2012-02-29 |
MARKET DATA |
No 42 (1827) |
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 |
2 641,07 |
149 |
1 380,00 |
1 410,25 |
29 |
3 972,50 |
4 051,32 |
178 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 592,50 |
2 641,07 |
149 |
1 380,00 |
1 410,25 |
29 |
3 972,50 |
4 051,32 |
178 |
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 |
100,05 |
100,05 |
100,04 |
100,04 |
100,04 |
100,04 |
100,04 |
170 000 |
176,95 |
3 |
OK0712 |
PL0000105912 |
98,33 |
98,32 |
98,33 |
98,33 |
98,33 |
98,33 |
98,33 |
200 000 |
196,66 |
3 |
OK1012 |
PL0000106100 |
97,23 |
97,24 |
97,23 |
97,23 |
97,23 |
97,23 |
97,23 |
560 000 |
544,49 |
9 |
OK0113 |
PL0000106324 |
96,14 |
96,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,81 |
100,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,06 |
94,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,65 |
100,67 |
100,70 |
100,70 |
100,70 |
100,70 |
100,70 |
5 000 |
5,12 |
1 |
OK0114 |
PL0000106712 |
91,72 |
91,72 |
91,72 |
91,73 |
91,72 |
91,73 |
91,73 |
100 000 |
91,73 |
4 |
PS0414 |
PL0000105433 |
102,12 |
102,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,16 |
102,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,83 |
104,76 |
104,76 |
104,80 |
104,76 |
104,77 |
104,78 |
82 500 |
88,28 |
7 |
PS0416 |
PL0000106340 |
100,51 |
100,44 |
100,40 |
100,54 |
100,40 |
100,54 |
100,50 |
35 000 |
36,67 |
2 |
PS1016 |
PL0000106795 |
99,45 |
99,26 |
99,25 |
99,44 |
99,24 |
99,41 |
99,38 |
475 000 |
480,03 |
37 |
DS1017 |
PL0000104543 |
101,22 |
100,96 |
101,06 |
101,08 |
101,06 |
101,08 |
101,07 |
20 000 |
20,58 |
2 |
DS1019 |
PL0000105441 |
101,34 |
101,08 |
101,08 |
101,10 |
101,08 |
101,10 |
101,09 |
40 000 |
41,21 |
2 |
DS1020 |
PL0000106126 |
99,15 |
98,86 |
98,86 |
99,20 |
98,86 |
99,05 |
99,01 |
170 000 |
171,46 |
16 |
DS1021 |
PL0000106670 |
102,17 |
101,85 |
102,00 |
102,23 |
101,83 |
102,11 |
102,09 |
322 500 |
335,77 |
32 |
WS0922 |
PL0000102646 |
102,11 |
101,85 |
101,80 |
102,05 |
101,80 |
102,05 |
101,98 |
205 000 |
214,24 |
15 |
WS0429 |
PL0000105391 |
100,83 |
100,66 |
100,66 |
100,66 |
100,66 |
100,66 |
100,66 |
5 000 |
5,28 |
1 |
WS0437 |
PL0000104857 |
82,02 |
99,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,26 |
103,20 |
103,25 |
103,25 |
103,19 |
103,21 |
103,20 |
100 000 |
130,12 |
10 |
IZ0823 |
PL0000105359 |
98,03 |
98,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,06 |
100,06 |
100,07 |
100,07 |
100,07 |
100,07 |
100,07 |
25 000 |
25,14 |
1 |
WZ0117 |
PL0000106936 |
99,46 |
99,44 |
99,45 |
99,45 |
99,45 |
99,45 |
99,45 |
50 000 |
49,98 |
3 |
WZ0118 |
PL0000104717 |
98,98 |
98,98 |
99,00 |
99,00 |
99,00 |
99,00 |
99,00 |
27 500 |
27,36 |
1 |
WZ0121 |
PL0000106068 |
96,95 |
96,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
2 592 500 |
2 641,07 |
149 |
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 |
26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
180 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
292 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
334 |
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 |
98,35 |
4,31 |
4,23 |
98,34 |
4,26 |
OK1012 |
PL0000106100 |
97,22 |
97,26 |
4,42 |
4,35 |
97,24 |
4,38 |
OK0113 |
PL0000106324 |
96,12 |
96,18 |
4,48 |
4,41 |
96,15 |
4,44 |
PS0413 |
PL0000105037 |
100,80 |
100,85 |
4,50 |
4,46 |
100,83 |
4,48 |
OK0713 |
PL0000106563 |
94,04 |
94,13 |
4,50 |
4,42 |
94,09 |
4,46 |
DS1013 |
PL0000102836 |
100,62 |
100,69 |
4,58 |
4,53 |
100,66 |
4,55 |
OK0114 |
PL0000106712 |
91,70 |
91,76 |
4,66 |
4,63 |
91,73 |
4,64 |
PS0414 |
PL0000105433 |
102,09 |
102,17 |
4,69 |
4,66 |
102,13 |
4,68 |
WZ0115 |
PL0000106480 |
100,02 |
100,09 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
102,03 |
102,14 |
4,78 |
4,75 |
102,09 |
4,76 |
DS1015 |
PL0000103602 |
104,69 |
104,82 |
4,80 |
4,77 |
104,76 |
4,78 |
PS0416 |
PL0000106340 |
100,37 |
100,53 |
4,89 |
4,85 |
100,45 |
4,87 |
IZ0816 |
PL0000103529 |
103,18 |
103,39 |
--- |
--- |
103,29 |
--- |
PS1016 |
PL0000106795 |
99,22 |
99,29 |
4,93 |
4,91 |
99,26 |
4,92 |
DS1017 |
PL0000104543 |
100,87 |
101,03 |
5,06 |
5,03 |
100,95 |
5,04 |
WZ0118 |
PL0000104717 |
98,88 |
99,04 |
--- |
--- |
98,96 |
--- |
DS1019 |
PL0000105441 |
101,04 |
101,16 |
5,32 |
5,30 |
101,10 |
5,31 |
DS1020 |
PL0000106126 |
98,79 |
98,98 |
5,42 |
5,39 |
98,89 |
5,40 |
WZ0121 |
PL0000106068 |
96,87 |
97,02 |
--- |
--- |
96,95 |
--- |
DS1021 |
PL0000106670 |
101,82 |
101,98 |
5,49 |
5,47 |
101,90 |
5,48 |
WS0922 |
PL0000102646 |
101,77 |
101,99 |
5,52 |
5,49 |
101,88 |
5,50 |
IZ0823 |
PL0000105359 |
97,96 |
98,40 |
--- |
--- |
98,18 |
--- |
WS0429 |
PL0000105391 |
100,41 |
100,90 |
5,71 |
5,66 |
100,66 |
5,68 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,29 |
98,34 |
4,39 |
4,26 |
98,32 |
4,31 |
OK1012 |
PL0000106100 |
97,20 |
97,25 |
4,45 |
4,37 |
97,23 |
4,40 |
OK0113 |
PL0000106324 |
96,12 |
96,16 |
4,48 |
4,43 |
96,14 |
4,45 |
PS0413 |
PL0000105037 |
100,77 |
100,84 |
4,53 |
4,47 |
100,81 |
4,50 |
OK0713 |
PL0000106563 |
94,04 |
94,15 |
4,50 |
4,41 |
94,10 |
4,45 |
DS1013 |
PL0000102836 |
100,61 |
100,71 |
4,58 |
4,52 |
100,66 |
4,55 |
OK0114 |
PL0000106712 |
91,71 |
91,77 |
4,66 |
4,62 |
91,74 |
4,64 |
PS0414 |
PL0000105433 |
102,09 |
102,21 |
4,69 |
4,64 |
102,15 |
4,67 |
WZ0115 |
PL0000106480 |
100,03 |
100,11 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
102,12 |
102,24 |
4,75 |
4,71 |
102,18 |
4,73 |
DS1015 |
PL0000103602 |
104,78 |
104,90 |
4,78 |
4,74 |
104,84 |
4,76 |
PS0416 |
PL0000106340 |
100,44 |
100,61 |
4,87 |
4,83 |
100,53 |
4,85 |
IZ0816 |
PL0000103529 |
103,08 |
103,30 |
--- |
--- |
103,19 |
--- |
PS1016 |
PL0000106795 |
99,41 |
99,50 |
4,88 |
4,86 |
99,46 |
4,87 |
DS1017 |
PL0000104543 |
101,07 |
101,26 |
5,02 |
4,98 |
101,17 |
5,00 |
WZ0118 |
PL0000104717 |
98,93 |
99,09 |
--- |
--- |
99,01 |
--- |
DS1019 |
PL0000105441 |
101,27 |
101,46 |
5,29 |
5,25 |
101,37 |
5,27 |
DS1020 |
PL0000106126 |
99,02 |
99,19 |
5,39 |
5,36 |
99,11 |
5,37 |
WZ0121 |
PL0000106068 |
96,90 |
97,07 |
--- |
--- |
96,99 |
--- |
DS1021 |
PL0000106670 |
102,07 |
102,25 |
5,46 |
5,44 |
102,16 |
5,45 |
WS0922 |
PL0000102646 |
102,01 |
102,30 |
5,49 |
5,45 |
102,16 |
5,47 |
IZ0823 |
PL0000105359 |
97,93 |
98,31 |
--- |
--- |
98,12 |
--- |
WS0429 |
PL0000105391 |
100,73 |
101,12 |
5,68 |
5,64 |
100,93 |
5,66 |
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 |
4,510 |
4,550 |
4,525 |
320 |
TOTAL |
320 |
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 |
4,400 |
4,400 |
4,400 |
40 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
60 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,200 |
4,300 |
4,264 |
55 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
35 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,250 |
4,300 |
4,293 |
35 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,300 |
4,350 |
4,312 |
130 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,300 |
4,300 |
4,300 |
30 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
30 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
10 |
OK0713 |
PL0000106563 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
10 |
PS1016 |
PL0000106795 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
10 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
50 |
WZ0118 |
PL0000104717 |
0/2 |
2 |
4,300 |
4,300 |
4,300 |
10 |
DS1017 |
PL0000104543 |
1/5 |
4 |
4,250 |
4,250 |
4,250 |
20 |
DS1013 |
PL0000102836 |
0/5 |
5 |
4,300 |
4,300 |
4,300 |
10 |
DS1013 |
PL0000102836 |
1/8 |
7 |
4,250 |
4,300 |
4,268 |
95 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
40 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
10 |
OK1012 |
PL0000106100 |
0/7 |
7 |
4,300 |
4,300 |
4,300 |
10 |
DS1020 |
PL0000106126 |
2/9 |
7 |
4,300 |
4,300 |
4,300 |
20 |
PS0416 |
PL0000106340 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
80 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
270 |
TOTAL |
1 060 |