2012-05-24 |
MARKET DATA |
No 99 (1884) |
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 |
1 602,50 |
1 591,41 |
101 |
2 900,00 |
2 956,17 |
23 |
4 502,50 |
4 547,58 |
124 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 602,50 |
1 591,41 |
101 |
2 900,00 |
2 956,17 |
23 |
4 502,50 |
4 547,58 |
124 |
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 |
99,25 |
99,25 |
99,25 |
99,25 |
99,25 |
99,25 |
99,25 |
10 000 |
9,93 |
1 |
OK1012 |
PL0000106100 |
98,07 |
98,10 |
98,10 |
98,10 |
98,10 |
98,10 |
98,10 |
10 000 |
9,81 |
1 |
OK0113 |
PL0000106324 |
96,95 |
96,96 |
96,96 |
96,96 |
96,96 |
96,96 |
96,96 |
100 000 |
96,96 |
3 |
PS0413 |
PL0000105037 |
100,38 |
100,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,71 |
94,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,23 |
100,25 |
100,25 |
100,25 |
100,25 |
100,25 |
100,25 |
37 500 |
38,71 |
2 |
OK0114 |
PL0000106712 |
92,50 |
92,49 |
92,50 |
92,50 |
92,48 |
92,48 |
92,49 |
100 000 |
92,49 |
2 |
PS0414 |
PL0000105433 |
101,69 |
101,75 |
101,76 |
101,76 |
101,76 |
101,76 |
101,76 |
2 500 |
2,56 |
1 |
OK0714 |
PL0000107009 |
90,36 |
90,34 |
90,40 |
90,40 |
90,32 |
90,32 |
90,33 |
285 000 |
257,45 |
9 |
PS0415 |
PL0000105953 |
101,75 |
101,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,23 |
104,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,21 |
100,09 |
100,10 |
100,20 |
100,10 |
100,20 |
100,16 |
60 000 |
60,37 |
6 |
PS1016 |
PL0000106795 |
99,12 |
99,00 |
99,00 |
99,12 |
99,00 |
99,08 |
99,06 |
320 000 |
325,96 |
23 |
PS0417 |
PL0000107058 |
98,66 |
98,66 |
98,66 |
98,66 |
98,66 |
98,66 |
98,66 |
20 000 |
19,82 |
2 |
DS1017 |
PL0000104543 |
100,73 |
100,70 |
100,73 |
100,78 |
100,73 |
100,78 |
100,76 |
20 000 |
20,77 |
2 |
DS1019 |
PL0000105441 |
101,40 |
101,33 |
101,43 |
101,45 |
101,40 |
101,40 |
101,43 |
65 000 |
68,04 |
6 |
DS1020 |
PL0000106126 |
99,16 |
99,20 |
99,21 |
99,26 |
99,21 |
99,25 |
99,24 |
47 500 |
48,61 |
7 |
DS1021 |
PL0000106670 |
102,15 |
101,98 |
102,00 |
102,20 |
102,00 |
102,20 |
102,12 |
197 500 |
208,39 |
15 |
WS0922 |
PL0000102646 |
102,15 |
102,03 |
102,03 |
102,15 |
102,03 |
102,13 |
102,09 |
20 000 |
21,20 |
3 |
WS0429 |
PL0000105391 |
100,92 |
100,85 |
100,85 |
100,86 |
100,85 |
100,86 |
100,85 |
30 000 |
30,41 |
4 |
WS0437 |
PL0000104857 |
85,00 |
105,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,98 |
103,03 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
99,15 |
99,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,08 |
100,11 |
100,11 |
100,11 |
100,11 |
100,11 |
100,11 |
50 000 |
50,91 |
2 |
WZ0117 |
PL0000106936 |
99,46 |
99,48 |
99,48 |
99,48 |
99,48 |
99,48 |
99,48 |
30 000 |
30,36 |
2 |
WZ0118 |
PL0000104717 |
98,91 |
98,90 |
98,95 |
98,95 |
98,89 |
98,89 |
98,92 |
195 000 |
196,21 |
9 |
WZ0121 |
PL0000106068 |
96,87 |
96,90 |
96,90 |
96,90 |
96,90 |
96,90 |
96,90 |
2 500 |
2,47 |
1 |
TOTAL |
1 602 500 |
1 591,41 |
101 |
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 |
2 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
184 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
205 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
247 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
275 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
303 |
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 |
98,05 |
98,14 |
4,85 |
4,62 |
98,10 |
4,73 |
OK0113 |
PL0000106324 |
96,91 |
96,98 |
4,81 |
4,70 |
96,95 |
4,74 |
PS0413 |
PL0000105037 |
100,34 |
100,45 |
4,84 |
4,71 |
100,40 |
4,77 |
OK0713 |
PL0000106563 |
94,68 |
94,82 |
4,83 |
4,70 |
94,75 |
4,76 |
DS1013 |
PL0000102836 |
100,20 |
100,27 |
4,82 |
4,77 |
100,24 |
4,79 |
OK0114 |
PL0000106712 |
92,42 |
92,52 |
4,85 |
4,79 |
92,47 |
4,82 |
PS0414 |
PL0000105433 |
101,63 |
101,78 |
4,83 |
4,75 |
101,71 |
4,79 |
WZ0115 |
PL0000106480 |
100,04 |
100,15 |
--- |
--- |
100,10 |
--- |
PS0415 |
PL0000105953 |
101,62 |
101,78 |
4,89 |
4,83 |
101,70 |
4,86 |
DS1015 |
PL0000103602 |
104,08 |
104,29 |
4,91 |
4,84 |
104,19 |
4,87 |
PS0416 |
PL0000106340 |
99,99 |
100,12 |
5,00 |
4,96 |
100,06 |
4,98 |
IZ0816 |
PL0000103529 |
102,83 |
103,11 |
--- |
--- |
102,97 |
--- |
PS1016 |
PL0000106795 |
98,85 |
99,03 |
5,04 |
4,99 |
98,94 |
5,01 |
WZ0117 |
PL0000106936 |
99,40 |
99,55 |
--- |
--- |
99,48 |
--- |
DS1017 |
PL0000104543 |
100,57 |
100,73 |
5,12 |
5,08 |
100,65 |
5,10 |
WZ0118 |
PL0000104717 |
98,82 |
99,04 |
--- |
--- |
98,93 |
--- |
DS1019 |
PL0000105441 |
101,08 |
101,38 |
5,31 |
5,26 |
101,23 |
5,29 |
DS1020 |
PL0000106126 |
99,00 |
99,24 |
5,39 |
5,36 |
99,12 |
5,37 |
WZ0121 |
PL0000106068 |
96,76 |
97,01 |
--- |
--- |
96,89 |
--- |
DS1021 |
PL0000106670 |
101,85 |
102,05 |
5,48 |
5,46 |
101,95 |
5,47 |
WS0922 |
PL0000102646 |
101,79 |
102,11 |
5,51 |
5,47 |
101,95 |
5,49 |
IZ0823 |
PL0000105359 |
99,07 |
99,62 |
--- |
--- |
99,35 |
--- |
WS0429 |
PL0000105391 |
100,55 |
100,92 |
5,69 |
5,66 |
100,74 |
5,68 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,05 |
98,12 |
4,85 |
4,68 |
98,09 |
4,75 |
OK0113 |
PL0000106324 |
96,92 |
96,98 |
4,79 |
4,70 |
96,95 |
4,74 |
PS0413 |
PL0000105037 |
100,35 |
100,46 |
4,83 |
4,70 |
100,41 |
4,76 |
OK0713 |
PL0000106563 |
94,68 |
94,84 |
4,83 |
4,68 |
94,76 |
4,75 |
DS1013 |
PL0000102836 |
100,19 |
100,30 |
4,83 |
4,75 |
100,25 |
4,79 |
OK0114 |
PL0000106712 |
92,45 |
92,55 |
4,83 |
4,77 |
92,50 |
4,80 |
PS0414 |
PL0000105433 |
101,67 |
101,78 |
4,81 |
4,75 |
101,73 |
4,77 |
WZ0115 |
PL0000106480 |
100,04 |
100,15 |
--- |
--- |
100,10 |
--- |
PS0415 |
PL0000105953 |
101,69 |
101,87 |
4,86 |
4,79 |
101,78 |
4,83 |
DS1015 |
PL0000103602 |
104,19 |
104,39 |
4,87 |
4,81 |
104,29 |
4,84 |
PS0416 |
PL0000106340 |
100,08 |
100,24 |
4,97 |
4,92 |
100,16 |
4,95 |
IZ0816 |
PL0000103529 |
102,91 |
103,13 |
--- |
--- |
103,02 |
--- |
PS1016 |
PL0000106795 |
98,98 |
99,13 |
5,00 |
4,96 |
99,06 |
4,98 |
WZ0117 |
PL0000106936 |
99,39 |
99,54 |
--- |
--- |
99,47 |
--- |
DS1017 |
PL0000104543 |
100,67 |
100,82 |
5,09 |
5,06 |
100,75 |
5,08 |
WZ0118 |
PL0000104717 |
98,81 |
99,00 |
--- |
--- |
98,91 |
--- |
DS1019 |
PL0000105441 |
101,28 |
101,47 |
5,28 |
5,25 |
101,38 |
5,26 |
DS1020 |
PL0000106126 |
99,10 |
99,30 |
5,38 |
5,35 |
99,20 |
5,36 |
WZ0121 |
PL0000106068 |
96,80 |
96,96 |
--- |
--- |
96,88 |
--- |
DS1021 |
PL0000106670 |
102,02 |
102,20 |
5,46 |
5,44 |
102,11 |
5,45 |
WS0922 |
PL0000102646 |
101,99 |
102,28 |
5,48 |
5,45 |
102,14 |
5,47 |
IZ0823 |
PL0000105359 |
99,08 |
99,62 |
--- |
--- |
99,35 |
--- |
WS0429 |
PL0000105391 |
100,77 |
101,24 |
5,67 |
5,63 |
101,01 |
5,65 |
REPO MARKET |
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 |
4,500 |
4,500 |
4,500 |
30 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,500 |
4,500 |
4,500 |
80 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,550 |
4,550 |
4,550 |
140 |
DS1015 |
PL0000103602 |
1/4 |
3 |
4,450 |
4,450 |
4,450 |
10 |
DS1020 |
PL0000106126 |
1/4 |
3 |
4,500 |
4,500 |
4,500 |
40 |
DS1021 |
PL0000106670 |
1/4 |
3 |
4,550 |
4,550 |
4,550 |
50 |
WZ0118 |
PL0000104717 |
1/4 |
3 |
4,450 |
4,450 |
4,450 |
20 |
WZ0121 |
PL0000106068 |
1/4 |
3 |
4,450 |
4,450 |
4,450 |
45 |
DS1017 |
PL0000104543 |
1/5 |
4 |
4,520 |
4,520 |
4,520 |
80 |
OK0113 |
PL0000106324 |
0/4 |
4 |
4,500 |
4,500 |
4,500 |
35 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,610 |
4,610 |
4,610 |
420 |
PS0414 |
PL0000105433 |
1/8 |
7 |
4,610 |
4,610 |
4,610 |
320 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,550 |
4,550 |
4,550 |
70 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,550 |
4,550 |
4,550 |
195 |
PS0416 |
PL0000106340 |
1/8 |
7 |
4,550 |
4,600 |
4,596 |
1 230 |
OK0114 |
PL0000106712 |
4/11 |
7 |
4,500 |
4,500 |
4,500 |
135 |
TOTAL |
2 900 |