2012-03-06 |
MARKET DATA |
No 46 (1831) |
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 |
1 145,00 |
1 163,06 |
77 |
2 680,00 |
2 676,54 |
21 |
3 825,00 |
3 839,60 |
98 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 145,00 |
1 163,06 |
77 |
2 680,00 |
2 676,54 |
21 |
3 825,00 |
3 839,60 |
98 |
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 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
98,34 |
98,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,26 |
97,27 |
97,26 |
97,26 |
97,26 |
97,26 |
97,26 |
100 000 |
97,26 |
2 |
OK0113 |
PL0000106324 |
96,14 |
96,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,76 |
100,76 |
100,76 |
100,76 |
100,76 |
100,76 |
100,76 |
50 000 |
52,66 |
2 |
OK0713 |
PL0000106563 |
94,07 |
94,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,64 |
100,64 |
100,65 |
100,65 |
100,65 |
100,65 |
100,65 |
15 000 |
15,38 |
1 |
OK0114 |
PL0000106712 |
91,77 |
91,80 |
91,77 |
91,77 |
91,77 |
91,77 |
91,77 |
60 000 |
55,06 |
3 |
PS0414 |
PL0000105433 |
102,09 |
102,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,05 |
102,06 |
102,05 |
102,05 |
102,05 |
102,05 |
102,05 |
10 000 |
10,68 |
1 |
DS1015 |
PL0000103602 |
104,70 |
104,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,43 |
100,37 |
100,40 |
100,42 |
100,35 |
100,35 |
100,38 |
100 000 |
104,72 |
7 |
PS1016 |
PL0000106795 |
99,34 |
99,23 |
99,30 |
99,34 |
99,23 |
99,23 |
99,31 |
140 000 |
141,49 |
9 |
DS1017 |
PL0000104543 |
101,22 |
101,17 |
101,24 |
101,25 |
101,20 |
101,21 |
101,23 |
75 000 |
77,38 |
5 |
DS1019 |
PL0000105441 |
101,49 |
101,40 |
101,40 |
101,40 |
101,40 |
101,40 |
101,40 |
10 000 |
10,34 |
1 |
DS1020 |
PL0000106126 |
99,18 |
98,99 |
99,13 |
99,17 |
98,91 |
98,93 |
99,00 |
282 500 |
285,15 |
19 |
DS1021 |
PL0000106670 |
102,18 |
102,00 |
102,15 |
102,20 |
102,05 |
102,05 |
102,16 |
165 000 |
172,07 |
12 |
WS0922 |
PL0000102646 |
102,16 |
102,03 |
102,30 |
102,30 |
102,30 |
102,30 |
102,30 |
10 000 |
10,49 |
1 |
WS0429 |
PL0000105391 |
100,95 |
100,93 |
100,90 |
101,08 |
100,90 |
100,90 |
100,96 |
65 000 |
68,87 |
5 |
WS0437 |
PL0000104857 |
80,34 |
99,78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,34 |
103,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
98,30 |
98,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,06 |
100,06 |
100,06 |
100,06 |
100,06 |
100,06 |
100,06 |
10 000 |
10,07 |
1 |
WZ0117 |
PL0000106936 |
99,53 |
99,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,06 |
99,09 |
99,06 |
99,06 |
99,06 |
99,06 |
99,06 |
10 000 |
9,97 |
1 |
WZ0121 |
PL0000106068 |
97,10 |
97,01 |
97,04 |
97,04 |
96,97 |
96,97 |
97,01 |
42 500 |
41,48 |
7 |
TOTAL |
1 145 000 |
1 163,06 |
77 |
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 |
20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
174 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
286 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
328 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
356 |
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 |
98,39 |
4,50 |
4,31 |
98,36 |
4,39 |
OK1012 |
PL0000106100 |
97,22 |
97,28 |
4,53 |
4,43 |
97,25 |
4,48 |
OK0113 |
PL0000106324 |
96,12 |
96,19 |
4,56 |
4,48 |
96,16 |
4,51 |
PS0413 |
PL0000105037 |
100,73 |
100,81 |
4,56 |
4,49 |
100,77 |
4,52 |
OK0713 |
PL0000106563 |
94,06 |
94,16 |
4,53 |
4,45 |
94,11 |
4,49 |
DS1013 |
PL0000102836 |
100,60 |
100,68 |
4,59 |
4,54 |
100,64 |
4,56 |
OK0114 |
PL0000106712 |
91,75 |
91,83 |
4,67 |
4,63 |
91,79 |
4,65 |
PS0414 |
PL0000105433 |
102,08 |
102,18 |
4,69 |
4,64 |
102,13 |
4,67 |
WZ0115 |
PL0000106480 |
100,02 |
100,09 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
101,98 |
102,13 |
4,80 |
4,75 |
102,06 |
4,77 |
DS1015 |
PL0000103602 |
104,63 |
104,82 |
4,82 |
4,76 |
104,73 |
4,79 |
PS0416 |
PL0000106340 |
100,33 |
100,48 |
4,90 |
4,86 |
100,41 |
4,88 |
IZ0816 |
PL0000103529 |
103,29 |
103,54 |
--- |
--- |
103,42 |
--- |
PS1016 |
PL0000106795 |
99,27 |
99,36 |
4,92 |
4,90 |
99,32 |
4,91 |
WZ0117 |
PL0000106936 |
99,46 |
99,62 |
--- |
--- |
99,54 |
--- |
DS1017 |
PL0000104543 |
101,17 |
101,31 |
5,00 |
4,97 |
101,24 |
4,98 |
WZ0118 |
PL0000104717 |
99,00 |
99,19 |
--- |
--- |
99,10 |
--- |
DS1019 |
PL0000105441 |
101,42 |
101,59 |
5,26 |
5,23 |
101,51 |
5,25 |
DS1020 |
PL0000106126 |
99,10 |
99,29 |
5,37 |
5,35 |
99,20 |
5,36 |
WZ0121 |
PL0000106068 |
96,97 |
97,13 |
--- |
--- |
97,05 |
--- |
DS1021 |
PL0000106670 |
102,10 |
102,33 |
5,45 |
5,42 |
102,22 |
5,44 |
WS0922 |
PL0000102646 |
102,11 |
102,34 |
5,47 |
5,44 |
102,23 |
5,46 |
IZ0823 |
PL0000105359 |
98,16 |
98,54 |
--- |
--- |
98,35 |
--- |
WS0429 |
PL0000105391 |
100,73 |
101,15 |
5,68 |
5,64 |
100,94 |
5,66 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,33 |
98,39 |
4,47 |
4,31 |
98,36 |
4,39 |
OK1012 |
PL0000106100 |
97,23 |
97,28 |
4,51 |
4,43 |
97,26 |
4,46 |
OK0113 |
PL0000106324 |
96,13 |
96,19 |
4,55 |
4,48 |
96,16 |
4,51 |
PS0413 |
PL0000105037 |
100,73 |
100,78 |
4,56 |
4,51 |
100,76 |
4,53 |
OK0713 |
PL0000106563 |
94,06 |
94,15 |
4,53 |
4,46 |
94,11 |
4,49 |
DS1013 |
PL0000102836 |
100,62 |
100,67 |
4,57 |
4,54 |
100,65 |
4,55 |
OK0114 |
PL0000106712 |
91,75 |
91,82 |
4,67 |
4,63 |
91,79 |
4,65 |
PS0414 |
PL0000105433 |
102,08 |
102,17 |
4,69 |
4,65 |
102,13 |
4,67 |
WZ0115 |
PL0000106480 |
100,03 |
100,09 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
101,98 |
102,13 |
4,80 |
4,75 |
102,06 |
4,77 |
DS1015 |
PL0000103602 |
104,63 |
104,78 |
4,82 |
4,77 |
104,71 |
4,79 |
PS0416 |
PL0000106340 |
100,33 |
100,44 |
4,90 |
4,87 |
100,39 |
4,89 |
IZ0816 |
PL0000103529 |
103,27 |
103,53 |
--- |
--- |
103,40 |
--- |
PS1016 |
PL0000106795 |
99,21 |
99,31 |
4,93 |
4,91 |
99,26 |
4,92 |
WZ0117 |
PL0000106936 |
99,45 |
99,61 |
--- |
--- |
99,53 |
--- |
DS1017 |
PL0000104543 |
101,13 |
101,28 |
5,00 |
4,97 |
101,21 |
4,99 |
WZ0118 |
PL0000104717 |
99,02 |
99,16 |
--- |
--- |
99,09 |
--- |
DS1019 |
PL0000105441 |
101,35 |
101,50 |
5,27 |
5,25 |
101,43 |
5,26 |
DS1020 |
PL0000106126 |
98,98 |
99,18 |
5,39 |
5,36 |
99,08 |
5,38 |
WZ0121 |
PL0000106068 |
96,95 |
97,08 |
--- |
--- |
97,02 |
--- |
DS1021 |
PL0000106670 |
101,99 |
102,20 |
5,47 |
5,44 |
102,10 |
5,45 |
WS0922 |
PL0000102646 |
101,99 |
102,24 |
5,49 |
5,46 |
102,12 |
5,47 |
IZ0823 |
PL0000105359 |
98,23 |
98,48 |
--- |
--- |
98,36 |
--- |
WS0429 |
PL0000105391 |
100,81 |
101,08 |
5,67 |
5,64 |
100,95 |
5,66 |
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) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
200 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
30 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,200 |
4,250 |
4,245 |
110 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
40 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
80 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
105 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
70 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
120 |
PS0413 |
PL0000105037 |
0/2 |
2 |
4,200 |
4,200 |
4,200 |
35 |
PS0414 |
PL0000105433 |
0/2 |
2 |
4,200 |
4,200 |
4,200 |
25 |
WZ0115 |
PL0000106480 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
5 |
TOTAL |
820 |