2012-02-24 |
MARKET DATA |
No 39 (1824) |
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 |
680,00 |
700,46 |
51 |
2 715,00 |
2 738,96 |
23 |
3 395,00 |
3 439,42 |
74 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
680,00 |
700,46 |
51 |
2 715,00 |
2 738,96 |
23 |
3 395,00 |
3 439,42 |
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 |
100,06 |
100,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
98,29 |
98,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,22 |
97,22 |
97,22 |
97,22 |
97,22 |
97,22 |
97,22 |
50 000 |
48,61 |
1 |
OK0113 |
PL0000106324 |
96,12 |
96,13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,83 |
100,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,05 |
94,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,64 |
100,72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
91,69 |
91,72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,10 |
102,19 |
102,10 |
102,10 |
102,10 |
102,10 |
102,10 |
50 000 |
53,48 |
1 |
PS0415 |
PL0000105953 |
102,05 |
102,07 |
102,08 |
102,08 |
102,08 |
102,08 |
102,08 |
90 000 |
96,05 |
3 |
DS1015 |
PL0000103602 |
104,65 |
104,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,29 |
100,29 |
100,29 |
100,30 |
100,25 |
100,30 |
100,29 |
60 000 |
62,70 |
5 |
PS1016 |
PL0000106795 |
99,07 |
99,06 |
99,10 |
99,13 |
99,05 |
99,11 |
99,10 |
90 000 |
90,66 |
9 |
DS1017 |
PL0000104543 |
100,80 |
100,78 |
100,83 |
100,83 |
100,82 |
100,83 |
100,83 |
45 000 |
46,19 |
5 |
DS1019 |
PL0000105441 |
100,86 |
100,85 |
100,85 |
100,87 |
100,79 |
100,85 |
100,85 |
130 000 |
133,56 |
12 |
DS1020 |
PL0000106126 |
98,60 |
98,58 |
98,70 |
98,70 |
98,59 |
98,60 |
98,63 |
55 000 |
55,24 |
5 |
DS1021 |
PL0000106670 |
101,59 |
101,59 |
101,70 |
101,70 |
101,54 |
101,57 |
101,59 |
100 000 |
103,57 |
9 |
WS0922 |
PL0000102646 |
101,58 |
101,62 |
101,55 |
101,55 |
101,55 |
101,55 |
101,55 |
10 000 |
10,40 |
1 |
WS0429 |
PL0000105391 |
100,30 |
100,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
78,18 |
102,59 |
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 |
98,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,03 |
100,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,33 |
99,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,90 |
98,94 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,89 |
96,91 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
680 000 |
700,46 |
51 |
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) |
28MAR12 |
PL0000006045 |
29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
183 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
295 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
337 |
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 |
98,27 |
98,34 |
4,35 |
4,17 |
98,31 |
4,25 |
OK1012 |
PL0000106100 |
97,19 |
97,26 |
4,41 |
4,30 |
97,23 |
4,34 |
OK0113 |
PL0000106324 |
96,09 |
96,19 |
4,47 |
4,35 |
96,14 |
4,41 |
PS0413 |
PL0000105037 |
100,81 |
100,91 |
4,50 |
4,41 |
100,86 |
4,45 |
OK0713 |
PL0000106563 |
94,02 |
94,16 |
4,48 |
4,37 |
94,09 |
4,43 |
DS1013 |
PL0000102836 |
100,61 |
100,74 |
4,59 |
4,50 |
100,68 |
4,54 |
OK0114 |
PL0000106712 |
91,67 |
91,75 |
4,66 |
4,61 |
91,71 |
4,64 |
PS0414 |
PL0000105433 |
102,09 |
102,22 |
4,70 |
4,63 |
102,16 |
4,66 |
WZ0115 |
PL0000106480 |
99,97 |
100,08 |
--- |
--- |
100,03 |
--- |
PS0415 |
PL0000105953 |
102,01 |
102,12 |
4,79 |
4,75 |
102,07 |
4,77 |
DS1015 |
PL0000103602 |
104,62 |
104,79 |
4,83 |
4,78 |
104,71 |
4,80 |
PS0416 |
PL0000106340 |
100,27 |
100,43 |
4,92 |
4,88 |
100,35 |
4,90 |
IZ0816 |
PL0000103529 |
103,19 |
103,47 |
--- |
--- |
103,33 |
--- |
PS1016 |
PL0000106795 |
99,01 |
99,14 |
4,98 |
4,95 |
99,08 |
4,96 |
DS1017 |
PL0000104543 |
100,70 |
100,86 |
5,09 |
5,06 |
100,78 |
5,08 |
WZ0118 |
PL0000104717 |
98,82 |
98,98 |
--- |
--- |
98,90 |
--- |
DS1019 |
PL0000105441 |
100,81 |
100,99 |
5,36 |
5,33 |
100,90 |
5,35 |
DS1020 |
PL0000106126 |
98,56 |
98,78 |
5,45 |
5,42 |
98,67 |
5,44 |
WZ0121 |
PL0000106068 |
96,82 |
96,97 |
--- |
--- |
96,90 |
--- |
DS1021 |
PL0000106670 |
101,55 |
101,74 |
5,53 |
5,50 |
101,65 |
5,52 |
WS0922 |
PL0000102646 |
101,54 |
101,75 |
5,54 |
5,52 |
101,65 |
5,53 |
IZ0823 |
PL0000105359 |
97,93 |
98,32 |
--- |
--- |
98,13 |
--- |
WS0429 |
PL0000105391 |
100,10 |
100,60 |
5,73 |
5,69 |
100,35 |
5,71 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,27 |
98,33 |
4,35 |
4,20 |
98,30 |
4,28 |
OK1012 |
PL0000106100 |
97,20 |
97,25 |
4,39 |
4,31 |
97,23 |
4,34 |
OK0113 |
PL0000106324 |
96,11 |
96,16 |
4,45 |
4,39 |
96,14 |
4,41 |
PS0413 |
PL0000105037 |
100,81 |
100,90 |
4,50 |
4,42 |
100,86 |
4,45 |
OK0713 |
PL0000106563 |
94,04 |
94,11 |
4,47 |
4,41 |
94,08 |
4,44 |
DS1013 |
PL0000102836 |
100,63 |
100,73 |
4,57 |
4,51 |
100,68 |
4,54 |
OK0114 |
PL0000106712 |
91,65 |
91,74 |
4,67 |
4,62 |
91,70 |
4,64 |
PS0414 |
PL0000105433 |
102,04 |
102,21 |
4,72 |
4,64 |
102,13 |
4,68 |
WZ0115 |
PL0000106480 |
100,00 |
100,09 |
--- |
--- |
100,05 |
--- |
PS0415 |
PL0000105953 |
102,03 |
102,14 |
4,79 |
4,75 |
102,09 |
4,76 |
DS1015 |
PL0000103602 |
104,60 |
104,74 |
4,83 |
4,79 |
104,67 |
4,81 |
PS0416 |
PL0000106340 |
100,23 |
100,35 |
4,93 |
4,90 |
100,29 |
4,91 |
IZ0816 |
PL0000103529 |
103,23 |
103,46 |
--- |
--- |
103,35 |
--- |
PS1016 |
PL0000106795 |
99,05 |
99,22 |
4,97 |
4,93 |
99,14 |
4,95 |
DS1017 |
PL0000104543 |
100,71 |
100,88 |
5,09 |
5,06 |
100,80 |
5,07 |
WZ0118 |
PL0000104717 |
98,85 |
98,99 |
--- |
--- |
98,92 |
--- |
DS1019 |
PL0000105441 |
100,70 |
100,94 |
5,38 |
5,34 |
100,82 |
5,36 |
DS1020 |
PL0000106126 |
98,45 |
98,69 |
5,47 |
5,43 |
98,57 |
5,45 |
WZ0121 |
PL0000106068 |
96,85 |
96,97 |
--- |
--- |
96,91 |
--- |
DS1021 |
PL0000106670 |
101,53 |
101,69 |
5,53 |
5,51 |
101,61 |
5,52 |
WS0922 |
PL0000102646 |
101,52 |
101,80 |
5,55 |
5,51 |
101,66 |
5,53 |
IZ0823 |
PL0000105359 |
97,93 |
98,37 |
--- |
--- |
98,15 |
--- |
WS0429 |
PL0000105391 |
100,17 |
100,55 |
5,73 |
5,69 |
100,36 |
5,71 |
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 |
0/3 |
3 |
4,000 |
4,100 |
4,077 |
1 490 |
TOTAL |
1 490 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1013 |
PL0000102836 |
3/4 |
1 |
4,000 |
4,000 |
4,000 |
60 |
DS1015 |
PL0000103602 |
3/4 |
1 |
4,100 |
4,100 |
4,100 |
100 |
PS0413 |
PL0000105037 |
3/4 |
1 |
4,000 |
4,000 |
4,000 |
260 |
DS1019 |
PL0000105441 |
3/4 |
1 |
4,100 |
4,100 |
4,100 |
75 |
DS1020 |
PL0000106126 |
3/4 |
1 |
4,000 |
4,000 |
4,000 |
35 |
OK0713 |
PL0000106563 |
3/4 |
1 |
4,100 |
4,100 |
4,100 |
85 |
DS1017 |
PL0000104543 |
0/3 |
3 |
4,000 |
4,000 |
4,000 |
10 |
DS1019 |
PL0000105441 |
0/3 |
3 |
4,000 |
4,000 |
4,000 |
10 |
PS1016 |
PL0000106795 |
0/3 |
3 |
4,100 |
4,100 |
4,100 |
110 |
PS0413 |
PL0000105037 |
0/4 |
4 |
4,150 |
4,150 |
4,150 |
35 |
PS1016 |
PL0000106795 |
0/4 |
4 |
4,000 |
4,000 |
4,000 |
20 |
WS0922 |
PL0000102646 |
3/10 |
7 |
4,100 |
4,100 |
4,100 |
100 |
DS1017 |
PL0000104543 |
3/10 |
7 |
4,150 |
4,150 |
4,150 |
105 |
OK0113 |
PL0000106324 |
3/10 |
7 |
4,150 |
4,150 |
4,150 |
180 |
DS1021 |
PL0000106670 |
3/10 |
7 |
4,150 |
4,150 |
4,150 |
40 |
TOTAL |
1 225 |