2012-01-18 |
MARKET DATA |
No 12 (1797) |
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 |
1 697,50 |
1 675,80 |
104 |
3 055,00 |
3 128,52 |
27 |
4 752,50 |
4 804,32 |
131 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 697,50 |
1 675,80 |
104 |
3 055,00 |
3 128,52 |
27 |
4 752,50 |
4 804,32 |
131 |
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 |
99,93 |
99,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0412 |
PL0000104659 |
100,14 |
100,15 |
100,14 |
100,14 |
100,14 |
100,14 |
100,14 |
72 500 |
75,14 |
3 |
OK0712 |
PL0000105912 |
97,87 |
97,91 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
96,71 |
96,71 |
96,70 |
96,70 |
96,70 |
96,70 |
96,70 |
20 000 |
19,34 |
2 |
OK0113 |
PL0000106324 |
95,61 |
95,62 |
95,60 |
95,60 |
95,60 |
95,60 |
95,60 |
80 000 |
76,48 |
4 |
PS0413 |
PL0000105037 |
100,77 |
100,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
93,40 |
93,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,48 |
100,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
91,05 |
91,01 |
91,01 |
91,06 |
91,01 |
91,05 |
91,03 |
385 000 |
350,48 |
8 |
PS0414 |
PL0000105433 |
102,00 |
102,03 |
102,00 |
102,00 |
102,00 |
102,00 |
102,00 |
35 000 |
37,18 |
2 |
PS0415 |
PL0000105953 |
101,62 |
101,62 |
101,62 |
101,62 |
101,62 |
101,62 |
101,62 |
10 000 |
10,57 |
1 |
DS1015 |
PL0000103602 |
104,15 |
104,19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
99,65 |
99,60 |
99,60 |
99,60 |
99,58 |
99,58 |
99,59 |
25 000 |
25,82 |
2 |
PS1016 |
PL0000106795 |
98,35 |
98,20 |
98,20 |
98,35 |
98,20 |
98,35 |
98,29 |
25 000 |
24,85 |
3 |
DS1017 |
PL0000104543 |
99,76 |
99,62 |
99,63 |
99,63 |
99,63 |
99,63 |
99,63 |
10 000 |
10,09 |
1 |
DS1019 |
PL0000105441 |
99,97 |
99,82 |
99,79 |
99,79 |
99,79 |
99,79 |
99,79 |
15 000 |
15,16 |
1 |
DS1020 |
PL0000106126 |
97,55 |
97,20 |
97,26 |
97,58 |
97,26 |
97,42 |
97,41 |
97 500 |
96,19 |
10 |
DS1021 |
PL0000106670 |
100,51 |
100,20 |
100,60 |
100,60 |
100,44 |
100,45 |
100,52 |
177 500 |
180,85 |
15 |
WS0922 |
PL0000102646 |
100,31 |
100,00 |
100,00 |
100,30 |
100,00 |
100,27 |
100,12 |
200 000 |
203,98 |
19 |
WS0429 |
PL0000105391 |
98,90 |
98,47 |
98,50 |
98,90 |
98,50 |
98,67 |
98,72 |
75 000 |
77,22 |
9 |
WS0437 |
PL0000104857 |
69,63 |
104,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,58 |
102,70 |
102,70 |
102,70 |
102,70 |
102,70 |
102,70 |
5 000 |
6,41 |
1 |
IZ0823 |
PL0000105359 |
97,30 |
97,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,73 |
99,71 |
99,72 |
99,76 |
99,72 |
99,76 |
99,74 |
100 000 |
102,06 |
6 |
WZ0118 |
PL0000104717 |
98,33 |
98,33 |
98,33 |
98,38 |
98,33 |
98,38 |
98,37 |
190 000 |
191,31 |
9 |
WZ0121 |
PL0000106068 |
96,30 |
96,30 |
96,30 |
96,38 |
96,30 |
96,38 |
96,34 |
175 000 |
172,66 |
8 |
TOTAL |
1 697 500 |
1 675,80 |
104 |
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 |
12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
131 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
334 |
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 |
100,16 |
4,11 |
3,99 |
100,15 |
4,03 |
OK0712 |
PL0000105912 |
97,85 |
97,92 |
4,30 |
4,16 |
97,89 |
4,22 |
OK1012 |
PL0000106100 |
96,67 |
96,73 |
4,52 |
4,43 |
96,70 |
4,48 |
OK0113 |
PL0000106324 |
95,57 |
95,68 |
4,56 |
4,44 |
95,63 |
4,49 |
PS0413 |
PL0000105037 |
100,72 |
100,85 |
4,63 |
4,52 |
100,79 |
4,57 |
OK0713 |
PL0000106563 |
93,34 |
93,50 |
4,66 |
4,54 |
93,42 |
4,60 |
DS1013 |
PL0000102836 |
100,40 |
100,54 |
4,74 |
4,66 |
100,47 |
4,70 |
OK0114 |
PL0000106712 |
90,96 |
91,03 |
4,81 |
4,77 |
91,00 |
4,79 |
PS0414 |
PL0000105433 |
101,93 |
102,07 |
4,81 |
4,75 |
102,00 |
4,78 |
WZ0115 |
PL0000106480 |
99,65 |
99,74 |
--- |
--- |
99,70 |
--- |
PS0415 |
PL0000105953 |
101,47 |
101,67 |
4,99 |
4,92 |
101,57 |
4,96 |
DS1015 |
PL0000103602 |
104,06 |
104,24 |
5,03 |
4,97 |
104,15 |
5,00 |
PS0416 |
PL0000106340 |
99,42 |
99,70 |
5,14 |
5,07 |
99,56 |
5,11 |
IZ0816 |
PL0000103529 |
102,43 |
102,78 |
--- |
--- |
102,61 |
--- |
PS1016 |
PL0000106795 |
98,01 |
98,23 |
5,22 |
5,17 |
98,12 |
5,20 |
DS1017 |
PL0000104543 |
99,51 |
99,75 |
5,34 |
5,29 |
99,63 |
5,32 |
WZ0118 |
PL0000104717 |
98,15 |
98,42 |
--- |
--- |
98,29 |
--- |
DS1019 |
PL0000105441 |
99,50 |
99,87 |
5,57 |
5,51 |
99,69 |
5,54 |
DS1020 |
PL0000106126 |
97,02 |
97,25 |
5,68 |
5,65 |
97,14 |
5,66 |
WZ0121 |
PL0000106068 |
96,17 |
96,37 |
--- |
--- |
96,27 |
--- |
DS1021 |
PL0000106670 |
99,96 |
100,26 |
5,75 |
5,71 |
100,11 |
5,73 |
WS0922 |
PL0000102646 |
99,71 |
100,05 |
5,78 |
5,73 |
99,88 |
5,76 |
IZ0823 |
PL0000105359 |
97,16 |
97,74 |
--- |
--- |
97,45 |
--- |
WS0429 |
PL0000105391 |
98,04 |
98,56 |
5,93 |
5,88 |
98,30 |
5,90 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,11 |
100,17 |
4,18 |
3,96 |
100,14 |
4,07 |
OK0712 |
PL0000105912 |
97,86 |
97,92 |
4,28 |
4,16 |
97,89 |
4,22 |
OK1012 |
PL0000106100 |
96,68 |
96,73 |
4,50 |
4,43 |
96,71 |
4,46 |
OK0113 |
PL0000106324 |
95,58 |
95,65 |
4,55 |
4,47 |
95,62 |
4,50 |
PS0413 |
PL0000105037 |
100,76 |
100,88 |
4,59 |
4,50 |
100,82 |
4,55 |
OK0713 |
PL0000106563 |
93,34 |
93,50 |
4,66 |
4,54 |
93,42 |
4,60 |
DS1013 |
PL0000102836 |
100,44 |
100,57 |
4,72 |
4,64 |
100,51 |
4,67 |
OK0114 |
PL0000106712 |
91,01 |
91,08 |
4,78 |
4,74 |
91,05 |
4,76 |
PS0414 |
PL0000105433 |
101,96 |
102,11 |
4,80 |
4,73 |
102,04 |
4,76 |
WZ0115 |
PL0000106480 |
99,69 |
99,82 |
--- |
--- |
99,76 |
--- |
PS0415 |
PL0000105953 |
101,58 |
101,70 |
4,95 |
4,91 |
101,64 |
4,93 |
DS1015 |
PL0000103602 |
104,08 |
104,29 |
5,02 |
4,96 |
104,19 |
4,99 |
PS0416 |
PL0000106340 |
99,59 |
99,78 |
5,10 |
5,05 |
99,69 |
5,07 |
IZ0816 |
PL0000103529 |
102,45 |
102,85 |
--- |
--- |
102,65 |
--- |
PS1016 |
PL0000106795 |
98,15 |
98,38 |
5,19 |
5,13 |
98,27 |
5,16 |
DS1017 |
PL0000104543 |
99,63 |
99,89 |
5,32 |
5,26 |
99,76 |
5,29 |
WZ0118 |
PL0000104717 |
98,23 |
98,52 |
--- |
--- |
98,38 |
--- |
DS1019 |
PL0000105441 |
99,77 |
100,09 |
5,53 |
5,48 |
99,93 |
5,50 |
DS1020 |
PL0000106126 |
97,36 |
97,63 |
5,63 |
5,59 |
97,50 |
5,61 |
WZ0121 |
PL0000106068 |
96,22 |
96,46 |
--- |
--- |
96,34 |
--- |
DS1021 |
PL0000106670 |
100,40 |
100,61 |
5,69 |
5,66 |
100,51 |
5,67 |
WS0922 |
PL0000102646 |
100,22 |
100,48 |
5,71 |
5,68 |
100,35 |
5,70 |
IZ0823 |
PL0000105359 |
97,20 |
97,78 |
--- |
--- |
97,49 |
--- |
WS0429 |
PL0000105391 |
98,69 |
99,00 |
5,87 |
5,84 |
98,85 |
5,85 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
40 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
30 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,100 |
4,100 |
4,100 |
15 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,130 |
4,130 |
4,130 |
155 |
OK0712 |
PL0000105912 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
30 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
240 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
20 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,050 |
4,050 |
4,050 |
45 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
40 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,140 |
4,200 |
4,188 |
150 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,050 |
4,050 |
4,050 |
15 |
DS1015 |
PL0000103602 |
0/2 |
2 |
4,000 |
4,000 |
4,000 |
25 |
PS0412 |
PL0000104659 |
0/2 |
2 |
4,100 |
4,100 |
4,100 |
265 |
OK0114 |
PL0000106712 |
0/2 |
2 |
4,150 |
4,150 |
4,150 |
60 |
OK0712 |
PL0000105912 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
35 |
OK1012 |
PL0000106100 |
1/8 |
7 |
4,150 |
4,150 |
4,150 |
50 |
OK0113 |
PL0000106324 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
50 |
PS0416 |
PL0000106340 |
2/9 |
7 |
4,320 |
4,320 |
4,320 |
200 |
TOTAL |
1 465 |