2011-08-11 |
MARKET DATA |
No 154 (1688) |
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 |
1 435,00 |
1 443,82 |
150 |
2 300,00 |
2 371,28 |
24 |
3 735,00 |
3 815,10 |
174 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 435,00 |
1 443,82 |
150 |
2 300,00 |
2 371,28 |
24 |
3 735,00 |
3 815,10 |
174 |
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 |
98,03 |
98,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0412 |
PL0000104659 |
100,09 |
100,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
95,91 |
95,93 |
95,90 |
95,91 |
95,90 |
95,90 |
95,90 |
85 000 |
81,52 |
6 |
OK1012 |
PL0000106100 |
94,82 |
94,89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
93,78 |
93,84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
101,09 |
101,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
91,89 |
91,82 |
91,84 |
91,90 |
91,84 |
91,85 |
91,87 |
75 000 |
68,90 |
14 |
DS1013 |
PL0000102836 |
100,90 |
100,90 |
100,88 |
100,88 |
100,87 |
100,87 |
100,88 |
20 000 |
20,99 |
2 |
PS0414 |
PL0000105433 |
102,52 |
102,45 |
102,43 |
102,52 |
102,43 |
102,50 |
102,46 |
45 000 |
46,91 |
5 |
PS0415 |
PL0000105953 |
101,57 |
101,62 |
101,51 |
101,51 |
101,51 |
101,51 |
101,51 |
10 000 |
10,32 |
1 |
DS1015 |
PL0000103602 |
104,06 |
103,99 |
104,03 |
104,03 |
103,92 |
103,92 |
104,01 |
12 500 |
13,63 |
2 |
PS0416 |
PL0000106340 |
98,88 |
98,70 |
98,88 |
98,88 |
98,65 |
98,85 |
98,77 |
487 500 |
489,03 |
41 |
DS1017 |
PL0000104543 |
98,68 |
98,47 |
98,50 |
98,60 |
98,47 |
98,60 |
98,51 |
75 000 |
77,07 |
8 |
DS1019 |
PL0000105441 |
98,34 |
98,10 |
98,18 |
98,25 |
98,18 |
98,25 |
98,21 |
35 000 |
35,93 |
4 |
DS1020 |
PL0000106126 |
96,00 |
95,60 |
95,90 |
95,90 |
95,50 |
95,79 |
95,66 |
345 000 |
344,66 |
36 |
DS1021 |
PL0000106670 |
99,09 |
98,85 |
99,10 |
99,10 |
98,82 |
98,82 |
98,97 |
50 000 |
51,81 |
5 |
WS0922 |
PL0000102646 |
98,81 |
98,55 |
98,65 |
98,89 |
98,53 |
98,65 |
98,64 |
85 000 |
88,22 |
10 |
WS0429 |
PL0000105391 |
95,79 |
95,90 |
96,00 |
96,00 |
96,00 |
96,00 |
96,00 |
5 000 |
4,89 |
1 |
WS0437 |
PL0000104857 |
84,00 |
86,90 |
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 |
101,10 |
101,80 |
101,10 |
101,10 |
100,90 |
100,90 |
100,98 |
12 500 |
15,91 |
2 |
IZ0823 |
PL0000105359 |
95,00 |
95,50 |
95,00 |
95,00 |
93,75 |
93,75 |
94,54 |
35 000 |
37,69 |
6 |
WZ0911 |
PL0000103305 |
99,99 |
100,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,95 |
100,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,49 |
98,30 |
98,49 |
98,49 |
98,10 |
98,10 |
98,23 |
37 500 |
36,94 |
5 |
WZ0121 |
PL0000106068 |
96,75 |
96,50 |
96,75 |
96,75 |
96,75 |
96,75 |
96,75 |
20 000 |
19,41 |
2 |
TOTAL |
1 435 000 |
1 443,82 |
150 |
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) |
24AUG11 |
PL0000005831 |
8 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
31AUG11 |
PL0000005849 |
15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
21SEP11 |
PL0000005872 |
36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28SEP11 |
PL0000005880 |
43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19OCT11 |
PL0000005914 |
64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26OCT11 |
PL0000005922 |
71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
169 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
197 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
225 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
288 |
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 |
100,04 |
100,21 |
4,62 |
4,37 |
100,13 |
4,49 |
OK0712 |
PL0000105912 |
95,83 |
96,03 |
4,63 |
4,40 |
95,93 |
4,51 |
OK1012 |
PL0000106100 |
94,74 |
94,93 |
4,63 |
4,45 |
94,84 |
4,53 |
OK0113 |
PL0000106324 |
93,71 |
93,91 |
4,59 |
4,44 |
93,81 |
4,52 |
PS0413 |
PL0000105037 |
101,03 |
101,23 |
4,58 |
4,46 |
101,13 |
4,52 |
OK0713 |
PL0000106563 |
91,79 |
91,96 |
4,51 |
4,41 |
91,88 |
4,46 |
DS1013 |
PL0000102836 |
100,79 |
100,99 |
4,60 |
4,50 |
100,89 |
4,55 |
PS0414 |
PL0000105433 |
102,40 |
102,66 |
4,76 |
4,66 |
102,53 |
4,71 |
WZ0115 |
PL0000106480 |
99,68 |
100,39 |
--- |
--- |
100,04 |
--- |
PS0415 |
PL0000105953 |
101,44 |
101,72 |
5,05 |
4,97 |
101,58 |
5,01 |
DS1015 |
PL0000103602 |
103,84 |
104,09 |
5,20 |
5,13 |
103,97 |
5,16 |
PS0416 |
PL0000106340 |
98,59 |
98,85 |
5,34 |
5,27 |
98,72 |
5,30 |
IZ0816 |
PL0000103529 |
100,26 |
102,51 |
--- |
--- |
101,39 |
--- |
DS1017 |
PL0000104543 |
98,39 |
98,75 |
5,55 |
5,48 |
98,57 |
5,52 |
WZ0118 |
PL0000104717 |
97,69 |
98,88 |
--- |
--- |
98,29 |
--- |
DS1019 |
PL0000105441 |
98,03 |
98,43 |
5,80 |
5,74 |
98,23 |
5,77 |
DS1020 |
PL0000106126 |
95,60 |
95,98 |
5,87 |
5,82 |
95,79 |
5,85 |
WZ0121 |
PL0000106068 |
96,09 |
97,43 |
--- |
--- |
96,76 |
--- |
WS0922 |
PL0000102646 |
98,54 |
99,02 |
5,93 |
5,87 |
98,78 |
5,90 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WS0429 |
PL0000105391 |
94,90 |
97,22 |
6,23 |
6,00 |
96,06 |
6,11 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,02 |
100,18 |
4,65 |
4,42 |
100,10 |
4,53 |
OK0712 |
PL0000105912 |
95,80 |
96,00 |
4,66 |
4,43 |
95,90 |
4,55 |
OK1012 |
PL0000106100 |
94,71 |
94,92 |
4,66 |
4,46 |
94,82 |
4,55 |
OK0113 |
PL0000106324 |
93,67 |
93,87 |
4,62 |
4,47 |
93,77 |
4,55 |
PS0413 |
PL0000105037 |
101,01 |
101,21 |
4,59 |
4,47 |
101,11 |
4,53 |
OK0713 |
PL0000106563 |
91,70 |
91,90 |
4,56 |
4,44 |
91,80 |
4,50 |
DS1013 |
PL0000102836 |
100,77 |
100,97 |
4,61 |
4,51 |
100,87 |
4,56 |
PS0414 |
PL0000105433 |
102,27 |
102,52 |
4,82 |
4,72 |
102,40 |
4,76 |
WZ0115 |
PL0000106480 |
99,46 |
100,53 |
--- |
--- |
100,00 |
--- |
PS0415 |
PL0000105953 |
101,35 |
101,65 |
5,08 |
4,99 |
101,50 |
5,03 |
DS1015 |
PL0000103602 |
103,82 |
104,10 |
5,20 |
5,13 |
103,96 |
5,16 |
PS0416 |
PL0000106340 |
98,56 |
98,83 |
5,34 |
5,28 |
98,70 |
5,31 |
IZ0816 |
PL0000103529 |
99,97 |
102,63 |
--- |
--- |
101,30 |
--- |
DS1017 |
PL0000104543 |
98,20 |
98,60 |
5,59 |
5,51 |
98,40 |
5,55 |
WZ0118 |
PL0000104717 |
97,53 |
98,88 |
--- |
--- |
98,21 |
--- |
DS1019 |
PL0000105441 |
97,79 |
98,23 |
5,84 |
5,77 |
98,01 |
5,80 |
DS1020 |
PL0000106126 |
95,26 |
95,68 |
5,92 |
5,86 |
95,47 |
5,89 |
WZ0121 |
PL0000106068 |
95,55 |
97,20 |
--- |
--- |
96,38 |
--- |
WS0922 |
PL0000102646 |
98,28 |
98,80 |
5,96 |
5,89 |
98,54 |
5,93 |
IZ0823 |
PL0000105359 |
92,87 |
96,41 |
--- |
--- |
94,64 |
--- |
WS0429 |
PL0000105391 |
94,55 |
97,11 |
6,26 |
6,01 |
95,83 |
6,13 |
REPO MARKET |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,300 |
4,350 |
4,332 |
110 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,300 |
4,300 |
4,300 |
5 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,250 |
4,350 |
4,346 |
605 |
WS0922 |
PL0000102646 |
1/5 |
4 |
4,250 |
4,250 |
4,250 |
70 |
DS1013 |
PL0000102836 |
1/5 |
4 |
4,200 |
4,200 |
4,200 |
25 |
PS0412 |
PL0000104659 |
1/5 |
4 |
4,300 |
4,300 |
4,300 |
45 |
PS0413 |
PL0000105037 |
1/5 |
4 |
4,300 |
4,300 |
4,300 |
25 |
PS0414 |
PL0000105433 |
1/5 |
4 |
4,300 |
4,300 |
4,300 |
55 |
PS0415 |
PL0000105953 |
1/5 |
4 |
4,350 |
4,350 |
4,350 |
55 |
DS1020 |
PL0000106126 |
1/5 |
4 |
4,350 |
4,400 |
4,390 |
100 |
PS0416 |
PL0000106340 |
1/5 |
4 |
4,300 |
4,300 |
4,300 |
30 |
DS1021 |
PL0000106670 |
1/5 |
4 |
4,350 |
4,350 |
4,350 |
20 |
DS1013 |
PL0000102836 |
0/5 |
5 |
4,300 |
4,300 |
4,300 |
300 |
PS0413 |
PL0000105037 |
0/5 |
5 |
4,250 |
4,250 |
4,250 |
10 |
DS1013 |
PL0000102836 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
20 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
350 |
PS0413 |
PL0000105037 |
1/8 |
7 |
4,400 |
4,400 |
4,400 |
60 |
PS0414 |
PL0000105433 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
40 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,400 |
4,400 |
4,400 |
115 |
PS0416 |
PL0000106340 |
1/8 |
7 |
4,400 |
4,400 |
4,400 |
260 |
TOTAL |
2 300 |