2012-03-02 |
MARKET DATA |
No 44 (1829) |
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 |
837,50 |
848,93 |
55 |
2 170,00 |
2 190,52 |
29 |
3 007,50 |
3 039,45 |
84 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
837,50 |
848,93 |
55 |
2 170,00 |
2 190,52 |
29 |
3 007,50 |
3 039,45 |
84 |
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 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
98,31 |
98,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,23 |
97,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
96,11 |
96,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,77 |
100,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,05 |
94,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,63 |
100,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
91,78 |
91,79 |
91,79 |
91,79 |
91,79 |
91,79 |
91,79 |
45 000 |
41,31 |
3 |
PS0414 |
PL0000105433 |
102,16 |
102,19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,11 |
102,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,81 |
104,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,53 |
100,49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
99,52 |
99,45 |
99,47 |
99,55 |
99,47 |
99,55 |
99,50 |
97 500 |
98,69 |
8 |
DS1017 |
PL0000104543 |
101,37 |
101,27 |
101,35 |
101,37 |
101,35 |
101,37 |
101,36 |
30 000 |
30,98 |
3 |
DS1019 |
PL0000105441 |
101,66 |
101,44 |
101,53 |
101,66 |
101,53 |
101,66 |
101,57 |
35 000 |
36,25 |
4 |
DS1020 |
PL0000106126 |
99,40 |
99,17 |
99,18 |
99,20 |
99,18 |
99,20 |
99,19 |
55 000 |
55,60 |
2 |
DS1021 |
PL0000106670 |
102,46 |
102,21 |
102,30 |
102,42 |
102,30 |
102,42 |
102,36 |
80 000 |
83,56 |
7 |
WS0922 |
PL0000102646 |
102,43 |
102,24 |
102,45 |
102,45 |
102,45 |
102,45 |
102,45 |
10 000 |
10,50 |
1 |
WS0429 |
PL0000105391 |
101,42 |
101,14 |
101,40 |
101,43 |
101,40 |
101,43 |
101,42 |
25 000 |
26,60 |
2 |
WS0437 |
PL0000104857 |
80,76 |
99,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,32 |
101,71 |
103,34 |
103,34 |
103,34 |
103,34 |
103,34 |
10 000 |
13,05 |
2 |
IZ0823 |
PL0000105359 |
98,30 |
98,23 |
98,30 |
98,30 |
98,30 |
98,30 |
98,30 |
10 000 |
11,22 |
1 |
WZ0115 |
PL0000106480 |
100,07 |
100,07 |
100,06 |
100,07 |
100,06 |
100,07 |
100,07 |
155 000 |
155,98 |
5 |
WZ0117 |
PL0000106936 |
99,55 |
99,50 |
99,50 |
99,58 |
99,50 |
99,58 |
99,54 |
265 000 |
265,27 |
16 |
WZ0118 |
PL0000104717 |
99,09 |
98,15 |
99,07 |
99,07 |
99,07 |
99,07 |
99,07 |
20 000 |
19,93 |
1 |
WZ0121 |
PL0000106068 |
97,02 |
96,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
837 500 |
848,93 |
55 |
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 |
22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
176 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
288 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
330 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
358 |
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 |
98,30 |
98,35 |
4,49 |
4,35 |
98,33 |
4,41 |
OK1012 |
PL0000106100 |
97,21 |
97,27 |
4,51 |
4,41 |
97,24 |
4,46 |
OK0113 |
PL0000106324 |
96,09 |
96,17 |
4,57 |
4,47 |
96,13 |
4,52 |
PS0413 |
PL0000105037 |
100,76 |
100,81 |
4,53 |
4,49 |
100,79 |
4,51 |
OK0713 |
PL0000106563 |
94,03 |
94,17 |
4,54 |
4,43 |
94,10 |
4,48 |
DS1013 |
PL0000102836 |
100,61 |
100,70 |
4,58 |
4,52 |
100,66 |
4,55 |
OK0114 |
PL0000106712 |
91,75 |
91,80 |
4,66 |
4,63 |
91,78 |
4,64 |
PS0414 |
PL0000105433 |
102,12 |
102,21 |
4,68 |
4,63 |
102,17 |
4,65 |
WZ0115 |
PL0000106480 |
100,04 |
100,11 |
--- |
--- |
100,08 |
--- |
PS0415 |
PL0000105953 |
102,08 |
102,20 |
4,76 |
4,72 |
102,14 |
4,74 |
DS1015 |
PL0000103602 |
104,77 |
104,91 |
4,78 |
4,73 |
104,84 |
4,76 |
PS0416 |
PL0000106340 |
100,46 |
100,59 |
4,87 |
4,83 |
100,53 |
4,85 |
IZ0816 |
PL0000103529 |
103,14 |
103,35 |
--- |
--- |
103,25 |
--- |
PS1016 |
PL0000106795 |
99,39 |
99,51 |
4,89 |
4,86 |
99,45 |
4,87 |
DS1017 |
PL0000104543 |
101,17 |
101,33 |
5,00 |
4,96 |
101,25 |
4,98 |
WZ0118 |
PL0000104717 |
98,94 |
99,10 |
--- |
--- |
99,02 |
--- |
DS1019 |
PL0000105441 |
101,38 |
101,53 |
5,27 |
5,24 |
101,46 |
5,25 |
DS1020 |
PL0000106126 |
99,07 |
99,29 |
5,38 |
5,35 |
99,18 |
5,36 |
WZ0121 |
PL0000106068 |
96,94 |
97,07 |
--- |
--- |
97,01 |
--- |
DS1021 |
PL0000106670 |
102,08 |
102,32 |
5,46 |
5,43 |
102,20 |
5,44 |
WS0922 |
PL0000102646 |
102,01 |
102,33 |
5,49 |
5,45 |
102,17 |
5,47 |
IZ0823 |
PL0000105359 |
97,89 |
98,31 |
--- |
--- |
98,10 |
--- |
WS0429 |
PL0000105391 |
100,86 |
101,32 |
5,66 |
5,62 |
101,09 |
5,64 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,30 |
98,35 |
4,49 |
4,35 |
98,33 |
4,41 |
OK1012 |
PL0000106100 |
97,21 |
97,25 |
4,51 |
4,44 |
97,23 |
4,48 |
OK0113 |
PL0000106324 |
96,10 |
96,16 |
4,56 |
4,48 |
96,13 |
4,52 |
PS0413 |
PL0000105037 |
100,75 |
100,80 |
4,54 |
4,50 |
100,78 |
4,52 |
OK0713 |
PL0000106563 |
94,04 |
94,13 |
4,53 |
4,46 |
94,09 |
4,49 |
DS1013 |
PL0000102836 |
100,62 |
100,68 |
4,58 |
4,54 |
100,65 |
4,56 |
OK0114 |
PL0000106712 |
91,76 |
91,81 |
4,65 |
4,62 |
91,79 |
4,64 |
PS0414 |
PL0000105433 |
102,15 |
102,24 |
4,66 |
4,62 |
102,20 |
4,64 |
WZ0115 |
PL0000106480 |
100,04 |
100,11 |
--- |
--- |
100,08 |
--- |
PS0415 |
PL0000105953 |
102,07 |
102,20 |
4,77 |
4,72 |
102,14 |
4,74 |
DS1015 |
PL0000103602 |
104,75 |
104,90 |
4,78 |
4,74 |
104,83 |
4,76 |
PS0416 |
PL0000106340 |
100,49 |
100,61 |
4,86 |
4,83 |
100,55 |
4,84 |
IZ0816 |
PL0000103529 |
103,22 |
103,47 |
--- |
--- |
103,35 |
--- |
PS1016 |
PL0000106795 |
99,45 |
99,54 |
4,87 |
4,85 |
99,50 |
4,86 |
DS1017 |
PL0000104543 |
101,29 |
101,44 |
4,97 |
4,94 |
101,37 |
4,96 |
WZ0118 |
PL0000104717 |
99,03 |
99,22 |
--- |
--- |
99,13 |
--- |
DS1019 |
PL0000105441 |
101,52 |
101,70 |
5,24 |
5,22 |
101,61 |
5,23 |
DS1020 |
PL0000106126 |
99,29 |
99,50 |
5,35 |
5,31 |
99,40 |
5,33 |
WZ0121 |
PL0000106068 |
96,97 |
97,14 |
--- |
--- |
97,06 |
--- |
DS1021 |
PL0000106670 |
102,36 |
102,52 |
5,42 |
5,40 |
102,44 |
5,41 |
WS0922 |
PL0000102646 |
102,28 |
102,54 |
5,45 |
5,42 |
102,41 |
5,44 |
IZ0823 |
PL0000105359 |
98,15 |
98,66 |
--- |
--- |
98,41 |
--- |
WS0429 |
PL0000105391 |
101,21 |
101,57 |
5,63 |
5,60 |
101,39 |
5,62 |
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 |
3/4 |
1 |
4,400 |
4,450 |
4,425 |
800 |
TOTAL |
800 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0414 |
PL0000105433 |
3/4 |
1 |
4,250 |
4,250 |
4,250 |
30 |
DS1019 |
PL0000105441 |
3/4 |
1 |
4,300 |
4,300 |
4,300 |
80 |
PS0416 |
PL0000106340 |
3/4 |
1 |
4,300 |
4,300 |
4,300 |
55 |
WS0922 |
PL0000102646 |
0/3 |
3 |
4,000 |
4,000 |
4,000 |
20 |
DS1015 |
PL0000103602 |
0/3 |
3 |
4,250 |
4,250 |
4,250 |
40 |
DS1017 |
PL0000104543 |
0/3 |
3 |
4,250 |
4,250 |
4,250 |
60 |
PS0414 |
PL0000105433 |
0/3 |
3 |
4,250 |
4,250 |
4,250 |
35 |
DS1019 |
PL0000105441 |
0/3 |
3 |
4,250 |
4,250 |
4,250 |
70 |
PS0415 |
PL0000105953 |
0/3 |
3 |
4,250 |
4,250 |
4,250 |
65 |
DS1021 |
PL0000106670 |
0/3 |
3 |
4,250 |
4,250 |
4,250 |
30 |
DS1021 |
PL0000106670 |
3/6 |
3 |
4,250 |
4,250 |
4,250 |
20 |
PS1016 |
PL0000106795 |
0/3 |
3 |
4,100 |
4,250 |
4,164 |
280 |
WS0922 |
PL0000102646 |
0/4 |
4 |
4,000 |
4,000 |
4,000 |
30 |
PS0413 |
PL0000105037 |
0/4 |
4 |
4,300 |
4,300 |
4,300 |
35 |
DS1019 |
PL0000105441 |
0/4 |
4 |
4,300 |
4,300 |
4,300 |
30 |
DS1020 |
PL0000106126 |
0/4 |
4 |
4,200 |
4,300 |
4,250 |
80 |
PS0416 |
PL0000106340 |
0/4 |
4 |
4,250 |
4,250 |
4,250 |
10 |
WZ0118 |
PL0000104717 |
0/4 |
4 |
4,250 |
4,250 |
4,250 |
30 |
DS1013 |
PL0000102836 |
3/10 |
7 |
4,300 |
4,300 |
4,300 |
20 |
DS1017 |
PL0000104543 |
3/10 |
7 |
4,300 |
4,300 |
4,300 |
180 |
OK0712 |
PL0000105912 |
3/10 |
7 |
4,250 |
4,250 |
4,250 |
60 |
PS1016 |
PL0000106795 |
4/11 |
7 |
4,300 |
4,300 |
4,300 |
110 |
TOTAL |
1 370 |