2012-03-16 |
MARKET DATA |
No 54 (1839) |
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 |
3 132,50 |
3 137,49 |
201 |
2 535,00 |
2 530,73 |
25 |
5 667,50 |
5 668,21 |
226 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
3 132,50 |
3 137,49 |
201 |
2 535,00 |
2 530,73 |
25 |
5 667,50 |
5 668,21 |
226 |
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 |
98,46 |
98,49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,36 |
97,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
96,27 |
96,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,75 |
100,78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,24 |
94,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,72 |
100,73 |
100,73 |
100,73 |
100,73 |
100,73 |
100,73 |
155 000 |
159,27 |
6 |
OK0114 |
PL0000106712 |
92,05 |
92,03 |
92,03 |
92,05 |
92,02 |
92,04 |
92,04 |
805 000 |
740,93 |
32 |
PS0414 |
PL0000105433 |
102,28 |
102,21 |
102,28 |
102,28 |
102,22 |
102,26 |
102,26 |
125 000 |
134,30 |
5 |
PS0415 |
PL0000105953 |
102,28 |
102,24 |
102,28 |
102,28 |
102,22 |
102,22 |
102,25 |
50 000 |
53,60 |
2 |
DS1015 |
PL0000103602 |
104,95 |
104,87 |
104,88 |
104,91 |
104,85 |
104,91 |
104,89 |
50 000 |
53,71 |
4 |
PS0416 |
PL0000106340 |
100,66 |
100,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
99,49 |
99,28 |
99,49 |
99,49 |
99,23 |
99,32 |
99,33 |
965 000 |
976,90 |
69 |
DS1017 |
PL0000104543 |
101,40 |
101,21 |
101,36 |
101,38 |
101,31 |
101,31 |
101,35 |
50 000 |
51,73 |
4 |
DS1019 |
PL0000105441 |
101,51 |
101,26 |
101,35 |
101,35 |
101,17 |
101,30 |
101,29 |
75 000 |
77,62 |
7 |
DS1020 |
PL0000106126 |
99,29 |
99,03 |
99,29 |
99,29 |
99,01 |
99,01 |
99,10 |
125 000 |
126,51 |
11 |
DS1021 |
PL0000106670 |
102,37 |
102,09 |
102,36 |
102,36 |
102,08 |
102,11 |
102,18 |
515 000 |
538,12 |
44 |
WS0922 |
PL0000102646 |
102,17 |
101,89 |
102,10 |
102,10 |
101,80 |
101,90 |
101,96 |
140 000 |
146,68 |
13 |
WS0429 |
PL0000105391 |
101,51 |
101,30 |
101,10 |
101,10 |
101,10 |
101,10 |
101,10 |
2 500 |
2,66 |
1 |
WS0437 |
PL0000104857 |
80,00 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,44 |
103,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
98,61 |
98,94 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,12 |
100,13 |
100,11 |
100,11 |
100,11 |
100,11 |
100,11 |
25 000 |
25,22 |
1 |
WZ0117 |
PL0000106936 |
99,70 |
99,72 |
99,73 |
99,73 |
99,70 |
99,70 |
99,72 |
50 000 |
50,24 |
2 |
WZ0118 |
PL0000104717 |
99,30 |
99,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,26 |
97,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
3 132 500 |
3 137,49 |
201 |
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 |
8 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
162 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
274 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
316 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
344 |
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 |
98,42 |
98,50 |
4,63 |
4,39 |
98,46 |
4,51 |
OK1012 |
PL0000106100 |
97,33 |
97,41 |
4,58 |
4,44 |
97,37 |
4,51 |
OK0113 |
PL0000106324 |
96,25 |
96,34 |
4,57 |
4,46 |
96,30 |
4,51 |
PS0413 |
PL0000105037 |
100,73 |
100,83 |
4,54 |
4,45 |
100,78 |
4,49 |
OK0713 |
PL0000106563 |
94,23 |
94,31 |
4,51 |
4,44 |
94,27 |
4,47 |
DS1013 |
PL0000102836 |
100,68 |
100,80 |
4,53 |
4,45 |
100,74 |
4,49 |
OK0114 |
PL0000106712 |
92,01 |
92,11 |
4,60 |
4,54 |
92,06 |
4,57 |
PS0414 |
PL0000105433 |
102,24 |
102,37 |
4,60 |
4,53 |
102,31 |
4,56 |
WZ0115 |
PL0000106480 |
100,08 |
100,17 |
--- |
--- |
100,13 |
--- |
PS0415 |
PL0000105953 |
102,26 |
102,35 |
4,69 |
4,66 |
102,31 |
4,68 |
DS1015 |
PL0000103602 |
104,88 |
105,09 |
4,73 |
4,67 |
104,99 |
4,70 |
PS0416 |
PL0000106340 |
100,59 |
100,79 |
4,83 |
4,78 |
100,69 |
4,80 |
IZ0816 |
PL0000103529 |
103,40 |
103,78 |
--- |
--- |
103,59 |
--- |
PS1016 |
PL0000106795 |
99,41 |
99,53 |
4,88 |
4,86 |
99,47 |
4,87 |
WZ0117 |
PL0000106936 |
99,67 |
99,84 |
--- |
--- |
99,76 |
--- |
DS1017 |
PL0000104543 |
101,33 |
101,51 |
4,96 |
4,92 |
101,42 |
4,94 |
WZ0118 |
PL0000104717 |
99,26 |
99,46 |
--- |
--- |
99,36 |
--- |
DS1019 |
PL0000105441 |
101,41 |
101,64 |
5,26 |
5,22 |
101,53 |
5,24 |
DS1020 |
PL0000106126 |
99,19 |
99,38 |
5,36 |
5,33 |
99,29 |
5,35 |
WZ0121 |
PL0000106068 |
97,23 |
97,42 |
--- |
--- |
97,33 |
--- |
DS1021 |
PL0000106670 |
102,25 |
102,46 |
5,43 |
5,41 |
102,36 |
5,42 |
WS0922 |
PL0000102646 |
102,05 |
102,28 |
5,48 |
5,45 |
102,17 |
5,46 |
IZ0823 |
PL0000105359 |
98,51 |
99,01 |
--- |
--- |
98,76 |
--- |
WS0429 |
PL0000105391 |
101,29 |
101,72 |
5,63 |
5,59 |
101,51 |
5,61 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,44 |
98,50 |
4,57 |
4,39 |
98,47 |
4,48 |
OK1012 |
PL0000106100 |
97,35 |
97,41 |
4,55 |
4,44 |
97,38 |
4,50 |
OK0113 |
PL0000106324 |
96,26 |
96,33 |
4,56 |
4,47 |
96,30 |
4,51 |
PS0413 |
PL0000105037 |
100,73 |
100,83 |
4,54 |
4,45 |
100,78 |
4,49 |
OK0713 |
PL0000106563 |
94,20 |
94,31 |
4,53 |
4,44 |
94,26 |
4,48 |
DS1013 |
PL0000102836 |
100,70 |
100,77 |
4,51 |
4,47 |
100,74 |
4,49 |
OK0114 |
PL0000106712 |
92,01 |
92,09 |
4,60 |
4,55 |
92,05 |
4,57 |
PS0414 |
PL0000105433 |
102,18 |
102,32 |
4,63 |
4,56 |
102,25 |
4,59 |
WZ0115 |
PL0000106480 |
100,10 |
100,16 |
--- |
--- |
100,13 |
--- |
PS0415 |
PL0000105953 |
102,19 |
102,36 |
4,72 |
4,66 |
102,28 |
4,69 |
DS1015 |
PL0000103602 |
104,82 |
105,02 |
4,75 |
4,69 |
104,92 |
4,72 |
PS0416 |
PL0000106340 |
100,52 |
100,69 |
4,85 |
4,80 |
100,61 |
4,83 |
IZ0816 |
PL0000103529 |
103,40 |
103,78 |
--- |
--- |
103,59 |
--- |
PS1016 |
PL0000106795 |
99,25 |
99,37 |
4,92 |
4,89 |
99,31 |
4,91 |
WZ0117 |
PL0000106936 |
99,64 |
99,78 |
--- |
--- |
99,71 |
--- |
DS1017 |
PL0000104543 |
101,15 |
101,34 |
5,00 |
4,96 |
101,25 |
4,98 |
WZ0118 |
PL0000104717 |
99,23 |
99,44 |
--- |
--- |
99,34 |
--- |
DS1019 |
PL0000105441 |
101,17 |
101,39 |
5,30 |
5,26 |
101,28 |
5,28 |
DS1020 |
PL0000106126 |
98,94 |
99,14 |
5,40 |
5,37 |
99,04 |
5,38 |
WZ0121 |
PL0000106068 |
97,21 |
97,40 |
--- |
--- |
97,31 |
--- |
DS1021 |
PL0000106670 |
102,04 |
102,23 |
5,46 |
5,44 |
102,14 |
5,45 |
WS0922 |
PL0000102646 |
101,86 |
102,09 |
5,50 |
5,47 |
101,98 |
5,49 |
IZ0823 |
PL0000105359 |
98,52 |
99,00 |
--- |
--- |
98,76 |
--- |
WS0429 |
PL0000105391 |
101,18 |
101,52 |
5,64 |
5,60 |
101,35 |
5,62 |
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 |
0/3 |
3 |
4,400 |
4,400 |
4,400 |
500 |
TOTAL |
500 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1013 |
PL0000102836 |
3/4 |
1 |
4,350 |
4,350 |
4,350 |
270 |
PS0414 |
PL0000105433 |
3/4 |
1 |
4,350 |
4,350 |
4,350 |
35 |
PS0416 |
PL0000106340 |
3/4 |
1 |
4,350 |
4,350 |
4,350 |
40 |
DS1021 |
PL0000106670 |
3/4 |
1 |
4,300 |
4,300 |
4,300 |
110 |
OK0114 |
PL0000106712 |
3/4 |
1 |
4,300 |
4,350 |
4,334 |
320 |
WZ0118 |
PL0000104717 |
3/4 |
1 |
4,350 |
4,350 |
4,350 |
30 |
WZ0121 |
PL0000106068 |
3/4 |
1 |
4,350 |
4,350 |
4,350 |
40 |
WS0922 |
PL0000102646 |
0/3 |
3 |
4,200 |
4,200 |
4,200 |
5 |
DS1017 |
PL0000104543 |
0/3 |
3 |
4,350 |
4,350 |
4,350 |
135 |
OK0114 |
PL0000106712 |
0/3 |
3 |
4,350 |
4,350 |
4,350 |
60 |
DS1013 |
PL0000102836 |
0/4 |
4 |
4,300 |
4,300 |
4,300 |
100 |
DS1015 |
PL0000103602 |
0/4 |
4 |
4,300 |
4,300 |
4,300 |
90 |
DS1017 |
PL0000104543 |
0/4 |
4 |
4,300 |
4,300 |
4,300 |
100 |
PS0413 |
PL0000105037 |
0/4 |
4 |
4,300 |
4,300 |
4,300 |
50 |
DS1019 |
PL0000105441 |
3/7 |
4 |
4,350 |
4,350 |
4,350 |
275 |
PS0416 |
PL0000106340 |
0/4 |
4 |
4,300 |
4,300 |
4,300 |
110 |
DS1021 |
PL0000106670 |
0/4 |
4 |
4,300 |
4,300 |
4,300 |
30 |
OK0114 |
PL0000106712 |
0/4 |
4 |
4,300 |
4,300 |
4,300 |
110 |
DS1020 |
PL0000106126 |
3/10 |
7 |
4,350 |
4,350 |
4,350 |
25 |
OK0114 |
PL0000106712 |
3/10 |
7 |
4,350 |
4,350 |
4,350 |
80 |
WZ0118 |
PL0000104717 |
3/10 |
7 |
4,350 |
4,350 |
4,350 |
20 |
TOTAL |
2 035 |