2012-03-09 |
MARKET DATA |
No 49 (1834) |
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 |
1 485,00 |
1 516,72 |
99 |
2 400,00 |
2 479,92 |
32 |
3 885,00 |
3 996,64 |
131 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 485,00 |
1 516,72 |
99 |
2 400,00 |
2 479,92 |
32 |
3 885,00 |
3 996,64 |
131 |
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 |
100,01 |
100,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
98,40 |
98,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,32 |
97,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
96,26 |
96,26 |
96,26 |
96,26 |
96,26 |
96,26 |
96,26 |
80 000 |
77,01 |
2 |
PS0413 |
PL0000105037 |
100,87 |
100,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,20 |
94,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,77 |
100,78 |
100,79 |
100,79 |
100,79 |
100,79 |
100,79 |
50 000 |
51,36 |
2 |
OK0114 |
PL0000106712 |
91,97 |
91,97 |
91,95 |
91,97 |
91,95 |
91,97 |
91,96 |
100 000 |
91,96 |
6 |
PS0414 |
PL0000105433 |
102,23 |
102,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,31 |
102,29 |
102,32 |
102,33 |
102,32 |
102,33 |
102,33 |
50 000 |
53,59 |
2 |
DS1015 |
PL0000103602 |
105,00 |
104,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,85 |
100,80 |
100,80 |
100,95 |
100,80 |
100,95 |
100,88 |
20 000 |
21,06 |
2 |
PS1016 |
PL0000106795 |
99,79 |
99,67 |
99,76 |
99,81 |
99,76 |
99,78 |
99,78 |
200 000 |
203,19 |
11 |
DS1017 |
PL0000104543 |
101,74 |
101,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
102,03 |
101,80 |
101,85 |
102,00 |
101,85 |
101,98 |
101,98 |
40 000 |
41,63 |
3 |
DS1020 |
PL0000106126 |
99,83 |
99,47 |
99,50 |
99,94 |
99,50 |
99,89 |
99,76 |
280 000 |
284,95 |
22 |
DS1021 |
PL0000106670 |
102,91 |
102,52 |
102,60 |
102,99 |
102,60 |
102,90 |
102,86 |
370 000 |
388,73 |
28 |
WS0922 |
PL0000102646 |
102,90 |
102,58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
106,79 |
101,58 |
101,66 |
106,76 |
101,66 |
106,76 |
102,11 |
130 000 |
139,34 |
12 |
WS0437 |
PL0000104857 |
75,16 |
106,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,43 |
103,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
98,25 |
98,49 |
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 |
80 000 |
80,59 |
4 |
WZ0117 |
PL0000106936 |
99,65 |
99,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,17 |
99,22 |
99,22 |
99,22 |
99,22 |
99,22 |
99,22 |
10 000 |
9,99 |
1 |
WZ0121 |
PL0000106068 |
97,05 |
97,10 |
97,10 |
97,10 |
97,10 |
97,10 |
97,10 |
75 000 |
73,32 |
4 |
TOTAL |
1 485 000 |
1 516,72 |
99 |
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 |
15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
169 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
281 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
323 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
351 |
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 |
98,36 |
98,45 |
4,55 |
4,30 |
98,41 |
4,41 |
OK1012 |
PL0000106100 |
97,29 |
97,37 |
4,51 |
4,37 |
97,33 |
4,44 |
OK0113 |
PL0000106324 |
96,22 |
96,30 |
4,51 |
4,41 |
96,26 |
4,46 |
PS0413 |
PL0000105037 |
100,79 |
100,91 |
4,50 |
4,39 |
100,85 |
4,44 |
OK0713 |
PL0000106563 |
94,17 |
94,33 |
4,49 |
4,36 |
94,25 |
4,43 |
DS1013 |
PL0000102836 |
100,71 |
100,81 |
4,51 |
4,45 |
100,76 |
4,48 |
OK0114 |
PL0000106712 |
91,88 |
91,99 |
4,63 |
4,56 |
91,94 |
4,59 |
PS0414 |
PL0000105433 |
102,17 |
102,34 |
4,64 |
4,56 |
102,26 |
4,60 |
WZ0115 |
PL0000106480 |
100,03 |
100,11 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
102,15 |
102,32 |
4,74 |
4,68 |
102,24 |
4,71 |
DS1015 |
PL0000103602 |
104,84 |
105,02 |
4,75 |
4,69 |
104,93 |
4,72 |
PS0416 |
PL0000106340 |
100,67 |
100,85 |
4,81 |
4,76 |
100,76 |
4,79 |
IZ0816 |
PL0000103529 |
103,27 |
103,56 |
--- |
--- |
103,42 |
--- |
PS1016 |
PL0000106795 |
99,52 |
99,73 |
4,86 |
4,81 |
99,63 |
4,83 |
WZ0117 |
PL0000106936 |
99,57 |
99,73 |
--- |
--- |
99,65 |
--- |
DS1017 |
PL0000104543 |
101,45 |
101,68 |
4,94 |
4,89 |
101,57 |
4,91 |
WZ0118 |
PL0000104717 |
99,11 |
99,31 |
--- |
--- |
99,21 |
--- |
DS1019 |
PL0000105441 |
101,62 |
101,92 |
5,23 |
5,18 |
101,77 |
5,20 |
DS1020 |
PL0000106126 |
99,29 |
99,55 |
5,35 |
5,31 |
99,42 |
5,33 |
WZ0121 |
PL0000106068 |
96,97 |
97,14 |
--- |
--- |
97,06 |
--- |
DS1021 |
PL0000106670 |
102,36 |
102,64 |
5,42 |
5,38 |
102,50 |
5,40 |
WS0922 |
PL0000102646 |
102,30 |
102,66 |
5,45 |
5,40 |
102,48 |
5,43 |
IZ0823 |
PL0000105359 |
98,12 |
98,57 |
--- |
--- |
98,35 |
--- |
WS0429 |
PL0000105391 |
101,28 |
101,69 |
5,63 |
5,59 |
101,49 |
5,61 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,39 |
98,44 |
4,47 |
4,33 |
98,42 |
4,38 |
OK1012 |
PL0000106100 |
97,31 |
97,35 |
4,48 |
4,41 |
97,33 |
4,44 |
OK0113 |
PL0000106324 |
96,23 |
96,30 |
4,50 |
4,41 |
96,27 |
4,45 |
PS0413 |
PL0000105037 |
100,84 |
100,91 |
4,45 |
4,39 |
100,88 |
4,41 |
OK0713 |
PL0000106563 |
94,18 |
94,29 |
4,48 |
4,39 |
94,24 |
4,43 |
DS1013 |
PL0000102836 |
100,73 |
100,83 |
4,50 |
4,43 |
100,78 |
4,47 |
OK0114 |
PL0000106712 |
91,95 |
92,03 |
4,59 |
4,54 |
91,99 |
4,56 |
PS0414 |
PL0000105433 |
102,22 |
102,38 |
4,62 |
4,54 |
102,30 |
4,58 |
WZ0115 |
PL0000106480 |
100,05 |
100,12 |
--- |
--- |
100,09 |
--- |
PS0415 |
PL0000105953 |
102,29 |
102,40 |
4,69 |
4,65 |
102,35 |
4,67 |
DS1015 |
PL0000103602 |
104,96 |
105,14 |
4,71 |
4,66 |
105,05 |
4,69 |
PS0416 |
PL0000106340 |
100,82 |
100,99 |
4,77 |
4,72 |
100,91 |
4,74 |
IZ0816 |
PL0000103529 |
103,38 |
103,63 |
--- |
--- |
103,51 |
--- |
PS1016 |
PL0000106795 |
99,76 |
99,86 |
4,80 |
4,77 |
99,81 |
4,79 |
WZ0117 |
PL0000106936 |
99,61 |
99,74 |
--- |
--- |
99,68 |
--- |
DS1017 |
PL0000104543 |
101,70 |
101,89 |
4,89 |
4,85 |
101,80 |
4,87 |
WZ0118 |
PL0000104717 |
99,13 |
99,33 |
--- |
--- |
99,23 |
--- |
DS1019 |
PL0000105441 |
101,99 |
102,20 |
5,17 |
5,14 |
102,10 |
5,15 |
DS1020 |
PL0000106126 |
99,75 |
99,95 |
5,28 |
5,25 |
99,85 |
5,26 |
WZ0121 |
PL0000106068 |
97,00 |
97,16 |
--- |
--- |
97,08 |
--- |
DS1021 |
PL0000106670 |
102,80 |
103,01 |
5,36 |
5,33 |
102,91 |
5,35 |
WS0922 |
PL0000102646 |
102,75 |
103,04 |
5,39 |
5,36 |
102,90 |
5,37 |
IZ0823 |
PL0000105359 |
98,13 |
98,57 |
--- |
--- |
98,35 |
--- |
WS0429 |
PL0000105391 |
101,79 |
102,26 |
5,58 |
5,54 |
102,03 |
5,56 |
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 |
4,400 |
4,400 |
400 |
TOTAL |
400 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
3/4 |
1 |
4,250 |
4,250 |
4,250 |
15 |
DS1013 |
PL0000102836 |
3/4 |
1 |
4,200 |
4,200 |
4,200 |
70 |
DS1017 |
PL0000104543 |
3/4 |
1 |
4,300 |
4,300 |
4,300 |
220 |
PS0414 |
PL0000105433 |
3/4 |
1 |
4,300 |
4,300 |
4,300 |
335 |
DS1019 |
PL0000105441 |
3/4 |
1 |
4,150 |
4,300 |
4,286 |
110 |
PS0416 |
PL0000106340 |
3/4 |
1 |
4,300 |
4,300 |
4,300 |
100 |
OK0713 |
PL0000106563 |
3/4 |
1 |
4,150 |
4,150 |
4,150 |
65 |
PS1016 |
PL0000106795 |
3/4 |
1 |
4,200 |
4,300 |
4,237 |
290 |
DS1020 |
PL0000106126 |
3/5 |
2 |
4,200 |
4,200 |
4,200 |
10 |
DS1021 |
PL0000106670 |
3/5 |
2 |
4,200 |
4,200 |
4,200 |
30 |
OK0114 |
PL0000106712 |
3/5 |
2 |
4,250 |
4,250 |
4,250 |
60 |
WS0922 |
PL0000102646 |
0/3 |
3 |
4,150 |
4,150 |
4,150 |
30 |
DS1015 |
PL0000103602 |
0/3 |
3 |
4,250 |
4,250 |
4,250 |
55 |
DS1017 |
PL0000104543 |
0/3 |
3 |
4,250 |
4,250 |
4,250 |
10 |
PS0414 |
PL0000105433 |
0/3 |
3 |
4,200 |
4,200 |
4,200 |
125 |
DS1019 |
PL0000105441 |
0/3 |
3 |
4,200 |
4,200 |
4,200 |
5 |
PS0415 |
PL0000105953 |
0/3 |
3 |
4,200 |
4,200 |
4,200 |
10 |
PS1016 |
PL0000106795 |
0/3 |
3 |
4,180 |
4,270 |
4,225 |
250 |
PS0413 |
PL0000105037 |
0/4 |
4 |
4,200 |
4,200 |
4,200 |
10 |
DS1021 |
PL0000106670 |
3/7 |
4 |
4,250 |
4,250 |
4,250 |
150 |
WZ0118 |
PL0000104717 |
0/4 |
4 |
4,200 |
4,200 |
4,200 |
40 |
DS1015 |
PL0000103602 |
0/7 |
7 |
4,300 |
4,300 |
4,300 |
10 |
TOTAL |
2 000 |