2012-02-22 |
MARKET DATA |
No 37 (1822) |
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 |
1 425,00 |
1 469,82 |
75 |
1 160,00 |
1 202,39 |
18 |
2 585,00 |
2 672,21 |
93 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 425,00 |
1 469,82 |
75 |
1 160,00 |
1 202,39 |
18 |
2 585,00 |
2 672,21 |
93 |
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 |
100,07 |
100,07 |
100,07 |
100,07 |
100,07 |
100,07 |
70 000 |
72,82 |
3 |
OK0712 |
PL0000105912 |
98,24 |
98,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,16 |
97,16 |
97,16 |
97,16 |
97,15 |
97,15 |
97,15 |
200 000 |
194,31 |
4 |
OK0113 |
PL0000106324 |
96,09 |
96,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,85 |
100,84 |
100,85 |
100,85 |
100,84 |
100,84 |
100,84 |
100 000 |
105,22 |
4 |
OK0713 |
PL0000106563 |
94,01 |
94,10 |
94,00 |
94,00 |
94,00 |
94,00 |
94,00 |
20 000 |
18,80 |
1 |
DS1013 |
PL0000102836 |
100,70 |
100,66 |
100,70 |
100,70 |
100,70 |
100,70 |
100,70 |
25 000 |
25,60 |
1 |
OK0114 |
PL0000106712 |
91,67 |
91,67 |
91,67 |
91,67 |
91,67 |
91,67 |
91,67 |
35 000 |
32,08 |
2 |
PS0414 |
PL0000105433 |
102,17 |
102,10 |
102,17 |
102,17 |
102,10 |
102,10 |
102,16 |
375 000 |
401,07 |
17 |
PS0415 |
PL0000105953 |
102,10 |
102,01 |
102,10 |
102,10 |
102,00 |
102,01 |
102,04 |
240 000 |
255,91 |
12 |
DS1015 |
PL0000103602 |
104,64 |
104,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,30 |
100,19 |
100,27 |
100,27 |
100,22 |
100,22 |
100,25 |
55 000 |
57,43 |
6 |
PS1016 |
PL0000106795 |
99,00 |
98,89 |
98,96 |
98,96 |
98,92 |
98,96 |
98,94 |
70 000 |
70,37 |
4 |
DS1017 |
PL0000104543 |
100,66 |
100,58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
100,85 |
100,72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
98,55 |
98,35 |
98,55 |
98,55 |
98,33 |
98,35 |
98,38 |
85 000 |
85,11 |
7 |
DS1021 |
PL0000106670 |
101,54 |
101,46 |
101,35 |
101,35 |
101,35 |
101,35 |
101,35 |
10 000 |
10,33 |
1 |
WS0922 |
PL0000102646 |
101,50 |
101,45 |
101,50 |
101,50 |
101,40 |
101,40 |
101,45 |
45 000 |
46,74 |
6 |
WS0429 |
PL0000105391 |
100,28 |
100,34 |
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 |
103,25 |
103,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
98,01 |
98,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,02 |
100,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,35 |
99,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,95 |
98,92 |
98,95 |
98,95 |
98,88 |
98,88 |
98,90 |
80 000 |
79,45 |
6 |
WZ0121 |
PL0000106068 |
96,85 |
96,87 |
96,85 |
96,85 |
96,85 |
96,85 |
96,85 |
15 000 |
14,59 |
1 |
TOTAL |
1 425 000 |
1 469,82 |
75 |
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 |
5 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
187 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
299 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
341 |
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 |
98,23 |
98,33 |
4,34 |
4,09 |
98,28 |
4,21 |
OK1012 |
PL0000106100 |
97,15 |
97,22 |
4,40 |
4,29 |
97,19 |
4,34 |
OK0113 |
PL0000106324 |
96,08 |
96,16 |
4,43 |
4,34 |
96,12 |
4,39 |
PS0413 |
PL0000105037 |
100,79 |
100,87 |
4,52 |
4,45 |
100,83 |
4,49 |
OK0713 |
PL0000106563 |
94,00 |
94,14 |
4,47 |
4,36 |
94,07 |
4,41 |
DS1013 |
PL0000102836 |
100,61 |
100,71 |
4,59 |
4,53 |
100,66 |
4,56 |
OK0114 |
PL0000106712 |
91,61 |
91,69 |
4,67 |
4,62 |
91,65 |
4,64 |
PS0414 |
PL0000105433 |
102,13 |
102,19 |
4,68 |
4,65 |
102,16 |
4,67 |
WZ0115 |
PL0000106480 |
99,98 |
100,08 |
--- |
--- |
100,03 |
--- |
PS0415 |
PL0000105953 |
101,96 |
102,09 |
4,81 |
4,77 |
102,03 |
4,79 |
DS1015 |
PL0000103602 |
104,55 |
104,73 |
4,85 |
4,80 |
104,64 |
4,83 |
PS0416 |
PL0000106340 |
100,24 |
100,38 |
4,93 |
4,89 |
100,31 |
4,91 |
IZ0816 |
PL0000103529 |
103,20 |
103,50 |
--- |
--- |
103,35 |
--- |
PS1016 |
PL0000106795 |
98,92 |
99,06 |
5,00 |
4,97 |
98,99 |
4,99 |
DS1017 |
PL0000104543 |
100,55 |
100,75 |
5,13 |
5,08 |
100,65 |
5,10 |
WZ0118 |
PL0000104717 |
98,83 |
99,01 |
--- |
--- |
98,92 |
--- |
DS1019 |
PL0000105441 |
100,69 |
100,89 |
5,38 |
5,35 |
100,79 |
5,36 |
DS1020 |
PL0000106126 |
98,41 |
98,62 |
5,48 |
5,44 |
98,52 |
5,46 |
WZ0121 |
PL0000106068 |
96,81 |
96,97 |
--- |
--- |
96,89 |
--- |
DS1021 |
PL0000106670 |
101,40 |
101,66 |
5,55 |
5,51 |
101,53 |
5,53 |
WS0922 |
PL0000102646 |
101,37 |
101,63 |
5,57 |
5,53 |
101,50 |
5,55 |
IZ0823 |
PL0000105359 |
97,94 |
98,38 |
--- |
--- |
98,16 |
--- |
WS0429 |
PL0000105391 |
100,04 |
100,46 |
5,74 |
5,70 |
100,25 |
5,72 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,23 |
98,30 |
4,34 |
4,16 |
98,27 |
4,24 |
OK1012 |
PL0000106100 |
97,14 |
97,18 |
4,42 |
4,35 |
97,16 |
4,38 |
OK0113 |
PL0000106324 |
96,08 |
96,14 |
4,43 |
4,36 |
96,11 |
4,40 |
PS0413 |
PL0000105037 |
100,80 |
100,87 |
4,51 |
4,45 |
100,84 |
4,48 |
OK0713 |
PL0000106563 |
93,98 |
94,13 |
4,48 |
4,36 |
94,06 |
4,42 |
DS1013 |
PL0000102836 |
100,58 |
100,71 |
4,61 |
4,53 |
100,65 |
4,56 |
OK0114 |
PL0000106712 |
91,63 |
91,69 |
4,66 |
4,62 |
91,66 |
4,64 |
PS0414 |
PL0000105433 |
102,06 |
102,19 |
4,72 |
4,65 |
102,13 |
4,68 |
WZ0115 |
PL0000106480 |
99,97 |
100,08 |
--- |
--- |
100,03 |
--- |
PS0415 |
PL0000105953 |
101,99 |
102,09 |
4,80 |
4,77 |
102,04 |
4,78 |
DS1015 |
PL0000103602 |
104,55 |
104,73 |
4,85 |
4,80 |
104,64 |
4,83 |
PS0416 |
PL0000106340 |
100,12 |
100,29 |
4,96 |
4,91 |
100,21 |
4,93 |
IZ0816 |
PL0000103529 |
103,19 |
103,50 |
--- |
--- |
103,35 |
--- |
PS1016 |
PL0000106795 |
98,88 |
98,99 |
5,01 |
4,99 |
98,94 |
5,00 |
DS1017 |
PL0000104543 |
100,49 |
100,77 |
5,14 |
5,08 |
100,63 |
5,11 |
WZ0118 |
PL0000104717 |
98,82 |
98,98 |
--- |
--- |
98,90 |
--- |
DS1019 |
PL0000105441 |
100,58 |
100,79 |
5,40 |
5,36 |
100,69 |
5,38 |
DS1020 |
PL0000106126 |
98,30 |
98,49 |
5,49 |
5,46 |
98,40 |
5,48 |
WZ0121 |
PL0000106068 |
96,75 |
96,94 |
--- |
--- |
96,85 |
--- |
DS1021 |
PL0000106670 |
101,29 |
101,61 |
5,56 |
5,52 |
101,45 |
5,54 |
WS0922 |
PL0000102646 |
101,37 |
101,54 |
5,57 |
5,54 |
101,46 |
5,56 |
IZ0823 |
PL0000105359 |
97,89 |
98,32 |
--- |
--- |
98,11 |
--- |
WS0429 |
PL0000105391 |
99,93 |
100,44 |
5,75 |
5,70 |
100,19 |
5,73 |
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 |
4,150 |
4,150 |
4,150 |
300 |
TOTAL |
300 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
55 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
45 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
50 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,100 |
4,100 |
4,100 |
10 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,050 |
4,200 |
4,125 |
50 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,050 |
4,200 |
4,166 |
155 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
75 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
55 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
20 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,100 |
4,100 |
4,100 |
40 |
PS1016 |
PL0000106795 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
45 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
40 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
30 |
PS0416 |
PL0000106340 |
1/8 |
7 |
4,200 |
4,250 |
4,236 |
190 |
TOTAL |
860 |