2011-08-04 |
MARKET DATA |
No 149 (1683) |
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 |
1 975,00 |
2 017,44 |
165 |
3 360,00 |
3 451,50 |
40 |
5 335,00 |
5 468,93 |
205 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 975,00 |
2 017,44 |
165 |
3 360,00 |
3 451,50 |
40 |
5 335,00 |
5 468,93 |
205 |
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 |
97,94 |
97,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0412 |
PL0000104659 |
100,07 |
100,09 |
100,10 |
100,10 |
100,10 |
100,10 |
100,10 |
2 500 |
2,54 |
1 |
OK0712 |
PL0000105912 |
95,75 |
95,73 |
95,72 |
95,73 |
95,71 |
95,73 |
95,73 |
165 000 |
157,95 |
9 |
OK1012 |
PL0000106100 |
94,63 |
94,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
93,60 |
93,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
101,06 |
101,13 |
101,15 |
101,15 |
101,15 |
101,15 |
101,15 |
10 000 |
10,27 |
1 |
OK0713 |
PL0000106563 |
91,70 |
91,65 |
91,65 |
91,75 |
91,65 |
91,75 |
91,69 |
70 000 |
64,18 |
7 |
DS1013 |
PL0000102836 |
100,89 |
100,90 |
100,93 |
100,93 |
100,93 |
100,93 |
100,93 |
25 000 |
26,22 |
1 |
PS0414 |
PL0000105433 |
102,51 |
102,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
101,75 |
101,70 |
101,75 |
101,80 |
101,75 |
101,80 |
101,76 |
35 000 |
36,17 |
3 |
DS1015 |
PL0000103602 |
104,50 |
104,45 |
104,45 |
104,53 |
104,45 |
104,53 |
104,49 |
70 000 |
76,59 |
6 |
PS0416 |
PL0000106340 |
99,27 |
99,14 |
99,30 |
99,31 |
99,25 |
99,30 |
99,29 |
125 000 |
125,90 |
12 |
DS1017 |
PL0000104543 |
99,43 |
99,36 |
99,39 |
99,43 |
99,35 |
99,43 |
99,41 |
382 500 |
396,03 |
18 |
DS1019 |
PL0000105441 |
99,30 |
99,22 |
99,27 |
99,35 |
99,27 |
99,35 |
99,31 |
25 000 |
25,91 |
3 |
DS1020 |
PL0000106126 |
96,83 |
96,60 |
96,50 |
96,95 |
96,50 |
96,95 |
96,77 |
310 000 |
312,80 |
33 |
DS1021 |
PL0000106670 |
99,95 |
99,75 |
99,78 |
100,02 |
99,78 |
100,02 |
99,92 |
470 000 |
490,87 |
49 |
WS0922 |
PL0000102646 |
99,90 |
99,49 |
99,49 |
99,90 |
99,49 |
99,90 |
99,71 |
170 000 |
178,05 |
17 |
WS0429 |
PL0000105391 |
97,45 |
97,60 |
97,85 |
97,85 |
97,85 |
97,85 |
97,85 |
10 000 |
9,95 |
1 |
WS0437 |
PL0000104857 |
84,50 |
87,50 |
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 |
102,05 |
102,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
96,20 |
97,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0911 |
PL0000103305 |
99,98 |
100,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,06 |
100,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,80 |
98,95 |
98,95 |
98,95 |
98,95 |
98,95 |
98,95 |
100 000 |
99,13 |
2 |
WZ0121 |
PL0000106068 |
97,05 |
97,39 |
97,40 |
97,40 |
97,39 |
97,39 |
97,40 |
5 000 |
4,88 |
2 |
TOTAL |
1 975 000 |
2 017,44 |
165 |
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 |
2 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
17AUG11 |
PL0000005823 |
9 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
24AUG11 |
PL0000005831 |
16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
31AUG11 |
PL0000005849 |
23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
21SEP11 |
PL0000005872 |
44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28SEP11 |
PL0000005880 |
51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19OCT11 |
PL0000005914 |
72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26OCT11 |
PL0000005922 |
79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
177 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
205 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
233 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
296 |
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 |
100,02 |
100,16 |
4,66 |
4,46 |
100,09 |
4,56 |
OK0712 |
PL0000105912 |
95,67 |
95,83 |
4,71 |
4,52 |
95,75 |
4,62 |
OK1012 |
PL0000106100 |
94,59 |
94,76 |
4,68 |
4,52 |
94,68 |
4,60 |
OK0113 |
PL0000106324 |
93,54 |
93,73 |
4,65 |
4,51 |
93,64 |
4,58 |
PS0413 |
PL0000105037 |
101,00 |
101,19 |
4,61 |
4,49 |
101,10 |
4,55 |
OK0713 |
PL0000106563 |
91,55 |
91,72 |
4,60 |
4,50 |
91,64 |
4,54 |
DS1013 |
PL0000102836 |
100,82 |
101,00 |
4,59 |
4,50 |
100,91 |
4,54 |
PS0414 |
PL0000105433 |
102,42 |
102,62 |
4,76 |
4,68 |
102,52 |
4,72 |
WZ0115 |
PL0000106480 |
99,76 |
100,43 |
--- |
--- |
100,10 |
--- |
PS0415 |
PL0000105953 |
101,54 |
101,77 |
5,02 |
4,96 |
101,66 |
4,99 |
DS1015 |
PL0000103602 |
104,32 |
104,55 |
5,07 |
5,01 |
104,44 |
5,04 |
PS0416 |
PL0000106340 |
98,99 |
99,25 |
5,24 |
5,17 |
99,12 |
5,20 |
IZ0816 |
PL0000103529 |
101,09 |
102,95 |
--- |
--- |
102,02 |
--- |
DS1017 |
PL0000104543 |
99,08 |
99,46 |
5,42 |
5,35 |
99,27 |
5,38 |
WZ0118 |
PL0000104717 |
98,37 |
99,25 |
--- |
--- |
98,81 |
--- |
DS1019 |
PL0000105441 |
98,85 |
99,29 |
5,67 |
5,60 |
99,07 |
5,64 |
DS1020 |
PL0000106126 |
96,33 |
96,69 |
5,77 |
5,71 |
96,51 |
5,74 |
WZ0121 |
PL0000106068 |
96,63 |
97,78 |
--- |
--- |
97,21 |
--- |
WS0922 |
PL0000102646 |
99,31 |
99,75 |
5,83 |
5,77 |
99,53 |
5,80 |
IZ0823 |
PL0000105359 |
95,16 |
98,09 |
--- |
--- |
96,63 |
--- |
WS0429 |
PL0000105391 |
96,34 |
98,13 |
6,09 |
5,92 |
97,24 |
6,00 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,01 |
100,18 |
4,67 |
4,43 |
100,10 |
4,54 |
OK0712 |
PL0000105912 |
95,67 |
95,84 |
4,71 |
4,51 |
95,76 |
4,60 |
OK1012 |
PL0000106100 |
94,58 |
94,77 |
4,69 |
4,51 |
94,68 |
4,60 |
OK0113 |
PL0000106324 |
93,54 |
93,73 |
4,65 |
4,51 |
93,64 |
4,58 |
PS0413 |
PL0000105037 |
101,02 |
101,22 |
4,60 |
4,47 |
101,12 |
4,54 |
OK0713 |
PL0000106563 |
91,62 |
91,79 |
4,56 |
4,46 |
91,71 |
4,50 |
DS1013 |
PL0000102836 |
100,81 |
101,00 |
4,59 |
4,50 |
100,91 |
4,54 |
PS0414 |
PL0000105433 |
102,45 |
102,69 |
4,75 |
4,66 |
102,57 |
4,70 |
WZ0115 |
PL0000106480 |
99,66 |
100,54 |
--- |
--- |
100,10 |
--- |
PS0415 |
PL0000105953 |
101,67 |
101,96 |
4,99 |
4,90 |
101,82 |
4,94 |
DS1015 |
PL0000103602 |
104,38 |
104,63 |
5,06 |
4,99 |
104,51 |
5,02 |
PS0416 |
PL0000106340 |
99,14 |
99,40 |
5,20 |
5,14 |
99,27 |
5,17 |
IZ0816 |
PL0000103529 |
101,02 |
103,06 |
--- |
--- |
102,04 |
--- |
DS1017 |
PL0000104543 |
99,20 |
99,55 |
5,40 |
5,33 |
99,38 |
5,36 |
WZ0118 |
PL0000104717 |
98,28 |
99,34 |
--- |
--- |
98,81 |
--- |
DS1019 |
PL0000105441 |
99,15 |
99,56 |
5,62 |
5,56 |
99,36 |
5,59 |
DS1020 |
PL0000106126 |
96,70 |
97,07 |
5,71 |
5,66 |
96,89 |
5,68 |
WZ0121 |
PL0000106068 |
96,66 |
97,77 |
--- |
--- |
97,22 |
--- |
WS0922 |
PL0000102646 |
99,66 |
100,19 |
5,79 |
5,72 |
99,93 |
5,75 |
IZ0823 |
PL0000105359 |
95,12 |
97,89 |
--- |
--- |
96,51 |
--- |
WS0429 |
PL0000105391 |
96,47 |
98,34 |
6,07 |
5,90 |
97,41 |
5,98 |
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 |
1/4 |
3 |
4,300 |
4,300 |
4,300 |
500 |
TOTAL |
500 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,100 |
4,150 |
4,137 |
135 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
50 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
25 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
35 |
OK0112 |
PL0000105730 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
20 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
20 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
20 |
WS0922 |
PL0000102646 |
1/4 |
3 |
4,100 |
4,150 |
4,125 |
40 |
DS1013 |
PL0000102836 |
1/4 |
3 |
4,100 |
4,200 |
4,158 |
245 |
DS1015 |
PL0000103602 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
20 |
DS1017 |
PL0000104543 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
20 |
PS0413 |
PL0000105037 |
1/4 |
3 |
4,150 |
4,250 |
4,180 |
200 |
PS0414 |
PL0000105433 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
40 |
DS1019 |
PL0000105441 |
1/4 |
3 |
4,150 |
4,150 |
4,150 |
20 |
DS1020 |
PL0000106126 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
120 |
PS0416 |
PL0000106340 |
1/4 |
3 |
4,250 |
4,300 |
4,296 |
490 |
PS0414 |
PL0000105433 |
1/6 |
5 |
4,250 |
4,250 |
4,250 |
15 |
OK1012 |
PL0000106100 |
1/6 |
5 |
4,250 |
4,250 |
4,250 |
20 |
DS1013 |
PL0000102836 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
290 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
295 |
PS0412 |
PL0000104659 |
0/7 |
7 |
4,200 |
4,200 |
4,200 |
20 |
PS0412 |
PL0000104659 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
45 |
PS0413 |
PL0000105037 |
1/8 |
7 |
4,250 |
4,300 |
4,292 |
155 |
PS0414 |
PL0000105433 |
1/8 |
7 |
4,250 |
4,300 |
4,272 |
115 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
40 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
145 |
DS1020 |
PL0000106126 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
95 |
OK0113 |
PL0000106324 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
35 |
WZ0911 |
PL0000103305 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
90 |
TOTAL |
2 860 |