2012-01-25 |
MARKET DATA |
No 17 (1802) |
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 |
1 587,50 |
1 600,44 |
117 |
2 040,00 |
2 075,08 |
28 |
3 627,50 |
3 675,52 |
145 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 587,50 |
1 600,44 |
117 |
2 040,00 |
2 075,08 |
28 |
3 627,50 |
3 675,52 |
145 |
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 |
100,15 |
100,16 |
100,15 |
100,15 |
100,15 |
100,15 |
100,15 |
80 000 |
83,00 |
3 |
OK0712 |
PL0000105912 |
98,01 |
98,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
96,82 |
96,82 |
96,82 |
96,82 |
96,82 |
96,82 |
96,82 |
90 000 |
87,14 |
6 |
OK0113 |
PL0000106324 |
95,73 |
95,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,82 |
100,89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
93,61 |
93,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,57 |
100,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
91,31 |
91,30 |
91,30 |
91,30 |
91,29 |
91,29 |
91,29 |
172 500 |
157,48 |
9 |
PS0414 |
PL0000105433 |
102,22 |
102,18 |
102,24 |
102,24 |
102,16 |
102,16 |
102,19 |
65 000 |
69,25 |
3 |
PS0415 |
PL0000105953 |
101,90 |
101,86 |
101,89 |
101,90 |
101,87 |
101,89 |
101,89 |
130 000 |
137,86 |
7 |
DS1015 |
PL0000103602 |
104,48 |
104,46 |
104,46 |
104,53 |
104,43 |
104,53 |
104,49 |
65 000 |
68,97 |
5 |
PS0416 |
PL0000106340 |
99,98 |
99,88 |
99,97 |
99,97 |
99,86 |
99,88 |
99,93 |
190 000 |
197,05 |
12 |
PS1016 |
PL0000106795 |
98,51 |
98,40 |
98,43 |
98,43 |
98,35 |
98,37 |
98,39 |
55 000 |
54,79 |
6 |
DS1017 |
PL0000104543 |
100,15 |
99,96 |
100,07 |
100,07 |
100,00 |
100,00 |
100,03 |
132 500 |
134,33 |
14 |
DS1019 |
PL0000105441 |
100,06 |
99,92 |
100,20 |
100,25 |
99,80 |
99,80 |
100,10 |
200 000 |
203,03 |
19 |
DS1020 |
PL0000106126 |
97,52 |
97,10 |
97,52 |
97,52 |
97,30 |
97,30 |
97,37 |
185 000 |
182,62 |
15 |
DS1021 |
PL0000106670 |
100,60 |
100,15 |
100,70 |
100,70 |
100,09 |
100,25 |
100,30 |
92 500 |
94,15 |
9 |
WS0922 |
PL0000102646 |
100,46 |
100,17 |
100,19 |
100,19 |
100,19 |
100,19 |
100,19 |
15 000 |
15,33 |
1 |
WS0429 |
PL0000105391 |
98,88 |
98,65 |
98,80 |
98,80 |
98,50 |
98,50 |
98,69 |
35 000 |
36,06 |
3 |
WS0437 |
PL0000104857 |
74,26 |
102,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,50 |
102,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
97,38 |
97,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,90 |
99,89 |
99,90 |
99,91 |
99,90 |
99,90 |
99,90 |
50 000 |
49,97 |
3 |
WZ0118 |
PL0000104717 |
98,68 |
98,70 |
98,72 |
98,72 |
98,72 |
98,72 |
98,72 |
20 000 |
19,75 |
1 |
WZ0121 |
PL0000106068 |
96,60 |
96,67 |
96,70 |
96,70 |
96,70 |
96,70 |
96,70 |
10 000 |
9,67 |
1 |
TOTAL |
1 587 500 |
1 600,44 |
117 |
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 |
5 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
124 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
327 |
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 |
100,18 |
4,06 |
3,86 |
100,16 |
3,94 |
OK0712 |
PL0000105912 |
97,98 |
98,04 |
4,19 |
4,07 |
98,01 |
4,13 |
OK1012 |
PL0000106100 |
96,80 |
96,84 |
4,45 |
4,39 |
96,82 |
4,42 |
OK0113 |
PL0000106324 |
95,71 |
95,78 |
4,49 |
4,42 |
95,75 |
4,45 |
PS0413 |
PL0000105037 |
100,79 |
100,94 |
4,56 |
4,44 |
100,87 |
4,49 |
OK0713 |
PL0000106563 |
93,55 |
93,70 |
4,57 |
4,45 |
93,63 |
4,51 |
DS1013 |
PL0000102836 |
100,54 |
100,73 |
4,65 |
4,54 |
100,64 |
4,59 |
OK0114 |
PL0000106712 |
91,27 |
91,35 |
4,68 |
4,63 |
91,31 |
4,66 |
PS0414 |
PL0000105433 |
102,15 |
102,29 |
4,70 |
4,64 |
102,22 |
4,67 |
WZ0115 |
PL0000106480 |
99,83 |
99,94 |
--- |
--- |
99,89 |
--- |
PS0415 |
PL0000105953 |
101,87 |
102,00 |
4,85 |
4,81 |
101,94 |
4,83 |
DS1015 |
PL0000103602 |
104,34 |
104,61 |
4,94 |
4,86 |
104,48 |
4,90 |
PS0416 |
PL0000106340 |
99,89 |
100,02 |
5,02 |
4,98 |
99,96 |
5,00 |
IZ0816 |
PL0000103529 |
102,38 |
102,72 |
--- |
--- |
102,55 |
--- |
PS1016 |
PL0000106795 |
98,37 |
98,58 |
5,14 |
5,08 |
98,48 |
5,11 |
DS1017 |
PL0000104543 |
100,04 |
100,26 |
5,23 |
5,19 |
100,15 |
5,21 |
WZ0118 |
PL0000104717 |
98,59 |
98,77 |
--- |
--- |
98,68 |
--- |
DS1019 |
PL0000105441 |
100,00 |
100,20 |
5,49 |
5,46 |
100,10 |
5,48 |
DS1020 |
PL0000106126 |
97,35 |
97,61 |
5,63 |
5,59 |
97,48 |
5,61 |
WZ0121 |
PL0000106068 |
96,50 |
96,77 |
--- |
--- |
96,64 |
--- |
DS1021 |
PL0000106670 |
100,43 |
100,68 |
5,68 |
5,65 |
100,56 |
5,66 |
WS0922 |
PL0000102646 |
100,31 |
100,60 |
5,70 |
5,66 |
100,46 |
5,68 |
IZ0823 |
PL0000105359 |
97,24 |
97,79 |
--- |
--- |
97,52 |
--- |
WS0429 |
PL0000105391 |
98,66 |
99,14 |
5,87 |
5,82 |
98,90 |
5,85 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,14 |
100,17 |
4,02 |
3,90 |
100,16 |
3,94 |
OK0712 |
PL0000105912 |
98,00 |
98,04 |
4,15 |
4,07 |
98,02 |
4,11 |
OK1012 |
PL0000106100 |
96,80 |
96,84 |
4,45 |
4,39 |
96,82 |
4,42 |
OK0113 |
PL0000106324 |
95,72 |
95,78 |
4,48 |
4,42 |
95,75 |
4,45 |
PS0413 |
PL0000105037 |
100,79 |
100,93 |
4,56 |
4,44 |
100,86 |
4,50 |
OK0713 |
PL0000106563 |
93,58 |
93,69 |
4,54 |
4,46 |
93,64 |
4,50 |
DS1013 |
PL0000102836 |
100,54 |
100,65 |
4,65 |
4,58 |
100,60 |
4,61 |
OK0114 |
PL0000106712 |
91,27 |
91,34 |
4,68 |
4,64 |
91,31 |
4,66 |
PS0414 |
PL0000105433 |
102,16 |
102,25 |
4,70 |
4,66 |
102,21 |
4,68 |
WZ0115 |
PL0000106480 |
99,85 |
99,95 |
--- |
--- |
99,90 |
--- |
PS0415 |
PL0000105953 |
101,82 |
101,95 |
4,87 |
4,83 |
101,89 |
4,85 |
DS1015 |
PL0000103602 |
104,41 |
104,58 |
4,92 |
4,87 |
104,50 |
4,89 |
PS0416 |
PL0000106340 |
99,82 |
99,95 |
5,04 |
5,00 |
99,89 |
5,02 |
IZ0816 |
PL0000103529 |
102,43 |
102,72 |
--- |
--- |
102,58 |
--- |
PS1016 |
PL0000106795 |
98,35 |
98,53 |
5,14 |
5,10 |
98,44 |
5,12 |
DS1017 |
PL0000104543 |
99,92 |
100,17 |
5,26 |
5,21 |
100,05 |
5,23 |
WZ0118 |
PL0000104717 |
98,58 |
98,79 |
--- |
--- |
98,69 |
--- |
DS1019 |
PL0000105441 |
99,83 |
100,09 |
5,52 |
5,48 |
99,96 |
5,50 |
DS1020 |
PL0000106126 |
97,20 |
97,50 |
5,66 |
5,61 |
97,35 |
5,63 |
WZ0121 |
PL0000106068 |
96,53 |
96,81 |
--- |
--- |
96,67 |
--- |
DS1021 |
PL0000106670 |
100,16 |
100,49 |
5,72 |
5,67 |
100,33 |
5,70 |
WS0922 |
PL0000102646 |
100,11 |
100,40 |
5,73 |
5,69 |
100,26 |
5,71 |
IZ0823 |
PL0000105359 |
97,23 |
97,72 |
--- |
--- |
97,48 |
--- |
WS0429 |
PL0000105391 |
98,39 |
98,75 |
5,89 |
5,86 |
98,57 |
5,88 |
REPO MARKET |
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 |
3,850 |
3,850 |
3,850 |
95 |
WS0922 |
PL0000102646 |
1/2 |
1 |
4,000 |
4,000 |
4,000 |
30 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,000 |
4,000 |
4,000 |
50 |
DS1015 |
PL0000103602 |
0/1 |
1 |
3,900 |
3,900 |
3,900 |
345 |
DS1015 |
PL0000103602 |
1/2 |
1 |
3,950 |
4,000 |
3,974 |
290 |
DS1017 |
PL0000104543 |
0/1 |
1 |
3,900 |
3,900 |
3,900 |
105 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,000 |
4,000 |
4,000 |
50 |
PS0414 |
PL0000105433 |
0/1 |
1 |
3,800 |
3,800 |
3,800 |
40 |
DS1019 |
PL0000105441 |
0/1 |
1 |
3,850 |
3,850 |
3,850 |
25 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
20 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,000 |
4,000 |
4,000 |
40 |
DS1020 |
PL0000106126 |
1/2 |
1 |
3,950 |
3,950 |
3,950 |
65 |
OK0113 |
PL0000106324 |
1/2 |
1 |
3,730 |
3,850 |
3,790 |
200 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
30 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,000 |
4,000 |
4,000 |
50 |
DS1021 |
PL0000106670 |
0/1 |
1 |
3,850 |
3,850 |
3,850 |
70 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,000 |
4,000 |
4,000 |
180 |
OK0114 |
PL0000106712 |
0/1 |
1 |
3,800 |
3,800 |
3,800 |
70 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,000 |
4,000 |
4,000 |
130 |
PS1016 |
PL0000106795 |
0/1 |
1 |
3,800 |
3,800 |
3,800 |
20 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,000 |
4,000 |
4,000 |
20 |
OK0712 |
PL0000105912 |
0/2 |
2 |
3,800 |
3,800 |
3,800 |
30 |
PS0415 |
PL0000105953 |
1/5 |
4 |
4,000 |
4,000 |
4,000 |
40 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,000 |
4,000 |
4,000 |
45 |
TOTAL |
2 040 |