2012-01-19 |
MARKET DATA |
No 13 (1798) |
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 |
2 310,00 |
2 229,91 |
127 |
2 305,00 |
2 332,46 |
32 |
4 615,00 |
4 562,38 |
159 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 310,00 |
2 229,91 |
127 |
2 305,00 |
2 332,46 |
32 |
4 615,00 |
4 562,38 |
159 |
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 |
99,97 |
99,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0412 |
PL0000104659 |
100,12 |
100,16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
97,91 |
97,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
96,74 |
96,74 |
96,74 |
96,74 |
96,74 |
96,74 |
96,74 |
115 000 |
111,25 |
3 |
OK0113 |
PL0000106324 |
95,64 |
95,65 |
95,64 |
95,64 |
95,64 |
95,64 |
95,64 |
20 000 |
19,13 |
1 |
PS0413 |
PL0000105037 |
100,76 |
100,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
93,46 |
93,53 |
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 |
91,18 |
91,10 |
91,10 |
91,19 |
91,09 |
91,18 |
91,14 |
1 010 000 |
920,48 |
34 |
PS0414 |
PL0000105433 |
102,05 |
102,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
101,72 |
101,68 |
101,71 |
101,72 |
101,71 |
101,72 |
101,71 |
50 000 |
52,91 |
2 |
DS1015 |
PL0000103602 |
104,31 |
104,24 |
104,30 |
104,30 |
104,30 |
104,30 |
104,30 |
10 000 |
10,59 |
2 |
PS0416 |
PL0000106340 |
99,85 |
99,63 |
99,75 |
99,90 |
99,75 |
99,85 |
99,84 |
105 000 |
108,75 |
8 |
PS1016 |
PL0000106795 |
98,41 |
98,34 |
98,45 |
98,47 |
98,45 |
98,47 |
98,46 |
85 000 |
84,68 |
7 |
DS1017 |
PL0000104543 |
99,92 |
99,81 |
99,92 |
99,92 |
99,92 |
99,92 |
99,92 |
5 000 |
5,06 |
1 |
DS1019 |
PL0000105441 |
100,05 |
99,94 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
97,60 |
97,44 |
97,48 |
97,63 |
97,48 |
97,63 |
97,56 |
55 000 |
54,37 |
5 |
DS1021 |
PL0000106670 |
100,64 |
100,50 |
100,60 |
100,71 |
100,45 |
100,45 |
100,59 |
230 000 |
234,61 |
24 |
WS0922 |
PL0000102646 |
100,55 |
100,51 |
100,56 |
100,60 |
100,45 |
100,45 |
100,57 |
65 000 |
66,62 |
7 |
WS0429 |
PL0000105391 |
99,25 |
99,10 |
99,15 |
99,25 |
98,95 |
99,15 |
99,12 |
110 000 |
113,75 |
14 |
WS0437 |
PL0000104857 |
71,95 |
102,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,58 |
102,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
97,40 |
97,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,84 |
99,78 |
99,78 |
99,85 |
99,78 |
99,85 |
99,82 |
407 500 |
406,75 |
14 |
WZ0118 |
PL0000104717 |
98,36 |
98,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,36 |
96,38 |
96,40 |
96,40 |
96,38 |
96,38 |
96,39 |
42 500 |
40,97 |
5 |
TOTAL |
2 310 000 |
2 229,91 |
127 |
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 |
9 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
128 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
331 |
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 |
4,17 |
3,93 |
100,14 |
4,05 |
OK0712 |
PL0000105912 |
97,90 |
97,97 |
4,27 |
4,12 |
97,94 |
4,18 |
OK1012 |
PL0000106100 |
96,71 |
96,76 |
4,51 |
4,44 |
96,74 |
4,47 |
OK0113 |
PL0000106324 |
95,62 |
95,70 |
4,54 |
4,46 |
95,66 |
4,50 |
PS0413 |
PL0000105037 |
100,74 |
100,88 |
4,61 |
4,49 |
100,81 |
4,55 |
OK0713 |
PL0000106563 |
93,39 |
93,54 |
4,65 |
4,54 |
93,47 |
4,59 |
DS1013 |
PL0000102836 |
100,45 |
100,58 |
4,71 |
4,63 |
100,52 |
4,67 |
OK0114 |
PL0000106712 |
91,03 |
91,12 |
4,79 |
4,74 |
91,08 |
4,76 |
PS0414 |
PL0000105433 |
101,98 |
102,11 |
4,79 |
4,73 |
102,05 |
4,76 |
WZ0115 |
PL0000106480 |
99,70 |
99,81 |
--- |
--- |
99,76 |
--- |
PS0415 |
PL0000105953 |
101,59 |
101,71 |
4,95 |
4,91 |
101,65 |
4,93 |
DS1015 |
PL0000103602 |
104,07 |
104,32 |
5,02 |
4,95 |
104,20 |
4,98 |
PS0416 |
PL0000106340 |
99,60 |
99,83 |
5,10 |
5,04 |
99,72 |
5,06 |
IZ0816 |
PL0000103529 |
102,45 |
102,83 |
--- |
--- |
102,64 |
--- |
PS1016 |
PL0000106795 |
98,16 |
98,40 |
5,19 |
5,13 |
98,28 |
5,16 |
DS1017 |
PL0000104543 |
99,68 |
99,96 |
5,31 |
5,25 |
99,82 |
5,28 |
WZ0118 |
PL0000104717 |
98,25 |
98,52 |
--- |
--- |
98,39 |
--- |
DS1019 |
PL0000105441 |
99,80 |
100,19 |
5,52 |
5,46 |
100,00 |
5,49 |
DS1020 |
PL0000106126 |
97,44 |
97,75 |
5,62 |
5,57 |
97,60 |
5,60 |
WZ0121 |
PL0000106068 |
96,29 |
96,46 |
--- |
--- |
96,38 |
--- |
DS1021 |
PL0000106670 |
100,40 |
100,67 |
5,69 |
5,65 |
100,54 |
5,67 |
WS0922 |
PL0000102646 |
100,32 |
100,67 |
5,70 |
5,66 |
100,50 |
5,68 |
IZ0823 |
PL0000105359 |
97,17 |
97,75 |
--- |
--- |
97,46 |
--- |
WS0429 |
PL0000105391 |
98,91 |
99,31 |
5,85 |
5,81 |
99,11 |
5,83 |
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 |
4,17 |
3,93 |
100,14 |
4,05 |
OK0712 |
PL0000105912 |
97,88 |
97,97 |
4,31 |
4,12 |
97,93 |
4,20 |
OK1012 |
PL0000106100 |
96,71 |
96,76 |
4,51 |
4,44 |
96,74 |
4,47 |
OK0113 |
PL0000106324 |
95,61 |
95,67 |
4,55 |
4,49 |
95,64 |
4,52 |
PS0413 |
PL0000105037 |
100,74 |
100,88 |
4,61 |
4,49 |
100,81 |
4,55 |
OK0713 |
PL0000106563 |
93,43 |
93,60 |
4,62 |
4,50 |
93,52 |
4,55 |
DS1013 |
PL0000102836 |
100,45 |
100,61 |
4,71 |
4,61 |
100,53 |
4,66 |
OK0114 |
PL0000106712 |
91,14 |
91,21 |
4,73 |
4,69 |
91,18 |
4,71 |
PS0414 |
PL0000105433 |
101,96 |
102,11 |
4,80 |
4,73 |
102,04 |
4,76 |
WZ0115 |
PL0000106480 |
99,79 |
99,89 |
--- |
--- |
99,84 |
--- |
PS0415 |
PL0000105953 |
101,63 |
101,82 |
4,94 |
4,87 |
101,73 |
4,90 |
DS1015 |
PL0000103602 |
104,27 |
104,43 |
4,96 |
4,92 |
104,35 |
4,94 |
PS0416 |
PL0000106340 |
99,66 |
99,93 |
5,08 |
5,01 |
99,80 |
5,04 |
IZ0816 |
PL0000103529 |
102,46 |
102,84 |
--- |
--- |
102,65 |
--- |
PS1016 |
PL0000106795 |
98,22 |
98,46 |
5,17 |
5,11 |
98,34 |
5,14 |
DS1017 |
PL0000104543 |
99,81 |
100,04 |
5,28 |
5,23 |
99,93 |
5,25 |
WZ0118 |
PL0000104717 |
98,26 |
98,53 |
--- |
--- |
98,40 |
--- |
DS1019 |
PL0000105441 |
99,81 |
100,05 |
5,52 |
5,48 |
99,93 |
5,50 |
DS1020 |
PL0000106126 |
97,35 |
97,70 |
5,63 |
5,58 |
97,53 |
5,61 |
WZ0121 |
PL0000106068 |
96,25 |
96,46 |
--- |
--- |
96,36 |
--- |
DS1021 |
PL0000106670 |
100,35 |
100,63 |
5,69 |
5,66 |
100,49 |
5,67 |
WS0922 |
PL0000102646 |
100,35 |
100,61 |
5,70 |
5,66 |
100,48 |
5,68 |
IZ0823 |
PL0000105359 |
97,31 |
97,88 |
--- |
--- |
97,60 |
--- |
WS0429 |
PL0000105391 |
98,88 |
99,21 |
5,85 |
5,82 |
99,05 |
5,83 |
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 |
4,050 |
4,100 |
4,084 |
940 |
TOTAL |
940 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
30 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
60 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
50 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
25 |
OK0113 |
PL0000106324 |
0/1 |
1 |
3,950 |
4,000 |
3,963 |
80 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
20 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
130 |
OK0114 |
PL0000106712 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
20 |
PS0413 |
PL0000105037 |
1/4 |
3 |
4,150 |
4,150 |
4,150 |
35 |
OK0712 |
PL0000105912 |
1/4 |
3 |
4,050 |
4,050 |
4,050 |
30 |
PS0415 |
PL0000105953 |
1/4 |
3 |
4,150 |
4,150 |
4,150 |
225 |
DS1021 |
PL0000106670 |
1/4 |
3 |
4,150 |
4,150 |
4,150 |
360 |
PS1016 |
PL0000106795 |
1/4 |
3 |
4,100 |
4,100 |
4,100 |
50 |
DS1013 |
PL0000102836 |
0/4 |
4 |
4,000 |
4,000 |
4,000 |
15 |
PS0414 |
PL0000105433 |
0/4 |
4 |
4,000 |
4,000 |
4,000 |
40 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
90 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
70 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
25 |
PS0415 |
PL0000105953 |
4/11 |
7 |
4,200 |
4,200 |
4,200 |
10 |
TOTAL |
1 365 |