2011-08-10 |
MARKET DATA |
No 153 (1687) |
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 |
2 037,50 |
2 022,35 |
175 |
4 085,00 |
4 119,42 |
29 |
6 122,50 |
6 141,77 |
204 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 037,50 |
2 022,35 |
175 |
4 085,00 |
4 119,42 |
29 |
6 122,50 |
6 141,77 |
204 |
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 |
97,99 |
98,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0412 |
PL0000104659 |
100,10 |
100,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
95,87 |
95,89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
94,80 |
94,82 |
94,84 |
94,84 |
94,84 |
94,84 |
94,84 |
5 000 |
4,74 |
1 |
OK0113 |
PL0000106324 |
93,81 |
93,80 |
93,80 |
93,82 |
93,80 |
93,81 |
93,81 |
55 000 |
51,59 |
4 |
PS0413 |
PL0000105037 |
101,11 |
101,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
91,88 |
91,83 |
91,83 |
91,89 |
91,83 |
91,88 |
91,85 |
500 000 |
459,27 |
39 |
DS1013 |
PL0000102836 |
100,95 |
100,93 |
100,93 |
100,96 |
100,93 |
100,96 |
100,94 |
85 000 |
89,20 |
7 |
PS0414 |
PL0000105433 |
102,63 |
102,61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
101,80 |
101,65 |
101,80 |
101,83 |
101,75 |
101,75 |
101,81 |
65 000 |
67,24 |
7 |
DS1015 |
PL0000103602 |
104,28 |
104,08 |
104,16 |
104,22 |
104,16 |
104,22 |
104,18 |
25 000 |
27,30 |
3 |
PS0416 |
PL0000106340 |
99,05 |
98,90 |
98,90 |
99,07 |
98,90 |
98,95 |
99,01 |
457 500 |
459,80 |
36 |
DS1017 |
PL0000104543 |
98,95 |
98,84 |
98,98 |
99,00 |
98,92 |
98,92 |
98,97 |
230 000 |
237,26 |
22 |
DS1019 |
PL0000105441 |
98,74 |
98,69 |
98,70 |
98,75 |
98,70 |
98,74 |
98,73 |
60 000 |
61,87 |
8 |
DS1020 |
PL0000106126 |
96,30 |
96,20 |
96,37 |
96,38 |
96,25 |
96,35 |
96,31 |
110 000 |
110,55 |
11 |
DS1021 |
PL0000106670 |
99,35 |
99,12 |
99,40 |
99,40 |
99,23 |
99,23 |
99,37 |
80 000 |
83,17 |
7 |
WS0922 |
PL0000102646 |
99,21 |
99,15 |
99,20 |
99,35 |
99,15 |
99,35 |
99,27 |
135 000 |
140,88 |
15 |
WS0429 |
PL0000105391 |
97,00 |
97,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
84,30 |
87,15 |
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 |
100,80 |
102,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
95,20 |
96,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0911 |
PL0000103305 |
100,00 |
100,00 |
100,01 |
100,01 |
100,00 |
100,00 |
100,00 |
77 500 |
78,82 |
6 |
WZ0115 |
PL0000106480 |
99,96 |
100,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,55 |
98,50 |
98,78 |
98,78 |
98,50 |
98,50 |
98,70 |
140 000 |
138,51 |
6 |
WZ0121 |
PL0000106068 |
97,00 |
97,00 |
97,20 |
97,20 |
97,00 |
97,00 |
97,04 |
12 500 |
12,16 |
3 |
TOTAL |
2 037 500 |
2 022,35 |
175 |
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 |
5 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
24AUG11 |
PL0000005831 |
12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
31AUG11 |
PL0000005849 |
19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
21SEP11 |
PL0000005872 |
40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28SEP11 |
PL0000005880 |
47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19OCT11 |
PL0000005914 |
68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26OCT11 |
PL0000005922 |
75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
173 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
201 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
229 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
292 |
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 |
100,19 |
4,65 |
4,41 |
100,11 |
4,52 |
OK0712 |
PL0000105912 |
95,76 |
95,96 |
4,66 |
4,43 |
95,86 |
4,54 |
OK1012 |
PL0000106100 |
94,68 |
94,88 |
4,64 |
4,46 |
94,78 |
4,55 |
OK0113 |
PL0000106324 |
93,68 |
93,88 |
4,58 |
4,43 |
93,78 |
4,50 |
PS0413 |
PL0000105037 |
101,04 |
101,24 |
4,58 |
4,46 |
101,14 |
4,52 |
OK0713 |
PL0000106563 |
91,73 |
91,91 |
4,52 |
4,41 |
91,82 |
4,47 |
DS1013 |
PL0000102836 |
100,81 |
101,00 |
4,59 |
4,50 |
100,91 |
4,54 |
PS0414 |
PL0000105433 |
102,47 |
102,71 |
4,74 |
4,65 |
102,59 |
4,69 |
WZ0115 |
PL0000106480 |
99,51 |
100,59 |
--- |
--- |
100,05 |
--- |
PS0415 |
PL0000105953 |
101,53 |
101,83 |
5,03 |
4,94 |
101,68 |
4,98 |
DS1015 |
PL0000103602 |
104,06 |
104,33 |
5,14 |
5,07 |
104,20 |
5,10 |
PS0416 |
PL0000106340 |
98,80 |
99,05 |
5,28 |
5,22 |
98,93 |
5,25 |
IZ0816 |
PL0000103529 |
100,31 |
102,65 |
--- |
--- |
101,48 |
--- |
DS1017 |
PL0000104543 |
98,69 |
99,05 |
5,50 |
5,43 |
98,87 |
5,46 |
WZ0118 |
PL0000104717 |
98,19 |
99,19 |
--- |
--- |
98,69 |
--- |
DS1019 |
PL0000105441 |
98,50 |
98,92 |
5,73 |
5,66 |
98,71 |
5,69 |
DS1020 |
PL0000106126 |
96,10 |
96,45 |
5,80 |
5,75 |
96,28 |
5,77 |
WZ0121 |
PL0000106068 |
96,37 |
97,71 |
--- |
--- |
97,04 |
--- |
WS0922 |
PL0000102646 |
98,97 |
99,51 |
5,87 |
5,80 |
99,24 |
5,84 |
IZ0823 |
PL0000105359 |
94,66 |
97,60 |
--- |
--- |
96,13 |
--- |
WS0429 |
PL0000105391 |
95,75 |
98,08 |
6,14 |
5,92 |
96,92 |
6,03 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,03 |
100,20 |
4,64 |
4,39 |
100,12 |
4,51 |
OK0712 |
PL0000105912 |
95,79 |
95,98 |
4,62 |
4,41 |
95,89 |
4,51 |
OK1012 |
PL0000106100 |
94,71 |
94,90 |
4,61 |
4,44 |
94,81 |
4,52 |
OK0113 |
PL0000106324 |
93,72 |
93,91 |
4,55 |
4,41 |
93,82 |
4,47 |
PS0413 |
PL0000105037 |
101,07 |
101,26 |
4,56 |
4,44 |
101,17 |
4,50 |
OK0713 |
PL0000106563 |
91,78 |
91,95 |
4,49 |
4,39 |
91,87 |
4,44 |
DS1013 |
PL0000102836 |
100,87 |
101,04 |
4,56 |
4,48 |
100,96 |
4,52 |
PS0414 |
PL0000105433 |
102,51 |
102,77 |
4,72 |
4,62 |
102,64 |
4,67 |
WZ0115 |
PL0000106480 |
99,53 |
100,49 |
--- |
--- |
100,01 |
--- |
PS0415 |
PL0000105953 |
101,67 |
101,94 |
4,98 |
4,90 |
101,81 |
4,94 |
DS1015 |
PL0000103602 |
104,17 |
104,45 |
5,11 |
5,04 |
104,31 |
5,07 |
PS0416 |
PL0000106340 |
98,90 |
99,16 |
5,26 |
5,19 |
99,03 |
5,23 |
IZ0816 |
PL0000103529 |
100,34 |
102,55 |
--- |
--- |
101,45 |
--- |
DS1017 |
PL0000104543 |
98,78 |
99,14 |
5,48 |
5,41 |
98,96 |
5,44 |
WZ0118 |
PL0000104717 |
97,79 |
98,89 |
--- |
--- |
98,34 |
--- |
DS1019 |
PL0000105441 |
98,48 |
98,89 |
5,73 |
5,66 |
98,69 |
5,70 |
DS1020 |
PL0000106126 |
96,13 |
96,53 |
5,80 |
5,74 |
96,33 |
5,77 |
WZ0121 |
PL0000106068 |
96,21 |
97,53 |
--- |
--- |
96,87 |
--- |
WS0922 |
PL0000102646 |
99,04 |
99,57 |
5,86 |
5,80 |
99,31 |
5,83 |
IZ0823 |
PL0000105359 |
94,70 |
97,48 |
--- |
--- |
96,09 |
--- |
WS0429 |
PL0000105391 |
95,84 |
98,16 |
6,13 |
5,91 |
97,00 |
6,02 |
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 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
60 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
25 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
60 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
40 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,200 |
4,250 |
4,247 |
150 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
120 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
10 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
40 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
80 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
90 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,250 |
4,260 |
4,259 |
425 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,150 |
4,250 |
4,193 |
35 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
40 |
PS0416 |
PL0000106340 |
0/2 |
2 |
4,300 |
4,300 |
4,300 |
280 |
OK0112 |
PL0000105730 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
200 |
OK0712 |
PL0000105912 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
100 |
OK1012 |
PL0000106100 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
120 |
TOTAL |
1 875 |