2012-01-03 |
MARKET DATA |
No 2 (1787) |
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 |
2 267,50 |
2 267,05 |
149 |
3 065,00 |
3 107,73 |
44 |
5 332,50 |
5 374,78 |
193 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 267,50 |
2 267,05 |
149 |
3 065,00 |
3 107,73 |
44 |
5 332,50 |
5 374,78 |
193 |
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 |
99,79 |
99,80 |
99,80 |
99,80 |
99,80 |
99,80 |
99,80 |
275 000 |
274,45 |
4 |
PS0412 |
PL0000104659 |
100,13 |
100,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
97,66 |
97,66 |
97,66 |
97,66 |
97,66 |
97,66 |
97,66 |
195 000 |
190,44 |
5 |
OK1012 |
PL0000106100 |
96,51 |
96,51 |
96,52 |
96,52 |
96,52 |
96,52 |
96,52 |
10 000 |
9,65 |
1 |
OK0113 |
PL0000106324 |
95,41 |
95,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,78 |
100,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
93,18 |
93,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,45 |
100,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
90,81 |
90,81 |
90,79 |
90,81 |
90,79 |
90,81 |
90,81 |
65 000 |
59,02 |
3 |
PS0414 |
PL0000105433 |
101,92 |
101,89 |
101,86 |
101,92 |
101,86 |
101,90 |
101,89 |
85 000 |
90,01 |
4 |
PS0415 |
PL0000105953 |
101,49 |
101,42 |
101,42 |
101,49 |
101,42 |
101,49 |
101,44 |
205 000 |
215,81 |
11 |
DS1015 |
PL0000103602 |
104,01 |
103,96 |
104,04 |
104,04 |
104,04 |
104,04 |
104,04 |
25 000 |
26,32 |
1 |
PS0416 |
PL0000106340 |
99,28 |
99,25 |
99,25 |
99,30 |
99,20 |
99,30 |
99,25 |
85 000 |
87,32 |
7 |
PS1016 |
PL0000106795 |
97,81 |
97,76 |
97,74 |
97,80 |
97,73 |
97,80 |
97,75 |
45 000 |
44,41 |
4 |
DS1017 |
PL0000104543 |
99,20 |
99,13 |
99,15 |
99,18 |
99,13 |
99,18 |
99,17 |
70 000 |
70,14 |
6 |
DS1019 |
PL0000105441 |
98,96 |
98,94 |
99,03 |
99,03 |
99,03 |
99,03 |
99,03 |
25 000 |
25,03 |
1 |
DS1020 |
PL0000106126 |
96,20 |
96,12 |
96,10 |
96,20 |
96,00 |
96,14 |
96,14 |
355 000 |
344,96 |
33 |
DS1021 |
PL0000106670 |
99,20 |
98,98 |
99,00 |
99,25 |
98,90 |
99,05 |
99,06 |
272 500 |
273,03 |
23 |
WS0922 |
PL0000102646 |
99,10 |
98,90 |
99,05 |
99,18 |
98,90 |
98,90 |
98,97 |
460 000 |
462,78 |
38 |
WS0429 |
PL0000105391 |
97,19 |
97,30 |
97,41 |
97,41 |
97,41 |
97,41 |
97,41 |
10 000 |
10,14 |
1 |
WS0437 |
PL0000104857 |
82,00 |
92,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,10 |
102,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
97,06 |
97,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,47 |
99,49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,20 |
98,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,17 |
96,20 |
96,17 |
96,17 |
96,15 |
96,15 |
96,15 |
85 000 |
83,54 |
7 |
TOTAL |
2 267 500 |
2 267,05 |
149 |
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 |
27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
146 |
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 |
100,10 |
100,15 |
4,28 |
4,11 |
100,13 |
4,18 |
OK0712 |
PL0000105912 |
97,60 |
97,68 |
4,46 |
4,30 |
97,64 |
4,38 |
OK1012 |
PL0000106100 |
96,47 |
96,55 |
4,56 |
4,45 |
96,51 |
4,50 |
OK0113 |
PL0000106324 |
95,35 |
95,46 |
4,61 |
4,49 |
95,41 |
4,54 |
PS0413 |
PL0000105037 |
100,70 |
100,81 |
4,66 |
4,57 |
100,76 |
4,61 |
OK0713 |
PL0000106563 |
93,01 |
93,18 |
4,78 |
4,65 |
93,10 |
4,71 |
DS1013 |
PL0000102836 |
100,33 |
100,49 |
4,79 |
4,69 |
100,41 |
4,74 |
OK0114 |
PL0000106712 |
90,75 |
90,84 |
4,83 |
4,78 |
90,80 |
4,80 |
PS0414 |
PL0000105433 |
101,83 |
101,92 |
4,88 |
4,83 |
101,88 |
4,85 |
WZ0115 |
PL0000106480 |
99,43 |
99,52 |
--- |
--- |
99,48 |
--- |
PS0415 |
PL0000105953 |
101,38 |
101,47 |
5,03 |
5,00 |
101,43 |
5,01 |
DS1015 |
PL0000103602 |
103,81 |
104,03 |
5,11 |
5,05 |
103,92 |
5,08 |
PS0416 |
PL0000106340 |
99,12 |
99,28 |
5,22 |
5,18 |
99,20 |
5,20 |
IZ0816 |
PL0000103529 |
102,02 |
102,40 |
--- |
--- |
102,21 |
--- |
PS1016 |
PL0000106795 |
97,57 |
97,83 |
5,33 |
5,26 |
97,70 |
5,29 |
DS1017 |
PL0000104543 |
98,90 |
99,18 |
5,47 |
5,41 |
99,04 |
5,44 |
WZ0118 |
PL0000104717 |
98,11 |
98,39 |
--- |
--- |
98,25 |
--- |
DS1019 |
PL0000105441 |
98,70 |
99,05 |
5,70 |
5,65 |
98,88 |
5,67 |
DS1020 |
PL0000106126 |
95,96 |
96,19 |
5,84 |
5,81 |
96,08 |
5,82 |
WZ0121 |
PL0000106068 |
96,05 |
96,25 |
--- |
--- |
96,15 |
--- |
DS1021 |
PL0000106670 |
98,89 |
99,15 |
5,89 |
5,86 |
99,02 |
5,88 |
WS0922 |
PL0000102646 |
98,89 |
99,24 |
5,88 |
5,84 |
99,07 |
5,86 |
IZ0823 |
PL0000105359 |
96,95 |
97,50 |
--- |
--- |
97,23 |
--- |
WS0429 |
PL0000105391 |
96,90 |
97,45 |
6,04 |
5,98 |
97,18 |
6,01 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,10 |
100,15 |
4,28 |
4,11 |
100,13 |
4,18 |
OK0712 |
PL0000105912 |
97,65 |
97,69 |
4,36 |
4,28 |
97,67 |
4,32 |
OK1012 |
PL0000106100 |
96,49 |
96,54 |
4,53 |
4,46 |
96,52 |
4,49 |
OK0113 |
PL0000106324 |
95,39 |
95,48 |
4,56 |
4,47 |
95,44 |
4,51 |
PS0413 |
PL0000105037 |
100,72 |
100,85 |
4,64 |
4,54 |
100,79 |
4,59 |
OK0713 |
PL0000106563 |
93,16 |
93,25 |
4,67 |
4,60 |
93,21 |
4,63 |
DS1013 |
PL0000102836 |
100,40 |
100,52 |
4,75 |
4,68 |
100,46 |
4,71 |
OK0114 |
PL0000106712 |
90,80 |
90,87 |
4,80 |
4,76 |
90,84 |
4,78 |
PS0414 |
PL0000105433 |
101,87 |
102,00 |
4,86 |
4,80 |
101,94 |
4,82 |
WZ0115 |
PL0000106480 |
99,43 |
99,52 |
--- |
--- |
99,48 |
--- |
PS0415 |
PL0000105953 |
101,41 |
101,52 |
5,02 |
4,98 |
101,47 |
5,00 |
DS1015 |
PL0000103602 |
103,89 |
104,09 |
5,09 |
5,03 |
103,99 |
5,06 |
PS0416 |
PL0000106340 |
99,18 |
99,36 |
5,21 |
5,16 |
99,27 |
5,18 |
IZ0816 |
PL0000103529 |
102,02 |
102,33 |
--- |
--- |
102,18 |
--- |
PS1016 |
PL0000106795 |
97,69 |
97,97 |
5,30 |
5,23 |
97,83 |
5,26 |
DS1017 |
PL0000104543 |
99,12 |
99,39 |
5,42 |
5,37 |
99,26 |
5,39 |
WZ0118 |
PL0000104717 |
98,11 |
98,39 |
--- |
--- |
98,25 |
--- |
DS1019 |
PL0000105441 |
98,91 |
99,06 |
5,67 |
5,64 |
98,99 |
5,66 |
DS1020 |
PL0000106126 |
96,10 |
96,26 |
5,82 |
5,80 |
96,18 |
5,81 |
WZ0121 |
PL0000106068 |
96,01 |
96,24 |
--- |
--- |
96,13 |
--- |
DS1021 |
PL0000106670 |
98,91 |
99,14 |
5,89 |
5,86 |
99,03 |
5,87 |
WS0922 |
PL0000102646 |
98,83 |
99,01 |
5,89 |
5,87 |
98,92 |
5,88 |
IZ0823 |
PL0000105359 |
96,93 |
97,41 |
--- |
--- |
97,17 |
--- |
WS0429 |
PL0000105391 |
96,85 |
97,36 |
6,04 |
5,99 |
97,11 |
6,02 |
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 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
600 |
TOTAL |
600 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
0/1 |
1 |
3,900 |
3,900 |
3,900 |
20 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,100 |
4,150 |
4,127 |
275 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,100 |
4,100 |
4,100 |
50 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,100 |
4,100 |
4,100 |
100 |
OK0112 |
PL0000105730 |
1/2 |
1 |
3,900 |
3,900 |
3,900 |
280 |
PS0415 |
PL0000105953 |
0/1 |
1 |
3,900 |
3,900 |
3,900 |
30 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,100 |
4,100 |
4,100 |
230 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
20 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,100 |
4,100 |
4,100 |
60 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,100 |
4,100 |
4,100 |
35 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
70 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,100 |
4,100 |
4,100 |
95 |
DS1015 |
PL0000103602 |
0/2 |
2 |
4,150 |
4,150 |
4,150 |
50 |
DS1017 |
PL0000104543 |
0/2 |
2 |
3,900 |
4,150 |
4,127 |
55 |
PS0414 |
PL0000105433 |
0/2 |
2 |
3,900 |
4,100 |
4,014 |
35 |
PS0415 |
PL0000105953 |
0/2 |
2 |
4,050 |
4,100 |
4,065 |
65 |
OK0113 |
PL0000106324 |
0/2 |
2 |
3,900 |
3,900 |
3,900 |
15 |
OK0713 |
PL0000106563 |
0/2 |
2 |
3,850 |
4,150 |
3,970 |
50 |
DS1021 |
PL0000106670 |
0/2 |
2 |
4,150 |
4,150 |
4,150 |
15 |
PS1016 |
PL0000106795 |
0/2 |
2 |
3,850 |
4,150 |
3,925 |
40 |
DS1013 |
PL0000102836 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
50 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,100 |
4,100 |
4,100 |
40 |
DS1017 |
PL0000104543 |
2/9 |
7 |
4,250 |
4,250 |
4,250 |
35 |
PS0413 |
PL0000105037 |
2/9 |
7 |
4,250 |
4,250 |
4,250 |
45 |
PS0415 |
PL0000105953 |
2/9 |
7 |
4,250 |
4,250 |
4,250 |
75 |
OK0113 |
PL0000106324 |
2/9 |
7 |
4,150 |
4,150 |
4,150 |
150 |
PS0416 |
PL0000106340 |
2/9 |
7 |
4,250 |
4,250 |
4,250 |
400 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
4,100 |
4,100 |
4,100 |
80 |
TOTAL |
2 465 |