2012-01-26 |
MARKET DATA |
No 18 (1803) |
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 |
3 230,00 |
3 225,82 |
209 |
2 060,00 |
2 061,30 |
26 |
5 290,00 |
5 287,12 |
235 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
3 230,00 |
3 225,82 |
209 |
2 060,00 |
2 061,30 |
26 |
5 290,00 |
5 287,12 |
235 |
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 |
100,15 |
100,14 |
100,15 |
100,14 |
100,15 |
100,15 |
75 000 |
77,84 |
2 |
OK0712 |
PL0000105912 |
98,05 |
98,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
96,85 |
96,83 |
96,82 |
96,86 |
96,82 |
96,86 |
96,84 |
682 500 |
660,93 |
18 |
OK0113 |
PL0000106324 |
95,74 |
95,75 |
95,75 |
95,75 |
95,75 |
95,75 |
95,75 |
10 000 |
9,58 |
1 |
PS0413 |
PL0000105037 |
100,80 |
100,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
93,63 |
93,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,60 |
100,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
91,30 |
91,26 |
91,26 |
91,30 |
91,25 |
91,30 |
91,26 |
445 000 |
406,12 |
17 |
PS0414 |
PL0000105433 |
102,18 |
102,14 |
102,15 |
102,17 |
102,14 |
102,17 |
102,15 |
170 000 |
181,14 |
6 |
PS0415 |
PL0000105953 |
102,02 |
101,89 |
102,03 |
102,05 |
102,03 |
102,05 |
102,05 |
50 000 |
53,13 |
3 |
DS1015 |
PL0000103602 |
104,65 |
104,53 |
104,45 |
104,65 |
104,45 |
104,65 |
104,55 |
20 000 |
21,24 |
2 |
PS0416 |
PL0000106340 |
100,20 |
99,91 |
99,91 |
100,22 |
99,91 |
100,12 |
100,08 |
200 000 |
207,81 |
17 |
PS1016 |
PL0000106795 |
98,80 |
98,53 |
98,60 |
98,80 |
98,49 |
98,75 |
98,64 |
225 000 |
224,78 |
21 |
DS1017 |
PL0000104543 |
100,55 |
100,15 |
100,10 |
100,50 |
100,10 |
100,50 |
100,21 |
35 000 |
35,56 |
5 |
DS1019 |
PL0000105441 |
100,81 |
100,14 |
100,20 |
100,77 |
99,99 |
100,77 |
100,35 |
57 500 |
58,54 |
6 |
DS1020 |
PL0000106126 |
98,05 |
97,55 |
97,75 |
98,05 |
97,65 |
97,90 |
97,87 |
285 000 |
282,88 |
27 |
DS1021 |
PL0000106670 |
101,10 |
100,55 |
100,60 |
101,20 |
100,58 |
100,93 |
100,93 |
470 000 |
481,56 |
42 |
WS0922 |
PL0000102646 |
101,06 |
100,43 |
100,36 |
101,10 |
100,35 |
101,10 |
100,86 |
160 000 |
164,62 |
14 |
WS0429 |
PL0000105391 |
99,85 |
98,65 |
98,75 |
99,85 |
98,75 |
99,85 |
99,21 |
85 000 |
88,07 |
7 |
WS0437 |
PL0000104857 |
88,81 |
88,81 |
88,81 |
88,81 |
88,81 |
88,81 |
88,81 |
5 000 |
4,63 |
1 |
IZ0816 |
PL0000103529 |
102,75 |
102,70 |
102,70 |
102,76 |
102,70 |
102,75 |
102,75 |
55 000 |
70,75 |
7 |
IZ0823 |
PL0000105359 |
97,50 |
97,60 |
97,60 |
97,60 |
97,60 |
97,60 |
97,60 |
5 000 |
5,52 |
1 |
WZ0115 |
PL0000106480 |
99,91 |
99,92 |
99,93 |
99,93 |
99,92 |
99,92 |
99,93 |
25 000 |
25,00 |
2 |
WZ0118 |
PL0000104717 |
98,76 |
98,72 |
98,72 |
98,77 |
98,72 |
98,77 |
98,75 |
75 000 |
74,11 |
4 |
WZ0121 |
PL0000106068 |
96,80 |
96,75 |
96,75 |
96,85 |
96,75 |
96,85 |
96,79 |
95 000 |
92,02 |
6 |
TOTAL |
3 230 000 |
3 225,82 |
209 |
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 |
2 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
121 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
324 |
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) |
(%) |
OK0712 |
PL0000105912 |
98,00 |
98,08 |
4,22 |
4,05 |
98,04 |
4,13 |
OK1012 |
PL0000106100 |
96,81 |
96,85 |
4,48 |
4,43 |
96,83 |
4,45 |
OK0113 |
PL0000106324 |
95,73 |
95,81 |
4,51 |
4,42 |
95,77 |
4,47 |
PS0413 |
PL0000105037 |
100,77 |
100,92 |
4,57 |
4,45 |
100,85 |
4,51 |
OK0713 |
PL0000106563 |
93,61 |
93,74 |
4,55 |
4,45 |
93,68 |
4,49 |
DS1013 |
PL0000102836 |
100,51 |
100,67 |
4,67 |
4,57 |
100,59 |
4,62 |
OK0114 |
PL0000106712 |
91,26 |
91,36 |
4,71 |
4,65 |
91,31 |
4,68 |
PS0414 |
PL0000105433 |
102,12 |
102,25 |
4,72 |
4,65 |
102,19 |
4,68 |
WZ0115 |
PL0000106480 |
99,86 |
99,98 |
--- |
--- |
99,92 |
--- |
PS0415 |
PL0000105953 |
101,82 |
102,01 |
4,87 |
4,81 |
101,92 |
4,84 |
DS1015 |
PL0000103602 |
104,42 |
104,64 |
4,91 |
4,85 |
104,53 |
4,88 |
PS0416 |
PL0000106340 |
99,90 |
100,07 |
5,02 |
4,97 |
99,99 |
4,99 |
IZ0816 |
PL0000103529 |
102,42 |
102,77 |
--- |
--- |
102,60 |
--- |
PS1016 |
PL0000106795 |
98,49 |
98,65 |
5,11 |
5,07 |
98,57 |
5,09 |
DS1017 |
PL0000104543 |
100,04 |
100,28 |
5,23 |
5,18 |
100,16 |
5,21 |
WZ0118 |
PL0000104717 |
98,60 |
98,82 |
--- |
--- |
98,71 |
--- |
DS1019 |
PL0000105441 |
100,04 |
100,28 |
5,49 |
5,45 |
100,16 |
5,47 |
DS1020 |
PL0000106126 |
97,49 |
97,85 |
5,61 |
5,56 |
97,67 |
5,59 |
WZ0121 |
PL0000106068 |
96,55 |
96,82 |
--- |
--- |
96,69 |
--- |
DS1021 |
PL0000106670 |
100,55 |
100,90 |
5,67 |
5,62 |
100,73 |
5,64 |
WS0922 |
PL0000102646 |
100,37 |
100,75 |
5,69 |
5,65 |
100,56 |
5,67 |
IZ0823 |
PL0000105359 |
97,26 |
97,80 |
--- |
--- |
97,53 |
--- |
WS0429 |
PL0000105391 |
99,00 |
99,46 |
5,84 |
5,79 |
99,23 |
5,82 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,03 |
98,09 |
4,16 |
4,03 |
98,06 |
4,09 |
OK1012 |
PL0000106100 |
96,84 |
96,88 |
4,44 |
4,38 |
96,86 |
4,41 |
OK0113 |
PL0000106324 |
95,73 |
95,79 |
4,51 |
4,44 |
95,76 |
4,48 |
PS0413 |
PL0000105037 |
100,76 |
100,91 |
4,58 |
4,46 |
100,84 |
4,52 |
OK0713 |
PL0000106563 |
93,59 |
93,75 |
4,56 |
4,44 |
93,67 |
4,50 |
DS1013 |
PL0000102836 |
100,56 |
100,70 |
4,64 |
4,55 |
100,63 |
4,59 |
OK0114 |
PL0000106712 |
91,24 |
91,36 |
4,72 |
4,65 |
91,30 |
4,68 |
PS0414 |
PL0000105433 |
102,10 |
102,20 |
4,72 |
4,68 |
102,15 |
4,70 |
WZ0115 |
PL0000106480 |
99,86 |
99,97 |
--- |
--- |
99,92 |
--- |
PS0415 |
PL0000105953 |
101,97 |
102,11 |
4,82 |
4,77 |
102,04 |
4,80 |
DS1015 |
PL0000103602 |
104,50 |
104,75 |
4,89 |
4,82 |
104,63 |
4,85 |
PS0416 |
PL0000106340 |
100,08 |
100,25 |
4,97 |
4,92 |
100,17 |
4,94 |
IZ0816 |
PL0000103529 |
102,66 |
102,91 |
--- |
--- |
102,79 |
--- |
PS1016 |
PL0000106795 |
98,67 |
98,88 |
5,06 |
5,01 |
98,78 |
5,04 |
DS1017 |
PL0000104543 |
100,34 |
100,63 |
5,17 |
5,11 |
100,49 |
5,14 |
WZ0118 |
PL0000104717 |
98,66 |
98,90 |
--- |
--- |
98,78 |
--- |
DS1019 |
PL0000105441 |
100,53 |
100,77 |
5,41 |
5,37 |
100,65 |
5,39 |
DS1020 |
PL0000106126 |
97,85 |
98,07 |
5,56 |
5,53 |
97,96 |
5,54 |
WZ0121 |
PL0000106068 |
96,75 |
96,99 |
--- |
--- |
96,87 |
--- |
DS1021 |
PL0000106670 |
100,95 |
101,17 |
5,61 |
5,58 |
101,06 |
5,60 |
WS0922 |
PL0000102646 |
100,89 |
101,24 |
5,63 |
5,58 |
101,07 |
5,61 |
IZ0823 |
PL0000105359 |
97,38 |
97,81 |
--- |
--- |
97,60 |
--- |
WS0429 |
PL0000105391 |
99,60 |
100,10 |
5,78 |
5,73 |
99,85 |
5,76 |
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 |
3,800 |
3,900 |
3,863 |
800 |
TOTAL |
800 |
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 |
40 |
DS1017 |
PL0000104543 |
0/1 |
1 |
3,900 |
3,900 |
3,900 |
80 |
DS1019 |
PL0000105441 |
0/1 |
1 |
3,900 |
3,900 |
3,900 |
35 |
OK0113 |
PL0000106324 |
0/1 |
1 |
3,900 |
3,900 |
3,900 |
25 |
PS0416 |
PL0000106340 |
0/1 |
1 |
3,900 |
3,900 |
3,900 |
25 |
WZ0118 |
PL0000104717 |
0/1 |
1 |
3,850 |
3,900 |
3,888 |
80 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
3,900 |
3,900 |
3,900 |
40 |
WZ0115 |
PL0000106480 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
10 |
DS1013 |
PL0000102836 |
1/4 |
3 |
4,000 |
4,000 |
4,000 |
40 |
DS1015 |
PL0000103602 |
1/4 |
3 |
3,700 |
3,700 |
3,700 |
5 |
DS1017 |
PL0000104543 |
1/4 |
3 |
4,000 |
4,000 |
4,000 |
60 |
DS1020 |
PL0000106126 |
1/4 |
3 |
4,050 |
4,050 |
4,050 |
25 |
DS1021 |
PL0000106670 |
1/4 |
3 |
3,700 |
4,050 |
3,731 |
225 |
OK0114 |
PL0000106712 |
1/4 |
3 |
3,950 |
4,100 |
4,072 |
160 |
WS0922 |
PL0000102646 |
0/4 |
4 |
3,800 |
3,800 |
3,800 |
100 |
DS1015 |
PL0000103602 |
1/5 |
4 |
4,000 |
4,000 |
4,000 |
130 |
OK0712 |
PL0000105912 |
0/4 |
4 |
3,800 |
4,000 |
3,817 |
120 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
4,050 |
4,050 |
4,050 |
60 |
TOTAL |
1 260 |