2012-02-16 |
MARKET DATA |
No 33 (1818) |
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 |
1 960,00 |
1 980,98 |
138 |
1 470,00 |
1 492,21 |
18 |
3 430,00 |
3 473,19 |
156 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 960,00 |
1 980,98 |
138 |
1 470,00 |
1 492,21 |
18 |
3 430,00 |
3 473,19 |
156 |
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 |
100,08 |
100,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
98,23 |
98,23 |
98,24 |
98,24 |
98,23 |
98,23 |
98,23 |
160 000 |
157,17 |
7 |
OK1012 |
PL0000106100 |
97,12 |
97,13 |
97,13 |
97,13 |
97,12 |
97,12 |
97,12 |
85 000 |
82,55 |
3 |
OK0113 |
PL0000106324 |
96,01 |
96,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,84 |
100,85 |
100,87 |
100,87 |
100,85 |
100,85 |
100,86 |
27 500 |
28,92 |
2 |
OK0713 |
PL0000106563 |
93,93 |
93,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,69 |
100,67 |
100,69 |
100,70 |
100,69 |
100,70 |
100,69 |
35 000 |
35,81 |
2 |
OK0114 |
PL0000106712 |
91,63 |
91,58 |
91,60 |
91,63 |
91,60 |
91,63 |
91,62 |
260 000 |
238,22 |
10 |
PS0414 |
PL0000105433 |
102,18 |
102,12 |
102,15 |
102,20 |
102,15 |
102,20 |
102,16 |
35 000 |
37,41 |
3 |
PS0415 |
PL0000105953 |
102,12 |
102,00 |
102,04 |
102,17 |
102,04 |
102,17 |
102,08 |
72 500 |
77,28 |
5 |
DS1015 |
PL0000103602 |
104,73 |
104,64 |
104,70 |
104,73 |
104,70 |
104,73 |
104,73 |
170 000 |
181,49 |
11 |
PS0416 |
PL0000106340 |
100,26 |
100,10 |
100,09 |
100,27 |
100,09 |
100,27 |
100,19 |
205 000 |
213,82 |
16 |
PS1016 |
PL0000106795 |
98,96 |
98,82 |
98,87 |
99,00 |
98,80 |
99,00 |
98,86 |
135 000 |
135,53 |
10 |
DS1017 |
PL0000104543 |
100,69 |
100,56 |
100,63 |
100,70 |
100,63 |
100,70 |
100,67 |
65 000 |
66,54 |
5 |
DS1019 |
PL0000105441 |
100,86 |
100,79 |
100,75 |
100,90 |
100,75 |
100,90 |
100,84 |
130 000 |
133,40 |
13 |
DS1020 |
PL0000106126 |
98,48 |
98,35 |
98,32 |
98,45 |
98,30 |
98,45 |
98,36 |
80 000 |
80,04 |
8 |
DS1021 |
PL0000106670 |
101,50 |
101,35 |
101,55 |
101,57 |
101,27 |
101,52 |
101,43 |
240 000 |
247,89 |
20 |
WS0922 |
PL0000102646 |
101,40 |
101,30 |
101,30 |
101,53 |
101,16 |
101,53 |
101,36 |
60 000 |
62,23 |
4 |
WS0429 |
PL0000105391 |
100,25 |
100,22 |
100,16 |
100,29 |
100,11 |
100,20 |
100,16 |
50 000 |
52,45 |
7 |
WS0437 |
PL0000104857 |
75,73 |
105,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,05 |
103,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
97,86 |
98,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,06 |
100,05 |
100,05 |
100,07 |
100,05 |
100,06 |
100,06 |
110 000 |
110,46 |
9 |
WZ0118 |
PL0000104717 |
99,05 |
99,06 |
99,00 |
99,09 |
99,00 |
99,09 |
99,06 |
40 000 |
39,77 |
3 |
WZ0121 |
PL0000106068 |
97,39 |
97,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 960 000 |
1 980,98 |
138 |
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 |
9 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
100 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
191 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
303 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
345 |
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 |
98,20 |
98,25 |
4,30 |
4,18 |
98,23 |
4,23 |
OK1012 |
PL0000106100 |
97,09 |
97,14 |
4,42 |
4,35 |
97,12 |
4,38 |
OK0113 |
PL0000106324 |
96,00 |
96,08 |
4,47 |
4,38 |
96,04 |
4,43 |
PS0413 |
PL0000105037 |
100,81 |
100,91 |
4,51 |
4,42 |
100,86 |
4,47 |
OK0713 |
PL0000106563 |
93,91 |
94,01 |
4,50 |
4,42 |
93,96 |
4,46 |
DS1013 |
PL0000102836 |
100,63 |
100,71 |
4,58 |
4,53 |
100,67 |
4,55 |
OK0114 |
PL0000106712 |
91,51 |
91,59 |
4,70 |
4,65 |
91,55 |
4,68 |
PS0414 |
PL0000105433 |
102,08 |
102,16 |
4,71 |
4,67 |
102,12 |
4,69 |
WZ0115 |
PL0000106480 |
100,00 |
100,08 |
--- |
--- |
100,04 |
--- |
PS0415 |
PL0000105953 |
101,96 |
102,05 |
4,81 |
4,78 |
102,01 |
4,80 |
DS1015 |
PL0000103602 |
104,49 |
104,70 |
4,87 |
4,81 |
104,60 |
4,84 |
PS0416 |
PL0000106340 |
100,06 |
100,23 |
4,98 |
4,93 |
100,15 |
4,95 |
IZ0816 |
PL0000103529 |
102,95 |
103,28 |
--- |
--- |
103,12 |
--- |
PS1016 |
PL0000106795 |
98,79 |
98,91 |
5,04 |
5,01 |
98,85 |
5,02 |
DS1017 |
PL0000104543 |
100,48 |
100,68 |
5,14 |
5,10 |
100,58 |
5,12 |
WZ0118 |
PL0000104717 |
98,96 |
99,12 |
--- |
--- |
99,04 |
--- |
DS1019 |
PL0000105441 |
100,68 |
100,90 |
5,38 |
5,35 |
100,79 |
5,36 |
DS1020 |
PL0000106126 |
98,33 |
98,57 |
5,49 |
5,45 |
98,45 |
5,47 |
WZ0121 |
PL0000106068 |
96,91 |
97,12 |
--- |
--- |
97,02 |
--- |
DS1021 |
PL0000106670 |
101,34 |
101,49 |
5,56 |
5,54 |
101,42 |
5,55 |
WS0922 |
PL0000102646 |
101,25 |
101,45 |
5,58 |
5,56 |
101,35 |
5,57 |
IZ0823 |
PL0000105359 |
97,78 |
98,24 |
--- |
--- |
98,01 |
--- |
WS0429 |
PL0000105391 |
100,09 |
100,42 |
5,74 |
5,71 |
100,26 |
5,72 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,21 |
98,25 |
4,28 |
4,18 |
98,23 |
4,23 |
OK1012 |
PL0000106100 |
97,10 |
97,14 |
4,41 |
4,35 |
97,12 |
4,38 |
OK0113 |
PL0000106324 |
95,99 |
96,12 |
4,48 |
4,33 |
96,06 |
4,40 |
PS0413 |
PL0000105037 |
100,82 |
100,88 |
4,50 |
4,45 |
100,85 |
4,48 |
OK0713 |
PL0000106563 |
93,92 |
94,03 |
4,49 |
4,41 |
93,98 |
4,45 |
DS1013 |
PL0000102836 |
100,68 |
100,74 |
4,55 |
4,51 |
100,71 |
4,53 |
OK0114 |
PL0000106712 |
91,59 |
91,67 |
4,65 |
4,61 |
91,63 |
4,63 |
PS0414 |
PL0000105433 |
102,16 |
102,26 |
4,67 |
4,62 |
102,21 |
4,65 |
WZ0115 |
PL0000106480 |
100,03 |
100,10 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
102,08 |
102,20 |
4,77 |
4,73 |
102,14 |
4,75 |
DS1015 |
PL0000103602 |
104,69 |
104,84 |
4,81 |
4,77 |
104,77 |
4,79 |
PS0416 |
PL0000106340 |
100,17 |
100,30 |
4,95 |
4,91 |
100,24 |
4,93 |
IZ0816 |
PL0000103529 |
102,93 |
103,27 |
--- |
--- |
103,10 |
--- |
PS1016 |
PL0000106795 |
98,89 |
99,05 |
5,01 |
4,97 |
98,97 |
4,99 |
DS1017 |
PL0000104543 |
100,60 |
100,76 |
5,12 |
5,08 |
100,68 |
5,10 |
WZ0118 |
PL0000104717 |
99,00 |
99,14 |
--- |
--- |
99,07 |
--- |
DS1019 |
PL0000105441 |
100,78 |
100,93 |
5,36 |
5,34 |
100,86 |
5,35 |
DS1020 |
PL0000106126 |
98,41 |
98,60 |
5,48 |
5,45 |
98,51 |
5,46 |
WZ0121 |
PL0000106068 |
96,96 |
97,17 |
--- |
--- |
97,07 |
--- |
DS1021 |
PL0000106670 |
101,38 |
101,60 |
5,55 |
5,52 |
101,49 |
5,54 |
WS0922 |
PL0000102646 |
101,30 |
101,56 |
5,58 |
5,54 |
101,43 |
5,56 |
IZ0823 |
PL0000105359 |
97,77 |
98,23 |
--- |
--- |
98,00 |
--- |
WS0429 |
PL0000105391 |
100,08 |
100,42 |
5,74 |
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) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
4,250 |
4,280 |
4,265 |
600 |
TOTAL |
600 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
5 |
DS1017 |
PL0000104543 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
30 |
DS1020 |
PL0000106126 |
1/4 |
3 |
4,200 |
4,200 |
4,200 |
20 |
DS1021 |
PL0000106670 |
1/4 |
3 |
4,200 |
4,200 |
4,200 |
60 |
PS1016 |
PL0000106795 |
1/4 |
3 |
4,200 |
4,200 |
4,200 |
280 |
DS1017 |
PL0000104543 |
0/5 |
5 |
4,200 |
4,200 |
4,200 |
10 |
PS0413 |
PL0000105037 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
175 |
OK0712 |
PL0000105912 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
60 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
25 |
OK0113 |
PL0000106324 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
45 |
PS0416 |
PL0000106340 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
60 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
40 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
60 |
TOTAL |
870 |