2012-03-14 |
MARKET DATA |
No 52 (1837) |
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 |
4 117,50 |
4 108,85 |
212 |
2 935,00 |
3 020,02 |
36 |
7 052,50 |
7 128,86 |
248 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
4 117,50 |
4 108,85 |
212 |
2 935,00 |
3 020,02 |
36 |
7 052,50 |
7 128,86 |
248 |
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 |
100,00 |
100,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
98,43 |
98,43 |
98,42 |
98,42 |
98,41 |
98,41 |
98,41 |
200 000 |
196,82 |
3 |
OK1012 |
PL0000106100 |
97,33 |
97,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
96,27 |
96,27 |
96,24 |
96,24 |
96,24 |
96,24 |
96,24 |
35 000 |
33,68 |
1 |
PS0413 |
PL0000105037 |
100,81 |
100,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,25 |
94,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,76 |
100,72 |
100,72 |
100,77 |
100,72 |
100,77 |
100,74 |
230 000 |
236,22 |
6 |
OK0114 |
PL0000106712 |
92,09 |
92,04 |
92,06 |
92,09 |
92,00 |
92,02 |
92,06 |
1 130 000 |
1 040,28 |
35 |
PS0414 |
PL0000105433 |
102,36 |
102,31 |
102,29 |
102,29 |
102,29 |
102,29 |
102,29 |
50 000 |
53,71 |
1 |
PS0415 |
PL0000105953 |
102,44 |
102,33 |
102,44 |
102,44 |
102,31 |
102,31 |
102,38 |
37 500 |
40,23 |
3 |
DS1015 |
PL0000103602 |
105,10 |
105,05 |
105,02 |
105,02 |
104,97 |
104,97 |
104,99 |
85 000 |
91,33 |
7 |
PS0416 |
PL0000106340 |
100,90 |
100,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
99,75 |
99,55 |
99,75 |
99,75 |
99,50 |
99,50 |
99,66 |
990 000 |
1 005,00 |
52 |
DS1017 |
PL0000104543 |
101,75 |
101,54 |
101,66 |
101,66 |
101,55 |
101,55 |
101,64 |
85 000 |
88,13 |
8 |
DS1019 |
PL0000105441 |
101,79 |
101,53 |
101,65 |
101,67 |
101,46 |
101,46 |
101,52 |
235 000 |
243,63 |
13 |
DS1020 |
PL0000106126 |
99,57 |
99,36 |
99,38 |
99,50 |
99,30 |
99,30 |
99,37 |
300 000 |
304,25 |
23 |
DS1021 |
PL0000106670 |
102,81 |
102,50 |
102,81 |
102,81 |
102,38 |
102,38 |
102,61 |
380 000 |
398,45 |
32 |
WS0922 |
PL0000102646 |
102,71 |
102,37 |
102,66 |
102,79 |
102,30 |
102,30 |
102,45 |
257 500 |
270,88 |
19 |
WS0429 |
PL0000105391 |
101,90 |
101,65 |
101,76 |
101,76 |
101,55 |
101,55 |
101,66 |
62 500 |
66,74 |
6 |
WS0437 |
PL0000104857 |
88,00 |
103,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,46 |
103,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
98,60 |
98,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,08 |
100,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,72 |
99,78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,33 |
99,34 |
99,34 |
99,34 |
99,34 |
99,34 |
99,34 |
15 000 |
15,01 |
1 |
WZ0121 |
PL0000106068 |
97,25 |
97,25 |
97,25 |
97,27 |
97,25 |
97,27 |
97,26 |
25 000 |
24,49 |
2 |
TOTAL |
4 117 500 |
4 108,85 |
212 |
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 |
12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
166 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
278 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
320 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
348 |
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 |
98,39 |
98,45 |
4,57 |
4,40 |
98,42 |
4,49 |
OK1012 |
PL0000106100 |
97,32 |
97,39 |
4,52 |
4,40 |
97,36 |
4,45 |
OK0113 |
PL0000106324 |
96,24 |
96,34 |
4,53 |
4,40 |
96,29 |
4,46 |
PS0413 |
PL0000105037 |
100,80 |
100,89 |
4,48 |
4,40 |
100,85 |
4,44 |
OK0713 |
PL0000106563 |
94,20 |
94,34 |
4,50 |
4,38 |
94,27 |
4,44 |
DS1013 |
PL0000102836 |
100,74 |
100,88 |
4,49 |
4,40 |
100,81 |
4,44 |
OK0114 |
PL0000106712 |
92,03 |
92,08 |
4,56 |
4,53 |
92,06 |
4,54 |
PS0414 |
PL0000105433 |
102,28 |
102,45 |
4,58 |
4,50 |
102,37 |
4,54 |
WZ0115 |
PL0000106480 |
100,05 |
100,13 |
--- |
--- |
100,09 |
--- |
PS0415 |
PL0000105953 |
102,28 |
102,47 |
4,69 |
4,62 |
102,38 |
4,66 |
DS1015 |
PL0000103602 |
105,01 |
105,22 |
4,69 |
4,63 |
105,12 |
4,66 |
PS0416 |
PL0000106340 |
100,80 |
101,02 |
4,77 |
4,71 |
100,91 |
4,74 |
IZ0816 |
PL0000103529 |
103,42 |
103,79 |
--- |
--- |
103,61 |
--- |
PS1016 |
PL0000106795 |
99,65 |
99,76 |
4,83 |
4,80 |
99,71 |
4,81 |
WZ0117 |
PL0000106936 |
99,65 |
99,82 |
--- |
--- |
99,74 |
--- |
DS1017 |
PL0000104543 |
101,64 |
101,80 |
4,90 |
4,87 |
101,72 |
4,88 |
WZ0118 |
PL0000104717 |
99,25 |
99,40 |
--- |
--- |
99,33 |
--- |
DS1019 |
PL0000105441 |
101,69 |
102,01 |
5,22 |
5,17 |
101,85 |
5,19 |
DS1020 |
PL0000106126 |
99,52 |
99,78 |
5,31 |
5,27 |
99,65 |
5,29 |
WZ0121 |
PL0000106068 |
97,15 |
97,29 |
--- |
--- |
97,22 |
--- |
DS1021 |
PL0000106670 |
102,71 |
102,89 |
5,37 |
5,35 |
102,80 |
5,36 |
WS0922 |
PL0000102646 |
102,64 |
102,82 |
5,41 |
5,38 |
102,73 |
5,39 |
IZ0823 |
PL0000105359 |
98,53 |
98,94 |
--- |
--- |
98,74 |
--- |
WS0429 |
PL0000105391 |
101,66 |
101,96 |
5,59 |
5,56 |
101,81 |
5,58 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,39 |
98,46 |
4,57 |
4,37 |
98,43 |
4,46 |
OK1012 |
PL0000106100 |
97,32 |
97,37 |
4,52 |
4,43 |
97,35 |
4,47 |
OK0113 |
PL0000106324 |
96,23 |
96,29 |
4,54 |
4,46 |
96,26 |
4,50 |
PS0413 |
PL0000105037 |
100,73 |
100,83 |
4,55 |
4,45 |
100,78 |
4,50 |
OK0713 |
PL0000106563 |
94,21 |
94,30 |
4,49 |
4,41 |
94,26 |
4,45 |
DS1013 |
PL0000102836 |
100,73 |
100,82 |
4,50 |
4,44 |
100,78 |
4,46 |
OK0114 |
PL0000106712 |
92,01 |
92,09 |
4,57 |
4,52 |
92,05 |
4,55 |
PS0414 |
PL0000105433 |
102,27 |
102,38 |
4,59 |
4,53 |
102,33 |
4,56 |
WZ0115 |
PL0000106480 |
100,06 |
100,14 |
--- |
--- |
100,10 |
--- |
PS0415 |
PL0000105953 |
102,28 |
102,40 |
4,69 |
4,65 |
102,34 |
4,67 |
DS1015 |
PL0000103602 |
104,97 |
105,14 |
4,71 |
4,66 |
105,06 |
4,68 |
PS0416 |
PL0000106340 |
100,73 |
100,93 |
4,79 |
4,74 |
100,83 |
4,77 |
IZ0816 |
PL0000103529 |
103,41 |
103,80 |
--- |
--- |
103,61 |
--- |
PS1016 |
PL0000106795 |
99,51 |
99,63 |
4,86 |
4,83 |
99,57 |
4,85 |
WZ0117 |
PL0000106936 |
99,66 |
99,84 |
--- |
--- |
99,75 |
--- |
DS1017 |
PL0000104543 |
101,53 |
101,77 |
4,92 |
4,87 |
101,65 |
4,90 |
WZ0118 |
PL0000104717 |
99,26 |
99,44 |
--- |
--- |
99,35 |
--- |
DS1019 |
PL0000105441 |
101,58 |
101,77 |
5,23 |
5,20 |
101,68 |
5,22 |
DS1020 |
PL0000106126 |
99,35 |
99,45 |
5,34 |
5,32 |
99,40 |
5,33 |
WZ0121 |
PL0000106068 |
97,20 |
97,39 |
--- |
--- |
97,30 |
--- |
DS1021 |
PL0000106670 |
102,46 |
102,69 |
5,41 |
5,38 |
102,58 |
5,39 |
WS0922 |
PL0000102646 |
102,36 |
102,55 |
5,44 |
5,42 |
102,46 |
5,43 |
IZ0823 |
PL0000105359 |
98,54 |
98,93 |
--- |
--- |
98,74 |
--- |
WS0429 |
PL0000105391 |
101,53 |
102,00 |
5,60 |
5,56 |
101,77 |
5,58 |
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 |
4,350 |
4,350 |
4,350 |
800 |
TOTAL |
800 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,100 |
4,300 |
4,260 |
275 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
70 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
40 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,300 |
4,300 |
4,300 |
85 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
5 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
35 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
30 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,300 |
4,300 |
4,300 |
80 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,100 |
4,150 |
4,148 |
125 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
40 |
OK0114 |
PL0000106712 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
120 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,250 |
4,300 |
4,277 |
220 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
40 |
DS1013 |
PL0000102836 |
0/2 |
2 |
4,300 |
4,300 |
4,300 |
70 |
DS1015 |
PL0000103602 |
0/2 |
2 |
4,250 |
4,250 |
4,250 |
90 |
DS1017 |
PL0000104543 |
0/2 |
2 |
4,250 |
4,250 |
4,250 |
190 |
PS0413 |
PL0000105037 |
0/2 |
2 |
4,250 |
4,250 |
4,250 |
50 |
PS0414 |
PL0000105433 |
0/2 |
2 |
4,250 |
4,300 |
4,281 |
135 |
DS1021 |
PL0000106670 |
0/2 |
2 |
4,250 |
4,250 |
4,250 |
30 |
WZ0118 |
PL0000104717 |
0/2 |
2 |
4,200 |
4,200 |
4,200 |
30 |
DS1013 |
PL0000102836 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
80 |
PS0413 |
PL0000105037 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
20 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
20 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
15 |
PS0416 |
PL0000106340 |
1/8 |
7 |
4,300 |
4,350 |
4,330 |
150 |
OK0713 |
PL0000106563 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
40 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
50 |
TOTAL |
2 135 |