2012-01-02 |
MARKET DATA |
No 1 (1786) |
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 |
575,00 |
560,69 |
33 |
2 895,00 |
2 912,06 |
18 |
3 470,00 |
3 472,75 |
51 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
575,00 |
560,69 |
33 |
2 895,00 |
2 912,06 |
18 |
3 470,00 |
3 472,75 |
51 |
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) |
OK0112 |
PL0000105730 |
99,76 |
99,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0412 |
PL0000104659 |
100,10 |
100,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
97,61 |
97,62 |
97,60 |
97,60 |
97,60 |
97,60 |
97,60 |
30 000 |
29,28 |
2 |
OK1012 |
PL0000106100 |
96,48 |
96,50 |
96,50 |
96,50 |
96,50 |
96,50 |
96,50 |
60 000 |
57,90 |
2 |
OK0113 |
PL0000106324 |
95,38 |
95,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,73 |
100,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
93,04 |
93,13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,39 |
100,42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
90,78 |
90,77 |
90,79 |
90,79 |
90,79 |
90,79 |
90,79 |
125 000 |
113,49 |
2 |
PS0414 |
PL0000105433 |
101,89 |
101,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
101,38 |
101,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,86 |
103,89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
99,21 |
99,20 |
99,25 |
99,25 |
99,25 |
99,25 |
99,25 |
20 000 |
20,54 |
1 |
PS1016 |
PL0000106795 |
97,68 |
97,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
99,07 |
98,91 |
98,94 |
98,97 |
98,94 |
98,97 |
98,96 |
100 000 |
99,98 |
7 |
DS1019 |
PL0000105441 |
99,00 |
98,81 |
98,81 |
99,00 |
98,81 |
98,96 |
98,95 |
95 000 |
95,02 |
7 |
DS1020 |
PL0000106126 |
96,15 |
96,04 |
96,06 |
96,10 |
96,06 |
96,08 |
96,08 |
50 000 |
48,55 |
3 |
DS1021 |
PL0000106670 |
99,13 |
99,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
99,10 |
99,10 |
99,12 |
99,14 |
99,12 |
99,14 |
99,13 |
35 000 |
35,26 |
2 |
WS0429 |
PL0000105391 |
97,18 |
97,30 |
97,35 |
97,35 |
97,35 |
97,35 |
97,35 |
10 000 |
10,13 |
2 |
WS0437 |
PL0000104857 |
83,00 |
90,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,09 |
102,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
97,28 |
97,28 |
97,30 |
97,30 |
97,30 |
97,30 |
97,30 |
5 000 |
5,46 |
1 |
WZ0115 |
PL0000106480 |
99,50 |
99,50 |
99,50 |
99,50 |
99,50 |
99,50 |
99,50 |
25 000 |
25,40 |
1 |
WZ0118 |
PL0000104717 |
98,25 |
98,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,25 |
96,25 |
96,25 |
96,25 |
96,25 |
96,25 |
96,25 |
20 000 |
19,67 |
3 |
TOTAL |
575 000 |
560,69 |
33 |
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) |
01FEB12 |
PL0000006029 |
28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
147 |
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) |
(%) |
PS0412 |
PL0000104659 |
100,09 |
100,14 |
4,31 |
4,15 |
100,12 |
4,22 |
OK0712 |
PL0000105912 |
97,59 |
97,64 |
4,45 |
4,36 |
97,62 |
4,40 |
OK1012 |
PL0000106100 |
96,46 |
96,51 |
4,55 |
4,49 |
96,49 |
4,51 |
OK0113 |
PL0000106324 |
95,33 |
95,44 |
4,61 |
4,50 |
95,39 |
4,55 |
PS0413 |
PL0000105037 |
100,67 |
100,79 |
4,69 |
4,59 |
100,73 |
4,64 |
OK0713 |
PL0000106563 |
93,01 |
93,16 |
4,77 |
4,66 |
93,09 |
4,71 |
DS1013 |
PL0000102836 |
100,35 |
100,46 |
4,78 |
4,71 |
100,41 |
4,74 |
OK0114 |
PL0000106712 |
90,72 |
90,83 |
4,84 |
4,78 |
90,78 |
4,81 |
PS0414 |
PL0000105433 |
101,82 |
101,94 |
4,88 |
4,83 |
101,88 |
4,85 |
WZ0115 |
PL0000106480 |
99,47 |
99,56 |
--- |
--- |
99,52 |
--- |
PS0415 |
PL0000105953 |
101,28 |
101,49 |
5,06 |
4,99 |
101,39 |
5,02 |
DS1015 |
PL0000103602 |
103,79 |
104,04 |
5,12 |
5,05 |
103,92 |
5,08 |
PS0416 |
PL0000106340 |
99,13 |
99,39 |
5,22 |
5,15 |
99,26 |
5,18 |
IZ0816 |
PL0000103529 |
102,01 |
102,39 |
--- |
--- |
102,20 |
--- |
PS1016 |
PL0000106795 |
97,57 |
97,83 |
5,33 |
5,26 |
97,70 |
5,29 |
DS1017 |
PL0000104543 |
99,01 |
99,32 |
5,44 |
5,38 |
99,17 |
5,41 |
WZ0118 |
PL0000104717 |
98,12 |
98,41 |
--- |
--- |
98,27 |
--- |
DS1019 |
PL0000105441 |
98,86 |
99,11 |
5,68 |
5,64 |
98,99 |
5,66 |
DS1020 |
PL0000106126 |
96,07 |
96,34 |
5,82 |
5,78 |
96,21 |
5,80 |
WZ0121 |
PL0000106068 |
96,19 |
96,38 |
--- |
--- |
96,29 |
--- |
DS1021 |
PL0000106670 |
99,04 |
99,45 |
5,87 |
5,82 |
99,25 |
5,84 |
WS0922 |
PL0000102646 |
98,98 |
99,40 |
5,87 |
5,82 |
99,19 |
5,85 |
IZ0823 |
PL0000105359 |
97,00 |
97,59 |
--- |
--- |
97,30 |
--- |
WS0429 |
PL0000105391 |
97,00 |
97,55 |
6,03 |
5,97 |
97,28 |
6,00 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,09 |
100,15 |
4,31 |
4,12 |
100,12 |
4,22 |
OK0712 |
PL0000105912 |
97,59 |
97,65 |
4,45 |
4,34 |
97,62 |
4,40 |
OK1012 |
PL0000106100 |
96,47 |
96,52 |
4,54 |
4,47 |
96,50 |
4,50 |
OK0113 |
PL0000106324 |
95,35 |
95,44 |
4,59 |
4,50 |
95,40 |
4,54 |
PS0413 |
PL0000105037 |
100,72 |
100,81 |
4,65 |
4,57 |
100,77 |
4,61 |
OK0713 |
PL0000106563 |
93,02 |
93,17 |
4,76 |
4,65 |
93,10 |
4,70 |
DS1013 |
PL0000102836 |
100,38 |
100,47 |
4,76 |
4,71 |
100,43 |
4,73 |
OK0114 |
PL0000106712 |
90,76 |
90,84 |
4,82 |
4,77 |
90,80 |
4,80 |
PS0414 |
PL0000105433 |
101,87 |
101,94 |
4,86 |
4,83 |
101,91 |
4,84 |
WZ0115 |
PL0000106480 |
99,41 |
99,53 |
--- |
--- |
99,47 |
--- |
PS0415 |
PL0000105953 |
101,36 |
101,47 |
5,03 |
5,00 |
101,42 |
5,01 |
DS1015 |
PL0000103602 |
103,82 |
104,05 |
5,11 |
5,04 |
103,94 |
5,07 |
PS0416 |
PL0000106340 |
99,19 |
99,40 |
5,20 |
5,15 |
99,30 |
5,17 |
IZ0816 |
PL0000103529 |
102,01 |
102,34 |
--- |
--- |
102,18 |
--- |
PS1016 |
PL0000106795 |
97,64 |
97,86 |
5,31 |
5,26 |
97,75 |
5,28 |
DS1017 |
PL0000104543 |
98,96 |
99,24 |
5,45 |
5,40 |
99,10 |
5,43 |
WZ0118 |
PL0000104717 |
98,20 |
98,39 |
--- |
--- |
98,30 |
--- |
DS1019 |
PL0000105441 |
98,83 |
99,02 |
5,68 |
5,65 |
98,93 |
5,67 |
DS1020 |
PL0000106126 |
96,01 |
96,19 |
5,83 |
5,81 |
96,10 |
5,82 |
WZ0121 |
PL0000106068 |
96,08 |
96,30 |
--- |
--- |
96,19 |
--- |
DS1021 |
PL0000106670 |
99,05 |
99,23 |
5,87 |
5,85 |
99,14 |
5,86 |
WS0922 |
PL0000102646 |
99,04 |
99,29 |
5,86 |
5,83 |
99,17 |
5,85 |
IZ0823 |
PL0000105359 |
96,91 |
97,43 |
--- |
--- |
97,17 |
--- |
WS0429 |
PL0000105391 |
97,04 |
97,42 |
6,02 |
5,99 |
97,23 |
6,00 |
REPO MARKET |
General Collateral (GC) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
4,000 |
4,100 |
4,040 |
2 100 |
TOTAL |
2 100 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
45 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
55 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
140 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
35 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
20 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,050 |
4,100 |
4,077 |
110 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
15 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,050 |
4,100 |
4,059 |
85 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
4,050 |
4,050 |
4,050 |
30 |
OK0114 |
PL0000106712 |
1/8 |
7 |
4,100 |
4,100 |
4,100 |
260 |
TOTAL |
795 |