2012-02-27 |
MARKET DATA |
No 40 (1825) |
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 |
1 235,00 |
1 307,71 |
97 |
2 640,00 |
2 691,24 |
22 |
3 875,00 |
3 998,95 |
119 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 235,00 |
1 307,71 |
97 |
2 640,00 |
2 691,24 |
22 |
3 875,00 |
3 998,95 |
119 |
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 |
98,30 |
98,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,22 |
97,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
96,14 |
96,16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,83 |
100,84 |
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 |
100,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
91,67 |
91,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,07 |
102,11 |
102,07 |
102,07 |
102,06 |
102,06 |
102,07 |
150 000 |
160,40 |
5 |
PS0415 |
PL0000105953 |
102,05 |
102,04 |
102,04 |
102,04 |
102,04 |
102,04 |
102,04 |
80 000 |
85,36 |
4 |
DS1015 |
PL0000103602 |
104,62 |
104,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,30 |
100,20 |
100,32 |
100,32 |
100,28 |
100,28 |
100,29 |
60 000 |
62,72 |
6 |
PS1016 |
PL0000106795 |
99,07 |
99,05 |
98,98 |
99,08 |
98,96 |
99,08 |
99,03 |
40 000 |
40,27 |
3 |
DS1017 |
PL0000104543 |
100,73 |
100,72 |
100,72 |
100,74 |
100,72 |
100,72 |
100,73 |
85 000 |
87,17 |
7 |
DS1019 |
PL0000105441 |
100,80 |
100,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
98,58 |
98,49 |
98,47 |
98,65 |
98,47 |
98,65 |
98,56 |
280 000 |
281,08 |
22 |
DS1021 |
PL0000106670 |
101,55 |
101,43 |
101,42 |
101,55 |
101,36 |
101,47 |
101,44 |
167 500 |
173,25 |
14 |
WS0922 |
PL0000102646 |
101,57 |
101,50 |
101,55 |
101,56 |
101,45 |
101,55 |
101,52 |
235 000 |
244,45 |
22 |
WS0429 |
PL0000105391 |
100,35 |
100,30 |
100,35 |
100,35 |
100,35 |
100,35 |
100,35 |
22 500 |
23,67 |
3 |
WS0437 |
PL0000104857 |
78,18 |
102,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,40 |
102,44 |
102,44 |
103,25 |
102,44 |
103,20 |
103,05 |
115 000 |
149,34 |
11 |
IZ0823 |
PL0000105359 |
98,05 |
98,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,04 |
100,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,37 |
99,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,90 |
98,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,90 |
96,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 235 000 |
1 307,71 |
97 |
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 |
28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
91 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
182 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
294 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
336 |
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 |
98,25 |
98,36 |
4,43 |
4,15 |
98,31 |
4,28 |
OK1012 |
PL0000106100 |
97,19 |
97,26 |
4,43 |
4,31 |
97,23 |
4,36 |
OK0113 |
PL0000106324 |
96,10 |
96,20 |
4,48 |
4,36 |
96,15 |
4,42 |
PS0413 |
PL0000105037 |
100,81 |
100,94 |
4,50 |
4,38 |
100,88 |
4,43 |
OK0713 |
PL0000106563 |
94,03 |
94,13 |
4,49 |
4,41 |
94,08 |
4,45 |
DS1013 |
PL0000102836 |
100,63 |
100,77 |
4,57 |
4,48 |
100,70 |
4,53 |
OK0114 |
PL0000106712 |
91,65 |
91,76 |
4,68 |
4,61 |
91,71 |
4,64 |
PS0414 |
PL0000105433 |
102,03 |
102,21 |
4,73 |
4,64 |
102,12 |
4,68 |
WZ0115 |
PL0000106480 |
100,00 |
100,10 |
--- |
--- |
100,05 |
--- |
PS0415 |
PL0000105953 |
101,95 |
102,13 |
4,81 |
4,75 |
102,04 |
4,78 |
DS1015 |
PL0000103602 |
104,50 |
104,71 |
4,86 |
4,80 |
104,61 |
4,83 |
PS0416 |
PL0000106340 |
100,14 |
100,30 |
4,95 |
4,91 |
100,22 |
4,93 |
IZ0816 |
PL0000103529 |
103,16 |
103,47 |
--- |
--- |
103,32 |
--- |
PS1016 |
PL0000106795 |
98,93 |
99,10 |
5,00 |
4,96 |
99,02 |
4,98 |
DS1017 |
PL0000104543 |
100,57 |
100,79 |
5,12 |
5,08 |
100,68 |
5,10 |
WZ0118 |
PL0000104717 |
98,84 |
98,99 |
--- |
--- |
98,92 |
--- |
DS1019 |
PL0000105441 |
100,53 |
100,86 |
5,40 |
5,35 |
100,70 |
5,38 |
DS1020 |
PL0000106126 |
98,27 |
98,53 |
5,50 |
5,46 |
98,40 |
5,48 |
WZ0121 |
PL0000106068 |
96,83 |
96,97 |
--- |
--- |
96,90 |
--- |
DS1021 |
PL0000106670 |
101,27 |
101,48 |
5,57 |
5,54 |
101,38 |
5,55 |
WS0922 |
PL0000102646 |
101,28 |
101,58 |
5,58 |
5,54 |
101,43 |
5,56 |
IZ0823 |
PL0000105359 |
97,91 |
98,34 |
--- |
--- |
98,13 |
--- |
WS0429 |
PL0000105391 |
99,94 |
100,42 |
5,75 |
5,71 |
100,18 |
5,73 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,28 |
98,33 |
4,36 |
4,23 |
98,31 |
4,28 |
OK1012 |
PL0000106100 |
97,20 |
97,25 |
4,41 |
4,33 |
97,23 |
4,36 |
OK0113 |
PL0000106324 |
96,12 |
96,17 |
4,45 |
4,39 |
96,15 |
4,42 |
PS0413 |
PL0000105037 |
100,82 |
100,86 |
4,49 |
4,45 |
100,84 |
4,47 |
OK0713 |
PL0000106563 |
94,02 |
94,11 |
4,49 |
4,42 |
94,07 |
4,45 |
DS1013 |
PL0000102836 |
100,62 |
100,76 |
4,58 |
4,49 |
100,69 |
4,54 |
OK0114 |
PL0000106712 |
91,65 |
91,71 |
4,68 |
4,64 |
91,68 |
4,66 |
PS0414 |
PL0000105433 |
102,04 |
102,14 |
4,72 |
4,67 |
102,09 |
4,70 |
WZ0115 |
PL0000106480 |
100,00 |
100,09 |
--- |
--- |
100,05 |
--- |
PS0415 |
PL0000105953 |
102,01 |
102,08 |
4,79 |
4,77 |
102,05 |
4,78 |
DS1015 |
PL0000103602 |
104,52 |
104,70 |
4,86 |
4,80 |
104,61 |
4,83 |
PS0416 |
PL0000106340 |
100,21 |
100,30 |
4,93 |
4,91 |
100,26 |
4,92 |
IZ0816 |
PL0000103529 |
103,13 |
103,36 |
--- |
--- |
103,25 |
--- |
PS1016 |
PL0000106795 |
99,00 |
99,13 |
4,98 |
4,95 |
99,07 |
4,97 |
DS1017 |
PL0000104543 |
100,69 |
100,82 |
5,10 |
5,07 |
100,76 |
5,08 |
WZ0118 |
PL0000104717 |
98,84 |
98,99 |
--- |
--- |
98,92 |
--- |
DS1019 |
PL0000105441 |
100,71 |
100,90 |
5,38 |
5,34 |
100,81 |
5,36 |
DS1020 |
PL0000106126 |
98,50 |
98,67 |
5,46 |
5,44 |
98,59 |
5,45 |
WZ0121 |
PL0000106068 |
96,85 |
96,98 |
--- |
--- |
96,92 |
--- |
DS1021 |
PL0000106670 |
101,45 |
101,64 |
5,54 |
5,52 |
101,55 |
5,53 |
WS0922 |
PL0000102646 |
101,47 |
101,64 |
5,55 |
5,53 |
101,56 |
5,54 |
IZ0823 |
PL0000105359 |
97,92 |
98,26 |
--- |
--- |
98,09 |
--- |
WS0429 |
PL0000105391 |
100,27 |
100,48 |
5,72 |
5,70 |
100,38 |
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 |
0/1 |
1 |
4,050 |
4,250 |
4,121 |
1 700 |
TOTAL |
1 700 |
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 |
4,050 |
4,050 |
4,050 |
25 |
WS0922 |
PL0000102646 |
1/2 |
1 |
4,050 |
4,050 |
4,050 |
15 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
65 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,050 |
4,050 |
4,050 |
30 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,050 |
4,050 |
4,050 |
25 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
35 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,050 |
4,050 |
4,050 |
25 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,050 |
4,050 |
4,050 |
30 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,100 |
4,100 |
4,100 |
40 |
PS1016 |
PL0000106795 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
200 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
100 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
4,050 |
4,050 |
4,050 |
10 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
100 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
40 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
40 |
PS1016 |
PL0000106795 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
160 |
TOTAL |
940 |