2012-03-08 |
MARKET DATA |
No 48 (1833) |
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 |
4 352,50 |
4 463,20 |
203 |
4 245,00 |
4 266,67 |
35 |
8 597,50 |
8 729,87 |
238 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
4 352,50 |
4 463,20 |
203 |
4 245,00 |
4 266,67 |
35 |
8 597,50 |
8 729,87 |
238 |
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 |
100,01 |
100,01 |
100,01 |
100,01 |
100,01 |
100,01 |
230 000 |
239,63 |
5 |
OK0712 |
PL0000105912 |
98,40 |
98,40 |
98,40 |
98,40 |
98,38 |
98,38 |
98,39 |
285 000 |
280,42 |
3 |
OK1012 |
PL0000106100 |
97,33 |
97,34 |
97,33 |
97,33 |
97,32 |
97,32 |
97,33 |
60 000 |
58,40 |
2 |
OK0113 |
PL0000106324 |
96,22 |
96,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,82 |
100,83 |
100,83 |
100,84 |
100,83 |
100,84 |
100,84 |
400 000 |
421,83 |
5 |
OK0713 |
PL0000106563 |
94,23 |
94,22 |
94,23 |
94,23 |
94,23 |
94,23 |
94,23 |
25 000 |
23,56 |
1 |
DS1013 |
PL0000102836 |
100,76 |
100,74 |
100,74 |
100,80 |
100,74 |
100,80 |
100,76 |
975 000 |
1 001,06 |
22 |
OK0114 |
PL0000106712 |
91,92 |
91,89 |
91,89 |
91,95 |
91,89 |
91,94 |
91,93 |
150 000 |
137,89 |
4 |
PS0414 |
PL0000105433 |
102,23 |
102,22 |
102,26 |
102,26 |
102,26 |
102,26 |
102,26 |
32 500 |
34,88 |
2 |
PS0415 |
PL0000105953 |
102,20 |
102,17 |
102,23 |
102,23 |
102,20 |
102,20 |
102,22 |
40 000 |
42,82 |
2 |
DS1015 |
PL0000103602 |
104,90 |
104,84 |
104,88 |
104,90 |
104,88 |
104,89 |
104,89 |
85 000 |
91,18 |
4 |
PS0416 |
PL0000106340 |
100,80 |
100,59 |
100,81 |
100,84 |
100,80 |
100,80 |
100,83 |
235 000 |
247,29 |
11 |
PS1016 |
PL0000106795 |
99,65 |
99,44 |
99,48 |
99,67 |
99,44 |
99,65 |
99,57 |
670 000 |
679,22 |
47 |
DS1017 |
PL0000104543 |
101,58 |
101,37 |
101,40 |
101,61 |
101,40 |
101,57 |
101,50 |
340 000 |
351,89 |
24 |
DS1019 |
PL0000105441 |
101,76 |
101,55 |
101,55 |
101,70 |
101,55 |
101,70 |
101,61 |
110 000 |
114,07 |
10 |
DS1020 |
PL0000106126 |
99,52 |
99,20 |
99,20 |
99,60 |
99,20 |
99,40 |
99,37 |
155 000 |
157,11 |
15 |
DS1021 |
PL0000106670 |
102,53 |
102,25 |
102,35 |
102,62 |
102,28 |
102,50 |
102,46 |
250 000 |
261,61 |
21 |
WS0922 |
PL0000102646 |
102,53 |
102,33 |
102,40 |
102,55 |
102,40 |
102,55 |
102,47 |
170 000 |
178,76 |
16 |
WS0429 |
PL0000105391 |
101,50 |
101,16 |
101,33 |
101,56 |
101,33 |
101,56 |
101,42 |
25 000 |
26,62 |
2 |
WS0437 |
PL0000104857 |
85,00 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,35 |
103,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
98,25 |
98,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,07 |
100,08 |
100,08 |
100,08 |
100,08 |
100,08 |
100,08 |
25 000 |
25,18 |
1 |
WZ0117 |
PL0000106936 |
99,60 |
99,61 |
99,61 |
99,61 |
99,61 |
99,61 |
99,61 |
30 000 |
30,08 |
2 |
WZ0118 |
PL0000104717 |
99,15 |
99,06 |
99,18 |
99,19 |
99,18 |
99,19 |
99,19 |
50 000 |
49,92 |
3 |
WZ0121 |
PL0000106068 |
97,05 |
97,08 |
97,08 |
97,08 |
97,08 |
97,08 |
97,08 |
10 000 |
9,77 |
1 |
TOTAL |
4 352 500 |
4 463,20 |
203 |
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 |
16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
170 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
282 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
324 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
352 |
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 |
98,37 |
98,44 |
4,49 |
4,30 |
98,41 |
4,38 |
OK1012 |
PL0000106100 |
97,29 |
97,35 |
4,49 |
4,39 |
97,32 |
4,44 |
OK0113 |
PL0000106324 |
96,19 |
96,26 |
4,53 |
4,45 |
96,23 |
4,48 |
PS0413 |
PL0000105037 |
100,75 |
100,85 |
4,54 |
4,44 |
100,80 |
4,49 |
OK0713 |
PL0000106563 |
94,12 |
94,24 |
4,52 |
4,43 |
94,18 |
4,47 |
DS1013 |
PL0000102836 |
100,62 |
100,75 |
4,57 |
4,49 |
100,69 |
4,53 |
OK0114 |
PL0000106712 |
91,84 |
91,93 |
4,65 |
4,59 |
91,89 |
4,62 |
PS0414 |
PL0000105433 |
102,12 |
102,24 |
4,67 |
4,61 |
102,18 |
4,64 |
WZ0115 |
PL0000106480 |
100,04 |
100,10 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
102,13 |
102,25 |
4,74 |
4,70 |
102,19 |
4,72 |
DS1015 |
PL0000103602 |
104,76 |
104,92 |
4,77 |
4,73 |
104,84 |
4,75 |
PS0416 |
PL0000106340 |
100,54 |
100,72 |
4,85 |
4,80 |
100,63 |
4,82 |
IZ0816 |
PL0000103529 |
103,26 |
103,52 |
--- |
--- |
103,39 |
--- |
PS1016 |
PL0000106795 |
99,48 |
99,57 |
4,87 |
4,84 |
99,53 |
4,85 |
WZ0117 |
PL0000106936 |
99,52 |
99,65 |
--- |
--- |
99,59 |
--- |
DS1017 |
PL0000104543 |
101,37 |
101,47 |
4,95 |
4,93 |
101,42 |
4,94 |
WZ0118 |
PL0000104717 |
98,99 |
99,18 |
--- |
--- |
99,09 |
--- |
DS1019 |
PL0000105441 |
101,53 |
101,75 |
5,24 |
5,21 |
101,64 |
5,22 |
DS1020 |
PL0000106126 |
99,21 |
99,42 |
5,36 |
5,33 |
99,32 |
5,34 |
WZ0121 |
PL0000106068 |
96,94 |
97,13 |
--- |
--- |
97,04 |
--- |
DS1021 |
PL0000106670 |
102,31 |
102,44 |
5,43 |
5,41 |
102,38 |
5,42 |
WS0922 |
PL0000102646 |
102,29 |
102,55 |
5,45 |
5,42 |
102,42 |
5,43 |
IZ0823 |
PL0000105359 |
98,14 |
98,44 |
--- |
--- |
98,29 |
--- |
WS0429 |
PL0000105391 |
101,06 |
101,48 |
5,65 |
5,61 |
101,27 |
5,63 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,37 |
98,41 |
4,49 |
4,38 |
98,39 |
4,44 |
OK1012 |
PL0000106100 |
97,29 |
97,37 |
4,49 |
4,35 |
97,33 |
4,42 |
OK0113 |
PL0000106324 |
96,20 |
96,27 |
4,52 |
4,43 |
96,24 |
4,47 |
PS0413 |
PL0000105037 |
100,81 |
100,89 |
4,48 |
4,41 |
100,85 |
4,44 |
OK0713 |
PL0000106563 |
94,15 |
94,32 |
4,50 |
4,36 |
94,24 |
4,43 |
DS1013 |
PL0000102836 |
100,71 |
100,81 |
4,51 |
4,45 |
100,76 |
4,48 |
OK0114 |
PL0000106712 |
91,91 |
91,97 |
4,60 |
4,57 |
91,94 |
4,59 |
PS0414 |
PL0000105433 |
102,21 |
102,32 |
4,62 |
4,57 |
102,27 |
4,59 |
WZ0115 |
PL0000106480 |
100,04 |
100,11 |
--- |
--- |
100,08 |
--- |
PS0415 |
PL0000105953 |
102,16 |
102,28 |
4,73 |
4,69 |
102,22 |
4,71 |
DS1015 |
PL0000103602 |
104,84 |
105,02 |
4,75 |
4,70 |
104,93 |
4,72 |
PS0416 |
PL0000106340 |
100,72 |
100,87 |
4,80 |
4,76 |
100,80 |
4,77 |
IZ0816 |
PL0000103529 |
103,28 |
103,60 |
--- |
--- |
103,44 |
--- |
PS1016 |
PL0000106795 |
99,57 |
99,68 |
4,84 |
4,82 |
99,63 |
4,83 |
WZ0117 |
PL0000106936 |
99,56 |
99,73 |
--- |
--- |
99,65 |
--- |
DS1017 |
PL0000104543 |
101,49 |
101,67 |
4,93 |
4,89 |
101,58 |
4,91 |
WZ0118 |
PL0000104717 |
99,11 |
99,25 |
--- |
--- |
99,18 |
--- |
DS1019 |
PL0000105441 |
101,65 |
101,88 |
5,22 |
5,19 |
101,77 |
5,20 |
DS1020 |
PL0000106126 |
99,36 |
99,54 |
5,34 |
5,31 |
99,45 |
5,32 |
WZ0121 |
PL0000106068 |
96,97 |
97,15 |
--- |
--- |
97,06 |
--- |
DS1021 |
PL0000106670 |
102,40 |
102,59 |
5,41 |
5,39 |
102,50 |
5,40 |
WS0922 |
PL0000102646 |
102,35 |
102,59 |
5,44 |
5,41 |
102,47 |
5,43 |
IZ0823 |
PL0000105359 |
98,15 |
98,52 |
--- |
--- |
98,34 |
--- |
WS0429 |
PL0000105391 |
101,31 |
101,68 |
5,62 |
5,59 |
101,50 |
5,61 |
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 |
1/8 |
7 |
4,450 |
4,470 |
4,460 |
1 200 |
TOTAL |
1 200 |
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 |
4,300 |
4,300 |
4,300 |
160 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
30 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,300 |
4,300 |
4,300 |
25 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,300 |
4,300 |
4,300 |
45 |
PS1016 |
PL0000106795 |
0/1 |
1 |
4,250 |
4,300 |
4,273 |
240 |
WS0922 |
PL0000102646 |
1/4 |
3 |
4,200 |
4,200 |
4,200 |
60 |
DS1013 |
PL0000102836 |
1/4 |
3 |
4,170 |
4,170 |
4,170 |
900 |
DS1017 |
PL0000104543 |
1/4 |
3 |
4,300 |
4,300 |
4,300 |
20 |
PS0414 |
PL0000105433 |
1/4 |
3 |
4,200 |
4,200 |
4,200 |
50 |
DS1019 |
PL0000105441 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
20 |
PS0416 |
PL0000106340 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
50 |
OK0114 |
PL0000106712 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
35 |
PS1016 |
PL0000106795 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
215 |
WZ0117 |
PL0000106936 |
1/4 |
3 |
4,010 |
4,010 |
4,010 |
5 |
DS1017 |
PL0000104543 |
0/4 |
4 |
4,250 |
4,250 |
4,250 |
240 |
OK0114 |
PL0000106712 |
0/4 |
4 |
4,100 |
4,200 |
4,119 |
420 |
DS1013 |
PL0000102836 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
10 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
10 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
160 |
PS0414 |
PL0000105433 |
1/8 |
7 |
4,300 |
4,350 |
4,309 |
320 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
20 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
10 |
TOTAL |
3 045 |