2012-05-18 |
MARKET DATA |
No 95 (1880) |
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 |
3 812,50 |
3 893,66 |
235 |
1 010,00 |
1 024,29 |
17 |
4 822,50 |
4 917,95 |
252 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
3 812,50 |
3 893,66 |
235 |
1 010,00 |
1 024,29 |
17 |
4 822,50 |
4 917,95 |
252 |
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 |
99,16 |
99,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
98,04 |
98,00 |
98,02 |
98,02 |
98,01 |
98,01 |
98,02 |
35 000 |
34,31 |
4 |
OK0113 |
PL0000106324 |
96,83 |
96,82 |
96,84 |
96,84 |
96,81 |
96,81 |
96,82 |
140 000 |
135,54 |
5 |
PS0413 |
PL0000105037 |
100,37 |
100,42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,57 |
94,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,20 |
100,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,35 |
92,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,63 |
101,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
90,16 |
90,15 |
90,10 |
90,15 |
90,10 |
90,15 |
90,14 |
85 000 |
76,62 |
4 |
PS0415 |
PL0000105953 |
101,70 |
101,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,19 |
104,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,15 |
100,09 |
100,19 |
100,19 |
100,13 |
100,13 |
100,15 |
95 000 |
95,50 |
5 |
PS1016 |
PL0000106795 |
98,95 |
98,82 |
98,75 |
98,98 |
98,73 |
98,98 |
98,90 |
662 500 |
673,26 |
40 |
DS1017 |
PL0000104543 |
100,85 |
100,70 |
100,74 |
100,91 |
100,74 |
100,91 |
100,80 |
70 000 |
72,67 |
3 |
DS1019 |
PL0000105441 |
101,39 |
101,18 |
101,25 |
101,46 |
101,25 |
101,46 |
101,38 |
25 000 |
26,13 |
2 |
DS1020 |
PL0000106126 |
99,16 |
98,90 |
98,80 |
99,18 |
98,80 |
99,10 |
99,04 |
100 000 |
102,05 |
9 |
DS1021 |
PL0000106670 |
102,00 |
101,70 |
101,62 |
102,10 |
101,62 |
102,10 |
101,90 |
225 000 |
236,70 |
20 |
WS0922 |
PL0000102646 |
101,96 |
101,78 |
101,55 |
101,97 |
101,55 |
101,91 |
101,88 |
255 000 |
269,49 |
18 |
WS0429 |
PL0000105391 |
100,65 |
100,52 |
100,58 |
100,68 |
100,31 |
100,68 |
100,53 |
105 000 |
106,00 |
11 |
WS0437 |
PL0000104857 |
80,00 |
110,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,01 |
102,98 |
102,98 |
102,98 |
102,98 |
102,98 |
102,98 |
115 000 |
152,41 |
5 |
IZ0823 |
PL0000105359 |
99,00 |
99,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,13 |
100,00 |
100,12 |
100,12 |
99,96 |
100,02 |
100,01 |
290 000 |
294,73 |
18 |
WZ0117 |
PL0000106936 |
99,45 |
99,20 |
99,45 |
99,45 |
99,19 |
99,28 |
99,30 |
1 052 500 |
1 062,26 |
52 |
WZ0118 |
PL0000104717 |
98,86 |
98,62 |
98,82 |
98,90 |
98,61 |
98,90 |
98,75 |
377 500 |
378,91 |
24 |
WZ0121 |
PL0000106068 |
96,88 |
96,65 |
96,83 |
96,90 |
96,59 |
96,85 |
96,76 |
180 000 |
177,09 |
15 |
TOTAL |
3 812 500 |
3 893,66 |
235 |
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 |
8 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
190 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
211 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
253 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
281 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
309 |
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 |
97,92 |
98,04 |
4,98 |
4,69 |
97,98 |
4,84 |
OK0113 |
PL0000106324 |
96,76 |
96,85 |
4,93 |
4,79 |
96,81 |
4,85 |
PS0413 |
PL0000105037 |
100,27 |
100,46 |
4,93 |
4,71 |
100,37 |
4,81 |
OK0713 |
PL0000106563 |
94,50 |
94,69 |
4,93 |
4,75 |
94,60 |
4,84 |
DS1013 |
PL0000102836 |
100,13 |
100,28 |
4,88 |
4,77 |
100,21 |
4,82 |
OK0114 |
PL0000106712 |
92,29 |
92,43 |
4,89 |
4,80 |
92,36 |
4,85 |
PS0414 |
PL0000105433 |
101,57 |
101,76 |
4,87 |
4,77 |
101,67 |
4,82 |
WZ0115 |
PL0000106480 |
100,07 |
100,17 |
--- |
--- |
100,12 |
--- |
PS0415 |
PL0000105953 |
101,55 |
101,75 |
4,91 |
4,84 |
101,65 |
4,88 |
DS1015 |
PL0000103602 |
104,03 |
104,27 |
4,93 |
4,85 |
104,15 |
4,89 |
PS0416 |
PL0000106340 |
99,90 |
100,13 |
5,02 |
4,96 |
100,02 |
4,99 |
IZ0816 |
PL0000103529 |
102,88 |
103,25 |
--- |
--- |
103,07 |
--- |
PS1016 |
PL0000106795 |
98,69 |
98,86 |
5,08 |
5,03 |
98,78 |
5,05 |
WZ0117 |
PL0000106936 |
99,40 |
99,58 |
--- |
--- |
99,49 |
--- |
DS1017 |
PL0000104543 |
100,48 |
100,78 |
5,14 |
5,07 |
100,63 |
5,10 |
WZ0118 |
PL0000104717 |
98,79 |
99,02 |
--- |
--- |
98,91 |
--- |
DS1019 |
PL0000105441 |
100,96 |
101,29 |
5,33 |
5,28 |
101,13 |
5,30 |
DS1020 |
PL0000106126 |
98,65 |
98,99 |
5,44 |
5,39 |
98,82 |
5,42 |
WZ0121 |
PL0000106068 |
96,77 |
97,05 |
--- |
--- |
96,91 |
--- |
DS1021 |
PL0000106670 |
101,52 |
101,79 |
5,53 |
5,49 |
101,66 |
5,51 |
WS0922 |
PL0000102646 |
101,49 |
101,84 |
5,55 |
5,50 |
101,67 |
5,53 |
IZ0823 |
PL0000105359 |
98,89 |
99,39 |
--- |
--- |
99,14 |
--- |
WS0429 |
PL0000105391 |
100,26 |
100,61 |
5,72 |
5,69 |
100,44 |
5,70 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
97,98 |
98,05 |
4,84 |
4,67 |
98,02 |
4,74 |
OK0113 |
PL0000106324 |
96,81 |
96,85 |
4,85 |
4,79 |
96,83 |
4,82 |
PS0413 |
PL0000105037 |
100,35 |
100,43 |
4,84 |
4,75 |
100,39 |
4,79 |
OK0713 |
PL0000106563 |
94,56 |
94,68 |
4,87 |
4,76 |
94,62 |
4,82 |
DS1013 |
PL0000102836 |
100,18 |
100,27 |
4,84 |
4,77 |
100,23 |
4,80 |
OK0114 |
PL0000106712 |
92,33 |
92,44 |
4,87 |
4,79 |
92,39 |
4,83 |
PS0414 |
PL0000105433 |
101,61 |
101,74 |
4,85 |
4,78 |
101,68 |
4,81 |
WZ0115 |
PL0000106480 |
99,92 |
100,07 |
--- |
--- |
100,00 |
--- |
PS0415 |
PL0000105953 |
101,67 |
101,84 |
4,87 |
4,81 |
101,76 |
4,84 |
DS1015 |
PL0000103602 |
104,16 |
104,37 |
4,89 |
4,82 |
104,27 |
4,85 |
PS0416 |
PL0000106340 |
100,11 |
100,30 |
4,96 |
4,91 |
100,21 |
4,93 |
IZ0816 |
PL0000103529 |
102,88 |
103,06 |
--- |
--- |
102,97 |
--- |
PS1016 |
PL0000106795 |
98,91 |
99,13 |
5,02 |
4,96 |
99,02 |
4,99 |
WZ0117 |
PL0000106936 |
99,22 |
99,46 |
--- |
--- |
99,34 |
--- |
DS1017 |
PL0000104543 |
100,76 |
100,98 |
5,08 |
5,03 |
100,87 |
5,05 |
WZ0118 |
PL0000104717 |
98,72 |
98,97 |
--- |
--- |
98,85 |
--- |
DS1019 |
PL0000105441 |
101,33 |
101,59 |
5,27 |
5,23 |
101,46 |
5,25 |
DS1020 |
PL0000106126 |
99,09 |
99,34 |
5,38 |
5,34 |
99,22 |
5,36 |
WZ0121 |
PL0000106068 |
96,69 |
96,97 |
--- |
--- |
96,83 |
--- |
DS1021 |
PL0000106670 |
101,95 |
102,15 |
5,47 |
5,44 |
102,05 |
5,46 |
WS0922 |
PL0000102646 |
101,88 |
102,19 |
5,50 |
5,46 |
102,04 |
5,48 |
IZ0823 |
PL0000105359 |
98,90 |
99,39 |
--- |
--- |
99,15 |
--- |
WS0429 |
PL0000105391 |
100,48 |
100,78 |
5,70 |
5,67 |
100,63 |
5,69 |
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 |
3/4 |
1 |
4,650 |
4,650 |
4,650 |
200 |
TOTAL |
200 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1013 |
PL0000102836 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
10 |
DS1015 |
PL0000103602 |
3/4 |
1 |
4,550 |
4,550 |
4,550 |
40 |
DS1019 |
PL0000105441 |
3/4 |
1 |
4,550 |
4,550 |
4,550 |
30 |
DS1020 |
PL0000106126 |
3/4 |
1 |
4,600 |
4,600 |
4,600 |
20 |
OK0113 |
PL0000106324 |
3/4 |
1 |
4,650 |
4,650 |
4,650 |
60 |
DS1017 |
PL0000104543 |
3/5 |
2 |
4,600 |
4,600 |
4,600 |
60 |
DS1019 |
PL0000105441 |
0/3 |
3 |
4,600 |
4,600 |
4,600 |
95 |
DS1020 |
PL0000106126 |
0/4 |
4 |
4,500 |
4,500 |
4,500 |
320 |
DS1015 |
PL0000103602 |
3/10 |
7 |
4,600 |
4,600 |
4,600 |
25 |
OK1012 |
PL0000106100 |
3/10 |
7 |
4,600 |
4,600 |
4,600 |
30 |
PS0416 |
PL0000106340 |
4/11 |
7 |
4,450 |
4,500 |
4,471 |
95 |
DS1021 |
PL0000106670 |
3/10 |
7 |
4,600 |
4,600 |
4,600 |
25 |
TOTAL |
810 |