2012-02-14 |
MARKET DATA |
No 31 (1816) |
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 |
1 610,00 |
1 614,98 |
86 |
4 140,00 |
4 240,21 |
29 |
5 750,00 |
5 855,19 |
115 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 610,00 |
1 614,98 |
86 |
4 140,00 |
4 240,21 |
29 |
5 750,00 |
5 855,19 |
115 |
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 |
100,10 |
100,10 |
100,10 |
100,10 |
100,10 |
100,10 |
20 000 |
20,79 |
2 |
OK0712 |
PL0000105912 |
98,16 |
98,18 |
98,18 |
98,18 |
98,18 |
98,18 |
98,18 |
10 000 |
9,82 |
1 |
OK1012 |
PL0000106100 |
97,05 |
97,06 |
97,06 |
97,06 |
97,06 |
97,06 |
97,06 |
15 000 |
14,56 |
1 |
OK0113 |
PL0000106324 |
95,96 |
95,96 |
95,96 |
95,96 |
95,96 |
95,96 |
95,96 |
20 000 |
19,19 |
2 |
PS0413 |
PL0000105037 |
100,84 |
100,83 |
100,83 |
100,84 |
100,83 |
100,84 |
100,84 |
320 000 |
336,32 |
5 |
OK0713 |
PL0000106563 |
93,85 |
93,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,63 |
100,65 |
100,65 |
100,65 |
100,65 |
100,65 |
100,65 |
40 000 |
40,89 |
3 |
OK0114 |
PL0000106712 |
91,50 |
91,48 |
91,47 |
91,50 |
91,47 |
91,49 |
91,49 |
412 500 |
377,40 |
16 |
PS0414 |
PL0000105433 |
102,08 |
102,07 |
102,10 |
102,10 |
102,07 |
102,07 |
102,09 |
60 000 |
64,05 |
3 |
PS0415 |
PL0000105953 |
101,97 |
101,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,60 |
104,60 |
104,60 |
104,60 |
104,60 |
104,60 |
104,60 |
20 000 |
21,31 |
2 |
PS0416 |
PL0000106340 |
100,18 |
100,17 |
100,16 |
100,16 |
100,16 |
100,16 |
100,16 |
120 000 |
125,06 |
5 |
PS1016 |
PL0000106795 |
98,87 |
98,84 |
98,88 |
98,88 |
98,88 |
98,88 |
98,88 |
30 000 |
30,11 |
2 |
DS1017 |
PL0000104543 |
100,60 |
100,54 |
100,61 |
100,61 |
100,61 |
100,61 |
100,61 |
10 000 |
10,22 |
1 |
DS1019 |
PL0000105441 |
100,88 |
100,73 |
100,77 |
100,88 |
100,77 |
100,80 |
100,84 |
82 500 |
84,60 |
7 |
DS1020 |
PL0000106126 |
98,53 |
98,40 |
98,40 |
98,51 |
98,35 |
98,49 |
98,44 |
70 000 |
70,05 |
7 |
DS1021 |
PL0000106670 |
101,52 |
101,38 |
101,39 |
101,55 |
101,39 |
101,44 |
101,45 |
210 000 |
216,80 |
15 |
WS0922 |
PL0000102646 |
101,40 |
101,35 |
101,37 |
101,43 |
101,37 |
101,39 |
101,40 |
40 000 |
41,48 |
4 |
WS0429 |
PL0000105391 |
100,25 |
100,15 |
100,20 |
100,25 |
100,20 |
100,25 |
100,24 |
60 000 |
62,94 |
5 |
WS0437 |
PL0000104857 |
88,00 |
98,96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,10 |
103,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
97,87 |
98,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,05 |
100,06 |
100,06 |
100,06 |
100,06 |
100,06 |
100,06 |
35 000 |
35,13 |
2 |
WZ0118 |
PL0000104717 |
98,87 |
98,96 |
98,96 |
98,96 |
98,96 |
98,96 |
98,96 |
10 000 |
9,93 |
1 |
WZ0121 |
PL0000106068 |
96,97 |
96,99 |
97,00 |
97,00 |
97,00 |
97,00 |
97,00 |
25 000 |
24,33 |
2 |
TOTAL |
1 610 000 |
1 614,98 |
86 |
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 |
13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
104 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
195 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
307 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
349 |
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 |
98,14 |
98,20 |
4,34 |
4,19 |
98,17 |
4,26 |
OK1012 |
PL0000106100 |
97,02 |
97,07 |
4,46 |
4,38 |
97,05 |
4,41 |
OK0113 |
PL0000106324 |
95,91 |
95,97 |
4,52 |
4,46 |
95,94 |
4,49 |
PS0413 |
PL0000105037 |
100,79 |
100,86 |
4,53 |
4,47 |
100,83 |
4,50 |
OK0713 |
PL0000106563 |
93,81 |
93,89 |
4,54 |
4,48 |
93,85 |
4,51 |
DS1013 |
PL0000102836 |
100,59 |
100,68 |
4,61 |
4,55 |
100,64 |
4,58 |
OK0114 |
PL0000106712 |
91,45 |
91,50 |
4,71 |
4,68 |
91,48 |
4,69 |
PS0414 |
PL0000105433 |
102,02 |
102,10 |
4,75 |
4,71 |
102,06 |
4,73 |
WZ0115 |
PL0000106480 |
100,01 |
100,11 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
101,88 |
101,99 |
4,84 |
4,80 |
101,94 |
4,82 |
DS1015 |
PL0000103602 |
104,48 |
104,63 |
4,88 |
4,84 |
104,56 |
4,86 |
PS0416 |
PL0000106340 |
100,07 |
100,22 |
4,97 |
4,93 |
100,15 |
4,95 |
IZ0816 |
PL0000103529 |
103,04 |
103,35 |
--- |
--- |
103,20 |
--- |
PS1016 |
PL0000106795 |
98,76 |
98,89 |
5,04 |
5,01 |
98,83 |
5,03 |
DS1017 |
PL0000104543 |
100,40 |
100,57 |
5,16 |
5,12 |
100,49 |
5,14 |
WZ0118 |
PL0000104717 |
98,77 |
99,01 |
--- |
--- |
98,89 |
--- |
DS1019 |
PL0000105441 |
100,58 |
100,77 |
5,40 |
5,37 |
100,68 |
5,38 |
DS1020 |
PL0000106126 |
98,31 |
98,46 |
5,49 |
5,47 |
98,39 |
5,48 |
WZ0121 |
PL0000106068 |
96,85 |
97,05 |
--- |
--- |
96,95 |
--- |
DS1021 |
PL0000106670 |
101,31 |
101,45 |
5,56 |
5,54 |
101,38 |
5,55 |
WS0922 |
PL0000102646 |
101,25 |
101,42 |
5,58 |
5,56 |
101,34 |
5,57 |
IZ0823 |
PL0000105359 |
97,78 |
98,26 |
--- |
--- |
98,02 |
--- |
WS0429 |
PL0000105391 |
99,89 |
100,24 |
5,75 |
5,72 |
100,07 |
5,74 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,15 |
98,20 |
4,31 |
4,19 |
98,18 |
4,24 |
OK1012 |
PL0000106100 |
97,04 |
97,08 |
4,43 |
4,37 |
97,06 |
4,40 |
OK0113 |
PL0000106324 |
95,94 |
96,00 |
4,49 |
4,42 |
95,97 |
4,46 |
PS0413 |
PL0000105037 |
100,82 |
100,86 |
4,51 |
4,47 |
100,84 |
4,49 |
OK0713 |
PL0000106563 |
93,83 |
93,91 |
4,53 |
4,47 |
93,87 |
4,50 |
DS1013 |
PL0000102836 |
100,62 |
100,67 |
4,59 |
4,56 |
100,65 |
4,57 |
OK0114 |
PL0000106712 |
91,48 |
91,52 |
4,69 |
4,67 |
91,50 |
4,68 |
PS0414 |
PL0000105433 |
102,05 |
102,11 |
4,73 |
4,70 |
102,08 |
4,72 |
WZ0115 |
PL0000106480 |
100,02 |
100,09 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
101,92 |
102,04 |
4,83 |
4,79 |
101,98 |
4,81 |
DS1015 |
PL0000103602 |
104,50 |
104,66 |
4,87 |
4,83 |
104,58 |
4,85 |
PS0416 |
PL0000106340 |
100,13 |
100,21 |
4,96 |
4,93 |
100,17 |
4,95 |
IZ0816 |
PL0000103529 |
103,04 |
103,35 |
--- |
--- |
103,20 |
--- |
PS1016 |
PL0000106795 |
98,78 |
98,90 |
5,04 |
5,01 |
98,84 |
5,02 |
DS1017 |
PL0000104543 |
100,48 |
100,67 |
5,14 |
5,10 |
100,58 |
5,12 |
WZ0118 |
PL0000104717 |
98,82 |
99,04 |
--- |
--- |
98,93 |
--- |
DS1019 |
PL0000105441 |
100,75 |
100,92 |
5,37 |
5,34 |
100,84 |
5,36 |
DS1020 |
PL0000106126 |
98,39 |
98,54 |
5,48 |
5,46 |
98,47 |
5,47 |
WZ0121 |
PL0000106068 |
96,91 |
97,10 |
--- |
--- |
97,01 |
--- |
DS1021 |
PL0000106670 |
101,41 |
101,57 |
5,55 |
5,53 |
101,49 |
5,54 |
WS0922 |
PL0000102646 |
101,30 |
101,50 |
5,58 |
5,55 |
101,40 |
5,56 |
IZ0823 |
PL0000105359 |
97,79 |
98,25 |
--- |
--- |
98,02 |
--- |
WS0429 |
PL0000105391 |
100,10 |
100,40 |
5,73 |
5,71 |
100,25 |
5,72 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
15 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,150 |
4,200 |
4,189 |
90 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,150 |
4,250 |
4,179 |
70 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,150 |
4,200 |
4,188 |
185 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,200 |
4,250 |
4,223 |
305 |
DS1015 |
PL0000103602 |
2/3 |
1 |
4,250 |
4,250 |
4,250 |
160 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
40 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
30 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,200 |
4,250 |
4,222 |
430 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
10 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,200 |
4,250 |
4,205 |
215 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
40 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
60 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
120 |
PS0416 |
PL0000106340 |
2/3 |
1 |
4,250 |
4,250 |
4,250 |
120 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
145 |
PS0413 |
PL0000105037 |
0/2 |
2 |
4,150 |
4,150 |
4,150 |
70 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
10 |
PS0416 |
PL0000106340 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
55 |
TOTAL |
2 170 |