2012-03-20 |
MARKET DATA |
No 56 (1841) |
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 |
1 860,00 |
1 936,40 |
110 |
4 580,00 |
4 614,97 |
34 |
6 440,00 |
6 551,36 |
144 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 860,00 |
1 936,40 |
110 |
4 580,00 |
4 614,97 |
34 |
6 440,00 |
6 551,36 |
144 |
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 |
98,47 |
98,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
97,39 |
97,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
96,32 |
96,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,79 |
100,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,29 |
94,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,78 |
100,80 |
100,80 |
100,80 |
100,80 |
100,80 |
100,80 |
75 000 |
77,14 |
2 |
OK0114 |
PL0000106712 |
92,13 |
92,13 |
92,14 |
92,14 |
92,13 |
92,13 |
92,14 |
110 000 |
101,35 |
6 |
PS0414 |
PL0000105433 |
102,31 |
102,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,38 |
102,37 |
102,37 |
102,41 |
102,37 |
102,41 |
102,39 |
240 000 |
257,71 |
10 |
DS1015 |
PL0000103602 |
105,07 |
105,05 |
105,05 |
105,07 |
105,05 |
105,07 |
105,06 |
500 000 |
538,09 |
15 |
PS0416 |
PL0000106340 |
100,76 |
100,77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
99,44 |
99,39 |
99,36 |
99,44 |
99,36 |
99,44 |
99,41 |
235 000 |
238,17 |
15 |
DS1017 |
PL0000104543 |
101,45 |
101,35 |
101,33 |
101,38 |
101,32 |
101,38 |
101,34 |
45 000 |
46,56 |
4 |
DS1019 |
PL0000105441 |
101,50 |
101,36 |
101,38 |
101,50 |
101,38 |
101,50 |
101,42 |
240 000 |
248,78 |
17 |
DS1020 |
PL0000106126 |
99,07 |
99,03 |
99,04 |
99,13 |
99,00 |
99,13 |
99,04 |
85 000 |
86,00 |
9 |
DS1021 |
PL0000106670 |
102,13 |
102,05 |
102,05 |
102,10 |
102,05 |
102,10 |
102,08 |
50 000 |
52,21 |
6 |
WS0922 |
PL0000102646 |
102,05 |
101,95 |
102,05 |
102,05 |
101,85 |
101,98 |
101,97 |
200 000 |
209,64 |
18 |
WS0429 |
PL0000105391 |
101,46 |
101,51 |
101,51 |
101,56 |
101,51 |
101,56 |
101,54 |
20 000 |
21,35 |
2 |
WS0437 |
PL0000104857 |
80,00 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,40 |
103,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
98,65 |
98,94 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,12 |
100,12 |
100,12 |
100,12 |
100,12 |
100,12 |
100,12 |
20 000 |
20,18 |
2 |
WZ0117 |
PL0000106936 |
99,70 |
99,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,32 |
99,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,30 |
97,36 |
97,30 |
97,30 |
97,29 |
97,29 |
97,29 |
40 000 |
39,23 |
4 |
TOTAL |
1 860 000 |
1 936,40 |
110 |
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 |
6 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
160 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
272 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
314 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
342 |
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 |
98,45 |
98,54 |
4,61 |
4,34 |
98,50 |
4,46 |
OK1012 |
PL0000106100 |
97,37 |
97,45 |
4,56 |
4,41 |
97,41 |
4,48 |
OK0113 |
PL0000106324 |
96,30 |
96,39 |
4,54 |
4,42 |
96,35 |
4,47 |
PS0413 |
PL0000105037 |
100,78 |
100,90 |
4,49 |
4,38 |
100,84 |
4,44 |
OK0713 |
PL0000106563 |
94,28 |
94,42 |
4,49 |
4,37 |
94,35 |
4,43 |
DS1013 |
PL0000102836 |
100,76 |
100,87 |
4,47 |
4,40 |
100,82 |
4,43 |
OK0114 |
PL0000106712 |
92,10 |
92,20 |
4,56 |
4,50 |
92,15 |
4,53 |
PS0414 |
PL0000105433 |
102,27 |
102,42 |
4,58 |
4,51 |
102,35 |
4,54 |
WZ0115 |
PL0000106480 |
100,07 |
100,17 |
--- |
--- |
100,12 |
--- |
PS0415 |
PL0000105953 |
102,32 |
102,43 |
4,67 |
4,63 |
102,38 |
4,65 |
DS1015 |
PL0000103602 |
105,02 |
105,13 |
4,69 |
4,65 |
105,08 |
4,67 |
PS0416 |
PL0000106340 |
100,67 |
100,85 |
4,81 |
4,76 |
100,76 |
4,78 |
IZ0816 |
PL0000103529 |
103,36 |
103,74 |
--- |
--- |
103,55 |
--- |
PS1016 |
PL0000106795 |
99,34 |
99,48 |
4,90 |
4,87 |
99,41 |
4,88 |
WZ0117 |
PL0000106936 |
99,62 |
99,78 |
--- |
--- |
99,70 |
--- |
DS1017 |
PL0000104543 |
101,30 |
101,43 |
4,97 |
4,94 |
101,37 |
4,95 |
WZ0118 |
PL0000104717 |
99,26 |
99,46 |
--- |
--- |
99,36 |
--- |
DS1019 |
PL0000105441 |
101,26 |
101,47 |
5,29 |
5,25 |
101,37 |
5,27 |
DS1020 |
PL0000106126 |
98,99 |
99,17 |
5,39 |
5,36 |
99,08 |
5,38 |
WZ0121 |
PL0000106068 |
97,18 |
97,42 |
--- |
--- |
97,30 |
--- |
DS1021 |
PL0000106670 |
101,97 |
102,19 |
5,47 |
5,44 |
102,08 |
5,46 |
WS0922 |
PL0000102646 |
101,91 |
102,05 |
5,50 |
5,48 |
101,98 |
5,49 |
IZ0823 |
PL0000105359 |
98,57 |
98,99 |
--- |
--- |
98,78 |
--- |
WS0429 |
PL0000105391 |
101,27 |
101,75 |
5,63 |
5,58 |
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 |
98,45 |
98,53 |
4,61 |
4,37 |
98,49 |
4,49 |
OK1012 |
PL0000106100 |
97,37 |
97,44 |
4,56 |
4,43 |
97,41 |
4,48 |
OK0113 |
PL0000106324 |
96,30 |
96,39 |
4,54 |
4,42 |
96,35 |
4,47 |
PS0413 |
PL0000105037 |
100,78 |
100,87 |
4,49 |
4,41 |
100,83 |
4,45 |
OK0713 |
PL0000106563 |
94,28 |
94,41 |
4,49 |
4,38 |
94,35 |
4,43 |
DS1013 |
PL0000102836 |
100,75 |
100,85 |
4,48 |
4,41 |
100,80 |
4,45 |
OK0114 |
PL0000106712 |
92,10 |
92,17 |
4,56 |
4,51 |
92,14 |
4,53 |
PS0414 |
PL0000105433 |
102,28 |
102,41 |
4,58 |
4,51 |
102,35 |
4,54 |
WZ0115 |
PL0000106480 |
100,09 |
100,16 |
--- |
--- |
100,13 |
--- |
PS0415 |
PL0000105953 |
102,30 |
102,47 |
4,68 |
4,62 |
102,39 |
4,65 |
DS1015 |
PL0000103602 |
104,98 |
105,18 |
4,70 |
4,64 |
105,08 |
4,67 |
PS0416 |
PL0000106340 |
100,72 |
100,88 |
4,80 |
4,75 |
100,80 |
4,77 |
IZ0816 |
PL0000103529 |
103,36 |
103,74 |
--- |
--- |
103,55 |
--- |
PS1016 |
PL0000106795 |
99,37 |
99,52 |
4,89 |
4,86 |
99,45 |
4,88 |
WZ0117 |
PL0000106936 |
99,66 |
99,78 |
--- |
--- |
99,72 |
--- |
DS1017 |
PL0000104543 |
101,32 |
101,49 |
4,96 |
4,93 |
101,41 |
4,94 |
WZ0118 |
PL0000104717 |
99,26 |
99,45 |
--- |
--- |
99,36 |
--- |
DS1019 |
PL0000105441 |
101,43 |
101,59 |
5,26 |
5,23 |
101,51 |
5,24 |
DS1020 |
PL0000106126 |
98,96 |
99,16 |
5,40 |
5,37 |
99,06 |
5,38 |
WZ0121 |
PL0000106068 |
97,25 |
97,44 |
--- |
--- |
97,35 |
--- |
DS1021 |
PL0000106670 |
101,98 |
102,14 |
5,47 |
5,45 |
102,06 |
5,46 |
WS0922 |
PL0000102646 |
101,90 |
102,07 |
5,50 |
5,48 |
101,99 |
5,49 |
IZ0823 |
PL0000105359 |
98,58 |
99,00 |
--- |
--- |
98,79 |
--- |
WS0429 |
PL0000105391 |
101,34 |
101,68 |
5,62 |
5,59 |
101,51 |
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 |
0/1 |
1 |
4,270 |
4,280 |
4,273 |
1 800 |
TOTAL |
1 800 |
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 |
4,250 |
4,250 |
4,250 |
40 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
100 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,250 |
4,350 |
4,283 |
120 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
15 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
50 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,250 |
4,350 |
4,293 |
70 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,250 |
4,300 |
4,254 |
470 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
290 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,250 |
4,350 |
4,285 |
690 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
25 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
15 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
40 |
DS1015 |
PL0000103602 |
1/3 |
2 |
4,300 |
4,300 |
4,300 |
30 |
DS1013 |
PL0000102836 |
1/6 |
5 |
4,300 |
4,300 |
4,300 |
50 |
PS0414 |
PL0000105433 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
30 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
20 |
PS0415 |
PL0000105953 |
2/9 |
7 |
4,300 |
4,300 |
4,300 |
90 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
325 |
PS0416 |
PL0000106340 |
2/9 |
7 |
4,300 |
4,300 |
4,300 |
290 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
20 |
TOTAL |
2 780 |