2012-03-01 |
MARKET DATA |
No 43 (1828) |
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 |
1 872,50 |
1 882,98 |
124 |
1 830,00 |
1 860,30 |
21 |
3 702,50 |
3 743,27 |
145 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 872,50 |
1 882,98 |
124 |
1 830,00 |
1 860,30 |
21 |
3 702,50 |
3 743,27 |
145 |
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 |
100,03 |
100,05 |
100,03 |
100,03 |
100,03 |
100,03 |
100,03 |
10 000 |
10,41 |
1 |
OK0712 |
PL0000105912 |
98,34 |
98,33 |
98,33 |
98,33 |
98,33 |
98,33 |
98,33 |
125 000 |
122,91 |
2 |
OK1012 |
PL0000106100 |
97,25 |
97,24 |
97,25 |
97,25 |
97,25 |
97,25 |
97,25 |
225 000 |
218,81 |
4 |
OK0113 |
PL0000106324 |
96,16 |
96,14 |
96,16 |
96,16 |
96,11 |
96,11 |
96,15 |
102 500 |
98,55 |
4 |
PS0413 |
PL0000105037 |
100,79 |
100,80 |
100,81 |
100,81 |
100,81 |
100,81 |
100,81 |
2 500 |
2,63 |
1 |
OK0713 |
PL0000106563 |
94,08 |
94,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,65 |
100,65 |
100,64 |
100,64 |
100,64 |
100,64 |
100,64 |
60 000 |
61,47 |
3 |
OK0114 |
PL0000106712 |
91,77 |
91,77 |
91,77 |
91,77 |
91,76 |
91,76 |
91,77 |
190 000 |
174,36 |
7 |
PS0414 |
PL0000105433 |
102,14 |
102,17 |
102,17 |
102,18 |
102,17 |
102,18 |
102,17 |
100 000 |
107,12 |
4 |
PS0415 |
PL0000105953 |
102,17 |
102,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,86 |
104,85 |
104,86 |
104,86 |
104,86 |
104,86 |
104,86 |
10 000 |
10,71 |
1 |
PS0416 |
PL0000106340 |
100,53 |
100,48 |
100,46 |
100,53 |
100,46 |
100,53 |
100,50 |
55 000 |
57,64 |
4 |
PS1016 |
PL0000106795 |
99,50 |
99,40 |
99,40 |
99,51 |
99,40 |
99,49 |
99,45 |
240 000 |
242,78 |
18 |
DS1017 |
PL0000104543 |
101,26 |
101,13 |
101,16 |
101,24 |
101,16 |
101,23 |
101,21 |
35 000 |
36,09 |
4 |
DS1019 |
PL0000105441 |
101,44 |
101,23 |
101,30 |
101,46 |
101,23 |
101,46 |
101,36 |
105 000 |
108,51 |
9 |
DS1020 |
PL0000106126 |
99,20 |
99,00 |
99,00 |
99,23 |
99,00 |
99,23 |
99,12 |
45 000 |
45,46 |
4 |
DS1021 |
PL0000106670 |
102,27 |
102,00 |
101,95 |
102,28 |
101,95 |
102,20 |
102,14 |
330 000 |
343,91 |
33 |
WS0922 |
PL0000102646 |
102,18 |
101,95 |
101,95 |
102,30 |
101,95 |
102,30 |
102,14 |
65 000 |
68,07 |
8 |
WS0429 |
PL0000105391 |
101,02 |
100,83 |
100,98 |
101,00 |
100,98 |
101,00 |
100,99 |
25 000 |
26,49 |
2 |
WS0437 |
PL0000104857 |
80,33 |
99,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,16 |
103,20 |
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 |
100,07 |
100,09 |
100,09 |
100,09 |
100,09 |
100,09 |
100,09 |
10 000 |
10,06 |
2 |
WZ0117 |
PL0000106936 |
99,47 |
99,48 |
99,48 |
99,49 |
99,48 |
99,49 |
99,48 |
115 000 |
115,04 |
11 |
WZ0118 |
PL0000104717 |
98,97 |
99,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,00 |
97,00 |
97,02 |
97,02 |
97,02 |
97,02 |
97,02 |
22 500 |
21,95 |
2 |
TOTAL |
1 872 500 |
1 882,98 |
124 |
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 |
23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
177 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
289 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
331 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
359 |
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 |
98,37 |
4,40 |
4,27 |
98,35 |
4,32 |
OK1012 |
PL0000106100 |
97,23 |
97,30 |
4,46 |
4,34 |
97,27 |
4,39 |
OK0113 |
PL0000106324 |
96,15 |
96,19 |
4,48 |
4,43 |
96,17 |
4,46 |
PS0413 |
PL0000105037 |
100,78 |
100,87 |
4,52 |
4,44 |
100,83 |
4,47 |
OK0713 |
PL0000106563 |
94,07 |
94,20 |
4,50 |
4,40 |
94,14 |
4,44 |
DS1013 |
PL0000102836 |
100,64 |
100,71 |
4,56 |
4,52 |
100,68 |
4,54 |
OK0114 |
PL0000106712 |
91,74 |
91,81 |
4,66 |
4,62 |
91,78 |
4,64 |
PS0414 |
PL0000105433 |
102,08 |
102,18 |
4,70 |
4,65 |
102,13 |
4,67 |
WZ0115 |
PL0000106480 |
100,04 |
100,11 |
--- |
--- |
100,08 |
--- |
PS0415 |
PL0000105953 |
102,07 |
102,20 |
4,77 |
4,72 |
102,14 |
4,74 |
DS1015 |
PL0000103602 |
104,71 |
104,87 |
4,79 |
4,75 |
104,79 |
4,77 |
PS0416 |
PL0000106340 |
100,41 |
100,53 |
4,88 |
4,85 |
100,47 |
4,86 |
IZ0816 |
PL0000103529 |
103,08 |
103,30 |
--- |
--- |
103,19 |
--- |
PS1016 |
PL0000106795 |
99,34 |
99,46 |
4,90 |
4,87 |
99,40 |
4,89 |
DS1017 |
PL0000104543 |
101,05 |
101,22 |
5,02 |
4,99 |
101,14 |
5,00 |
WZ0118 |
PL0000104717 |
98,91 |
99,07 |
--- |
--- |
98,99 |
--- |
DS1019 |
PL0000105441 |
101,18 |
101,35 |
5,30 |
5,27 |
101,27 |
5,28 |
DS1020 |
PL0000106126 |
98,93 |
99,13 |
5,40 |
5,37 |
99,03 |
5,38 |
WZ0121 |
PL0000106068 |
96,90 |
97,03 |
--- |
--- |
96,97 |
--- |
DS1021 |
PL0000106670 |
101,91 |
102,11 |
5,48 |
5,45 |
102,01 |
5,47 |
WS0922 |
PL0000102646 |
101,89 |
102,15 |
5,50 |
5,47 |
102,02 |
5,48 |
IZ0823 |
PL0000105359 |
97,90 |
98,33 |
--- |
--- |
98,12 |
--- |
WS0429 |
PL0000105391 |
100,59 |
100,97 |
5,69 |
5,65 |
100,78 |
5,67 |
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 |
4,48 |
4,35 |
98,32 |
4,40 |
OK1012 |
PL0000106100 |
97,21 |
97,26 |
4,49 |
4,41 |
97,24 |
4,44 |
OK0113 |
PL0000106324 |
96,10 |
96,15 |
4,54 |
4,48 |
96,13 |
4,51 |
PS0413 |
PL0000105037 |
100,76 |
100,81 |
4,54 |
4,49 |
100,79 |
4,51 |
OK0713 |
PL0000106563 |
94,04 |
94,16 |
4,52 |
4,43 |
94,10 |
4,48 |
DS1013 |
PL0000102836 |
100,61 |
100,67 |
4,58 |
4,54 |
100,64 |
4,56 |
OK0114 |
PL0000106712 |
91,73 |
91,80 |
4,67 |
4,62 |
91,77 |
4,64 |
PS0414 |
PL0000105433 |
102,11 |
102,23 |
4,68 |
4,62 |
102,17 |
4,65 |
WZ0115 |
PL0000106480 |
100,05 |
100,11 |
--- |
--- |
100,08 |
--- |
PS0415 |
PL0000105953 |
102,09 |
102,21 |
4,76 |
4,72 |
102,15 |
4,74 |
DS1015 |
PL0000103602 |
104,79 |
104,92 |
4,77 |
4,73 |
104,86 |
4,75 |
PS0416 |
PL0000106340 |
100,46 |
100,58 |
4,87 |
4,83 |
100,52 |
4,85 |
IZ0816 |
PL0000103529 |
103,10 |
103,33 |
--- |
--- |
103,22 |
--- |
PS1016 |
PL0000106795 |
99,40 |
99,51 |
4,89 |
4,86 |
99,46 |
4,87 |
DS1017 |
PL0000104543 |
101,16 |
101,37 |
5,00 |
4,96 |
101,27 |
4,98 |
WZ0118 |
PL0000104717 |
98,92 |
99,09 |
--- |
--- |
99,01 |
--- |
DS1019 |
PL0000105441 |
101,35 |
101,56 |
5,27 |
5,24 |
101,46 |
5,25 |
DS1020 |
PL0000106126 |
99,12 |
99,33 |
5,37 |
5,34 |
99,23 |
5,35 |
WZ0121 |
PL0000106068 |
96,96 |
97,06 |
--- |
--- |
97,01 |
--- |
DS1021 |
PL0000106670 |
102,17 |
102,33 |
5,45 |
5,42 |
102,25 |
5,43 |
WS0922 |
PL0000102646 |
102,06 |
102,34 |
5,48 |
5,44 |
102,20 |
5,46 |
IZ0823 |
PL0000105359 |
97,93 |
98,33 |
--- |
--- |
98,13 |
--- |
WS0429 |
PL0000105391 |
100,94 |
101,28 |
5,66 |
5,63 |
101,11 |
5,64 |
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 |
4,400 |
4,450 |
4,429 |
700 |
TOTAL |
700 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
45 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
30 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
40 |
PS1016 |
PL0000106795 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
200 |
DS1019 |
PL0000105441 |
1/4 |
3 |
4,250 |
4,270 |
4,265 |
40 |
DS1017 |
PL0000104543 |
1/5 |
4 |
4,250 |
4,250 |
4,250 |
60 |
PS0415 |
PL0000105953 |
1/5 |
4 |
4,250 |
4,250 |
4,250 |
10 |
PS1016 |
PL0000106795 |
0/4 |
4 |
4,200 |
4,200 |
4,200 |
20 |
DS1019 |
PL0000105441 |
1/6 |
5 |
4,250 |
4,250 |
4,250 |
20 |
DS1013 |
PL0000102836 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
10 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
90 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
35 |
PS1016 |
PL0000106795 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
530 |
TOTAL |
1 130 |