2012-02-13 |
MARKET DATA |
No 30 (1815) |
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 |
990,00 |
995,06 |
67 |
2 330,00 |
2 408,82 |
33 |
3 320,00 |
3 403,88 |
100 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
990,00 |
995,06 |
67 |
2 330,00 |
2 408,82 |
33 |
3 320,00 |
3 403,88 |
100 |
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 |
100,09 |
100,09 |
100,09 |
100,09 |
100,09 |
25 000 |
25,98 |
2 |
OK0712 |
PL0000105912 |
98,15 |
98,16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,03 |
97,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
95,93 |
95,93 |
95,93 |
95,93 |
95,93 |
95,93 |
95,93 |
65 000 |
62,35 |
5 |
PS0413 |
PL0000105037 |
100,81 |
100,84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
93,84 |
93,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,62 |
100,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
91,48 |
91,48 |
91,49 |
91,49 |
91,48 |
91,48 |
91,49 |
100 000 |
91,49 |
3 |
PS0414 |
PL0000105433 |
102,06 |
102,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
101,96 |
101,93 |
101,94 |
101,96 |
101,94 |
101,96 |
101,94 |
55 000 |
58,51 |
2 |
DS1015 |
PL0000103602 |
104,57 |
104,56 |
104,60 |
104,60 |
104,60 |
104,60 |
104,60 |
20 000 |
21,31 |
2 |
PS0416 |
PL0000106340 |
100,19 |
100,16 |
100,19 |
100,19 |
100,16 |
100,16 |
100,18 |
50 000 |
52,11 |
4 |
PS1016 |
PL0000106795 |
98,88 |
98,81 |
98,80 |
98,88 |
98,80 |
98,82 |
98,85 |
440 000 |
441,39 |
29 |
DS1017 |
PL0000104543 |
100,54 |
100,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
100,75 |
100,78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
98,42 |
98,42 |
98,55 |
98,55 |
98,40 |
98,40 |
98,44 |
35 000 |
35,02 |
3 |
DS1021 |
PL0000106670 |
101,45 |
101,42 |
101,48 |
101,52 |
101,40 |
101,40 |
101,49 |
175 000 |
180,71 |
15 |
WS0922 |
PL0000102646 |
101,40 |
101,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
100,10 |
99,86 |
99,95 |
100,15 |
99,95 |
100,15 |
100,07 |
25 000 |
26,18 |
2 |
WS0437 |
PL0000104857 |
81,84 |
98,96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,08 |
103,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
97,90 |
98,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,04 |
100,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,81 |
98,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,90 |
96,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
990 000 |
995,06 |
67 |
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 |
14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
105 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
196 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
308 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
350 |
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 |
98,13 |
98,19 |
4,33 |
4,19 |
98,16 |
4,26 |
OK1012 |
PL0000106100 |
97,01 |
97,06 |
4,46 |
4,38 |
97,04 |
4,41 |
OK0113 |
PL0000106324 |
95,91 |
95,96 |
4,51 |
4,45 |
95,94 |
4,48 |
PS0413 |
PL0000105037 |
100,77 |
100,88 |
4,55 |
4,46 |
100,83 |
4,50 |
OK0713 |
PL0000106563 |
93,82 |
93,89 |
4,53 |
4,47 |
93,86 |
4,50 |
DS1013 |
PL0000102836 |
100,59 |
100,68 |
4,61 |
4,55 |
100,64 |
4,58 |
OK0114 |
PL0000106712 |
91,45 |
91,51 |
4,70 |
4,67 |
91,48 |
4,68 |
PS0414 |
PL0000105433 |
102,02 |
102,12 |
4,75 |
4,70 |
102,07 |
4,72 |
WZ0115 |
PL0000106480 |
100,01 |
100,10 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
101,86 |
102,02 |
4,85 |
4,79 |
101,94 |
4,82 |
DS1015 |
PL0000103602 |
104,45 |
104,64 |
4,89 |
4,83 |
104,55 |
4,86 |
PS0416 |
PL0000106340 |
100,09 |
100,27 |
4,97 |
4,92 |
100,18 |
4,94 |
IZ0816 |
PL0000103529 |
103,02 |
103,34 |
--- |
--- |
103,18 |
--- |
PS1016 |
PL0000106795 |
98,77 |
98,92 |
5,04 |
5,00 |
98,85 |
5,02 |
DS1017 |
PL0000104543 |
100,39 |
100,66 |
5,16 |
5,10 |
100,53 |
5,13 |
WZ0118 |
PL0000104717 |
98,76 |
99,03 |
--- |
--- |
98,90 |
--- |
DS1019 |
PL0000105441 |
100,64 |
100,93 |
5,39 |
5,34 |
100,79 |
5,36 |
DS1020 |
PL0000106126 |
98,34 |
98,57 |
5,49 |
5,45 |
98,46 |
5,47 |
WZ0121 |
PL0000106068 |
96,80 |
97,04 |
--- |
--- |
96,92 |
--- |
DS1021 |
PL0000106670 |
101,41 |
101,56 |
5,55 |
5,53 |
101,49 |
5,54 |
WS0922 |
PL0000102646 |
101,35 |
101,55 |
5,57 |
5,54 |
101,45 |
5,56 |
IZ0823 |
PL0000105359 |
97,78 |
98,23 |
--- |
--- |
98,01 |
--- |
WS0429 |
PL0000105391 |
99,99 |
100,29 |
5,74 |
5,72 |
100,14 |
5,73 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,14 |
98,19 |
4,31 |
4,19 |
98,17 |
4,24 |
OK1012 |
PL0000106100 |
97,02 |
97,06 |
4,44 |
4,38 |
97,04 |
4,41 |
OK0113 |
PL0000106324 |
95,92 |
95,96 |
4,50 |
4,45 |
95,94 |
4,48 |
PS0413 |
PL0000105037 |
100,79 |
100,85 |
4,54 |
4,48 |
100,82 |
4,51 |
OK0713 |
PL0000106563 |
93,83 |
93,88 |
4,52 |
4,48 |
93,86 |
4,50 |
DS1013 |
PL0000102836 |
100,59 |
100,67 |
4,61 |
4,56 |
100,63 |
4,58 |
OK0114 |
PL0000106712 |
91,44 |
91,50 |
4,71 |
4,67 |
91,47 |
4,69 |
PS0414 |
PL0000105433 |
102,03 |
102,12 |
4,74 |
4,70 |
102,08 |
4,72 |
WZ0115 |
PL0000106480 |
100,01 |
100,10 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
101,89 |
102,01 |
4,84 |
4,80 |
101,95 |
4,82 |
DS1015 |
PL0000103602 |
104,52 |
104,64 |
4,87 |
4,83 |
104,58 |
4,85 |
PS0416 |
PL0000106340 |
100,09 |
100,22 |
4,97 |
4,93 |
100,16 |
4,95 |
IZ0816 |
PL0000103529 |
103,02 |
103,34 |
--- |
--- |
103,18 |
--- |
PS1016 |
PL0000106795 |
98,79 |
98,88 |
5,03 |
5,01 |
98,84 |
5,02 |
DS1017 |
PL0000104543 |
100,43 |
100,59 |
5,15 |
5,12 |
100,51 |
5,13 |
WZ0118 |
PL0000104717 |
98,77 |
99,00 |
--- |
--- |
98,89 |
--- |
DS1019 |
PL0000105441 |
100,62 |
100,86 |
5,39 |
5,35 |
100,74 |
5,37 |
DS1020 |
PL0000106126 |
98,37 |
98,49 |
5,48 |
5,46 |
98,43 |
5,47 |
WZ0121 |
PL0000106068 |
96,85 |
97,03 |
--- |
--- |
96,94 |
--- |
DS1021 |
PL0000106670 |
101,36 |
101,48 |
5,56 |
5,54 |
101,42 |
5,55 |
WS0922 |
PL0000102646 |
101,24 |
101,45 |
5,58 |
5,56 |
101,35 |
5,57 |
IZ0823 |
PL0000105359 |
97,77 |
98,23 |
--- |
--- |
98,00 |
--- |
WS0429 |
PL0000105391 |
99,88 |
100,22 |
5,76 |
5,72 |
100,05 |
5,74 |
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 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
200 |
TOTAL |
200 |
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 |
4,150 |
4,150 |
4,150 |
20 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
70 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
50 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,100 |
4,150 |
4,137 |
245 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
50 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
20 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
140 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
235 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
90 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
150 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,100 |
4,150 |
4,127 |
75 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
245 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
55 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,160 |
4,160 |
4,160 |
85 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,210 |
4,210 |
4,210 |
290 |
PS1016 |
PL0000106795 |
0/1 |
1 |
4,110 |
4,110 |
4,110 |
140 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
125 |
OK0113 |
PL0000106324 |
0/2 |
2 |
4,150 |
4,150 |
4,150 |
45 |
TOTAL |
2 130 |