2012-02-15 |
MARKET DATA |
No 32 (1817) |
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 |
1 557,50 |
1 554,90 |
110 |
1 965,00 |
1 999,51 |
25 |
3 522,50 |
3 554,40 |
135 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 557,50 |
1 554,90 |
110 |
1 965,00 |
1 999,51 |
25 |
3 522,50 |
3 554,40 |
135 |
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 |
98,19 |
98,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,09 |
97,09 |
97,09 |
97,09 |
97,08 |
97,09 |
97,09 |
180 000 |
174,76 |
9 |
OK0113 |
PL0000106324 |
95,99 |
95,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,87 |
100,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
93,91 |
93,89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,69 |
100,68 |
100,68 |
100,69 |
100,68 |
100,69 |
100,68 |
75 000 |
76,70 |
4 |
OK0114 |
PL0000106712 |
91,56 |
91,54 |
91,52 |
91,56 |
91,52 |
91,55 |
91,55 |
230 000 |
210,56 |
11 |
PS0414 |
PL0000105433 |
102,14 |
102,14 |
102,16 |
102,16 |
102,16 |
102,16 |
102,16 |
35 000 |
37,39 |
2 |
PS0415 |
PL0000105953 |
102,03 |
102,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,65 |
104,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,28 |
100,21 |
100,21 |
100,21 |
100,21 |
100,21 |
100,21 |
5 000 |
5,21 |
1 |
PS1016 |
PL0000106795 |
99,00 |
98,94 |
98,95 |
99,07 |
98,93 |
99,00 |
98,96 |
155 000 |
155,70 |
10 |
DS1017 |
PL0000104543 |
100,86 |
100,70 |
100,78 |
100,83 |
100,69 |
100,83 |
100,74 |
40 000 |
40,96 |
4 |
DS1019 |
PL0000105441 |
101,01 |
100,87 |
100,94 |
101,01 |
100,94 |
101,01 |
100,98 |
167 500 |
172,04 |
15 |
DS1020 |
PL0000106126 |
98,71 |
98,59 |
98,60 |
98,71 |
98,58 |
98,65 |
98,64 |
290 000 |
290,84 |
19 |
DS1021 |
PL0000106670 |
101,70 |
101,60 |
101,65 |
101,74 |
101,58 |
101,60 |
101,63 |
165 000 |
170,68 |
17 |
WS0922 |
PL0000102646 |
101,68 |
101,57 |
101,67 |
101,68 |
101,50 |
101,50 |
101,59 |
100 000 |
103,90 |
8 |
WS0429 |
PL0000105391 |
100,48 |
100,40 |
100,49 |
100,53 |
100,41 |
100,41 |
100,49 |
25 000 |
26,29 |
3 |
WS0437 |
PL0000104857 |
77,56 |
103,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,10 |
103,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
97,90 |
98,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,06 |
100,05 |
100,06 |
100,07 |
100,03 |
100,03 |
100,05 |
45 000 |
45,17 |
3 |
WZ0118 |
PL0000104717 |
99,03 |
98,98 |
98,99 |
99,04 |
98,99 |
99,04 |
99,01 |
45 000 |
44,70 |
4 |
WZ0121 |
PL0000106068 |
96,96 |
97,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 557 500 |
1 554,90 |
110 |
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 |
12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
103 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
194 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
306 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
348 |
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 |
98,16 |
98,22 |
4,31 |
4,17 |
98,19 |
4,24 |
OK1012 |
PL0000106100 |
97,05 |
97,10 |
4,43 |
4,35 |
97,08 |
4,39 |
OK0113 |
PL0000106324 |
95,96 |
96,02 |
4,48 |
4,41 |
95,99 |
4,45 |
PS0413 |
PL0000105037 |
100,82 |
100,89 |
4,51 |
4,45 |
100,86 |
4,47 |
OK0713 |
PL0000106563 |
93,84 |
93,94 |
4,53 |
4,45 |
93,89 |
4,49 |
DS1013 |
PL0000102836 |
100,62 |
100,70 |
4,59 |
4,54 |
100,66 |
4,56 |
OK0114 |
PL0000106712 |
91,50 |
91,57 |
4,69 |
4,64 |
91,54 |
4,66 |
PS0414 |
PL0000105433 |
102,06 |
102,15 |
4,72 |
4,68 |
102,11 |
4,70 |
WZ0115 |
PL0000106480 |
100,01 |
100,10 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
101,96 |
102,07 |
4,81 |
4,78 |
102,02 |
4,79 |
DS1015 |
PL0000103602 |
104,55 |
104,72 |
4,86 |
4,81 |
104,64 |
4,83 |
PS0416 |
PL0000106340 |
100,15 |
100,28 |
4,95 |
4,92 |
100,22 |
4,93 |
IZ0816 |
PL0000103529 |
103,05 |
103,36 |
--- |
--- |
103,21 |
--- |
PS1016 |
PL0000106795 |
98,88 |
98,98 |
5,01 |
4,99 |
98,93 |
5,00 |
DS1017 |
PL0000104543 |
100,66 |
100,82 |
5,10 |
5,07 |
100,74 |
5,09 |
WZ0118 |
PL0000104717 |
98,84 |
99,05 |
--- |
--- |
98,95 |
--- |
DS1019 |
PL0000105441 |
100,86 |
101,04 |
5,35 |
5,32 |
100,95 |
5,34 |
DS1020 |
PL0000106126 |
98,56 |
98,77 |
5,45 |
5,42 |
98,67 |
5,44 |
WZ0121 |
PL0000106068 |
96,91 |
97,12 |
--- |
--- |
97,02 |
--- |
DS1021 |
PL0000106670 |
101,52 |
101,74 |
5,53 |
5,50 |
101,63 |
5,52 |
WS0922 |
PL0000102646 |
101,47 |
101,70 |
5,55 |
5,53 |
101,59 |
5,54 |
IZ0823 |
PL0000105359 |
97,83 |
98,28 |
--- |
--- |
98,06 |
--- |
WS0429 |
PL0000105391 |
100,17 |
100,59 |
5,73 |
5,69 |
100,38 |
5,71 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,17 |
98,24 |
4,29 |
4,12 |
98,21 |
4,20 |
OK1012 |
PL0000106100 |
97,07 |
97,11 |
4,40 |
4,34 |
97,09 |
4,37 |
OK0113 |
PL0000106324 |
95,96 |
96,03 |
4,48 |
4,40 |
96,00 |
4,43 |
PS0413 |
PL0000105037 |
100,83 |
100,91 |
4,50 |
4,43 |
100,87 |
4,46 |
OK0713 |
PL0000106563 |
93,88 |
94,01 |
4,50 |
4,40 |
93,95 |
4,44 |
DS1013 |
PL0000102836 |
100,67 |
100,73 |
4,56 |
4,52 |
100,70 |
4,54 |
OK0114 |
PL0000106712 |
91,52 |
91,59 |
4,67 |
4,63 |
91,56 |
4,65 |
PS0414 |
PL0000105433 |
102,11 |
102,17 |
4,70 |
4,67 |
102,14 |
4,69 |
WZ0115 |
PL0000106480 |
100,00 |
100,09 |
--- |
--- |
100,05 |
--- |
PS0415 |
PL0000105953 |
101,97 |
102,08 |
4,81 |
4,77 |
102,03 |
4,79 |
DS1015 |
PL0000103602 |
104,59 |
104,78 |
4,85 |
4,79 |
104,69 |
4,82 |
PS0416 |
PL0000106340 |
100,17 |
100,30 |
4,95 |
4,91 |
100,24 |
4,93 |
IZ0816 |
PL0000103529 |
102,99 |
103,26 |
--- |
--- |
103,13 |
--- |
PS1016 |
PL0000106795 |
98,86 |
98,98 |
5,02 |
4,99 |
98,92 |
5,00 |
DS1017 |
PL0000104543 |
100,59 |
100,76 |
5,12 |
5,08 |
100,68 |
5,10 |
WZ0118 |
PL0000104717 |
98,89 |
99,09 |
--- |
--- |
98,99 |
--- |
DS1019 |
PL0000105441 |
100,82 |
101,03 |
5,36 |
5,32 |
100,93 |
5,34 |
DS1020 |
PL0000106126 |
98,51 |
98,68 |
5,46 |
5,44 |
98,60 |
5,45 |
WZ0121 |
PL0000106068 |
96,90 |
97,10 |
--- |
--- |
97,00 |
--- |
DS1021 |
PL0000106670 |
101,47 |
101,67 |
5,54 |
5,51 |
101,57 |
5,53 |
WS0922 |
PL0000102646 |
101,39 |
101,63 |
5,56 |
5,53 |
101,51 |
5,55 |
IZ0823 |
PL0000105359 |
97,77 |
98,23 |
--- |
--- |
98,00 |
--- |
WS0429 |
PL0000105391 |
100,30 |
100,58 |
5,72 |
5,69 |
100,44 |
5,70 |
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 |
4,300 |
4,300 |
4,300 |
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 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
90 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
10 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,200 |
4,250 |
4,237 |
155 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
175 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
25 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
60 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
600 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
55 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
20 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,200 |
4,250 |
4,225 |
100 |
PS1016 |
PL0000106795 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
20 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
205 |
OK0712 |
PL0000105912 |
0/2 |
2 |
4,200 |
4,200 |
4,200 |
60 |
OK0113 |
PL0000106324 |
0/2 |
2 |
4,200 |
4,200 |
4,200 |
45 |
OK0113 |
PL0000106324 |
1/5 |
4 |
4,200 |
4,200 |
4,200 |
25 |
WS0922 |
PL0000102646 |
1/8 |
7 |
4,170 |
4,170 |
4,170 |
100 |
TOTAL |
1 765 |