2012-02-09 |
MARKET DATA |
No 28 (1813) |
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 |
2 390,00 |
2 431,87 |
171 |
2 725,00 |
2 755,10 |
24 |
5 115,00 |
5 186,97 |
195 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 390,00 |
2 431,87 |
171 |
2 725,00 |
2 755,10 |
24 |
5 115,00 |
5 186,97 |
195 |
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 |
100,09 |
100,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
98,14 |
98,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,02 |
97,03 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
95,92 |
95,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,83 |
100,82 |
100,82 |
100,82 |
100,82 |
100,82 |
100,82 |
35 000 |
36,76 |
2 |
OK0713 |
PL0000106563 |
93,82 |
93,85 |
93,82 |
93,82 |
93,82 |
93,82 |
93,82 |
35 000 |
32,84 |
1 |
DS1013 |
PL0000102836 |
100,64 |
100,65 |
100,66 |
100,66 |
100,66 |
100,66 |
100,66 |
75 000 |
76,64 |
2 |
OK0114 |
PL0000106712 |
91,48 |
91,45 |
91,48 |
91,48 |
91,47 |
91,47 |
91,47 |
115 000 |
105,19 |
8 |
PS0414 |
PL0000105433 |
102,08 |
102,09 |
102,07 |
102,07 |
102,06 |
102,06 |
102,06 |
130 000 |
138,68 |
4 |
PS0415 |
PL0000105953 |
101,99 |
101,94 |
101,90 |
101,90 |
101,90 |
101,90 |
101,90 |
40 000 |
42,53 |
2 |
DS1015 |
PL0000103602 |
104,57 |
104,52 |
104,57 |
104,61 |
104,54 |
104,61 |
104,57 |
45 000 |
47,92 |
5 |
PS0416 |
PL0000106340 |
100,17 |
100,04 |
100,07 |
100,17 |
100,00 |
100,13 |
100,08 |
175 000 |
182,17 |
13 |
PS1016 |
PL0000106795 |
98,86 |
98,70 |
98,85 |
98,89 |
98,68 |
98,79 |
98,80 |
650 000 |
651,53 |
40 |
DS1017 |
PL0000104543 |
100,60 |
100,42 |
100,60 |
100,60 |
100,38 |
100,48 |
100,45 |
170 000 |
173,48 |
14 |
DS1019 |
PL0000105441 |
100,74 |
100,59 |
100,70 |
100,74 |
100,50 |
100,70 |
100,64 |
145 000 |
148,35 |
10 |
DS1020 |
PL0000106126 |
98,43 |
98,28 |
98,31 |
98,40 |
98,18 |
98,40 |
98,26 |
65 000 |
64,90 |
6 |
DS1021 |
PL0000106670 |
101,51 |
101,24 |
101,48 |
101,58 |
101,21 |
101,40 |
101,39 |
560 000 |
577,53 |
51 |
WS0922 |
PL0000102646 |
101,44 |
101,31 |
101,40 |
101,40 |
101,21 |
101,21 |
101,24 |
42 500 |
43,98 |
4 |
WS0429 |
PL0000105391 |
100,28 |
100,05 |
100,37 |
100,37 |
100,00 |
100,08 |
100,14 |
35 000 |
36,66 |
4 |
WS0437 |
PL0000104857 |
81,50 |
99,59 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,12 |
103,26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
97,96 |
98,06 |
97,96 |
97,96 |
97,96 |
97,96 |
97,96 |
2 500 |
2,78 |
1 |
WZ0115 |
PL0000106480 |
100,03 |
100,04 |
100,03 |
100,04 |
100,02 |
100,04 |
100,03 |
45 000 |
45,13 |
3 |
WZ0118 |
PL0000104717 |
98,83 |
98,90 |
98,90 |
98,90 |
98,90 |
98,90 |
98,90 |
25 000 |
24,79 |
1 |
WZ0121 |
PL0000106068 |
96,90 |
96,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
2 390 000 |
2 431,87 |
171 |
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 |
16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
107 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
198 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
310 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
352 |
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 |
98,11 |
98,18 |
4,33 |
4,16 |
98,15 |
4,23 |
OK1012 |
PL0000106100 |
96,99 |
97,07 |
4,45 |
4,33 |
97,03 |
4,39 |
OK0113 |
PL0000106324 |
95,89 |
95,95 |
4,51 |
4,44 |
95,92 |
4,47 |
PS0413 |
PL0000105037 |
100,78 |
100,85 |
4,55 |
4,49 |
100,82 |
4,51 |
OK0713 |
PL0000106563 |
93,78 |
93,87 |
4,54 |
4,47 |
93,83 |
4,50 |
DS1013 |
PL0000102836 |
100,58 |
100,72 |
4,62 |
4,53 |
100,65 |
4,57 |
OK0114 |
PL0000106712 |
91,46 |
91,56 |
4,68 |
4,62 |
91,51 |
4,65 |
PS0414 |
PL0000105433 |
102,05 |
102,19 |
4,73 |
4,67 |
102,12 |
4,70 |
WZ0115 |
PL0000106480 |
99,99 |
100,09 |
--- |
--- |
100,04 |
--- |
PS0415 |
PL0000105953 |
101,92 |
102,06 |
4,83 |
4,78 |
101,99 |
4,81 |
DS1015 |
PL0000103602 |
104,52 |
104,70 |
4,87 |
4,82 |
104,61 |
4,84 |
PS0416 |
PL0000106340 |
100,08 |
100,25 |
4,97 |
4,92 |
100,17 |
4,95 |
IZ0816 |
PL0000103529 |
103,01 |
103,32 |
--- |
--- |
103,17 |
--- |
PS1016 |
PL0000106795 |
98,80 |
98,93 |
5,03 |
5,00 |
98,87 |
5,01 |
DS1017 |
PL0000104543 |
100,54 |
100,71 |
5,13 |
5,09 |
100,63 |
5,11 |
WZ0118 |
PL0000104717 |
98,76 |
99,00 |
--- |
--- |
98,88 |
--- |
DS1019 |
PL0000105441 |
100,70 |
100,89 |
5,38 |
5,35 |
100,80 |
5,36 |
DS1020 |
PL0000106126 |
98,36 |
98,63 |
5,48 |
5,44 |
98,50 |
5,46 |
WZ0121 |
PL0000106068 |
96,86 |
97,08 |
--- |
--- |
96,97 |
--- |
DS1021 |
PL0000106670 |
101,45 |
101,61 |
5,54 |
5,52 |
101,53 |
5,53 |
WS0922 |
PL0000102646 |
101,32 |
101,63 |
5,57 |
5,53 |
101,48 |
5,55 |
IZ0823 |
PL0000105359 |
97,86 |
98,25 |
--- |
--- |
98,06 |
--- |
WS0429 |
PL0000105391 |
100,15 |
100,45 |
5,73 |
5,70 |
100,30 |
5,72 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,13 |
98,19 |
4,28 |
4,14 |
98,16 |
4,21 |
OK1012 |
PL0000106100 |
97,01 |
97,04 |
4,42 |
4,38 |
97,03 |
4,39 |
OK0113 |
PL0000106324 |
95,90 |
95,94 |
4,50 |
4,45 |
95,92 |
4,47 |
PS0413 |
PL0000105037 |
100,80 |
100,87 |
4,53 |
4,47 |
100,84 |
4,50 |
OK0713 |
PL0000106563 |
93,80 |
93,86 |
4,52 |
4,48 |
93,83 |
4,50 |
DS1013 |
PL0000102836 |
100,62 |
100,70 |
4,59 |
4,54 |
100,66 |
4,57 |
OK0114 |
PL0000106712 |
91,42 |
91,48 |
4,71 |
4,67 |
91,45 |
4,69 |
PS0414 |
PL0000105433 |
102,05 |
102,14 |
4,73 |
4,69 |
102,10 |
4,71 |
WZ0115 |
PL0000106480 |
100,00 |
100,09 |
--- |
--- |
100,05 |
--- |
PS0415 |
PL0000105953 |
101,89 |
102,03 |
4,84 |
4,79 |
101,96 |
4,82 |
DS1015 |
PL0000103602 |
104,47 |
104,66 |
4,89 |
4,83 |
104,57 |
4,86 |
PS0416 |
PL0000106340 |
100,03 |
100,18 |
4,98 |
4,94 |
100,11 |
4,96 |
IZ0816 |
PL0000103529 |
103,04 |
103,32 |
--- |
--- |
103,18 |
--- |
PS1016 |
PL0000106795 |
98,72 |
98,84 |
5,05 |
5,02 |
98,78 |
5,04 |
DS1017 |
PL0000104543 |
100,38 |
100,61 |
5,16 |
5,11 |
100,50 |
5,14 |
WZ0118 |
PL0000104717 |
98,79 |
99,02 |
--- |
--- |
98,91 |
--- |
DS1019 |
PL0000105441 |
100,59 |
100,81 |
5,40 |
5,36 |
100,70 |
5,38 |
DS1020 |
PL0000106126 |
98,26 |
98,49 |
5,50 |
5,46 |
98,38 |
5,48 |
WZ0121 |
PL0000106068 |
96,83 |
97,06 |
--- |
--- |
96,95 |
--- |
DS1021 |
PL0000106670 |
101,32 |
101,51 |
5,56 |
5,54 |
101,42 |
5,55 |
WS0922 |
PL0000102646 |
101,25 |
101,54 |
5,58 |
5,55 |
101,40 |
5,56 |
IZ0823 |
PL0000105359 |
97,81 |
98,19 |
--- |
--- |
98,00 |
--- |
WS0429 |
PL0000105391 |
100,01 |
100,36 |
5,74 |
5,71 |
100,19 |
5,73 |
REPO MARKET |
General Collateral (GC) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
|
|
|
|
0,000 |
0,000 |
0,000 |
0 |
TOTAL |
0 |
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 |
4,000 |
4,000 |
4,000 |
5 |
PS0415 |
PL0000105953 |
4/5 |
1 |
4,200 |
4,200 |
4,200 |
210 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
30 |
OK0114 |
PL0000106712 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
85 |
PS1016 |
PL0000106795 |
0/1 |
1 |
3,900 |
3,900 |
3,900 |
125 |
PS0414 |
PL0000105433 |
1/4 |
3 |
3,900 |
3,900 |
3,900 |
5 |
PS0415 |
PL0000105953 |
1/4 |
3 |
4,050 |
4,050 |
4,050 |
120 |
PS0416 |
PL0000106340 |
1/4 |
3 |
4,100 |
4,100 |
4,100 |
200 |
DS1021 |
PL0000106670 |
1/4 |
3 |
4,050 |
4,050 |
4,050 |
30 |
WZ0121 |
PL0000106068 |
1/4 |
3 |
4,000 |
4,000 |
4,000 |
10 |
WS0922 |
PL0000102646 |
1/5 |
4 |
3,950 |
3,950 |
3,950 |
30 |
DS1015 |
PL0000103602 |
0/4 |
4 |
4,050 |
4,050 |
4,050 |
50 |
DS1017 |
PL0000104543 |
0/4 |
4 |
4,000 |
4,050 |
4,025 |
20 |
PS0414 |
PL0000105433 |
0/4 |
4 |
3,950 |
3,950 |
3,950 |
105 |
OK0114 |
PL0000106712 |
0/4 |
4 |
4,050 |
4,050 |
4,050 |
30 |
DS1013 |
PL0000102836 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
30 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
200 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
65 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
85 |
OK0114 |
PL0000106712 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
130 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
60 |
TOTAL |
1 625 |