2012-02-17 |
MARKET DATA |
No 34 (1819) |
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 |
1 062,50 |
1 063,34 |
70 |
700,00 |
730,13 |
16 |
1 762,50 |
1 793,47 |
86 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 062,50 |
1 063,34 |
70 |
700,00 |
730,13 |
16 |
1 762,50 |
1 793,47 |
86 |
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 |
100,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
98,24 |
98,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,13 |
97,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
96,05 |
96,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,86 |
100,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
93,99 |
94,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,72 |
100,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
91,68 |
91,67 |
91,67 |
91,67 |
91,66 |
91,66 |
91,66 |
305 000 |
279,58 |
9 |
PS0414 |
PL0000105433 |
102,20 |
102,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,16 |
102,20 |
102,20 |
102,20 |
102,20 |
102,20 |
102,20 |
35 000 |
37,36 |
2 |
DS1015 |
PL0000103602 |
104,80 |
104,81 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,36 |
100,35 |
100,35 |
100,35 |
100,32 |
100,32 |
100,33 |
65 000 |
67,90 |
4 |
PS1016 |
PL0000106795 |
99,07 |
99,05 |
99,08 |
99,10 |
99,04 |
99,04 |
99,08 |
185 000 |
186,16 |
14 |
DS1017 |
PL0000104543 |
100,78 |
100,75 |
100,75 |
100,76 |
100,75 |
100,76 |
100,76 |
20 000 |
20,49 |
3 |
DS1019 |
PL0000105441 |
101,03 |
100,92 |
101,00 |
101,00 |
100,90 |
100,90 |
100,96 |
50 000 |
51,37 |
5 |
DS1020 |
PL0000106126 |
98,62 |
98,63 |
98,70 |
98,70 |
98,63 |
98,67 |
98,67 |
77 500 |
77,79 |
4 |
DS1021 |
PL0000106670 |
101,67 |
101,64 |
101,66 |
101,72 |
101,66 |
101,72 |
101,70 |
110 000 |
113,92 |
9 |
WS0922 |
PL0000102646 |
101,60 |
101,59 |
101,58 |
101,66 |
101,58 |
101,59 |
101,63 |
195 000 |
202,80 |
18 |
WS0429 |
PL0000105391 |
100,39 |
100,44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
75,73 |
105,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,23 |
103,20 |
103,23 |
103,23 |
103,23 |
103,23 |
103,23 |
20 000 |
25,97 |
2 |
IZ0823 |
PL0000105359 |
97,95 |
98,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,06 |
100,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,05 |
98,51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,97 |
96,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 062 500 |
1 063,34 |
70 |
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 |
8 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
190 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
302 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
344 |
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 |
98,22 |
98,30 |
4,28 |
4,08 |
98,26 |
4,18 |
OK1012 |
PL0000106100 |
97,12 |
97,19 |
4,39 |
4,28 |
97,16 |
4,33 |
OK0113 |
PL0000106324 |
96,04 |
96,15 |
4,44 |
4,31 |
96,10 |
4,37 |
PS0413 |
PL0000105037 |
100,83 |
100,97 |
4,49 |
4,37 |
100,90 |
4,43 |
OK0713 |
PL0000106563 |
93,96 |
94,09 |
4,47 |
4,37 |
94,03 |
4,42 |
DS1013 |
PL0000102836 |
100,69 |
100,80 |
4,54 |
4,47 |
100,75 |
4,50 |
OK0114 |
PL0000106712 |
91,65 |
91,71 |
4,62 |
4,59 |
91,68 |
4,61 |
PS0414 |
PL0000105433 |
102,14 |
102,31 |
4,68 |
4,60 |
102,23 |
4,64 |
WZ0115 |
PL0000106480 |
100,03 |
100,11 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
102,08 |
102,25 |
4,77 |
4,71 |
102,17 |
4,74 |
DS1015 |
PL0000103602 |
104,76 |
104,92 |
4,79 |
4,75 |
104,84 |
4,77 |
PS0416 |
PL0000106340 |
100,30 |
100,46 |
4,91 |
4,87 |
100,38 |
4,89 |
IZ0816 |
PL0000103529 |
102,94 |
103,29 |
--- |
--- |
103,12 |
--- |
PS1016 |
PL0000106795 |
98,98 |
99,13 |
4,99 |
4,95 |
99,06 |
4,97 |
DS1017 |
PL0000104543 |
100,70 |
100,91 |
5,09 |
5,05 |
100,81 |
5,07 |
WZ0118 |
PL0000104717 |
98,97 |
99,16 |
--- |
--- |
99,07 |
--- |
DS1019 |
PL0000105441 |
100,95 |
101,14 |
5,34 |
5,31 |
101,05 |
5,32 |
DS1020 |
PL0000106126 |
98,53 |
98,74 |
5,46 |
5,43 |
98,64 |
5,44 |
WZ0121 |
PL0000106068 |
96,93 |
97,15 |
--- |
--- |
97,04 |
--- |
DS1021 |
PL0000106670 |
101,61 |
101,77 |
5,52 |
5,50 |
101,69 |
5,51 |
WS0922 |
PL0000102646 |
101,53 |
101,79 |
5,55 |
5,51 |
101,66 |
5,53 |
IZ0823 |
PL0000105359 |
97,77 |
98,23 |
--- |
--- |
98,00 |
--- |
WS0429 |
PL0000105391 |
100,16 |
100,61 |
5,73 |
5,69 |
100,39 |
5,71 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,22 |
98,30 |
4,28 |
4,08 |
98,26 |
4,18 |
OK1012 |
PL0000106100 |
97,12 |
97,19 |
4,39 |
4,28 |
97,16 |
4,33 |
OK0113 |
PL0000106324 |
96,04 |
96,15 |
4,44 |
4,31 |
96,10 |
4,37 |
PS0413 |
PL0000105037 |
100,83 |
100,89 |
4,49 |
4,44 |
100,86 |
4,47 |
OK0713 |
PL0000106563 |
93,96 |
94,10 |
4,47 |
4,36 |
94,03 |
4,42 |
DS1013 |
PL0000102836 |
100,70 |
100,77 |
4,54 |
4,49 |
100,74 |
4,51 |
OK0114 |
PL0000106712 |
91,65 |
91,72 |
4,62 |
4,58 |
91,69 |
4,60 |
PS0414 |
PL0000105433 |
102,17 |
102,26 |
4,67 |
4,62 |
102,22 |
4,64 |
WZ0115 |
PL0000106480 |
100,02 |
100,10 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
102,13 |
102,24 |
4,75 |
4,72 |
102,19 |
4,73 |
DS1015 |
PL0000103602 |
104,71 |
104,90 |
4,81 |
4,75 |
104,81 |
4,78 |
PS0416 |
PL0000106340 |
100,27 |
100,45 |
4,92 |
4,87 |
100,36 |
4,89 |
IZ0816 |
PL0000103529 |
103,15 |
103,50 |
--- |
--- |
103,33 |
--- |
PS1016 |
PL0000106795 |
98,98 |
99,12 |
4,99 |
4,95 |
99,05 |
4,97 |
DS1017 |
PL0000104543 |
100,66 |
100,83 |
5,10 |
5,07 |
100,75 |
5,08 |
WZ0118 |
PL0000104717 |
98,94 |
99,12 |
--- |
--- |
99,03 |
--- |
DS1019 |
PL0000105441 |
100,87 |
101,09 |
5,35 |
5,31 |
100,98 |
5,33 |
DS1020 |
PL0000106126 |
98,54 |
98,72 |
5,46 |
5,43 |
98,63 |
5,44 |
WZ0121 |
PL0000106068 |
96,91 |
97,13 |
--- |
--- |
97,02 |
--- |
DS1021 |
PL0000106670 |
101,56 |
101,76 |
5,53 |
5,50 |
101,66 |
5,51 |
WS0922 |
PL0000102646 |
101,56 |
101,74 |
5,54 |
5,52 |
101,65 |
5,53 |
IZ0823 |
PL0000105359 |
97,87 |
98,33 |
--- |
--- |
98,10 |
--- |
WS0429 |
PL0000105391 |
100,24 |
100,57 |
5,72 |
5,69 |
100,41 |
5,71 |
REPO MARKET |
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 |
4,150 |
4,150 |
4,150 |
170 |
DS1017 |
PL0000104543 |
3/4 |
1 |
4,150 |
4,150 |
4,150 |
85 |
WS0922 |
PL0000102646 |
3/5 |
2 |
4,150 |
4,150 |
4,150 |
35 |
DS1013 |
PL0000102836 |
3/5 |
2 |
4,150 |
4,150 |
4,150 |
100 |
DS1015 |
PL0000103602 |
3/5 |
2 |
4,150 |
4,150 |
4,150 |
110 |
PS0416 |
PL0000106340 |
3/5 |
2 |
4,150 |
4,150 |
4,150 |
40 |
WZ0118 |
PL0000104717 |
3/5 |
2 |
4,150 |
4,150 |
4,150 |
10 |
DS1013 |
PL0000102836 |
0/3 |
3 |
4,100 |
4,100 |
4,100 |
20 |
DS1017 |
PL0000104543 |
0/3 |
3 |
4,150 |
4,150 |
4,150 |
50 |
PS0413 |
PL0000105037 |
0/3 |
3 |
4,100 |
4,100 |
4,100 |
20 |
DS1017 |
PL0000104543 |
3/10 |
7 |
4,200 |
4,200 |
4,200 |
10 |
PS0416 |
PL0000106340 |
3/10 |
7 |
4,200 |
4,200 |
4,200 |
10 |
WZ0118 |
PL0000104717 |
3/10 |
7 |
4,200 |
4,200 |
4,200 |
40 |
TOTAL |
700 |