2012-02-01 |
MARKET DATA |
No 22 (1807) |
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 |
2 022,50 |
2 043,58 |
156 |
3 335,00 |
3 343,50 |
38 |
5 357,50 |
5 387,09 |
194 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 022,50 |
2 043,58 |
156 |
3 335,00 |
3 343,50 |
38 |
5 357,50 |
5 387,09 |
194 |
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 |
100,11 |
100,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
98,10 |
98,10 |
98,10 |
98,10 |
98,09 |
98,09 |
98,09 |
235 000 |
230,52 |
4 |
OK1012 |
PL0000106100 |
96,91 |
96,93 |
96,90 |
96,90 |
96,90 |
96,90 |
96,90 |
35 000 |
33,92 |
1 |
OK0113 |
PL0000106324 |
95,82 |
95,82 |
95,82 |
95,82 |
95,82 |
95,82 |
95,82 |
75 000 |
71,87 |
4 |
PS0413 |
PL0000105037 |
100,73 |
100,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
93,65 |
93,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,60 |
100,61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
91,34 |
91,33 |
91,33 |
91,35 |
91,33 |
91,35 |
91,33 |
70 000 |
63,93 |
4 |
PS0414 |
PL0000105433 |
102,09 |
102,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,05 |
102,05 |
102,05 |
102,05 |
102,05 |
102,05 |
102,05 |
10 000 |
10,63 |
1 |
DS1015 |
PL0000103602 |
104,70 |
104,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,30 |
100,08 |
100,25 |
100,25 |
100,25 |
100,25 |
100,25 |
15 000 |
15,62 |
1 |
PS1016 |
PL0000106795 |
99,05 |
98,73 |
99,05 |
99,10 |
98,73 |
98,95 |
99,00 |
210 000 |
210,66 |
19 |
DS1017 |
PL0000104543 |
100,88 |
100,75 |
100,90 |
100,93 |
100,68 |
100,79 |
100,81 |
160 000 |
163,61 |
13 |
DS1019 |
PL0000105441 |
101,15 |
100,95 |
101,07 |
101,15 |
100,97 |
101,05 |
101,12 |
197 500 |
202,70 |
17 |
DS1020 |
PL0000106126 |
98,55 |
98,35 |
98,56 |
98,60 |
98,40 |
98,60 |
98,52 |
152 500 |
152,45 |
12 |
DS1021 |
PL0000106670 |
101,70 |
101,30 |
101,40 |
101,75 |
101,40 |
101,57 |
101,56 |
285 000 |
293,96 |
26 |
WS0922 |
PL0000102646 |
101,65 |
101,50 |
101,68 |
101,68 |
101,48 |
101,54 |
101,55 |
127 500 |
132,15 |
10 |
WS0429 |
PL0000105391 |
100,65 |
100,10 |
100,50 |
100,55 |
100,20 |
100,55 |
100,35 |
160 000 |
167,69 |
19 |
WS0437 |
PL0000104857 |
89,00 |
107,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,13 |
103,10 |
103,10 |
103,13 |
103,10 |
103,13 |
103,12 |
30 000 |
38,77 |
4 |
IZ0823 |
PL0000105359 |
97,95 |
98,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,03 |
100,02 |
100,02 |
100,04 |
100,02 |
100,04 |
100,02 |
85 000 |
85,13 |
5 |
WZ0118 |
PL0000104717 |
98,90 |
98,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,04 |
96,90 |
96,95 |
97,07 |
96,95 |
97,05 |
97,02 |
175 000 |
170,00 |
16 |
TOTAL |
2 022 500 |
2 043,58 |
156 |
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 |
26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
117 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
320 |
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 |
98,13 |
4,16 |
4,03 |
98,10 |
4,10 |
OK1012 |
PL0000106100 |
96,89 |
96,96 |
4,43 |
4,33 |
96,93 |
4,37 |
OK0113 |
PL0000106324 |
95,78 |
95,85 |
4,50 |
4,43 |
95,82 |
4,46 |
PS0413 |
PL0000105037 |
100,70 |
100,85 |
4,63 |
4,50 |
100,78 |
4,56 |
OK0713 |
PL0000106563 |
93,61 |
93,77 |
4,58 |
4,46 |
93,69 |
4,52 |
DS1013 |
PL0000102836 |
100,58 |
100,65 |
4,62 |
4,58 |
100,62 |
4,60 |
OK0114 |
PL0000106712 |
91,32 |
91,41 |
4,70 |
4,65 |
91,37 |
4,67 |
PS0414 |
PL0000105433 |
102,01 |
102,18 |
4,76 |
4,68 |
102,10 |
4,72 |
WZ0115 |
PL0000106480 |
99,96 |
100,08 |
--- |
--- |
100,02 |
--- |
PS0415 |
PL0000105953 |
102,01 |
102,15 |
4,80 |
4,76 |
102,08 |
4,78 |
DS1015 |
PL0000103602 |
104,66 |
104,93 |
4,84 |
4,76 |
104,80 |
4,80 |
PS0416 |
PL0000106340 |
100,24 |
100,37 |
4,93 |
4,89 |
100,31 |
4,91 |
IZ0816 |
PL0000103529 |
102,79 |
103,16 |
--- |
--- |
102,98 |
--- |
PS1016 |
PL0000106795 |
98,95 |
99,15 |
4,99 |
4,95 |
99,05 |
4,97 |
DS1017 |
PL0000104543 |
100,74 |
101,00 |
5,09 |
5,03 |
100,87 |
5,06 |
WZ0118 |
PL0000104717 |
98,63 |
99,04 |
--- |
--- |
98,84 |
--- |
DS1019 |
PL0000105441 |
100,93 |
101,18 |
5,34 |
5,30 |
101,06 |
5,32 |
DS1020 |
PL0000106126 |
98,38 |
98,63 |
5,48 |
5,44 |
98,51 |
5,46 |
WZ0121 |
PL0000106068 |
96,70 |
96,96 |
--- |
--- |
96,83 |
--- |
DS1021 |
PL0000106670 |
101,46 |
101,68 |
5,54 |
5,51 |
101,57 |
5,53 |
WS0922 |
PL0000102646 |
101,43 |
101,74 |
5,56 |
5,52 |
101,59 |
5,54 |
IZ0823 |
PL0000105359 |
97,74 |
98,28 |
--- |
--- |
98,01 |
--- |
WS0429 |
PL0000105391 |
100,26 |
100,86 |
5,72 |
5,66 |
100,56 |
5,69 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,05 |
98,11 |
4,21 |
4,08 |
98,08 |
4,14 |
OK1012 |
PL0000106100 |
96,89 |
96,94 |
4,43 |
4,36 |
96,92 |
4,39 |
OK0113 |
PL0000106324 |
95,80 |
95,84 |
4,48 |
4,44 |
95,82 |
4,46 |
PS0413 |
PL0000105037 |
100,71 |
100,83 |
4,62 |
4,52 |
100,77 |
4,57 |
OK0713 |
PL0000106563 |
93,62 |
93,78 |
4,57 |
4,45 |
93,70 |
4,51 |
DS1013 |
PL0000102836 |
100,52 |
100,65 |
4,66 |
4,58 |
100,59 |
4,62 |
OK0114 |
PL0000106712 |
91,31 |
91,39 |
4,70 |
4,66 |
91,35 |
4,68 |
PS0414 |
PL0000105433 |
102,04 |
102,16 |
4,75 |
4,69 |
102,10 |
4,72 |
WZ0115 |
PL0000106480 |
99,99 |
100,10 |
--- |
--- |
100,05 |
--- |
PS0415 |
PL0000105953 |
101,99 |
102,11 |
4,81 |
4,77 |
102,05 |
4,79 |
DS1015 |
PL0000103602 |
104,54 |
104,78 |
4,87 |
4,80 |
104,66 |
4,84 |
PS0416 |
PL0000106340 |
100,11 |
100,31 |
4,96 |
4,91 |
100,21 |
4,93 |
IZ0816 |
PL0000103529 |
103,04 |
103,28 |
--- |
--- |
103,16 |
--- |
PS1016 |
PL0000106795 |
98,87 |
99,08 |
5,01 |
4,96 |
98,98 |
4,99 |
DS1017 |
PL0000104543 |
100,63 |
100,89 |
5,11 |
5,06 |
100,76 |
5,08 |
WZ0118 |
PL0000104717 |
98,79 |
99,10 |
--- |
--- |
98,95 |
--- |
DS1019 |
PL0000105441 |
100,93 |
101,16 |
5,34 |
5,30 |
101,05 |
5,32 |
DS1020 |
PL0000106126 |
98,42 |
98,63 |
5,47 |
5,44 |
98,53 |
5,46 |
WZ0121 |
PL0000106068 |
96,99 |
97,20 |
--- |
--- |
97,10 |
--- |
DS1021 |
PL0000106670 |
101,45 |
101,64 |
5,54 |
5,52 |
101,55 |
5,53 |
WS0922 |
PL0000102646 |
101,47 |
101,67 |
5,55 |
5,53 |
101,57 |
5,54 |
IZ0823 |
PL0000105359 |
97,83 |
98,28 |
--- |
--- |
98,06 |
--- |
WS0429 |
PL0000105391 |
100,32 |
100,63 |
5,71 |
5,69 |
100,48 |
5,70 |
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 |
1/2 |
1 |
4,400 |
4,400 |
4,400 |
600 |
TOTAL |
600 |
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 |
4,250 |
4,233 |
60 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
90 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
10 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
50 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,250 |
4,300 |
4,267 |
30 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
200 |
OK1012 |
PL0000106100 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
30 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
120 |
OK0113 |
PL0000106324 |
0/1 |
1 |
4,200 |
4,250 |
4,245 |
55 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,200 |
4,250 |
4,247 |
365 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
150 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
80 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,200 |
4,260 |
4,246 |
420 |
PS1016 |
PL0000106795 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
10 |
WZ0115 |
PL0000106480 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
20 |
DS1015 |
PL0000103602 |
0/2 |
2 |
4,200 |
4,200 |
4,200 |
40 |
DS1017 |
PL0000104543 |
0/2 |
2 |
4,250 |
4,250 |
4,250 |
145 |
OK0712 |
PL0000105912 |
0/2 |
2 |
4,200 |
4,200 |
4,200 |
150 |
OK1012 |
PL0000106100 |
0/2 |
2 |
4,200 |
4,200 |
4,200 |
300 |
DS1021 |
PL0000106670 |
2/5 |
3 |
4,250 |
4,250 |
4,250 |
140 |
WZ0118 |
PL0000104717 |
2/5 |
3 |
4,250 |
4,250 |
4,250 |
155 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
20 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
50 |
PS0413 |
PL0000105037 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
45 |
TOTAL |
2 735 |