2012-01-16 |
MARKET DATA |
No 10 (1795) |
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 |
735,00 |
743,92 |
59 |
3 250,00 |
3 225,05 |
32 |
3 985,00 |
3 968,96 |
91 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
735,00 |
743,92 |
59 |
3 250,00 |
3 225,05 |
32 |
3 985,00 |
3 968,96 |
91 |
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 |
99,91 |
99,93 |
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 |
97,80 |
97,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
96,63 |
96,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
95,51 |
95,55 |
95,57 |
95,57 |
95,57 |
95,57 |
95,57 |
5 000 |
4,78 |
1 |
PS0413 |
PL0000105037 |
100,68 |
100,76 |
100,79 |
100,79 |
100,77 |
100,77 |
100,78 |
10 000 |
10,46 |
2 |
OK0713 |
PL0000106563 |
93,29 |
93,37 |
93,40 |
93,40 |
93,40 |
93,40 |
93,40 |
5 000 |
4,67 |
1 |
DS1013 |
PL0000102836 |
100,40 |
100,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
90,94 |
90,94 |
90,94 |
90,94 |
90,94 |
90,94 |
90,94 |
10 000 |
9,09 |
1 |
PS0414 |
PL0000105433 |
101,90 |
101,89 |
101,90 |
101,90 |
101,90 |
101,90 |
101,90 |
150 000 |
159,17 |
6 |
PS0415 |
PL0000105953 |
101,40 |
101,42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,90 |
103,94 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
99,35 |
99,36 |
99,35 |
99,35 |
99,35 |
99,35 |
99,35 |
20 000 |
20,60 |
2 |
PS1016 |
PL0000106795 |
97,93 |
97,88 |
97,88 |
97,92 |
97,88 |
97,88 |
97,89 |
50 000 |
49,50 |
4 |
DS1017 |
PL0000104543 |
99,40 |
99,30 |
99,35 |
99,35 |
99,30 |
99,32 |
99,32 |
275 000 |
276,48 |
20 |
DS1019 |
PL0000105441 |
99,39 |
99,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
96,75 |
96,60 |
96,65 |
96,90 |
96,63 |
96,71 |
96,74 |
105 000 |
102,86 |
10 |
DS1021 |
PL0000106670 |
99,73 |
99,62 |
99,65 |
99,70 |
99,64 |
99,70 |
99,67 |
60 000 |
60,60 |
6 |
WS0922 |
PL0000102646 |
99,61 |
99,58 |
99,55 |
99,70 |
99,54 |
99,70 |
99,61 |
35 000 |
35,51 |
5 |
WS0429 |
PL0000105391 |
97,90 |
97,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
85,50 |
90,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,33 |
102,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
97,15 |
97,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,65 |
99,67 |
99,67 |
99,67 |
99,67 |
99,67 |
99,67 |
10 000 |
10,20 |
1 |
WZ0118 |
PL0000104717 |
98,23 |
98,37 |
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 |
735 000 |
743,92 |
59 |
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 |
14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
133 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
336 |
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 |
100,11 |
100,17 |
4,19 |
3,97 |
100,14 |
4,08 |
OK0712 |
PL0000105912 |
97,78 |
97,86 |
4,40 |
4,23 |
97,82 |
4,32 |
OK1012 |
PL0000106100 |
96,60 |
96,67 |
4,58 |
4,49 |
96,64 |
4,53 |
OK0113 |
PL0000106324 |
95,46 |
95,58 |
4,65 |
4,52 |
95,52 |
4,59 |
PS0413 |
PL0000105037 |
100,64 |
100,80 |
4,70 |
4,56 |
100,72 |
4,63 |
OK0713 |
PL0000106563 |
93,24 |
93,41 |
4,72 |
4,59 |
93,33 |
4,65 |
DS1013 |
PL0000102836 |
100,35 |
100,49 |
4,77 |
4,69 |
100,42 |
4,73 |
OK0114 |
PL0000106712 |
90,87 |
90,97 |
4,85 |
4,79 |
90,92 |
4,82 |
PS0414 |
PL0000105433 |
101,84 |
101,95 |
4,86 |
4,81 |
101,90 |
4,83 |
WZ0115 |
PL0000106480 |
99,60 |
99,71 |
--- |
--- |
99,66 |
--- |
PS0415 |
PL0000105953 |
101,33 |
101,47 |
5,04 |
4,99 |
101,40 |
5,01 |
DS1015 |
PL0000103602 |
103,83 |
104,03 |
5,09 |
5,04 |
103,93 |
5,07 |
PS0416 |
PL0000106340 |
99,21 |
99,45 |
5,20 |
5,14 |
99,33 |
5,17 |
IZ0816 |
PL0000103529 |
102,20 |
102,60 |
--- |
--- |
102,40 |
--- |
PS1016 |
PL0000106795 |
97,79 |
98,00 |
5,28 |
5,22 |
97,90 |
5,25 |
DS1017 |
PL0000104543 |
99,20 |
99,49 |
5,41 |
5,35 |
99,35 |
5,37 |
WZ0118 |
PL0000104717 |
98,14 |
98,48 |
--- |
--- |
98,31 |
--- |
DS1019 |
PL0000105441 |
99,21 |
99,54 |
5,62 |
5,57 |
99,38 |
5,59 |
DS1020 |
PL0000106126 |
96,64 |
96,84 |
5,74 |
5,71 |
96,74 |
5,72 |
WZ0121 |
PL0000106068 |
96,13 |
96,38 |
--- |
--- |
96,26 |
--- |
DS1021 |
PL0000106670 |
99,64 |
99,92 |
5,79 |
5,75 |
99,78 |
5,77 |
WS0922 |
PL0000102646 |
99,47 |
99,75 |
5,81 |
5,77 |
99,61 |
5,79 |
IZ0823 |
PL0000105359 |
97,07 |
97,63 |
--- |
--- |
97,35 |
--- |
WS0429 |
PL0000105391 |
97,63 |
98,15 |
5,97 |
5,92 |
97,89 |
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 |
100,15 |
4,19 |
4,04 |
100,13 |
4,12 |
OK0712 |
PL0000105912 |
97,79 |
97,86 |
4,38 |
4,23 |
97,83 |
4,30 |
OK1012 |
PL0000106100 |
96,62 |
96,67 |
4,56 |
4,49 |
96,65 |
4,51 |
OK0113 |
PL0000106324 |
95,50 |
95,57 |
4,61 |
4,53 |
95,54 |
4,57 |
PS0413 |
PL0000105037 |
100,65 |
100,78 |
4,69 |
4,58 |
100,72 |
4,63 |
OK0713 |
PL0000106563 |
93,27 |
93,42 |
4,70 |
4,59 |
93,35 |
4,64 |
DS1013 |
PL0000102836 |
100,37 |
100,49 |
4,76 |
4,69 |
100,43 |
4,72 |
OK0114 |
PL0000106712 |
90,89 |
90,96 |
4,84 |
4,80 |
90,93 |
4,81 |
PS0414 |
PL0000105433 |
101,88 |
101,94 |
4,84 |
4,81 |
101,91 |
4,83 |
WZ0115 |
PL0000106480 |
99,61 |
99,71 |
--- |
--- |
99,66 |
--- |
PS0415 |
PL0000105953 |
101,34 |
101,47 |
5,03 |
4,99 |
101,41 |
5,01 |
DS1015 |
PL0000103602 |
103,85 |
103,99 |
5,09 |
5,05 |
103,92 |
5,07 |
PS0416 |
PL0000106340 |
99,22 |
99,43 |
5,20 |
5,14 |
99,33 |
5,17 |
IZ0816 |
PL0000103529 |
102,25 |
102,63 |
--- |
--- |
102,44 |
--- |
PS1016 |
PL0000106795 |
97,78 |
97,94 |
5,28 |
5,24 |
97,86 |
5,26 |
DS1017 |
PL0000104543 |
99,17 |
99,35 |
5,41 |
5,37 |
99,26 |
5,39 |
WZ0118 |
PL0000104717 |
98,14 |
98,43 |
--- |
--- |
98,29 |
--- |
DS1019 |
PL0000105441 |
99,20 |
99,50 |
5,62 |
5,57 |
99,35 |
5,60 |
DS1020 |
PL0000106126 |
96,55 |
96,82 |
5,75 |
5,71 |
96,69 |
5,73 |
WZ0121 |
PL0000106068 |
96,14 |
96,35 |
--- |
--- |
96,25 |
--- |
DS1021 |
PL0000106670 |
99,59 |
99,75 |
5,80 |
5,78 |
99,67 |
5,79 |
WS0922 |
PL0000102646 |
99,36 |
99,66 |
5,82 |
5,78 |
99,51 |
5,80 |
IZ0823 |
PL0000105359 |
97,07 |
97,63 |
--- |
--- |
97,35 |
--- |
WS0429 |
PL0000105391 |
97,70 |
98,11 |
5,96 |
5,92 |
97,91 |
5,94 |
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 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
270 |
PS0412 |
PL0000104659 |
0/1 |
1 |
4,050 |
4,050 |
4,050 |
360 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
20 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,160 |
4,160 |
4,160 |
100 |
OK0712 |
PL0000105912 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
135 |
OK0712 |
PL0000105912 |
1/2 |
1 |
4,000 |
4,100 |
4,089 |
45 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,000 |
4,150 |
4,071 |
105 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
195 |
OK0113 |
PL0000106324 |
0/1 |
1 |
4,180 |
4,180 |
4,180 |
70 |
OK0713 |
PL0000106563 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
5 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
40 |
OK0114 |
PL0000106712 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
20 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,160 |
4,180 |
4,173 |
90 |
DS1015 |
PL0000103602 |
0/2 |
2 |
4,150 |
4,150 |
4,150 |
30 |
WZ0121 |
PL0000106068 |
0/3 |
3 |
4,000 |
4,000 |
4,000 |
20 |
WS0922 |
PL0000102646 |
0/4 |
4 |
4,110 |
4,110 |
4,110 |
40 |
DS1015 |
PL0000103602 |
0/4 |
4 |
4,200 |
4,200 |
4,200 |
10 |
DS1017 |
PL0000104543 |
0/4 |
4 |
4,200 |
4,200 |
4,200 |
50 |
DS1020 |
PL0000106126 |
0/4 |
4 |
4,200 |
4,200 |
4,200 |
40 |
OK0113 |
PL0000106324 |
0/4 |
4 |
4,200 |
4,200 |
4,200 |
80 |
PS0416 |
PL0000106340 |
0/4 |
4 |
4,200 |
4,200 |
4,200 |
30 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
65 |
OK0712 |
PL0000105912 |
1/8 |
7 |
4,150 |
4,150 |
4,150 |
100 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
30 |
OK0114 |
PL0000106712 |
0/7 |
7 |
4,100 |
4,100 |
4,100 |
100 |
TOTAL |
2 050 |