2012-05-22 |
MARKET DATA |
No 97 (1882) |
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 |
3 235,00 |
3 211,06 |
150 |
2 655,00 |
2 734,74 |
29 |
5 890,00 |
5 945,81 |
179 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
3 235,00 |
3 211,06 |
150 |
2 655,00 |
2 734,74 |
29 |
5 890,00 |
5 945,81 |
179 |
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 |
99,19 |
99,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
98,02 |
98,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
96,92 |
96,89 |
96,90 |
96,92 |
96,90 |
96,92 |
96,92 |
1 395 000 |
1 351,97 |
22 |
PS0413 |
PL0000105037 |
100,38 |
100,40 |
100,42 |
100,42 |
100,42 |
100,42 |
100,42 |
25 000 |
25,21 |
1 |
OK0713 |
PL0000106563 |
94,69 |
94,71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,24 |
100,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,45 |
92,46 |
92,47 |
92,48 |
92,47 |
92,48 |
92,48 |
225 000 |
208,08 |
4 |
PS0414 |
PL0000105433 |
101,72 |
101,74 |
101,76 |
101,77 |
101,74 |
101,74 |
101,75 |
130 000 |
132,87 |
6 |
OK0714 |
PL0000107009 |
90,33 |
90,35 |
90,33 |
90,33 |
90,33 |
90,33 |
90,33 |
20 000 |
18,07 |
2 |
PS0415 |
PL0000105953 |
101,80 |
101,82 |
101,84 |
101,84 |
101,84 |
101,84 |
101,84 |
35 000 |
35,80 |
2 |
DS1015 |
PL0000103602 |
104,32 |
104,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,28 |
100,25 |
100,28 |
100,28 |
100,24 |
100,27 |
100,26 |
250 000 |
251,65 |
17 |
PS1016 |
PL0000106795 |
99,21 |
99,19 |
99,24 |
99,25 |
99,15 |
99,15 |
99,22 |
167 500 |
170,80 |
15 |
PS0417 |
PL0000107058 |
98,87 |
98,83 |
98,87 |
98,90 |
98,80 |
98,84 |
98,85 |
195 000 |
193,49 |
16 |
DS1017 |
PL0000104543 |
101,01 |
100,93 |
100,98 |
100,98 |
100,91 |
100,98 |
100,96 |
140 000 |
145,60 |
12 |
DS1019 |
PL0000105441 |
101,66 |
101,58 |
101,55 |
101,58 |
101,54 |
101,58 |
101,56 |
35 000 |
36,66 |
3 |
DS1020 |
PL0000106126 |
99,49 |
99,38 |
99,57 |
99,57 |
99,44 |
99,45 |
99,46 |
97 500 |
99,94 |
11 |
DS1021 |
PL0000106670 |
102,40 |
102,27 |
102,43 |
102,43 |
102,31 |
102,33 |
102,37 |
110 000 |
116,28 |
9 |
WS0922 |
PL0000102646 |
102,35 |
102,20 |
102,26 |
102,37 |
102,17 |
102,37 |
102,31 |
155 000 |
164,53 |
14 |
WS0429 |
PL0000105391 |
101,13 |
101,10 |
101,10 |
101,20 |
101,10 |
101,20 |
101,13 |
15 000 |
15,24 |
2 |
WS0437 |
PL0000104857 |
83,00 |
103,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,05 |
103,09 |
103,10 |
103,10 |
103,09 |
103,09 |
103,09 |
15 000 |
19,91 |
2 |
IZ0823 |
PL0000105359 |
99,20 |
99,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,07 |
100,05 |
100,05 |
100,05 |
100,05 |
100,05 |
100,05 |
50 000 |
50,85 |
1 |
WZ0117 |
PL0000106936 |
99,44 |
99,43 |
99,45 |
99,46 |
99,45 |
99,45 |
99,45 |
30 000 |
30,33 |
3 |
WZ0118 |
PL0000104717 |
99,02 |
98,99 |
98,99 |
99,01 |
98,99 |
99,01 |
99,00 |
40 000 |
40,26 |
3 |
WZ0121 |
PL0000106068 |
96,99 |
95,99 |
97,05 |
97,05 |
96,92 |
96,96 |
96,97 |
105 000 |
103,55 |
5 |
TOTAL |
3 235 000 |
3 211,06 |
150 |
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 |
6 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
188 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
209 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
251 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
279 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
307 |
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 |
97,99 |
98,10 |
4,88 |
4,60 |
98,05 |
4,73 |
OK0113 |
PL0000106324 |
96,83 |
96,92 |
4,86 |
4,72 |
96,88 |
4,78 |
PS0413 |
PL0000105037 |
100,35 |
100,49 |
4,83 |
4,68 |
100,42 |
4,75 |
OK0713 |
PL0000106563 |
94,67 |
94,79 |
4,79 |
4,68 |
94,73 |
4,74 |
DS1013 |
PL0000102836 |
100,17 |
100,32 |
4,85 |
4,74 |
100,25 |
4,79 |
OK0114 |
PL0000106712 |
92,40 |
92,51 |
4,84 |
4,76 |
92,46 |
4,79 |
PS0414 |
PL0000105433 |
101,67 |
101,77 |
4,81 |
4,76 |
101,72 |
4,79 |
WZ0115 |
PL0000106480 |
100,02 |
100,13 |
--- |
--- |
100,08 |
--- |
PS0415 |
PL0000105953 |
101,74 |
101,94 |
4,84 |
4,77 |
101,84 |
4,81 |
DS1015 |
PL0000103602 |
104,27 |
104,51 |
4,85 |
4,78 |
104,39 |
4,81 |
PS0416 |
PL0000106340 |
100,25 |
100,39 |
4,92 |
4,88 |
100,32 |
4,90 |
IZ0816 |
PL0000103529 |
102,95 |
103,24 |
--- |
--- |
103,10 |
--- |
PS1016 |
PL0000106795 |
99,17 |
99,30 |
4,95 |
4,92 |
99,24 |
4,93 |
WZ0117 |
PL0000106936 |
99,34 |
99,54 |
--- |
--- |
99,44 |
--- |
DS1017 |
PL0000104543 |
100,98 |
101,14 |
5,03 |
4,99 |
101,06 |
5,01 |
WZ0118 |
PL0000104717 |
98,94 |
99,17 |
--- |
--- |
99,06 |
--- |
DS1019 |
PL0000105441 |
101,62 |
101,90 |
5,22 |
5,18 |
101,76 |
5,20 |
DS1020 |
PL0000106126 |
99,44 |
99,59 |
5,33 |
5,30 |
99,52 |
5,31 |
WZ0121 |
PL0000106068 |
96,91 |
97,11 |
--- |
--- |
97,01 |
--- |
DS1021 |
PL0000106670 |
102,30 |
102,55 |
5,42 |
5,39 |
102,43 |
5,40 |
WS0922 |
PL0000102646 |
102,22 |
102,53 |
5,46 |
5,42 |
102,38 |
5,44 |
IZ0823 |
PL0000105359 |
99,06 |
99,56 |
--- |
--- |
99,31 |
--- |
WS0429 |
PL0000105391 |
101,06 |
101,52 |
5,65 |
5,60 |
101,29 |
5,63 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,00 |
98,10 |
4,85 |
4,60 |
98,05 |
4,73 |
OK0113 |
PL0000106324 |
96,90 |
96,95 |
4,75 |
4,67 |
96,93 |
4,70 |
PS0413 |
PL0000105037 |
100,35 |
100,44 |
4,83 |
4,73 |
100,40 |
4,78 |
OK0713 |
PL0000106563 |
94,63 |
94,78 |
4,83 |
4,69 |
94,71 |
4,76 |
DS1013 |
PL0000102836 |
100,22 |
100,30 |
4,81 |
4,75 |
100,26 |
4,78 |
OK0114 |
PL0000106712 |
92,42 |
92,51 |
4,82 |
4,76 |
92,47 |
4,79 |
PS0414 |
PL0000105433 |
101,70 |
101,78 |
4,80 |
4,75 |
101,74 |
4,77 |
WZ0115 |
PL0000106480 |
100,03 |
100,14 |
--- |
--- |
100,09 |
--- |
PS0415 |
PL0000105953 |
101,74 |
101,87 |
4,84 |
4,80 |
101,81 |
4,82 |
DS1015 |
PL0000103602 |
104,27 |
104,46 |
4,85 |
4,79 |
104,37 |
4,82 |
PS0416 |
PL0000106340 |
100,24 |
100,36 |
4,93 |
4,89 |
100,30 |
4,91 |
IZ0816 |
PL0000103529 |
102,99 |
103,22 |
--- |
--- |
103,11 |
--- |
PS1016 |
PL0000106795 |
99,16 |
99,29 |
4,95 |
4,92 |
99,23 |
4,94 |
WZ0117 |
PL0000106936 |
99,37 |
99,51 |
--- |
--- |
99,44 |
--- |
DS1017 |
PL0000104543 |
100,86 |
101,05 |
5,05 |
5,01 |
100,96 |
5,03 |
WZ0118 |
PL0000104717 |
98,95 |
99,12 |
--- |
--- |
99,04 |
--- |
DS1019 |
PL0000105441 |
101,46 |
101,73 |
5,25 |
5,20 |
101,60 |
5,23 |
DS1020 |
PL0000106126 |
99,38 |
99,55 |
5,33 |
5,31 |
99,47 |
5,32 |
WZ0121 |
PL0000106068 |
96,84 |
97,05 |
--- |
--- |
96,95 |
--- |
DS1021 |
PL0000106670 |
102,25 |
102,47 |
5,43 |
5,40 |
102,36 |
5,41 |
WS0922 |
PL0000102646 |
102,21 |
102,50 |
5,46 |
5,42 |
102,36 |
5,44 |
IZ0823 |
PL0000105359 |
99,12 |
99,61 |
--- |
--- |
99,37 |
--- |
WS0429 |
PL0000105391 |
101,02 |
101,40 |
5,65 |
5,62 |
101,21 |
5,63 |
REPO MARKET |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,400 |
4,400 |
4,400 |
60 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,200 |
4,450 |
4,444 |
205 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,350 |
4,450 |
4,375 |
40 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,500 |
4,500 |
4,500 |
75 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
260 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
70 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,400 |
4,400 |
4,400 |
10 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
75 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,350 |
4,500 |
4,467 |
360 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,400 |
4,450 |
4,446 |
475 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,400 |
4,500 |
4,491 |
520 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,500 |
4,500 |
4,500 |
410 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,500 |
4,500 |
4,500 |
45 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
15 |
DS1013 |
PL0000102836 |
0/2 |
2 |
4,300 |
4,300 |
4,300 |
10 |
PS1016 |
PL0000106795 |
0/2 |
2 |
4,350 |
4,350 |
4,350 |
25 |
TOTAL |
2 655 |