2012-02-28 |
MARKET DATA |
No 41 (1826) |
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 |
2 592,50 |
2 616,69 |
137 |
685,00 |
699,17 |
16 |
3 277,50 |
3 315,86 |
153 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 592,50 |
2 616,69 |
137 |
685,00 |
699,17 |
16 |
3 277,50 |
3 315,86 |
153 |
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 |
100,06 |
100,06 |
100,06 |
100,06 |
100,06 |
100,06 |
130 000 |
135,32 |
2 |
OK0712 |
PL0000105912 |
98,33 |
98,33 |
98,33 |
98,33 |
98,33 |
98,33 |
98,33 |
285 000 |
280,24 |
5 |
OK1012 |
PL0000106100 |
97,23 |
97,23 |
97,23 |
97,23 |
97,23 |
97,23 |
97,23 |
310 000 |
301,41 |
5 |
OK0113 |
PL0000106324 |
96,17 |
96,14 |
96,16 |
96,16 |
96,14 |
96,14 |
96,14 |
290 000 |
278,81 |
5 |
PS0413 |
PL0000105037 |
100,86 |
100,84 |
100,84 |
100,84 |
100,84 |
100,84 |
100,84 |
85 000 |
89,51 |
5 |
OK0713 |
PL0000106563 |
94,09 |
94,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,65 |
100,67 |
100,65 |
100,65 |
100,65 |
100,65 |
100,65 |
25 000 |
25,60 |
1 |
OK0114 |
PL0000106712 |
91,72 |
91,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,13 |
102,11 |
102,09 |
102,10 |
102,09 |
102,10 |
102,10 |
117 500 |
125,71 |
6 |
PS0415 |
PL0000105953 |
102,09 |
102,07 |
102,08 |
102,08 |
102,08 |
102,08 |
102,08 |
40 000 |
42,70 |
2 |
DS1015 |
PL0000103602 |
104,73 |
104,70 |
104,70 |
104,75 |
104,70 |
104,71 |
104,71 |
65 000 |
69,49 |
6 |
PS0416 |
PL0000106340 |
100,41 |
100,32 |
100,40 |
100,40 |
100,40 |
100,40 |
100,40 |
10 000 |
10,46 |
1 |
PS1016 |
PL0000106795 |
99,22 |
99,14 |
99,20 |
99,26 |
99,18 |
99,19 |
99,23 |
380 000 |
383,38 |
22 |
DS1017 |
PL0000104543 |
100,92 |
100,84 |
100,85 |
100,96 |
100,85 |
100,96 |
100,91 |
50 000 |
51,37 |
4 |
DS1019 |
PL0000105441 |
101,04 |
101,00 |
100,95 |
101,05 |
100,95 |
101,00 |
101,01 |
60 000 |
61,76 |
5 |
DS1020 |
PL0000106126 |
98,87 |
98,72 |
98,80 |
98,87 |
98,70 |
98,80 |
98,80 |
245 000 |
246,55 |
20 |
DS1021 |
PL0000106670 |
101,83 |
101,67 |
101,77 |
101,88 |
101,74 |
101,79 |
101,78 |
295 000 |
306,20 |
29 |
WS0922 |
PL0000102646 |
101,85 |
101,73 |
101,70 |
101,87 |
101,70 |
101,87 |
101,73 |
70 000 |
72,97 |
7 |
WS0429 |
PL0000105391 |
100,52 |
100,50 |
100,50 |
100,50 |
100,50 |
100,50 |
100,50 |
15 000 |
15,81 |
1 |
WS0437 |
PL0000104857 |
80,82 |
100,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,25 |
103,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
98,05 |
98,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,05 |
99,99 |
99,99 |
100,06 |
99,99 |
100,06 |
100,04 |
80 000 |
80,43 |
5 |
WZ0117 |
PL0000106936 |
99,42 |
99,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,90 |
98,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,91 |
96,90 |
96,91 |
96,91 |
96,90 |
96,90 |
96,90 |
40 000 |
38,96 |
6 |
TOTAL |
2 592 500 |
2 616,69 |
137 |
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 |
27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
181 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
293 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
335 |
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 |
98,32 |
98,36 |
4,28 |
4,18 |
98,34 |
4,23 |
OK1012 |
PL0000106100 |
97,22 |
97,26 |
4,40 |
4,33 |
97,24 |
4,36 |
OK0113 |
PL0000106324 |
96,13 |
96,20 |
4,45 |
4,37 |
96,17 |
4,40 |
PS0413 |
PL0000105037 |
100,83 |
100,88 |
4,48 |
4,43 |
100,86 |
4,45 |
OK0713 |
PL0000106563 |
94,03 |
94,11 |
4,49 |
4,43 |
94,07 |
4,46 |
DS1013 |
PL0000102836 |
100,64 |
100,73 |
4,57 |
4,51 |
100,69 |
4,53 |
OK0114 |
PL0000106712 |
91,68 |
91,75 |
4,67 |
4,63 |
91,72 |
4,64 |
PS0414 |
PL0000105433 |
102,09 |
102,19 |
4,70 |
4,65 |
102,14 |
4,67 |
WZ0115 |
PL0000106480 |
100,02 |
100,09 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
102,00 |
102,13 |
4,79 |
4,75 |
102,07 |
4,77 |
DS1015 |
PL0000103602 |
104,64 |
104,80 |
4,82 |
4,77 |
104,72 |
4,80 |
PS0416 |
PL0000106340 |
100,30 |
100,42 |
4,91 |
4,88 |
100,36 |
4,89 |
IZ0816 |
PL0000103529 |
103,14 |
103,39 |
--- |
--- |
103,27 |
--- |
PS1016 |
PL0000106795 |
99,08 |
99,20 |
4,97 |
4,94 |
99,14 |
4,95 |
DS1017 |
PL0000104543 |
100,75 |
100,91 |
5,08 |
5,05 |
100,83 |
5,07 |
WZ0118 |
PL0000104717 |
98,86 |
99,02 |
--- |
--- |
98,94 |
--- |
DS1019 |
PL0000105441 |
100,89 |
101,08 |
5,35 |
5,32 |
100,99 |
5,33 |
DS1020 |
PL0000106126 |
98,68 |
98,79 |
5,44 |
5,42 |
98,74 |
5,43 |
WZ0121 |
PL0000106068 |
96,86 |
96,98 |
--- |
--- |
96,92 |
--- |
DS1021 |
PL0000106670 |
101,66 |
101,78 |
5,51 |
5,50 |
101,72 |
5,51 |
WS0922 |
PL0000102646 |
101,68 |
101,85 |
5,53 |
5,51 |
101,77 |
5,52 |
IZ0823 |
PL0000105359 |
97,93 |
98,37 |
--- |
--- |
98,15 |
--- |
WS0429 |
PL0000105391 |
100,35 |
100,69 |
5,71 |
5,68 |
100,52 |
5,70 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,31 |
98,34 |
4,31 |
4,23 |
98,33 |
4,26 |
OK1012 |
PL0000106100 |
97,21 |
97,24 |
4,41 |
4,36 |
97,23 |
4,38 |
OK0113 |
PL0000106324 |
96,12 |
96,16 |
4,46 |
4,42 |
96,14 |
4,44 |
PS0413 |
PL0000105037 |
100,80 |
100,86 |
4,51 |
4,45 |
100,83 |
4,48 |
OK0713 |
PL0000106563 |
94,02 |
94,12 |
4,50 |
4,42 |
94,07 |
4,46 |
DS1013 |
PL0000102836 |
100,62 |
100,69 |
4,58 |
4,53 |
100,66 |
4,55 |
OK0114 |
PL0000106712 |
91,68 |
91,74 |
4,67 |
4,63 |
91,71 |
4,65 |
PS0414 |
PL0000105433 |
102,06 |
102,13 |
4,71 |
4,68 |
102,10 |
4,69 |
WZ0115 |
PL0000106480 |
100,02 |
100,09 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
102,03 |
102,13 |
4,78 |
4,75 |
102,08 |
4,77 |
DS1015 |
PL0000103602 |
104,63 |
104,77 |
4,82 |
4,78 |
104,70 |
4,80 |
PS0416 |
PL0000106340 |
100,34 |
100,46 |
4,90 |
4,87 |
100,40 |
4,88 |
IZ0816 |
PL0000103529 |
103,18 |
103,36 |
--- |
--- |
103,27 |
--- |
PS1016 |
PL0000106795 |
99,15 |
99,26 |
4,95 |
4,92 |
99,21 |
4,93 |
DS1017 |
PL0000104543 |
100,79 |
100,96 |
5,08 |
5,04 |
100,88 |
5,06 |
WZ0118 |
PL0000104717 |
98,86 |
99,03 |
--- |
--- |
98,95 |
--- |
DS1019 |
PL0000105441 |
100,95 |
101,08 |
5,34 |
5,32 |
101,02 |
5,33 |
DS1020 |
PL0000106126 |
98,65 |
98,82 |
5,44 |
5,42 |
98,74 |
5,43 |
WZ0121 |
PL0000106068 |
96,87 |
96,99 |
--- |
--- |
96,93 |
--- |
DS1021 |
PL0000106670 |
101,68 |
101,84 |
5,51 |
5,49 |
101,76 |
5,50 |
WS0922 |
PL0000102646 |
101,63 |
101,96 |
5,53 |
5,49 |
101,80 |
5,51 |
IZ0823 |
PL0000105359 |
97,98 |
98,41 |
--- |
--- |
98,20 |
--- |
WS0429 |
PL0000105391 |
100,25 |
100,65 |
5,72 |
5,68 |
100,45 |
5,70 |
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 |
4,650 |
4,650 |
4,650 |
125 |
TOTAL |
125 |
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 |
4,250 |
4,250 |
4,250 |
35 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
60 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
90 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,250 |
4,350 |
4,336 |
35 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
30 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,200 |
4,300 |
4,262 |
65 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
50 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
15 |
PS1016 |
PL0000106795 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
50 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
15 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
60 |
PS0416 |
PL0000106340 |
2/9 |
7 |
4,300 |
4,300 |
4,300 |
55 |
TOTAL |
560 |