2012-05-25 |
MARKET DATA |
No 100 (1885) |
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 |
1 760,00 |
1 781,87 |
127 |
2 010,00 |
2 080,69 |
24 |
3 770,00 |
3 862,56 |
151 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 760,00 |
1 781,87 |
127 |
2 010,00 |
2 080,69 |
24 |
3 770,00 |
3 862,56 |
151 |
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 |
99,26 |
99,26 |
99,26 |
99,26 |
99,25 |
99,25 |
99,26 |
30 000 |
29,78 |
5 |
OK1012 |
PL0000106100 |
98,09 |
98,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
96,97 |
96,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,38 |
100,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,75 |
94,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,25 |
100,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,58 |
92,51 |
92,51 |
92,60 |
92,51 |
92,58 |
92,55 |
352 500 |
326,23 |
5 |
PS0414 |
PL0000105433 |
101,75 |
101,75 |
101,75 |
101,75 |
101,75 |
101,75 |
101,75 |
60 000 |
61,37 |
2 |
OK0714 |
PL0000107009 |
90,39 |
90,35 |
90,35 |
90,35 |
90,35 |
90,35 |
90,35 |
30 000 |
27,11 |
1 |
PS0415 |
PL0000105953 |
101,86 |
101,85 |
101,86 |
101,86 |
101,84 |
101,84 |
101,85 |
10 000 |
10,24 |
2 |
DS1015 |
PL0000103602 |
104,33 |
104,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,33 |
100,29 |
100,29 |
100,29 |
100,25 |
100,25 |
100,26 |
95 000 |
95,69 |
6 |
PS1016 |
PL0000106795 |
99,24 |
99,15 |
99,15 |
99,25 |
99,15 |
99,15 |
99,22 |
170 000 |
173,46 |
14 |
PS0417 |
PL0000107058 |
98,86 |
98,83 |
98,83 |
98,83 |
98,83 |
98,83 |
98,83 |
10 000 |
9,93 |
1 |
DS1017 |
PL0000104543 |
100,90 |
100,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,63 |
101,50 |
101,55 |
101,79 |
101,55 |
101,63 |
101,62 |
350 000 |
367,09 |
29 |
DS1020 |
PL0000106126 |
99,39 |
99,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
102,34 |
102,20 |
102,30 |
102,46 |
102,15 |
102,28 |
102,32 |
427 500 |
451,98 |
42 |
WS0922 |
PL0000102646 |
102,32 |
102,30 |
102,40 |
102,40 |
102,32 |
102,34 |
102,35 |
40 000 |
42,50 |
4 |
WS0429 |
PL0000105391 |
101,17 |
101,17 |
101,15 |
101,35 |
101,12 |
101,35 |
101,21 |
30 000 |
30,52 |
4 |
WS0437 |
PL0000104857 |
91,00 |
105,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,02 |
103,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
99,20 |
99,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,11 |
100,12 |
100,10 |
100,11 |
100,10 |
100,11 |
100,10 |
25 000 |
25,46 |
2 |
WZ0117 |
PL0000106936 |
99,48 |
99,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,92 |
98,94 |
98,92 |
98,92 |
98,90 |
98,90 |
98,92 |
115 000 |
115,73 |
9 |
WZ0121 |
PL0000106068 |
96,86 |
96,89 |
96,85 |
96,85 |
96,85 |
96,85 |
96,85 |
15 000 |
14,79 |
1 |
TOTAL |
1 760 000 |
1 781,87 |
127 |
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) |
29AUG12 |
PL0000006086 |
92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
183 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
204 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
246 |
4,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
274 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
302 |
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 |
98,06 |
98,16 |
4,86 |
4,60 |
98,11 |
4,73 |
OK0113 |
PL0000106324 |
96,91 |
97,02 |
4,83 |
4,65 |
96,97 |
4,73 |
PS0413 |
PL0000105037 |
100,35 |
100,48 |
4,82 |
4,68 |
100,42 |
4,74 |
OK0713 |
PL0000106563 |
94,70 |
94,87 |
4,82 |
4,66 |
94,79 |
4,74 |
DS1013 |
PL0000102836 |
100,18 |
100,35 |
4,84 |
4,71 |
100,27 |
4,77 |
OK0114 |
PL0000106712 |
92,45 |
92,56 |
4,84 |
4,77 |
92,51 |
4,80 |
PS0414 |
PL0000105433 |
101,68 |
101,82 |
4,80 |
4,72 |
101,75 |
4,76 |
WZ0115 |
PL0000106480 |
100,05 |
100,16 |
--- |
--- |
100,11 |
--- |
PS0415 |
PL0000105953 |
101,69 |
101,90 |
4,86 |
4,78 |
101,80 |
4,82 |
DS1015 |
PL0000103602 |
104,20 |
104,44 |
4,87 |
4,79 |
104,32 |
4,83 |
PS0416 |
PL0000106340 |
100,18 |
100,36 |
4,94 |
4,89 |
100,27 |
4,92 |
IZ0816 |
PL0000103529 |
102,92 |
103,18 |
--- |
--- |
103,05 |
--- |
PS1016 |
PL0000106795 |
99,04 |
99,26 |
4,99 |
4,93 |
99,15 |
4,96 |
WZ0117 |
PL0000106936 |
99,39 |
99,57 |
--- |
--- |
99,48 |
--- |
DS1017 |
PL0000104543 |
100,72 |
101,00 |
5,08 |
5,02 |
100,86 |
5,05 |
WZ0118 |
PL0000104717 |
98,82 |
99,01 |
--- |
--- |
98,92 |
--- |
DS1019 |
PL0000105441 |
101,33 |
101,59 |
5,27 |
5,23 |
101,46 |
5,25 |
DS1020 |
PL0000106126 |
99,21 |
99,54 |
5,36 |
5,31 |
99,38 |
5,33 |
WZ0121 |
PL0000106068 |
96,79 |
96,98 |
--- |
--- |
96,89 |
--- |
DS1021 |
PL0000106670 |
102,11 |
102,46 |
5,45 |
5,40 |
102,29 |
5,42 |
WS0922 |
PL0000102646 |
102,11 |
102,44 |
5,47 |
5,43 |
102,28 |
5,45 |
IZ0823 |
PL0000105359 |
99,09 |
99,62 |
--- |
--- |
99,36 |
--- |
WS0429 |
PL0000105391 |
100,89 |
101,35 |
5,66 |
5,62 |
101,12 |
5,64 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,06 |
98,11 |
4,86 |
4,73 |
98,09 |
4,78 |
OK0113 |
PL0000106324 |
96,93 |
97,00 |
4,80 |
4,68 |
96,97 |
4,73 |
PS0413 |
PL0000105037 |
100,34 |
100,44 |
4,84 |
4,72 |
100,39 |
4,78 |
OK0713 |
PL0000106563 |
94,70 |
94,86 |
4,82 |
4,67 |
94,78 |
4,75 |
DS1013 |
PL0000102836 |
100,20 |
100,34 |
4,82 |
4,72 |
100,27 |
4,77 |
OK0114 |
PL0000106712 |
92,50 |
92,60 |
4,81 |
4,74 |
92,55 |
4,77 |
PS0414 |
PL0000105433 |
101,72 |
101,77 |
4,78 |
4,75 |
101,75 |
4,76 |
WZ0115 |
PL0000106480 |
100,07 |
100,16 |
--- |
--- |
100,12 |
--- |
PS0415 |
PL0000105953 |
101,75 |
101,92 |
4,84 |
4,77 |
101,84 |
4,80 |
DS1015 |
PL0000103602 |
104,26 |
104,47 |
4,85 |
4,78 |
104,37 |
4,81 |
PS0416 |
PL0000106340 |
100,19 |
100,33 |
4,94 |
4,90 |
100,26 |
4,92 |
IZ0816 |
PL0000103529 |
102,93 |
103,19 |
--- |
--- |
103,06 |
--- |
PS1016 |
PL0000106795 |
99,11 |
99,26 |
4,97 |
4,93 |
99,19 |
4,95 |
WZ0117 |
PL0000106936 |
99,41 |
99,58 |
--- |
--- |
99,50 |
--- |
DS1017 |
PL0000104543 |
100,76 |
101,02 |
5,08 |
5,02 |
100,89 |
5,05 |
WZ0118 |
PL0000104717 |
98,84 |
98,99 |
--- |
--- |
98,92 |
--- |
DS1019 |
PL0000105441 |
101,56 |
101,72 |
5,23 |
5,21 |
101,64 |
5,22 |
DS1020 |
PL0000106126 |
99,26 |
99,53 |
5,35 |
5,31 |
99,40 |
5,33 |
WZ0121 |
PL0000106068 |
96,78 |
96,96 |
--- |
--- |
96,87 |
--- |
DS1021 |
PL0000106670 |
102,23 |
102,45 |
5,43 |
5,40 |
102,34 |
5,42 |
WS0922 |
PL0000102646 |
102,20 |
102,45 |
5,46 |
5,43 |
102,33 |
5,44 |
IZ0823 |
PL0000105359 |
99,10 |
99,64 |
--- |
--- |
99,37 |
--- |
WS0429 |
PL0000105391 |
100,97 |
101,43 |
5,65 |
5,61 |
101,20 |
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 |
3/4 |
1 |
4,550 |
4,550 |
4,550 |
10 |
DS1017 |
PL0000104543 |
3/4 |
1 |
4,550 |
4,550 |
4,550 |
350 |
DS1020 |
PL0000106126 |
3/4 |
1 |
4,550 |
4,550 |
4,550 |
60 |
PS1016 |
PL0000106795 |
3/4 |
1 |
4,450 |
4,450 |
4,450 |
45 |
OK1012 |
PL0000106100 |
3/5 |
2 |
4,550 |
4,550 |
4,550 |
35 |
DS1020 |
PL0000106126 |
3/5 |
2 |
4,550 |
4,550 |
4,550 |
150 |
DS1021 |
PL0000106670 |
3/5 |
2 |
4,500 |
4,550 |
4,515 |
230 |
DS1015 |
PL0000103602 |
0/3 |
3 |
4,550 |
4,550 |
4,550 |
20 |
DS1017 |
PL0000104543 |
0/3 |
3 |
4,550 |
4,550 |
4,550 |
60 |
DS1019 |
PL0000105441 |
0/3 |
3 |
4,550 |
4,550 |
4,550 |
50 |
OK0712 |
PL0000105912 |
0/3 |
3 |
4,550 |
4,550 |
4,550 |
85 |
DS1020 |
PL0000106126 |
0/3 |
3 |
4,450 |
4,550 |
4,517 |
45 |
DS1017 |
PL0000104543 |
0/4 |
4 |
4,550 |
4,650 |
4,600 |
400 |
DS1015 |
PL0000103602 |
3/10 |
7 |
4,600 |
4,600 |
4,600 |
25 |
DS1017 |
PL0000104543 |
4/11 |
7 |
4,600 |
4,600 |
4,600 |
50 |
PS0414 |
PL0000105433 |
3/10 |
7 |
4,600 |
4,600 |
4,600 |
100 |
OK1012 |
PL0000106100 |
3/10 |
7 |
4,600 |
4,600 |
4,600 |
30 |
DS1021 |
PL0000106670 |
3/10 |
7 |
4,550 |
4,550 |
4,550 |
165 |
PS0417 |
PL0000107058 |
3/10 |
7 |
4,550 |
4,550 |
4,550 |
100 |
TOTAL |
2 010 |