2012-01-09 |
MARKET DATA |
No 5 (1790) |
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 |
847,50 |
823,59 |
45 |
2 350,00 |
2 356,76 |
34 |
3 197,50 |
3 180,35 |
79 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
847,50 |
823,59 |
45 |
2 350,00 |
2 356,76 |
34 |
3 197,50 |
3 180,35 |
79 |
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 |
99,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0412 |
PL0000104659 |
100,13 |
100,16 |
100,13 |
100,13 |
100,13 |
100,13 |
100,13 |
2 500 |
2,59 |
1 |
OK0712 |
PL0000105912 |
97,72 |
97,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
96,56 |
96,58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
95,46 |
95,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,73 |
100,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
93,19 |
93,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,40 |
100,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
90,91 |
90,91 |
90,92 |
90,93 |
90,92 |
90,93 |
90,93 |
325 000 |
295,52 |
10 |
PS0414 |
PL0000105433 |
101,87 |
101,94 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
101,42 |
101,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,82 |
103,84 |
103,87 |
103,89 |
103,87 |
103,89 |
103,88 |
35 000 |
36,83 |
3 |
PS0416 |
PL0000106340 |
99,08 |
99,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
97,52 |
97,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
98,90 |
98,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
98,70 |
98,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
95,95 |
95,95 |
96,04 |
96,10 |
96,04 |
96,10 |
96,08 |
70 000 |
68,04 |
5 |
DS1021 |
PL0000106670 |
98,83 |
98,84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
98,82 |
98,60 |
98,64 |
98,75 |
98,64 |
98,75 |
98,68 |
110 000 |
110,45 |
9 |
WS0429 |
PL0000105391 |
96,42 |
96,78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
82,00 |
95,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,00 |
102,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
97,02 |
97,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,48 |
99,46 |
99,46 |
99,50 |
99,46 |
99,50 |
99,49 |
305 000 |
310,16 |
17 |
WZ0118 |
PL0000104717 |
98,08 |
98,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,15 |
96,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
847 500 |
823,59 |
45 |
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 |
21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
140 |
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 |
100,12 |
100,17 |
4,19 |
4,02 |
100,15 |
4,08 |
OK0712 |
PL0000105912 |
97,71 |
97,77 |
4,38 |
4,26 |
97,74 |
4,32 |
OK1012 |
PL0000106100 |
96,53 |
96,61 |
4,57 |
4,46 |
96,57 |
4,51 |
OK0113 |
PL0000106324 |
95,44 |
95,54 |
4,59 |
4,48 |
95,49 |
4,53 |
PS0413 |
PL0000105037 |
100,71 |
100,87 |
4,65 |
4,52 |
100,79 |
4,58 |
OK0713 |
PL0000106563 |
93,18 |
93,34 |
4,70 |
4,59 |
93,26 |
4,64 |
DS1013 |
PL0000102836 |
100,36 |
100,53 |
4,77 |
4,67 |
100,45 |
4,71 |
OK0114 |
PL0000106712 |
90,88 |
90,94 |
4,80 |
4,76 |
90,91 |
4,78 |
PS0414 |
PL0000105433 |
101,84 |
102,00 |
4,87 |
4,79 |
101,92 |
4,83 |
WZ0115 |
PL0000106480 |
99,41 |
99,50 |
--- |
--- |
99,46 |
--- |
PS0415 |
PL0000105953 |
101,39 |
101,50 |
5,02 |
4,98 |
101,45 |
5,00 |
DS1015 |
PL0000103602 |
103,72 |
103,93 |
5,13 |
5,07 |
103,83 |
5,10 |
PS0416 |
PL0000106340 |
99,03 |
99,27 |
5,25 |
5,18 |
99,15 |
5,22 |
IZ0816 |
PL0000103529 |
101,95 |
102,32 |
--- |
--- |
102,14 |
--- |
PS1016 |
PL0000106795 |
97,46 |
97,68 |
5,36 |
5,30 |
97,57 |
5,33 |
DS1017 |
PL0000104543 |
98,87 |
99,13 |
5,47 |
5,42 |
99,00 |
5,45 |
WZ0118 |
PL0000104717 |
98,02 |
98,36 |
--- |
--- |
98,19 |
--- |
DS1019 |
PL0000105441 |
98,67 |
98,97 |
5,71 |
5,66 |
98,82 |
5,68 |
DS1020 |
PL0000106126 |
95,86 |
96,24 |
5,86 |
5,80 |
96,05 |
5,83 |
WZ0121 |
PL0000106068 |
96,08 |
96,36 |
--- |
--- |
96,22 |
--- |
DS1021 |
PL0000106670 |
98,77 |
99,20 |
5,91 |
5,85 |
98,99 |
5,88 |
WS0922 |
PL0000102646 |
98,60 |
98,87 |
5,92 |
5,89 |
98,74 |
5,90 |
IZ0823 |
PL0000105359 |
96,91 |
97,47 |
--- |
--- |
97,19 |
--- |
WS0429 |
PL0000105391 |
96,33 |
96,97 |
6,09 |
6,03 |
96,65 |
6,06 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,12 |
100,17 |
4,19 |
4,02 |
100,15 |
4,08 |
OK0712 |
PL0000105912 |
97,71 |
97,77 |
4,38 |
4,26 |
97,74 |
4,32 |
OK1012 |
PL0000106100 |
96,55 |
96,60 |
4,54 |
4,47 |
96,58 |
4,50 |
OK0113 |
PL0000106324 |
95,44 |
95,52 |
4,59 |
4,50 |
95,48 |
4,54 |
PS0413 |
PL0000105037 |
100,72 |
100,88 |
4,64 |
4,51 |
100,80 |
4,57 |
OK0713 |
PL0000106563 |
93,17 |
93,33 |
4,71 |
4,59 |
93,25 |
4,65 |
DS1013 |
PL0000102836 |
100,38 |
100,47 |
4,76 |
4,70 |
100,43 |
4,73 |
OK0114 |
PL0000106712 |
90,90 |
90,95 |
4,79 |
4,76 |
90,93 |
4,77 |
PS0414 |
PL0000105433 |
101,85 |
101,97 |
4,86 |
4,81 |
101,91 |
4,83 |
WZ0115 |
PL0000106480 |
99,45 |
99,53 |
--- |
--- |
99,49 |
--- |
PS0415 |
PL0000105953 |
101,35 |
101,48 |
5,03 |
4,99 |
101,42 |
5,01 |
DS1015 |
PL0000103602 |
103,75 |
103,97 |
5,12 |
5,06 |
103,86 |
5,09 |
PS0416 |
PL0000106340 |
99,05 |
99,32 |
5,24 |
5,17 |
99,19 |
5,20 |
IZ0816 |
PL0000103529 |
101,95 |
102,32 |
--- |
--- |
102,14 |
--- |
PS1016 |
PL0000106795 |
97,44 |
97,63 |
5,36 |
5,31 |
97,54 |
5,34 |
DS1017 |
PL0000104543 |
98,81 |
99,03 |
5,49 |
5,44 |
98,92 |
5,46 |
WZ0118 |
PL0000104717 |
98,02 |
98,36 |
--- |
--- |
98,19 |
--- |
DS1019 |
PL0000105441 |
98,62 |
98,96 |
5,72 |
5,66 |
98,79 |
5,69 |
DS1020 |
PL0000106126 |
95,90 |
96,17 |
5,85 |
5,81 |
96,04 |
5,83 |
WZ0121 |
PL0000106068 |
96,09 |
96,36 |
--- |
--- |
96,23 |
--- |
DS1021 |
PL0000106670 |
98,68 |
99,04 |
5,92 |
5,87 |
98,86 |
5,90 |
WS0922 |
PL0000102646 |
98,56 |
98,89 |
5,93 |
5,88 |
98,73 |
5,90 |
IZ0823 |
PL0000105359 |
96,91 |
97,47 |
--- |
--- |
97,19 |
--- |
WS0429 |
PL0000105391 |
96,33 |
96,96 |
6,09 |
6,03 |
96,65 |
6,06 |
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 |
4,300 |
4,300 |
4,300 |
500 |
TOTAL |
500 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
25 |
DS1013 |
PL0000102836 |
1/2 |
1 |
3,950 |
4,150 |
4,117 |
30 |
DS1015 |
PL0000103602 |
0/1 |
1 |
3,950 |
3,950 |
3,950 |
10 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,050 |
4,100 |
4,091 |
55 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
25 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,050 |
4,050 |
4,050 |
10 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
25 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
120 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
120 |
OK1012 |
PL0000106100 |
1/2 |
1 |
4,100 |
4,100 |
4,100 |
40 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,110 |
4,110 |
4,110 |
30 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,140 |
4,150 |
4,141 |
500 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
165 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,000 |
4,100 |
4,067 |
30 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
90 |
OK0713 |
PL0000106563 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
20 |
OK0713 |
PL0000106563 |
1/2 |
1 |
4,100 |
4,100 |
4,100 |
25 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
75 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,140 |
4,140 |
4,140 |
35 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,000 |
4,150 |
4,094 |
40 |
PS0412 |
PL0000104659 |
1/3 |
2 |
4,100 |
4,100 |
4,100 |
200 |
DS1015 |
PL0000103602 |
2/9 |
7 |
4,200 |
4,200 |
4,200 |
100 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
40 |
PS0415 |
PL0000105953 |
0/7 |
7 |
4,250 |
4,250 |
4,250 |
40 |
TOTAL |
1 850 |