2011-07-28 |
MARKET DATA |
No 144 (1678) |
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 |
1 175,00 |
1 181,03 |
93 |
4 865,00 |
4 951,27 |
34 |
6 040,00 |
6 132,29 |
127 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 175,00 |
1 181,03 |
93 |
4 865,00 |
4 951,27 |
34 |
6 040,00 |
6 132,29 |
127 |
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 |
97,89 |
97,87 |
97,89 |
97,89 |
97,87 |
97,87 |
97,87 |
205 000 |
200,64 |
10 |
PS0412 |
PL0000104659 |
100,07 |
100,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
95,65 |
95,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
94,58 |
94,57 |
94,57 |
94,57 |
94,57 |
94,57 |
94,57 |
157 500 |
148,95 |
3 |
OK0113 |
PL0000106324 |
93,49 |
93,51 |
93,49 |
93,49 |
93,49 |
93,49 |
93,49 |
10 000 |
9,35 |
1 |
PS0413 |
PL0000105037 |
100,98 |
101,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
91,40 |
91,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,76 |
100,70 |
100,70 |
100,77 |
100,70 |
100,74 |
100,76 |
190 000 |
198,75 |
19 |
PS0414 |
PL0000105433 |
102,28 |
102,28 |
102,28 |
102,28 |
102,26 |
102,26 |
102,28 |
122 500 |
127,17 |
9 |
PS0415 |
PL0000105953 |
101,44 |
101,46 |
101,46 |
101,50 |
101,46 |
101,50 |
101,48 |
10 000 |
10,30 |
2 |
DS1015 |
PL0000103602 |
104,21 |
104,29 |
104,30 |
104,30 |
104,30 |
104,30 |
104,30 |
10 000 |
10,91 |
1 |
PS0416 |
PL0000106340 |
98,85 |
98,83 |
98,83 |
98,83 |
98,83 |
98,83 |
98,83 |
5 000 |
5,01 |
1 |
DS1017 |
PL0000104543 |
98,98 |
98,99 |
98,99 |
98,99 |
98,99 |
98,99 |
98,99 |
5 000 |
5,15 |
1 |
DS1019 |
PL0000105441 |
98,54 |
98,60 |
98,65 |
98,65 |
98,64 |
98,65 |
98,64 |
55 000 |
56,57 |
6 |
DS1020 |
PL0000106126 |
96,10 |
96,03 |
96,15 |
96,15 |
96,00 |
96,12 |
96,09 |
175 000 |
175,20 |
19 |
DS1021 |
PL0000106670 |
99,58 |
99,55 |
99,60 |
99,60 |
99,58 |
99,58 |
99,58 |
85 000 |
88,39 |
13 |
WS0922 |
PL0000102646 |
99,05 |
99,01 |
99,05 |
99,05 |
98,93 |
98,93 |
98,97 |
30 000 |
31,17 |
5 |
WS0429 |
PL0000105391 |
96,27 |
97,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
84,65 |
86,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
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 |
102,15 |
102,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
96,10 |
96,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0911 |
PL0000103305 |
99,98 |
100,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,12 |
100,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,70 |
98,79 |
98,79 |
98,79 |
98,79 |
98,79 |
98,79 |
100 000 |
98,88 |
2 |
WZ0121 |
PL0000106068 |
97,14 |
97,15 |
97,15 |
97,15 |
97,15 |
97,15 |
97,15 |
15 000 |
14,59 |
1 |
TOTAL |
1 175 000 |
1 181,03 |
93 |
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) |
03AUG11 |
PL0000005807 |
2 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
10AUG11 |
PL0000005815 |
9 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
17AUG11 |
PL0000005823 |
16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
24AUG11 |
PL0000005831 |
23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
31AUG11 |
PL0000005849 |
30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
21SEP11 |
PL0000005872 |
51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28SEP11 |
PL0000005880 |
58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19OCT11 |
PL0000005914 |
79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26OCT11 |
PL0000005922 |
86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
184 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
212 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
240 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
303 |
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 |
100,01 |
100,16 |
4,68 |
4,47 |
100,09 |
4,56 |
OK0712 |
PL0000105912 |
95,54 |
95,72 |
4,76 |
4,56 |
95,63 |
4,66 |
OK1012 |
PL0000106100 |
94,47 |
94,65 |
4,71 |
4,55 |
94,56 |
4,63 |
OK0113 |
PL0000106324 |
93,42 |
93,62 |
4,68 |
4,53 |
93,52 |
4,61 |
PS0413 |
PL0000105037 |
100,92 |
101,11 |
4,66 |
4,55 |
101,02 |
4,60 |
OK0713 |
PL0000106563 |
91,30 |
91,50 |
4,70 |
4,58 |
91,40 |
4,64 |
DS1013 |
PL0000102836 |
100,58 |
100,77 |
4,70 |
4,61 |
100,68 |
4,66 |
PS0414 |
PL0000105433 |
102,14 |
102,36 |
4,88 |
4,79 |
102,25 |
4,84 |
WZ0115 |
PL0000106480 |
99,75 |
100,53 |
--- |
--- |
100,14 |
--- |
PS0415 |
PL0000105953 |
101,30 |
101,54 |
5,10 |
5,03 |
101,42 |
5,06 |
DS1015 |
PL0000103602 |
104,10 |
104,38 |
5,14 |
5,06 |
104,24 |
5,10 |
PS0416 |
PL0000106340 |
98,70 |
98,97 |
5,31 |
5,24 |
98,84 |
5,27 |
IZ0816 |
PL0000103529 |
101,59 |
102,97 |
--- |
--- |
102,28 |
--- |
DS1017 |
PL0000104543 |
98,77 |
99,11 |
5,48 |
5,41 |
98,94 |
5,45 |
WZ0118 |
PL0000104717 |
98,33 |
99,27 |
--- |
--- |
98,80 |
--- |
DS1019 |
PL0000105441 |
98,33 |
98,71 |
5,75 |
5,69 |
98,52 |
5,72 |
DS1020 |
PL0000106126 |
95,86 |
96,24 |
5,83 |
5,78 |
96,05 |
5,81 |
WZ0121 |
PL0000106068 |
96,57 |
97,78 |
--- |
--- |
97,18 |
--- |
WS0922 |
PL0000102646 |
98,71 |
99,23 |
5,90 |
5,84 |
98,97 |
5,87 |
IZ0823 |
PL0000105359 |
95,78 |
97,13 |
--- |
--- |
96,46 |
--- |
WS0429 |
PL0000105391 |
95,94 |
97,88 |
6,12 |
5,94 |
96,91 |
6,03 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,01 |
100,15 |
4,68 |
4,48 |
100,08 |
4,58 |
OK0712 |
PL0000105912 |
95,55 |
95,73 |
4,75 |
4,55 |
95,64 |
4,65 |
OK1012 |
PL0000106100 |
94,47 |
94,65 |
4,71 |
4,55 |
94,56 |
4,63 |
OK0113 |
PL0000106324 |
93,41 |
93,60 |
4,69 |
4,55 |
93,51 |
4,61 |
PS0413 |
PL0000105037 |
100,91 |
101,10 |
4,67 |
4,56 |
101,01 |
4,61 |
OK0713 |
PL0000106563 |
91,31 |
91,49 |
4,69 |
4,59 |
91,40 |
4,64 |
DS1013 |
PL0000102836 |
100,65 |
100,83 |
4,67 |
4,58 |
100,74 |
4,63 |
PS0414 |
PL0000105433 |
102,15 |
102,36 |
4,88 |
4,79 |
102,26 |
4,83 |
WZ0115 |
PL0000106480 |
99,75 |
100,54 |
--- |
--- |
100,15 |
--- |
PS0415 |
PL0000105953 |
101,31 |
101,56 |
5,09 |
5,02 |
101,44 |
5,06 |
DS1015 |
PL0000103602 |
104,13 |
104,41 |
5,13 |
5,05 |
104,27 |
5,09 |
PS0416 |
PL0000106340 |
98,71 |
98,97 |
5,30 |
5,24 |
98,84 |
5,27 |
IZ0816 |
PL0000103529 |
101,62 |
102,95 |
--- |
--- |
102,29 |
--- |
DS1017 |
PL0000104543 |
98,77 |
99,16 |
5,48 |
5,40 |
98,97 |
5,44 |
WZ0118 |
PL0000104717 |
98,29 |
99,29 |
--- |
--- |
98,79 |
--- |
DS1019 |
PL0000105441 |
98,38 |
98,78 |
5,74 |
5,68 |
98,58 |
5,71 |
DS1020 |
PL0000106126 |
95,91 |
96,27 |
5,83 |
5,77 |
96,09 |
5,80 |
WZ0121 |
PL0000106068 |
96,49 |
97,75 |
--- |
--- |
97,12 |
--- |
WS0922 |
PL0000102646 |
98,82 |
99,31 |
5,89 |
5,83 |
99,07 |
5,86 |
IZ0823 |
PL0000105359 |
95,64 |
96,97 |
--- |
--- |
96,31 |
--- |
WS0429 |
PL0000105391 |
95,91 |
97,81 |
6,13 |
5,95 |
96,86 |
6,04 |
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 |
3,350 |
3,350 |
3,350 |
1 000 |
TOTAL |
1 000 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
3,400 |
3,400 |
3,400 |
185 |
DS1013 |
PL0000102836 |
0/1 |
1 |
3,100 |
3,100 |
3,100 |
5 |
DS1015 |
PL0000103602 |
0/1 |
1 |
3,400 |
3,400 |
3,400 |
30 |
DS1017 |
PL0000104543 |
0/1 |
1 |
3,500 |
3,500 |
3,500 |
230 |
PS0413 |
PL0000105037 |
0/1 |
1 |
3,150 |
3,500 |
3,486 |
625 |
PS0414 |
PL0000105433 |
0/1 |
1 |
3,050 |
3,050 |
3,050 |
135 |
DS1019 |
PL0000105441 |
0/1 |
1 |
3,500 |
3,500 |
3,500 |
35 |
PS0415 |
PL0000105953 |
0/1 |
1 |
3,350 |
3,350 |
3,350 |
80 |
OK1012 |
PL0000106100 |
0/1 |
1 |
3,400 |
3,400 |
3,400 |
50 |
DS1020 |
PL0000106126 |
0/1 |
1 |
3,500 |
3,500 |
3,500 |
940 |
OK0713 |
PL0000106563 |
0/1 |
1 |
3,300 |
3,300 |
3,300 |
5 |
WS0922 |
PL0000102646 |
1/4 |
3 |
3,800 |
3,800 |
3,800 |
40 |
DS1019 |
PL0000105441 |
1/4 |
3 |
3,600 |
3,600 |
3,600 |
20 |
PS0415 |
PL0000105953 |
1/4 |
3 |
3,700 |
3,700 |
3,700 |
95 |
PS0415 |
PL0000105953 |
4/7 |
3 |
4,300 |
4,300 |
4,300 |
95 |
OK0713 |
PL0000106563 |
1/4 |
3 |
3,800 |
3,800 |
3,800 |
40 |
DS1013 |
PL0000102836 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
15 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,150 |
4,200 |
4,191 |
340 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,150 |
4,150 |
4,150 |
85 |
PS0412 |
PL0000104659 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
45 |
PS0413 |
PL0000105037 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
85 |
PS0414 |
PL0000105433 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
25 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
20 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
125 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
205 |
PS0416 |
PL0000106340 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
310 |
TOTAL |
3 865 |