2012-02-23 |
MARKET DATA |
No 38 (1823) |
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 |
640,00 |
655,01 |
43 |
2 425,00 |
2 464,24 |
29 |
3 065,00 |
3 119,25 |
72 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
640,00 |
655,01 |
43 |
2 425,00 |
2 464,24 |
29 |
3 065,00 |
3 119,25 |
72 |
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 |
100,06 |
100,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
98,27 |
98,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,18 |
97,19 |
97,19 |
97,20 |
97,19 |
97,20 |
97,20 |
60 000 |
58,32 |
2 |
OK0113 |
PL0000106324 |
96,09 |
96,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,80 |
100,87 |
100,80 |
100,80 |
100,80 |
100,80 |
100,80 |
10 000 |
10,52 |
1 |
OK0713 |
PL0000106563 |
94,05 |
94,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,63 |
100,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
91,68 |
91,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,11 |
102,12 |
102,12 |
102,12 |
102,12 |
102,12 |
102,12 |
30 000 |
32,09 |
2 |
PS0415 |
PL0000105953 |
102,02 |
102,00 |
102,00 |
102,03 |
102,00 |
102,03 |
102,01 |
110 000 |
117,31 |
5 |
DS1015 |
PL0000103602 |
104,62 |
104,69 |
104,60 |
104,60 |
104,60 |
104,60 |
104,60 |
20 000 |
21,35 |
2 |
PS0416 |
PL0000106340 |
100,28 |
100,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
99,05 |
98,99 |
99,04 |
99,05 |
99,01 |
99,05 |
99,04 |
155 000 |
156,02 |
12 |
DS1017 |
PL0000104543 |
100,63 |
100,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
100,79 |
100,81 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
98,52 |
98,52 |
98,55 |
98,57 |
98,55 |
98,57 |
98,56 |
110 000 |
110,39 |
8 |
DS1021 |
PL0000106670 |
101,55 |
101,56 |
101,52 |
101,56 |
101,52 |
101,54 |
101,54 |
35 000 |
36,23 |
3 |
WS0922 |
PL0000102646 |
101,53 |
101,58 |
101,60 |
101,61 |
101,50 |
101,61 |
101,55 |
45 000 |
46,81 |
6 |
WS0429 |
PL0000105391 |
100,14 |
100,35 |
100,11 |
100,11 |
100,11 |
100,11 |
100,11 |
15 000 |
15,74 |
1 |
WS0437 |
PL0000104857 |
79,40 |
101,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,30 |
103,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
98,00 |
98,26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,02 |
100,03 |
100,02 |
100,02 |
100,02 |
100,02 |
100,02 |
50 000 |
50,24 |
1 |
WZ0117 |
PL0000106936 |
99,33 |
99,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,88 |
98,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,85 |
96,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
640 000 |
655,01 |
43 |
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 |
2 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
184 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
296 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
338 |
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 |
98,21 |
98,33 |
4,48 |
4,17 |
98,27 |
4,32 |
OK1012 |
PL0000106100 |
97,16 |
97,21 |
4,44 |
4,36 |
97,19 |
4,39 |
OK0113 |
PL0000106324 |
96,05 |
96,17 |
4,51 |
4,37 |
96,11 |
4,44 |
PS0413 |
PL0000105037 |
100,76 |
100,91 |
4,55 |
4,41 |
100,84 |
4,47 |
OK0713 |
PL0000106563 |
93,99 |
94,15 |
4,50 |
4,37 |
94,07 |
4,44 |
DS1013 |
PL0000102836 |
100,62 |
100,74 |
4,58 |
4,51 |
100,68 |
4,54 |
OK0114 |
PL0000106712 |
91,62 |
91,73 |
4,68 |
4,62 |
91,68 |
4,65 |
PS0414 |
PL0000105433 |
102,09 |
102,20 |
4,70 |
4,65 |
102,15 |
4,67 |
WZ0115 |
PL0000106480 |
99,98 |
100,08 |
--- |
--- |
100,03 |
--- |
PS0415 |
PL0000105953 |
101,97 |
102,10 |
4,81 |
4,76 |
102,04 |
4,78 |
DS1015 |
PL0000103602 |
104,57 |
104,79 |
4,84 |
4,78 |
104,68 |
4,81 |
PS0416 |
PL0000106340 |
100,25 |
100,38 |
4,92 |
4,89 |
100,32 |
4,90 |
IZ0816 |
PL0000103529 |
103,19 |
103,50 |
--- |
--- |
103,35 |
--- |
PS1016 |
PL0000106795 |
98,98 |
99,18 |
4,99 |
4,94 |
99,08 |
4,96 |
DS1017 |
PL0000104543 |
100,58 |
100,85 |
5,12 |
5,06 |
100,72 |
5,09 |
WZ0118 |
PL0000104717 |
98,81 |
98,97 |
--- |
--- |
98,89 |
--- |
DS1019 |
PL0000105441 |
100,73 |
100,89 |
5,37 |
5,35 |
100,81 |
5,36 |
DS1020 |
PL0000106126 |
98,48 |
98,62 |
5,47 |
5,44 |
98,55 |
5,46 |
WZ0121 |
PL0000106068 |
96,76 |
96,94 |
--- |
--- |
96,85 |
--- |
DS1021 |
PL0000106670 |
101,49 |
101,78 |
5,54 |
5,50 |
101,64 |
5,52 |
WS0922 |
PL0000102646 |
101,48 |
101,65 |
5,55 |
5,53 |
101,57 |
5,54 |
IZ0823 |
PL0000105359 |
97,89 |
98,33 |
--- |
--- |
98,11 |
--- |
WS0429 |
PL0000105391 |
100,02 |
100,49 |
5,74 |
5,70 |
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 |
98,25 |
98,32 |
4,38 |
4,20 |
98,29 |
4,27 |
OK1012 |
PL0000106100 |
97,17 |
97,21 |
4,42 |
4,36 |
97,19 |
4,39 |
OK0113 |
PL0000106324 |
96,08 |
96,16 |
4,47 |
4,38 |
96,12 |
4,42 |
PS0413 |
PL0000105037 |
100,76 |
100,89 |
4,55 |
4,43 |
100,83 |
4,48 |
OK0713 |
PL0000106563 |
94,03 |
94,16 |
4,47 |
4,37 |
94,10 |
4,41 |
DS1013 |
PL0000102836 |
100,61 |
100,69 |
4,59 |
4,54 |
100,65 |
4,56 |
OK0114 |
PL0000106712 |
91,65 |
91,74 |
4,67 |
4,61 |
91,70 |
4,64 |
PS0414 |
PL0000105433 |
102,07 |
102,17 |
4,71 |
4,66 |
102,12 |
4,68 |
WZ0115 |
PL0000106480 |
99,97 |
100,06 |
--- |
--- |
100,02 |
--- |
PS0415 |
PL0000105953 |
101,98 |
102,08 |
4,80 |
4,77 |
102,03 |
4,79 |
DS1015 |
PL0000103602 |
104,57 |
104,72 |
4,84 |
4,80 |
104,65 |
4,82 |
PS0416 |
PL0000106340 |
100,21 |
100,37 |
4,93 |
4,89 |
100,29 |
4,91 |
IZ0816 |
PL0000103529 |
103,19 |
103,46 |
--- |
--- |
103,33 |
--- |
PS1016 |
PL0000106795 |
98,96 |
99,07 |
4,99 |
4,97 |
99,02 |
4,98 |
DS1017 |
PL0000104543 |
100,55 |
100,78 |
5,13 |
5,08 |
100,67 |
5,10 |
WZ0118 |
PL0000104717 |
98,82 |
98,97 |
--- |
--- |
98,90 |
--- |
DS1019 |
PL0000105441 |
100,66 |
100,84 |
5,38 |
5,35 |
100,75 |
5,37 |
DS1020 |
PL0000106126 |
98,43 |
98,59 |
5,47 |
5,45 |
98,51 |
5,46 |
WZ0121 |
PL0000106068 |
96,80 |
96,94 |
--- |
--- |
96,87 |
--- |
DS1021 |
PL0000106670 |
101,44 |
101,59 |
5,54 |
5,52 |
101,52 |
5,53 |
WS0922 |
PL0000102646 |
101,44 |
101,62 |
5,56 |
5,53 |
101,53 |
5,55 |
IZ0823 |
PL0000105359 |
97,93 |
98,33 |
--- |
--- |
98,13 |
--- |
WS0429 |
PL0000105391 |
100,06 |
100,43 |
5,74 |
5,70 |
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 |
4,190 |
4,200 |
4,199 |
1 000 |
TOTAL |
1 000 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,000 |
4,100 |
4,047 |
95 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
70 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
30 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
20 |
PS1016 |
PL0000106795 |
0/1 |
1 |
4,050 |
4,100 |
4,095 |
375 |
WS0922 |
PL0000102646 |
1/4 |
3 |
4,100 |
4,100 |
4,100 |
75 |
DS1013 |
PL0000102836 |
1/4 |
3 |
4,150 |
4,150 |
4,150 |
90 |
OK1012 |
PL0000106100 |
1/4 |
3 |
4,100 |
4,100 |
4,100 |
10 |
DS1020 |
PL0000106126 |
1/4 |
3 |
4,150 |
4,150 |
4,150 |
30 |
DS1021 |
PL0000106670 |
1/4 |
3 |
4,100 |
4,100 |
4,100 |
55 |
DS1015 |
PL0000103602 |
0/4 |
4 |
4,100 |
4,150 |
4,138 |
80 |
PS0415 |
PL0000105953 |
0/4 |
4 |
4,150 |
4,150 |
4,150 |
85 |
OK0113 |
PL0000106324 |
0/4 |
4 |
4,100 |
4,100 |
4,100 |
20 |
DS1021 |
PL0000106670 |
0/5 |
5 |
4,100 |
4,100 |
4,100 |
200 |
OK0712 |
PL0000105912 |
1/8 |
7 |
4,100 |
4,100 |
4,100 |
10 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
25 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
70 |
OK0113 |
PL0000106324 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
45 |
OK0114 |
PL0000106712 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
40 |
TOTAL |
1 425 |