2012-01-11 |
MARKET DATA |
No 7 (1792) |
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 |
2 275,00 |
2 281,96 |
188 |
1 785,00 |
1 795,01 |
27 |
4 060,00 |
4 076,97 |
215 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 275,00 |
2 281,96 |
188 |
1 785,00 |
1 795,01 |
27 |
4 060,00 |
4 076,97 |
215 |
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 |
99,86 |
99,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0412 |
PL0000104659 |
100,14 |
100,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
97,75 |
97,77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
96,58 |
96,61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
95,50 |
95,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,75 |
100,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
93,35 |
93,38 |
93,35 |
93,35 |
93,35 |
93,35 |
93,35 |
20 000 |
18,67 |
2 |
DS1013 |
PL0000102836 |
100,43 |
100,42 |
100,43 |
100,43 |
100,41 |
100,41 |
100,42 |
110 000 |
111,68 |
3 |
OK0114 |
PL0000106712 |
90,96 |
90,94 |
90,95 |
90,95 |
90,94 |
90,94 |
90,94 |
35 000 |
31,83 |
2 |
PS0414 |
PL0000105433 |
101,92 |
101,89 |
101,92 |
101,92 |
101,88 |
101,88 |
101,91 |
95 000 |
100,74 |
3 |
PS0415 |
PL0000105953 |
101,56 |
101,49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,15 |
103,95 |
104,22 |
104,22 |
104,05 |
104,05 |
104,10 |
27 500 |
29,01 |
3 |
PS0416 |
PL0000106340 |
99,49 |
99,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
98,05 |
97,76 |
98,02 |
98,11 |
97,75 |
97,75 |
97,97 |
340 000 |
336,64 |
28 |
DS1017 |
PL0000104543 |
99,77 |
99,38 |
99,93 |
99,93 |
99,55 |
99,64 |
99,62 |
210 000 |
211,61 |
16 |
DS1019 |
PL0000105441 |
99,71 |
99,35 |
99,78 |
99,78 |
99,33 |
99,33 |
99,59 |
65 000 |
65,52 |
9 |
DS1020 |
PL0000106126 |
97,17 |
96,64 |
97,30 |
97,35 |
96,65 |
96,75 |
96,93 |
455 000 |
446,24 |
39 |
DS1021 |
PL0000106670 |
100,12 |
99,55 |
100,05 |
100,05 |
99,55 |
99,60 |
99,84 |
580 000 |
586,36 |
50 |
WS0922 |
PL0000102646 |
99,90 |
99,55 |
99,85 |
99,95 |
99,75 |
99,82 |
99,86 |
145 000 |
147,36 |
15 |
WS0429 |
PL0000105391 |
98,16 |
97,79 |
97,85 |
98,08 |
97,73 |
98,00 |
97,97 |
102 500 |
104,66 |
13 |
WS0437 |
PL0000104857 |
86,00 |
92,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,10 |
102,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
97,10 |
97,42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,60 |
99,60 |
99,61 |
99,61 |
99,60 |
99,60 |
99,61 |
90 000 |
91,65 |
5 |
WZ0118 |
PL0000104717 |
98,18 |
98,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,21 |
96,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
2 275 000 |
2 281,96 |
188 |
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 |
19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
138 |
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 |
100,13 |
100,18 |
4,14 |
3,97 |
100,16 |
4,04 |
OK0712 |
PL0000105912 |
97,73 |
97,79 |
4,38 |
4,26 |
97,76 |
4,32 |
OK1012 |
PL0000106100 |
96,56 |
96,63 |
4,56 |
4,46 |
96,60 |
4,50 |
OK0113 |
PL0000106324 |
95,48 |
95,59 |
4,57 |
4,45 |
95,54 |
4,50 |
PS0413 |
PL0000105037 |
100,72 |
100,83 |
4,64 |
4,55 |
100,78 |
4,59 |
OK0713 |
PL0000106563 |
93,29 |
93,42 |
4,64 |
4,54 |
93,36 |
4,59 |
DS1013 |
PL0000102836 |
100,40 |
100,52 |
4,74 |
4,67 |
100,46 |
4,71 |
OK0114 |
PL0000106712 |
90,92 |
91,02 |
4,79 |
4,73 |
90,97 |
4,76 |
PS0414 |
PL0000105433 |
101,87 |
101,99 |
4,85 |
4,79 |
101,93 |
4,82 |
WZ0115 |
PL0000106480 |
99,56 |
99,65 |
--- |
--- |
99,61 |
--- |
PS0415 |
PL0000105953 |
101,48 |
101,69 |
4,99 |
4,92 |
101,59 |
4,95 |
DS1015 |
PL0000103602 |
104,01 |
104,23 |
5,05 |
4,98 |
104,12 |
5,02 |
PS0416 |
PL0000106340 |
99,36 |
99,63 |
5,16 |
5,09 |
99,50 |
5,12 |
IZ0816 |
PL0000103529 |
102,02 |
102,31 |
--- |
--- |
102,17 |
--- |
PS1016 |
PL0000106795 |
97,81 |
98,07 |
5,27 |
5,21 |
97,94 |
5,24 |
DS1017 |
PL0000104543 |
99,55 |
99,81 |
5,33 |
5,28 |
99,68 |
5,31 |
WZ0118 |
PL0000104717 |
98,13 |
98,48 |
--- |
--- |
98,31 |
--- |
DS1019 |
PL0000105441 |
99,41 |
99,88 |
5,59 |
5,51 |
99,65 |
5,55 |
DS1020 |
PL0000106126 |
96,86 |
97,16 |
5,71 |
5,66 |
97,01 |
5,68 |
WZ0121 |
PL0000106068 |
96,15 |
96,45 |
--- |
--- |
96,30 |
--- |
DS1021 |
PL0000106670 |
99,76 |
100,06 |
5,77 |
5,73 |
99,91 |
5,75 |
WS0922 |
PL0000102646 |
99,60 |
100,02 |
5,79 |
5,74 |
99,81 |
5,77 |
IZ0823 |
PL0000105359 |
97,01 |
97,58 |
--- |
--- |
97,30 |
--- |
WS0429 |
PL0000105391 |
97,64 |
98,09 |
5,97 |
5,92 |
97,87 |
5,94 |
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 |
4,21 |
4,04 |
100,14 |
4,11 |
OK0712 |
PL0000105912 |
97,71 |
97,79 |
4,42 |
4,26 |
97,75 |
4,34 |
OK1012 |
PL0000106100 |
96,55 |
96,63 |
4,57 |
4,46 |
96,59 |
4,52 |
OK0113 |
PL0000106324 |
95,46 |
95,57 |
4,59 |
4,47 |
95,52 |
4,53 |
PS0413 |
PL0000105037 |
100,69 |
100,82 |
4,66 |
4,55 |
100,76 |
4,60 |
OK0713 |
PL0000106563 |
93,25 |
93,41 |
4,67 |
4,55 |
93,33 |
4,61 |
DS1013 |
PL0000102836 |
100,37 |
100,46 |
4,76 |
4,71 |
100,42 |
4,73 |
OK0114 |
PL0000106712 |
90,85 |
90,96 |
4,83 |
4,76 |
90,91 |
4,79 |
PS0414 |
PL0000105433 |
101,75 |
101,94 |
4,91 |
4,82 |
101,85 |
4,86 |
WZ0115 |
PL0000106480 |
99,55 |
99,65 |
--- |
--- |
99,60 |
--- |
PS0415 |
PL0000105953 |
101,38 |
101,55 |
5,02 |
4,97 |
101,47 |
4,99 |
DS1015 |
PL0000103602 |
103,77 |
104,01 |
5,12 |
5,05 |
103,89 |
5,08 |
PS0416 |
PL0000106340 |
99,19 |
99,44 |
5,20 |
5,14 |
99,32 |
5,17 |
IZ0816 |
PL0000103529 |
102,02 |
102,32 |
--- |
--- |
102,17 |
--- |
PS1016 |
PL0000106795 |
97,57 |
97,80 |
5,33 |
5,27 |
97,69 |
5,30 |
DS1017 |
PL0000104543 |
99,16 |
99,44 |
5,41 |
5,36 |
99,30 |
5,38 |
WZ0118 |
PL0000104717 |
98,11 |
98,46 |
--- |
--- |
98,29 |
--- |
DS1019 |
PL0000105441 |
99,13 |
99,43 |
5,63 |
5,58 |
99,28 |
5,61 |
DS1020 |
PL0000106126 |
96,54 |
96,76 |
5,75 |
5,72 |
96,65 |
5,74 |
WZ0121 |
PL0000106068 |
96,13 |
96,41 |
--- |
--- |
96,27 |
--- |
DS1021 |
PL0000106670 |
99,44 |
99,77 |
5,82 |
5,77 |
99,61 |
5,79 |
WS0922 |
PL0000102646 |
99,26 |
99,65 |
5,84 |
5,79 |
99,46 |
5,81 |
IZ0823 |
PL0000105359 |
96,98 |
97,53 |
--- |
--- |
97,26 |
--- |
WS0429 |
PL0000105391 |
97,49 |
98,02 |
5,98 |
5,93 |
97,76 |
5,95 |
REPO MARKET |
General Collateral (GC) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
|
|
|
|
0,000 |
0,000 |
0,000 |
0 |
TOTAL |
0 |
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 |
4,200 |
4,200 |
4,200 |
25 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
15 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
35 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
40 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
10 |
OK0712 |
PL0000105912 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
140 |
OK0712 |
PL0000105912 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
40 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,200 |
4,250 |
4,238 |
130 |
OK1012 |
PL0000106100 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
15 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,200 |
4,250 |
4,232 |
165 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
150 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
10 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
60 |
WZ0115 |
PL0000106480 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
50 |
WS0922 |
PL0000102646 |
0/2 |
2 |
4,150 |
4,150 |
4,150 |
80 |
DS1021 |
PL0000106670 |
0/2 |
2 |
4,150 |
4,150 |
4,150 |
15 |
WZ0115 |
PL0000106480 |
1/5 |
4 |
4,000 |
4,000 |
4,000 |
20 |
OK0113 |
PL0000106324 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
35 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
80 |
TOTAL |
1 115 |