2012-05-23 |
MARKET DATA |
No 98 (1883) |
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 |
1 017,50 |
1 037,55 |
76 |
3 970,00 |
4 058,94 |
40 |
4 987,50 |
5 096,49 |
116 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 017,50 |
1 037,55 |
76 |
3 970,00 |
4 058,94 |
40 |
4 987,50 |
5 096,49 |
116 |
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 |
99,20 |
99,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
98,06 |
98,07 |
98,07 |
98,07 |
98,07 |
98,07 |
98,07 |
50 000 |
49,04 |
1 |
OK0113 |
PL0000106324 |
96,92 |
96,93 |
96,92 |
96,92 |
96,92 |
96,92 |
96,92 |
30 000 |
29,08 |
1 |
PS0413 |
PL0000105037 |
100,38 |
100,41 |
100,38 |
100,38 |
100,38 |
100,38 |
100,38 |
40 000 |
40,32 |
2 |
OK0713 |
PL0000106563 |
94,64 |
94,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,23 |
100,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,42 |
92,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,67 |
101,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
90,28 |
90,35 |
90,28 |
90,28 |
90,28 |
90,28 |
90,28 |
10 000 |
9,03 |
1 |
PS0415 |
PL0000105953 |
101,68 |
101,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,24 |
104,20 |
104,14 |
104,14 |
104,14 |
104,14 |
104,14 |
5 000 |
5,39 |
1 |
PS0416 |
PL0000106340 |
100,15 |
100,05 |
100,14 |
100,14 |
99,97 |
99,97 |
100,12 |
105 000 |
105,56 |
10 |
PS1016 |
PL0000106795 |
99,05 |
98,97 |
99,00 |
99,05 |
99,00 |
99,01 |
99,01 |
77 500 |
78,88 |
8 |
PS0417 |
PL0000107058 |
98,74 |
98,60 |
98,72 |
98,72 |
98,60 |
98,60 |
98,65 |
35 000 |
34,67 |
3 |
DS1017 |
PL0000104543 |
100,78 |
100,62 |
100,68 |
100,68 |
100,59 |
100,62 |
100,64 |
90 000 |
93,32 |
10 |
DS1019 |
PL0000105441 |
101,39 |
101,29 |
101,36 |
101,36 |
101,25 |
101,25 |
101,31 |
40 000 |
41,80 |
4 |
DS1020 |
PL0000106126 |
99,27 |
99,05 |
99,27 |
99,27 |
99,08 |
99,08 |
99,11 |
40 000 |
40,87 |
4 |
DS1021 |
PL0000106670 |
102,15 |
101,88 |
102,05 |
102,05 |
101,88 |
101,88 |
101,99 |
85 000 |
89,54 |
10 |
WS0922 |
PL0000102646 |
102,06 |
102,00 |
102,07 |
102,07 |
101,90 |
101,90 |
101,97 |
52 500 |
55,55 |
7 |
WS0429 |
PL0000105391 |
100,74 |
100,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
90,00 |
103,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,00 |
103,00 |
103,00 |
103,00 |
102,98 |
102,98 |
103,00 |
12 500 |
16,58 |
2 |
IZ0823 |
PL0000105359 |
99,16 |
99,53 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,07 |
100,09 |
100,07 |
100,07 |
100,07 |
100,07 |
100,07 |
25 000 |
25,43 |
1 |
WZ0117 |
PL0000106936 |
99,45 |
99,45 |
99,47 |
99,49 |
99,47 |
99,49 |
99,48 |
100 000 |
101,15 |
3 |
WZ0118 |
PL0000104717 |
99,00 |
98,94 |
99,00 |
99,00 |
98,94 |
98,95 |
98,95 |
220 000 |
221,36 |
8 |
WZ0121 |
PL0000106068 |
96,85 |
96,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 017 500 |
1 037,55 |
76 |
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 |
5 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
187 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
208 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
250 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
278 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
306 |
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 |
98,01 |
98,12 |
4,86 |
4,58 |
98,07 |
4,71 |
OK0113 |
PL0000106324 |
96,90 |
96,97 |
4,77 |
4,66 |
96,94 |
4,70 |
PS0413 |
PL0000105037 |
100,35 |
100,46 |
4,83 |
4,71 |
100,41 |
4,76 |
OK0713 |
PL0000106563 |
94,61 |
94,78 |
4,86 |
4,70 |
94,70 |
4,78 |
DS1013 |
PL0000102836 |
100,20 |
100,30 |
4,83 |
4,75 |
100,25 |
4,79 |
OK0114 |
PL0000106712 |
92,37 |
92,50 |
4,86 |
4,78 |
92,44 |
4,82 |
PS0414 |
PL0000105433 |
101,63 |
101,79 |
4,83 |
4,75 |
101,71 |
4,79 |
WZ0115 |
PL0000106480 |
99,99 |
100,13 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
101,65 |
101,85 |
4,88 |
4,80 |
101,75 |
4,84 |
DS1015 |
PL0000103602 |
104,15 |
104,37 |
4,89 |
4,82 |
104,26 |
4,85 |
PS0416 |
PL0000106340 |
100,09 |
100,20 |
4,97 |
4,94 |
100,15 |
4,95 |
IZ0816 |
PL0000103529 |
102,94 |
103,22 |
--- |
--- |
103,08 |
--- |
PS1016 |
PL0000106795 |
98,96 |
99,21 |
5,01 |
4,94 |
99,09 |
4,97 |
WZ0117 |
PL0000106936 |
99,29 |
99,49 |
--- |
--- |
99,39 |
--- |
DS1017 |
PL0000104543 |
100,63 |
100,82 |
5,10 |
5,06 |
100,73 |
5,08 |
WZ0118 |
PL0000104717 |
98,87 |
99,02 |
--- |
--- |
98,95 |
--- |
DS1019 |
PL0000105441 |
101,26 |
101,54 |
5,28 |
5,24 |
101,40 |
5,26 |
DS1020 |
PL0000106126 |
99,09 |
99,38 |
5,38 |
5,33 |
99,24 |
5,36 |
WZ0121 |
PL0000106068 |
96,79 |
97,00 |
--- |
--- |
96,90 |
--- |
DS1021 |
PL0000106670 |
102,04 |
102,24 |
5,46 |
5,43 |
102,14 |
5,44 |
WS0922 |
PL0000102646 |
101,96 |
102,25 |
5,49 |
5,45 |
102,11 |
5,47 |
IZ0823 |
PL0000105359 |
99,06 |
99,60 |
--- |
--- |
99,33 |
--- |
WS0429 |
PL0000105391 |
100,57 |
101,06 |
5,69 |
5,65 |
100,82 |
5,67 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,04 |
98,10 |
4,78 |
4,63 |
98,07 |
4,71 |
OK0113 |
PL0000106324 |
96,91 |
96,95 |
4,75 |
4,69 |
96,93 |
4,72 |
PS0413 |
PL0000105037 |
100,36 |
100,43 |
4,82 |
4,74 |
100,40 |
4,77 |
OK0713 |
PL0000106563 |
94,62 |
94,78 |
4,85 |
4,70 |
94,70 |
4,78 |
DS1013 |
PL0000102836 |
100,20 |
100,28 |
4,83 |
4,77 |
100,24 |
4,80 |
OK0114 |
PL0000106712 |
92,40 |
92,48 |
4,84 |
4,79 |
92,44 |
4,82 |
PS0414 |
PL0000105433 |
101,60 |
101,78 |
4,85 |
4,75 |
101,69 |
4,80 |
WZ0115 |
PL0000106480 |
100,03 |
100,13 |
--- |
--- |
100,08 |
--- |
PS0415 |
PL0000105953 |
101,56 |
101,78 |
4,91 |
4,83 |
101,67 |
4,87 |
DS1015 |
PL0000103602 |
104,11 |
104,23 |
4,90 |
4,86 |
104,17 |
4,88 |
PS0416 |
PL0000106340 |
99,97 |
100,19 |
5,00 |
4,94 |
100,08 |
4,97 |
IZ0816 |
PL0000103529 |
102,83 |
103,10 |
--- |
--- |
102,97 |
--- |
PS1016 |
PL0000106795 |
98,80 |
99,05 |
5,05 |
4,98 |
98,93 |
5,01 |
WZ0117 |
PL0000106936 |
99,38 |
99,54 |
--- |
--- |
99,46 |
--- |
DS1017 |
PL0000104543 |
100,58 |
100,72 |
5,11 |
5,08 |
100,65 |
5,10 |
WZ0118 |
PL0000104717 |
98,88 |
99,03 |
--- |
--- |
98,96 |
--- |
DS1019 |
PL0000105441 |
101,13 |
101,33 |
5,30 |
5,27 |
101,23 |
5,29 |
DS1020 |
PL0000106126 |
98,97 |
99,29 |
5,40 |
5,35 |
99,13 |
5,37 |
WZ0121 |
PL0000106068 |
96,78 |
97,01 |
--- |
--- |
96,90 |
--- |
DS1021 |
PL0000106670 |
101,81 |
102,04 |
5,49 |
5,46 |
101,93 |
5,47 |
WS0922 |
PL0000102646 |
101,85 |
102,11 |
5,50 |
5,47 |
101,98 |
5,49 |
IZ0823 |
PL0000105359 |
99,08 |
99,60 |
--- |
--- |
99,34 |
--- |
WS0429 |
PL0000105391 |
100,56 |
101,04 |
5,69 |
5,65 |
100,80 |
5,67 |
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 |
4,550 |
4,550 |
4,550 |
20 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
55 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,580 |
4,580 |
4,580 |
10 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,580 |
4,580 |
4,580 |
315 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
65 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,550 |
4,600 |
4,586 |
35 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
140 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,550 |
4,550 |
4,550 |
35 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,500 |
4,600 |
4,563 |
155 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,600 |
4,600 |
4,600 |
90 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,500 |
4,600 |
4,525 |
160 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,500 |
4,600 |
4,568 |
500 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,550 |
4,600 |
4,566 |
140 |
PS1016 |
PL0000106795 |
0/1 |
1 |
4,550 |
4,550 |
4,550 |
35 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,500 |
4,600 |
4,572 |
300 |
OK0712 |
PL0000105912 |
0/2 |
2 |
4,500 |
4,500 |
4,500 |
85 |
DS1020 |
PL0000106126 |
0/2 |
2 |
4,600 |
4,600 |
4,600 |
580 |
DS1021 |
PL0000106670 |
0/2 |
2 |
4,500 |
4,500 |
4,500 |
20 |
WZ0118 |
PL0000104717 |
0/2 |
2 |
4,500 |
4,500 |
4,500 |
200 |
DS1017 |
PL0000104543 |
1/5 |
4 |
4,550 |
4,550 |
4,550 |
315 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,550 |
4,550 |
4,550 |
50 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,550 |
4,550 |
4,550 |
140 |
OK0113 |
PL0000106324 |
1/8 |
7 |
4,550 |
4,550 |
4,550 |
140 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,500 |
4,500 |
4,500 |
300 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
4,550 |
4,550 |
4,550 |
85 |
TOTAL |
3 970 |