2012-01-20 |
MARKET DATA |
No 14 (1799) |
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 |
1 505,00 |
1 501,44 |
104 |
1 530,00 |
1 540,71 |
22 |
3 035,00 |
3 042,15 |
126 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 505,00 |
1 501,44 |
104 |
1 530,00 |
1 540,71 |
22 |
3 035,00 |
3 042,15 |
126 |
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) |
PS0412 |
PL0000104659 |
100,13 |
100,16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
97,91 |
97,96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
96,76 |
96,77 |
96,77 |
96,77 |
96,77 |
96,77 |
96,77 |
295 000 |
285,47 |
11 |
OK0113 |
PL0000106324 |
95,69 |
95,67 |
95,68 |
95,68 |
95,68 |
95,68 |
95,68 |
35 000 |
33,49 |
2 |
PS0413 |
PL0000105037 |
100,82 |
100,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
93,54 |
93,59 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,59 |
100,58 |
100,64 |
100,65 |
100,64 |
100,65 |
100,65 |
27 500 |
28,02 |
3 |
OK0114 |
PL0000106712 |
91,24 |
91,19 |
91,19 |
91,26 |
91,19 |
91,25 |
91,23 |
180 000 |
164,21 |
9 |
PS0414 |
PL0000105433 |
102,17 |
102,08 |
102,13 |
102,17 |
102,12 |
102,17 |
102,14 |
100 000 |
106,45 |
4 |
PS0415 |
PL0000105953 |
101,83 |
101,72 |
101,79 |
101,83 |
101,79 |
101,83 |
101,82 |
115 000 |
121,83 |
5 |
DS1015 |
PL0000103602 |
104,38 |
104,32 |
104,30 |
104,30 |
104,30 |
104,30 |
104,30 |
70 000 |
74,11 |
7 |
PS0416 |
PL0000106340 |
99,92 |
99,75 |
99,68 |
99,85 |
99,68 |
99,85 |
99,77 |
45 000 |
46,58 |
4 |
PS1016 |
PL0000106795 |
98,54 |
98,36 |
98,35 |
98,54 |
98,35 |
98,53 |
98,44 |
80 000 |
79,70 |
6 |
DS1017 |
PL0000104543 |
100,02 |
99,85 |
100,00 |
100,00 |
100,00 |
100,00 |
100,00 |
30 000 |
30,39 |
2 |
DS1019 |
PL0000105441 |
100,03 |
99,77 |
99,93 |
99,95 |
99,93 |
99,93 |
99,94 |
45 000 |
45,59 |
5 |
DS1020 |
PL0000106126 |
97,60 |
97,20 |
97,20 |
97,60 |
97,11 |
97,60 |
97,35 |
145 000 |
143,04 |
14 |
DS1021 |
PL0000106670 |
100,57 |
100,29 |
100,31 |
100,65 |
100,25 |
100,65 |
100,45 |
105 000 |
106,97 |
12 |
WS0922 |
PL0000102646 |
100,46 |
100,29 |
100,37 |
100,45 |
100,37 |
100,45 |
100,41 |
57 500 |
58,85 |
7 |
WS0429 |
PL0000105391 |
98,90 |
98,85 |
98,90 |
99,05 |
98,79 |
99,05 |
98,92 |
70 000 |
72,26 |
6 |
WS0437 |
PL0000104857 |
70,79 |
103,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,55 |
102,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
97,41 |
97,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,85 |
99,83 |
99,85 |
99,86 |
99,83 |
99,85 |
99,85 |
95 000 |
94,85 |
6 |
WZ0118 |
PL0000104717 |
98,38 |
98,47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,38 |
96,45 |
96,32 |
96,32 |
96,32 |
96,32 |
96,32 |
10 000 |
9,63 |
1 |
TOTAL |
1 505 000 |
1 501,44 |
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 |
8 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
127 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
330 |
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 |
4,16 |
3,93 |
100,14 |
4,04 |
OK0712 |
PL0000105912 |
97,89 |
97,97 |
4,31 |
4,14 |
97,93 |
4,23 |
OK1012 |
PL0000106100 |
96,74 |
96,78 |
4,48 |
4,43 |
96,76 |
4,46 |
OK0113 |
PL0000106324 |
95,64 |
95,70 |
4,53 |
4,47 |
95,67 |
4,50 |
PS0413 |
PL0000105037 |
100,75 |
100,88 |
4,60 |
4,49 |
100,82 |
4,54 |
OK0713 |
PL0000106563 |
93,45 |
93,60 |
4,62 |
4,50 |
93,53 |
4,56 |
DS1013 |
PL0000102836 |
100,47 |
100,62 |
4,69 |
4,60 |
100,55 |
4,65 |
OK0114 |
PL0000106712 |
91,15 |
91,22 |
4,73 |
4,69 |
91,19 |
4,71 |
PS0414 |
PL0000105433 |
101,97 |
102,13 |
4,79 |
4,72 |
102,05 |
4,75 |
WZ0115 |
PL0000106480 |
99,78 |
99,89 |
--- |
--- |
99,84 |
--- |
PS0415 |
PL0000105953 |
101,64 |
101,80 |
4,93 |
4,88 |
101,72 |
4,91 |
DS1015 |
PL0000103602 |
104,26 |
104,38 |
4,97 |
4,93 |
104,32 |
4,95 |
PS0416 |
PL0000106340 |
99,65 |
99,89 |
5,08 |
5,02 |
99,77 |
5,05 |
IZ0816 |
PL0000103529 |
102,46 |
102,79 |
--- |
--- |
102,63 |
--- |
PS1016 |
PL0000106795 |
98,26 |
98,46 |
5,16 |
5,11 |
98,36 |
5,14 |
DS1017 |
PL0000104543 |
99,76 |
100,02 |
5,29 |
5,24 |
99,89 |
5,26 |
WZ0118 |
PL0000104717 |
98,24 |
98,52 |
--- |
--- |
98,38 |
--- |
DS1019 |
PL0000105441 |
99,70 |
100,10 |
5,54 |
5,48 |
99,90 |
5,51 |
DS1020 |
PL0000106126 |
97,30 |
97,65 |
5,64 |
5,59 |
97,48 |
5,61 |
WZ0121 |
PL0000106068 |
96,26 |
96,55 |
--- |
--- |
96,41 |
--- |
DS1021 |
PL0000106670 |
100,32 |
100,66 |
5,70 |
5,65 |
100,49 |
5,67 |
WS0922 |
PL0000102646 |
100,20 |
100,55 |
5,72 |
5,67 |
100,38 |
5,69 |
IZ0823 |
PL0000105359 |
97,28 |
97,80 |
--- |
--- |
97,54 |
--- |
WS0429 |
PL0000105391 |
98,81 |
99,28 |
5,85 |
5,81 |
99,05 |
5,83 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,12 |
100,17 |
4,12 |
3,93 |
100,15 |
4,00 |
OK0712 |
PL0000105912 |
97,90 |
97,98 |
4,29 |
4,12 |
97,94 |
4,21 |
OK1012 |
PL0000106100 |
96,75 |
96,79 |
4,47 |
4,41 |
96,77 |
4,44 |
OK0113 |
PL0000106324 |
95,66 |
95,71 |
4,51 |
4,46 |
95,69 |
4,48 |
PS0413 |
PL0000105037 |
100,79 |
100,91 |
4,57 |
4,47 |
100,85 |
4,52 |
OK0713 |
PL0000106563 |
93,52 |
93,65 |
4,56 |
4,47 |
93,59 |
4,51 |
DS1013 |
PL0000102836 |
100,54 |
100,67 |
4,65 |
4,57 |
100,61 |
4,61 |
OK0114 |
PL0000106712 |
91,21 |
91,28 |
4,69 |
4,65 |
91,25 |
4,67 |
PS0414 |
PL0000105433 |
102,14 |
102,28 |
4,71 |
4,65 |
102,21 |
4,68 |
WZ0115 |
PL0000106480 |
99,81 |
99,91 |
--- |
--- |
99,86 |
--- |
PS0415 |
PL0000105953 |
101,79 |
101,97 |
4,88 |
4,82 |
101,88 |
4,85 |
DS1015 |
PL0000103602 |
104,34 |
104,62 |
4,94 |
4,86 |
104,48 |
4,90 |
PS0416 |
PL0000106340 |
99,86 |
100,06 |
5,03 |
4,97 |
99,96 |
5,00 |
IZ0816 |
PL0000103529 |
102,41 |
102,79 |
--- |
--- |
102,60 |
--- |
PS1016 |
PL0000106795 |
98,46 |
98,72 |
5,11 |
5,05 |
98,59 |
5,08 |
DS1017 |
PL0000104543 |
99,95 |
100,27 |
5,25 |
5,18 |
100,11 |
5,22 |
WZ0118 |
PL0000104717 |
98,32 |
98,59 |
--- |
--- |
98,46 |
--- |
DS1019 |
PL0000105441 |
99,94 |
100,31 |
5,50 |
5,44 |
100,13 |
5,47 |
DS1020 |
PL0000106126 |
97,41 |
97,84 |
5,62 |
5,56 |
97,63 |
5,59 |
WZ0121 |
PL0000106068 |
96,31 |
96,53 |
--- |
--- |
96,42 |
--- |
DS1021 |
PL0000106670 |
100,48 |
100,79 |
5,68 |
5,63 |
100,64 |
5,65 |
WS0922 |
PL0000102646 |
100,41 |
100,77 |
5,69 |
5,64 |
100,59 |
5,67 |
IZ0823 |
PL0000105359 |
97,20 |
97,77 |
--- |
--- |
97,49 |
--- |
WS0429 |
PL0000105391 |
98,80 |
99,21 |
5,86 |
5,82 |
99,01 |
5,84 |
REPO MARKET |
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 |
4,100 |
4,100 |
4,100 |
70 |
DS1017 |
PL0000104543 |
3/4 |
1 |
4,000 |
4,000 |
4,000 |
10 |
PS0412 |
PL0000104659 |
3/4 |
1 |
4,050 |
4,050 |
4,050 |
200 |
OK0114 |
PL0000106712 |
3/4 |
1 |
4,000 |
4,100 |
4,055 |
330 |
DS1013 |
PL0000102836 |
0/3 |
3 |
4,000 |
4,000 |
4,000 |
50 |
DS1015 |
PL0000103602 |
0/3 |
3 |
3,700 |
3,700 |
3,700 |
60 |
DS1017 |
PL0000104543 |
0/3 |
3 |
3,700 |
3,700 |
3,700 |
45 |
PS0412 |
PL0000104659 |
0/3 |
3 |
4,000 |
4,000 |
4,000 |
200 |
PS0415 |
PL0000105953 |
0/3 |
3 |
3,700 |
3,700 |
3,700 |
100 |
DS1020 |
PL0000106126 |
0/3 |
3 |
4,100 |
4,100 |
4,100 |
45 |
OK0113 |
PL0000106324 |
0/3 |
3 |
4,100 |
4,100 |
4,100 |
10 |
DS1021 |
PL0000106670 |
0/3 |
3 |
3,700 |
3,700 |
3,700 |
120 |
DS1013 |
PL0000102836 |
3/10 |
7 |
4,200 |
4,200 |
4,200 |
5 |
DS1015 |
PL0000103602 |
3/10 |
7 |
4,200 |
4,200 |
4,200 |
20 |
DS1017 |
PL0000104543 |
3/10 |
7 |
4,200 |
4,200 |
4,200 |
30 |
PS0413 |
PL0000105037 |
3/10 |
7 |
3,900 |
3,900 |
3,900 |
45 |
PS0415 |
PL0000105953 |
3/10 |
7 |
4,230 |
4,230 |
4,230 |
110 |
DS1020 |
PL0000106126 |
3/10 |
7 |
4,200 |
4,200 |
4,200 |
10 |
DS1021 |
PL0000106670 |
3/10 |
7 |
3,900 |
3,900 |
3,900 |
70 |
TOTAL |
1 530 |