2012-02-03 |
MARKET DATA |
No 24 (1809) |
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 |
760,00 |
772,34 |
56 |
1 100,00 |
1 093,35 |
23 |
1 860,00 |
1 865,69 |
79 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
760,00 |
772,34 |
56 |
1 100,00 |
1 093,35 |
23 |
1 860,00 |
1 865,69 |
79 |
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 |
100,10 |
100,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
98,08 |
98,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
96,95 |
96,96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
95,85 |
95,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,81 |
100,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
93,72 |
93,81 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,62 |
100,63 |
100,63 |
100,64 |
100,63 |
100,64 |
100,64 |
80 000 |
81,67 |
4 |
OK0114 |
PL0000106712 |
91,44 |
91,43 |
91,43 |
91,46 |
91,43 |
91,46 |
91,45 |
85 000 |
77,73 |
3 |
PS0414 |
PL0000105433 |
102,13 |
102,13 |
102,13 |
102,13 |
102,13 |
102,13 |
102,13 |
75 000 |
79,99 |
3 |
PS0415 |
PL0000105953 |
102,08 |
102,08 |
102,10 |
102,10 |
102,07 |
102,07 |
102,09 |
60 000 |
63,85 |
3 |
DS1015 |
PL0000103602 |
104,67 |
104,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,23 |
100,20 |
100,20 |
100,27 |
100,18 |
100,18 |
100,19 |
57 500 |
59,87 |
4 |
PS1016 |
PL0000106795 |
98,95 |
98,94 |
98,85 |
98,85 |
98,85 |
98,85 |
98,85 |
10 000 |
10,02 |
1 |
DS1017 |
PL0000104543 |
100,70 |
100,68 |
100,69 |
100,69 |
100,68 |
100,68 |
100,69 |
20 000 |
20,44 |
2 |
DS1019 |
PL0000105441 |
100,94 |
100,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
98,55 |
98,45 |
98,40 |
98,64 |
98,38 |
98,61 |
98,59 |
150 000 |
150,14 |
13 |
DS1021 |
PL0000106670 |
101,55 |
101,44 |
101,55 |
101,56 |
101,50 |
101,56 |
101,53 |
82 500 |
85,13 |
8 |
WS0922 |
PL0000102646 |
101,54 |
101,40 |
101,31 |
101,60 |
101,31 |
101,54 |
101,51 |
60 000 |
62,20 |
8 |
WS0429 |
PL0000105391 |
100,40 |
100,28 |
100,40 |
100,40 |
100,40 |
100,40 |
100,40 |
15 000 |
15,74 |
1 |
WS0437 |
PL0000104857 |
88,00 |
98,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,15 |
103,21 |
103,21 |
103,21 |
103,21 |
103,21 |
103,21 |
5 000 |
6,47 |
1 |
IZ0823 |
PL0000105359 |
98,10 |
98,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,07 |
100,08 |
100,08 |
100,08 |
100,08 |
100,08 |
100,08 |
25 000 |
25,06 |
1 |
WZ0118 |
PL0000104717 |
99,01 |
99,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,00 |
97,03 |
97,05 |
97,05 |
97,03 |
97,03 |
97,04 |
35 000 |
34,03 |
4 |
TOTAL |
760 000 |
772,34 |
56 |
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 |
22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
113 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
204 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
316 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
358 |
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 |
98,13 |
4,31 |
4,13 |
98,09 |
4,22 |
OK1012 |
PL0000106100 |
96,93 |
97,00 |
4,44 |
4,34 |
96,97 |
4,38 |
OK0113 |
PL0000106324 |
95,83 |
95,89 |
4,50 |
4,43 |
95,86 |
4,47 |
PS0413 |
PL0000105037 |
100,77 |
100,86 |
4,56 |
4,49 |
100,82 |
4,52 |
OK0713 |
PL0000106563 |
93,69 |
93,84 |
4,56 |
4,44 |
93,77 |
4,49 |
DS1013 |
PL0000102836 |
100,56 |
100,65 |
4,63 |
4,58 |
100,61 |
4,60 |
OK0114 |
PL0000106712 |
91,36 |
91,45 |
4,70 |
4,65 |
91,41 |
4,67 |
PS0414 |
PL0000105433 |
102,03 |
102,15 |
4,75 |
4,69 |
102,09 |
4,72 |
WZ0115 |
PL0000106480 |
100,02 |
100,12 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
102,01 |
102,14 |
4,80 |
4,76 |
102,08 |
4,78 |
DS1015 |
PL0000103602 |
104,52 |
104,69 |
4,88 |
4,83 |
104,61 |
4,85 |
PS0416 |
PL0000106340 |
100,12 |
100,29 |
4,96 |
4,91 |
100,21 |
4,93 |
IZ0816 |
PL0000103529 |
103,01 |
103,28 |
--- |
--- |
103,15 |
--- |
PS1016 |
PL0000106795 |
98,81 |
99,00 |
5,03 |
4,98 |
98,91 |
5,00 |
DS1017 |
PL0000104543 |
100,54 |
100,77 |
5,13 |
5,08 |
100,66 |
5,10 |
WZ0118 |
PL0000104717 |
98,90 |
99,20 |
--- |
--- |
99,05 |
--- |
DS1019 |
PL0000105441 |
100,84 |
101,04 |
5,36 |
5,32 |
100,94 |
5,34 |
DS1020 |
PL0000106126 |
98,36 |
98,64 |
5,48 |
5,44 |
98,50 |
5,46 |
WZ0121 |
PL0000106068 |
96,91 |
97,18 |
--- |
--- |
97,05 |
--- |
DS1021 |
PL0000106670 |
101,37 |
101,59 |
5,55 |
5,53 |
101,48 |
5,54 |
WS0922 |
PL0000102646 |
101,25 |
101,54 |
5,58 |
5,55 |
101,40 |
5,56 |
IZ0823 |
PL0000105359 |
97,92 |
98,31 |
--- |
--- |
98,12 |
--- |
WS0429 |
PL0000105391 |
100,15 |
100,58 |
5,73 |
5,69 |
100,37 |
5,71 |
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 |
4,28 |
4,13 |
98,10 |
4,19 |
OK1012 |
PL0000106100 |
96,93 |
96,98 |
4,44 |
4,37 |
96,96 |
4,40 |
OK0113 |
PL0000106324 |
95,83 |
95,91 |
4,50 |
4,41 |
95,87 |
4,45 |
PS0413 |
PL0000105037 |
100,79 |
100,86 |
4,55 |
4,49 |
100,83 |
4,51 |
OK0713 |
PL0000106563 |
93,70 |
93,83 |
4,55 |
4,45 |
93,77 |
4,49 |
DS1013 |
PL0000102836 |
100,59 |
100,69 |
4,61 |
4,55 |
100,64 |
4,58 |
OK0114 |
PL0000106712 |
91,41 |
91,48 |
4,67 |
4,63 |
91,45 |
4,65 |
PS0414 |
PL0000105433 |
102,07 |
102,18 |
4,73 |
4,68 |
102,13 |
4,70 |
WZ0115 |
PL0000106480 |
100,03 |
100,11 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
102,00 |
102,13 |
4,80 |
4,76 |
102,07 |
4,78 |
DS1015 |
PL0000103602 |
104,62 |
104,81 |
4,85 |
4,79 |
104,72 |
4,82 |
PS0416 |
PL0000106340 |
100,17 |
100,29 |
4,95 |
4,91 |
100,23 |
4,93 |
IZ0816 |
PL0000103529 |
103,04 |
103,34 |
--- |
--- |
103,19 |
--- |
PS1016 |
PL0000106795 |
98,84 |
99,01 |
5,02 |
4,98 |
98,93 |
5,00 |
DS1017 |
PL0000104543 |
100,60 |
100,79 |
5,12 |
5,08 |
100,70 |
5,10 |
WZ0118 |
PL0000104717 |
98,91 |
99,15 |
--- |
--- |
99,03 |
--- |
DS1019 |
PL0000105441 |
100,83 |
101,00 |
5,36 |
5,33 |
100,92 |
5,34 |
DS1020 |
PL0000106126 |
98,49 |
98,68 |
5,46 |
5,44 |
98,59 |
5,45 |
WZ0121 |
PL0000106068 |
96,95 |
97,15 |
--- |
--- |
97,05 |
--- |
DS1021 |
PL0000106670 |
101,44 |
101,64 |
5,55 |
5,52 |
101,54 |
5,53 |
WS0922 |
PL0000102646 |
101,41 |
101,62 |
5,56 |
5,54 |
101,52 |
5,55 |
IZ0823 |
PL0000105359 |
97,91 |
98,27 |
--- |
--- |
98,09 |
--- |
WS0429 |
PL0000105391 |
100,27 |
100,63 |
5,72 |
5,69 |
100,45 |
5,70 |
REPO MARKET |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
3/4 |
1 |
4,100 |
4,150 |
4,117 |
15 |
DS1019 |
PL0000105441 |
3/4 |
1 |
4,100 |
4,100 |
4,100 |
10 |
PS0415 |
PL0000105953 |
3/4 |
1 |
4,150 |
4,150 |
4,150 |
20 |
OK1012 |
PL0000106100 |
3/4 |
1 |
4,100 |
4,100 |
4,100 |
30 |
PS0416 |
PL0000106340 |
3/4 |
1 |
4,070 |
4,070 |
4,070 |
60 |
DS1021 |
PL0000106670 |
3/4 |
1 |
4,070 |
4,070 |
4,070 |
10 |
OK0114 |
PL0000106712 |
3/4 |
1 |
4,200 |
4,200 |
4,200 |
130 |
DS1017 |
PL0000104543 |
0/3 |
3 |
4,200 |
4,200 |
4,200 |
5 |
PS1016 |
PL0000106795 |
0/3 |
3 |
4,000 |
4,000 |
4,000 |
20 |
WZ0121 |
PL0000106068 |
0/3 |
3 |
4,000 |
4,000 |
4,000 |
40 |
DS1013 |
PL0000102836 |
0/4 |
4 |
4,100 |
4,100 |
4,100 |
25 |
DS1017 |
PL0000104543 |
0/4 |
4 |
4,100 |
4,100 |
4,100 |
90 |
OK0712 |
PL0000105912 |
0/4 |
4 |
4,200 |
4,200 |
4,200 |
145 |
WS0922 |
PL0000102646 |
0/5 |
5 |
4,050 |
4,050 |
4,050 |
20 |
DS1015 |
PL0000103602 |
3/10 |
7 |
4,250 |
4,250 |
4,250 |
20 |
DS1017 |
PL0000104543 |
3/10 |
7 |
4,250 |
4,250 |
4,250 |
40 |
PS0415 |
PL0000105953 |
3/10 |
7 |
4,200 |
4,250 |
4,243 |
150 |
OK0113 |
PL0000106324 |
0/7 |
7 |
4,250 |
4,250 |
4,250 |
200 |
OK0113 |
PL0000106324 |
3/10 |
7 |
4,100 |
4,100 |
4,100 |
30 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
4,150 |
4,150 |
4,150 |
40 |
TOTAL |
1 100 |