2012-01-30 |
MARKET DATA |
No 20 (1805) |
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 |
1 667,50 |
1 646,64 |
75 |
3 580,00 |
3 600,94 |
35 |
5 247,50 |
5 247,58 |
110 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 667,50 |
1 646,64 |
75 |
3 580,00 |
3 600,94 |
35 |
5 247,50 |
5 247,58 |
110 |
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 |
100,17 |
100,16 |
100,14 |
100,14 |
100,14 |
100,14 |
100,14 |
47 500 |
49,31 |
1 |
OK0712 |
PL0000105912 |
98,15 |
98,14 |
98,19 |
98,19 |
98,19 |
98,19 |
98,19 |
5 000 |
4,91 |
1 |
OK1012 |
PL0000106100 |
96,95 |
96,92 |
96,94 |
96,95 |
96,94 |
96,94 |
96,95 |
490 000 |
475,04 |
17 |
OK0113 |
PL0000106324 |
95,82 |
95,76 |
95,79 |
95,82 |
95,79 |
95,81 |
95,81 |
360 000 |
344,91 |
13 |
PS0413 |
PL0000105037 |
100,80 |
100,77 |
100,77 |
100,82 |
100,77 |
100,82 |
100,81 |
35 000 |
36,70 |
2 |
OK0713 |
PL0000106563 |
93,64 |
93,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,54 |
100,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
91,29 |
91,27 |
91,29 |
91,29 |
91,29 |
91,29 |
91,29 |
35 000 |
31,95 |
2 |
PS0414 |
PL0000105433 |
102,03 |
102,07 |
102,00 |
102,00 |
101,98 |
101,98 |
101,99 |
100 000 |
106,42 |
5 |
PS0415 |
PL0000105953 |
101,96 |
101,90 |
101,90 |
101,94 |
101,90 |
101,94 |
101,92 |
65 000 |
69,00 |
5 |
DS1015 |
PL0000103602 |
104,52 |
104,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
99,94 |
99,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
98,58 |
98,50 |
98,50 |
98,50 |
98,50 |
98,50 |
98,50 |
30 000 |
29,94 |
2 |
DS1017 |
PL0000104543 |
100,31 |
100,25 |
100,30 |
100,31 |
100,30 |
100,31 |
100,31 |
40 000 |
40,69 |
2 |
DS1019 |
PL0000105441 |
100,34 |
100,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
97,76 |
97,69 |
97,70 |
97,74 |
97,67 |
97,70 |
97,69 |
55 000 |
54,51 |
4 |
DS1021 |
PL0000106670 |
100,90 |
100,69 |
100,89 |
100,90 |
100,80 |
100,80 |
100,86 |
50 000 |
51,21 |
5 |
WS0922 |
PL0000102646 |
100,80 |
100,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
99,65 |
99,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
72,97 |
107,03 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,85 |
102,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
97,75 |
97,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,99 |
99,92 |
99,96 |
99,99 |
99,96 |
99,99 |
99,98 |
225 000 |
225,17 |
7 |
WZ0118 |
PL0000104717 |
98,70 |
98,75 |
98,75 |
98,77 |
98,75 |
98,77 |
98,76 |
50 000 |
49,43 |
2 |
WZ0121 |
PL0000106068 |
96,75 |
96,70 |
96,75 |
96,79 |
96,70 |
96,79 |
96,73 |
80 000 |
77,46 |
7 |
TOTAL |
1 667 500 |
1 646,64 |
75 |
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 |
28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
119 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
322 |
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 |
98,07 |
98,16 |
4,12 |
3,92 |
98,12 |
4,01 |
OK1012 |
PL0000106100 |
96,87 |
96,95 |
4,43 |
4,31 |
96,91 |
4,37 |
OK0113 |
PL0000106324 |
95,75 |
95,82 |
4,51 |
4,44 |
95,79 |
4,47 |
PS0413 |
PL0000105037 |
100,75 |
100,90 |
4,59 |
4,46 |
100,83 |
4,52 |
OK0713 |
PL0000106563 |
93,61 |
93,77 |
4,56 |
4,44 |
93,69 |
4,50 |
DS1013 |
PL0000102836 |
100,48 |
100,62 |
4,68 |
4,60 |
100,55 |
4,64 |
OK0114 |
PL0000106712 |
91,23 |
91,37 |
4,74 |
4,66 |
91,30 |
4,70 |
PS0414 |
PL0000105433 |
101,98 |
102,16 |
4,78 |
4,69 |
102,07 |
4,74 |
WZ0115 |
PL0000106480 |
99,84 |
100,01 |
--- |
--- |
99,93 |
--- |
PS0415 |
PL0000105953 |
101,90 |
102,03 |
4,84 |
4,80 |
101,97 |
4,82 |
DS1015 |
PL0000103602 |
104,42 |
104,64 |
4,91 |
4,85 |
104,53 |
4,88 |
PS0416 |
PL0000106340 |
99,88 |
100,08 |
5,02 |
4,97 |
99,98 |
5,00 |
IZ0816 |
PL0000103529 |
102,69 |
103,11 |
--- |
--- |
102,90 |
--- |
PS1016 |
PL0000106795 |
98,43 |
98,71 |
5,12 |
5,05 |
98,57 |
5,09 |
DS1017 |
PL0000104543 |
100,16 |
100,44 |
5,21 |
5,15 |
100,30 |
5,18 |
WZ0118 |
PL0000104717 |
98,60 |
98,89 |
--- |
--- |
98,75 |
--- |
DS1019 |
PL0000105441 |
100,17 |
100,59 |
5,46 |
5,40 |
100,38 |
5,43 |
DS1020 |
PL0000106126 |
97,65 |
97,95 |
5,59 |
5,54 |
97,80 |
5,57 |
WZ0121 |
PL0000106068 |
96,65 |
97,06 |
--- |
--- |
96,86 |
--- |
DS1021 |
PL0000106670 |
100,68 |
101,07 |
5,65 |
5,60 |
100,88 |
5,62 |
WS0922 |
PL0000102646 |
100,59 |
101,03 |
5,67 |
5,61 |
100,81 |
5,64 |
IZ0823 |
PL0000105359 |
97,42 |
97,99 |
--- |
--- |
97,71 |
--- |
WS0429 |
PL0000105391 |
99,59 |
100,22 |
5,78 |
5,72 |
99,91 |
5,75 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,08 |
98,15 |
4,09 |
3,94 |
98,12 |
4,01 |
OK1012 |
PL0000106100 |
96,88 |
96,94 |
4,41 |
4,33 |
96,91 |
4,37 |
OK0113 |
PL0000106324 |
95,77 |
95,83 |
4,49 |
4,42 |
95,80 |
4,46 |
PS0413 |
PL0000105037 |
100,69 |
100,82 |
4,64 |
4,53 |
100,76 |
4,58 |
OK0713 |
PL0000106563 |
93,58 |
93,74 |
4,59 |
4,47 |
93,66 |
4,53 |
DS1013 |
PL0000102836 |
100,48 |
100,60 |
4,68 |
4,61 |
100,54 |
4,65 |
OK0114 |
PL0000106712 |
91,23 |
91,29 |
4,74 |
4,70 |
91,26 |
4,72 |
PS0414 |
PL0000105433 |
101,90 |
102,08 |
4,82 |
4,73 |
101,99 |
4,78 |
WZ0115 |
PL0000106480 |
99,92 |
100,00 |
--- |
--- |
99,96 |
--- |
PS0415 |
PL0000105953 |
101,77 |
101,94 |
4,89 |
4,83 |
101,86 |
4,85 |
DS1015 |
PL0000103602 |
104,28 |
104,56 |
4,95 |
4,87 |
104,42 |
4,91 |
PS0416 |
PL0000106340 |
99,76 |
99,94 |
5,05 |
5,01 |
99,85 |
5,03 |
IZ0816 |
PL0000103529 |
102,78 |
103,06 |
--- |
--- |
102,92 |
--- |
PS1016 |
PL0000106795 |
98,39 |
98,54 |
5,13 |
5,09 |
98,47 |
5,11 |
DS1017 |
PL0000104543 |
100,10 |
100,37 |
5,22 |
5,16 |
100,24 |
5,19 |
WZ0118 |
PL0000104717 |
98,53 |
98,80 |
--- |
--- |
98,67 |
--- |
DS1019 |
PL0000105441 |
100,21 |
100,39 |
5,46 |
5,43 |
100,30 |
5,44 |
DS1020 |
PL0000106126 |
97,51 |
97,76 |
5,61 |
5,57 |
97,64 |
5,59 |
WZ0121 |
PL0000106068 |
96,63 |
96,85 |
--- |
--- |
96,74 |
--- |
DS1021 |
PL0000106670 |
100,51 |
100,74 |
5,67 |
5,64 |
100,63 |
5,66 |
WS0922 |
PL0000102646 |
100,39 |
100,82 |
5,69 |
5,64 |
100,61 |
5,66 |
IZ0823 |
PL0000105359 |
97,63 |
97,99 |
--- |
--- |
97,81 |
--- |
WS0429 |
PL0000105391 |
99,35 |
99,94 |
5,80 |
5,75 |
99,65 |
5,78 |
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 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
40 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,050 |
4,200 |
4,191 |
175 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,000 |
4,200 |
4,167 |
60 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
20 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
190 |
OK1012 |
PL0000106100 |
1/2 |
1 |
4,100 |
4,100 |
4,100 |
30 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,000 |
4,200 |
4,160 |
50 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
30 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
135 |
DS1021 |
PL0000106670 |
0/1 |
1 |
3,880 |
4,000 |
3,944 |
260 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
200 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,140 |
4,150 |
4,142 |
190 |
PS1016 |
PL0000106795 |
0/1 |
1 |
3,700 |
4,000 |
3,871 |
35 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
3,900 |
3,900 |
3,900 |
50 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
4,000 |
4,000 |
4,000 |
50 |
DS1013 |
PL0000102836 |
0/2 |
2 |
4,000 |
4,000 |
4,000 |
25 |
DS1015 |
PL0000103602 |
1/3 |
2 |
4,150 |
4,150 |
4,150 |
20 |
PS0413 |
PL0000105037 |
1/3 |
2 |
4,150 |
4,150 |
4,150 |
45 |
OK0712 |
PL0000105912 |
0/2 |
2 |
4,000 |
4,000 |
4,000 |
145 |
PS0415 |
PL0000105953 |
1/3 |
2 |
4,150 |
4,150 |
4,150 |
125 |
OK1012 |
PL0000106100 |
0/2 |
2 |
4,000 |
4,000 |
4,000 |
60 |
DS1021 |
PL0000106670 |
1/3 |
2 |
4,150 |
4,150 |
4,150 |
200 |
DS1013 |
PL0000102836 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
45 |
TOTAL |
2 180 |