2012-01-17 |
MARKET DATA |
No 11 (1796) |
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 |
2 185,00 |
2 132,35 |
133 |
2 075,00 |
2 105,06 |
33 |
4 260,00 |
4 237,40 |
166 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 185,00 |
2 132,35 |
133 |
2 075,00 |
2 105,06 |
33 |
4 260,00 |
4 237,40 |
166 |
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 |
99,92 |
99,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0412 |
PL0000104659 |
100,14 |
100,14 |
100,14 |
100,14 |
100,13 |
100,13 |
100,14 |
40 000 |
41,45 |
2 |
OK0712 |
PL0000105912 |
97,85 |
97,86 |
97,85 |
97,85 |
97,85 |
97,85 |
97,85 |
5 000 |
4,89 |
1 |
OK1012 |
PL0000106100 |
96,68 |
96,67 |
96,67 |
96,69 |
96,67 |
96,69 |
96,68 |
500 000 |
483,41 |
11 |
OK0113 |
PL0000106324 |
95,59 |
95,57 |
95,56 |
95,59 |
95,56 |
95,59 |
95,58 |
490 000 |
468,32 |
18 |
PS0413 |
PL0000105037 |
100,73 |
100,78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
93,35 |
93,44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,44 |
100,47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
90,99 |
90,98 |
90,98 |
90,99 |
90,97 |
90,97 |
90,99 |
320 000 |
291,16 |
16 |
PS0414 |
PL0000105433 |
101,98 |
101,94 |
101,98 |
101,98 |
101,95 |
101,95 |
101,96 |
25 000 |
26,55 |
3 |
PS0415 |
PL0000105953 |
101,53 |
101,52 |
101,60 |
101,60 |
101,60 |
101,60 |
101,60 |
5 000 |
5,28 |
1 |
DS1015 |
PL0000103602 |
104,09 |
104,01 |
104,08 |
104,11 |
104,05 |
104,07 |
104,09 |
120 000 |
126,69 |
8 |
PS0416 |
PL0000106340 |
99,46 |
99,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
98,03 |
97,96 |
97,98 |
97,98 |
97,98 |
97,98 |
97,98 |
20 000 |
19,82 |
2 |
DS1017 |
PL0000104543 |
99,57 |
99,45 |
99,45 |
99,53 |
99,45 |
99,50 |
99,50 |
215 000 |
216,58 |
21 |
DS1019 |
PL0000105441 |
99,57 |
99,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
97,02 |
96,90 |
96,95 |
97,11 |
96,85 |
97,08 |
96,97 |
107 500 |
105,57 |
12 |
DS1021 |
PL0000106670 |
100,00 |
99,90 |
100,00 |
100,07 |
99,97 |
99,97 |
100,01 |
215 000 |
217,93 |
21 |
WS0922 |
PL0000102646 |
99,80 |
99,70 |
99,65 |
99,85 |
99,65 |
99,85 |
99,76 |
95 000 |
96,53 |
13 |
WS0429 |
PL0000105391 |
98,27 |
98,17 |
98,30 |
98,40 |
98,30 |
98,40 |
98,34 |
17 500 |
17,95 |
2 |
WS0437 |
PL0000104857 |
85,00 |
95,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,50 |
102,58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
97,25 |
97,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,68 |
99,68 |
99,69 |
99,69 |
99,69 |
99,69 |
99,69 |
10 000 |
10,20 |
2 |
WZ0118 |
PL0000104717 |
98,18 |
98,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,20 |
96,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
2 185 000 |
2 132,35 |
133 |
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 |
13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
132 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
335 |
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 |
100,15 |
4,15 |
4,04 |
100,14 |
4,07 |
OK0712 |
PL0000105912 |
97,81 |
97,90 |
4,36 |
4,18 |
97,86 |
4,26 |
OK1012 |
PL0000106100 |
96,64 |
96,69 |
4,54 |
4,47 |
96,67 |
4,50 |
OK0113 |
PL0000106324 |
95,51 |
95,60 |
4,61 |
4,51 |
95,56 |
4,56 |
PS0413 |
PL0000105037 |
100,70 |
100,82 |
4,64 |
4,55 |
100,76 |
4,60 |
OK0713 |
PL0000106563 |
93,30 |
93,45 |
4,68 |
4,57 |
93,38 |
4,62 |
DS1013 |
PL0000102836 |
100,41 |
100,52 |
4,73 |
4,67 |
100,47 |
4,70 |
OK0114 |
PL0000106712 |
90,95 |
91,01 |
4,81 |
4,78 |
90,98 |
4,79 |
PS0414 |
PL0000105433 |
101,89 |
102,01 |
4,83 |
4,78 |
101,95 |
4,81 |
WZ0115 |
PL0000106480 |
99,63 |
99,72 |
--- |
--- |
99,68 |
--- |
PS0415 |
PL0000105953 |
101,48 |
101,59 |
4,99 |
4,95 |
101,54 |
4,97 |
DS1015 |
PL0000103602 |
103,90 |
104,04 |
5,07 |
5,03 |
103,97 |
5,05 |
PS0416 |
PL0000106340 |
99,31 |
99,57 |
5,17 |
5,10 |
99,44 |
5,14 |
IZ0816 |
PL0000103529 |
102,26 |
102,66 |
--- |
--- |
102,46 |
--- |
PS1016 |
PL0000106795 |
97,86 |
98,01 |
5,26 |
5,22 |
97,94 |
5,24 |
DS1017 |
PL0000104543 |
99,28 |
99,52 |
5,39 |
5,34 |
99,40 |
5,36 |
WZ0118 |
PL0000104717 |
98,14 |
98,47 |
--- |
--- |
98,31 |
--- |
DS1019 |
PL0000105441 |
99,34 |
99,65 |
5,60 |
5,55 |
99,50 |
5,57 |
DS1020 |
PL0000106126 |
96,80 |
96,98 |
5,72 |
5,69 |
96,89 |
5,70 |
WZ0121 |
PL0000106068 |
96,15 |
96,42 |
--- |
--- |
96,29 |
--- |
DS1021 |
PL0000106670 |
99,66 |
99,96 |
5,79 |
5,75 |
99,81 |
5,77 |
WS0922 |
PL0000102646 |
99,52 |
99,76 |
5,80 |
5,77 |
99,64 |
5,79 |
IZ0823 |
PL0000105359 |
97,12 |
97,69 |
--- |
--- |
97,41 |
--- |
WS0429 |
PL0000105391 |
97,93 |
98,39 |
5,94 |
5,89 |
98,16 |
5,92 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,11 |
100,16 |
4,18 |
4,00 |
100,14 |
4,07 |
OK0712 |
PL0000105912 |
97,84 |
97,89 |
4,30 |
4,20 |
97,87 |
4,24 |
OK1012 |
PL0000106100 |
96,66 |
96,70 |
4,52 |
4,46 |
96,68 |
4,49 |
OK0113 |
PL0000106324 |
95,55 |
95,60 |
4,57 |
4,51 |
95,58 |
4,54 |
PS0413 |
PL0000105037 |
100,69 |
100,82 |
4,65 |
4,55 |
100,76 |
4,60 |
OK0713 |
PL0000106563 |
93,32 |
93,46 |
4,67 |
4,57 |
93,39 |
4,62 |
DS1013 |
PL0000102836 |
100,39 |
100,49 |
4,75 |
4,69 |
100,44 |
4,72 |
OK0114 |
PL0000106712 |
90,93 |
91,01 |
4,82 |
4,78 |
90,97 |
4,80 |
PS0414 |
PL0000105433 |
101,90 |
101,99 |
4,83 |
4,79 |
101,95 |
4,81 |
WZ0115 |
PL0000106480 |
99,63 |
99,72 |
--- |
--- |
99,68 |
--- |
PS0415 |
PL0000105953 |
101,48 |
101,63 |
4,99 |
4,94 |
101,56 |
4,96 |
DS1015 |
PL0000103602 |
104,02 |
104,18 |
5,04 |
4,99 |
104,10 |
5,02 |
PS0416 |
PL0000106340 |
99,34 |
99,61 |
5,17 |
5,09 |
99,48 |
5,13 |
IZ0816 |
PL0000103529 |
102,42 |
102,68 |
--- |
--- |
102,55 |
--- |
PS1016 |
PL0000106795 |
97,94 |
98,12 |
5,24 |
5,19 |
98,03 |
5,22 |
DS1017 |
PL0000104543 |
99,46 |
99,65 |
5,35 |
5,31 |
99,56 |
5,33 |
WZ0118 |
PL0000104717 |
98,14 |
98,43 |
--- |
--- |
98,29 |
--- |
DS1019 |
PL0000105441 |
99,39 |
99,73 |
5,59 |
5,54 |
99,56 |
5,56 |
DS1020 |
PL0000106126 |
96,92 |
97,09 |
5,70 |
5,67 |
97,01 |
5,68 |
WZ0121 |
PL0000106068 |
96,15 |
96,38 |
--- |
--- |
96,27 |
--- |
DS1021 |
PL0000106670 |
99,87 |
100,06 |
5,76 |
5,73 |
99,97 |
5,75 |
WS0922 |
PL0000102646 |
99,59 |
99,90 |
5,79 |
5,75 |
99,75 |
5,77 |
IZ0823 |
PL0000105359 |
97,16 |
97,66 |
--- |
--- |
97,41 |
--- |
WS0429 |
PL0000105391 |
98,01 |
98,40 |
5,93 |
5,89 |
98,21 |
5,91 |
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 |
40 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
5 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
270 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,150 |
4,200 |
4,191 |
110 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,170 |
4,170 |
4,170 |
20 |
OK0712 |
PL0000105912 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
15 |
OK0712 |
PL0000105912 |
1/2 |
1 |
4,100 |
4,100 |
4,100 |
5 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
30 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,100 |
4,200 |
4,189 |
185 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
75 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,150 |
4,200 |
4,192 |
120 |
OK0114 |
PL0000106712 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
50 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,100 |
4,100 |
4,100 |
70 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
35 |
DS1013 |
PL0000102836 |
0/2 |
2 |
4,100 |
4,100 |
4,100 |
15 |
DS1015 |
PL0000103602 |
0/2 |
2 |
4,100 |
4,100 |
4,100 |
5 |
OK0712 |
PL0000105912 |
0/2 |
2 |
4,100 |
4,100 |
4,100 |
35 |
OK0113 |
PL0000106324 |
0/2 |
2 |
4,100 |
4,100 |
4,100 |
80 |
PS0416 |
PL0000106340 |
0/2 |
2 |
4,100 |
4,100 |
4,100 |
5 |
DS1021 |
PL0000106670 |
0/2 |
2 |
4,150 |
4,150 |
4,150 |
125 |
DS1015 |
PL0000103602 |
2/9 |
7 |
4,200 |
4,200 |
4,200 |
20 |
DS1017 |
PL0000104543 |
2/9 |
7 |
4,250 |
4,250 |
4,250 |
35 |
WS0429 |
PL0000105391 |
0/7 |
7 |
4,100 |
4,100 |
4,100 |
80 |
PS0414 |
PL0000105433 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
40 |
PS0416 |
PL0000106340 |
2/9 |
7 |
4,230 |
4,230 |
4,230 |
405 |
DS1021 |
PL0000106670 |
2/9 |
7 |
4,200 |
4,200 |
4,200 |
200 |
TOTAL |
2 075 |