |
0/2 |
2 |
4,600 |
4,600 |
4,600 |
85 |
DS1020 |
PL0000106126 |
0/2 |
2 |
4,650 |
4,650 |
4,650 |
150 |
OK0113 |
PL0000106324 |
0/2 |
2 |
4,600 |
4,600 |
4,600 |
60 |
DS1021 |
PL0000106670 |
0/2 |
2 |
4,550 |
4,550 |
4,550 |
50 |
PS0414 |
PL0000105433 |
2/9 |
7 |
4,650 |
4,650 |
4,650 |
160 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,630 |
4,630 |
4,630 |
200 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
10 |
TOTAL |
2 450 |