2012-01-31 |
MARKET DATA |
No 21 (1806) |
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 |
1 970,00 |
1 973,37 |
151 |
3 695,00 |
3 714,67 |
32 |
5 665,00 |
5 688,05 |
183 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 970,00 |
1 973,37 |
151 |
3 695,00 |
3 714,67 |
32 |
5 665,00 |
5 688,05 |
183 |
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 |
100,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
98,10 |
98,11 |
98,12 |
98,12 |
98,12 |
98,12 |
98,12 |
5 000 |
4,91 |
1 |
OK1012 |
PL0000106100 |
96,90 |
96,92 |
96,90 |
96,90 |
96,90 |
96,90 |
96,90 |
40 000 |
38,76 |
4 |
OK0113 |
PL0000106324 |
95,83 |
95,79 |
95,82 |
95,82 |
95,79 |
95,80 |
95,81 |
57 500 |
55,09 |
5 |
PS0413 |
PL0000105037 |
100,74 |
100,81 |
100,81 |
100,81 |
100,81 |
100,81 |
100,81 |
10 000 |
10,49 |
1 |
OK0713 |
PL0000106563 |
93,65 |
93,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,62 |
100,60 |
100,63 |
100,63 |
100,61 |
100,61 |
100,62 |
95 000 |
96,90 |
5 |
OK0114 |
PL0000106712 |
91,33 |
91,32 |
91,32 |
91,37 |
91,32 |
91,33 |
91,34 |
290 000 |
264,88 |
13 |
PS0414 |
PL0000105433 |
102,09 |
102,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
101,99 |
101,97 |
101,94 |
101,94 |
101,94 |
101,94 |
101,94 |
10 000 |
10,62 |
1 |
DS1015 |
PL0000103602 |
104,69 |
104,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,30 |
100,05 |
100,29 |
100,30 |
100,16 |
100,17 |
100,22 |
220 000 |
228,99 |
14 |
PS1016 |
PL0000106795 |
99,01 |
98,68 |
98,86 |
99,05 |
98,86 |
99,03 |
98,95 |
155 000 |
155,38 |
14 |
DS1017 |
PL0000104543 |
100,62 |
100,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
100,85 |
100,50 |
100,56 |
100,85 |
100,56 |
100,85 |
100,67 |
25 000 |
25,54 |
4 |
DS1020 |
PL0000106126 |
98,21 |
97,90 |
97,95 |
98,30 |
97,95 |
98,30 |
98,10 |
187 500 |
186,62 |
18 |
DS1021 |
PL0000106670 |
101,32 |
100,95 |
100,95 |
101,40 |
100,95 |
101,40 |
101,17 |
600 000 |
616,47 |
54 |
WS0922 |
PL0000102646 |
101,30 |
100,95 |
101,00 |
101,26 |
101,00 |
101,26 |
101,11 |
65 000 |
67,07 |
6 |
WS0429 |
PL0000105391 |
100,45 |
99,90 |
100,20 |
100,45 |
100,20 |
100,45 |
100,35 |
25 000 |
26,20 |
2 |
WS0437 |
PL0000104857 |
89,00 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,90 |
103,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
97,85 |
98,00 |
98,00 |
98,00 |
98,00 |
98,00 |
98,00 |
5 000 |
5,55 |
1 |
WZ0115 |
PL0000106480 |
100,02 |
100,01 |
100,01 |
100,03 |
100,00 |
100,03 |
100,01 |
170 000 |
170,21 |
7 |
WZ0118 |
PL0000104717 |
98,77 |
98,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,88 |
96,88 |
96,88 |
96,88 |
96,88 |
96,88 |
96,88 |
10 000 |
9,70 |
1 |
TOTAL |
1 970 000 |
1 973,37 |
151 |
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 |
27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
118 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
321 |
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 |
98,08 |
98,17 |
4,12 |
3,92 |
98,13 |
4,01 |
OK1012 |
PL0000106100 |
96,89 |
96,96 |
4,42 |
4,31 |
96,93 |
4,36 |
OK0113 |
PL0000106324 |
95,79 |
95,86 |
4,48 |
4,40 |
95,83 |
4,44 |
PS0413 |
PL0000105037 |
100,72 |
100,85 |
4,61 |
4,50 |
100,79 |
4,55 |
OK0713 |
PL0000106563 |
93,61 |
93,78 |
4,57 |
4,44 |
93,70 |
4,51 |
DS1013 |
PL0000102836 |
100,56 |
100,65 |
4,63 |
4,58 |
100,61 |
4,60 |
OK0114 |
PL0000106712 |
91,26 |
91,34 |
4,73 |
4,68 |
91,30 |
4,70 |
PS0414 |
PL0000105433 |
102,01 |
102,17 |
4,76 |
4,69 |
102,09 |
4,73 |
WZ0115 |
PL0000106480 |
99,96 |
100,05 |
--- |
--- |
100,01 |
--- |
PS0415 |
PL0000105953 |
101,89 |
102,10 |
4,84 |
4,77 |
102,00 |
4,81 |
DS1015 |
PL0000103602 |
104,47 |
104,74 |
4,90 |
4,82 |
104,61 |
4,86 |
PS0416 |
PL0000106340 |
100,03 |
100,24 |
4,98 |
4,93 |
100,14 |
4,95 |
IZ0816 |
PL0000103529 |
102,76 |
103,08 |
--- |
--- |
102,92 |
--- |
PS1016 |
PL0000106795 |
98,65 |
98,90 |
5,07 |
5,01 |
98,78 |
5,04 |
DS1017 |
PL0000104543 |
100,39 |
100,68 |
5,16 |
5,10 |
100,54 |
5,13 |
WZ0118 |
PL0000104717 |
98,71 |
98,96 |
--- |
--- |
98,84 |
--- |
DS1019 |
PL0000105441 |
100,50 |
100,70 |
5,41 |
5,38 |
100,60 |
5,39 |
DS1020 |
PL0000106126 |
97,95 |
98,15 |
5,54 |
5,51 |
98,05 |
5,53 |
WZ0121 |
PL0000106068 |
96,68 |
96,98 |
--- |
--- |
96,83 |
--- |
DS1021 |
PL0000106670 |
100,96 |
101,15 |
5,61 |
5,58 |
101,06 |
5,60 |
WS0922 |
PL0000102646 |
100,89 |
101,20 |
5,63 |
5,59 |
101,05 |
5,61 |
IZ0823 |
PL0000105359 |
97,62 |
98,09 |
--- |
--- |
97,86 |
--- |
WS0429 |
PL0000105391 |
99,70 |
100,29 |
5,77 |
5,72 |
100,00 |
5,74 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,06 |
98,13 |
4,16 |
4,01 |
98,10 |
4,07 |
OK1012 |
PL0000106100 |
96,88 |
96,93 |
4,43 |
4,36 |
96,91 |
4,39 |
OK0113 |
PL0000106324 |
95,79 |
95,82 |
4,48 |
4,45 |
95,81 |
4,46 |
PS0413 |
PL0000105037 |
100,71 |
100,83 |
4,62 |
4,52 |
100,77 |
4,57 |
OK0713 |
PL0000106563 |
93,60 |
93,75 |
4,58 |
4,47 |
93,68 |
4,52 |
DS1013 |
PL0000102836 |
100,55 |
100,62 |
4,64 |
4,60 |
100,59 |
4,62 |
OK0114 |
PL0000106712 |
91,31 |
91,37 |
4,70 |
4,66 |
91,34 |
4,68 |
PS0414 |
PL0000105433 |
102,03 |
102,16 |
4,75 |
4,69 |
102,10 |
4,72 |
WZ0115 |
PL0000106480 |
99,99 |
100,08 |
--- |
--- |
100,04 |
--- |
PS0415 |
PL0000105953 |
101,95 |
102,09 |
4,82 |
4,78 |
102,02 |
4,80 |
DS1015 |
PL0000103602 |
104,58 |
104,83 |
4,86 |
4,79 |
104,71 |
4,83 |
PS0416 |
PL0000106340 |
100,14 |
100,26 |
4,95 |
4,92 |
100,20 |
4,94 |
IZ0816 |
PL0000103529 |
102,80 |
103,11 |
--- |
--- |
102,96 |
--- |
PS1016 |
PL0000106795 |
98,83 |
98,99 |
5,02 |
4,98 |
98,91 |
5,00 |
DS1017 |
PL0000104543 |
100,58 |
100,77 |
5,12 |
5,08 |
100,68 |
5,10 |
WZ0118 |
PL0000104717 |
98,72 |
98,97 |
--- |
--- |
98,85 |
--- |
DS1019 |
PL0000105441 |
100,75 |
101,04 |
5,37 |
5,32 |
100,90 |
5,35 |
DS1020 |
PL0000106126 |
98,13 |
98,44 |
5,52 |
5,47 |
98,29 |
5,49 |
WZ0121 |
PL0000106068 |
96,81 |
97,00 |
--- |
--- |
96,91 |
--- |
DS1021 |
PL0000106670 |
101,24 |
101,49 |
5,57 |
5,54 |
101,37 |
5,56 |
WS0922 |
PL0000102646 |
101,19 |
101,43 |
5,59 |
5,56 |
101,31 |
5,57 |
IZ0823 |
PL0000105359 |
97,76 |
98,22 |
--- |
--- |
97,99 |
--- |
WS0429 |
PL0000105391 |
100,12 |
100,44 |
5,73 |
5,70 |
100,28 |
5,72 |
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 |
4,300 |
4,300 |
4,300 |
580 |
TOTAL |
580 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
15 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
40 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
125 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
150 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
50 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,150 |
4,200 |
4,180 |
25 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
105 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,150 |
4,200 |
4,192 |
60 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,100 |
4,200 |
4,188 |
160 |
OK1012 |
PL0000106100 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
30 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
105 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
230 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,150 |
4,200 |
4,182 |
155 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
85 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
310 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,150 |
4,200 |
4,195 |
310 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,100 |
4,150 |
4,136 |
270 |
PS0416 |
PL0000106340 |
2/9 |
7 |
4,250 |
4,250 |
4,250 |
400 |
DS1021 |
PL0000106670 |
2/9 |
7 |
4,250 |
4,250 |
4,250 |
200 |
OK0114 |
PL0000106712 |
2/9 |
7 |
4,250 |
4,250 |
4,250 |
250 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
40 |
TOTAL |
3 115 |