2012-03-22 |
MARKET DATA |
No 58 (1843) |
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 |
1 425,00 |
1 481,66 |
88 |
2 155,00 |
2 188,45 |
28 |
3 580,00 |
3 670,11 |
116 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 425,00 |
1 481,66 |
88 |
2 155,00 |
2 188,45 |
28 |
3 580,00 |
3 670,11 |
116 |
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 |
100,01 |
100,01 |
100,01 |
100,01 |
100,01 |
255 000 |
266,15 |
5 |
OK0712 |
PL0000105912 |
98,55 |
98,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
99,00 |
97,46 |
97,46 |
97,46 |
97,44 |
97,44 |
97,44 |
95 000 |
92,57 |
4 |
OK0113 |
PL0000106324 |
96,34 |
96,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,77 |
100,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
94,31 |
94,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,75 |
100,81 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
92,12 |
92,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,28 |
102,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,35 |
102,30 |
102,30 |
102,35 |
102,30 |
102,35 |
102,33 |
300 000 |
322,14 |
13 |
DS1015 |
PL0000103602 |
105,05 |
105,00 |
105,05 |
105,07 |
105,05 |
105,07 |
105,06 |
65 000 |
70,00 |
3 |
PS0416 |
PL0000106340 |
100,65 |
100,59 |
100,52 |
100,52 |
100,50 |
100,50 |
100,51 |
20 000 |
21,02 |
2 |
PS1016 |
PL0000106795 |
99,40 |
99,27 |
99,22 |
99,41 |
99,22 |
99,41 |
99,35 |
85 000 |
86,13 |
5 |
DS1017 |
PL0000104543 |
101,25 |
101,14 |
101,15 |
101,25 |
101,15 |
101,25 |
101,22 |
15 000 |
15,51 |
2 |
DS1019 |
PL0000105441 |
101,20 |
101,09 |
101,09 |
101,29 |
101,09 |
101,29 |
101,23 |
135 000 |
139,76 |
13 |
DS1020 |
PL0000106126 |
98,65 |
98,50 |
98,40 |
98,65 |
98,40 |
98,60 |
98,55 |
130 000 |
130,97 |
12 |
DS1021 |
PL0000106670 |
101,56 |
101,43 |
101,47 |
101,70 |
101,43 |
101,70 |
101,60 |
125 000 |
130,00 |
12 |
WS0922 |
PL0000102646 |
101,42 |
101,35 |
101,30 |
101,57 |
101,28 |
101,57 |
101,34 |
125 000 |
130,31 |
11 |
WS0429 |
PL0000105391 |
100,98 |
100,96 |
101,13 |
101,13 |
101,10 |
101,10 |
101,11 |
25 000 |
26,60 |
3 |
WS0437 |
PL0000104857 |
80,00 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,25 |
103,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
98,53 |
98,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,14 |
100,14 |
100,14 |
100,14 |
100,14 |
100,14 |
100,14 |
50 000 |
50,49 |
3 |
WZ0117 |
PL0000106936 |
99,70 |
99,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,24 |
99,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,22 |
97,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 425 000 |
1 481,66 |
88 |
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 |
2 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29AUG12 |
PL0000006086 |
156 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19DEC12 |
PL0000006128 |
268 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
310 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
338 |
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 |
98,49 |
98,59 |
4,64 |
4,33 |
98,54 |
4,48 |
OK1012 |
PL0000106100 |
97,41 |
97,49 |
4,57 |
4,42 |
97,45 |
4,50 |
OK0113 |
PL0000106324 |
96,32 |
96,43 |
4,57 |
4,43 |
96,38 |
4,49 |
PS0413 |
PL0000105037 |
100,71 |
100,88 |
4,55 |
4,39 |
100,80 |
4,47 |
OK0713 |
PL0000106563 |
94,26 |
94,44 |
4,54 |
4,39 |
94,35 |
4,46 |
DS1013 |
PL0000102836 |
100,71 |
100,84 |
4,50 |
4,42 |
100,78 |
4,45 |
OK0114 |
PL0000106712 |
92,08 |
92,17 |
4,60 |
4,54 |
92,13 |
4,57 |
PS0414 |
PL0000105433 |
102,22 |
102,33 |
4,60 |
4,55 |
102,28 |
4,57 |
WZ0115 |
PL0000106480 |
100,09 |
100,21 |
--- |
--- |
100,15 |
--- |
PS0415 |
PL0000105953 |
102,17 |
102,33 |
4,72 |
4,67 |
102,25 |
4,70 |
DS1015 |
PL0000103602 |
104,91 |
105,06 |
4,71 |
4,67 |
104,99 |
4,69 |
PS0416 |
PL0000106340 |
100,41 |
100,65 |
4,88 |
4,82 |
100,53 |
4,85 |
IZ0816 |
PL0000103529 |
103,16 |
103,64 |
--- |
--- |
103,40 |
--- |
PS1016 |
PL0000106795 |
99,16 |
99,36 |
4,95 |
4,90 |
99,26 |
4,92 |
WZ0117 |
PL0000106936 |
99,54 |
99,78 |
--- |
--- |
99,66 |
--- |
DS1017 |
PL0000104543 |
101,02 |
101,27 |
5,03 |
4,97 |
101,15 |
5,00 |
WZ0118 |
PL0000104717 |
99,18 |
99,45 |
--- |
--- |
99,32 |
--- |
DS1019 |
PL0000105441 |
101,02 |
101,21 |
5,32 |
5,29 |
101,12 |
5,31 |
DS1020 |
PL0000106126 |
98,39 |
98,65 |
5,48 |
5,44 |
98,52 |
5,46 |
WZ0121 |
PL0000106068 |
97,10 |
97,38 |
--- |
--- |
97,24 |
--- |
DS1021 |
PL0000106670 |
101,36 |
101,70 |
5,55 |
5,51 |
101,53 |
5,53 |
WS0922 |
PL0000102646 |
101,24 |
101,49 |
5,58 |
5,55 |
101,37 |
5,57 |
IZ0823 |
PL0000105359 |
98,40 |
98,90 |
--- |
--- |
98,65 |
--- |
WS0429 |
PL0000105391 |
100,44 |
101,04 |
5,70 |
5,65 |
100,74 |
5,68 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0712 |
PL0000105912 |
98,53 |
98,57 |
4,51 |
4,39 |
98,55 |
4,45 |
OK1012 |
PL0000106100 |
97,42 |
97,49 |
4,55 |
4,42 |
97,46 |
4,48 |
OK0113 |
PL0000106324 |
96,33 |
96,42 |
4,56 |
4,44 |
96,38 |
4,49 |
PS0413 |
PL0000105037 |
100,74 |
100,84 |
4,52 |
4,43 |
100,79 |
4,48 |
OK0713 |
PL0000106563 |
94,30 |
94,45 |
4,51 |
4,38 |
94,38 |
4,44 |
DS1013 |
PL0000102836 |
100,72 |
100,83 |
4,49 |
4,42 |
100,78 |
4,45 |
OK0114 |
PL0000106712 |
92,10 |
92,20 |
4,59 |
4,52 |
92,15 |
4,55 |
PS0414 |
PL0000105433 |
102,24 |
102,36 |
4,59 |
4,53 |
102,30 |
4,56 |
WZ0115 |
PL0000106480 |
100,11 |
100,18 |
--- |
--- |
100,15 |
--- |
PS0415 |
PL0000105953 |
102,31 |
102,43 |
4,67 |
4,63 |
102,37 |
4,65 |
DS1015 |
PL0000103602 |
105,01 |
105,12 |
4,68 |
4,65 |
105,07 |
4,67 |
PS0416 |
PL0000106340 |
100,59 |
100,74 |
4,83 |
4,79 |
100,67 |
4,81 |
IZ0816 |
PL0000103529 |
103,21 |
103,69 |
--- |
--- |
103,45 |
--- |
PS1016 |
PL0000106795 |
99,27 |
99,46 |
4,92 |
4,87 |
99,37 |
4,90 |
WZ0117 |
PL0000106936 |
99,64 |
99,78 |
--- |
--- |
99,71 |
--- |
DS1017 |
PL0000104543 |
101,16 |
101,36 |
5,00 |
4,95 |
101,26 |
4,98 |
WZ0118 |
PL0000104717 |
99,19 |
99,45 |
--- |
--- |
99,32 |
--- |
DS1019 |
PL0000105441 |
101,09 |
101,28 |
5,31 |
5,28 |
101,19 |
5,30 |
DS1020 |
PL0000106126 |
98,55 |
98,74 |
5,46 |
5,43 |
98,65 |
5,44 |
WZ0121 |
PL0000106068 |
97,17 |
97,30 |
--- |
--- |
97,24 |
--- |
DS1021 |
PL0000106670 |
101,48 |
101,70 |
5,54 |
5,51 |
101,59 |
5,52 |
WS0922 |
PL0000102646 |
101,34 |
101,61 |
5,57 |
5,53 |
101,48 |
5,55 |
IZ0823 |
PL0000105359 |
98,38 |
98,91 |
--- |
--- |
98,65 |
--- |
WS0429 |
PL0000105391 |
100,78 |
101,18 |
5,67 |
5,64 |
100,98 |
5,65 |
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 |
4,310 |
4,310 |
4,310 |
400 |
TOTAL |
400 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
15 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
25 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
30 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
30 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
30 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
30 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
10 |
WZ0118 |
PL0000104717 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
15 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
40 |
DS1013 |
PL0000102836 |
1/4 |
3 |
4,250 |
4,260 |
4,256 |
290 |
DS1017 |
PL0000104543 |
1/4 |
3 |
4,250 |
4,260 |
4,257 |
65 |
PS0413 |
PL0000105037 |
1/4 |
3 |
4,260 |
4,260 |
4,260 |
50 |
PS0414 |
PL0000105433 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
65 |
DS1019 |
PL0000105441 |
1/4 |
3 |
4,300 |
4,300 |
4,300 |
70 |
PS0416 |
PL0000106340 |
1/4 |
3 |
4,260 |
4,260 |
4,260 |
100 |
OK0114 |
PL0000106712 |
1/4 |
3 |
4,250 |
4,300 |
4,297 |
530 |
WZ0118 |
PL0000104717 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
15 |
WZ0121 |
PL0000106068 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
40 |
PS0413 |
PL0000105037 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
20 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
250 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
35 |
TOTAL |
1 755 |