2011-12-14 |
MARKET DATA |
No 240 (1774) |
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 |
1 050,00 |
1 036,31 |
50 |
2 045,00 |
2 052,55 |
28 |
3 095,00 |
3 088,85 |
78 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 050,00 |
1 036,31 |
50 |
2 045,00 |
2 052,55 |
28 |
3 095,00 |
3 088,85 |
78 |
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) |
OK0112 |
PL0000105730 |
99,56 |
99,56 |
99,54 |
99,56 |
99,54 |
99,56 |
99,55 |
70 000 |
69,69 |
2 |
PS0412 |
PL0000104659 |
100,10 |
100,09 |
100,08 |
100,08 |
100,08 |
100,08 |
100,08 |
47 500 |
48,99 |
4 |
OK0712 |
PL0000105912 |
97,32 |
97,33 |
97,33 |
97,34 |
97,33 |
97,34 |
97,34 |
275 000 |
267,68 |
6 |
OK1012 |
PL0000106100 |
96,10 |
96,10 |
96,11 |
96,12 |
96,11 |
96,12 |
96,12 |
200 000 |
192,24 |
4 |
OK0113 |
PL0000106324 |
94,98 |
94,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,55 |
100,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
92,79 |
92,77 |
92,80 |
92,80 |
92,80 |
92,80 |
92,80 |
25 000 |
23,20 |
1 |
DS1013 |
PL0000102836 |
100,27 |
100,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
90,36 |
90,30 |
90,30 |
90,30 |
90,30 |
90,30 |
90,30 |
10 000 |
9,03 |
1 |
PS0414 |
PL0000105433 |
101,69 |
101,65 |
101,64 |
101,64 |
101,64 |
101,64 |
101,64 |
12 500 |
13,17 |
1 |
PS0415 |
PL0000105953 |
101,09 |
101,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,63 |
103,59 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
98,92 |
98,80 |
98,82 |
98,86 |
98,75 |
98,75 |
98,84 |
120 000 |
122,46 |
10 |
PS1016 |
PL0000106795 |
97,43 |
97,31 |
97,38 |
97,38 |
97,30 |
97,30 |
97,34 |
55 000 |
53,91 |
4 |
DS1017 |
PL0000104543 |
98,80 |
98,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
98,39 |
98,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
95,58 |
95,42 |
95,45 |
95,50 |
95,43 |
95,50 |
95,46 |
65 000 |
62,53 |
5 |
DS1021 |
PL0000106670 |
98,64 |
98,50 |
98,55 |
98,60 |
98,50 |
98,50 |
98,54 |
47 500 |
47,19 |
5 |
WS0922 |
PL0000102646 |
98,58 |
98,53 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
97,21 |
97,30 |
97,40 |
97,40 |
97,40 |
97,40 |
97,40 |
20 000 |
20,22 |
1 |
WS0437 |
PL0000104857 |
71,92 |
102,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,25 |
102,31 |
102,31 |
102,31 |
102,31 |
102,31 |
102,31 |
10 000 |
12,63 |
1 |
IZ0823 |
PL0000105359 |
96,70 |
96,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,37 |
99,40 |
99,47 |
99,48 |
99,40 |
99,40 |
99,43 |
82 500 |
83,57 |
4 |
WZ0118 |
PL0000104717 |
97,90 |
98,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,12 |
96,15 |
96,15 |
96,15 |
96,15 |
96,15 |
96,15 |
10 000 |
9,80 |
1 |
TOTAL |
1 050 000 |
1 036,31 |
50 |
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) |
01FEB12 |
PL0000006029 |
47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
103 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
166 |
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) |
(%) |
PS0412 |
PL0000104659 |
100,06 |
100,13 |
4,44 |
4,25 |
100,10 |
4,33 |
OK0712 |
PL0000105912 |
97,30 |
97,37 |
4,57 |
4,45 |
97,34 |
4,51 |
OK1012 |
PL0000106100 |
96,04 |
96,15 |
4,81 |
4,67 |
96,10 |
4,73 |
OK0113 |
PL0000106324 |
94,93 |
95,07 |
4,79 |
4,65 |
95,00 |
4,72 |
PS0413 |
PL0000105037 |
100,50 |
100,69 |
4,83 |
4,69 |
100,60 |
4,76 |
OK0713 |
PL0000106563 |
92,70 |
92,88 |
4,83 |
4,70 |
92,79 |
4,76 |
DS1013 |
PL0000102836 |
100,16 |
100,35 |
4,89 |
4,78 |
100,26 |
4,84 |
OK0114 |
PL0000106712 |
90,23 |
90,42 |
4,99 |
4,88 |
90,33 |
4,93 |
PS0414 |
PL0000105433 |
101,60 |
101,72 |
5,00 |
4,94 |
101,66 |
4,97 |
WZ0115 |
PL0000106480 |
99,26 |
99,53 |
--- |
--- |
99,40 |
--- |
PS0415 |
PL0000105953 |
100,96 |
101,18 |
5,17 |
5,10 |
101,07 |
5,13 |
DS1015 |
PL0000103602 |
103,37 |
103,63 |
5,25 |
5,18 |
103,50 |
5,22 |
PS0416 |
PL0000106340 |
98,67 |
98,87 |
5,34 |
5,28 |
98,77 |
5,31 |
IZ0816 |
PL0000103529 |
102,01 |
102,42 |
--- |
--- |
102,22 |
--- |
PS1016 |
PL0000106795 |
97,17 |
97,47 |
5,42 |
5,35 |
97,32 |
5,38 |
DS1017 |
PL0000104543 |
98,50 |
98,81 |
5,55 |
5,48 |
98,66 |
5,52 |
WZ0118 |
PL0000104717 |
97,84 |
98,25 |
--- |
--- |
98,05 |
--- |
DS1019 |
PL0000105441 |
98,15 |
98,52 |
5,79 |
5,73 |
98,34 |
5,76 |
DS1020 |
PL0000106126 |
95,40 |
95,71 |
5,92 |
5,88 |
95,56 |
5,90 |
WZ0121 |
PL0000106068 |
95,96 |
96,23 |
--- |
--- |
96,10 |
--- |
DS1021 |
PL0000106670 |
98,36 |
98,63 |
5,97 |
5,93 |
98,50 |
5,95 |
WS0922 |
PL0000102646 |
98,25 |
98,66 |
5,97 |
5,91 |
98,46 |
5,94 |
IZ0823 |
PL0000105359 |
96,37 |
96,90 |
--- |
--- |
96,64 |
--- |
WS0429 |
PL0000105391 |
96,97 |
97,57 |
6,03 |
5,97 |
97,27 |
6,00 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,06 |
100,11 |
4,44 |
4,31 |
100,09 |
4,36 |
OK0712 |
PL0000105912 |
97,30 |
97,37 |
4,57 |
4,45 |
97,34 |
4,51 |
OK1012 |
PL0000106100 |
96,08 |
96,18 |
4,76 |
4,63 |
96,13 |
4,69 |
OK0113 |
PL0000106324 |
94,95 |
95,04 |
4,77 |
4,68 |
95,00 |
4,72 |
PS0413 |
PL0000105037 |
100,53 |
100,68 |
4,81 |
4,70 |
100,61 |
4,75 |
OK0713 |
PL0000106563 |
92,71 |
92,82 |
4,82 |
4,74 |
92,77 |
4,78 |
DS1013 |
PL0000102836 |
100,25 |
100,38 |
4,84 |
4,77 |
100,32 |
4,80 |
OK0114 |
PL0000106712 |
90,27 |
90,44 |
4,97 |
4,87 |
90,36 |
4,92 |
PS0414 |
PL0000105433 |
101,62 |
101,77 |
4,99 |
4,92 |
101,70 |
4,95 |
WZ0115 |
PL0000106480 |
99,33 |
99,43 |
--- |
--- |
99,38 |
--- |
PS0415 |
PL0000105953 |
100,99 |
101,18 |
5,16 |
5,10 |
101,09 |
5,13 |
DS1015 |
PL0000103602 |
103,44 |
103,68 |
5,23 |
5,16 |
103,56 |
5,20 |
PS0416 |
PL0000106340 |
98,71 |
98,93 |
5,33 |
5,27 |
98,82 |
5,30 |
IZ0816 |
PL0000103529 |
102,19 |
102,52 |
--- |
--- |
102,36 |
--- |
PS1016 |
PL0000106795 |
97,21 |
97,44 |
5,41 |
5,35 |
97,33 |
5,38 |
DS1017 |
PL0000104543 |
98,56 |
98,82 |
5,54 |
5,48 |
98,69 |
5,51 |
WZ0118 |
PL0000104717 |
97,84 |
98,29 |
--- |
--- |
98,07 |
--- |
DS1019 |
PL0000105441 |
98,14 |
98,48 |
5,79 |
5,74 |
98,31 |
5,77 |
DS1020 |
PL0000106126 |
95,38 |
95,58 |
5,93 |
5,90 |
95,48 |
5,91 |
WZ0121 |
PL0000106068 |
96,05 |
96,31 |
--- |
--- |
96,18 |
--- |
DS1021 |
PL0000106670 |
98,35 |
98,63 |
5,97 |
5,93 |
98,49 |
5,95 |
WS0922 |
PL0000102646 |
98,31 |
98,72 |
5,96 |
5,91 |
98,52 |
5,93 |
IZ0823 |
PL0000105359 |
96,56 |
97,01 |
--- |
--- |
96,79 |
--- |
WS0429 |
PL0000105391 |
96,98 |
97,49 |
6,03 |
5,98 |
97,24 |
6,00 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
45 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,100 |
4,100 |
4,100 |
305 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
50 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
90 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,000 |
4,100 |
4,083 |
60 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,100 |
4,150 |
4,117 |
150 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
20 |
OK0112 |
PL0000105730 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
5 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
80 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,050 |
4,050 |
4,050 |
20 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
55 |
OK0113 |
PL0000106324 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
20 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,050 |
4,050 |
4,050 |
25 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
35 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,100 |
4,100 |
4,100 |
50 |
OK0114 |
PL0000106712 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
45 |
PS1016 |
PL0000106795 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
60 |
OK0712 |
PL0000105912 |
0/2 |
2 |
4,000 |
4,000 |
4,000 |
200 |
OK0114 |
PL0000106712 |
1/5 |
4 |
4,100 |
4,100 |
4,100 |
50 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,150 |
4,150 |
4,150 |
30 |
TOTAL |
1 395 |