2012-01-05 |
MARKET DATA |
No 4 (1789) |
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 |
1 715,00 |
1 686,79 |
120 |
1 870,00 |
1 856,38 |
31 |
3 585,00 |
3 543,18 |
151 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 715,00 |
1 686,79 |
120 |
1 870,00 |
1 856,38 |
31 |
3 585,00 |
3 543,18 |
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) |
OK0112 |
PL0000105730 |
99,84 |
99,85 |
99,83 |
99,83 |
99,83 |
99,83 |
99,83 |
15 000 |
14,97 |
1 |
PS0412 |
PL0000104659 |
100,13 |
100,14 |
100,13 |
100,13 |
100,13 |
100,13 |
100,13 |
15 000 |
15,53 |
1 |
OK0712 |
PL0000105912 |
97,71 |
97,73 |
97,71 |
97,71 |
97,71 |
97,71 |
97,71 |
120 000 |
117,25 |
2 |
OK1012 |
PL0000106100 |
96,54 |
96,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
95,44 |
95,43 |
95,43 |
95,43 |
95,42 |
95,43 |
95,42 |
350 000 |
333,99 |
6 |
PS0413 |
PL0000105037 |
100,70 |
100,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
93,24 |
93,22 |
93,28 |
93,28 |
93,28 |
93,28 |
93,28 |
17 500 |
16,32 |
1 |
DS1013 |
PL0000102836 |
100,40 |
100,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
90,83 |
90,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,80 |
101,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
101,33 |
101,28 |
101,29 |
101,31 |
101,26 |
101,31 |
101,30 |
165 000 |
173,59 |
11 |
DS1015 |
PL0000103602 |
103,68 |
103,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
98,91 |
98,89 |
98,89 |
98,89 |
98,79 |
98,79 |
98,84 |
40 000 |
40,96 |
2 |
PS1016 |
PL0000106795 |
97,37 |
97,22 |
97,17 |
97,37 |
97,17 |
97,37 |
97,26 |
82 500 |
81,06 |
8 |
DS1017 |
PL0000104543 |
98,69 |
98,63 |
98,67 |
98,67 |
98,50 |
98,50 |
98,57 |
130 000 |
129,58 |
11 |
DS1019 |
PL0000105441 |
98,41 |
98,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
95,77 |
95,45 |
95,45 |
95,70 |
95,42 |
95,70 |
95,54 |
457 500 |
442,17 |
45 |
DS1021 |
PL0000106670 |
98,60 |
98,40 |
98,40 |
98,60 |
98,29 |
98,60 |
98,42 |
287 500 |
286,43 |
28 |
WS0922 |
PL0000102646 |
98,25 |
98,20 |
98,11 |
98,20 |
98,11 |
98,20 |
98,16 |
35 000 |
34,96 |
4 |
WS0429 |
PL0000105391 |
96,30 |
96,47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
73,09 |
100,91 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,20 |
102,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
97,02 |
97,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,43 |
99,44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,10 |
98,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,15 |
96,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 715 000 |
1 686,79 |
120 |
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 |
22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
141 |
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 |
100,16 |
4,22 |
4,06 |
100,14 |
4,12 |
OK0712 |
PL0000105912 |
97,70 |
97,75 |
4,37 |
4,28 |
97,73 |
4,32 |
OK1012 |
PL0000106100 |
96,51 |
96,59 |
4,58 |
4,47 |
96,55 |
4,53 |
OK0113 |
PL0000106324 |
95,41 |
95,53 |
4,60 |
4,48 |
95,47 |
4,54 |
PS0413 |
PL0000105037 |
100,66 |
100,83 |
4,69 |
4,55 |
100,75 |
4,61 |
OK0713 |
PL0000106563 |
93,08 |
93,25 |
4,77 |
4,64 |
93,17 |
4,70 |
DS1013 |
PL0000102836 |
100,28 |
100,44 |
4,81 |
4,72 |
100,36 |
4,77 |
OK0114 |
PL0000106712 |
90,75 |
90,86 |
4,86 |
4,80 |
90,81 |
4,83 |
PS0414 |
PL0000105433 |
101,68 |
101,85 |
4,94 |
4,86 |
101,77 |
4,90 |
WZ0115 |
PL0000106480 |
99,37 |
99,48 |
--- |
--- |
99,43 |
--- |
PS0415 |
PL0000105953 |
101,23 |
101,32 |
5,07 |
5,04 |
101,28 |
5,06 |
DS1015 |
PL0000103602 |
103,45 |
103,70 |
5,21 |
5,14 |
103,58 |
5,17 |
PS0416 |
PL0000106340 |
98,72 |
98,97 |
5,33 |
5,26 |
98,85 |
5,30 |
IZ0816 |
PL0000103529 |
101,97 |
102,34 |
--- |
--- |
102,16 |
--- |
PS1016 |
PL0000106795 |
97,13 |
97,30 |
5,44 |
5,39 |
97,22 |
5,41 |
DS1017 |
PL0000104543 |
98,40 |
98,67 |
5,57 |
5,51 |
98,54 |
5,54 |
WZ0118 |
PL0000104717 |
98,03 |
98,37 |
--- |
--- |
98,20 |
--- |
DS1019 |
PL0000105441 |
98,06 |
98,41 |
5,81 |
5,75 |
98,24 |
5,78 |
DS1020 |
PL0000106126 |
95,27 |
95,59 |
5,95 |
5,90 |
95,43 |
5,92 |
WZ0121 |
PL0000106068 |
96,08 |
96,35 |
--- |
--- |
96,22 |
--- |
DS1021 |
PL0000106670 |
98,27 |
98,51 |
5,98 |
5,95 |
98,39 |
5,96 |
WS0922 |
PL0000102646 |
97,90 |
98,38 |
6,01 |
5,95 |
98,14 |
5,98 |
IZ0823 |
PL0000105359 |
96,92 |
97,52 |
--- |
--- |
97,22 |
--- |
WS0429 |
PL0000105391 |
95,88 |
96,51 |
6,14 |
6,07 |
96,20 |
6,10 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,11 |
100,16 |
4,22 |
4,06 |
100,14 |
4,12 |
OK0712 |
PL0000105912 |
97,70 |
97,76 |
4,37 |
4,26 |
97,73 |
4,32 |
OK1012 |
PL0000106100 |
96,51 |
96,59 |
4,58 |
4,47 |
96,55 |
4,53 |
OK0113 |
PL0000106324 |
95,42 |
95,48 |
4,59 |
4,53 |
95,45 |
4,56 |
PS0413 |
PL0000105037 |
100,68 |
100,83 |
4,67 |
4,55 |
100,76 |
4,61 |
OK0713 |
PL0000106563 |
93,18 |
93,32 |
4,69 |
4,59 |
93,25 |
4,64 |
DS1013 |
PL0000102836 |
100,38 |
100,50 |
4,76 |
4,68 |
100,44 |
4,72 |
OK0114 |
PL0000106712 |
90,80 |
90,88 |
4,84 |
4,79 |
90,84 |
4,81 |
PS0414 |
PL0000105433 |
101,78 |
101,93 |
4,89 |
4,82 |
101,86 |
4,86 |
WZ0115 |
PL0000106480 |
99,40 |
99,50 |
--- |
--- |
99,45 |
--- |
PS0415 |
PL0000105953 |
101,30 |
101,41 |
5,05 |
5,01 |
101,36 |
5,03 |
DS1015 |
PL0000103602 |
103,60 |
103,84 |
5,17 |
5,10 |
103,72 |
5,13 |
PS0416 |
PL0000106340 |
98,79 |
99,06 |
5,31 |
5,24 |
98,93 |
5,27 |
IZ0816 |
PL0000103529 |
101,97 |
102,35 |
--- |
--- |
102,16 |
--- |
PS1016 |
PL0000106795 |
97,29 |
97,49 |
5,40 |
5,35 |
97,39 |
5,37 |
DS1017 |
PL0000104543 |
98,60 |
98,89 |
5,53 |
5,47 |
98,75 |
5,50 |
WZ0118 |
PL0000104717 |
98,03 |
98,35 |
--- |
--- |
98,19 |
--- |
DS1019 |
PL0000105441 |
98,30 |
98,65 |
5,77 |
5,71 |
98,48 |
5,74 |
DS1020 |
PL0000106126 |
95,69 |
95,85 |
5,88 |
5,86 |
95,77 |
5,87 |
WZ0121 |
PL0000106068 |
96,08 |
96,35 |
--- |
--- |
96,22 |
--- |
DS1021 |
PL0000106670 |
98,49 |
98,79 |
5,95 |
5,91 |
98,64 |
5,93 |
WS0922 |
PL0000102646 |
98,16 |
98,59 |
5,98 |
5,92 |
98,38 |
5,95 |
IZ0823 |
PL0000105359 |
96,93 |
97,50 |
--- |
--- |
97,22 |
--- |
WS0429 |
PL0000105391 |
96,07 |
96,64 |
6,12 |
6,06 |
96,36 |
6,09 |
REPO MARKET |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
4/5 |
1 |
4,110 |
4,110 |
4,110 |
30 |
PS0412 |
PL0000104659 |
4/5 |
1 |
4,150 |
4,150 |
4,150 |
200 |
DS1020 |
PL0000106126 |
4/5 |
1 |
4,130 |
4,130 |
4,130 |
270 |
DS1021 |
PL0000106670 |
4/5 |
1 |
4,050 |
4,100 |
4,089 |
280 |
DS1013 |
PL0000102836 |
0/4 |
4 |
4,100 |
4,100 |
4,100 |
25 |
DS1015 |
PL0000103602 |
0/4 |
4 |
4,100 |
4,100 |
4,100 |
5 |
DS1017 |
PL0000104543 |
0/4 |
4 |
4,100 |
4,100 |
4,100 |
110 |
DS1020 |
PL0000106126 |
0/4 |
4 |
4,110 |
4,130 |
4,129 |
85 |
OK0113 |
PL0000106324 |
0/4 |
4 |
4,000 |
4,000 |
4,000 |
70 |
DS1021 |
PL0000106670 |
0/4 |
4 |
4,100 |
4,100 |
4,100 |
90 |
DS1015 |
PL0000103602 |
0/5 |
5 |
4,100 |
4,100 |
4,100 |
5 |
OK0113 |
PL0000106324 |
0/5 |
5 |
3,950 |
3,950 |
3,950 |
10 |
DS1013 |
PL0000102836 |
4/11 |
7 |
4,100 |
4,100 |
4,100 |
5 |
DS1019 |
PL0000105441 |
4/11 |
7 |
4,150 |
4,150 |
4,150 |
60 |
OK0112 |
PL0000105730 |
4/11 |
7 |
4,100 |
4,100 |
4,100 |
20 |
OK0113 |
PL0000106324 |
4/11 |
7 |
4,100 |
4,100 |
4,100 |
90 |
PS0416 |
PL0000106340 |
4/11 |
7 |
4,100 |
4,100 |
4,100 |
5 |
PS1016 |
PL0000106795 |
4/11 |
7 |
4,100 |
4,100 |
4,100 |
20 |
WZ0121 |
PL0000106068 |
4/11 |
7 |
4,100 |
4,100 |
4,100 |
50 |
DS1015 |
PL0000103602 |
0/8 |
8 |
4,150 |
4,150 |
4,150 |
40 |
DS1017 |
PL0000104543 |
0/8 |
8 |
4,250 |
4,250 |
4,250 |
40 |
DS1019 |
PL0000105441 |
0/8 |
8 |
4,250 |
4,250 |
4,250 |
100 |
PS0415 |
PL0000105953 |
0/8 |
8 |
4,250 |
4,250 |
4,250 |
100 |
DS1020 |
PL0000106126 |
0/8 |
8 |
4,250 |
4,250 |
4,250 |
160 |
TOTAL |
1 870 |