2012-01-13 |
MARKET DATA |
No 9 (1794) |
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 |
2 395,00 |
2 388,12 |
149 |
2 460,00 |
2 457,55 |
33 |
4 855,00 |
4 845,67 |
182 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 395,00 |
2 388,12 |
149 |
2 460,00 |
2 457,55 |
33 |
4 855,00 |
4 845,67 |
182 |
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 |
99,90 |
99,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0412 |
PL0000104659 |
100,12 |
100,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
97,78 |
97,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
96,63 |
96,61 |
96,63 |
96,63 |
96,62 |
96,62 |
96,63 |
160 000 |
154,60 |
8 |
OK0113 |
PL0000106324 |
95,50 |
95,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,69 |
100,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
93,26 |
93,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,43 |
100,40 |
100,40 |
100,42 |
100,39 |
100,40 |
100,40 |
320 000 |
325,01 |
13 |
OK0114 |
PL0000106712 |
90,95 |
90,88 |
90,88 |
90,94 |
90,88 |
90,91 |
90,90 |
300 000 |
272,70 |
11 |
PS0414 |
PL0000105433 |
101,90 |
101,88 |
101,90 |
101,94 |
101,90 |
101,94 |
101,93 |
115 000 |
122,05 |
5 |
PS0415 |
PL0000105953 |
101,43 |
101,40 |
101,41 |
101,42 |
101,40 |
101,40 |
101,41 |
47 500 |
50,08 |
4 |
DS1015 |
PL0000103602 |
103,91 |
103,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
99,39 |
99,34 |
99,35 |
99,35 |
99,34 |
99,34 |
99,34 |
15 000 |
15,45 |
2 |
PS1016 |
PL0000106795 |
97,95 |
97,84 |
97,88 |
97,93 |
97,80 |
97,80 |
97,85 |
100 000 |
98,94 |
8 |
DS1017 |
PL0000104543 |
99,54 |
99,24 |
99,52 |
99,54 |
99,52 |
99,54 |
99,53 |
80 000 |
80,59 |
7 |
DS1019 |
PL0000105441 |
99,34 |
99,29 |
99,30 |
99,30 |
99,24 |
99,24 |
99,28 |
60 000 |
60,33 |
7 |
DS1020 |
PL0000106126 |
96,92 |
96,60 |
96,94 |
96,94 |
96,44 |
96,44 |
96,77 |
317 500 |
311,08 |
27 |
DS1021 |
PL0000106670 |
99,87 |
99,56 |
99,75 |
99,75 |
99,37 |
99,37 |
99,62 |
220 000 |
222,08 |
23 |
WS0922 |
PL0000102646 |
99,70 |
99,49 |
99,50 |
99,75 |
99,40 |
99,40 |
99,56 |
45 000 |
45,62 |
5 |
WS0429 |
PL0000105391 |
97,95 |
97,75 |
97,80 |
97,80 |
97,75 |
97,75 |
97,76 |
12 500 |
12,74 |
2 |
WS0437 |
PL0000104857 |
85,00 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,30 |
102,35 |
102,38 |
102,38 |
102,38 |
102,38 |
102,38 |
10 000 |
12,77 |
2 |
IZ0823 |
PL0000105359 |
97,27 |
97,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,68 |
99,63 |
99,64 |
99,71 |
99,64 |
99,69 |
99,68 |
592 500 |
604,10 |
25 |
WZ0118 |
PL0000104717 |
98,19 |
98,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,20 |
96,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
2 395 000 |
2 388,12 |
149 |
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 |
15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
134 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
337 |
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 |
100,16 |
4,23 |
4,01 |
100,13 |
4,12 |
OK0712 |
PL0000105912 |
97,77 |
97,85 |
4,39 |
4,23 |
97,81 |
4,31 |
OK1012 |
PL0000106100 |
96,56 |
96,63 |
4,62 |
4,53 |
96,60 |
4,57 |
OK0113 |
PL0000106324 |
95,42 |
95,53 |
4,68 |
4,56 |
95,48 |
4,62 |
PS0413 |
PL0000105037 |
100,62 |
100,78 |
4,71 |
4,58 |
100,70 |
4,65 |
OK0713 |
PL0000106563 |
93,19 |
93,36 |
4,75 |
4,62 |
93,28 |
4,68 |
DS1013 |
PL0000102836 |
100,33 |
100,42 |
4,78 |
4,73 |
100,38 |
4,75 |
OK0114 |
PL0000106712 |
90,85 |
90,92 |
4,85 |
4,81 |
90,89 |
4,83 |
PS0414 |
PL0000105433 |
101,79 |
101,92 |
4,88 |
4,82 |
101,86 |
4,85 |
WZ0115 |
PL0000106480 |
99,58 |
99,67 |
--- |
--- |
99,63 |
--- |
PS0415 |
PL0000105953 |
101,31 |
101,44 |
5,05 |
5,00 |
101,38 |
5,02 |
DS1015 |
PL0000103602 |
103,84 |
104,01 |
5,09 |
5,04 |
103,93 |
5,07 |
PS0416 |
PL0000106340 |
99,16 |
99,42 |
5,21 |
5,14 |
99,29 |
5,18 |
IZ0816 |
PL0000103529 |
102,04 |
102,42 |
--- |
--- |
102,23 |
--- |
PS1016 |
PL0000106795 |
97,78 |
97,99 |
5,28 |
5,23 |
97,89 |
5,25 |
DS1017 |
PL0000104543 |
99,21 |
99,51 |
5,40 |
5,34 |
99,36 |
5,37 |
WZ0118 |
PL0000104717 |
98,14 |
98,44 |
--- |
--- |
98,29 |
--- |
DS1019 |
PL0000105441 |
99,14 |
99,54 |
5,63 |
5,57 |
99,34 |
5,60 |
DS1020 |
PL0000106126 |
96,64 |
96,83 |
5,74 |
5,71 |
96,74 |
5,72 |
WZ0121 |
PL0000106068 |
96,08 |
96,38 |
--- |
--- |
96,23 |
--- |
DS1021 |
PL0000106670 |
99,55 |
99,83 |
5,80 |
5,76 |
99,69 |
5,78 |
WS0922 |
PL0000102646 |
99,31 |
99,79 |
5,83 |
5,77 |
99,55 |
5,80 |
IZ0823 |
PL0000105359 |
97,05 |
97,62 |
--- |
--- |
97,34 |
--- |
WS0429 |
PL0000105391 |
97,57 |
98,10 |
5,97 |
5,92 |
97,84 |
5,95 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,11 |
100,15 |
4,19 |
4,05 |
100,13 |
4,12 |
OK0712 |
PL0000105912 |
97,76 |
97,83 |
4,41 |
4,27 |
97,80 |
4,33 |
OK1012 |
PL0000106100 |
96,59 |
96,65 |
4,58 |
4,50 |
96,62 |
4,54 |
OK0113 |
PL0000106324 |
95,45 |
95,55 |
4,65 |
4,54 |
95,50 |
4,60 |
PS0413 |
PL0000105037 |
100,62 |
100,76 |
4,71 |
4,60 |
100,69 |
4,66 |
OK0713 |
PL0000106563 |
93,22 |
93,39 |
4,73 |
4,60 |
93,31 |
4,66 |
DS1013 |
PL0000102836 |
100,36 |
100,42 |
4,76 |
4,73 |
100,39 |
4,75 |
OK0114 |
PL0000106712 |
90,82 |
90,92 |
4,87 |
4,81 |
90,87 |
4,84 |
PS0414 |
PL0000105433 |
101,81 |
101,92 |
4,87 |
4,82 |
101,87 |
4,85 |
WZ0115 |
PL0000106480 |
99,61 |
99,72 |
--- |
--- |
99,67 |
--- |
PS0415 |
PL0000105953 |
101,32 |
101,43 |
5,04 |
5,00 |
101,38 |
5,02 |
DS1015 |
PL0000103602 |
103,84 |
103,96 |
5,09 |
5,06 |
103,90 |
5,08 |
PS0416 |
PL0000106340 |
99,18 |
99,37 |
5,21 |
5,16 |
99,28 |
5,18 |
IZ0816 |
PL0000103529 |
102,14 |
102,56 |
--- |
--- |
102,35 |
--- |
PS1016 |
PL0000106795 |
97,73 |
97,88 |
5,29 |
5,25 |
97,81 |
5,27 |
DS1017 |
PL0000104543 |
99,08 |
99,31 |
5,43 |
5,38 |
99,20 |
5,41 |
WZ0118 |
PL0000104717 |
98,12 |
98,42 |
--- |
--- |
98,27 |
--- |
DS1019 |
PL0000105441 |
99,05 |
99,35 |
5,65 |
5,60 |
99,20 |
5,62 |
DS1020 |
PL0000106126 |
96,36 |
96,68 |
5,78 |
5,73 |
96,52 |
5,76 |
WZ0121 |
PL0000106068 |
96,06 |
96,36 |
--- |
--- |
96,21 |
--- |
DS1021 |
PL0000106670 |
99,33 |
99,64 |
5,83 |
5,79 |
99,49 |
5,81 |
WS0922 |
PL0000102646 |
99,12 |
99,53 |
5,85 |
5,80 |
99,33 |
5,83 |
IZ0823 |
PL0000105359 |
97,05 |
97,60 |
--- |
--- |
97,33 |
--- |
WS0429 |
PL0000105391 |
97,43 |
97,92 |
5,99 |
5,94 |
97,68 |
5,96 |
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 |
0/3 |
3 |
4,270 |
4,300 |
4,285 |
800 |
TOTAL |
800 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1013 |
PL0000102836 |
3/4 |
1 |
4,250 |
4,250 |
4,250 |
180 |
DS1019 |
PL0000105441 |
3/4 |
1 |
4,150 |
4,150 |
4,150 |
10 |
OK0712 |
PL0000105912 |
3/4 |
1 |
4,050 |
4,050 |
4,050 |
5 |
DS1020 |
PL0000106126 |
3/4 |
1 |
4,200 |
4,250 |
4,245 |
100 |
DS1017 |
PL0000104543 |
0/3 |
3 |
4,200 |
4,200 |
4,200 |
45 |
PS0414 |
PL0000105433 |
0/3 |
3 |
4,250 |
4,250 |
4,250 |
15 |
OK0112 |
PL0000105730 |
3/6 |
3 |
4,150 |
4,150 |
4,150 |
40 |
DS1020 |
PL0000106126 |
0/3 |
3 |
4,000 |
4,250 |
4,202 |
125 |
DS1021 |
PL0000106670 |
0/3 |
3 |
4,250 |
4,250 |
4,250 |
80 |
OK0114 |
PL0000106712 |
0/3 |
3 |
4,150 |
4,150 |
4,150 |
30 |
PS1016 |
PL0000106795 |
0/3 |
3 |
4,250 |
4,250 |
4,250 |
100 |
WS0922 |
PL0000102646 |
0/4 |
4 |
4,050 |
4,050 |
4,050 |
20 |
DS1013 |
PL0000102836 |
0/4 |
4 |
4,250 |
4,250 |
4,250 |
15 |
PS0414 |
PL0000105433 |
0/4 |
4 |
4,200 |
4,200 |
4,200 |
40 |
DS1020 |
PL0000106126 |
0/4 |
4 |
4,200 |
4,250 |
4,243 |
555 |
OK0113 |
PL0000106324 |
0/4 |
4 |
4,250 |
4,250 |
4,250 |
80 |
DS1013 |
PL0000102836 |
3/10 |
7 |
4,150 |
4,150 |
4,150 |
5 |
DS1020 |
PL0000106126 |
3/10 |
7 |
4,200 |
4,200 |
4,200 |
5 |
OK0113 |
PL0000106324 |
0/7 |
7 |
4,200 |
4,200 |
4,200 |
130 |
OK0113 |
PL0000106324 |
3/10 |
7 |
4,250 |
4,250 |
4,250 |
80 |
TOTAL |
1 660 |