2012-02-07 |
MARKET DATA |
No 26 (1811) |
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 |
2 040,00 |
2 066,58 |
119 |
1 935,00 |
1 966,03 |
19 |
3 975,00 |
4 032,60 |
138 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 040,00 |
2 066,58 |
119 |
1 935,00 |
1 966,03 |
19 |
3 975,00 |
4 032,60 |
138 |
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 |
98,09 |
98,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
96,98 |
96,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
95,87 |
95,89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,79 |
100,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
93,76 |
93,81 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,64 |
100,62 |
100,64 |
100,66 |
100,64 |
100,66 |
100,65 |
470 000 |
480,01 |
11 |
OK0114 |
PL0000106712 |
91,47 |
91,44 |
91,45 |
91,48 |
91,44 |
91,48 |
91,45 |
235 000 |
214,91 |
7 |
PS0414 |
PL0000105433 |
102,13 |
102,00 |
102,00 |
102,14 |
102,00 |
102,14 |
102,08 |
60 000 |
63,98 |
3 |
PS0415 |
PL0000105953 |
102,00 |
101,90 |
101,82 |
101,94 |
101,80 |
101,94 |
101,87 |
185 000 |
196,53 |
12 |
DS1015 |
PL0000103602 |
104,58 |
104,46 |
104,52 |
104,53 |
104,50 |
104,53 |
104,52 |
85 000 |
90,41 |
8 |
PS0416 |
PL0000106340 |
100,10 |
99,98 |
99,97 |
100,10 |
99,95 |
100,10 |
99,99 |
120 000 |
124,75 |
8 |
PS1016 |
PL0000106795 |
98,79 |
98,60 |
98,70 |
98,76 |
98,55 |
98,76 |
98,63 |
370 000 |
370,06 |
23 |
DS1017 |
PL0000104543 |
100,50 |
100,37 |
100,17 |
100,51 |
100,17 |
100,51 |
100,38 |
95 000 |
96,82 |
8 |
DS1019 |
PL0000105441 |
100,70 |
100,51 |
100,40 |
100,67 |
100,40 |
100,67 |
100,57 |
85 000 |
86,85 |
7 |
DS1020 |
PL0000106126 |
98,33 |
98,15 |
98,15 |
98,28 |
98,15 |
98,28 |
98,17 |
42 500 |
42,37 |
5 |
DS1021 |
PL0000106670 |
101,36 |
101,11 |
101,05 |
101,35 |
101,05 |
101,35 |
101,25 |
120 000 |
123,51 |
12 |
WS0922 |
PL0000102646 |
101,34 |
101,10 |
101,14 |
101,43 |
101,01 |
101,43 |
101,18 |
82 500 |
85,28 |
6 |
WS0429 |
PL0000105391 |
100,20 |
100,06 |
100,13 |
100,16 |
100,13 |
100,16 |
100,15 |
20 000 |
20,94 |
3 |
WS0437 |
PL0000104857 |
88,00 |
95,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,10 |
103,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
98,05 |
98,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,02 |
100,02 |
100,01 |
100,02 |
100,01 |
100,02 |
100,02 |
70 000 |
70,16 |
6 |
WZ0118 |
PL0000104717 |
98,92 |
98,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,00 |
97,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
2 040 000 |
2 066,58 |
119 |
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 |
20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
111 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
202 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
314 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
356 |
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 |
98,13 |
4,29 |
4,18 |
98,11 |
4,22 |
OK1012 |
PL0000106100 |
96,94 |
97,02 |
4,46 |
4,34 |
96,98 |
4,40 |
OK0113 |
PL0000106324 |
95,85 |
95,91 |
4,50 |
4,43 |
95,88 |
4,47 |
PS0413 |
PL0000105037 |
100,75 |
100,86 |
4,58 |
4,48 |
100,81 |
4,53 |
OK0713 |
PL0000106563 |
93,68 |
93,84 |
4,58 |
4,46 |
93,76 |
4,52 |
DS1013 |
PL0000102836 |
100,54 |
100,65 |
4,64 |
4,58 |
100,60 |
4,61 |
OK0114 |
PL0000106712 |
91,39 |
91,47 |
4,70 |
4,65 |
91,43 |
4,67 |
PS0414 |
PL0000105433 |
102,00 |
102,11 |
4,76 |
4,71 |
102,06 |
4,73 |
WZ0115 |
PL0000106480 |
99,97 |
100,09 |
--- |
--- |
100,03 |
--- |
PS0415 |
PL0000105953 |
101,81 |
101,95 |
4,87 |
4,82 |
101,88 |
4,84 |
DS1015 |
PL0000103602 |
104,31 |
104,52 |
4,94 |
4,87 |
104,42 |
4,90 |
PS0416 |
PL0000106340 |
99,93 |
100,09 |
5,01 |
4,97 |
100,01 |
4,99 |
IZ0816 |
PL0000103529 |
102,98 |
103,31 |
--- |
--- |
103,15 |
--- |
PS1016 |
PL0000106795 |
98,51 |
98,68 |
5,10 |
5,06 |
98,60 |
5,08 |
DS1017 |
PL0000104543 |
100,22 |
100,49 |
5,19 |
5,14 |
100,36 |
5,17 |
WZ0118 |
PL0000104717 |
98,84 |
99,07 |
--- |
--- |
98,96 |
--- |
DS1019 |
PL0000105441 |
100,35 |
100,63 |
5,43 |
5,39 |
100,49 |
5,41 |
DS1020 |
PL0000106126 |
98,01 |
98,30 |
5,54 |
5,49 |
98,16 |
5,51 |
WZ0121 |
PL0000106068 |
96,88 |
97,14 |
--- |
--- |
97,01 |
--- |
DS1021 |
PL0000106670 |
101,04 |
101,22 |
5,60 |
5,58 |
101,13 |
5,59 |
WS0922 |
PL0000102646 |
100,99 |
101,21 |
5,61 |
5,59 |
101,10 |
5,60 |
IZ0823 |
PL0000105359 |
97,91 |
98,32 |
--- |
--- |
98,12 |
--- |
WS0429 |
PL0000105391 |
99,80 |
100,23 |
5,76 |
5,72 |
100,02 |
5,74 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,08 |
98,13 |
4,29 |
4,18 |
98,11 |
4,22 |
OK1012 |
PL0000106100 |
96,96 |
97,00 |
4,43 |
4,37 |
96,98 |
4,40 |
OK0113 |
PL0000106324 |
95,86 |
95,90 |
4,49 |
4,45 |
95,88 |
4,47 |
PS0413 |
PL0000105037 |
100,78 |
100,85 |
4,55 |
4,49 |
100,82 |
4,52 |
OK0713 |
PL0000106563 |
93,73 |
93,83 |
4,54 |
4,47 |
93,78 |
4,50 |
DS1013 |
PL0000102836 |
100,58 |
100,66 |
4,62 |
4,57 |
100,62 |
4,59 |
OK0114 |
PL0000106712 |
91,43 |
91,49 |
4,67 |
4,64 |
91,46 |
4,66 |
PS0414 |
PL0000105433 |
102,06 |
102,16 |
4,73 |
4,69 |
102,11 |
4,71 |
WZ0115 |
PL0000106480 |
99,98 |
100,06 |
--- |
--- |
100,02 |
--- |
PS0415 |
PL0000105953 |
101,93 |
102,02 |
4,83 |
4,80 |
101,98 |
4,81 |
DS1015 |
PL0000103602 |
104,49 |
104,64 |
4,88 |
4,84 |
104,57 |
4,86 |
PS0416 |
PL0000106340 |
100,02 |
100,13 |
4,99 |
4,96 |
100,08 |
4,97 |
IZ0816 |
PL0000103529 |
103,04 |
103,33 |
--- |
--- |
103,19 |
--- |
PS1016 |
PL0000106795 |
98,68 |
98,83 |
5,06 |
5,02 |
98,76 |
5,04 |
DS1017 |
PL0000104543 |
100,42 |
100,58 |
5,15 |
5,12 |
100,50 |
5,14 |
WZ0118 |
PL0000104717 |
98,87 |
99,05 |
--- |
--- |
98,96 |
--- |
DS1019 |
PL0000105441 |
100,60 |
100,77 |
5,39 |
5,37 |
100,69 |
5,38 |
DS1020 |
PL0000106126 |
98,26 |
98,45 |
5,50 |
5,47 |
98,36 |
5,48 |
WZ0121 |
PL0000106068 |
96,95 |
97,12 |
--- |
--- |
97,04 |
--- |
DS1021 |
PL0000106670 |
101,28 |
101,46 |
5,57 |
5,54 |
101,37 |
5,55 |
WS0922 |
PL0000102646 |
101,24 |
101,41 |
5,58 |
5,56 |
101,33 |
5,57 |
IZ0823 |
PL0000105359 |
97,93 |
98,24 |
--- |
--- |
98,09 |
--- |
WS0429 |
PL0000105391 |
100,07 |
100,38 |
5,74 |
5,71 |
100,23 |
5,72 |
REPO MARKET |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
50 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,000 |
4,000 |
4,000 |
10 |
PS0412 |
PL0000104659 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
120 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,000 |
4,000 |
4,000 |
10 |
OK0712 |
PL0000105912 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
250 |
PS0415 |
PL0000105953 |
1/2 |
1 |
3,950 |
3,950 |
3,950 |
45 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,100 |
4,100 |
4,100 |
160 |
OK0114 |
PL0000106712 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
30 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,000 |
4,000 |
4,000 |
130 |
WS0922 |
PL0000102646 |
1/3 |
2 |
4,050 |
4,050 |
4,050 |
10 |
DS1019 |
PL0000105441 |
1/6 |
5 |
4,100 |
4,100 |
4,100 |
15 |
DS1013 |
PL0000102836 |
1/8 |
7 |
4,100 |
4,100 |
4,100 |
105 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
240 |
OK0712 |
PL0000105912 |
1/8 |
7 |
4,100 |
4,100 |
4,100 |
150 |
PS0416 |
PL0000106340 |
0/7 |
7 |
4,200 |
4,200 |
4,200 |
55 |
PS0416 |
PL0000106340 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
60 |
PS0416 |
PL0000106340 |
2/9 |
7 |
4,200 |
4,200 |
4,200 |
405 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,150 |
4,150 |
4,150 |
90 |
TOTAL |
1 935 |