2012-02-21 |
MARKET DATA |
No 36 (1821) |
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 |
1 590,00 |
1 587,51 |
95 |
770,00 |
792,48 |
15 |
2 360,00 |
2 380,00 |
110 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 590,00 |
1 587,51 |
95 |
770,00 |
792,48 |
15 |
2 360,00 |
2 380,00 |
110 |
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 |
100,07 |
100,08 |
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 |
97,16 |
97,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
96,09 |
96,16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,86 |
100,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,03 |
94,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,70 |
100,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
91,69 |
91,69 |
91,69 |
91,69 |
91,67 |
91,67 |
91,68 |
72 500 |
66,47 |
6 |
PS0414 |
PL0000105433 |
102,18 |
102,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,16 |
102,11 |
102,10 |
102,12 |
102,10 |
102,12 |
102,12 |
180 000 |
192,04 |
4 |
DS1015 |
PL0000103602 |
104,69 |
104,71 |
104,71 |
104,71 |
104,71 |
104,71 |
104,71 |
2 500 |
2,67 |
1 |
PS0416 |
PL0000106340 |
100,38 |
100,33 |
100,30 |
100,30 |
100,30 |
100,30 |
100,30 |
30 000 |
31,34 |
3 |
PS1016 |
PL0000106795 |
99,13 |
99,04 |
99,07 |
99,09 |
98,99 |
98,99 |
99,02 |
265 000 |
266,57 |
17 |
DS1017 |
PL0000104543 |
100,80 |
100,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,10 |
100,87 |
100,81 |
100,87 |
100,81 |
100,87 |
100,86 |
45 000 |
46,20 |
4 |
DS1020 |
PL0000106126 |
98,80 |
98,60 |
98,70 |
98,70 |
98,60 |
98,62 |
98,65 |
155 000 |
155,61 |
11 |
DS1021 |
PL0000106670 |
101,77 |
101,58 |
101,75 |
101,75 |
101,64 |
101,65 |
101,67 |
65 000 |
67,32 |
6 |
WS0922 |
PL0000102646 |
101,72 |
101,59 |
101,54 |
101,54 |
101,54 |
101,54 |
101,54 |
10 000 |
10,39 |
1 |
WS0429 |
PL0000105391 |
100,37 |
100,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
87,00 |
97,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,25 |
103,44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
98,00 |
98,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,05 |
100,05 |
100,04 |
100,04 |
100,04 |
100,04 |
100,04 |
35 000 |
35,15 |
2 |
WZ0117 |
PL0000106936 |
99,40 |
99,44 |
99,40 |
99,40 |
99,40 |
99,40 |
99,40 |
30 000 |
29,94 |
3 |
WZ0118 |
PL0000104717 |
99,04 |
98,97 |
99,04 |
99,04 |
98,96 |
98,96 |
98,98 |
115 000 |
114,28 |
8 |
WZ0121 |
PL0000106068 |
97,04 |
96,93 |
97,04 |
97,04 |
96,89 |
96,94 |
96,96 |
585 000 |
569,53 |
29 |
TOTAL |
1 590 000 |
1 587,51 |
95 |
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 |
6 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
188 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
300 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
342 |
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 |
98,33 |
4,34 |
4,06 |
98,28 |
4,19 |
OK1012 |
PL0000106100 |
97,13 |
97,22 |
4,41 |
4,27 |
97,18 |
4,33 |
OK0113 |
PL0000106324 |
96,07 |
96,19 |
4,43 |
4,29 |
96,13 |
4,36 |
PS0413 |
PL0000105037 |
100,84 |
100,93 |
4,48 |
4,40 |
100,89 |
4,44 |
OK0713 |
PL0000106563 |
94,01 |
94,17 |
4,45 |
4,32 |
94,09 |
4,39 |
DS1013 |
PL0000102836 |
100,69 |
100,86 |
4,54 |
4,43 |
100,78 |
4,48 |
OK0114 |
PL0000106712 |
91,68 |
91,78 |
4,62 |
4,56 |
91,73 |
4,59 |
PS0414 |
PL0000105433 |
102,14 |
102,31 |
4,68 |
4,60 |
102,23 |
4,64 |
WZ0115 |
PL0000106480 |
100,01 |
100,11 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
102,06 |
102,21 |
4,78 |
4,73 |
102,14 |
4,75 |
DS1015 |
PL0000103602 |
104,65 |
104,83 |
4,82 |
4,77 |
104,74 |
4,80 |
PS0416 |
PL0000106340 |
100,30 |
100,43 |
4,91 |
4,88 |
100,37 |
4,89 |
IZ0816 |
PL0000103529 |
103,16 |
103,54 |
--- |
--- |
103,35 |
--- |
PS1016 |
PL0000106795 |
99,03 |
99,19 |
4,98 |
4,94 |
99,11 |
4,96 |
DS1017 |
PL0000104543 |
100,69 |
100,96 |
5,10 |
5,04 |
100,83 |
5,07 |
WZ0118 |
PL0000104717 |
98,98 |
99,17 |
--- |
--- |
99,08 |
--- |
DS1019 |
PL0000105441 |
100,87 |
101,17 |
5,35 |
5,30 |
101,02 |
5,33 |
DS1020 |
PL0000106126 |
98,53 |
98,83 |
5,46 |
5,41 |
98,68 |
5,44 |
WZ0121 |
PL0000106068 |
96,99 |
97,19 |
--- |
--- |
97,09 |
--- |
DS1021 |
PL0000106670 |
101,62 |
101,76 |
5,52 |
5,50 |
101,69 |
5,51 |
WS0922 |
PL0000102646 |
101,50 |
101,83 |
5,55 |
5,51 |
101,67 |
5,53 |
IZ0823 |
PL0000105359 |
97,94 |
98,37 |
--- |
--- |
98,16 |
--- |
WS0429 |
PL0000105391 |
100,27 |
100,67 |
5,72 |
5,68 |
100,47 |
5,70 |
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 |
4,34 |
4,09 |
98,27 |
4,21 |
OK1012 |
PL0000106100 |
97,14 |
97,22 |
4,40 |
4,27 |
97,18 |
4,33 |
OK0113 |
PL0000106324 |
96,07 |
96,17 |
4,43 |
4,31 |
96,12 |
4,37 |
PS0413 |
PL0000105037 |
100,84 |
100,93 |
4,48 |
4,40 |
100,89 |
4,44 |
OK0713 |
PL0000106563 |
94,00 |
94,16 |
4,46 |
4,33 |
94,08 |
4,39 |
DS1013 |
PL0000102836 |
100,64 |
100,80 |
4,57 |
4,47 |
100,72 |
4,52 |
OK0114 |
PL0000106712 |
91,65 |
91,70 |
4,64 |
4,61 |
91,68 |
4,62 |
PS0414 |
PL0000105433 |
102,13 |
102,24 |
4,68 |
4,63 |
102,19 |
4,66 |
WZ0115 |
PL0000106480 |
99,99 |
100,09 |
--- |
--- |
100,04 |
--- |
PS0415 |
PL0000105953 |
102,06 |
102,14 |
4,78 |
4,75 |
102,10 |
4,76 |
DS1015 |
PL0000103602 |
104,62 |
104,77 |
4,83 |
4,79 |
104,70 |
4,81 |
PS0416 |
PL0000106340 |
100,27 |
100,39 |
4,92 |
4,89 |
100,33 |
4,90 |
IZ0816 |
PL0000103529 |
103,20 |
103,50 |
--- |
--- |
103,35 |
--- |
PS1016 |
PL0000106795 |
98,99 |
99,12 |
4,99 |
4,95 |
99,06 |
4,97 |
DS1017 |
PL0000104543 |
100,62 |
100,83 |
5,11 |
5,07 |
100,73 |
5,09 |
WZ0118 |
PL0000104717 |
98,80 |
99,01 |
--- |
--- |
98,91 |
--- |
DS1019 |
PL0000105441 |
100,81 |
100,95 |
5,36 |
5,34 |
100,88 |
5,35 |
DS1020 |
PL0000106126 |
98,50 |
98,69 |
5,46 |
5,43 |
98,60 |
5,45 |
WZ0121 |
PL0000106068 |
96,85 |
96,98 |
--- |
--- |
96,92 |
--- |
DS1021 |
PL0000106670 |
101,49 |
101,74 |
5,54 |
5,50 |
101,62 |
5,52 |
WS0922 |
PL0000102646 |
101,46 |
101,77 |
5,56 |
5,52 |
101,62 |
5,53 |
IZ0823 |
PL0000105359 |
97,93 |
98,38 |
--- |
--- |
98,16 |
--- |
WS0429 |
PL0000105391 |
100,23 |
100,65 |
5,72 |
5,68 |
100,44 |
5,70 |
REPO MARKET |
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 |
30 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
100 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
30 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
70 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,150 |
4,200 |
4,197 |
160 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
10 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
140 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,200 |
4,250 |
4,213 |
120 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,150 |
4,150 |
4,150 |
10 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
4,150 |
4,150 |
4,150 |
10 |
PS0416 |
PL0000106340 |
0/9 |
9 |
4,200 |
4,200 |
4,200 |
90 |
TOTAL |
770 |