2012-02-02 |
MARKET DATA |
No 23 (1808) |
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 |
1 815,00 |
1 846,66 |
132 |
1 485,00 |
1 474,62 |
22 |
3 300,00 |
3 321,28 |
154 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 815,00 |
1 846,66 |
132 |
1 485,00 |
1 474,62 |
22 |
3 300,00 |
3 321,28 |
154 |
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 |
100,12 |
100,11 |
100,12 |
100,12 |
100,11 |
100,11 |
100,12 |
95 000 |
98,65 |
2 |
OK0712 |
PL0000105912 |
98,08 |
98,08 |
98,07 |
98,08 |
98,07 |
98,08 |
98,08 |
305 000 |
299,13 |
10 |
OK1012 |
PL0000106100 |
96,94 |
96,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
95,85 |
95,85 |
95,86 |
95,86 |
95,85 |
95,85 |
95,85 |
40 000 |
38,34 |
3 |
PS0413 |
PL0000105037 |
100,79 |
100,81 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
93,68 |
93,74 |
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 |
91,37 |
91,40 |
91,40 |
91,40 |
91,40 |
91,40 |
91,40 |
50 000 |
45,70 |
1 |
PS0414 |
PL0000105433 |
102,12 |
102,05 |
102,03 |
102,06 |
102,03 |
102,06 |
102,05 |
50 000 |
53,28 |
2 |
PS0415 |
PL0000105953 |
102,04 |
102,03 |
102,08 |
102,08 |
102,03 |
102,05 |
102,06 |
75 000 |
79,78 |
6 |
DS1015 |
PL0000103602 |
104,68 |
104,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,21 |
100,07 |
100,07 |
100,12 |
100,07 |
100,12 |
100,10 |
25 000 |
26,01 |
2 |
PS1016 |
PL0000106795 |
98,91 |
98,78 |
98,82 |
98,84 |
98,82 |
98,84 |
98,83 |
25 000 |
25,04 |
3 |
DS1017 |
PL0000104543 |
100,70 |
100,45 |
100,55 |
100,55 |
100,45 |
100,48 |
100,48 |
55 000 |
56,08 |
5 |
DS1019 |
PL0000105441 |
101,08 |
100,75 |
100,85 |
101,00 |
100,82 |
101,00 |
100,85 |
90 000 |
92,17 |
8 |
DS1020 |
PL0000106126 |
99,14 |
98,30 |
98,52 |
99,42 |
98,32 |
98,32 |
98,71 |
92 500 |
92,69 |
9 |
DS1021 |
PL0000106670 |
101,63 |
101,24 |
101,63 |
101,63 |
101,25 |
101,53 |
101,40 |
552 500 |
569,29 |
48 |
WS0922 |
PL0000102646 |
101,50 |
101,18 |
101,40 |
101,50 |
101,10 |
101,35 |
101,28 |
205 000 |
212,01 |
19 |
WS0429 |
PL0000105391 |
100,58 |
100,18 |
100,35 |
100,60 |
100,28 |
100,60 |
100,38 |
80 000 |
83,91 |
7 |
WS0437 |
PL0000104857 |
89,00 |
100,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,10 |
103,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
98,05 |
98,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,11 |
100,08 |
100,11 |
100,11 |
100,06 |
100,10 |
100,09 |
55 000 |
55,14 |
5 |
WZ0118 |
PL0000104717 |
99,05 |
99,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,05 |
97,05 |
97,05 |
97,06 |
97,05 |
97,06 |
97,06 |
20 000 |
19,44 |
2 |
TOTAL |
1 815 000 |
1 846,66 |
132 |
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 |
23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
114 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
205 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
317 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
359 |
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 |
98,06 |
98,14 |
4,26 |
4,08 |
98,10 |
4,17 |
OK1012 |
PL0000106100 |
96,92 |
96,97 |
4,44 |
4,37 |
96,95 |
4,39 |
OK0113 |
PL0000106324 |
95,81 |
95,87 |
4,51 |
4,44 |
95,84 |
4,48 |
PS0413 |
PL0000105037 |
100,72 |
100,85 |
4,61 |
4,50 |
100,79 |
4,55 |
OK0713 |
PL0000106563 |
93,65 |
93,81 |
4,58 |
4,46 |
93,73 |
4,52 |
DS1013 |
PL0000102836 |
100,54 |
100,64 |
4,65 |
4,58 |
100,59 |
4,61 |
OK0114 |
PL0000106712 |
91,34 |
91,43 |
4,71 |
4,65 |
91,39 |
4,68 |
PS0414 |
PL0000105433 |
102,01 |
102,16 |
4,76 |
4,69 |
102,09 |
4,72 |
WZ0115 |
PL0000106480 |
100,02 |
100,11 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
101,99 |
102,10 |
4,81 |
4,77 |
102,05 |
4,79 |
DS1015 |
PL0000103602 |
104,53 |
104,73 |
4,87 |
4,82 |
104,63 |
4,85 |
PS0416 |
PL0000106340 |
100,10 |
100,30 |
4,96 |
4,91 |
100,20 |
4,94 |
IZ0816 |
PL0000103529 |
103,05 |
103,36 |
--- |
--- |
103,21 |
--- |
PS1016 |
PL0000106795 |
98,85 |
99,08 |
5,02 |
4,96 |
98,97 |
4,99 |
DS1017 |
PL0000104543 |
100,56 |
100,81 |
5,12 |
5,07 |
100,69 |
5,10 |
WZ0118 |
PL0000104717 |
99,00 |
99,25 |
--- |
--- |
99,13 |
--- |
DS1019 |
PL0000105441 |
100,88 |
101,14 |
5,35 |
5,31 |
101,01 |
5,33 |
DS1020 |
PL0000106126 |
98,35 |
98,65 |
5,48 |
5,44 |
98,50 |
5,46 |
WZ0121 |
PL0000106068 |
97,00 |
97,20 |
--- |
--- |
97,10 |
--- |
DS1021 |
PL0000106670 |
101,32 |
101,58 |
5,56 |
5,53 |
101,45 |
5,54 |
WS0922 |
PL0000102646 |
101,34 |
101,65 |
5,57 |
5,53 |
101,50 |
5,55 |
IZ0823 |
PL0000105359 |
97,92 |
98,40 |
--- |
--- |
98,16 |
--- |
WS0429 |
PL0000105391 |
100,34 |
100,75 |
5,71 |
5,67 |
100,55 |
5,69 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,06 |
98,12 |
4,26 |
4,13 |
98,09 |
4,19 |
OK1012 |
PL0000106100 |
96,90 |
96,96 |
4,47 |
4,38 |
96,93 |
4,42 |
OK0113 |
PL0000106324 |
95,82 |
95,86 |
4,50 |
4,45 |
95,84 |
4,48 |
PS0413 |
PL0000105037 |
100,76 |
100,86 |
4,57 |
4,49 |
100,81 |
4,53 |
OK0713 |
PL0000106563 |
93,65 |
93,77 |
4,58 |
4,49 |
93,71 |
4,53 |
DS1013 |
PL0000102836 |
100,55 |
100,66 |
4,64 |
4,57 |
100,61 |
4,60 |
OK0114 |
PL0000106712 |
91,34 |
91,44 |
4,71 |
4,65 |
91,39 |
4,68 |
PS0414 |
PL0000105433 |
102,07 |
102,18 |
4,73 |
4,68 |
102,13 |
4,70 |
WZ0115 |
PL0000106480 |
100,05 |
100,13 |
--- |
--- |
100,09 |
--- |
PS0415 |
PL0000105953 |
101,98 |
102,13 |
4,81 |
4,76 |
102,06 |
4,79 |
DS1015 |
PL0000103602 |
104,50 |
104,71 |
4,88 |
4,82 |
104,61 |
4,85 |
PS0416 |
PL0000106340 |
100,08 |
100,26 |
4,97 |
4,92 |
100,17 |
4,94 |
IZ0816 |
PL0000103529 |
103,04 |
103,36 |
--- |
--- |
103,20 |
--- |
PS1016 |
PL0000106795 |
98,79 |
98,95 |
5,03 |
4,99 |
98,87 |
5,01 |
DS1017 |
PL0000104543 |
100,47 |
100,70 |
5,14 |
5,10 |
100,59 |
5,12 |
WZ0118 |
PL0000104717 |
98,89 |
99,18 |
--- |
--- |
99,04 |
--- |
DS1019 |
PL0000105441 |
100,80 |
100,99 |
5,36 |
5,33 |
100,90 |
5,35 |
DS1020 |
PL0000106126 |
98,37 |
98,54 |
5,48 |
5,46 |
98,46 |
5,47 |
WZ0121 |
PL0000106068 |
96,96 |
97,17 |
--- |
--- |
97,07 |
--- |
DS1021 |
PL0000106670 |
101,32 |
101,49 |
5,56 |
5,54 |
101,41 |
5,55 |
WS0922 |
PL0000102646 |
101,24 |
101,54 |
5,58 |
5,55 |
101,39 |
5,56 |
IZ0823 |
PL0000105359 |
97,93 |
98,38 |
--- |
--- |
98,16 |
--- |
WS0429 |
PL0000105391 |
100,31 |
100,63 |
5,71 |
5,69 |
100,47 |
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 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
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 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
15 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
10 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
5 |
OK0114 |
PL0000106712 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
130 |
PS1016 |
PL0000106795 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
100 |
DS1013 |
PL0000102836 |
1/4 |
3 |
4,200 |
4,200 |
4,200 |
40 |
DS1015 |
PL0000103602 |
1/4 |
3 |
4,200 |
4,200 |
4,200 |
95 |
DS1017 |
PL0000104543 |
1/4 |
3 |
4,200 |
4,200 |
4,200 |
10 |
DS1019 |
PL0000105441 |
1/4 |
3 |
4,200 |
4,200 |
4,200 |
40 |
PS0415 |
PL0000105953 |
1/4 |
3 |
4,200 |
4,200 |
4,200 |
40 |
OK1012 |
PL0000106100 |
1/4 |
3 |
4,200 |
4,200 |
4,200 |
50 |
DS1020 |
PL0000106126 |
1/4 |
3 |
4,200 |
4,200 |
4,200 |
130 |
OK0113 |
PL0000106324 |
1/4 |
3 |
4,200 |
4,200 |
4,200 |
105 |
DS1021 |
PL0000106670 |
1/4 |
3 |
4,200 |
4,200 |
4,200 |
55 |
OK0114 |
PL0000106712 |
1/4 |
3 |
4,200 |
4,200 |
4,200 |
130 |
DS1017 |
PL0000104543 |
0/4 |
4 |
4,250 |
4,250 |
4,250 |
145 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
25 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
60 |
TOTAL |
1 185 |