2012-05-21 |
MARKET DATA |
No 96 (1881) |
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 |
880,00 |
913,16 |
56 |
1 505,00 |
1 528,15 |
21 |
2 385,00 |
2 441,31 |
77 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
880,00 |
913,16 |
56 |
1 505,00 |
1 528,15 |
21 |
2 385,00 |
2 441,31 |
77 |
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 |
99,18 |
99,19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
98,00 |
98,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
96,85 |
96,86 |
96,85 |
96,85 |
96,85 |
96,85 |
96,85 |
25 000 |
24,21 |
1 |
PS0413 |
PL0000105037 |
100,37 |
100,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,65 |
94,69 |
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 |
92,39 |
92,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,67 |
101,73 |
101,74 |
101,74 |
101,74 |
101,74 |
101,74 |
50 000 |
51,09 |
1 |
OK0714 |
PL0000107009 |
90,22 |
90,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
101,72 |
101,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,25 |
104,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,20 |
100,19 |
100,27 |
100,27 |
100,27 |
100,27 |
100,27 |
50 000 |
50,33 |
2 |
PS1016 |
PL0000106795 |
99,10 |
99,09 |
99,11 |
99,15 |
99,11 |
99,12 |
99,12 |
45 000 |
45,84 |
5 |
PS0417 |
PL0000107058 |
98,80 |
98,78 |
98,78 |
98,85 |
98,78 |
98,85 |
98,80 |
205 000 |
203,29 |
12 |
DS1017 |
PL0000104543 |
100,89 |
100,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,60 |
101,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
99,32 |
99,27 |
99,34 |
99,49 |
99,34 |
99,49 |
99,45 |
105 000 |
107,60 |
9 |
DS1021 |
PL0000106670 |
102,20 |
102,13 |
102,15 |
102,25 |
102,15 |
102,25 |
102,22 |
145 000 |
153,02 |
12 |
WS0922 |
PL0000102646 |
102,17 |
102,13 |
102,15 |
102,25 |
102,15 |
102,25 |
102,19 |
25 000 |
26,50 |
2 |
WS0429 |
PL0000105391 |
101,00 |
100,77 |
100,89 |
101,05 |
100,89 |
101,05 |
100,95 |
25 000 |
25,35 |
2 |
WS0437 |
PL0000104857 |
90,00 |
102,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,01 |
103,02 |
103,05 |
103,05 |
102,98 |
102,98 |
102,99 |
60 000 |
79,54 |
3 |
IZ0823 |
PL0000105359 |
99,15 |
99,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,04 |
100,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,36 |
99,35 |
99,35 |
99,43 |
99,35 |
99,43 |
99,40 |
120 000 |
121,24 |
5 |
WZ0118 |
PL0000104717 |
98,94 |
98,90 |
98,92 |
98,97 |
98,92 |
98,97 |
98,94 |
25 000 |
25,14 |
2 |
WZ0121 |
PL0000106068 |
96,82 |
96,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
880 000 |
913,16 |
56 |
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 |
7 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
189 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
210 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
252 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
280 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
308 |
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 |
98,08 |
4,89 |
4,62 |
98,03 |
4,75 |
OK0113 |
PL0000106324 |
96,82 |
96,87 |
4,85 |
4,77 |
96,85 |
4,81 |
PS0413 |
PL0000105037 |
100,35 |
100,44 |
4,83 |
4,73 |
100,40 |
4,78 |
OK0713 |
PL0000106563 |
94,61 |
94,73 |
4,84 |
4,73 |
94,67 |
4,78 |
DS1013 |
PL0000102836 |
100,15 |
100,27 |
4,86 |
4,77 |
100,21 |
4,82 |
OK0114 |
PL0000106712 |
92,34 |
92,46 |
4,87 |
4,79 |
92,40 |
4,83 |
PS0414 |
PL0000105433 |
101,62 |
101,75 |
4,84 |
4,77 |
101,69 |
4,80 |
WZ0115 |
PL0000106480 |
99,95 |
100,08 |
--- |
--- |
100,02 |
--- |
PS0415 |
PL0000105953 |
101,65 |
101,86 |
4,88 |
4,80 |
101,76 |
4,84 |
DS1015 |
PL0000103602 |
104,16 |
104,39 |
4,89 |
4,81 |
104,28 |
4,85 |
PS0416 |
PL0000106340 |
100,07 |
100,26 |
4,97 |
4,92 |
100,17 |
4,95 |
IZ0816 |
PL0000103529 |
102,78 |
103,09 |
--- |
--- |
102,94 |
--- |
PS1016 |
PL0000106795 |
98,90 |
99,15 |
5,02 |
4,96 |
99,03 |
4,99 |
WZ0117 |
PL0000106936 |
99,25 |
99,40 |
--- |
--- |
99,33 |
--- |
DS1017 |
PL0000104543 |
100,81 |
101,06 |
5,06 |
5,01 |
100,94 |
5,04 |
WZ0118 |
PL0000104717 |
98,74 |
98,98 |
--- |
--- |
98,86 |
--- |
DS1019 |
PL0000105441 |
101,38 |
101,66 |
5,26 |
5,22 |
101,52 |
5,24 |
DS1020 |
PL0000106126 |
99,12 |
99,36 |
5,37 |
5,34 |
99,24 |
5,36 |
WZ0121 |
PL0000106068 |
96,62 |
96,92 |
--- |
--- |
96,77 |
--- |
DS1021 |
PL0000106670 |
102,00 |
102,33 |
5,46 |
5,42 |
102,17 |
5,44 |
WS0922 |
PL0000102646 |
102,02 |
102,25 |
5,48 |
5,45 |
102,14 |
5,47 |
IZ0823 |
PL0000105359 |
98,83 |
99,37 |
--- |
--- |
99,10 |
--- |
WS0429 |
PL0000105391 |
100,63 |
101,07 |
5,69 |
5,65 |
100,85 |
5,67 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
97,98 |
98,06 |
4,87 |
4,67 |
98,02 |
4,77 |
OK0113 |
PL0000106324 |
96,84 |
96,88 |
4,82 |
4,76 |
96,86 |
4,79 |
PS0413 |
PL0000105037 |
100,34 |
100,42 |
4,85 |
4,76 |
100,38 |
4,80 |
OK0713 |
PL0000106563 |
94,64 |
94,75 |
4,81 |
4,71 |
94,70 |
4,75 |
DS1013 |
PL0000102836 |
100,16 |
100,28 |
4,86 |
4,77 |
100,22 |
4,81 |
OK0114 |
PL0000106712 |
92,37 |
92,49 |
4,85 |
4,77 |
92,43 |
4,81 |
PS0414 |
PL0000105433 |
101,64 |
101,78 |
4,83 |
4,75 |
101,71 |
4,79 |
WZ0115 |
PL0000106480 |
100,00 |
100,12 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
101,67 |
101,86 |
4,87 |
4,80 |
101,77 |
4,83 |
DS1015 |
PL0000103602 |
104,21 |
104,45 |
4,87 |
4,80 |
104,33 |
4,83 |
PS0416 |
PL0000106340 |
100,16 |
100,30 |
4,95 |
4,91 |
100,23 |
4,93 |
IZ0816 |
PL0000103529 |
102,94 |
103,15 |
--- |
--- |
103,05 |
--- |
PS1016 |
PL0000106795 |
99,02 |
99,25 |
4,99 |
4,93 |
99,14 |
4,96 |
WZ0117 |
PL0000106936 |
99,31 |
99,48 |
--- |
--- |
99,40 |
--- |
DS1017 |
PL0000104543 |
100,84 |
101,15 |
5,06 |
4,99 |
101,00 |
5,02 |
WZ0118 |
PL0000104717 |
98,83 |
99,09 |
--- |
--- |
98,96 |
--- |
DS1019 |
PL0000105441 |
101,51 |
101,82 |
5,24 |
5,19 |
101,67 |
5,21 |
DS1020 |
PL0000106126 |
99,26 |
99,56 |
5,35 |
5,31 |
99,41 |
5,33 |
WZ0121 |
PL0000106068 |
96,77 |
97,04 |
--- |
--- |
96,91 |
--- |
DS1021 |
PL0000106670 |
102,15 |
102,40 |
5,44 |
5,41 |
102,28 |
5,43 |
WS0922 |
PL0000102646 |
102,07 |
102,36 |
5,47 |
5,44 |
102,22 |
5,46 |
IZ0823 |
PL0000105359 |
99,04 |
99,43 |
--- |
--- |
99,24 |
--- |
WS0429 |
PL0000105391 |
100,78 |
101,26 |
5,67 |
5,63 |
101,02 |
5,65 |
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 |
4,200 |
4,200 |
4,200 |
600 |
TOTAL |
600 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
40 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,400 |
4,400 |
4,400 |
10 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
40 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
25 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,400 |
4,400 |
4,400 |
140 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
10 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
120 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
45 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
90 |
PS1016 |
PL0000106795 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
50 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
50 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
20 |
DS1015 |
PL0000103602 |
0/2 |
2 |
4,450 |
4,450 |
4,450 |
20 |
PS0413 |
PL0000105037 |
0/2 |
2 |
4,450 |
4,450 |
4,450 |
80 |
PS0414 |
PL0000105433 |
1/3 |
2 |
4,250 |
4,250 |
4,250 |
25 |
DS1019 |
PL0000105441 |
1/3 |
2 |
4,250 |
4,250 |
4,250 |
10 |
PS0415 |
PL0000105953 |
0/2 |
2 |
4,400 |
4,400 |
4,400 |
80 |
OK1012 |
PL0000106100 |
1/4 |
3 |
4,300 |
4,300 |
4,300 |
35 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
15 |
TOTAL |
905 |