2011-08-02 |
MARKET DATA |
No 147 (1681) |
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 |
2 092,50 |
2 081,14 |
156 |
1 715,00 |
1 747,41 |
30 |
3 807,50 |
3 828,55 |
186 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 092,50 |
2 081,14 |
156 |
1 715,00 |
1 747,41 |
30 |
3 807,50 |
3 828,55 |
186 |
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 |
97,93 |
97,90 |
97,90 |
97,95 |
97,90 |
97,93 |
97,91 |
565 000 |
553,20 |
41 |
PS0412 |
PL0000104659 |
100,08 |
100,09 |
100,09 |
100,10 |
100,09 |
100,10 |
100,10 |
40 000 |
40,56 |
4 |
OK0712 |
PL0000105912 |
95,74 |
95,71 |
95,71 |
95,75 |
95,71 |
95,75 |
95,73 |
385 000 |
368,56 |
20 |
OK1012 |
PL0000106100 |
94,60 |
94,61 |
94,61 |
94,62 |
94,61 |
94,62 |
94,62 |
60 000 |
56,77 |
3 |
OK0113 |
PL0000106324 |
93,54 |
93,59 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
101,05 |
101,09 |
101,10 |
101,10 |
101,10 |
101,10 |
101,10 |
35 000 |
35,89 |
3 |
OK0713 |
PL0000106563 |
91,60 |
91,50 |
91,63 |
91,65 |
91,63 |
91,65 |
91,63 |
45 000 |
41,24 |
3 |
DS1013 |
PL0000102836 |
100,92 |
100,80 |
100,80 |
100,94 |
100,80 |
100,94 |
100,90 |
80 000 |
83,83 |
10 |
PS0414 |
PL0000105433 |
102,42 |
102,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
101,65 |
101,50 |
101,50 |
101,55 |
101,50 |
101,55 |
101,53 |
100 000 |
103,05 |
10 |
DS1015 |
PL0000103602 |
104,47 |
104,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
99,19 |
99,02 |
99,05 |
99,20 |
99,05 |
99,20 |
99,13 |
65 000 |
65,33 |
7 |
DS1017 |
PL0000104543 |
99,30 |
99,13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
99,00 |
98,93 |
98,90 |
98,95 |
98,90 |
98,95 |
98,91 |
80 000 |
82,54 |
6 |
DS1020 |
PL0000106126 |
96,57 |
96,20 |
96,20 |
96,60 |
96,20 |
96,55 |
96,40 |
205 000 |
205,96 |
18 |
DS1021 |
PL0000106670 |
99,80 |
99,69 |
99,70 |
99,85 |
99,65 |
99,85 |
99,75 |
165 000 |
171,94 |
20 |
WS0922 |
PL0000102646 |
99,30 |
99,15 |
99,29 |
99,35 |
99,29 |
99,35 |
99,31 |
30 000 |
31,28 |
3 |
WS0429 |
PL0000105391 |
97,10 |
97,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
84,90 |
86,70 |
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 |
99,79 |
99,96 |
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 |
96,00 |
96,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0911 |
PL0000103305 |
100,02 |
100,01 |
100,01 |
100,02 |
100,01 |
100,02 |
100,02 |
225 000 |
228,66 |
6 |
WZ0115 |
PL0000106480 |
100,00 |
100,13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,78 |
98,80 |
98,80 |
98,80 |
98,80 |
98,80 |
98,80 |
10 000 |
9,89 |
1 |
WZ0121 |
PL0000106068 |
97,30 |
97,40 |
97,30 |
97,30 |
97,30 |
97,30 |
97,30 |
2 500 |
2,44 |
1 |
TOTAL |
2 092 500 |
2 081,14 |
156 |
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) |
10AUG11 |
PL0000005815 |
6 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
17AUG11 |
PL0000005823 |
13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
24AUG11 |
PL0000005831 |
20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
31AUG11 |
PL0000005849 |
27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
21SEP11 |
PL0000005872 |
48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28SEP11 |
PL0000005880 |
55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19OCT11 |
PL0000005914 |
76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26OCT11 |
PL0000005922 |
83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
181 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
209 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
237 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
300 |
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 |
100,00 |
100,14 |
4,69 |
4,49 |
100,07 |
4,59 |
OK0712 |
PL0000105912 |
95,59 |
95,77 |
4,74 |
4,54 |
95,68 |
4,64 |
OK1012 |
PL0000106100 |
94,51 |
94,69 |
4,71 |
4,55 |
94,60 |
4,63 |
OK0113 |
PL0000106324 |
93,46 |
93,64 |
4,68 |
4,54 |
93,55 |
4,61 |
PS0413 |
PL0000105037 |
100,92 |
101,11 |
4,66 |
4,55 |
101,02 |
4,60 |
OK0713 |
PL0000106563 |
91,40 |
91,58 |
4,66 |
4,55 |
91,49 |
4,61 |
DS1013 |
PL0000102836 |
100,70 |
100,87 |
4,65 |
4,56 |
100,79 |
4,60 |
PS0414 |
PL0000105433 |
102,22 |
102,45 |
4,85 |
4,76 |
102,34 |
4,80 |
WZ0115 |
PL0000106480 |
99,60 |
100,57 |
--- |
--- |
100,09 |
--- |
PS0415 |
PL0000105953 |
101,35 |
101,58 |
5,08 |
5,01 |
101,47 |
5,05 |
DS1015 |
PL0000103602 |
104,19 |
104,47 |
5,11 |
5,04 |
104,33 |
5,07 |
PS0416 |
PL0000106340 |
98,80 |
99,08 |
5,28 |
5,21 |
98,94 |
5,25 |
IZ0816 |
PL0000103529 |
101,42 |
103,17 |
--- |
--- |
102,30 |
--- |
DS1017 |
PL0000104543 |
98,86 |
99,23 |
5,46 |
5,39 |
99,05 |
5,42 |
WZ0118 |
PL0000104717 |
98,35 |
99,09 |
--- |
--- |
98,72 |
--- |
DS1019 |
PL0000105441 |
98,53 |
98,97 |
5,72 |
5,65 |
98,75 |
5,69 |
DS1020 |
PL0000106126 |
95,98 |
96,33 |
5,82 |
5,77 |
96,16 |
5,79 |
WZ0121 |
PL0000106068 |
96,57 |
97,78 |
--- |
--- |
97,18 |
--- |
WS0922 |
PL0000102646 |
98,80 |
99,30 |
5,89 |
5,83 |
99,05 |
5,86 |
IZ0823 |
PL0000105359 |
95,43 |
97,37 |
--- |
--- |
96,40 |
--- |
WS0429 |
PL0000105391 |
96,06 |
97,68 |
6,11 |
5,96 |
96,87 |
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 |
4,67 |
4,48 |
100,08 |
4,58 |
OK0712 |
PL0000105912 |
95,64 |
95,82 |
4,69 |
4,48 |
95,73 |
4,59 |
OK1012 |
PL0000106100 |
94,53 |
94,72 |
4,69 |
4,52 |
94,63 |
4,60 |
OK0113 |
PL0000106324 |
93,51 |
93,71 |
4,64 |
4,49 |
93,61 |
4,56 |
PS0413 |
PL0000105037 |
101,02 |
101,22 |
4,60 |
4,48 |
101,12 |
4,54 |
OK0713 |
PL0000106563 |
91,50 |
91,69 |
4,60 |
4,49 |
91,60 |
4,54 |
DS1013 |
PL0000102836 |
100,85 |
101,03 |
4,57 |
4,49 |
100,94 |
4,53 |
PS0414 |
PL0000105433 |
102,38 |
102,63 |
4,78 |
4,68 |
102,51 |
4,73 |
WZ0115 |
PL0000106480 |
99,58 |
100,55 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
101,58 |
101,87 |
5,01 |
4,93 |
101,73 |
4,97 |
DS1015 |
PL0000103602 |
104,32 |
104,61 |
5,08 |
5,00 |
104,47 |
5,04 |
PS0416 |
PL0000106340 |
99,07 |
99,34 |
5,22 |
5,15 |
99,21 |
5,18 |
IZ0816 |
PL0000103529 |
101,45 |
103,17 |
--- |
--- |
102,31 |
--- |
DS1017 |
PL0000104543 |
99,19 |
99,59 |
5,40 |
5,32 |
99,39 |
5,36 |
WZ0118 |
PL0000104717 |
98,33 |
99,15 |
--- |
--- |
98,74 |
--- |
DS1019 |
PL0000105441 |
98,92 |
99,34 |
5,66 |
5,59 |
99,13 |
5,63 |
DS1020 |
PL0000106126 |
96,35 |
96,73 |
5,76 |
5,71 |
96,54 |
5,73 |
WZ0121 |
PL0000106068 |
96,56 |
97,84 |
--- |
--- |
97,20 |
--- |
WS0922 |
PL0000102646 |
99,16 |
99,72 |
5,85 |
5,78 |
99,44 |
5,81 |
IZ0823 |
PL0000105359 |
95,36 |
97,42 |
--- |
--- |
96,39 |
--- |
WS0429 |
PL0000105391 |
96,47 |
98,23 |
6,07 |
5,91 |
97,35 |
5,99 |
REPO MARKET |
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 |
4,060 |
4,060 |
4,060 |
40 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
320 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,200 |
4,250 |
4,239 |
190 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
15 |
PS0412 |
PL0000104659 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
80 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
340 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
30 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
20 |
OK0112 |
PL0000105730 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
130 |
OK0712 |
PL0000105912 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
50 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
20 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
20 |
OK1012 |
PL0000106100 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
10 |
OK1012 |
PL0000106100 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
20 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
20 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
95 |
OK0113 |
PL0000106324 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
10 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
5 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
40 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
65 |
OK0713 |
PL0000106563 |
1/2 |
1 |
4,000 |
4,000 |
4,000 |
40 |
DS1015 |
PL0000103602 |
0/2 |
2 |
4,250 |
4,250 |
4,250 |
25 |
DS1017 |
PL0000104543 |
0/2 |
2 |
4,200 |
4,250 |
4,243 |
35 |
OK1012 |
PL0000106100 |
0/2 |
2 |
4,250 |
4,250 |
4,250 |
40 |
PS0414 |
PL0000105433 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
45 |
OK0112 |
PL0000105730 |
1/8 |
7 |
4,150 |
4,150 |
4,150 |
10 |
TOTAL |
1 715 |