2012-05-15 |
MARKET DATA |
No 92 (1877) |
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 |
1 485,00 |
1 614,20 |
132 |
1 580,00 |
1 620,30 |
20 |
3 065,00 |
3 234,51 |
152 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 485,00 |
1 614,20 |
132 |
1 580,00 |
1 620,30 |
20 |
3 065,00 |
3 234,51 |
152 |
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 |
99,12 |
99,13 |
99,13 |
99,13 |
99,13 |
99,13 |
99,13 |
10 000 |
9,91 |
2 |
OK1012 |
PL0000106100 |
97,90 |
97,96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
96,75 |
96,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,38 |
100,40 |
100,38 |
100,38 |
100,37 |
100,37 |
100,37 |
30 000 |
30,21 |
2 |
OK0713 |
PL0000106563 |
94,55 |
94,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,19 |
100,26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,32 |
92,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,71 |
101,78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
90,24 |
90,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
101,75 |
101,76 |
101,77 |
101,77 |
101,77 |
101,77 |
101,77 |
5 000 |
5,11 |
1 |
DS1015 |
PL0000103602 |
104,27 |
104,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,18 |
100,12 |
100,20 |
100,20 |
100,04 |
100,16 |
100,17 |
175 000 |
175,82 |
17 |
PS1016 |
PL0000106795 |
98,99 |
98,94 |
98,95 |
99,05 |
98,94 |
99,00 |
98,99 |
360 000 |
365,94 |
26 |
DS1017 |
PL0000104543 |
100,85 |
100,80 |
100,79 |
100,79 |
100,79 |
100,79 |
100,79 |
10 000 |
10,37 |
1 |
DS1019 |
PL0000105441 |
101,60 |
101,55 |
101,65 |
101,65 |
101,50 |
101,50 |
101,56 |
40 000 |
41,85 |
3 |
DS1020 |
PL0000106126 |
99,33 |
99,15 |
99,29 |
99,32 |
99,12 |
99,12 |
99,26 |
125 000 |
127,75 |
10 |
DS1021 |
PL0000106670 |
102,27 |
101,98 |
102,25 |
102,34 |
101,97 |
102,13 |
102,12 |
335 000 |
352,90 |
36 |
WS0922 |
PL0000102646 |
102,16 |
102,05 |
102,07 |
102,10 |
101,95 |
102,09 |
102,06 |
90 000 |
95,21 |
8 |
WS0429 |
PL0000105391 |
101,08 |
101,07 |
100,90 |
100,90 |
100,90 |
100,90 |
100,90 |
10 000 |
10,12 |
1 |
WS0437 |
PL0000104857 |
82,00 |
102,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,45 |
103,38 |
103,41 |
103,46 |
103,34 |
103,34 |
103,42 |
285 000 |
378,84 |
24 |
IZ0823 |
PL0000105359 |
99,28 |
99,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,25 |
100,25 |
100,25 |
100,25 |
100,25 |
100,25 |
100,25 |
10 000 |
10,18 |
1 |
WZ0117 |
PL0000106936 |
99,70 |
99,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,35 |
99,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,21 |
97,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 485 000 |
1 614,20 |
132 |
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 |
13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
104 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
195 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
216 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
258 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
286 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
314 |
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 |
97,98 |
4,95 |
4,69 |
97,93 |
4,81 |
OK0113 |
PL0000106324 |
96,74 |
96,83 |
4,86 |
4,72 |
96,79 |
4,78 |
PS0413 |
PL0000105037 |
100,34 |
100,45 |
4,86 |
4,74 |
100,40 |
4,79 |
OK0713 |
PL0000106563 |
94,48 |
94,65 |
4,89 |
4,73 |
94,57 |
4,81 |
DS1013 |
PL0000102836 |
100,18 |
100,31 |
4,84 |
4,75 |
100,25 |
4,79 |
OK0114 |
PL0000106712 |
92,28 |
92,41 |
4,86 |
4,77 |
92,35 |
4,81 |
PS0414 |
PL0000105433 |
101,65 |
101,82 |
4,83 |
4,74 |
101,74 |
4,79 |
WZ0115 |
PL0000106480 |
100,18 |
100,30 |
--- |
--- |
100,24 |
--- |
PS0415 |
PL0000105953 |
101,67 |
101,84 |
4,87 |
4,81 |
101,76 |
4,84 |
DS1015 |
PL0000103602 |
104,24 |
104,42 |
4,87 |
4,81 |
104,33 |
4,84 |
PS0416 |
PL0000106340 |
100,15 |
100,26 |
4,95 |
4,92 |
100,21 |
4,93 |
IZ0816 |
PL0000103529 |
103,14 |
103,46 |
--- |
--- |
103,30 |
--- |
PS1016 |
PL0000106795 |
98,93 |
99,09 |
5,01 |
4,97 |
99,01 |
4,99 |
WZ0117 |
PL0000106936 |
99,66 |
99,84 |
--- |
--- |
99,75 |
--- |
DS1017 |
PL0000104543 |
100,79 |
101,08 |
5,07 |
5,01 |
100,94 |
5,04 |
WZ0118 |
PL0000104717 |
99,31 |
99,47 |
--- |
--- |
99,39 |
--- |
DS1019 |
PL0000105441 |
101,42 |
101,73 |
5,26 |
5,20 |
101,58 |
5,23 |
DS1020 |
PL0000106126 |
99,26 |
99,51 |
5,35 |
5,31 |
99,39 |
5,33 |
WZ0121 |
PL0000106068 |
97,16 |
97,34 |
--- |
--- |
97,25 |
--- |
DS1021 |
PL0000106670 |
102,18 |
102,39 |
5,44 |
5,41 |
102,29 |
5,42 |
WS0922 |
PL0000102646 |
101,99 |
102,34 |
5,48 |
5,44 |
102,17 |
5,46 |
IZ0823 |
PL0000105359 |
99,09 |
99,62 |
--- |
--- |
99,36 |
--- |
WS0429 |
PL0000105391 |
100,96 |
101,34 |
5,66 |
5,62 |
101,15 |
5,64 |
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 |
4,92 |
4,71 |
97,93 |
4,81 |
OK0113 |
PL0000106324 |
96,72 |
96,82 |
4,89 |
4,74 |
96,77 |
4,82 |
PS0413 |
PL0000105037 |
100,34 |
100,44 |
4,86 |
4,75 |
100,39 |
4,80 |
OK0713 |
PL0000106563 |
94,47 |
94,64 |
4,90 |
4,74 |
94,56 |
4,82 |
DS1013 |
PL0000102836 |
100,17 |
100,28 |
4,85 |
4,77 |
100,23 |
4,81 |
OK0114 |
PL0000106712 |
92,30 |
92,40 |
4,85 |
4,78 |
92,35 |
4,81 |
PS0414 |
PL0000105433 |
101,67 |
101,82 |
4,82 |
4,74 |
101,75 |
4,78 |
WZ0115 |
PL0000106480 |
100,17 |
100,28 |
--- |
--- |
100,23 |
--- |
PS0415 |
PL0000105953 |
101,71 |
101,80 |
4,86 |
4,83 |
101,76 |
4,84 |
DS1015 |
PL0000103602 |
104,14 |
104,37 |
4,90 |
4,83 |
104,26 |
4,86 |
PS0416 |
PL0000106340 |
100,06 |
100,20 |
4,98 |
4,94 |
100,13 |
4,96 |
IZ0816 |
PL0000103529 |
103,28 |
103,47 |
--- |
--- |
103,38 |
--- |
PS1016 |
PL0000106795 |
98,86 |
99,01 |
5,03 |
4,99 |
98,94 |
5,01 |
WZ0117 |
PL0000106936 |
99,66 |
99,84 |
--- |
--- |
99,75 |
--- |
DS1017 |
PL0000104543 |
100,64 |
100,94 |
5,10 |
5,04 |
100,79 |
5,07 |
WZ0118 |
PL0000104717 |
99,29 |
99,47 |
--- |
--- |
99,38 |
--- |
DS1019 |
PL0000105441 |
101,36 |
101,62 |
5,27 |
5,22 |
101,49 |
5,24 |
DS1020 |
PL0000106126 |
99,08 |
99,30 |
5,38 |
5,35 |
99,19 |
5,36 |
WZ0121 |
PL0000106068 |
97,12 |
97,32 |
--- |
--- |
97,22 |
--- |
DS1021 |
PL0000106670 |
101,90 |
102,10 |
5,48 |
5,45 |
102,00 |
5,46 |
WS0922 |
PL0000102646 |
101,81 |
102,10 |
5,51 |
5,47 |
101,96 |
5,49 |
IZ0823 |
PL0000105359 |
99,20 |
99,62 |
--- |
--- |
99,41 |
--- |
WS0429 |
PL0000105391 |
100,77 |
101,14 |
5,67 |
5,64 |
100,96 |
5,66 |
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 |
4,550 |
4,600 |
4,593 |
70 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
10 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
75 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
20 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
15 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
140 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
140 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,650 |
4,700 |
4,690 |
250 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
110 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
340 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,650 |
4,650 |
4,650 |
90 |
DS1019 |
PL0000105441 |
1/3 |
2 |
4,650 |
4,650 |
4,650 |
40 |
PS0416 |
PL0000106340 |
1/3 |
2 |
4,650 |
4,650 |
4,650 |
105 |
OK0114 |
PL0000106712 |
0/2 |
2 |
4,550 |
4,550 |
4,550 |
80 |
PS0416 |
PL0000106340 |
1/6 |
5 |
4,650 |
4,650 |
4,650 |
95 |
TOTAL |
1 580 |