2012-01-10 |
MARKET DATA |
No 6 (1791) |
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 |
2 900,00 |
2 925,48 |
203 |
1 855,00 |
1 864,85 |
35 |
4 755,00 |
4 790,33 |
238 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 900,00 |
2 925,48 |
203 |
1 855,00 |
1 864,85 |
35 |
4 755,00 |
4 790,33 |
238 |
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 |
99,87 |
99,86 |
99,86 |
99,86 |
99,86 |
99,86 |
99,86 |
60 000 |
59,92 |
2 |
PS0412 |
PL0000104659 |
100,14 |
100,15 |
100,14 |
100,14 |
100,14 |
100,14 |
100,14 |
100 000 |
103,54 |
2 |
OK0712 |
PL0000105912 |
97,73 |
97,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
96,57 |
96,58 |
96,56 |
96,56 |
96,56 |
96,56 |
96,56 |
100 000 |
96,56 |
2 |
OK0113 |
PL0000106324 |
95,49 |
95,51 |
95,51 |
95,52 |
95,51 |
95,52 |
95,52 |
82 500 |
78,80 |
4 |
PS0413 |
PL0000105037 |
100,75 |
100,78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
93,31 |
93,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,45 |
100,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
90,96 |
90,94 |
90,96 |
90,96 |
90,96 |
90,96 |
90,96 |
25 000 |
22,74 |
1 |
PS0414 |
PL0000105433 |
101,94 |
101,90 |
101,94 |
101,94 |
101,93 |
101,93 |
101,93 |
185 000 |
196,19 |
5 |
PS0415 |
PL0000105953 |
101,54 |
101,44 |
101,45 |
101,53 |
101,45 |
101,53 |
101,49 |
235 000 |
247,74 |
11 |
DS1015 |
PL0000103602 |
104,00 |
103,90 |
103,90 |
104,02 |
103,90 |
104,00 |
103,96 |
65 000 |
68,46 |
5 |
PS0416 |
PL0000106340 |
99,35 |
99,10 |
99,10 |
99,30 |
99,10 |
99,30 |
99,21 |
35 000 |
35,98 |
4 |
PS1016 |
PL0000106795 |
97,74 |
97,50 |
97,50 |
97,70 |
97,50 |
97,70 |
97,56 |
165 000 |
162,67 |
13 |
DS1017 |
PL0000104543 |
99,41 |
99,03 |
99,10 |
99,45 |
99,10 |
99,30 |
99,36 |
192 500 |
193,45 |
17 |
DS1019 |
PL0000105441 |
99,50 |
98,88 |
99,25 |
99,38 |
99,25 |
99,30 |
99,29 |
215 000 |
216,03 |
18 |
DS1020 |
PL0000106126 |
96,60 |
96,14 |
96,00 |
96,77 |
96,00 |
96,48 |
96,38 |
310 000 |
302,29 |
29 |
DS1021 |
PL0000106670 |
99,52 |
99,05 |
99,05 |
99,65 |
99,05 |
99,65 |
99,35 |
532 500 |
535,65 |
46 |
WS0922 |
PL0000102646 |
99,45 |
98,82 |
98,85 |
99,50 |
98,85 |
99,50 |
99,15 |
190 000 |
191,71 |
18 |
WS0429 |
PL0000105391 |
97,50 |
96,83 |
96,83 |
97,71 |
96,83 |
97,71 |
97,42 |
42 500 |
43,15 |
7 |
WS0437 |
PL0000104857 |
83,00 |
91,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,18 |
102,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
97,18 |
97,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,58 |
99,53 |
99,55 |
99,60 |
99,55 |
99,60 |
99,58 |
305 000 |
310,49 |
16 |
WZ0118 |
PL0000104717 |
98,33 |
98,30 |
98,30 |
98,30 |
98,30 |
98,30 |
98,30 |
50 000 |
50,26 |
2 |
WZ0121 |
PL0000106068 |
96,20 |
96,30 |
96,30 |
96,30 |
96,30 |
96,30 |
96,30 |
10 000 |
9,85 |
1 |
TOTAL |
2 900 000 |
2 925,48 |
203 |
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 |
20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
139 |
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 |
4,18 |
4,01 |
100,15 |
4,08 |
OK0712 |
PL0000105912 |
97,72 |
97,77 |
4,38 |
4,28 |
97,75 |
4,32 |
OK1012 |
PL0000106100 |
96,55 |
96,61 |
4,56 |
4,47 |
96,58 |
4,52 |
OK0113 |
PL0000106324 |
95,46 |
95,55 |
4,58 |
4,48 |
95,51 |
4,52 |
PS0413 |
PL0000105037 |
100,71 |
100,88 |
4,64 |
4,51 |
100,80 |
4,57 |
OK0713 |
PL0000106563 |
93,20 |
93,34 |
4,70 |
4,59 |
93,27 |
4,65 |
DS1013 |
PL0000102836 |
100,37 |
100,49 |
4,76 |
4,69 |
100,43 |
4,72 |
OK0114 |
PL0000106712 |
90,91 |
90,96 |
4,79 |
4,76 |
90,94 |
4,77 |
PS0414 |
PL0000105433 |
101,83 |
101,95 |
4,87 |
4,81 |
101,89 |
4,84 |
WZ0115 |
PL0000106480 |
99,46 |
99,56 |
--- |
--- |
99,51 |
--- |
PS0415 |
PL0000105953 |
101,36 |
101,48 |
5,03 |
4,99 |
101,42 |
5,01 |
DS1015 |
PL0000103602 |
103,75 |
103,95 |
5,12 |
5,06 |
103,85 |
5,09 |
PS0416 |
PL0000106340 |
99,03 |
99,28 |
5,25 |
5,18 |
99,16 |
5,21 |
IZ0816 |
PL0000103529 |
101,98 |
102,34 |
--- |
--- |
102,16 |
--- |
PS1016 |
PL0000106795 |
97,44 |
97,63 |
5,36 |
5,31 |
97,54 |
5,34 |
DS1017 |
PL0000104543 |
98,85 |
99,05 |
5,48 |
5,44 |
98,95 |
5,46 |
WZ0118 |
PL0000104717 |
98,03 |
98,35 |
--- |
--- |
98,19 |
--- |
DS1019 |
PL0000105441 |
98,62 |
98,96 |
5,72 |
5,66 |
98,79 |
5,69 |
DS1020 |
PL0000106126 |
95,96 |
96,19 |
5,84 |
5,81 |
96,08 |
5,82 |
WZ0121 |
PL0000106068 |
96,08 |
96,36 |
--- |
--- |
96,22 |
--- |
DS1021 |
PL0000106670 |
98,73 |
99,09 |
5,92 |
5,87 |
98,91 |
5,89 |
WS0922 |
PL0000102646 |
98,55 |
98,91 |
5,93 |
5,88 |
98,73 |
5,90 |
IZ0823 |
PL0000105359 |
96,91 |
97,47 |
--- |
--- |
97,19 |
--- |
WS0429 |
PL0000105391 |
96,38 |
96,93 |
6,09 |
6,03 |
96,66 |
6,06 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,13 |
100,17 |
4,15 |
4,01 |
100,15 |
4,08 |
OK0712 |
PL0000105912 |
97,72 |
97,77 |
4,38 |
4,28 |
97,75 |
4,32 |
OK1012 |
PL0000106100 |
96,55 |
96,61 |
4,56 |
4,47 |
96,58 |
4,52 |
OK0113 |
PL0000106324 |
95,47 |
95,57 |
4,57 |
4,46 |
95,52 |
4,51 |
PS0413 |
PL0000105037 |
100,72 |
100,82 |
4,64 |
4,56 |
100,77 |
4,60 |
OK0713 |
PL0000106563 |
93,24 |
93,40 |
4,67 |
4,55 |
93,32 |
4,61 |
DS1013 |
PL0000102836 |
100,38 |
100,51 |
4,75 |
4,68 |
100,45 |
4,71 |
OK0114 |
PL0000106712 |
90,90 |
90,98 |
4,79 |
4,75 |
90,94 |
4,77 |
PS0414 |
PL0000105433 |
101,83 |
101,95 |
4,87 |
4,81 |
101,89 |
4,84 |
WZ0115 |
PL0000106480 |
99,55 |
99,64 |
--- |
--- |
99,60 |
--- |
PS0415 |
PL0000105953 |
101,43 |
101,59 |
5,01 |
4,95 |
101,51 |
4,98 |
DS1015 |
PL0000103602 |
103,94 |
104,09 |
5,07 |
5,02 |
104,02 |
5,04 |
PS0416 |
PL0000106340 |
99,27 |
99,48 |
5,18 |
5,13 |
99,38 |
5,15 |
IZ0816 |
PL0000103529 |
102,11 |
102,46 |
--- |
--- |
102,29 |
--- |
PS1016 |
PL0000106795 |
97,69 |
97,94 |
5,30 |
5,24 |
97,82 |
5,27 |
DS1017 |
PL0000104543 |
99,35 |
99,67 |
5,37 |
5,31 |
99,51 |
5,34 |
WZ0118 |
PL0000104717 |
98,13 |
98,48 |
--- |
--- |
98,31 |
--- |
DS1019 |
PL0000105441 |
99,24 |
99,60 |
5,62 |
5,56 |
99,42 |
5,59 |
DS1020 |
PL0000106126 |
96,52 |
96,88 |
5,76 |
5,70 |
96,70 |
5,73 |
WZ0121 |
PL0000106068 |
96,14 |
96,42 |
--- |
--- |
96,28 |
--- |
DS1021 |
PL0000106670 |
99,47 |
99,79 |
5,81 |
5,77 |
99,63 |
5,79 |
WS0922 |
PL0000102646 |
99,26 |
99,65 |
5,84 |
5,79 |
99,46 |
5,81 |
IZ0823 |
PL0000105359 |
96,97 |
97,53 |
--- |
--- |
97,25 |
--- |
WS0429 |
PL0000105391 |
97,33 |
97,86 |
6,00 |
5,94 |
97,60 |
5,97 |
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 |
4,100 |
4,100 |
4,100 |
45 |
OK0712 |
PL0000105912 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
40 |
OK0712 |
PL0000105912 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
40 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
25 |
OK1012 |
PL0000106100 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
30 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,160 |
4,160 |
4,160 |
90 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,150 |
4,240 |
4,182 |
305 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,220 |
4,220 |
4,220 |
10 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,240 |
4,240 |
4,240 |
70 |
OK0713 |
PL0000106563 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
25 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
90 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
60 |
OK0114 |
PL0000106712 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
30 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
30 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
15 |
DS1015 |
PL0000103602 |
0/2 |
2 |
4,150 |
4,150 |
4,150 |
45 |
DS1017 |
PL0000104543 |
0/2 |
2 |
4,150 |
4,150 |
4,150 |
25 |
WZ0115 |
PL0000106480 |
1/3 |
2 |
4,050 |
4,050 |
4,050 |
50 |
DS1013 |
PL0000102836 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
50 |
DS1017 |
PL0000104543 |
2/9 |
7 |
4,250 |
4,250 |
4,250 |
40 |
PS0413 |
PL0000105037 |
2/9 |
7 |
4,250 |
4,250 |
4,250 |
50 |
PS0415 |
PL0000105953 |
2/9 |
7 |
4,250 |
4,250 |
4,250 |
135 |
PS0416 |
PL0000106340 |
2/9 |
7 |
4,250 |
4,250 |
4,250 |
465 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
90 |
TOTAL |
1 855 |