2012-01-27 |
MARKET DATA |
No 19 (1804) |
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 |
1 440,00 |
1 471,70 |
114 |
1 085,00 |
1 096,88 |
14 |
2 525,00 |
2 568,58 |
128 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 440,00 |
1 471,70 |
114 |
1 085,00 |
1 096,88 |
14 |
2 525,00 |
2 568,58 |
128 |
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 |
100,16 |
100,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
98,08 |
98,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
96,87 |
96,88 |
96,88 |
96,88 |
96,88 |
96,88 |
96,88 |
35 000 |
33,91 |
2 |
OK0113 |
PL0000106324 |
95,75 |
95,77 |
95,75 |
95,75 |
95,75 |
95,75 |
95,75 |
75 000 |
71,81 |
2 |
PS0413 |
PL0000105037 |
100,78 |
100,89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
93,64 |
93,72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,62 |
100,59 |
100,62 |
100,62 |
100,60 |
100,60 |
100,60 |
245 000 |
249,79 |
7 |
OK0114 |
PL0000106712 |
91,30 |
91,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,12 |
102,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,00 |
102,03 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,65 |
104,62 |
104,65 |
104,65 |
104,65 |
104,65 |
104,65 |
10 000 |
10,63 |
2 |
PS0416 |
PL0000106340 |
100,10 |
100,02 |
100,01 |
100,18 |
99,96 |
100,06 |
100,05 |
495 000 |
514,25 |
37 |
PS1016 |
PL0000106795 |
98,74 |
98,66 |
98,84 |
98,84 |
98,70 |
98,70 |
98,77 |
20 000 |
20,01 |
3 |
DS1017 |
PL0000104543 |
100,58 |
100,42 |
100,55 |
100,60 |
100,41 |
100,42 |
100,47 |
140 000 |
142,62 |
15 |
DS1019 |
PL0000105441 |
100,71 |
100,51 |
100,58 |
100,58 |
100,51 |
100,52 |
100,53 |
75 000 |
76,51 |
7 |
DS1020 |
PL0000106126 |
98,12 |
97,90 |
98,10 |
98,15 |
97,89 |
97,89 |
98,05 |
115 000 |
114,37 |
16 |
DS1021 |
PL0000106670 |
101,10 |
101,00 |
101,10 |
101,15 |
100,93 |
101,00 |
101,03 |
125 000 |
128,21 |
13 |
WS0922 |
PL0000102646 |
101,14 |
101,02 |
101,14 |
101,22 |
101,00 |
101,01 |
101,11 |
100 000 |
103,16 |
9 |
WS0429 |
PL0000105391 |
99,85 |
99,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
89,10 |
95,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,75 |
102,70 |
102,73 |
102,73 |
102,73 |
102,73 |
102,73 |
5 000 |
6,43 |
1 |
IZ0823 |
PL0000105359 |
97,54 |
97,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,90 |
99,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,73 |
98,77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,80 |
96,89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 440 000 |
1 471,70 |
114 |
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) |
29FEB12 |
PL0000006037 |
29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
120 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
323 |
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 |
98,05 |
98,11 |
4,14 |
4,01 |
98,08 |
4,07 |
OK1012 |
PL0000106100 |
96,85 |
96,89 |
4,44 |
4,38 |
96,87 |
4,41 |
OK0113 |
PL0000106324 |
95,74 |
95,84 |
4,51 |
4,40 |
95,79 |
4,46 |
PS0413 |
PL0000105037 |
100,77 |
100,92 |
4,57 |
4,45 |
100,85 |
4,51 |
OK0713 |
PL0000106563 |
93,59 |
93,76 |
4,57 |
4,44 |
93,68 |
4,50 |
DS1013 |
PL0000102836 |
100,54 |
100,71 |
4,65 |
4,55 |
100,63 |
4,59 |
OK0114 |
PL0000106712 |
91,28 |
91,42 |
4,70 |
4,62 |
91,35 |
4,66 |
PS0414 |
PL0000105433 |
102,09 |
102,25 |
4,73 |
4,65 |
102,17 |
4,69 |
WZ0115 |
PL0000106480 |
99,86 |
99,99 |
--- |
--- |
99,93 |
--- |
PS0415 |
PL0000105953 |
101,95 |
102,18 |
4,82 |
4,75 |
102,07 |
4,78 |
DS1015 |
PL0000103602 |
104,51 |
104,76 |
4,89 |
4,81 |
104,64 |
4,85 |
PS0416 |
PL0000106340 |
100,02 |
100,20 |
4,98 |
4,94 |
100,11 |
4,96 |
IZ0816 |
PL0000103529 |
102,42 |
102,89 |
--- |
--- |
102,66 |
--- |
PS1016 |
PL0000106795 |
98,63 |
98,87 |
5,07 |
5,01 |
98,75 |
5,04 |
DS1017 |
PL0000104543 |
100,43 |
100,74 |
5,15 |
5,09 |
100,59 |
5,12 |
WZ0118 |
PL0000104717 |
98,62 |
98,89 |
--- |
--- |
98,76 |
--- |
DS1019 |
PL0000105441 |
100,59 |
100,87 |
5,40 |
5,35 |
100,73 |
5,37 |
DS1020 |
PL0000106126 |
97,86 |
98,21 |
5,56 |
5,50 |
98,04 |
5,53 |
WZ0121 |
PL0000106068 |
96,73 |
97,18 |
--- |
--- |
96,96 |
--- |
DS1021 |
PL0000106670 |
100,91 |
101,34 |
5,62 |
5,56 |
101,13 |
5,59 |
WS0922 |
PL0000102646 |
100,91 |
101,34 |
5,63 |
5,57 |
101,13 |
5,60 |
IZ0823 |
PL0000105359 |
97,22 |
97,84 |
--- |
--- |
97,53 |
--- |
WS0429 |
PL0000105391 |
99,70 |
100,17 |
5,77 |
5,73 |
99,94 |
5,75 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,06 |
98,12 |
4,11 |
3,98 |
98,09 |
4,05 |
OK1012 |
PL0000106100 |
96,86 |
96,91 |
4,43 |
4,35 |
96,89 |
4,38 |
OK0113 |
PL0000106324 |
95,74 |
95,82 |
4,51 |
4,42 |
95,78 |
4,47 |
PS0413 |
PL0000105037 |
100,76 |
100,90 |
4,58 |
4,46 |
100,83 |
4,52 |
OK0713 |
PL0000106563 |
93,61 |
93,74 |
4,56 |
4,46 |
93,68 |
4,50 |
DS1013 |
PL0000102836 |
100,53 |
100,63 |
4,65 |
4,59 |
100,58 |
4,62 |
OK0114 |
PL0000106712 |
91,24 |
91,37 |
4,72 |
4,65 |
91,31 |
4,68 |
PS0414 |
PL0000105433 |
102,02 |
102,20 |
4,76 |
4,68 |
102,11 |
4,72 |
WZ0115 |
PL0000106480 |
99,87 |
99,97 |
--- |
--- |
99,92 |
--- |
PS0415 |
PL0000105953 |
101,94 |
102,07 |
4,83 |
4,78 |
102,01 |
4,80 |
DS1015 |
PL0000103602 |
104,53 |
104,66 |
4,88 |
4,84 |
104,60 |
4,86 |
PS0416 |
PL0000106340 |
99,94 |
100,09 |
5,01 |
4,97 |
100,02 |
4,98 |
IZ0816 |
PL0000103529 |
102,64 |
102,94 |
--- |
--- |
102,79 |
--- |
PS1016 |
PL0000106795 |
98,56 |
98,76 |
5,09 |
5,04 |
98,66 |
5,06 |
DS1017 |
PL0000104543 |
100,32 |
100,47 |
5,17 |
5,14 |
100,40 |
5,16 |
WZ0118 |
PL0000104717 |
98,67 |
98,82 |
--- |
--- |
98,75 |
--- |
DS1019 |
PL0000105441 |
100,40 |
100,58 |
5,43 |
5,40 |
100,49 |
5,41 |
DS1020 |
PL0000106126 |
97,79 |
98,01 |
5,57 |
5,53 |
97,90 |
5,55 |
WZ0121 |
PL0000106068 |
96,66 |
96,97 |
--- |
--- |
96,82 |
--- |
DS1021 |
PL0000106670 |
100,83 |
101,09 |
5,63 |
5,59 |
100,96 |
5,61 |
WS0922 |
PL0000102646 |
100,76 |
101,08 |
5,64 |
5,60 |
100,92 |
5,62 |
IZ0823 |
PL0000105359 |
97,32 |
97,92 |
--- |
--- |
97,62 |
--- |
WS0429 |
PL0000105391 |
99,64 |
100,21 |
5,78 |
5,72 |
99,93 |
5,75 |
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 |
0/3 |
3 |
3,300 |
3,300 |
3,300 |
300 |
TOTAL |
300 |
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 |
4,050 |
4,050 |
4,050 |
40 |
DS1017 |
PL0000104543 |
3/4 |
1 |
4,000 |
4,000 |
4,000 |
20 |
PS0413 |
PL0000105037 |
3/4 |
1 |
3,900 |
3,900 |
3,900 |
30 |
DS1019 |
PL0000105441 |
3/4 |
1 |
4,000 |
4,000 |
4,000 |
10 |
PS0415 |
PL0000105953 |
3/4 |
1 |
3,900 |
3,900 |
3,900 |
40 |
OK1012 |
PL0000106100 |
3/4 |
1 |
4,000 |
4,100 |
4,027 |
110 |
DS1020 |
PL0000106126 |
3/4 |
1 |
4,050 |
4,050 |
4,050 |
20 |
DS1021 |
PL0000106670 |
3/4 |
1 |
4,200 |
4,200 |
4,200 |
390 |
OK0114 |
PL0000106712 |
3/4 |
1 |
4,000 |
4,010 |
4,006 |
50 |
WZ0121 |
PL0000106068 |
3/4 |
1 |
4,000 |
4,000 |
4,000 |
50 |
OK0712 |
PL0000105912 |
0/3 |
3 |
3,200 |
3,200 |
3,200 |
25 |
TOTAL |
785 |