2011-08-05 |
MARKET DATA |
No 150 (1684) |
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 |
1 922,50 |
1 887,83 |
118 |
1 875,00 |
1 918,97 |
20 |
3 797,50 |
3 806,80 |
138 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 922,50 |
1 887,83 |
118 |
1 875,00 |
1 918,97 |
20 |
3 797,50 |
3 806,80 |
138 |
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 |
97,98 |
97,98 |
97,98 |
97,98 |
97,98 |
10 000 |
9,80 |
2 |
PS0412 |
PL0000104659 |
100,08 |
100,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
95,78 |
95,75 |
95,77 |
95,78 |
95,75 |
95,78 |
95,77 |
537 500 |
514,76 |
20 |
OK1012 |
PL0000106100 |
94,75 |
94,75 |
94,65 |
94,77 |
94,65 |
94,77 |
94,75 |
200 000 |
189,49 |
7 |
OK0113 |
PL0000106324 |
93,67 |
93,67 |
93,65 |
93,70 |
93,65 |
93,70 |
93,68 |
90 000 |
84,31 |
4 |
PS0413 |
PL0000105037 |
101,10 |
101,09 |
101,09 |
101,09 |
101,09 |
101,09 |
101,09 |
50 000 |
51,31 |
1 |
OK0713 |
PL0000106563 |
91,72 |
91,69 |
91,75 |
91,75 |
91,68 |
91,69 |
91,70 |
300 000 |
275,09 |
11 |
DS1013 |
PL0000102836 |
100,90 |
100,90 |
100,90 |
100,90 |
100,87 |
100,87 |
100,89 |
20 000 |
20,97 |
2 |
PS0414 |
PL0000105433 |
102,59 |
102,50 |
102,59 |
102,59 |
102,40 |
102,40 |
102,50 |
77 500 |
80,73 |
8 |
PS0415 |
PL0000105953 |
101,71 |
101,60 |
101,65 |
101,65 |
101,60 |
101,60 |
101,63 |
27 500 |
28,39 |
3 |
DS1015 |
PL0000103602 |
104,50 |
104,45 |
104,45 |
104,45 |
104,38 |
104,38 |
104,41 |
25 000 |
27,34 |
3 |
PS0416 |
PL0000106340 |
99,25 |
99,10 |
99,20 |
99,20 |
99,10 |
99,10 |
99,13 |
15 000 |
15,09 |
2 |
DS1017 |
PL0000104543 |
99,45 |
99,16 |
99,45 |
99,45 |
99,10 |
99,18 |
99,16 |
120 000 |
123,96 |
9 |
DS1019 |
PL0000105441 |
99,35 |
99,20 |
99,32 |
99,32 |
99,25 |
99,25 |
99,28 |
75 000 |
77,71 |
9 |
DS1020 |
PL0000106126 |
96,95 |
96,69 |
96,70 |
96,83 |
96,61 |
96,70 |
96,69 |
55 000 |
55,46 |
7 |
DS1021 |
PL0000106670 |
99,95 |
99,70 |
99,90 |
99,90 |
99,50 |
99,80 |
99,74 |
180 000 |
187,70 |
20 |
WS0922 |
PL0000102646 |
99,80 |
99,60 |
99,75 |
99,80 |
99,68 |
99,75 |
99,73 |
125 000 |
130,96 |
8 |
WS0429 |
PL0000105391 |
97,84 |
97,60 |
97,35 |
97,35 |
97,35 |
97,35 |
97,35 |
10 000 |
9,90 |
1 |
WS0437 |
PL0000104857 |
84,50 |
87,50 |
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 |
101,25 |
102,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
96,00 |
96,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0911 |
PL0000103305 |
100,00 |
100,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,05 |
100,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,85 |
98,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,10 |
97,24 |
97,24 |
97,24 |
97,24 |
97,24 |
97,24 |
5 000 |
4,87 |
1 |
TOTAL |
1 922 500 |
1 887,83 |
118 |
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) |
17AUG11 |
PL0000005823 |
8 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
24AUG11 |
PL0000005831 |
15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
31AUG11 |
PL0000005849 |
22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
21SEP11 |
PL0000005872 |
43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28SEP11 |
PL0000005880 |
50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19OCT11 |
PL0000005914 |
71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26OCT11 |
PL0000005922 |
78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
176 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
204 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
232 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
295 |
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 |
100,19 |
4,67 |
4,41 |
100,10 |
4,54 |
OK0712 |
PL0000105912 |
95,70 |
95,89 |
4,69 |
4,47 |
95,80 |
4,57 |
OK1012 |
PL0000106100 |
94,61 |
94,82 |
4,67 |
4,48 |
94,72 |
4,57 |
OK0113 |
PL0000106324 |
93,59 |
93,78 |
4,62 |
4,48 |
93,69 |
4,55 |
PS0413 |
PL0000105037 |
101,04 |
101,24 |
4,58 |
4,46 |
101,14 |
4,52 |
OK0713 |
PL0000106563 |
91,64 |
91,84 |
4,55 |
4,43 |
91,74 |
4,49 |
DS1013 |
PL0000102836 |
100,83 |
101,01 |
4,58 |
4,49 |
100,92 |
4,54 |
PS0414 |
PL0000105433 |
102,47 |
102,70 |
4,74 |
4,65 |
102,59 |
4,70 |
WZ0115 |
PL0000106480 |
99,68 |
100,50 |
--- |
--- |
100,09 |
--- |
PS0415 |
PL0000105953 |
101,65 |
101,93 |
4,99 |
4,91 |
101,79 |
4,95 |
DS1015 |
PL0000103602 |
104,39 |
104,68 |
5,06 |
4,98 |
104,54 |
5,02 |
PS0416 |
PL0000106340 |
99,12 |
99,40 |
5,20 |
5,14 |
99,26 |
5,17 |
IZ0816 |
PL0000103529 |
100,37 |
102,89 |
--- |
--- |
101,63 |
--- |
DS1017 |
PL0000104543 |
99,17 |
99,52 |
5,40 |
5,33 |
99,35 |
5,37 |
WZ0118 |
PL0000104717 |
98,35 |
99,52 |
--- |
--- |
98,94 |
--- |
DS1019 |
PL0000105441 |
99,12 |
99,47 |
5,63 |
5,57 |
99,30 |
5,60 |
DS1020 |
PL0000106126 |
96,61 |
97,04 |
5,73 |
5,66 |
96,83 |
5,69 |
WZ0121 |
PL0000106068 |
96,45 |
97,89 |
--- |
--- |
97,17 |
--- |
WS0922 |
PL0000102646 |
99,63 |
100,14 |
5,79 |
5,73 |
99,89 |
5,76 |
IZ0823 |
PL0000105359 |
95,05 |
98,23 |
--- |
--- |
96,64 |
--- |
WS0429 |
PL0000105391 |
96,75 |
99,34 |
6,05 |
5,80 |
98,05 |
5,92 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,02 |
100,19 |
4,66 |
4,41 |
100,11 |
4,53 |
OK0712 |
PL0000105912 |
95,68 |
95,87 |
4,71 |
4,49 |
95,78 |
4,59 |
OK1012 |
PL0000106100 |
94,64 |
94,81 |
4,64 |
4,49 |
94,73 |
4,56 |
OK0113 |
PL0000106324 |
93,57 |
93,75 |
4,64 |
4,50 |
93,66 |
4,57 |
PS0413 |
PL0000105037 |
100,97 |
101,15 |
4,63 |
4,52 |
101,06 |
4,57 |
OK0713 |
PL0000106563 |
91,62 |
91,80 |
4,56 |
4,46 |
91,71 |
4,51 |
DS1013 |
PL0000102836 |
100,73 |
100,93 |
4,63 |
4,53 |
100,83 |
4,58 |
PS0414 |
PL0000105433 |
102,34 |
102,58 |
4,79 |
4,70 |
102,46 |
4,75 |
WZ0115 |
PL0000106480 |
99,64 |
100,60 |
--- |
--- |
100,12 |
--- |
PS0415 |
PL0000105953 |
101,47 |
101,75 |
5,04 |
4,96 |
101,61 |
5,00 |
DS1015 |
PL0000103602 |
104,24 |
104,50 |
5,09 |
5,03 |
104,37 |
5,06 |
PS0416 |
PL0000106340 |
98,93 |
99,20 |
5,25 |
5,18 |
99,07 |
5,22 |
IZ0816 |
PL0000103529 |
100,46 |
102,93 |
--- |
--- |
101,70 |
--- |
DS1017 |
PL0000104543 |
98,93 |
99,29 |
5,45 |
5,38 |
99,11 |
5,41 |
WZ0118 |
PL0000104717 |
98,31 |
99,37 |
--- |
--- |
98,84 |
--- |
DS1019 |
PL0000105441 |
98,89 |
99,27 |
5,66 |
5,61 |
99,08 |
5,63 |
DS1020 |
PL0000106126 |
96,47 |
96,82 |
5,75 |
5,69 |
96,65 |
5,72 |
WZ0121 |
PL0000106068 |
96,41 |
97,79 |
--- |
--- |
97,10 |
--- |
WS0922 |
PL0000102646 |
99,41 |
99,92 |
5,82 |
5,75 |
99,67 |
5,78 |
IZ0823 |
PL0000105359 |
95,24 |
98,36 |
--- |
--- |
96,80 |
--- |
WS0429 |
PL0000105391 |
96,41 |
98,74 |
6,08 |
5,86 |
97,58 |
5,97 |
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 |
3/4 |
1 |
4,100 |
4,100 |
4,100 |
20 |
DS1013 |
PL0000102836 |
3/4 |
1 |
4,200 |
4,200 |
4,200 |
165 |
DS1019 |
PL0000105441 |
3/4 |
1 |
4,200 |
4,200 |
4,200 |
20 |
PS0415 |
PL0000105953 |
3/4 |
1 |
4,250 |
4,250 |
4,250 |
30 |
DS1020 |
PL0000106126 |
3/4 |
1 |
4,200 |
4,200 |
4,200 |
20 |
PS0416 |
PL0000106340 |
3/4 |
1 |
4,200 |
4,200 |
4,200 |
475 |
DS1015 |
PL0000103602 |
0/3 |
3 |
4,150 |
4,150 |
4,150 |
20 |
PS0413 |
PL0000105037 |
0/3 |
3 |
4,100 |
4,100 |
4,100 |
50 |
PS0413 |
PL0000105037 |
3/6 |
3 |
4,150 |
4,150 |
4,150 |
100 |
DS1019 |
PL0000105441 |
0/3 |
3 |
4,250 |
4,250 |
4,250 |
35 |
PS0415 |
PL0000105953 |
0/3 |
3 |
4,100 |
4,250 |
4,175 |
100 |
OK0113 |
PL0000106324 |
0/3 |
3 |
4,100 |
4,100 |
4,100 |
5 |
OK0713 |
PL0000106563 |
0/3 |
3 |
4,150 |
4,150 |
4,150 |
70 |
DS1013 |
PL0000102836 |
0/4 |
4 |
4,200 |
4,200 |
4,200 |
260 |
PS0413 |
PL0000105037 |
0/4 |
4 |
4,200 |
4,200 |
4,200 |
445 |
PS0416 |
PL0000106340 |
3/11 |
8 |
4,200 |
4,200 |
4,200 |
60 |
TOTAL |
1 875 |