2011-07-14 |
MARKET DATA |
No 134 (1668) |
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 |
2 342,50 |
2 291,11 |
153 |
5 275,00 |
5 360,30 |
46 |
7 617,50 |
7 651,41 |
199 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 342,50 |
2 291,11 |
153 |
5 275,00 |
5 360,30 |
46 |
7 617,50 |
7 651,41 |
199 |
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) |
OK0711 |
PL0000105524 |
99,91 |
99,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0112 |
PL0000105730 |
97,60 |
97,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0412 |
PL0000104659 |
100,05 |
100,05 |
100,05 |
100,05 |
100,05 |
100,05 |
100,05 |
40 000 |
40,46 |
2 |
OK0712 |
PL0000105912 |
95,44 |
95,43 |
95,43 |
95,44 |
95,42 |
95,44 |
95,43 |
175 000 |
167,00 |
9 |
OK1012 |
PL0000106100 |
94,33 |
94,30 |
94,32 |
94,33 |
94,30 |
94,33 |
94,32 |
755 000 |
712,11 |
37 |
OK0113 |
PL0000106324 |
93,21 |
93,20 |
93,19 |
93,20 |
93,19 |
93,20 |
93,20 |
50 000 |
46,60 |
2 |
PS0413 |
PL0000105037 |
100,85 |
100,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
91,12 |
91,07 |
91,10 |
91,12 |
91,10 |
91,12 |
91,12 |
207 500 |
189,07 |
21 |
DS1013 |
PL0000102836 |
100,44 |
100,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,16 |
102,12 |
102,12 |
102,15 |
102,11 |
102,15 |
102,12 |
110 000 |
113,79 |
9 |
PS0415 |
PL0000105953 |
101,40 |
101,28 |
101,35 |
101,40 |
101,30 |
101,40 |
101,34 |
155 000 |
159,04 |
14 |
DS1015 |
PL0000103602 |
104,30 |
104,23 |
104,20 |
104,30 |
104,19 |
104,30 |
104,25 |
75 000 |
81,62 |
8 |
PS0416 |
PL0000106340 |
98,89 |
98,76 |
98,75 |
98,92 |
98,75 |
98,92 |
98,83 |
135 000 |
134,97 |
15 |
DS1017 |
PL0000104543 |
99,03 |
98,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
98,40 |
98,25 |
98,30 |
98,30 |
98,28 |
98,28 |
98,28 |
55 000 |
56,26 |
5 |
DS1020 |
PL0000106126 |
96,05 |
95,90 |
95,95 |
96,10 |
95,90 |
96,10 |
96,00 |
225 000 |
224,62 |
22 |
WS0922 |
PL0000102646 |
98,98 |
98,95 |
98,95 |
99,00 |
98,95 |
99,00 |
98,97 |
22 500 |
23,33 |
2 |
WS0429 |
PL0000105391 |
96,75 |
96,99 |
96,99 |
96,99 |
96,99 |
96,99 |
96,99 |
10 000 |
9,83 |
1 |
WS0437 |
PL0000104857 |
86,50 |
87,50 |
86,50 |
86,50 |
86,50 |
86,50 |
86,50 |
5 000 |
4,38 |
1 |
DZ0811 |
PL0000102224 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DZ1111 |
PL0000103222 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,75 |
103,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
97,15 |
97,29 |
97,15 |
97,15 |
97,15 |
97,15 |
97,15 |
10 000 |
11,02 |
1 |
WZ0911 |
PL0000103305 |
99,98 |
100,03 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,05 |
100,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,40 |
98,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,20 |
97,20 |
97,20 |
97,25 |
97,20 |
97,25 |
97,23 |
12 500 |
12,41 |
2 |
TOTAL |
2 042 500 |
1 986,50 |
151 |
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) |
27JUL11 |
PL0000005799 |
9 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
03AUG11 |
PL0000005807 |
16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
10AUG11 |
PL0000005815 |
23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
17AUG11 |
PL0000005823 |
30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
24AUG11 |
PL0000005831 |
37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
31AUG11 |
PL0000005849 |
44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
21SEP11 |
PL0000005872 |
65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28SEP11 |
PL0000005880 |
72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19OCT11 |
PL0000005914 |
93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26OCT11 |
PL0000005922 |
100 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
198 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
226 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
254 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
317 |
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
RFQ MARKET |
Bond |
ISIN |
Price |
Trading volume |
Trading value |
(%) |
(pcs) |
(PLN M) |
PS0416 |
PL0000106340 |
98,95 |
150 000 |
150,15 |
DS1017 |
PL0000104543 |
99,15 |
150 000 |
154,46 |
TOTAL |
304,61 |
FIXING - T-BONDS (10:05 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0112 |
PL0000105730 |
97,55 |
97,73 |
4,81 |
4,45 |
97,64 |
4,63 |
PS0412 |
PL0000104659 |
99,96 |
100,13 |
4,75 |
4,53 |
100,05 |
4,63 |
OK0712 |
PL0000105912 |
95,32 |
95,50 |
4,80 |
4,61 |
95,41 |
4,71 |
OK1012 |
PL0000106100 |
94,23 |
94,41 |
4,78 |
4,62 |
94,32 |
4,70 |
OK0113 |
PL0000106324 |
93,09 |
93,29 |
4,80 |
4,66 |
93,19 |
4,73 |
PS0413 |
PL0000105037 |
100,79 |
100,99 |
4,76 |
4,64 |
100,89 |
4,70 |
OK0713 |
PL0000106563 |
90,93 |
91,13 |
4,81 |
4,70 |
91,03 |
4,76 |
DS1013 |
PL0000102836 |
100,31 |
100,50 |
4,84 |
4,75 |
100,41 |
4,79 |
PS0414 |
PL0000105433 |
102,00 |
102,24 |
4,95 |
4,85 |
102,12 |
4,90 |
WZ0115 |
PL0000106480 |
99,49 |
100,56 |
--- |
--- |
100,03 |
--- |
PS0415 |
PL0000105953 |
101,13 |
101,40 |
5,15 |
5,07 |
101,27 |
5,11 |
DS1015 |
PL0000103602 |
103,99 |
104,29 |
5,17 |
5,09 |
104,14 |
5,13 |
PS0416 |
PL0000106340 |
98,65 |
98,94 |
5,32 |
5,25 |
98,80 |
5,28 |
IZ0816 |
PL0000103529 |
102,15 |
103,79 |
--- |
--- |
102,97 |
--- |
DS1017 |
PL0000104543 |
98,64 |
99,03 |
5,50 |
5,43 |
98,84 |
5,46 |
WZ0118 |
PL0000104717 |
97,83 |
98,99 |
--- |
--- |
98,41 |
--- |
DS1019 |
PL0000105441 |
97,97 |
98,38 |
5,81 |
5,74 |
98,18 |
5,77 |
DS1020 |
PL0000106126 |
95,69 |
96,11 |
5,86 |
5,79 |
95,90 |
5,83 |
WZ0121 |
PL0000106068 |
96,39 |
97,85 |
--- |
--- |
97,12 |
--- |
WS0922 |
PL0000102646 |
98,48 |
99,04 |
5,93 |
5,86 |
98,76 |
5,90 |
IZ0823 |
PL0000105359 |
96,15 |
98,03 |
--- |
--- |
97,09 |
--- |
WS0429 |
PL0000105391 |
95,51 |
97,54 |
6,17 |
5,97 |
96,53 |
6,07 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0112 |
PL0000105730 |
97,55 |
97,73 |
4,81 |
4,45 |
97,64 |
4,63 |
PS0412 |
PL0000104659 |
99,98 |
100,12 |
4,73 |
4,54 |
100,05 |
4,63 |
OK0712 |
PL0000105912 |
95,36 |
95,54 |
4,76 |
4,57 |
95,45 |
4,66 |
OK1012 |
PL0000106100 |
94,25 |
94,44 |
4,76 |
4,59 |
94,35 |
4,67 |
OK0113 |
PL0000106324 |
93,13 |
93,31 |
4,77 |
4,64 |
93,22 |
4,71 |
PS0413 |
PL0000105037 |
100,82 |
101,01 |
4,74 |
4,62 |
100,92 |
4,68 |
OK0713 |
PL0000106563 |
91,01 |
91,19 |
4,77 |
4,67 |
91,10 |
4,72 |
DS1013 |
PL0000102836 |
100,38 |
100,57 |
4,80 |
4,71 |
100,48 |
4,75 |
PS0414 |
PL0000105433 |
102,03 |
102,28 |
4,93 |
4,84 |
102,16 |
4,88 |
WZ0115 |
PL0000106480 |
99,59 |
100,43 |
--- |
--- |
100,01 |
--- |
PS0415 |
PL0000105953 |
101,26 |
101,52 |
5,11 |
5,04 |
101,39 |
5,08 |
DS1015 |
PL0000103602 |
104,16 |
104,42 |
5,13 |
5,06 |
104,29 |
5,09 |
PS0416 |
PL0000106340 |
98,79 |
99,06 |
5,28 |
5,22 |
98,93 |
5,25 |
IZ0816 |
PL0000103529 |
102,18 |
103,71 |
--- |
--- |
102,95 |
--- |
DS1017 |
PL0000104543 |
98,91 |
99,31 |
5,45 |
5,37 |
99,11 |
5,41 |
WZ0118 |
PL0000104717 |
97,90 |
98,99 |
--- |
--- |
98,45 |
--- |
DS1019 |
PL0000105441 |
98,22 |
98,62 |
5,77 |
5,71 |
98,42 |
5,74 |
DS1020 |
PL0000106126 |
95,89 |
96,25 |
5,83 |
5,77 |
96,07 |
5,80 |
WZ0121 |
PL0000106068 |
96,45 |
97,78 |
--- |
--- |
97,12 |
--- |
WS0922 |
PL0000102646 |
98,68 |
99,19 |
5,91 |
5,84 |
98,94 |
5,87 |
IZ0823 |
PL0000105359 |
96,30 |
97,92 |
--- |
--- |
97,11 |
--- |
WS0429 |
PL0000105391 |
95,91 |
97,95 |
6,13 |
5,93 |
96,93 |
6,03 |
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 |
1/8 |
7 |
4,450 |
4,450 |
4,450 |
400 |
TOTAL |
400 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
10 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
15 |
WZ0911 |
PL0000103305 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
540 |
DS1015 |
PL0000103602 |
1/4 |
3 |
4,300 |
4,300 |
4,300 |
1 380 |
DS1017 |
PL0000104543 |
1/4 |
3 |
4,300 |
4,300 |
4,300 |
35 |
PS0413 |
PL0000105037 |
1/4 |
3 |
4,300 |
4,300 |
4,300 |
170 |
PS0414 |
PL0000105433 |
1/4 |
3 |
4,300 |
4,300 |
4,300 |
25 |
DS1019 |
PL0000105441 |
1/4 |
3 |
4,250 |
4,350 |
4,340 |
175 |
OK0712 |
PL0000105912 |
1/4 |
3 |
4,250 |
4,300 |
4,291 |
550 |
PS0415 |
PL0000105953 |
1/4 |
3 |
4,300 |
4,300 |
4,300 |
25 |
DS1020 |
PL0000106126 |
1/4 |
3 |
4,250 |
4,300 |
4,267 |
180 |
OK0113 |
PL0000106324 |
1/4 |
3 |
4,300 |
4,300 |
4,300 |
400 |
PS0416 |
PL0000106340 |
1/4 |
3 |
4,300 |
4,300 |
4,300 |
460 |
OK0713 |
PL0000106563 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
5 |
DS1013 |
PL0000102836 |
0/4 |
4 |
4,300 |
4,300 |
4,300 |
20 |
DS1015 |
PL0000103602 |
0/4 |
4 |
4,350 |
4,350 |
4,350 |
120 |
DS1017 |
PL0000104543 |
0/4 |
4 |
4,300 |
4,300 |
4,300 |
20 |
OK0712 |
PL0000105912 |
0/4 |
4 |
4,200 |
4,200 |
4,200 |
35 |
DS1013 |
PL0000102836 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
40 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,360 |
4,360 |
4,360 |
115 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
25 |
PS0413 |
PL0000105037 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
75 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
20 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,350 |
4,360 |
4,354 |
325 |
OK0113 |
PL0000106324 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
10 |
OK0713 |
PL0000106563 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
100 |
TOTAL |
4 875 |