2011-08-16 |
MARKET DATA |
No 156 (1690) |
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 |
1 317,50 |
1 334,54 |
89 |
3 835,00 |
3 867,83 |
35 |
5 152,50 |
5 202,37 |
124 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 317,50 |
1 334,54 |
89 |
3 835,00 |
3 867,83 |
35 |
5 152,50 |
5 202,37 |
124 |
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 |
98,11 |
97,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0412 |
PL0000104659 |
100,11 |
100,10 |
100,12 |
100,12 |
100,12 |
100,12 |
100,12 |
47 500 |
48,27 |
4 |
OK0712 |
PL0000105912 |
96,00 |
95,97 |
95,97 |
96,00 |
95,97 |
96,00 |
95,98 |
30 000 |
28,79 |
3 |
OK1012 |
PL0000106100 |
94,91 |
94,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
93,91 |
93,89 |
93,89 |
93,90 |
93,89 |
93,90 |
93,89 |
80 000 |
75,11 |
3 |
PS0413 |
PL0000105037 |
101,19 |
101,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
91,98 |
91,93 |
92,00 |
92,00 |
92,00 |
92,00 |
92,00 |
10 000 |
9,20 |
1 |
DS1013 |
PL0000102836 |
101,03 |
100,98 |
101,00 |
101,00 |
101,00 |
101,00 |
101,00 |
85 000 |
89,32 |
5 |
OK0114 |
PL0000106712 |
89,65 |
89,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,65 |
102,52 |
102,52 |
102,56 |
102,52 |
102,55 |
102,54 |
135 000 |
140,87 |
13 |
PS0415 |
PL0000105953 |
101,88 |
101,65 |
101,65 |
101,80 |
101,65 |
101,80 |
101,70 |
70 000 |
72,40 |
6 |
DS1015 |
PL0000103602 |
104,46 |
104,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
99,20 |
99,00 |
99,03 |
99,20 |
99,03 |
99,20 |
99,09 |
105 000 |
105,69 |
7 |
DS1017 |
PL0000104543 |
99,24 |
98,83 |
99,01 |
99,01 |
99,01 |
99,01 |
99,01 |
10 000 |
10,33 |
1 |
DS1019 |
PL0000105441 |
98,83 |
98,45 |
98,55 |
98,60 |
98,55 |
98,60 |
98,58 |
25 000 |
25,76 |
2 |
DS1020 |
PL0000106126 |
96,30 |
95,90 |
95,90 |
96,40 |
95,90 |
96,40 |
96,04 |
265 000 |
265,83 |
27 |
DS1021 |
PL0000106670 |
99,50 |
99,20 |
99,25 |
99,60 |
99,25 |
99,60 |
99,48 |
65 000 |
67,70 |
4 |
WS0922 |
PL0000102646 |
99,34 |
99,00 |
99,00 |
99,45 |
99,00 |
99,45 |
99,17 |
75 000 |
78,27 |
8 |
WS0429 |
PL0000105391 |
97,43 |
97,25 |
97,43 |
97,43 |
97,43 |
97,43 |
97,43 |
10 000 |
9,92 |
1 |
WS0437 |
PL0000104857 |
84,50 |
87,00 |
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 |
100,45 |
101,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
94,00 |
95,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0911 |
PL0000103305 |
100,00 |
100,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,93 |
100,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,05 |
98,25 |
98,25 |
98,25 |
98,25 |
98,25 |
98,25 |
100 000 |
98,56 |
1 |
WZ0121 |
PL0000106068 |
96,80 |
96,60 |
96,80 |
96,80 |
96,80 |
96,80 |
96,80 |
5 000 |
4,86 |
1 |
TOTAL |
1 117 500 |
1 130,89 |
87 |
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 |
6 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
31AUG11 |
PL0000005849 |
13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
21SEP11 |
PL0000005872 |
34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28SEP11 |
PL0000005880 |
41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19OCT11 |
PL0000005914 |
62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26OCT11 |
PL0000005922 |
69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
167 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
195 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
223 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
286 |
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
RFQ MARKET |
Bond |
ISIN |
Price |
Trading volume |
Trading value |
(%) |
(pcs) |
(PLN M) |
DS1020 |
PL0000106126 |
96,20 |
100 000 |
100,47 |
DS1017 |
PL0000104543 |
98,90 |
100 000 |
103,17 |
TOTAL |
203,64 |
FIXING - T-BONDS (10:05 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,03 |
100,20 |
4,64 |
4,38 |
100,12 |
4,50 |
OK0712 |
PL0000105912 |
95,88 |
96,07 |
4,60 |
4,38 |
95,98 |
4,48 |
OK1012 |
PL0000106100 |
94,81 |
95,00 |
4,58 |
4,41 |
94,91 |
4,49 |
OK0113 |
PL0000106324 |
93,77 |
93,97 |
4,56 |
4,41 |
93,87 |
4,49 |
PS0413 |
PL0000105037 |
101,05 |
101,24 |
4,57 |
4,45 |
101,15 |
4,51 |
OK0713 |
PL0000106563 |
91,80 |
92,00 |
4,52 |
4,40 |
91,90 |
4,46 |
DS1013 |
PL0000102836 |
100,82 |
101,01 |
4,58 |
4,49 |
100,92 |
4,53 |
PS0414 |
PL0000105433 |
102,38 |
102,63 |
4,77 |
4,67 |
102,51 |
4,72 |
WZ0115 |
PL0000106480 |
99,42 |
100,52 |
--- |
--- |
99,97 |
--- |
PS0415 |
PL0000105953 |
101,46 |
101,74 |
5,04 |
4,96 |
101,60 |
5,00 |
DS1015 |
PL0000103602 |
104,00 |
104,30 |
5,15 |
5,07 |
104,15 |
5,11 |
PS0416 |
PL0000106340 |
98,81 |
99,07 |
5,28 |
5,22 |
98,94 |
5,25 |
IZ0816 |
PL0000103529 |
99,91 |
102,68 |
--- |
--- |
101,30 |
--- |
DS1017 |
PL0000104543 |
98,62 |
99,00 |
5,51 |
5,44 |
98,81 |
5,47 |
WZ0118 |
PL0000104717 |
97,48 |
98,90 |
--- |
--- |
98,19 |
--- |
DS1019 |
PL0000105441 |
98,24 |
98,63 |
5,77 |
5,71 |
98,44 |
5,74 |
DS1020 |
PL0000106126 |
95,83 |
96,19 |
5,84 |
5,79 |
96,01 |
5,81 |
WZ0121 |
PL0000106068 |
96,07 |
97,74 |
--- |
--- |
96,91 |
--- |
WS0922 |
PL0000102646 |
98,71 |
99,26 |
5,91 |
5,84 |
98,99 |
5,87 |
IZ0823 |
PL0000105359 |
92,88 |
96,71 |
--- |
--- |
94,80 |
--- |
WS0429 |
PL0000105391 |
95,08 |
97,92 |
6,21 |
5,94 |
96,50 |
6,07 |
FIXING - T-BONDS (4:30 PM) |
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 |
95,90 |
96,09 |
4,58 |
4,35 |
96,00 |
4,46 |
OK1012 |
PL0000106100 |
94,83 |
95,01 |
4,57 |
4,40 |
94,92 |
4,48 |
OK0113 |
PL0000106324 |
93,80 |
93,99 |
4,54 |
4,39 |
93,90 |
4,46 |
PS0413 |
PL0000105037 |
101,15 |
101,35 |
4,51 |
4,38 |
101,25 |
4,44 |
OK0713 |
PL0000106563 |
91,91 |
92,10 |
4,45 |
4,34 |
92,01 |
4,39 |
DS1013 |
PL0000102836 |
100,98 |
101,16 |
4,50 |
4,42 |
101,07 |
4,46 |
PS0414 |
PL0000105433 |
102,42 |
102,67 |
4,75 |
4,65 |
102,55 |
4,70 |
WZ0115 |
PL0000106480 |
99,39 |
100,51 |
--- |
--- |
99,95 |
--- |
PS0415 |
PL0000105953 |
101,60 |
101,88 |
5,00 |
4,92 |
101,74 |
4,96 |
DS1015 |
PL0000103602 |
104,20 |
104,49 |
5,10 |
5,02 |
104,35 |
5,06 |
PS0416 |
PL0000106340 |
99,08 |
99,36 |
5,21 |
5,15 |
99,22 |
5,18 |
IZ0816 |
PL0000103529 |
99,93 |
102,72 |
--- |
--- |
101,33 |
--- |
DS1017 |
PL0000104543 |
98,88 |
99,26 |
5,46 |
5,38 |
99,07 |
5,42 |
WZ0118 |
PL0000104717 |
97,48 |
98,79 |
--- |
--- |
98,14 |
--- |
DS1019 |
PL0000105441 |
98,54 |
98,96 |
5,72 |
5,65 |
98,75 |
5,69 |
DS1020 |
PL0000106126 |
96,11 |
96,51 |
5,80 |
5,74 |
96,31 |
5,77 |
WZ0121 |
PL0000106068 |
95,83 |
97,33 |
--- |
--- |
96,58 |
--- |
WS0922 |
PL0000102646 |
99,13 |
99,68 |
5,85 |
5,78 |
99,41 |
5,82 |
IZ0823 |
PL0000105359 |
93,21 |
96,58 |
--- |
--- |
94,90 |
--- |
WS0429 |
PL0000105391 |
95,74 |
98,17 |
6,14 |
5,91 |
96,96 |
6,03 |
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 |
0/1 |
1 |
4,350 |
4,500 |
4,388 |
800 |
TOTAL |
800 |
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 |
4,010 |
4,200 |
4,048 |
75 |
WS0922 |
PL0000102646 |
1/2 |
1 |
4,100 |
4,100 |
4,100 |
20 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,250 |
4,300 |
4,297 |
595 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
20 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
40 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
80 |
PS0412 |
PL0000104659 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
45 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
40 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
25 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
25 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
20 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
30 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
20 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
30 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,250 |
4,300 |
4,292 |
1 100 |
OK0713 |
PL0000106563 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
130 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
20 |
DS1013 |
PL0000102836 |
0/2 |
2 |
4,250 |
4,250 |
4,250 |
170 |
OK0113 |
PL0000106324 |
0/2 |
2 |
4,250 |
4,250 |
4,250 |
200 |
DS1013 |
PL0000102836 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
50 |
OK0113 |
PL0000106324 |
0/7 |
7 |
4,300 |
4,300 |
4,300 |
200 |
OK0113 |
PL0000106324 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
100 |
TOTAL |
3 035 |