2012-05-17 |
MARKET DATA |
No 94 (1879) |
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 |
2 385,00 |
2 428,24 |
127 |
3 685,00 |
3 799,75 |
40 |
6 070,00 |
6 227,99 |
167 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 385,00 |
2 428,24 |
127 |
3 685,00 |
3 799,75 |
40 |
6 070,00 |
6 227,99 |
167 |
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 |
99,14 |
99,16 |
99,16 |
99,16 |
99,16 |
99,16 |
99,16 |
10 000 |
9,92 |
1 |
OK1012 |
PL0000106100 |
97,99 |
97,99 |
97,99 |
97,99 |
97,99 |
97,99 |
97,99 |
225 000 |
220,48 |
3 |
OK0113 |
PL0000106324 |
96,78 |
96,84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,35 |
100,42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,60 |
94,63 |
94,60 |
94,60 |
94,60 |
94,60 |
94,60 |
5 000 |
4,73 |
1 |
DS1013 |
PL0000102836 |
100,20 |
100,25 |
100,20 |
100,20 |
100,19 |
100,19 |
100,19 |
170 000 |
175,20 |
4 |
OK0114 |
PL0000106712 |
92,36 |
92,37 |
92,37 |
92,37 |
92,36 |
92,36 |
92,37 |
50 000 |
46,18 |
2 |
PS0414 |
PL0000105433 |
101,68 |
101,69 |
101,67 |
101,67 |
101,66 |
101,66 |
101,66 |
100 000 |
102,07 |
3 |
OK0714 |
PL0000107009 |
90,24 |
90,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
101,77 |
101,71 |
101,74 |
101,74 |
101,70 |
101,73 |
101,71 |
580 000 |
592,21 |
22 |
DS1015 |
PL0000103602 |
104,30 |
104,26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,16 |
100,07 |
100,10 |
100,10 |
100,05 |
100,08 |
100,07 |
225 000 |
225,96 |
16 |
PS1016 |
PL0000106795 |
99,04 |
98,90 |
99,00 |
99,00 |
98,82 |
98,82 |
98,91 |
180 000 |
182,92 |
14 |
DS1017 |
PL0000104543 |
100,85 |
100,69 |
100,88 |
100,88 |
100,65 |
100,65 |
100,70 |
105 000 |
108,89 |
6 |
DS1019 |
PL0000105441 |
101,47 |
101,35 |
101,42 |
101,42 |
101,21 |
101,21 |
101,30 |
105 000 |
109,66 |
8 |
DS1020 |
PL0000106126 |
99,22 |
99,00 |
99,22 |
99,22 |
98,95 |
98,95 |
99,10 |
135 000 |
137,83 |
11 |
DS1021 |
PL0000106670 |
102,05 |
101,79 |
101,95 |
101,95 |
101,79 |
101,80 |
101,85 |
172 500 |
181,36 |
18 |
WS0922 |
PL0000102646 |
101,91 |
101,80 |
101,88 |
101,88 |
101,64 |
101,64 |
101,79 |
50 000 |
52,79 |
6 |
WS0429 |
PL0000105391 |
100,90 |
100,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
90,00 |
95,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,23 |
103,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
99,15 |
99,30 |
99,30 |
99,30 |
99,30 |
99,30 |
99,30 |
17 500 |
20,20 |
1 |
WZ0115 |
PL0000106480 |
100,18 |
100,16 |
100,18 |
100,18 |
100,15 |
100,15 |
100,17 |
80 000 |
81,42 |
3 |
WZ0117 |
PL0000106936 |
99,65 |
99,55 |
99,65 |
99,65 |
99,60 |
99,60 |
99,64 |
105 000 |
106,31 |
4 |
WZ0118 |
PL0000104717 |
99,15 |
99,01 |
99,14 |
99,14 |
99,10 |
99,10 |
99,12 |
50 000 |
50,36 |
2 |
WZ0121 |
PL0000106068 |
97,15 |
97,02 |
97,15 |
97,15 |
97,15 |
97,15 |
97,15 |
20 000 |
19,75 |
2 |
TOTAL |
2 385 000 |
2 428,24 |
127 |
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 |
9 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
100 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
191 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
212 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
254 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
282 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
310 |
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 |
97,97 |
98,01 |
4,83 |
4,73 |
97,99 |
4,78 |
OK0113 |
PL0000106324 |
96,76 |
96,86 |
4,91 |
4,75 |
96,81 |
4,83 |
PS0413 |
PL0000105037 |
100,32 |
100,44 |
4,87 |
4,74 |
100,38 |
4,80 |
OK0713 |
PL0000106563 |
94,53 |
94,65 |
4,89 |
4,78 |
94,59 |
4,83 |
DS1013 |
PL0000102836 |
100,15 |
100,28 |
4,86 |
4,77 |
100,22 |
4,81 |
OK0114 |
PL0000106712 |
92,33 |
92,45 |
4,86 |
4,78 |
92,39 |
4,82 |
PS0414 |
PL0000105433 |
101,65 |
101,81 |
4,83 |
4,74 |
101,73 |
4,78 |
WZ0115 |
PL0000106480 |
100,14 |
100,27 |
--- |
--- |
100,21 |
--- |
PS0415 |
PL0000105953 |
101,73 |
101,90 |
4,85 |
4,79 |
101,82 |
4,82 |
DS1015 |
PL0000103602 |
104,26 |
104,44 |
4,86 |
4,80 |
104,35 |
4,83 |
PS0416 |
PL0000106340 |
100,13 |
100,35 |
4,96 |
4,89 |
100,24 |
4,93 |
IZ0816 |
PL0000103529 |
103,16 |
103,43 |
--- |
--- |
103,30 |
--- |
PS1016 |
PL0000106795 |
98,98 |
99,15 |
5,00 |
4,96 |
99,07 |
4,98 |
WZ0117 |
PL0000106936 |
99,58 |
99,73 |
--- |
--- |
99,66 |
--- |
DS1017 |
PL0000104543 |
100,79 |
101,02 |
5,07 |
5,02 |
100,91 |
5,04 |
WZ0118 |
PL0000104717 |
99,08 |
99,28 |
--- |
--- |
99,18 |
--- |
DS1019 |
PL0000105441 |
101,40 |
101,64 |
5,26 |
5,22 |
101,52 |
5,24 |
DS1020 |
PL0000106126 |
99,17 |
99,43 |
5,37 |
5,33 |
99,30 |
5,35 |
WZ0121 |
PL0000106068 |
97,09 |
97,26 |
--- |
--- |
97,18 |
--- |
DS1021 |
PL0000106670 |
102,01 |
102,26 |
5,46 |
5,43 |
102,14 |
5,44 |
WS0922 |
PL0000102646 |
101,87 |
102,20 |
5,50 |
5,46 |
102,04 |
5,48 |
IZ0823 |
PL0000105359 |
98,98 |
99,42 |
--- |
--- |
99,20 |
--- |
WS0429 |
PL0000105391 |
100,84 |
101,31 |
5,67 |
5,62 |
101,08 |
5,64 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
97,93 |
98,01 |
4,93 |
4,73 |
97,97 |
4,83 |
OK0113 |
PL0000106324 |
96,76 |
96,86 |
4,91 |
4,75 |
96,81 |
4,83 |
PS0413 |
PL0000105037 |
100,33 |
100,45 |
4,86 |
4,73 |
100,39 |
4,79 |
OK0713 |
PL0000106563 |
94,53 |
94,67 |
4,89 |
4,76 |
94,60 |
4,82 |
DS1013 |
PL0000102836 |
100,13 |
100,26 |
4,88 |
4,78 |
100,20 |
4,83 |
OK0114 |
PL0000106712 |
92,30 |
92,41 |
4,88 |
4,80 |
92,36 |
4,84 |
PS0414 |
PL0000105433 |
101,58 |
101,72 |
4,87 |
4,79 |
101,65 |
4,83 |
WZ0115 |
PL0000106480 |
100,08 |
100,21 |
--- |
--- |
100,15 |
--- |
PS0415 |
PL0000105953 |
101,62 |
101,77 |
4,89 |
4,83 |
101,70 |
4,86 |
DS1015 |
PL0000103602 |
104,09 |
104,30 |
4,91 |
4,84 |
104,20 |
4,88 |
PS0416 |
PL0000106340 |
99,93 |
100,15 |
5,01 |
4,95 |
100,04 |
4,98 |
IZ0816 |
PL0000103529 |
102,97 |
103,26 |
--- |
--- |
103,12 |
--- |
PS1016 |
PL0000106795 |
98,75 |
98,95 |
5,06 |
5,01 |
98,85 |
5,03 |
WZ0117 |
PL0000106936 |
99,43 |
99,61 |
--- |
--- |
99,52 |
--- |
DS1017 |
PL0000104543 |
100,62 |
100,86 |
5,11 |
5,05 |
100,74 |
5,08 |
WZ0118 |
PL0000104717 |
98,83 |
99,07 |
--- |
--- |
98,95 |
--- |
DS1019 |
PL0000105441 |
101,13 |
101,45 |
5,30 |
5,25 |
101,29 |
5,28 |
DS1020 |
PL0000106126 |
98,77 |
99,09 |
5,43 |
5,38 |
98,93 |
5,40 |
WZ0121 |
PL0000106068 |
96,86 |
97,10 |
--- |
--- |
96,98 |
--- |
DS1021 |
PL0000106670 |
101,65 |
101,95 |
5,51 |
5,47 |
101,80 |
5,49 |
WS0922 |
PL0000102646 |
101,57 |
101,90 |
5,54 |
5,50 |
101,74 |
5,52 |
IZ0823 |
PL0000105359 |
99,06 |
99,38 |
--- |
--- |
99,22 |
--- |
WS0429 |
PL0000105391 |
100,49 |
100,85 |
5,70 |
5,67 |
100,67 |
5,68 |
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 |
4,700 |
4,700 |
4,700 |
500 |
TOTAL |
500 |
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 |
4,600 |
4,650 |
4,626 |
85 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
80 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
70 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,650 |
4,650 |
4,650 |
140 |
DS1015 |
PL0000103602 |
1/4 |
3 |
4,600 |
4,600 |
4,600 |
40 |
DS1017 |
PL0000104543 |
1/4 |
3 |
4,600 |
4,650 |
4,614 |
180 |
OK0712 |
PL0000105912 |
1/4 |
3 |
4,600 |
4,600 |
4,600 |
100 |
PS0415 |
PL0000105953 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
20 |
DS1020 |
PL0000106126 |
1/4 |
3 |
4,600 |
4,650 |
4,630 |
50 |
OK0113 |
PL0000106324 |
1/4 |
3 |
4,600 |
4,600 |
4,600 |
55 |
PS0416 |
PL0000106340 |
1/4 |
3 |
4,600 |
4,600 |
4,600 |
125 |
DS1021 |
PL0000106670 |
1/4 |
3 |
4,600 |
4,600 |
4,600 |
170 |
OK0114 |
PL0000106712 |
1/4 |
3 |
4,650 |
4,650 |
4,650 |
15 |
PS1016 |
PL0000106795 |
1/4 |
3 |
4,550 |
4,550 |
4,550 |
40 |
PS1016 |
PL0000106795 |
0/4 |
4 |
4,600 |
4,600 |
4,600 |
120 |
WS0922 |
PL0000102646 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
70 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,650 |
4,680 |
4,675 |
500 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
320 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
260 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
70 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
210 |
PS0416 |
PL0000106340 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
325 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
140 |
TOTAL |
3 185 |