2012-01-04 |
MARKET DATA |
No 3 (1788) |
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 |
2 007,50 |
2 001,49 |
130 |
1 490,00 |
1 487,08 |
20 |
3 497,50 |
3 488,57 |
150 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 007,50 |
2 001,49 |
130 |
1 490,00 |
1 487,08 |
20 |
3 497,50 |
3 488,57 |
150 |
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 |
99,83 |
99,84 |
99,82 |
99,83 |
99,82 |
99,83 |
99,83 |
187 500 |
187,17 |
8 |
PS0412 |
PL0000104659 |
100,12 |
100,13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
97,70 |
97,71 |
97,70 |
97,72 |
97,70 |
97,72 |
97,71 |
65 000 |
63,51 |
4 |
OK1012 |
PL0000106100 |
96,58 |
96,57 |
96,58 |
96,58 |
96,58 |
96,58 |
96,58 |
150 000 |
144,87 |
2 |
OK0113 |
PL0000106324 |
95,45 |
95,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,78 |
100,82 |
100,78 |
100,78 |
100,78 |
100,78 |
100,78 |
125 000 |
130,62 |
3 |
OK0713 |
PL0000106563 |
93,26 |
93,23 |
93,26 |
93,26 |
93,26 |
93,26 |
93,26 |
10 000 |
9,33 |
1 |
DS1013 |
PL0000102836 |
100,42 |
100,46 |
100,48 |
100,49 |
100,48 |
100,49 |
100,49 |
35 000 |
35,54 |
2 |
OK0114 |
PL0000106712 |
90,85 |
90,85 |
90,83 |
90,83 |
90,82 |
90,82 |
90,83 |
35 000 |
31,79 |
2 |
PS0414 |
PL0000105433 |
101,92 |
101,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
101,45 |
101,38 |
101,48 |
101,48 |
101,37 |
101,38 |
101,42 |
92 500 |
97,41 |
7 |
DS1015 |
PL0000103602 |
103,90 |
103,84 |
103,95 |
103,95 |
103,81 |
103,81 |
103,88 |
55 000 |
57,86 |
5 |
PS0416 |
PL0000106340 |
99,21 |
99,11 |
99,10 |
99,10 |
99,00 |
99,00 |
99,08 |
45 000 |
46,18 |
5 |
PS1016 |
PL0000106795 |
97,74 |
97,54 |
97,66 |
97,66 |
97,61 |
97,61 |
97,63 |
25 000 |
24,65 |
2 |
DS1017 |
PL0000104543 |
99,15 |
98,90 |
99,10 |
99,10 |
98,91 |
98,91 |
99,04 |
30 000 |
30,04 |
3 |
DS1019 |
PL0000105441 |
98,88 |
98,64 |
98,65 |
98,65 |
98,65 |
98,65 |
98,65 |
10 000 |
9,98 |
1 |
DS1020 |
PL0000106126 |
96,01 |
95,64 |
96,01 |
96,01 |
95,60 |
95,60 |
95,90 |
305 000 |
295,82 |
24 |
DS1021 |
PL0000106670 |
98,89 |
98,60 |
98,80 |
98,90 |
98,59 |
98,59 |
98,75 |
232 500 |
232,38 |
20 |
WS0922 |
PL0000102646 |
98,81 |
98,55 |
98,71 |
98,78 |
98,51 |
98,51 |
98,64 |
115 000 |
115,39 |
10 |
WS0429 |
PL0000105391 |
96,84 |
96,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
82,00 |
92,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,11 |
102,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
97,06 |
97,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,45 |
99,42 |
99,45 |
99,45 |
99,41 |
99,42 |
99,43 |
220 000 |
223,54 |
12 |
WZ0118 |
PL0000104717 |
98,13 |
98,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,15 |
96,10 |
96,00 |
96,20 |
96,00 |
96,15 |
96,13 |
270 000 |
265,43 |
19 |
TOTAL |
2 007 500 |
2 001,49 |
130 |
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 |
23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
142 |
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 |
100,11 |
100,17 |
4,23 |
4,03 |
100,14 |
4,13 |
OK0712 |
PL0000105912 |
97,68 |
97,75 |
4,39 |
4,25 |
97,72 |
4,31 |
OK1012 |
PL0000106100 |
96,55 |
96,61 |
4,51 |
4,43 |
96,58 |
4,47 |
OK0113 |
PL0000106324 |
95,44 |
95,54 |
4,56 |
4,46 |
95,49 |
4,51 |
PS0413 |
PL0000105037 |
100,72 |
100,86 |
4,64 |
4,53 |
100,79 |
4,58 |
OK0713 |
PL0000106563 |
93,18 |
93,29 |
4,69 |
4,61 |
93,24 |
4,64 |
DS1013 |
PL0000102836 |
100,41 |
100,53 |
4,74 |
4,67 |
100,47 |
4,70 |
OK0114 |
PL0000106712 |
90,82 |
90,92 |
4,82 |
4,76 |
90,87 |
4,79 |
PS0414 |
PL0000105433 |
101,88 |
101,97 |
4,85 |
4,81 |
101,93 |
4,83 |
WZ0115 |
PL0000106480 |
99,40 |
99,49 |
--- |
--- |
99,45 |
--- |
PS0415 |
PL0000105953 |
101,42 |
101,54 |
5,01 |
4,97 |
101,48 |
4,99 |
DS1015 |
PL0000103602 |
103,84 |
104,06 |
5,10 |
5,04 |
103,95 |
5,07 |
PS0416 |
PL0000106340 |
99,15 |
99,39 |
5,21 |
5,15 |
99,27 |
5,18 |
IZ0816 |
PL0000103529 |
102,04 |
102,33 |
--- |
--- |
102,19 |
--- |
PS1016 |
PL0000106795 |
97,65 |
97,88 |
5,31 |
5,25 |
97,77 |
5,28 |
DS1017 |
PL0000104543 |
98,98 |
99,27 |
5,45 |
5,39 |
99,13 |
5,42 |
WZ0118 |
PL0000104717 |
98,08 |
98,37 |
--- |
--- |
98,23 |
--- |
DS1019 |
PL0000105441 |
98,62 |
98,97 |
5,72 |
5,66 |
98,80 |
5,69 |
DS1020 |
PL0000106126 |
95,87 |
96,03 |
5,86 |
5,83 |
95,95 |
5,84 |
WZ0121 |
PL0000106068 |
95,94 |
96,17 |
--- |
--- |
96,06 |
--- |
DS1021 |
PL0000106670 |
98,70 |
98,95 |
5,92 |
5,89 |
98,83 |
5,90 |
WS0922 |
PL0000102646 |
98,61 |
98,87 |
5,92 |
5,89 |
98,74 |
5,90 |
IZ0823 |
PL0000105359 |
96,93 |
97,48 |
--- |
--- |
97,21 |
--- |
WS0429 |
PL0000105391 |
96,61 |
97,20 |
6,06 |
6,01 |
96,91 |
6,04 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,10 |
100,16 |
4,26 |
4,06 |
100,13 |
4,16 |
OK0712 |
PL0000105912 |
97,69 |
97,76 |
4,37 |
4,24 |
97,73 |
4,29 |
OK1012 |
PL0000106100 |
96,52 |
96,59 |
4,55 |
4,46 |
96,56 |
4,50 |
OK0113 |
PL0000106324 |
95,42 |
95,52 |
4,58 |
4,48 |
95,47 |
4,53 |
PS0413 |
PL0000105037 |
100,69 |
100,84 |
4,66 |
4,54 |
100,77 |
4,60 |
OK0713 |
PL0000106563 |
93,14 |
93,27 |
4,72 |
4,62 |
93,21 |
4,66 |
DS1013 |
PL0000102836 |
100,38 |
100,49 |
4,76 |
4,69 |
100,44 |
4,72 |
OK0114 |
PL0000106712 |
90,81 |
90,88 |
4,82 |
4,78 |
90,85 |
4,80 |
PS0414 |
PL0000105433 |
101,79 |
101,89 |
4,89 |
4,84 |
101,84 |
4,87 |
WZ0115 |
PL0000106480 |
99,39 |
99,48 |
--- |
--- |
99,44 |
--- |
PS0415 |
PL0000105953 |
101,36 |
101,48 |
5,03 |
4,99 |
101,42 |
5,01 |
DS1015 |
PL0000103602 |
103,70 |
103,93 |
5,14 |
5,07 |
103,82 |
5,10 |
PS0416 |
PL0000106340 |
98,98 |
99,18 |
5,26 |
5,21 |
99,08 |
5,23 |
IZ0816 |
PL0000103529 |
102,04 |
102,33 |
--- |
--- |
102,19 |
--- |
PS1016 |
PL0000106795 |
97,40 |
97,64 |
5,37 |
5,31 |
97,52 |
5,34 |
DS1017 |
PL0000104543 |
98,78 |
99,03 |
5,49 |
5,44 |
98,91 |
5,47 |
WZ0118 |
PL0000104717 |
98,07 |
98,38 |
--- |
--- |
98,23 |
--- |
DS1019 |
PL0000105441 |
98,51 |
98,78 |
5,73 |
5,69 |
98,65 |
5,71 |
DS1020 |
PL0000106126 |
95,55 |
95,84 |
5,90 |
5,86 |
95,70 |
5,88 |
WZ0121 |
PL0000106068 |
96,08 |
96,34 |
--- |
--- |
96,21 |
--- |
DS1021 |
PL0000106670 |
98,55 |
98,79 |
5,94 |
5,91 |
98,67 |
5,92 |
WS0922 |
PL0000102646 |
98,39 |
98,64 |
5,95 |
5,92 |
98,52 |
5,93 |
IZ0823 |
PL0000105359 |
96,92 |
97,49 |
--- |
--- |
97,21 |
--- |
WS0429 |
PL0000105391 |
96,33 |
96,94 |
6,09 |
6,03 |
96,64 |
6,06 |
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 |
3,900 |
3,900 |
3,900 |
15 |
DS1015 |
PL0000103602 |
0/1 |
1 |
3,900 |
3,900 |
3,900 |
5 |
DS1017 |
PL0000104543 |
0/1 |
1 |
3,900 |
3,900 |
3,900 |
15 |
PS0413 |
PL0000105037 |
0/1 |
1 |
3,900 |
3,900 |
3,900 |
15 |
OK0712 |
PL0000105912 |
0/1 |
1 |
3,900 |
3,900 |
3,900 |
35 |
PS0415 |
PL0000105953 |
0/1 |
1 |
3,900 |
3,900 |
3,900 |
10 |
PS0416 |
PL0000106340 |
0/1 |
1 |
3,900 |
3,900 |
3,900 |
5 |
DS1017 |
PL0000104543 |
1/5 |
4 |
4,100 |
4,100 |
4,100 |
50 |
DS1020 |
PL0000106126 |
1/5 |
4 |
4,070 |
4,070 |
4,070 |
40 |
PS1016 |
PL0000106795 |
1/5 |
4 |
4,000 |
4,000 |
4,000 |
50 |
PS0416 |
PL0000106340 |
0/5 |
5 |
4,000 |
4,000 |
4,000 |
10 |
DS1013 |
PL0000102836 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
115 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
50 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,230 |
4,250 |
4,245 |
245 |
OK0712 |
PL0000105912 |
1/8 |
7 |
4,200 |
4,250 |
4,222 |
280 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
200 |
OK1012 |
PL0000106100 |
1/8 |
7 |
4,150 |
4,150 |
4,150 |
300 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
50 |
TOTAL |
1 490 |