2012-01-23 |
MARKET DATA |
No 15 (1800) |
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 |
2 262,50 |
2 271,26 |
163 |
2 120,00 |
2 138,29 |
24 |
4 382,50 |
4 409,55 |
187 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 262,50 |
2 271,26 |
163 |
2 120,00 |
2 138,29 |
24 |
4 382,50 |
4 409,55 |
187 |
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 |
100,14 |
100,16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
97,95 |
97,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
96,80 |
96,79 |
96,79 |
96,80 |
96,79 |
96,80 |
96,80 |
470 000 |
454,95 |
10 |
OK0113 |
PL0000106324 |
95,71 |
95,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,96 |
100,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
93,60 |
93,64 |
93,68 |
93,68 |
93,68 |
93,68 |
93,68 |
10 000 |
9,37 |
1 |
DS1013 |
PL0000102836 |
100,66 |
100,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
91,32 |
91,27 |
91,31 |
91,31 |
91,31 |
91,31 |
91,31 |
50 000 |
45,66 |
4 |
PS0414 |
PL0000105433 |
102,28 |
102,28 |
102,20 |
102,24 |
102,20 |
102,24 |
102,22 |
50 000 |
53,27 |
2 |
PS0415 |
PL0000105953 |
101,96 |
101,93 |
101,96 |
101,96 |
101,94 |
101,94 |
101,95 |
45 000 |
47,74 |
3 |
DS1015 |
PL0000103602 |
104,73 |
104,59 |
104,63 |
104,74 |
104,60 |
104,60 |
104,67 |
97 500 |
103,60 |
9 |
PS0416 |
PL0000106340 |
100,17 |
100,05 |
100,10 |
100,15 |
100,03 |
100,07 |
100,09 |
90 000 |
93,46 |
7 |
PS1016 |
PL0000106795 |
98,79 |
98,66 |
98,71 |
98,75 |
98,66 |
98,66 |
98,70 |
160 000 |
159,83 |
14 |
DS1017 |
PL0000104543 |
100,44 |
100,19 |
100,20 |
100,40 |
100,18 |
100,40 |
100,25 |
245 000 |
248,84 |
21 |
DS1019 |
PL0000105441 |
100,39 |
100,30 |
100,35 |
100,35 |
100,28 |
100,28 |
100,33 |
70 000 |
71,20 |
6 |
DS1020 |
PL0000106126 |
97,89 |
97,74 |
97,74 |
98,00 |
97,68 |
97,80 |
97,80 |
62 500 |
61,95 |
6 |
DS1021 |
PL0000106670 |
101,05 |
100,70 |
100,80 |
101,07 |
100,67 |
101,07 |
100,92 |
270 000 |
276,39 |
29 |
WS0922 |
PL0000102646 |
100,90 |
100,79 |
100,80 |
101,03 |
100,80 |
100,80 |
100,85 |
155 000 |
159,34 |
14 |
WS0429 |
PL0000105391 |
99,50 |
99,30 |
99,30 |
99,48 |
99,30 |
99,45 |
99,41 |
95 000 |
98,54 |
11 |
WS0437 |
PL0000104857 |
87,00 |
95,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,50 |
102,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
97,40 |
97,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,86 |
99,86 |
99,88 |
99,88 |
99,85 |
99,85 |
99,87 |
110 000 |
109,86 |
7 |
WZ0118 |
PL0000104717 |
98,65 |
98,51 |
98,53 |
98,65 |
98,53 |
98,65 |
98,59 |
222 500 |
219,36 |
14 |
WZ0121 |
PL0000106068 |
96,55 |
96,47 |
96,47 |
96,58 |
96,47 |
96,58 |
96,51 |
60 000 |
57,91 |
5 |
TOTAL |
2 262 500 |
2 271,26 |
163 |
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 |
7 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
126 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
329 |
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 |
100,18 |
4,12 |
3,88 |
100,15 |
4,00 |
OK0712 |
PL0000105912 |
97,91 |
97,98 |
4,29 |
4,15 |
97,95 |
4,21 |
OK1012 |
PL0000106100 |
96,76 |
96,81 |
4,47 |
4,40 |
96,79 |
4,43 |
OK0113 |
PL0000106324 |
95,67 |
95,74 |
4,51 |
4,44 |
95,71 |
4,47 |
PS0413 |
PL0000105037 |
100,80 |
100,93 |
4,56 |
4,45 |
100,87 |
4,50 |
OK0713 |
PL0000106563 |
93,53 |
93,68 |
4,56 |
4,45 |
93,61 |
4,50 |
DS1013 |
PL0000102836 |
100,55 |
100,71 |
4,65 |
4,55 |
100,63 |
4,60 |
OK0114 |
PL0000106712 |
91,21 |
91,36 |
4,70 |
4,62 |
91,29 |
4,66 |
PS0414 |
PL0000105433 |
102,18 |
102,30 |
4,69 |
4,64 |
102,24 |
4,66 |
WZ0115 |
PL0000106480 |
99,80 |
99,94 |
--- |
--- |
99,87 |
--- |
PS0415 |
PL0000105953 |
101,87 |
102,01 |
4,85 |
4,81 |
101,94 |
4,83 |
DS1015 |
PL0000103602 |
104,52 |
104,74 |
4,89 |
4,83 |
104,63 |
4,86 |
PS0416 |
PL0000106340 |
99,97 |
100,19 |
5,00 |
4,94 |
100,08 |
4,97 |
IZ0816 |
PL0000103529 |
102,43 |
102,81 |
--- |
--- |
102,62 |
--- |
PS1016 |
PL0000106795 |
98,58 |
98,86 |
5,08 |
5,02 |
98,72 |
5,05 |
DS1017 |
PL0000104543 |
100,18 |
100,42 |
5,20 |
5,15 |
100,30 |
5,18 |
WZ0118 |
PL0000104717 |
98,30 |
98,58 |
--- |
--- |
98,44 |
--- |
DS1019 |
PL0000105441 |
100,13 |
100,48 |
5,47 |
5,41 |
100,31 |
5,44 |
DS1020 |
PL0000106126 |
97,59 |
97,87 |
5,60 |
5,56 |
97,73 |
5,58 |
WZ0121 |
PL0000106068 |
96,25 |
96,53 |
--- |
--- |
96,39 |
--- |
DS1021 |
PL0000106670 |
100,64 |
100,86 |
5,65 |
5,62 |
100,75 |
5,64 |
WS0922 |
PL0000102646 |
100,60 |
100,91 |
5,66 |
5,63 |
100,76 |
5,64 |
IZ0823 |
PL0000105359 |
97,22 |
97,79 |
--- |
--- |
97,51 |
--- |
WS0429 |
PL0000105391 |
98,95 |
99,48 |
5,84 |
5,79 |
99,22 |
5,82 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,13 |
100,18 |
4,08 |
3,88 |
100,16 |
3,96 |
OK0712 |
PL0000105912 |
97,94 |
98,00 |
4,23 |
4,10 |
97,97 |
4,17 |
OK1012 |
PL0000106100 |
96,79 |
96,83 |
4,43 |
4,37 |
96,81 |
4,40 |
OK0113 |
PL0000106324 |
95,69 |
95,78 |
4,49 |
4,39 |
95,74 |
4,44 |
PS0413 |
PL0000105037 |
100,81 |
100,97 |
4,55 |
4,41 |
100,89 |
4,48 |
OK0713 |
PL0000106563 |
93,58 |
93,72 |
4,53 |
4,42 |
93,65 |
4,47 |
DS1013 |
PL0000102836 |
100,63 |
100,80 |
4,60 |
4,50 |
100,72 |
4,54 |
OK0114 |
PL0000106712 |
91,28 |
91,38 |
4,66 |
4,60 |
91,33 |
4,63 |
PS0414 |
PL0000105433 |
102,23 |
102,32 |
4,67 |
4,63 |
102,28 |
4,65 |
WZ0115 |
PL0000106480 |
99,82 |
99,91 |
--- |
--- |
99,87 |
--- |
PS0415 |
PL0000105953 |
101,92 |
102,04 |
4,84 |
4,80 |
101,98 |
4,82 |
DS1015 |
PL0000103602 |
104,54 |
104,74 |
4,88 |
4,83 |
104,64 |
4,85 |
PS0416 |
PL0000106340 |
100,04 |
100,18 |
4,98 |
4,94 |
100,11 |
4,96 |
IZ0816 |
PL0000103529 |
102,43 |
102,80 |
--- |
--- |
102,62 |
--- |
PS1016 |
PL0000106795 |
98,66 |
98,84 |
5,06 |
5,02 |
98,75 |
5,04 |
DS1017 |
PL0000104543 |
100,23 |
100,51 |
5,19 |
5,14 |
100,37 |
5,16 |
WZ0118 |
PL0000104717 |
98,54 |
98,77 |
--- |
--- |
98,66 |
--- |
DS1019 |
PL0000105441 |
100,26 |
100,50 |
5,45 |
5,41 |
100,38 |
5,43 |
DS1020 |
PL0000106126 |
97,72 |
98,05 |
5,58 |
5,53 |
97,89 |
5,55 |
WZ0121 |
PL0000106068 |
96,49 |
96,72 |
--- |
--- |
96,61 |
--- |
DS1021 |
PL0000106670 |
100,77 |
101,07 |
5,64 |
5,60 |
100,92 |
5,62 |
WS0922 |
PL0000102646 |
100,73 |
101,06 |
5,65 |
5,61 |
100,90 |
5,63 |
IZ0823 |
PL0000105359 |
97,32 |
97,89 |
--- |
--- |
97,61 |
--- |
WS0429 |
PL0000105391 |
99,32 |
99,58 |
5,81 |
5,78 |
99,45 |
5,79 |
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 |
0/1 |
1 |
3,800 |
3,800 |
3,800 |
60 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,000 |
4,000 |
4,000 |
70 |
DS1015 |
PL0000103602 |
0/1 |
1 |
3,800 |
3,800 |
3,800 |
150 |
DS1015 |
PL0000103602 |
1/2 |
1 |
3,850 |
4,000 |
3,903 |
170 |
DS1017 |
PL0000104543 |
1/2 |
1 |
3,800 |
3,800 |
3,800 |
165 |
DS1019 |
PL0000105441 |
0/1 |
1 |
3,700 |
3,700 |
3,700 |
30 |
DS1021 |
PL0000106670 |
0/1 |
1 |
3,900 |
3,900 |
3,900 |
10 |
OK0114 |
PL0000106712 |
0/1 |
1 |
3,800 |
3,800 |
3,800 |
10 |
OK0114 |
PL0000106712 |
1/2 |
1 |
3,800 |
3,900 |
3,832 |
330 |
WS0922 |
PL0000102646 |
0/2 |
2 |
3,800 |
3,800 |
3,800 |
35 |
PS0414 |
PL0000105433 |
0/2 |
2 |
3,900 |
3,900 |
3,900 |
40 |
OK0113 |
PL0000106324 |
0/2 |
2 |
3,800 |
3,800 |
3,800 |
35 |
OK0114 |
PL0000106712 |
0/2 |
2 |
3,800 |
3,800 |
3,800 |
10 |
PS1016 |
PL0000106795 |
0/2 |
2 |
3,900 |
3,900 |
3,900 |
30 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,100 |
4,100 |
4,100 |
30 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,000 |
4,000 |
4,000 |
145 |
TOTAL |
1 320 |