2012-03-05 |
MARKET DATA |
No 45 (1830) |
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 |
947,50 |
964,58 |
48 |
1 185,00 |
1 208,35 |
14 |
2 132,50 |
2 172,92 |
62 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
947,50 |
964,58 |
48 |
1 185,00 |
1 208,35 |
14 |
2 132,50 |
2 172,92 |
62 |
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 |
100,02 |
100,03 |
100,03 |
100,03 |
100,03 |
100,03 |
100,03 |
145 000 |
151,01 |
2 |
OK0712 |
PL0000105912 |
98,32 |
98,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,23 |
97,26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
96,13 |
96,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,78 |
100,78 |
100,78 |
100,78 |
100,78 |
100,78 |
100,78 |
5 000 |
5,27 |
1 |
OK0713 |
PL0000106563 |
94,06 |
94,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,62 |
100,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
91,80 |
91,80 |
91,80 |
91,80 |
91,80 |
91,80 |
91,80 |
250 000 |
229,50 |
5 |
PS0414 |
PL0000105433 |
102,16 |
102,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,09 |
102,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,80 |
104,76 |
104,78 |
104,78 |
104,78 |
104,78 |
104,78 |
10 000 |
10,71 |
1 |
PS0416 |
PL0000106340 |
100,49 |
100,47 |
100,47 |
100,49 |
100,47 |
100,49 |
100,48 |
100 000 |
104,82 |
5 |
PS1016 |
PL0000106795 |
99,43 |
99,35 |
99,43 |
99,43 |
99,35 |
99,40 |
99,38 |
150 000 |
151,68 |
6 |
DS1017 |
PL0000104543 |
101,26 |
101,23 |
101,32 |
101,32 |
101,32 |
101,32 |
101,32 |
25 000 |
25,81 |
2 |
DS1019 |
PL0000105441 |
101,54 |
101,44 |
101,49 |
101,57 |
101,49 |
101,55 |
101,52 |
130 000 |
134,60 |
11 |
DS1020 |
PL0000106126 |
99,31 |
99,20 |
99,34 |
99,34 |
99,25 |
99,32 |
99,29 |
45 000 |
45,54 |
6 |
DS1021 |
PL0000106670 |
102,32 |
102,22 |
102,29 |
102,30 |
102,24 |
102,30 |
102,27 |
30 000 |
31,31 |
3 |
WS0922 |
PL0000102646 |
102,56 |
102,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
101,20 |
100,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
80,83 |
100,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,32 |
103,38 |
103,38 |
103,44 |
103,38 |
103,44 |
103,41 |
55 000 |
71,82 |
5 |
IZ0823 |
PL0000105359 |
98,30 |
98,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,06 |
100,07 |
100,07 |
100,07 |
100,07 |
100,07 |
100,07 |
2 500 |
2,52 |
1 |
WZ0117 |
PL0000106936 |
99,50 |
99,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,05 |
99,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,01 |
97,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
947 500 |
964,58 |
48 |
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 |
21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
175 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
287 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
329 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
357 |
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 |
98,31 |
98,36 |
4,49 |
4,36 |
98,34 |
4,41 |
OK1012 |
PL0000106100 |
97,21 |
97,27 |
4,53 |
4,43 |
97,24 |
4,48 |
OK0113 |
PL0000106324 |
96,12 |
96,17 |
4,55 |
4,49 |
96,15 |
4,51 |
PS0413 |
PL0000105037 |
100,75 |
100,80 |
4,54 |
4,50 |
100,78 |
4,51 |
OK0713 |
PL0000106563 |
94,05 |
94,15 |
4,53 |
4,45 |
94,10 |
4,49 |
DS1013 |
PL0000102836 |
100,61 |
100,69 |
4,58 |
4,53 |
100,65 |
4,56 |
OK0114 |
PL0000106712 |
91,76 |
91,83 |
4,66 |
4,62 |
91,80 |
4,64 |
PS0414 |
PL0000105433 |
102,10 |
102,20 |
4,68 |
4,64 |
102,15 |
4,66 |
WZ0115 |
PL0000106480 |
100,02 |
100,09 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
102,00 |
102,16 |
4,79 |
4,74 |
102,08 |
4,76 |
DS1015 |
PL0000103602 |
104,67 |
104,82 |
4,80 |
4,76 |
104,75 |
4,78 |
PS0416 |
PL0000106340 |
100,37 |
100,57 |
4,89 |
4,84 |
100,47 |
4,86 |
IZ0816 |
PL0000103529 |
103,21 |
103,48 |
--- |
--- |
103,35 |
--- |
PS1016 |
PL0000106795 |
99,33 |
99,43 |
4,90 |
4,88 |
99,38 |
4,89 |
WZ0117 |
PL0000106936 |
99,46 |
99,64 |
--- |
--- |
99,55 |
--- |
DS1017 |
PL0000104543 |
101,18 |
101,33 |
4,99 |
4,96 |
101,26 |
4,98 |
WZ0118 |
PL0000104717 |
99,01 |
99,21 |
--- |
--- |
99,11 |
--- |
DS1019 |
PL0000105441 |
101,40 |
101,59 |
5,26 |
5,23 |
101,50 |
5,25 |
DS1020 |
PL0000106126 |
99,22 |
99,38 |
5,36 |
5,33 |
99,30 |
5,34 |
WZ0121 |
PL0000106068 |
96,96 |
97,13 |
--- |
--- |
97,05 |
--- |
DS1021 |
PL0000106670 |
102,25 |
102,39 |
5,43 |
5,42 |
102,32 |
5,43 |
WS0922 |
PL0000102646 |
102,21 |
102,39 |
5,46 |
5,44 |
102,30 |
5,45 |
IZ0823 |
PL0000105359 |
98,19 |
98,71 |
--- |
--- |
98,45 |
--- |
WS0429 |
PL0000105391 |
100,94 |
101,37 |
5,66 |
5,62 |
101,16 |
5,64 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,31 |
98,36 |
4,49 |
4,36 |
98,34 |
4,41 |
OK1012 |
PL0000106100 |
97,22 |
97,27 |
4,51 |
4,43 |
97,25 |
4,46 |
OK0113 |
PL0000106324 |
96,12 |
96,17 |
4,55 |
4,49 |
96,15 |
4,51 |
PS0413 |
PL0000105037 |
100,75 |
100,80 |
4,54 |
4,50 |
100,78 |
4,51 |
OK0713 |
PL0000106563 |
94,05 |
94,15 |
4,53 |
4,45 |
94,10 |
4,49 |
DS1013 |
PL0000102836 |
100,61 |
100,66 |
4,58 |
4,55 |
100,64 |
4,56 |
OK0114 |
PL0000106712 |
91,77 |
91,84 |
4,65 |
4,61 |
91,81 |
4,63 |
PS0414 |
PL0000105433 |
102,11 |
102,20 |
4,68 |
4,64 |
102,16 |
4,65 |
WZ0115 |
PL0000106480 |
100,04 |
100,09 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
102,03 |
102,15 |
4,78 |
4,74 |
102,09 |
4,76 |
DS1015 |
PL0000103602 |
104,69 |
104,83 |
4,80 |
4,76 |
104,76 |
4,78 |
PS0416 |
PL0000106340 |
100,42 |
100,54 |
4,88 |
4,85 |
100,48 |
4,86 |
IZ0816 |
PL0000103529 |
103,27 |
103,53 |
--- |
--- |
103,40 |
--- |
PS1016 |
PL0000106795 |
99,32 |
99,44 |
4,91 |
4,88 |
99,38 |
4,89 |
WZ0117 |
PL0000106936 |
99,47 |
99,64 |
--- |
--- |
99,56 |
--- |
DS1017 |
PL0000104543 |
101,22 |
101,42 |
4,99 |
4,94 |
101,32 |
4,97 |
WZ0118 |
PL0000104717 |
99,01 |
99,21 |
--- |
--- |
99,11 |
--- |
DS1019 |
PL0000105441 |
101,46 |
101,64 |
5,25 |
5,23 |
101,55 |
5,24 |
DS1020 |
PL0000106126 |
99,22 |
99,43 |
5,36 |
5,32 |
99,33 |
5,34 |
WZ0121 |
PL0000106068 |
96,96 |
97,13 |
--- |
--- |
97,05 |
--- |
DS1021 |
PL0000106670 |
102,23 |
102,43 |
5,44 |
5,41 |
102,33 |
5,42 |
WS0922 |
PL0000102646 |
102,20 |
102,49 |
5,46 |
5,43 |
102,35 |
5,44 |
IZ0823 |
PL0000105359 |
98,17 |
98,55 |
--- |
--- |
98,36 |
--- |
WS0429 |
PL0000105391 |
100,96 |
101,39 |
5,66 |
5,62 |
101,18 |
5,64 |
REPO MARKET |
General Collateral (GC) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
|
|
|
|
0,000 |
0,000 |
0,000 |
0 |
TOTAL |
0 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
20 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
15 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
25 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
30 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
40 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,200 |
4,250 |
4,241 |
55 |
OK0713 |
PL0000106563 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
15 |
WZ0118 |
PL0000104717 |
1/3 |
2 |
4,200 |
4,200 |
4,200 |
10 |
PS0414 |
PL0000105433 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
60 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
190 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
25 |
TOTAL |
485 |