2012-03-19 |
MARKET DATA |
No 55 (1840) |
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 |
2 530,00 |
2 581,31 |
162 |
2 625,00 |
2 686,87 |
19 |
5 155,00 |
5 268,18 |
181 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 530,00 |
2 581,31 |
162 |
2 625,00 |
2 686,87 |
19 |
5 155,00 |
5 268,18 |
181 |
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 |
99,99 |
100,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
98,48 |
98,51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,37 |
97,42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
96,30 |
96,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,80 |
100,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,28 |
94,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,79 |
100,77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,16 |
92,11 |
92,11 |
92,16 |
92,11 |
92,13 |
92,14 |
690 000 |
635,73 |
18 |
PS0414 |
PL0000105433 |
102,34 |
102,31 |
102,31 |
102,31 |
102,31 |
102,31 |
102,31 |
20 000 |
21,50 |
1 |
PS0415 |
PL0000105953 |
102,37 |
102,31 |
102,31 |
102,45 |
102,31 |
102,37 |
102,35 |
285 000 |
305,86 |
12 |
DS1015 |
PL0000103602 |
105,11 |
104,99 |
105,03 |
105,13 |
105,02 |
105,10 |
105,06 |
420 000 |
451,93 |
26 |
PS0416 |
PL0000106340 |
100,76 |
100,70 |
100,73 |
100,73 |
100,72 |
100,72 |
100,72 |
75 000 |
78,93 |
3 |
PS1016 |
PL0000106795 |
99,48 |
99,39 |
99,34 |
99,45 |
99,32 |
99,45 |
99,38 |
45 000 |
45,59 |
4 |
DS1017 |
PL0000104543 |
101,45 |
101,34 |
101,29 |
101,47 |
101,29 |
101,37 |
101,39 |
115 000 |
119,04 |
11 |
DS1019 |
PL0000105441 |
101,46 |
101,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
99,24 |
99,13 |
99,20 |
99,20 |
99,13 |
99,15 |
99,16 |
55 000 |
55,71 |
4 |
DS1021 |
PL0000106670 |
102,28 |
102,15 |
102,30 |
102,30 |
102,15 |
102,20 |
102,19 |
355 000 |
371,03 |
36 |
WS0922 |
PL0000102646 |
102,15 |
102,08 |
102,17 |
102,20 |
102,05 |
102,11 |
102,11 |
315 000 |
330,56 |
31 |
WS0429 |
PL0000105391 |
101,54 |
101,29 |
101,29 |
101,59 |
101,29 |
101,58 |
101,53 |
155 000 |
165,43 |
16 |
WS0437 |
PL0000104857 |
90,00 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,42 |
103,72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
98,83 |
98,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,12 |
100,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,67 |
99,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,29 |
99,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,27 |
97,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
2 530 000 |
2 581,31 |
162 |
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 |
7 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
161 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
273 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
315 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
343 |
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 |
98,44 |
98,53 |
4,60 |
4,33 |
98,49 |
4,45 |
OK1012 |
PL0000106100 |
97,35 |
97,44 |
4,57 |
4,41 |
97,40 |
4,48 |
OK0113 |
PL0000106324 |
96,27 |
96,38 |
4,56 |
4,42 |
96,33 |
4,49 |
PS0413 |
PL0000105037 |
100,72 |
100,87 |
4,55 |
4,41 |
100,80 |
4,47 |
OK0713 |
PL0000106563 |
94,21 |
94,36 |
4,53 |
4,41 |
94,29 |
4,47 |
DS1013 |
PL0000102836 |
100,71 |
100,81 |
4,51 |
4,44 |
100,76 |
4,47 |
OK0114 |
PL0000106712 |
92,04 |
92,14 |
4,59 |
4,53 |
92,09 |
4,56 |
PS0414 |
PL0000105433 |
102,21 |
102,39 |
4,61 |
4,52 |
102,30 |
4,57 |
WZ0115 |
PL0000106480 |
100,09 |
100,18 |
--- |
--- |
100,14 |
--- |
PS0415 |
PL0000105953 |
102,23 |
102,42 |
4,70 |
4,64 |
102,33 |
4,67 |
DS1015 |
PL0000103602 |
104,87 |
105,09 |
4,73 |
4,67 |
104,98 |
4,70 |
PS0416 |
PL0000106340 |
100,58 |
100,78 |
4,83 |
4,78 |
100,68 |
4,81 |
IZ0816 |
PL0000103529 |
103,38 |
103,76 |
--- |
--- |
103,57 |
--- |
PS1016 |
PL0000106795 |
99,30 |
99,44 |
4,91 |
4,88 |
99,37 |
4,89 |
WZ0117 |
PL0000106936 |
99,64 |
99,79 |
--- |
--- |
99,72 |
--- |
DS1017 |
PL0000104543 |
101,26 |
101,48 |
4,98 |
4,93 |
101,37 |
4,95 |
WZ0118 |
PL0000104717 |
99,25 |
99,45 |
--- |
--- |
99,35 |
--- |
DS1019 |
PL0000105441 |
101,29 |
101,55 |
5,28 |
5,24 |
101,42 |
5,26 |
DS1020 |
PL0000106126 |
99,09 |
99,26 |
5,38 |
5,35 |
99,18 |
5,36 |
WZ0121 |
PL0000106068 |
97,19 |
97,43 |
--- |
--- |
97,31 |
--- |
DS1021 |
PL0000106670 |
102,20 |
102,37 |
5,44 |
5,42 |
102,29 |
5,43 |
WS0922 |
PL0000102646 |
102,10 |
102,23 |
5,47 |
5,46 |
102,17 |
5,46 |
IZ0823 |
PL0000105359 |
98,54 |
98,96 |
--- |
--- |
98,75 |
--- |
WS0429 |
PL0000105391 |
101,17 |
101,75 |
5,64 |
5,58 |
101,46 |
5,61 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,47 |
98,52 |
4,51 |
4,36 |
98,50 |
4,42 |
OK1012 |
PL0000106100 |
97,36 |
97,43 |
4,55 |
4,43 |
97,40 |
4,48 |
OK0113 |
PL0000106324 |
96,29 |
96,36 |
4,54 |
4,45 |
96,33 |
4,49 |
PS0413 |
PL0000105037 |
100,78 |
100,84 |
4,49 |
4,44 |
100,81 |
4,47 |
OK0713 |
PL0000106563 |
94,26 |
94,41 |
4,49 |
4,37 |
94,34 |
4,43 |
DS1013 |
PL0000102836 |
100,75 |
100,85 |
4,48 |
4,41 |
100,80 |
4,45 |
OK0114 |
PL0000106712 |
92,11 |
92,17 |
4,54 |
4,51 |
92,14 |
4,53 |
PS0414 |
PL0000105433 |
102,30 |
102,42 |
4,57 |
4,51 |
102,36 |
4,54 |
WZ0115 |
PL0000106480 |
100,10 |
100,17 |
--- |
--- |
100,14 |
--- |
PS0415 |
PL0000105953 |
102,32 |
102,42 |
4,67 |
4,64 |
102,37 |
4,66 |
DS1015 |
PL0000103602 |
105,02 |
105,13 |
4,69 |
4,65 |
105,08 |
4,67 |
PS0416 |
PL0000106340 |
100,71 |
100,86 |
4,80 |
4,76 |
100,79 |
4,78 |
IZ0816 |
PL0000103529 |
103,38 |
103,76 |
--- |
--- |
103,57 |
--- |
PS1016 |
PL0000106795 |
99,37 |
99,54 |
4,89 |
4,85 |
99,46 |
4,87 |
WZ0117 |
PL0000106936 |
99,64 |
99,78 |
--- |
--- |
99,71 |
--- |
DS1017 |
PL0000104543 |
101,35 |
101,48 |
4,96 |
4,93 |
101,42 |
4,94 |
WZ0118 |
PL0000104717 |
99,25 |
99,45 |
--- |
--- |
99,35 |
--- |
DS1019 |
PL0000105441 |
101,30 |
101,55 |
5,28 |
5,24 |
101,43 |
5,26 |
DS1020 |
PL0000106126 |
99,05 |
99,29 |
5,38 |
5,35 |
99,17 |
5,36 |
WZ0121 |
PL0000106068 |
97,22 |
97,41 |
--- |
--- |
97,32 |
--- |
DS1021 |
PL0000106670 |
102,15 |
102,29 |
5,45 |
5,43 |
102,22 |
5,44 |
WS0922 |
PL0000102646 |
102,04 |
102,21 |
5,48 |
5,46 |
102,13 |
5,47 |
IZ0823 |
PL0000105359 |
98,58 |
99,00 |
--- |
--- |
98,79 |
--- |
WS0429 |
PL0000105391 |
101,40 |
101,77 |
5,62 |
5,58 |
101,59 |
5,60 |
REPO MARKET |
General Collateral (GC) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
|
|
|
|
0,000 |
0,000 |
0,000 |
0 |
TOTAL |
0 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,260 |
4,260 |
4,260 |
110 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
20 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
50 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
25 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
30 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
490 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,250 |
4,290 |
4,257 |
390 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
350 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
15 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
40 |
DS1017 |
PL0000104543 |
0/2 |
2 |
4,250 |
4,250 |
4,250 |
140 |
PS0414 |
PL0000105433 |
0/2 |
2 |
4,250 |
4,250 |
4,250 |
75 |
DS1020 |
PL0000106126 |
0/2 |
2 |
4,250 |
4,250 |
4,250 |
60 |
PS0414 |
PL0000105433 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
110 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
70 |
TOTAL |
1 975 |