2012-01-12 |
MARKET DATA |
No 8 (1793) |
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 |
2 175,00 |
2 149,27 |
150 |
1 675,00 |
1 660,39 |
30 |
3 850,00 |
3 809,66 |
180 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 175,00 |
2 149,27 |
150 |
1 675,00 |
1 660,39 |
30 |
3 850,00 |
3 809,66 |
180 |
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 |
99,89 |
99,91 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0412 |
PL0000104659 |
100,11 |
100,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
97,77 |
97,21 |
97,21 |
97,81 |
97,21 |
97,81 |
97,24 |
77 500 |
75,36 |
3 |
OK1012 |
PL0000106100 |
96,61 |
96,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
95,53 |
95,51 |
95,53 |
95,53 |
95,52 |
95,52 |
95,52 |
205 000 |
195,82 |
5 |
PS0413 |
PL0000105037 |
100,70 |
100,81 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
93,28 |
93,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,39 |
100,39 |
100,38 |
100,38 |
100,38 |
100,38 |
100,38 |
95 000 |
96,45 |
4 |
OK0114 |
PL0000106712 |
90,94 |
90,89 |
91,02 |
91,02 |
90,88 |
90,88 |
90,91 |
260 000 |
236,36 |
11 |
PS0414 |
PL0000105433 |
101,83 |
101,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
101,49 |
101,41 |
101,43 |
101,45 |
101,39 |
101,39 |
101,42 |
80 000 |
84,34 |
4 |
DS1015 |
PL0000103602 |
103,97 |
104,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
99,45 |
99,39 |
99,40 |
99,40 |
99,37 |
99,37 |
99,38 |
115 000 |
118,46 |
7 |
PS1016 |
PL0000106795 |
97,98 |
97,83 |
98,00 |
98,00 |
97,86 |
97,86 |
97,91 |
140 000 |
138,59 |
12 |
DS1017 |
PL0000104543 |
99,50 |
99,44 |
99,58 |
99,58 |
99,45 |
99,49 |
99,51 |
82 500 |
83,08 |
7 |
DS1019 |
PL0000105441 |
99,59 |
99,44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
97,18 |
96,84 |
97,00 |
97,20 |
96,78 |
96,95 |
97,04 |
480 000 |
471,52 |
43 |
DS1021 |
PL0000106670 |
100,15 |
99,84 |
99,90 |
100,19 |
99,65 |
99,68 |
99,98 |
295 000 |
298,79 |
26 |
WS0922 |
PL0000102646 |
99,95 |
99,60 |
99,65 |
100,00 |
99,64 |
99,64 |
99,82 |
70 000 |
71,14 |
7 |
WS0429 |
PL0000105391 |
98,52 |
98,10 |
98,48 |
98,54 |
98,10 |
98,10 |
98,45 |
145 000 |
148,81 |
14 |
WS0437 |
PL0000104857 |
87,50 |
103,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,10 |
102,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
97,15 |
97,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,61 |
99,61 |
99,61 |
99,61 |
99,61 |
99,61 |
99,61 |
75 000 |
76,41 |
3 |
WZ0118 |
PL0000104717 |
98,30 |
98,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,20 |
96,30 |
96,19 |
96,20 |
96,18 |
96,20 |
96,18 |
55 000 |
54,15 |
4 |
TOTAL |
2 175 000 |
2 149,27 |
150 |
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 |
16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
135 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
338 |
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 |
100,10 |
100,17 |
4,23 |
3,98 |
100,14 |
4,09 |
OK0712 |
PL0000105912 |
97,75 |
97,82 |
4,41 |
4,27 |
97,79 |
4,33 |
OK1012 |
PL0000106100 |
96,59 |
96,65 |
4,57 |
4,48 |
96,62 |
4,52 |
OK0113 |
PL0000106324 |
95,50 |
95,61 |
4,58 |
4,47 |
95,56 |
4,52 |
PS0413 |
PL0000105037 |
100,69 |
100,84 |
4,66 |
4,53 |
100,77 |
4,59 |
OK0713 |
PL0000106563 |
93,27 |
93,41 |
4,68 |
4,58 |
93,34 |
4,63 |
DS1013 |
PL0000102836 |
100,36 |
100,49 |
4,76 |
4,69 |
100,43 |
4,72 |
OK0114 |
PL0000106712 |
90,90 |
91,01 |
4,82 |
4,76 |
90,96 |
4,78 |
PS0414 |
PL0000105433 |
101,77 |
101,95 |
4,89 |
4,81 |
101,86 |
4,85 |
WZ0115 |
PL0000106480 |
99,54 |
99,64 |
--- |
--- |
99,59 |
--- |
PS0415 |
PL0000105953 |
101,42 |
101,58 |
5,01 |
4,96 |
101,50 |
4,98 |
DS1015 |
PL0000103602 |
103,83 |
104,11 |
5,10 |
5,02 |
103,97 |
5,06 |
PS0416 |
PL0000106340 |
99,25 |
99,52 |
5,19 |
5,12 |
99,39 |
5,15 |
IZ0816 |
PL0000103529 |
101,95 |
102,31 |
--- |
--- |
102,13 |
--- |
PS1016 |
PL0000106795 |
97,79 |
98,03 |
5,28 |
5,22 |
97,91 |
5,25 |
DS1017 |
PL0000104543 |
99,26 |
99,57 |
5,39 |
5,33 |
99,42 |
5,36 |
WZ0118 |
PL0000104717 |
98,12 |
98,46 |
--- |
--- |
98,29 |
--- |
DS1019 |
PL0000105441 |
99,27 |
99,64 |
5,61 |
5,55 |
99,46 |
5,58 |
DS1020 |
PL0000106126 |
96,75 |
97,04 |
5,72 |
5,68 |
96,90 |
5,70 |
WZ0121 |
PL0000106068 |
96,14 |
96,45 |
--- |
--- |
96,30 |
--- |
DS1021 |
PL0000106670 |
99,72 |
99,98 |
5,78 |
5,74 |
99,85 |
5,76 |
WS0922 |
PL0000102646 |
99,62 |
100,04 |
5,79 |
5,74 |
99,83 |
5,76 |
IZ0823 |
PL0000105359 |
97,02 |
97,58 |
--- |
--- |
97,30 |
--- |
WS0429 |
PL0000105391 |
97,83 |
98,40 |
5,95 |
5,89 |
98,12 |
5,92 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,10 |
100,17 |
4,23 |
3,98 |
100,14 |
4,09 |
OK0712 |
PL0000105912 |
97,76 |
97,83 |
4,39 |
4,25 |
97,80 |
4,31 |
OK1012 |
PL0000106100 |
96,57 |
96,62 |
4,59 |
4,52 |
96,60 |
4,55 |
OK0113 |
PL0000106324 |
95,46 |
95,54 |
4,63 |
4,54 |
95,50 |
4,58 |
PS0413 |
PL0000105037 |
100,68 |
100,84 |
4,66 |
4,53 |
100,76 |
4,60 |
OK0713 |
PL0000106563 |
93,22 |
93,38 |
4,72 |
4,60 |
93,30 |
4,66 |
DS1013 |
PL0000102836 |
100,35 |
100,44 |
4,77 |
4,72 |
100,40 |
4,74 |
OK0114 |
PL0000106712 |
90,86 |
90,93 |
4,84 |
4,80 |
90,90 |
4,82 |
PS0414 |
PL0000105433 |
101,80 |
101,93 |
4,88 |
4,82 |
101,87 |
4,85 |
WZ0115 |
PL0000106480 |
99,58 |
99,66 |
--- |
--- |
99,62 |
--- |
PS0415 |
PL0000105953 |
101,32 |
101,45 |
5,04 |
5,00 |
101,39 |
5,02 |
DS1015 |
PL0000103602 |
103,82 |
104,07 |
5,10 |
5,03 |
103,95 |
5,06 |
PS0416 |
PL0000106340 |
99,25 |
99,44 |
5,19 |
5,14 |
99,35 |
5,16 |
IZ0816 |
PL0000103529 |
102,04 |
102,42 |
--- |
--- |
102,23 |
--- |
PS1016 |
PL0000106795 |
97,82 |
97,95 |
5,27 |
5,24 |
97,89 |
5,25 |
DS1017 |
PL0000104543 |
99,27 |
99,58 |
5,39 |
5,33 |
99,43 |
5,36 |
WZ0118 |
PL0000104717 |
98,23 |
98,43 |
--- |
--- |
98,33 |
--- |
DS1019 |
PL0000105441 |
99,30 |
99,67 |
5,61 |
5,55 |
99,49 |
5,57 |
DS1020 |
PL0000106126 |
96,72 |
97,04 |
5,73 |
5,68 |
96,88 |
5,70 |
WZ0121 |
PL0000106068 |
96,14 |
96,36 |
--- |
--- |
96,25 |
--- |
DS1021 |
PL0000106670 |
99,64 |
100,01 |
5,79 |
5,74 |
99,83 |
5,76 |
WS0922 |
PL0000102646 |
99,43 |
99,83 |
5,81 |
5,76 |
99,63 |
5,79 |
IZ0823 |
PL0000105359 |
97,06 |
97,63 |
--- |
--- |
97,35 |
--- |
WS0429 |
PL0000105391 |
97,80 |
98,30 |
5,95 |
5,90 |
98,05 |
5,93 |
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 |
4,350 |
4,350 |
4,350 |
170 |
TOTAL |
170 |
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 |
30 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
15 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
20 |
OK1012 |
PL0000106100 |
4/5 |
1 |
4,200 |
4,200 |
4,200 |
75 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,200 |
4,250 |
4,237 |
230 |
DS1020 |
PL0000106126 |
4/5 |
1 |
4,200 |
4,200 |
4,200 |
60 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
60 |
OK0114 |
PL0000106712 |
0/1 |
1 |
4,150 |
4,200 |
4,163 |
40 |
PS1016 |
PL0000106795 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
10 |
DS1013 |
PL0000102836 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
170 |
OK0712 |
PL0000105912 |
1/4 |
3 |
4,150 |
4,150 |
4,150 |
40 |
DS1020 |
PL0000106126 |
1/4 |
3 |
4,200 |
4,200 |
4,200 |
215 |
OK0713 |
PL0000106563 |
1/4 |
3 |
4,200 |
4,200 |
4,200 |
40 |
WZ0115 |
PL0000106480 |
1/4 |
3 |
4,150 |
4,150 |
4,150 |
120 |
DS1015 |
PL0000103602 |
0/4 |
4 |
4,180 |
4,180 |
4,180 |
25 |
OK0712 |
PL0000105912 |
0/4 |
4 |
4,150 |
4,200 |
4,175 |
275 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
80 |
TOTAL |
1 505 |