2012-03-07 |
MARKET DATA |
No 47 (1832) |
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 |
1 365,00 |
1 389,32 |
49 |
935,00 |
971,10 |
19 |
2 300,00 |
2 360,42 |
68 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 365,00 |
1 389,32 |
49 |
935,00 |
971,10 |
19 |
2 300,00 |
2 360,42 |
68 |
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 |
100,02 |
100,02 |
100,02 |
100,01 |
100,01 |
100,01 |
370 000 |
385,37 |
7 |
OK0712 |
PL0000105912 |
98,37 |
98,36 |
98,34 |
98,35 |
98,34 |
98,35 |
98,34 |
400 000 |
393,37 |
8 |
OK1012 |
PL0000106100 |
97,28 |
97,27 |
97,28 |
97,28 |
97,28 |
97,28 |
97,28 |
50 000 |
48,64 |
1 |
OK0113 |
PL0000106324 |
96,17 |
96,19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,78 |
100,78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,11 |
94,15 |
94,11 |
94,11 |
94,11 |
94,11 |
94,11 |
25 000 |
23,53 |
1 |
DS1013 |
PL0000102836 |
100,66 |
100,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
91,81 |
91,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,16 |
102,15 |
102,16 |
102,17 |
102,16 |
102,17 |
102,17 |
150 000 |
160,77 |
5 |
PS0415 |
PL0000105953 |
102,05 |
102,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,68 |
104,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,42 |
100,41 |
100,43 |
100,47 |
100,43 |
100,47 |
100,45 |
35 000 |
36,68 |
2 |
PS1016 |
PL0000106795 |
99,35 |
99,25 |
99,21 |
99,36 |
99,21 |
99,35 |
99,28 |
170 000 |
171,77 |
10 |
DS1017 |
PL0000104543 |
101,20 |
101,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,38 |
101,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
99,05 |
98,98 |
98,95 |
99,10 |
98,95 |
99,04 |
99,05 |
85 000 |
85,85 |
9 |
DS1021 |
PL0000106670 |
102,05 |
101,99 |
101,96 |
102,10 |
101,96 |
102,10 |
102,04 |
80 000 |
83,34 |
6 |
WS0922 |
PL0000102646 |
102,00 |
101,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
100,94 |
100,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
90,24 |
90,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,25 |
103,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
98,18 |
98,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,05 |
100,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,52 |
99,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,01 |
99,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,98 |
97,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 365 000 |
1 389,32 |
49 |
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 |
19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
173 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
285 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
327 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
355 |
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 |
98,33 |
98,42 |
4,50 |
4,26 |
98,38 |
4,37 |
OK1012 |
PL0000106100 |
97,24 |
97,32 |
4,52 |
4,38 |
97,28 |
4,45 |
OK0113 |
PL0000106324 |
96,13 |
96,22 |
4,56 |
4,45 |
96,18 |
4,50 |
PS0413 |
PL0000105037 |
100,71 |
100,81 |
4,58 |
4,48 |
100,76 |
4,53 |
OK0713 |
PL0000106563 |
94,06 |
94,18 |
4,54 |
4,45 |
94,12 |
4,50 |
DS1013 |
PL0000102836 |
100,60 |
100,67 |
4,59 |
4,54 |
100,64 |
4,56 |
OK0114 |
PL0000106712 |
91,75 |
91,84 |
4,68 |
4,63 |
91,80 |
4,65 |
PS0414 |
PL0000105433 |
102,08 |
102,17 |
4,69 |
4,65 |
102,13 |
4,67 |
WZ0115 |
PL0000106480 |
100,02 |
100,09 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
101,97 |
102,13 |
4,80 |
4,75 |
102,05 |
4,77 |
DS1015 |
PL0000103602 |
104,60 |
104,77 |
4,82 |
4,77 |
104,69 |
4,80 |
PS0416 |
PL0000106340 |
100,31 |
100,49 |
4,91 |
4,86 |
100,40 |
4,88 |
IZ0816 |
PL0000103529 |
103,20 |
103,50 |
--- |
--- |
103,35 |
--- |
PS1016 |
PL0000106795 |
99,19 |
99,34 |
4,94 |
4,90 |
99,27 |
4,92 |
WZ0117 |
PL0000106936 |
99,47 |
99,61 |
--- |
--- |
99,54 |
--- |
DS1017 |
PL0000104543 |
101,07 |
101,29 |
5,02 |
4,97 |
101,18 |
4,99 |
WZ0118 |
PL0000104717 |
98,96 |
99,12 |
--- |
--- |
99,04 |
--- |
DS1019 |
PL0000105441 |
101,26 |
101,52 |
5,29 |
5,24 |
101,39 |
5,27 |
DS1020 |
PL0000106126 |
98,92 |
99,16 |
5,40 |
5,36 |
99,04 |
5,38 |
WZ0121 |
PL0000106068 |
96,90 |
97,05 |
--- |
--- |
96,98 |
--- |
DS1021 |
PL0000106670 |
101,92 |
102,14 |
5,48 |
5,45 |
102,03 |
5,46 |
WS0922 |
PL0000102646 |
101,84 |
102,24 |
5,51 |
5,46 |
102,04 |
5,48 |
IZ0823 |
PL0000105359 |
98,11 |
98,46 |
--- |
--- |
98,29 |
--- |
WS0429 |
PL0000105391 |
100,78 |
101,19 |
5,67 |
5,63 |
100,99 |
5,65 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,33 |
98,37 |
4,50 |
4,39 |
98,35 |
4,45 |
OK1012 |
PL0000106100 |
97,25 |
97,32 |
4,50 |
4,38 |
97,29 |
4,43 |
OK0113 |
PL0000106324 |
96,16 |
96,23 |
4,53 |
4,44 |
96,20 |
4,48 |
PS0413 |
PL0000105037 |
100,76 |
100,80 |
4,53 |
4,49 |
100,78 |
4,51 |
OK0713 |
PL0000106563 |
94,08 |
94,20 |
4,53 |
4,43 |
94,14 |
4,48 |
DS1013 |
PL0000102836 |
100,64 |
100,74 |
4,56 |
4,50 |
100,69 |
4,53 |
OK0114 |
PL0000106712 |
91,80 |
91,89 |
4,65 |
4,60 |
91,85 |
4,62 |
PS0414 |
PL0000105433 |
102,15 |
102,23 |
4,66 |
4,62 |
102,19 |
4,64 |
WZ0115 |
PL0000106480 |
100,03 |
100,09 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
102,03 |
102,15 |
4,78 |
4,74 |
102,09 |
4,76 |
DS1015 |
PL0000103602 |
104,66 |
104,81 |
4,81 |
4,76 |
104,74 |
4,78 |
PS0416 |
PL0000106340 |
100,40 |
100,52 |
4,88 |
4,85 |
100,46 |
4,87 |
IZ0816 |
PL0000103529 |
103,19 |
103,50 |
--- |
--- |
103,35 |
--- |
PS1016 |
PL0000106795 |
99,31 |
99,42 |
4,91 |
4,88 |
99,37 |
4,89 |
WZ0117 |
PL0000106936 |
99,47 |
99,61 |
--- |
--- |
99,54 |
--- |
DS1017 |
PL0000104543 |
101,16 |
101,34 |
5,00 |
4,96 |
101,25 |
4,98 |
WZ0118 |
PL0000104717 |
98,97 |
99,13 |
--- |
--- |
99,05 |
--- |
DS1019 |
PL0000105441 |
101,34 |
101,53 |
5,27 |
5,24 |
101,44 |
5,26 |
DS1020 |
PL0000106126 |
99,01 |
99,16 |
5,39 |
5,36 |
99,09 |
5,38 |
WZ0121 |
PL0000106068 |
96,94 |
97,07 |
--- |
--- |
97,01 |
--- |
DS1021 |
PL0000106670 |
101,96 |
102,19 |
5,47 |
5,44 |
102,08 |
5,46 |
WS0922 |
PL0000102646 |
101,95 |
102,19 |
5,49 |
5,46 |
102,07 |
5,48 |
IZ0823 |
PL0000105359 |
98,11 |
98,46 |
--- |
--- |
98,29 |
--- |
WS0429 |
PL0000105391 |
100,69 |
101,05 |
5,68 |
5,65 |
100,87 |
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 |
4,370 |
4,370 |
4,370 |
45 |
TOTAL |
45 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
80 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
200 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
20 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
25 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
20 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
85 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
25 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
50 |
PS1016 |
PL0000106795 |
0/1 |
1 |
4,150 |
4,250 |
4,234 |
95 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
20 |
WS0922 |
PL0000102646 |
0/2 |
2 |
4,200 |
4,200 |
4,200 |
30 |
DS1015 |
PL0000103602 |
0/2 |
2 |
4,250 |
4,250 |
4,250 |
70 |
PS0414 |
PL0000105433 |
0/2 |
2 |
4,250 |
4,250 |
4,250 |
15 |
WZ0118 |
PL0000104717 |
1/5 |
4 |
4,200 |
4,200 |
4,200 |
10 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
75 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
70 |
TOTAL |
890 |