2012-05-31 |
MARKET DATA |
No 104 (1889) |
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 |
1 022,50 |
1 066,80 |
87 |
2 250,00 |
2 287,04 |
20 |
3 272,50 |
3 353,84 |
107 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 022,50 |
1 066,80 |
87 |
2 250,00 |
2 287,04 |
20 |
3 272,50 |
3 353,84 |
107 |
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 |
99,32 |
99,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
98,17 |
98,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
97,03 |
97,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,37 |
100,39 |
100,37 |
100,37 |
100,37 |
100,37 |
100,37 |
60 000 |
60,57 |
1 |
OK0713 |
PL0000106563 |
94,81 |
94,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,26 |
100,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,62 |
92,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,73 |
101,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
90,49 |
90,53 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
101,83 |
101,80 |
101,87 |
101,87 |
101,82 |
101,82 |
101,83 |
30 000 |
30,73 |
2 |
DS1015 |
PL0000103602 |
104,30 |
104,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,28 |
100,18 |
100,28 |
100,28 |
100,18 |
100,20 |
100,24 |
65 000 |
65,52 |
6 |
PS1016 |
PL0000106795 |
99,17 |
99,14 |
99,16 |
99,16 |
99,16 |
99,16 |
99,16 |
15 000 |
15,31 |
2 |
PS0417 |
PL0000107058 |
98,80 |
98,80 |
98,80 |
98,80 |
98,78 |
98,78 |
98,79 |
15 000 |
14,90 |
2 |
DS1017 |
PL0000104543 |
100,80 |
100,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,50 |
101,45 |
101,45 |
101,45 |
101,45 |
101,45 |
101,45 |
15 000 |
15,72 |
1 |
DS1020 |
PL0000106126 |
99,33 |
99,25 |
99,25 |
99,25 |
99,20 |
99,20 |
99,22 |
160 000 |
163,87 |
13 |
DS1021 |
PL0000106670 |
102,27 |
102,00 |
102,07 |
102,30 |
102,05 |
102,17 |
102,17 |
322 500 |
340,80 |
32 |
WS0922 |
PL0000102646 |
102,24 |
102,00 |
102,00 |
102,27 |
102,00 |
102,23 |
102,17 |
305 000 |
323,84 |
24 |
WS0429 |
PL0000105391 |
101,20 |
101,00 |
101,16 |
101,16 |
101,16 |
101,16 |
101,16 |
10 000 |
10,18 |
1 |
WS0437 |
PL0000104857 |
92,00 |
110,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,27 |
103,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
99,27 |
99,53 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,09 |
100,12 |
100,12 |
100,12 |
100,12 |
100,12 |
100,12 |
20 000 |
20,38 |
1 |
WZ0117 |
PL0000106936 |
99,43 |
99,47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,83 |
98,86 |
98,88 |
98,88 |
98,88 |
98,88 |
98,88 |
2 500 |
2,52 |
1 |
WZ0121 |
PL0000106068 |
96,79 |
96,80 |
96,83 |
96,83 |
96,83 |
96,83 |
96,83 |
2 500 |
2,47 |
1 |
TOTAL |
1 022 500 |
1 066,80 |
87 |
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 |
86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28NOV12 |
PL0000006110 |
177 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
198 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
240 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
268 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
296 |
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 |
98,13 |
98,23 |
4,88 |
4,61 |
98,18 |
4,74 |
OK0113 |
PL0000106324 |
96,98 |
97,09 |
4,84 |
4,66 |
97,04 |
4,74 |
PS0413 |
PL0000105037 |
100,31 |
100,48 |
4,86 |
4,66 |
100,40 |
4,75 |
OK0713 |
PL0000106563 |
94,77 |
94,93 |
4,83 |
4,67 |
94,85 |
4,75 |
DS1013 |
PL0000102836 |
100,19 |
100,35 |
4,83 |
4,71 |
100,27 |
4,77 |
OK0114 |
PL0000106712 |
92,57 |
92,70 |
4,81 |
4,72 |
92,64 |
4,76 |
PS0414 |
PL0000105433 |
101,66 |
101,85 |
4,80 |
4,70 |
101,76 |
4,75 |
WZ0115 |
PL0000106480 |
100,04 |
100,16 |
--- |
--- |
100,10 |
--- |
PS0415 |
PL0000105953 |
101,71 |
101,87 |
4,85 |
4,79 |
101,79 |
4,82 |
DS1015 |
PL0000103602 |
104,17 |
104,41 |
4,87 |
4,80 |
104,29 |
4,83 |
PS0416 |
PL0000106340 |
100,12 |
100,29 |
4,96 |
4,91 |
100,21 |
4,93 |
IZ0816 |
PL0000103529 |
103,22 |
103,46 |
--- |
--- |
103,34 |
--- |
PS1016 |
PL0000106795 |
99,06 |
99,19 |
4,98 |
4,95 |
99,13 |
4,96 |
WZ0117 |
PL0000106936 |
99,39 |
99,55 |
--- |
--- |
99,47 |
--- |
PS0417 |
PL0000107058 |
98,69 |
98,88 |
5,05 |
5,01 |
98,79 |
5,03 |
DS1017 |
PL0000104543 |
100,70 |
100,98 |
5,09 |
5,03 |
100,84 |
5,06 |
WZ0118 |
PL0000104717 |
98,77 |
98,93 |
--- |
--- |
98,85 |
--- |
DS1019 |
PL0000105441 |
101,35 |
101,65 |
5,27 |
5,22 |
101,50 |
5,24 |
DS1020 |
PL0000106126 |
99,16 |
99,39 |
5,37 |
5,33 |
99,28 |
5,35 |
WZ0121 |
PL0000106068 |
96,71 |
96,88 |
--- |
--- |
96,80 |
--- |
DS1021 |
PL0000106670 |
102,01 |
102,18 |
5,46 |
5,44 |
102,10 |
5,45 |
WS0922 |
PL0000102646 |
101,98 |
102,21 |
5,49 |
5,46 |
102,10 |
5,47 |
IZ0823 |
PL0000105359 |
99,20 |
99,70 |
--- |
--- |
99,45 |
--- |
WS0429 |
PL0000105391 |
100,80 |
101,21 |
5,67 |
5,63 |
101,01 |
5,65 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1012 |
PL0000106100 |
98,16 |
98,26 |
4,80 |
4,53 |
98,21 |
4,66 |
OK0113 |
PL0000106324 |
97,00 |
97,10 |
4,80 |
4,64 |
97,05 |
4,72 |
PS0413 |
PL0000105037 |
100,32 |
100,41 |
4,85 |
4,74 |
100,37 |
4,79 |
OK0713 |
PL0000106563 |
94,77 |
94,93 |
4,83 |
4,67 |
94,85 |
4,75 |
DS1013 |
PL0000102836 |
100,24 |
100,36 |
4,79 |
4,70 |
100,30 |
4,75 |
OK0114 |
PL0000106712 |
92,56 |
92,67 |
4,82 |
4,74 |
92,62 |
4,77 |
PS0414 |
PL0000105433 |
101,68 |
101,78 |
4,79 |
4,74 |
101,73 |
4,76 |
WZ0115 |
PL0000106480 |
100,06 |
100,16 |
--- |
--- |
100,11 |
--- |
PS0415 |
PL0000105953 |
101,77 |
101,87 |
4,82 |
4,79 |
101,82 |
4,81 |
DS1015 |
PL0000103602 |
104,17 |
104,41 |
4,87 |
4,80 |
104,29 |
4,83 |
PS0416 |
PL0000106340 |
100,16 |
100,31 |
4,95 |
4,90 |
100,24 |
4,92 |
IZ0816 |
PL0000103529 |
103,20 |
103,46 |
--- |
--- |
103,33 |
--- |
PS1016 |
PL0000106795 |
99,02 |
99,23 |
4,99 |
4,94 |
99,13 |
4,96 |
WZ0117 |
PL0000106936 |
99,38 |
99,52 |
--- |
--- |
99,45 |
--- |
PS0417 |
PL0000107058 |
98,72 |
98,93 |
5,05 |
5,00 |
98,83 |
5,02 |
DS1017 |
PL0000104543 |
100,66 |
100,94 |
5,10 |
5,04 |
100,80 |
5,07 |
WZ0118 |
PL0000104717 |
98,75 |
98,94 |
--- |
--- |
98,85 |
--- |
DS1019 |
PL0000105441 |
101,33 |
101,54 |
5,27 |
5,23 |
101,44 |
5,25 |
DS1020 |
PL0000106126 |
99,17 |
99,43 |
5,37 |
5,33 |
99,30 |
5,35 |
WZ0121 |
PL0000106068 |
96,67 |
96,88 |
--- |
--- |
96,78 |
--- |
DS1021 |
PL0000106670 |
102,11 |
102,27 |
5,45 |
5,43 |
102,19 |
5,44 |
WS0922 |
PL0000102646 |
102,08 |
102,31 |
5,47 |
5,44 |
102,20 |
5,46 |
IZ0823 |
PL0000105359 |
99,10 |
99,60 |
--- |
--- |
99,35 |
--- |
WS0429 |
PL0000105391 |
100,96 |
101,36 |
5,66 |
5,62 |
101,16 |
5,64 |
REPO MARKET |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,600 |
4,600 |
4,600 |
70 |
WS0922 |
PL0000102646 |
1/4 |
3 |
4,550 |
4,550 |
4,550 |
15 |
DS1015 |
PL0000103602 |
1/4 |
3 |
4,600 |
4,600 |
4,600 |
10 |
DS1019 |
PL0000105441 |
1/4 |
3 |
4,600 |
4,600 |
4,600 |
140 |
DS1020 |
PL0000106126 |
1/4 |
3 |
4,620 |
4,620 |
4,620 |
75 |
PS0416 |
PL0000106340 |
1/4 |
3 |
4,600 |
4,600 |
4,600 |
25 |
OK0114 |
PL0000106712 |
1/4 |
3 |
4,630 |
4,630 |
4,630 |
25 |
OK0113 |
PL0000106324 |
0/4 |
4 |
4,650 |
4,650 |
4,650 |
200 |
PS0414 |
PL0000105433 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
255 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,680 |
4,700 |
4,694 |
140 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,650 |
4,680 |
4,660 |
150 |
OK1012 |
PL0000106100 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
35 |
OK1012 |
PL0000106100 |
4/11 |
7 |
4,650 |
4,650 |
4,650 |
400 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,680 |
4,700 |
4,696 |
95 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,700 |
4,700 |
4,700 |
265 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
4,650 |
4,650 |
4,650 |
40 |
WZ0115 |
PL0000106480 |
1/8 |
7 |
4,700 |
4,700 |
4,700 |
310 |
TOTAL |
2 250 |