2012-02-06 |
MARKET DATA |
No 25 (1810) |
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 |
765,00 |
777,41 |
56 |
1 860,00 |
1 890,74 |
29 |
2 625,00 |
2 668,15 |
85 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
765,00 |
777,41 |
56 |
1 860,00 |
1 890,74 |
29 |
2 625,00 |
2 668,15 |
85 |
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 |
100,11 |
100,09 |
100,09 |
100,09 |
100,09 |
100,09 |
45 000 |
46,73 |
1 |
OK0712 |
PL0000105912 |
98,08 |
98,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
96,96 |
96,97 |
96,96 |
96,96 |
96,96 |
96,96 |
96,96 |
30 000 |
29,09 |
2 |
OK0113 |
PL0000106324 |
95,87 |
95,89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,80 |
100,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
93,74 |
93,81 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,62 |
100,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
91,44 |
91,45 |
91,45 |
91,45 |
91,45 |
91,45 |
91,45 |
60 000 |
54,87 |
2 |
PS0414 |
PL0000105433 |
102,08 |
102,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,01 |
102,05 |
101,98 |
101,98 |
101,98 |
101,98 |
101,98 |
10 000 |
10,63 |
1 |
DS1015 |
PL0000103602 |
104,61 |
104,63 |
104,56 |
104,56 |
104,54 |
104,54 |
104,55 |
60 000 |
63,83 |
4 |
PS0416 |
PL0000106340 |
100,20 |
100,12 |
100,10 |
100,10 |
100,10 |
100,10 |
100,10 |
10 000 |
10,40 |
1 |
PS1016 |
PL0000106795 |
98,88 |
98,83 |
98,79 |
98,79 |
98,77 |
98,77 |
98,78 |
40 000 |
40,06 |
2 |
DS1017 |
PL0000104543 |
100,66 |
100,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
100,90 |
100,60 |
100,50 |
100,66 |
100,50 |
100,66 |
100,58 |
60 000 |
61,30 |
6 |
DS1020 |
PL0000106126 |
98,47 |
98,25 |
98,40 |
98,40 |
98,30 |
98,30 |
98,33 |
40 000 |
39,94 |
4 |
DS1021 |
PL0000106670 |
101,47 |
101,25 |
101,45 |
101,45 |
101,22 |
101,22 |
101,30 |
240 000 |
247,12 |
22 |
WS0922 |
PL0000102646 |
101,40 |
101,26 |
101,46 |
101,46 |
101,30 |
101,30 |
101,34 |
80 000 |
82,81 |
6 |
WS0429 |
PL0000105391 |
100,25 |
100,22 |
100,20 |
100,20 |
100,20 |
100,20 |
100,20 |
15 000 |
15,71 |
1 |
WS0437 |
PL0000104857 |
81,47 |
98,49 |
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 |
98,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,06 |
100,05 |
100,06 |
100,06 |
100,05 |
100,05 |
100,06 |
50 000 |
50,12 |
2 |
WZ0118 |
PL0000104717 |
99,00 |
99,04 |
99,00 |
99,00 |
98,98 |
98,98 |
98,99 |
25 000 |
24,80 |
2 |
WZ0121 |
PL0000106068 |
97,00 |
97,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
765 000 |
777,41 |
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 |
21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
112 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
203 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
315 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
357 |
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 |
98,15 |
4,33 |
4,11 |
98,10 |
4,22 |
OK1012 |
PL0000106100 |
96,93 |
97,03 |
4,46 |
4,31 |
96,98 |
4,38 |
OK0113 |
PL0000106324 |
95,83 |
95,93 |
4,51 |
4,40 |
95,88 |
4,46 |
PS0413 |
PL0000105037 |
100,76 |
100,89 |
4,57 |
4,46 |
100,83 |
4,51 |
OK0713 |
PL0000106563 |
93,70 |
93,87 |
4,56 |
4,43 |
93,79 |
4,49 |
DS1013 |
PL0000102836 |
100,53 |
100,69 |
4,65 |
4,55 |
100,61 |
4,60 |
OK0114 |
PL0000106712 |
91,40 |
91,47 |
4,68 |
4,64 |
91,44 |
4,66 |
PS0414 |
PL0000105433 |
102,02 |
102,16 |
4,75 |
4,69 |
102,09 |
4,72 |
WZ0115 |
PL0000106480 |
100,02 |
100,12 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
101,95 |
102,14 |
4,82 |
4,76 |
102,05 |
4,79 |
DS1015 |
PL0000103602 |
104,51 |
104,71 |
4,88 |
4,82 |
104,61 |
4,85 |
PS0416 |
PL0000106340 |
100,06 |
100,19 |
4,97 |
4,94 |
100,13 |
4,96 |
IZ0816 |
PL0000103529 |
103,04 |
103,36 |
--- |
--- |
103,20 |
--- |
PS1016 |
PL0000106795 |
98,70 |
98,95 |
5,06 |
4,99 |
98,83 |
5,02 |
DS1017 |
PL0000104543 |
100,44 |
100,72 |
5,15 |
5,09 |
100,58 |
5,12 |
WZ0118 |
PL0000104717 |
98,95 |
99,19 |
--- |
--- |
99,07 |
--- |
DS1019 |
PL0000105441 |
100,60 |
100,93 |
5,39 |
5,34 |
100,77 |
5,37 |
DS1020 |
PL0000106126 |
98,14 |
98,49 |
5,52 |
5,46 |
98,32 |
5,49 |
WZ0121 |
PL0000106068 |
96,94 |
97,21 |
--- |
--- |
97,08 |
--- |
DS1021 |
PL0000106670 |
101,20 |
101,46 |
5,58 |
5,54 |
101,33 |
5,56 |
WS0922 |
PL0000102646 |
101,08 |
101,45 |
5,60 |
5,56 |
101,27 |
5,58 |
IZ0823 |
PL0000105359 |
97,89 |
98,29 |
--- |
--- |
98,09 |
--- |
WS0429 |
PL0000105391 |
100,09 |
100,49 |
5,74 |
5,70 |
100,29 |
5,72 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,07 |
98,13 |
4,29 |
4,15 |
98,10 |
4,22 |
OK1012 |
PL0000106100 |
96,95 |
96,99 |
4,43 |
4,37 |
96,97 |
4,40 |
OK0113 |
PL0000106324 |
95,83 |
95,90 |
4,51 |
4,43 |
95,87 |
4,47 |
PS0413 |
PL0000105037 |
100,78 |
100,82 |
4,55 |
4,52 |
100,80 |
4,54 |
OK0713 |
PL0000106563 |
93,72 |
93,83 |
4,54 |
4,46 |
93,78 |
4,50 |
DS1013 |
PL0000102836 |
100,60 |
100,65 |
4,61 |
4,58 |
100,63 |
4,59 |
OK0114 |
PL0000106712 |
91,43 |
91,47 |
4,67 |
4,64 |
91,45 |
4,66 |
PS0414 |
PL0000105433 |
102,06 |
102,14 |
4,73 |
4,70 |
102,10 |
4,72 |
WZ0115 |
PL0000106480 |
100,00 |
100,09 |
--- |
--- |
100,05 |
--- |
PS0415 |
PL0000105953 |
101,96 |
102,09 |
4,82 |
4,77 |
102,03 |
4,79 |
DS1015 |
PL0000103602 |
104,54 |
104,68 |
4,87 |
4,83 |
104,61 |
4,85 |
PS0416 |
PL0000106340 |
100,03 |
100,19 |
4,98 |
4,94 |
100,11 |
4,96 |
IZ0816 |
PL0000103529 |
102,99 |
103,31 |
--- |
--- |
103,15 |
--- |
PS1016 |
PL0000106795 |
98,73 |
98,88 |
5,05 |
5,01 |
98,81 |
5,03 |
DS1017 |
PL0000104543 |
100,46 |
100,66 |
5,15 |
5,10 |
100,56 |
5,12 |
WZ0118 |
PL0000104717 |
98,85 |
99,08 |
--- |
--- |
98,97 |
--- |
DS1019 |
PL0000105441 |
100,60 |
100,79 |
5,39 |
5,36 |
100,70 |
5,38 |
DS1020 |
PL0000106126 |
98,24 |
98,42 |
5,50 |
5,47 |
98,33 |
5,49 |
WZ0121 |
PL0000106068 |
96,95 |
97,15 |
--- |
--- |
97,05 |
--- |
DS1021 |
PL0000106670 |
101,27 |
101,42 |
5,57 |
5,55 |
101,35 |
5,56 |
WS0922 |
PL0000102646 |
101,22 |
101,43 |
5,59 |
5,56 |
101,33 |
5,57 |
IZ0823 |
PL0000105359 |
97,91 |
98,31 |
--- |
--- |
98,11 |
--- |
WS0429 |
PL0000105391 |
100,03 |
100,34 |
5,74 |
5,71 |
100,19 |
5,73 |
REPO MARKET |
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 |
4,150 |
4,150 |
4,150 |
165 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
125 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
345 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
10 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
50 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
10 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
10 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
15 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
95 |
OK1012 |
PL0000106100 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
30 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
50 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
225 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
15 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
55 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
45 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,050 |
4,050 |
4,050 |
30 |
OK0114 |
PL0000106712 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
20 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,100 |
4,100 |
4,100 |
250 |
PS1016 |
PL0000106795 |
0/1 |
1 |
4,000 |
4,050 |
4,013 |
40 |
WS0922 |
PL0000102646 |
1/3 |
2 |
4,150 |
4,150 |
4,150 |
20 |
DS1017 |
PL0000104543 |
0/2 |
2 |
4,150 |
4,150 |
4,150 |
175 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
15 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
65 |
TOTAL |
1 860 |