2012-02-20 |
MARKET DATA |
No 35 (1820) |
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 |
745,00 |
764,33 |
49 |
2 660,00 |
2 693,21 |
25 |
3 405,00 |
3 457,54 |
74 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
745,00 |
764,33 |
49 |
2 660,00 |
2 693,21 |
25 |
3 405,00 |
3 457,54 |
74 |
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 |
98,25 |
98,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,15 |
97,19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
96,07 |
96,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,86 |
100,89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
93,98 |
94,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,70 |
100,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
91,67 |
91,72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,20 |
102,26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,18 |
102,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,83 |
104,82 |
104,83 |
104,85 |
104,80 |
104,85 |
104,81 |
160 000 |
171,01 |
11 |
PS0416 |
PL0000106340 |
100,43 |
100,42 |
100,44 |
100,45 |
100,44 |
100,45 |
100,44 |
40 000 |
41,83 |
4 |
PS1016 |
PL0000106795 |
99,17 |
99,15 |
99,20 |
99,24 |
99,11 |
99,15 |
99,17 |
295 000 |
297,15 |
17 |
DS1017 |
PL0000104543 |
100,95 |
100,85 |
100,85 |
100,90 |
100,85 |
100,90 |
100,87 |
45 000 |
46,16 |
5 |
DS1019 |
PL0000105441 |
101,15 |
101,17 |
101,20 |
101,20 |
101,15 |
101,15 |
101,18 |
15 000 |
15,45 |
2 |
DS1020 |
PL0000106126 |
98,81 |
98,80 |
98,69 |
98,69 |
98,69 |
98,69 |
98,69 |
40 000 |
40,16 |
2 |
DS1021 |
PL0000106670 |
101,87 |
101,79 |
101,85 |
101,86 |
101,85 |
101,86 |
101,85 |
40 000 |
41,50 |
4 |
WS0922 |
PL0000102646 |
101,80 |
101,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
100,45 |
100,51 |
100,54 |
100,54 |
100,54 |
100,54 |
100,54 |
10 000 |
10,53 |
1 |
WS0437 |
PL0000104857 |
75,73 |
105,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,30 |
103,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
98,14 |
98,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,17 |
100,08 |
100,17 |
100,17 |
100,15 |
100,15 |
100,15 |
100 000 |
100,54 |
3 |
WZ0118 |
PL0000104717 |
99,04 |
99,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,06 |
97,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
745 000 |
764,33 |
49 |
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 |
7 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
189 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
301 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
343 |
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 |
98,32 |
4,31 |
4,06 |
98,27 |
4,18 |
OK1012 |
PL0000106100 |
97,12 |
97,21 |
4,41 |
4,27 |
97,17 |
4,33 |
OK0113 |
PL0000106324 |
96,04 |
96,16 |
4,45 |
4,31 |
96,10 |
4,38 |
PS0413 |
PL0000105037 |
100,82 |
100,92 |
4,50 |
4,41 |
100,87 |
4,46 |
OK0713 |
PL0000106563 |
93,96 |
94,11 |
4,48 |
4,36 |
94,04 |
4,42 |
DS1013 |
PL0000102836 |
100,69 |
100,84 |
4,54 |
4,45 |
100,77 |
4,49 |
OK0114 |
PL0000106712 |
91,62 |
91,77 |
4,65 |
4,56 |
91,70 |
4,60 |
PS0414 |
PL0000105433 |
102,14 |
102,28 |
4,68 |
4,61 |
102,21 |
4,65 |
WZ0115 |
PL0000106480 |
100,03 |
100,12 |
--- |
--- |
100,08 |
--- |
PS0415 |
PL0000105953 |
102,13 |
102,26 |
4,75 |
4,71 |
102,20 |
4,73 |
DS1015 |
PL0000103602 |
104,72 |
104,89 |
4,80 |
4,75 |
104,81 |
4,78 |
PS0416 |
PL0000106340 |
100,34 |
100,47 |
4,90 |
4,86 |
100,41 |
4,88 |
IZ0816 |
PL0000103529 |
103,14 |
103,48 |
--- |
--- |
103,31 |
--- |
PS1016 |
PL0000106795 |
99,05 |
99,18 |
4,97 |
4,94 |
99,12 |
4,95 |
DS1017 |
PL0000104543 |
100,72 |
100,89 |
5,09 |
5,06 |
100,81 |
5,07 |
WZ0118 |
PL0000104717 |
98,85 |
99,19 |
--- |
--- |
99,02 |
--- |
DS1019 |
PL0000105441 |
100,97 |
101,24 |
5,33 |
5,29 |
101,11 |
5,31 |
DS1020 |
PL0000106126 |
98,63 |
98,88 |
5,44 |
5,41 |
98,76 |
5,42 |
WZ0121 |
PL0000106068 |
96,96 |
97,37 |
--- |
--- |
97,17 |
--- |
DS1021 |
PL0000106670 |
101,66 |
101,86 |
5,51 |
5,49 |
101,76 |
5,50 |
WS0922 |
PL0000102646 |
101,59 |
101,87 |
5,54 |
5,50 |
101,73 |
5,52 |
IZ0823 |
PL0000105359 |
97,92 |
98,28 |
--- |
--- |
98,10 |
--- |
WS0429 |
PL0000105391 |
100,37 |
100,81 |
5,71 |
5,67 |
100,59 |
5,69 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,22 |
98,32 |
4,31 |
4,06 |
98,27 |
4,18 |
OK1012 |
PL0000106100 |
97,13 |
97,20 |
4,40 |
4,29 |
97,17 |
4,33 |
OK0113 |
PL0000106324 |
96,06 |
96,16 |
4,43 |
4,31 |
96,11 |
4,37 |
PS0413 |
PL0000105037 |
100,84 |
100,90 |
4,48 |
4,43 |
100,87 |
4,46 |
OK0713 |
PL0000106563 |
93,97 |
94,12 |
4,47 |
4,35 |
94,05 |
4,41 |
DS1013 |
PL0000102836 |
100,69 |
100,81 |
4,54 |
4,47 |
100,75 |
4,50 |
OK0114 |
PL0000106712 |
91,66 |
91,74 |
4,63 |
4,58 |
91,70 |
4,60 |
PS0414 |
PL0000105433 |
102,18 |
102,28 |
4,66 |
4,61 |
102,23 |
4,64 |
WZ0115 |
PL0000106480 |
100,03 |
100,11 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
102,14 |
102,23 |
4,75 |
4,72 |
102,19 |
4,73 |
DS1015 |
PL0000103602 |
104,67 |
104,84 |
4,82 |
4,77 |
104,76 |
4,79 |
PS0416 |
PL0000106340 |
100,32 |
100,48 |
4,91 |
4,86 |
100,40 |
4,88 |
IZ0816 |
PL0000103529 |
103,24 |
103,55 |
--- |
--- |
103,40 |
--- |
PS1016 |
PL0000106795 |
99,06 |
99,18 |
4,97 |
4,94 |
99,12 |
4,95 |
DS1017 |
PL0000104543 |
100,80 |
100,93 |
5,07 |
5,05 |
100,87 |
5,06 |
WZ0118 |
PL0000104717 |
98,99 |
99,16 |
--- |
--- |
99,08 |
--- |
DS1019 |
PL0000105441 |
100,99 |
101,23 |
5,33 |
5,29 |
101,11 |
5,31 |
DS1020 |
PL0000106126 |
98,67 |
98,87 |
5,44 |
5,41 |
98,77 |
5,42 |
WZ0121 |
PL0000106068 |
97,01 |
97,18 |
--- |
--- |
97,10 |
--- |
DS1021 |
PL0000106670 |
101,66 |
101,90 |
5,51 |
5,48 |
101,78 |
5,50 |
WS0922 |
PL0000102646 |
101,65 |
101,90 |
5,53 |
5,50 |
101,78 |
5,51 |
IZ0823 |
PL0000105359 |
97,93 |
98,40 |
--- |
--- |
98,17 |
--- |
WS0429 |
PL0000105391 |
100,30 |
100,70 |
5,72 |
5,68 |
100,50 |
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 |
1 120 |
TOTAL |
1 120 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
50 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
160 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
30 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
80 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
50 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
40 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
15 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
25 |
OK0113 |
PL0000106324 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
10 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
230 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
20 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
20 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,200 |
4,300 |
4,288 |
160 |
PS0416 |
PL0000106340 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
100 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,200 |
4,250 |
4,227 |
370 |
PS1016 |
PL0000106795 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
180 |
TOTAL |
1 540 |