2012-02-08 |
MARKET DATA |
No 27 (1812) |
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 |
2 297,50 |
2 311,30 |
128 |
1 150,00 |
1 178,14 |
19 |
3 447,50 |
3 489,44 |
147 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 297,50 |
2 311,30 |
128 |
1 150,00 |
1 178,14 |
19 |
3 447,50 |
3 489,44 |
147 |
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 |
100,10 |
100,10 |
100,10 |
100,10 |
100,10 |
100,10 |
130 000 |
135,04 |
3 |
OK0712 |
PL0000105912 |
98,11 |
98,11 |
98,11 |
98,11 |
98,11 |
98,11 |
98,11 |
110 000 |
107,92 |
3 |
OK1012 |
PL0000106100 |
96,99 |
96,99 |
96,99 |
96,99 |
96,98 |
96,98 |
96,98 |
325 000 |
315,19 |
7 |
OK0113 |
PL0000106324 |
95,90 |
95,91 |
95,90 |
95,91 |
95,90 |
95,91 |
95,90 |
85 000 |
81,52 |
3 |
PS0413 |
PL0000105037 |
100,81 |
100,84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
93,80 |
93,82 |
93,82 |
93,82 |
93,82 |
93,82 |
93,82 |
65 000 |
60,98 |
1 |
DS1013 |
PL0000102836 |
100,66 |
100,64 |
100,64 |
100,64 |
100,64 |
100,64 |
100,64 |
25 000 |
25,53 |
1 |
OK0114 |
PL0000106712 |
91,50 |
91,51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,17 |
102,16 |
102,16 |
102,17 |
102,15 |
102,17 |
102,16 |
170 000 |
181,44 |
8 |
PS0415 |
PL0000105953 |
102,06 |
102,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,64 |
104,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,19 |
100,19 |
100,19 |
100,19 |
100,19 |
100,19 |
100,19 |
15 000 |
15,62 |
1 |
PS1016 |
PL0000106795 |
98,96 |
98,88 |
98,93 |
99,04 |
98,85 |
98,88 |
98,93 |
945 000 |
948,12 |
59 |
DS1017 |
PL0000104543 |
100,65 |
100,69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
100,88 |
100,90 |
100,83 |
100,83 |
100,83 |
100,83 |
100,83 |
15 000 |
15,37 |
1 |
DS1020 |
PL0000106126 |
98,55 |
98,53 |
98,55 |
98,55 |
98,50 |
98,50 |
98,53 |
10 000 |
10,01 |
3 |
DS1021 |
PL0000106670 |
101,59 |
101,54 |
101,67 |
101,67 |
101,50 |
101,55 |
101,55 |
155 000 |
160,03 |
15 |
WS0922 |
PL0000102646 |
101,55 |
101,49 |
101,43 |
101,48 |
101,43 |
101,48 |
101,46 |
67 500 |
69,97 |
8 |
WS0429 |
PL0000105391 |
100,50 |
100,34 |
100,55 |
100,55 |
100,34 |
100,37 |
100,41 |
95 000 |
99,74 |
9 |
WS0437 |
PL0000104857 |
82,00 |
99,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,08 |
103,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
98,05 |
98,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,06 |
100,05 |
100,05 |
100,06 |
100,03 |
100,06 |
100,05 |
65 000 |
65,18 |
4 |
WZ0118 |
PL0000104717 |
98,95 |
98,95 |
98,95 |
98,95 |
98,95 |
98,95 |
98,95 |
10 000 |
9,92 |
1 |
WZ0121 |
PL0000106068 |
97,00 |
97,03 |
97,00 |
97,00 |
97,00 |
97,00 |
97,00 |
10 000 |
9,72 |
1 |
TOTAL |
2 297 500 |
2 311,30 |
128 |
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 |
19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
110 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
201 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
313 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
355 |
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 |
98,09 |
98,14 |
4,29 |
4,18 |
98,12 |
4,22 |
OK1012 |
PL0000106100 |
96,98 |
97,03 |
4,42 |
4,34 |
97,01 |
4,37 |
OK0113 |
PL0000106324 |
95,88 |
95,95 |
4,48 |
4,40 |
95,92 |
4,44 |
PS0413 |
PL0000105037 |
100,80 |
100,89 |
4,53 |
4,46 |
100,85 |
4,49 |
OK0713 |
PL0000106563 |
93,74 |
93,91 |
4,54 |
4,41 |
93,83 |
4,47 |
DS1013 |
PL0000102836 |
100,63 |
100,72 |
4,59 |
4,53 |
100,68 |
4,56 |
OK0114 |
PL0000106712 |
91,47 |
91,56 |
4,66 |
4,60 |
91,52 |
4,63 |
PS0414 |
PL0000105433 |
102,12 |
102,22 |
4,70 |
4,66 |
102,17 |
4,68 |
WZ0115 |
PL0000106480 |
100,00 |
100,09 |
--- |
--- |
100,05 |
--- |
PS0415 |
PL0000105953 |
102,00 |
102,19 |
4,80 |
4,74 |
102,10 |
4,77 |
DS1015 |
PL0000103602 |
104,57 |
104,81 |
4,86 |
4,79 |
104,69 |
4,82 |
PS0416 |
PL0000106340 |
100,14 |
100,28 |
4,95 |
4,92 |
100,21 |
4,93 |
IZ0816 |
PL0000103529 |
103,03 |
103,34 |
--- |
--- |
103,19 |
--- |
PS1016 |
PL0000106795 |
98,88 |
98,99 |
5,01 |
4,99 |
98,94 |
5,00 |
DS1017 |
PL0000104543 |
100,58 |
100,85 |
5,12 |
5,06 |
100,72 |
5,09 |
WZ0118 |
PL0000104717 |
98,87 |
99,08 |
--- |
--- |
98,98 |
--- |
DS1019 |
PL0000105441 |
100,77 |
101,10 |
5,37 |
5,31 |
100,94 |
5,34 |
DS1020 |
PL0000106126 |
98,41 |
98,67 |
5,48 |
5,44 |
98,54 |
5,46 |
WZ0121 |
PL0000106068 |
96,91 |
97,16 |
--- |
--- |
97,04 |
--- |
DS1021 |
PL0000106670 |
101,48 |
101,65 |
5,54 |
5,52 |
101,57 |
5,53 |
WS0922 |
PL0000102646 |
101,36 |
101,69 |
5,57 |
5,53 |
101,53 |
5,55 |
IZ0823 |
PL0000105359 |
97,90 |
98,26 |
--- |
--- |
98,08 |
--- |
WS0429 |
PL0000105391 |
100,32 |
100,66 |
5,71 |
5,68 |
100,49 |
5,70 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,09 |
98,16 |
4,29 |
4,13 |
98,13 |
4,20 |
OK1012 |
PL0000106100 |
96,97 |
97,02 |
4,43 |
4,36 |
97,00 |
4,39 |
OK0113 |
PL0000106324 |
95,89 |
95,93 |
4,47 |
4,42 |
95,91 |
4,45 |
PS0413 |
PL0000105037 |
100,77 |
100,85 |
4,56 |
4,49 |
100,81 |
4,53 |
OK0713 |
PL0000106563 |
93,79 |
93,85 |
4,51 |
4,46 |
93,82 |
4,48 |
DS1013 |
PL0000102836 |
100,63 |
100,73 |
4,59 |
4,53 |
100,68 |
4,56 |
OK0114 |
PL0000106712 |
91,45 |
91,53 |
4,67 |
4,62 |
91,49 |
4,64 |
PS0414 |
PL0000105433 |
102,09 |
102,21 |
4,72 |
4,66 |
102,15 |
4,69 |
WZ0115 |
PL0000106480 |
100,01 |
100,09 |
--- |
--- |
100,05 |
--- |
PS0415 |
PL0000105953 |
101,97 |
102,12 |
4,81 |
4,76 |
102,05 |
4,79 |
DS1015 |
PL0000103602 |
104,55 |
104,71 |
4,87 |
4,82 |
104,63 |
4,84 |
PS0416 |
PL0000106340 |
100,12 |
100,26 |
4,96 |
4,92 |
100,19 |
4,94 |
IZ0816 |
PL0000103529 |
103,02 |
103,32 |
--- |
--- |
103,17 |
--- |
PS1016 |
PL0000106795 |
98,81 |
98,97 |
5,03 |
4,99 |
98,89 |
5,01 |
DS1017 |
PL0000104543 |
100,54 |
100,76 |
5,13 |
5,08 |
100,65 |
5,11 |
WZ0118 |
PL0000104717 |
98,89 |
99,06 |
--- |
--- |
98,98 |
--- |
DS1019 |
PL0000105441 |
100,73 |
100,98 |
5,37 |
5,33 |
100,86 |
5,35 |
DS1020 |
PL0000106126 |
98,46 |
98,66 |
5,47 |
5,44 |
98,56 |
5,45 |
WZ0121 |
PL0000106068 |
96,94 |
97,14 |
--- |
--- |
97,04 |
--- |
DS1021 |
PL0000106670 |
101,50 |
101,72 |
5,54 |
5,51 |
101,61 |
5,52 |
WS0922 |
PL0000102646 |
101,40 |
101,67 |
5,56 |
5,53 |
101,54 |
5,55 |
IZ0823 |
PL0000105359 |
97,87 |
98,26 |
--- |
--- |
98,07 |
--- |
WS0429 |
PL0000105391 |
100,19 |
100,52 |
5,73 |
5,70 |
100,36 |
5,71 |
REPO MARKET |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/2 |
1 |
3,950 |
3,950 |
3,950 |
20 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
205 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,000 |
4,000 |
4,000 |
5 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,000 |
4,000 |
4,000 |
5 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,100 |
4,100 |
4,100 |
150 |
PS0416 |
PL0000106340 |
0/1 |
1 |
3,950 |
3,950 |
3,950 |
20 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,050 |
4,050 |
4,050 |
10 |
OK0114 |
PL0000106712 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
50 |
PS1016 |
PL0000106795 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
20 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,000 |
4,000 |
4,000 |
150 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
4,050 |
4,050 |
4,050 |
40 |
DS1015 |
PL0000103602 |
0/2 |
2 |
4,100 |
4,100 |
4,100 |
90 |
DS1017 |
PL0000104543 |
0/2 |
2 |
4,100 |
4,100 |
4,100 |
200 |
PS0415 |
PL0000105953 |
0/2 |
2 |
4,100 |
4,100 |
4,100 |
45 |
PS0416 |
PL0000106340 |
0/2 |
2 |
4,100 |
4,100 |
4,100 |
50 |
DS1013 |
PL0000102836 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
40 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
50 |
TOTAL |
1 150 |