2011-08-08 |
MARKET DATA |
No 151 (1685) |
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 |
920,00 |
894,12 |
69 |
3 730,00 |
3 792,80 |
28 |
4 650,00 |
4 686,91 |
97 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
920,00 |
894,12 |
69 |
3 730,00 |
3 792,80 |
28 |
4 650,00 |
4 686,91 |
97 |
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 |
97,97 |
97,99 |
98,00 |
98,00 |
98,00 |
98,00 |
98,00 |
10 000 |
9,80 |
1 |
PS0412 |
PL0000104659 |
100,09 |
100,08 |
100,09 |
100,09 |
100,08 |
100,08 |
100,09 |
50 000 |
50,74 |
2 |
OK0712 |
PL0000105912 |
95,82 |
95,82 |
95,80 |
95,82 |
95,80 |
95,81 |
95,82 |
342 500 |
328,17 |
24 |
OK1012 |
PL0000106100 |
94,76 |
94,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
93,70 |
93,73 |
93,75 |
93,75 |
93,75 |
93,75 |
93,75 |
35 000 |
32,81 |
2 |
PS0413 |
PL0000105037 |
101,12 |
101,12 |
101,12 |
101,12 |
101,12 |
101,12 |
101,12 |
45 000 |
46,19 |
2 |
OK0713 |
PL0000106563 |
91,74 |
91,70 |
91,70 |
91,75 |
91,70 |
91,74 |
91,73 |
205 000 |
188,05 |
12 |
DS1013 |
PL0000102836 |
100,82 |
100,88 |
100,82 |
100,82 |
100,82 |
100,82 |
100,82 |
10 000 |
10,48 |
1 |
PS0414 |
PL0000105433 |
102,45 |
102,53 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
101,59 |
101,55 |
101,59 |
101,59 |
101,59 |
101,59 |
101,59 |
5 000 |
5,16 |
1 |
DS1015 |
PL0000103602 |
104,28 |
104,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
98,95 |
98,89 |
98,95 |
98,95 |
98,91 |
98,91 |
98,94 |
30 000 |
30,12 |
3 |
DS1017 |
PL0000104543 |
99,10 |
98,90 |
99,10 |
99,10 |
99,10 |
99,10 |
99,10 |
10 000 |
10,33 |
1 |
DS1019 |
PL0000105441 |
98,98 |
99,00 |
98,88 |
98,88 |
98,88 |
98,88 |
98,88 |
10 000 |
10,32 |
1 |
DS1020 |
PL0000106126 |
96,50 |
96,20 |
96,35 |
96,35 |
96,19 |
96,20 |
96,29 |
67 500 |
67,80 |
8 |
DS1021 |
PL0000106670 |
99,65 |
99,60 |
99,75 |
99,75 |
99,60 |
99,60 |
99,68 |
40 000 |
41,69 |
4 |
WS0922 |
PL0000102646 |
99,65 |
99,50 |
99,65 |
99,70 |
99,50 |
99,50 |
99,63 |
55 000 |
57,58 |
6 |
WS0429 |
PL0000105391 |
97,20 |
97,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
85,00 |
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 |
101,13 |
102,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
96,00 |
96,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0911 |
PL0000103305 |
99,99 |
100,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,96 |
100,13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,75 |
98,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,00 |
97,16 |
97,25 |
97,25 |
97,25 |
97,25 |
97,25 |
5 000 |
4,87 |
1 |
TOTAL |
920 000 |
894,12 |
69 |
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 |
7 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
24AUG11 |
PL0000005831 |
14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
31AUG11 |
PL0000005849 |
21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
21SEP11 |
PL0000005872 |
42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28SEP11 |
PL0000005880 |
49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19OCT11 |
PL0000005914 |
70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26OCT11 |
PL0000005922 |
77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
175 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
203 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
231 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
294 |
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 |
100,18 |
4,68 |
4,43 |
100,09 |
4,55 |
OK0712 |
PL0000105912 |
95,73 |
95,91 |
4,66 |
4,46 |
95,82 |
4,56 |
OK1012 |
PL0000106100 |
94,66 |
94,86 |
4,64 |
4,45 |
94,76 |
4,54 |
OK0113 |
PL0000106324 |
93,64 |
93,83 |
4,59 |
4,45 |
93,74 |
4,52 |
PS0413 |
PL0000105037 |
101,03 |
101,22 |
4,59 |
4,47 |
101,13 |
4,53 |
OK0713 |
PL0000106563 |
91,63 |
91,83 |
4,56 |
4,45 |
91,73 |
4,51 |
DS1013 |
PL0000102836 |
100,75 |
100,94 |
4,62 |
4,53 |
100,85 |
4,57 |
PS0414 |
PL0000105433 |
102,37 |
102,63 |
4,78 |
4,68 |
102,50 |
4,73 |
WZ0115 |
PL0000106480 |
99,55 |
100,57 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
101,46 |
101,76 |
5,05 |
4,96 |
101,61 |
5,00 |
DS1015 |
PL0000103602 |
104,19 |
104,46 |
5,11 |
5,04 |
104,33 |
5,07 |
PS0416 |
PL0000106340 |
98,86 |
99,16 |
5,27 |
5,19 |
99,01 |
5,23 |
IZ0816 |
PL0000103529 |
100,54 |
102,91 |
--- |
--- |
101,73 |
--- |
DS1017 |
PL0000104543 |
98,80 |
99,22 |
5,47 |
5,39 |
99,01 |
5,43 |
WZ0118 |
PL0000104717 |
98,39 |
99,34 |
--- |
--- |
98,87 |
--- |
DS1019 |
PL0000105441 |
98,78 |
99,22 |
5,68 |
5,61 |
99,00 |
5,65 |
DS1020 |
PL0000106126 |
96,33 |
96,75 |
5,77 |
5,70 |
96,54 |
5,74 |
WZ0121 |
PL0000106068 |
96,44 |
97,77 |
--- |
--- |
97,11 |
--- |
WS0922 |
PL0000102646 |
99,29 |
99,79 |
5,83 |
5,77 |
99,54 |
5,80 |
IZ0823 |
PL0000105359 |
95,38 |
98,17 |
--- |
--- |
96,78 |
--- |
WS0429 |
PL0000105391 |
96,08 |
98,40 |
6,11 |
5,89 |
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 |
100,17 |
4,67 |
4,44 |
100,09 |
4,55 |
OK0712 |
PL0000105912 |
95,73 |
95,92 |
4,66 |
4,45 |
95,83 |
4,55 |
OK1012 |
PL0000106100 |
94,67 |
94,87 |
4,63 |
4,44 |
94,77 |
4,54 |
OK0113 |
PL0000106324 |
93,65 |
93,84 |
4,59 |
4,44 |
93,75 |
4,51 |
PS0413 |
PL0000105037 |
101,03 |
101,21 |
4,59 |
4,48 |
101,12 |
4,53 |
OK0713 |
PL0000106563 |
91,64 |
91,82 |
4,56 |
4,45 |
91,73 |
4,51 |
DS1013 |
PL0000102836 |
100,75 |
100,92 |
4,62 |
4,54 |
100,84 |
4,58 |
PS0414 |
PL0000105433 |
102,37 |
102,60 |
4,78 |
4,69 |
102,49 |
4,73 |
WZ0115 |
PL0000106480 |
99,57 |
100,55 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
101,43 |
101,70 |
5,06 |
4,98 |
101,57 |
5,01 |
DS1015 |
PL0000103602 |
104,08 |
104,34 |
5,14 |
5,07 |
104,21 |
5,10 |
PS0416 |
PL0000106340 |
98,71 |
98,99 |
5,30 |
5,24 |
98,85 |
5,27 |
IZ0816 |
PL0000103529 |
100,58 |
102,76 |
--- |
--- |
101,67 |
--- |
DS1017 |
PL0000104543 |
98,63 |
99,01 |
5,51 |
5,43 |
98,82 |
5,47 |
WZ0118 |
PL0000104717 |
98,22 |
99,33 |
--- |
--- |
98,78 |
--- |
DS1019 |
PL0000105441 |
98,67 |
99,06 |
5,70 |
5,64 |
98,87 |
5,67 |
DS1020 |
PL0000106126 |
96,05 |
96,38 |
5,81 |
5,76 |
96,22 |
5,78 |
WZ0121 |
PL0000106068 |
96,39 |
97,82 |
--- |
--- |
97,11 |
--- |
WS0922 |
PL0000102646 |
99,11 |
99,63 |
5,85 |
5,79 |
99,37 |
5,82 |
IZ0823 |
PL0000105359 |
95,11 |
97,89 |
--- |
--- |
96,50 |
--- |
WS0429 |
PL0000105391 |
96,18 |
98,21 |
6,10 |
5,91 |
97,20 |
6,00 |
REPO MARKET |
General Collateral (GC) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
|
|
|
|
0,000 |
0,000 |
0,000 |
0 |
TOTAL |
0 |
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 |
4,000 |
4,000 |
4,000 |
50 |
WS0922 |
PL0000102646 |
1/2 |
1 |
4,000 |
4,000 |
4,000 |
20 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
140 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
35 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
20 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
30 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
380 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
30 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
160 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
130 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
60 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,150 |
4,200 |
4,175 |
80 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
70 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,150 |
4,200 |
4,181 |
130 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,150 |
4,250 |
4,166 |
565 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
20 |
WS0922 |
PL0000102646 |
1/3 |
2 |
4,150 |
4,150 |
4,150 |
160 |
OK0112 |
PL0000105730 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
50 |
TOTAL |
2 130 |