2012-01-24 |
MARKET DATA |
No 16 (1801) |
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 |
2 507,50 |
2 538,33 |
198 |
2 470,00 |
2 479,13 |
23 |
4 977,50 |
5 017,46 |
221 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 507,50 |
2 538,33 |
198 |
2 470,00 |
2 479,13 |
23 |
4 977,50 |
5 017,46 |
221 |
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 |
100,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
97,98 |
98,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
96,81 |
96,80 |
96,81 |
96,81 |
96,81 |
96,81 |
96,81 |
120 000 |
116,17 |
5 |
OK0113 |
PL0000106324 |
95,72 |
95,71 |
95,71 |
95,72 |
95,71 |
95,72 |
95,72 |
130 000 |
124,43 |
3 |
PS0413 |
PL0000105037 |
100,82 |
100,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
93,61 |
93,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,63 |
100,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
91,30 |
91,28 |
91,28 |
91,28 |
91,28 |
91,28 |
91,28 |
20 000 |
18,26 |
2 |
PS0414 |
PL0000105433 |
102,24 |
102,21 |
102,22 |
102,22 |
102,22 |
102,22 |
102,22 |
55 000 |
58,61 |
4 |
PS0415 |
PL0000105953 |
101,87 |
101,83 |
101,85 |
101,87 |
101,82 |
101,86 |
101,85 |
140 000 |
148,40 |
10 |
DS1015 |
PL0000103602 |
104,52 |
104,40 |
104,52 |
104,52 |
104,40 |
104,40 |
104,48 |
125 000 |
132,60 |
11 |
PS0416 |
PL0000106340 |
100,04 |
99,83 |
100,04 |
100,05 |
99,80 |
99,93 |
99,92 |
185 000 |
191,82 |
14 |
PS1016 |
PL0000106795 |
98,64 |
98,34 |
98,60 |
98,60 |
98,35 |
98,45 |
98,42 |
412 500 |
410,95 |
28 |
DS1017 |
PL0000104543 |
100,21 |
99,95 |
100,20 |
100,24 |
99,96 |
100,19 |
100,09 |
257 500 |
261,16 |
22 |
DS1019 |
PL0000105441 |
100,11 |
99,85 |
100,10 |
100,14 |
99,80 |
99,95 |
99,95 |
235 000 |
238,17 |
22 |
DS1020 |
PL0000106126 |
97,70 |
97,30 |
97,75 |
97,77 |
97,28 |
97,50 |
97,36 |
320 000 |
315,83 |
27 |
DS1021 |
PL0000106670 |
100,78 |
100,37 |
100,70 |
100,81 |
100,32 |
100,58 |
100,59 |
290 000 |
295,94 |
30 |
WS0922 |
PL0000102646 |
100,70 |
100,32 |
100,70 |
100,74 |
100,40 |
100,45 |
100,57 |
90 000 |
92,28 |
9 |
WS0429 |
PL0000105391 |
99,35 |
98,70 |
99,20 |
99,20 |
98,75 |
98,85 |
98,84 |
65 000 |
67,07 |
6 |
WS0437 |
PL0000104857 |
74,18 |
102,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,50 |
102,45 |
102,45 |
102,45 |
102,45 |
102,45 |
102,45 |
15 000 |
19,22 |
1 |
IZ0823 |
PL0000105359 |
97,40 |
97,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,86 |
99,86 |
99,85 |
99,86 |
99,85 |
99,86 |
99,86 |
47 500 |
47,44 |
4 |
WZ0118 |
PL0000104717 |
98,66 |
98,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,53 |
96,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
2 507 500 |
2 538,33 |
198 |
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 |
6 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
125 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
328 |
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 |
4,11 |
3,87 |
100,15 |
3,99 |
OK0712 |
PL0000105912 |
97,95 |
98,02 |
4,23 |
4,08 |
97,99 |
4,15 |
OK1012 |
PL0000106100 |
96,79 |
96,83 |
4,45 |
4,39 |
96,81 |
4,42 |
OK0113 |
PL0000106324 |
95,70 |
95,77 |
4,49 |
4,42 |
95,74 |
4,45 |
PS0413 |
PL0000105037 |
100,80 |
100,96 |
4,55 |
4,42 |
100,88 |
4,49 |
OK0713 |
PL0000106563 |
93,58 |
93,71 |
4,54 |
4,44 |
93,65 |
4,48 |
DS1013 |
PL0000102836 |
100,59 |
100,75 |
4,62 |
4,52 |
100,67 |
4,57 |
OK0114 |
PL0000106712 |
91,25 |
91,34 |
4,68 |
4,63 |
91,30 |
4,66 |
PS0414 |
PL0000105433 |
102,15 |
102,30 |
4,71 |
4,64 |
102,23 |
4,67 |
WZ0115 |
PL0000106480 |
99,80 |
99,91 |
--- |
--- |
99,86 |
--- |
PS0415 |
PL0000105953 |
101,77 |
101,94 |
4,89 |
4,83 |
101,86 |
4,86 |
DS1015 |
PL0000103602 |
104,46 |
104,60 |
4,91 |
4,86 |
104,53 |
4,89 |
PS0416 |
PL0000106340 |
99,92 |
100,09 |
5,01 |
4,97 |
100,01 |
4,99 |
IZ0816 |
PL0000103529 |
102,41 |
102,75 |
--- |
--- |
102,58 |
--- |
PS1016 |
PL0000106795 |
98,49 |
98,73 |
5,11 |
5,05 |
98,61 |
5,08 |
DS1017 |
PL0000104543 |
100,15 |
100,35 |
5,21 |
5,17 |
100,25 |
5,19 |
WZ0118 |
PL0000104717 |
98,54 |
98,77 |
--- |
--- |
98,66 |
--- |
DS1019 |
PL0000105441 |
100,00 |
100,32 |
5,49 |
5,44 |
100,16 |
5,47 |
DS1020 |
PL0000106126 |
97,54 |
97,85 |
5,60 |
5,56 |
97,70 |
5,58 |
WZ0121 |
PL0000106068 |
96,45 |
96,72 |
--- |
--- |
96,59 |
--- |
DS1021 |
PL0000106670 |
100,62 |
100,81 |
5,66 |
5,63 |
100,72 |
5,64 |
WS0922 |
PL0000102646 |
100,47 |
100,84 |
5,68 |
5,63 |
100,66 |
5,66 |
IZ0823 |
PL0000105359 |
97,27 |
97,81 |
--- |
--- |
97,54 |
--- |
WS0429 |
PL0000105391 |
98,93 |
99,44 |
5,84 |
5,80 |
99,19 |
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 |
4,07 |
3,87 |
100,16 |
3,95 |
OK0712 |
PL0000105912 |
97,97 |
98,02 |
4,19 |
4,08 |
98,00 |
4,13 |
OK1012 |
PL0000106100 |
96,79 |
96,83 |
4,45 |
4,39 |
96,81 |
4,42 |
OK0113 |
PL0000106324 |
95,70 |
95,77 |
4,49 |
4,42 |
95,74 |
4,45 |
PS0413 |
PL0000105037 |
100,80 |
100,93 |
4,55 |
4,45 |
100,87 |
4,50 |
OK0713 |
PL0000106563 |
93,55 |
93,68 |
4,56 |
4,46 |
93,62 |
4,51 |
DS1013 |
PL0000102836 |
100,54 |
100,71 |
4,65 |
4,55 |
100,63 |
4,60 |
OK0114 |
PL0000106712 |
91,26 |
91,32 |
4,68 |
4,64 |
91,29 |
4,66 |
PS0414 |
PL0000105433 |
102,18 |
102,27 |
4,69 |
4,65 |
102,23 |
4,67 |
WZ0115 |
PL0000106480 |
99,83 |
99,94 |
--- |
--- |
99,89 |
--- |
PS0415 |
PL0000105953 |
101,84 |
101,98 |
4,86 |
4,82 |
101,91 |
4,84 |
DS1015 |
PL0000103602 |
104,37 |
104,57 |
4,93 |
4,87 |
104,47 |
4,90 |
PS0416 |
PL0000106340 |
99,86 |
100,04 |
5,03 |
4,98 |
99,95 |
5,00 |
IZ0816 |
PL0000103529 |
102,39 |
102,71 |
--- |
--- |
102,55 |
--- |
PS1016 |
PL0000106795 |
98,39 |
98,56 |
5,13 |
5,09 |
98,48 |
5,11 |
DS1017 |
PL0000104543 |
99,98 |
100,20 |
5,24 |
5,20 |
100,09 |
5,22 |
WZ0118 |
PL0000104717 |
98,59 |
98,77 |
--- |
--- |
98,68 |
--- |
DS1019 |
PL0000105441 |
99,86 |
100,09 |
5,51 |
5,48 |
99,98 |
5,49 |
DS1020 |
PL0000106126 |
97,26 |
97,56 |
5,65 |
5,60 |
97,41 |
5,62 |
WZ0121 |
PL0000106068 |
96,47 |
96,78 |
--- |
--- |
96,63 |
--- |
DS1021 |
PL0000106670 |
100,39 |
100,69 |
5,69 |
5,65 |
100,54 |
5,67 |
WS0922 |
PL0000102646 |
100,33 |
100,54 |
5,70 |
5,67 |
100,44 |
5,69 |
IZ0823 |
PL0000105359 |
97,22 |
97,78 |
--- |
--- |
97,50 |
--- |
WS0429 |
PL0000105391 |
98,62 |
99,08 |
5,87 |
5,83 |
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 |
3,900 |
3,900 |
3,900 |
60 |
WS0922 |
PL0000102646 |
1/2 |
1 |
3,950 |
3,950 |
3,950 |
20 |
DS1013 |
PL0000102836 |
1/2 |
1 |
3,750 |
3,750 |
3,750 |
70 |
DS1015 |
PL0000103602 |
0/1 |
1 |
3,750 |
3,750 |
3,750 |
350 |
DS1015 |
PL0000103602 |
1/2 |
1 |
3,700 |
3,900 |
3,753 |
190 |
DS1017 |
PL0000104543 |
1/2 |
1 |
3,900 |
4,000 |
3,967 |
205 |
OK0712 |
PL0000105912 |
1/2 |
1 |
3,950 |
3,950 |
3,950 |
10 |
DS1020 |
PL0000106126 |
1/2 |
1 |
3,900 |
4,000 |
3,986 |
35 |
OK0113 |
PL0000106324 |
0/1 |
1 |
3,900 |
3,900 |
3,900 |
30 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,000 |
4,000 |
4,000 |
130 |
DS1019 |
PL0000105441 |
0/2 |
2 |
3,950 |
3,950 |
3,950 |
70 |
OK0712 |
PL0000105912 |
0/2 |
2 |
4,000 |
4,000 |
4,000 |
100 |
TOTAL |
1 270 |