2012-02-10 |
MARKET DATA |
No 29 (1814) |
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 |
1 105,00 |
1 112,30 |
80 |
3 050,00 |
3 113,91 |
24 |
4 155,00 |
4 226,21 |
104 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 105,00 |
1 112,30 |
80 |
3 050,00 |
3 113,91 |
24 |
4 155,00 |
4 226,21 |
104 |
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 |
100,09 |
100,10 |
100,10 |
100,09 |
100,09 |
100,09 |
40 000 |
41,57 |
2 |
OK0712 |
PL0000105912 |
98,14 |
98,16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,03 |
97,04 |
97,02 |
97,02 |
97,02 |
97,02 |
97,02 |
10 000 |
9,70 |
1 |
OK0113 |
PL0000106324 |
95,92 |
95,92 |
95,92 |
95,92 |
95,92 |
95,92 |
95,92 |
90 000 |
86,33 |
5 |
PS0413 |
PL0000105037 |
100,80 |
100,84 |
100,80 |
100,80 |
100,80 |
100,80 |
100,80 |
25 000 |
26,26 |
1 |
OK0713 |
PL0000106563 |
93,82 |
93,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,64 |
100,64 |
100,67 |
100,67 |
100,63 |
100,64 |
100,65 |
120 000 |
122,63 |
4 |
OK0114 |
PL0000106712 |
91,46 |
91,43 |
91,43 |
91,46 |
91,43 |
91,45 |
91,45 |
95 000 |
86,87 |
5 |
PS0414 |
PL0000105433 |
102,03 |
102,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
101,91 |
101,89 |
101,92 |
101,92 |
101,90 |
101,90 |
101,91 |
27 500 |
29,24 |
3 |
DS1015 |
PL0000103602 |
104,48 |
101,95 |
101,95 |
104,51 |
101,95 |
104,51 |
104,13 |
70 000 |
74,24 |
7 |
PS0416 |
PL0000106340 |
100,08 |
100,04 |
100,05 |
100,08 |
100,05 |
100,08 |
100,05 |
62 500 |
65,05 |
5 |
PS1016 |
PL0000106795 |
98,76 |
98,70 |
98,75 |
98,78 |
98,69 |
98,74 |
98,74 |
280 000 |
280,54 |
18 |
DS1017 |
PL0000104543 |
100,41 |
100,42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
100,65 |
100,58 |
100,65 |
100,65 |
100,65 |
100,65 |
100,65 |
5 000 |
5,12 |
1 |
DS1020 |
PL0000106126 |
98,38 |
98,16 |
98,05 |
98,27 |
98,05 |
98,27 |
98,25 |
135 000 |
134,80 |
12 |
DS1021 |
PL0000106670 |
101,35 |
101,20 |
101,25 |
101,35 |
101,20 |
101,33 |
101,27 |
90 000 |
92,73 |
11 |
WS0922 |
PL0000102646 |
101,22 |
101,20 |
101,12 |
101,12 |
101,07 |
101,07 |
101,09 |
25 000 |
25,84 |
3 |
WS0429 |
PL0000105391 |
100,02 |
99,92 |
100,00 |
100,00 |
99,93 |
99,93 |
99,97 |
30 000 |
31,38 |
2 |
WS0437 |
PL0000104857 |
77,54 |
101,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,10 |
103,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
97,89 |
98,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,04 |
100,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,84 |
98,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,87 |
97,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 105 000 |
1 112,30 |
80 |
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 |
15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
106 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
197 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
309 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
351 |
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 |
98,12 |
98,19 |
4,33 |
4,16 |
98,16 |
4,23 |
OK1012 |
PL0000106100 |
97,00 |
97,06 |
4,46 |
4,36 |
97,03 |
4,41 |
OK0113 |
PL0000106324 |
95,89 |
95,94 |
4,52 |
4,46 |
95,92 |
4,49 |
PS0413 |
PL0000105037 |
100,76 |
100,85 |
4,56 |
4,48 |
100,81 |
4,52 |
OK0713 |
PL0000106563 |
93,79 |
93,86 |
4,54 |
4,49 |
93,83 |
4,51 |
DS1013 |
PL0000102836 |
100,61 |
100,69 |
4,60 |
4,55 |
100,65 |
4,57 |
OK0114 |
PL0000106712 |
91,40 |
91,50 |
4,72 |
4,67 |
91,45 |
4,70 |
PS0414 |
PL0000105433 |
101,98 |
102,11 |
4,77 |
4,70 |
102,05 |
4,73 |
WZ0115 |
PL0000106480 |
99,98 |
100,09 |
--- |
--- |
100,04 |
--- |
PS0415 |
PL0000105953 |
101,81 |
101,96 |
4,87 |
4,82 |
101,89 |
4,84 |
DS1015 |
PL0000103602 |
104,39 |
104,60 |
4,91 |
4,85 |
104,50 |
4,88 |
PS0416 |
PL0000106340 |
99,98 |
100,14 |
5,00 |
4,95 |
100,06 |
4,97 |
IZ0816 |
PL0000103529 |
103,04 |
103,34 |
--- |
--- |
103,19 |
--- |
PS1016 |
PL0000106795 |
98,61 |
98,78 |
5,08 |
5,04 |
98,70 |
5,06 |
DS1017 |
PL0000104543 |
100,26 |
100,53 |
5,19 |
5,13 |
100,40 |
5,16 |
WZ0118 |
PL0000104717 |
98,79 |
99,02 |
--- |
--- |
98,91 |
--- |
DS1019 |
PL0000105441 |
100,47 |
100,73 |
5,42 |
5,37 |
100,60 |
5,39 |
DS1020 |
PL0000106126 |
98,09 |
98,39 |
5,52 |
5,48 |
98,24 |
5,50 |
WZ0121 |
PL0000106068 |
96,82 |
97,05 |
--- |
--- |
96,94 |
--- |
DS1021 |
PL0000106670 |
101,15 |
101,41 |
5,58 |
5,55 |
101,28 |
5,57 |
WS0922 |
PL0000102646 |
101,02 |
101,43 |
5,61 |
5,56 |
101,23 |
5,58 |
IZ0823 |
PL0000105359 |
97,80 |
98,18 |
--- |
--- |
97,99 |
--- |
WS0429 |
PL0000105391 |
99,78 |
100,23 |
5,76 |
5,72 |
100,01 |
5,74 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,13 |
98,17 |
4,31 |
4,21 |
98,15 |
4,26 |
OK1012 |
PL0000106100 |
97,01 |
97,06 |
4,44 |
4,36 |
97,04 |
4,40 |
OK0113 |
PL0000106324 |
95,91 |
95,94 |
4,50 |
4,46 |
95,93 |
4,48 |
PS0413 |
PL0000105037 |
100,78 |
100,86 |
4,55 |
4,48 |
100,82 |
4,51 |
OK0713 |
PL0000106563 |
93,81 |
93,86 |
4,53 |
4,49 |
93,84 |
4,50 |
DS1013 |
PL0000102836 |
100,59 |
100,68 |
4,61 |
4,55 |
100,64 |
4,58 |
OK0114 |
PL0000106712 |
91,44 |
91,49 |
4,70 |
4,67 |
91,47 |
4,68 |
PS0414 |
PL0000105433 |
102,00 |
102,09 |
4,76 |
4,71 |
102,05 |
4,73 |
WZ0115 |
PL0000106480 |
100,00 |
100,08 |
--- |
--- |
100,04 |
--- |
PS0415 |
PL0000105953 |
101,81 |
101,96 |
4,87 |
4,82 |
101,89 |
4,84 |
DS1015 |
PL0000103602 |
104,38 |
104,59 |
4,91 |
4,85 |
104,49 |
4,88 |
PS0416 |
PL0000106340 |
99,98 |
100,13 |
5,00 |
4,96 |
100,06 |
4,97 |
IZ0816 |
PL0000103529 |
103,02 |
103,34 |
--- |
--- |
103,18 |
--- |
PS1016 |
PL0000106795 |
98,67 |
98,80 |
5,06 |
5,03 |
98,74 |
5,05 |
DS1017 |
PL0000104543 |
100,28 |
100,52 |
5,18 |
5,13 |
100,40 |
5,16 |
WZ0118 |
PL0000104717 |
98,79 |
99,02 |
--- |
--- |
98,91 |
--- |
DS1019 |
PL0000105441 |
100,51 |
100,79 |
5,41 |
5,36 |
100,65 |
5,39 |
DS1020 |
PL0000106126 |
98,19 |
98,40 |
5,51 |
5,48 |
98,30 |
5,49 |
WZ0121 |
PL0000106068 |
96,83 |
97,05 |
--- |
--- |
96,94 |
--- |
DS1021 |
PL0000106670 |
101,16 |
101,37 |
5,58 |
5,55 |
101,27 |
5,57 |
WS0922 |
PL0000102646 |
101,04 |
101,34 |
5,61 |
5,57 |
101,19 |
5,59 |
IZ0823 |
PL0000105359 |
97,80 |
98,18 |
--- |
--- |
97,99 |
--- |
WS0429 |
PL0000105391 |
99,66 |
100,01 |
5,78 |
5,74 |
99,84 |
5,76 |
REPO MARKET |
General Collateral (GC) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
3/4 |
1 |
4,300 |
4,350 |
4,325 |
1 000 |
TOTAL |
1 000 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
3/4 |
1 |
4,250 |
4,250 |
4,250 |
80 |
DS1017 |
PL0000104543 |
3/4 |
1 |
4,200 |
4,200 |
4,200 |
50 |
PS0415 |
PL0000105953 |
3/4 |
1 |
4,150 |
4,150 |
4,150 |
30 |
DS1020 |
PL0000106126 |
3/4 |
1 |
4,250 |
4,250 |
4,250 |
220 |
DS1021 |
PL0000106670 |
3/4 |
1 |
4,250 |
4,250 |
4,250 |
120 |
DS1017 |
PL0000104543 |
3/5 |
2 |
4,000 |
4,000 |
4,000 |
10 |
DS1021 |
PL0000106670 |
3/5 |
2 |
4,000 |
4,000 |
4,000 |
30 |
DS1013 |
PL0000102836 |
0/3 |
3 |
4,200 |
4,200 |
4,200 |
90 |
DS1015 |
PL0000103602 |
0/3 |
3 |
4,200 |
4,200 |
4,200 |
90 |
PS0415 |
PL0000105953 |
0/3 |
3 |
4,200 |
4,200 |
4,200 |
55 |
DS1020 |
PL0000106126 |
0/3 |
3 |
4,060 |
4,060 |
4,060 |
15 |
OK0113 |
PL0000106324 |
0/3 |
3 |
4,200 |
4,200 |
4,200 |
60 |
PS0416 |
PL0000106340 |
0/3 |
3 |
4,200 |
4,200 |
4,200 |
50 |
PS1016 |
PL0000106795 |
0/3 |
3 |
4,000 |
4,150 |
4,120 |
690 |
PS1016 |
PL0000106795 |
0/4 |
4 |
4,000 |
4,050 |
4,033 |
120 |
DS1013 |
PL0000102836 |
0/5 |
5 |
4,150 |
4,150 |
4,150 |
95 |
PS1016 |
PL0000106795 |
0/5 |
5 |
4,000 |
4,000 |
4,000 |
30 |
DS1019 |
PL0000105441 |
3/10 |
7 |
4,250 |
4,250 |
4,250 |
140 |
PS0415 |
PL0000105953 |
0/7 |
7 |
4,200 |
4,200 |
4,200 |
25 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
4,100 |
4,100 |
4,100 |
50 |
TOTAL |
2 050 |