2011-08-17 |
MARKET DATA |
No 157 (1691) |
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 |
1 467,50 |
1 486,21 |
97 |
3 685,00 |
3 717,62 |
37 |
5 152,50 |
5 203,82 |
134 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 467,50 |
1 486,21 |
97 |
3 685,00 |
3 717,62 |
37 |
5 152,50 |
5 203,82 |
134 |
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 |
98,12 |
98,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0412 |
PL0000104659 |
100,13 |
100,13 |
100,13 |
100,13 |
100,13 |
100,13 |
100,13 |
75 000 |
76,23 |
3 |
OK0712 |
PL0000105912 |
96,03 |
96,03 |
96,04 |
96,04 |
96,04 |
96,04 |
96,04 |
10 000 |
9,60 |
1 |
OK1012 |
PL0000106100 |
94,95 |
94,96 |
94,96 |
94,96 |
94,96 |
94,96 |
94,96 |
80 000 |
75,97 |
3 |
OK0113 |
PL0000106324 |
93,87 |
93,91 |
93,91 |
93,91 |
93,91 |
93,91 |
93,91 |
20 000 |
18,78 |
1 |
PS0413 |
PL0000105037 |
101,20 |
101,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
92,05 |
92,03 |
92,03 |
92,05 |
92,03 |
92,05 |
92,04 |
115 000 |
105,84 |
8 |
DS1013 |
PL0000102836 |
101,03 |
101,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
89,75 |
89,71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,60 |
102,54 |
102,60 |
102,62 |
102,60 |
102,60 |
102,61 |
40 000 |
41,77 |
4 |
PS0415 |
PL0000105953 |
102,05 |
101,79 |
101,80 |
102,05 |
101,80 |
102,01 |
101,96 |
60 000 |
62,22 |
6 |
DS1015 |
PL0000103602 |
104,74 |
104,36 |
104,42 |
104,62 |
104,42 |
104,62 |
104,52 |
40 000 |
43,86 |
4 |
PS0416 |
PL0000106340 |
99,72 |
99,25 |
99,50 |
99,75 |
99,50 |
99,67 |
99,65 |
240 000 |
242,97 |
25 |
DS1017 |
PL0000104543 |
99,62 |
99,22 |
99,40 |
99,55 |
99,39 |
99,55 |
99,50 |
85 000 |
88,22 |
7 |
DS1019 |
PL0000105441 |
99,21 |
98,80 |
98,80 |
99,25 |
98,80 |
99,25 |
99,03 |
70 000 |
72,46 |
7 |
DS1020 |
PL0000106126 |
96,95 |
96,49 |
96,60 |
97,06 |
96,60 |
96,96 |
96,82 |
60 000 |
60,66 |
7 |
DS1021 |
PL0000106670 |
100,00 |
99,65 |
99,65 |
100,15 |
99,65 |
100,10 |
99,92 |
115 000 |
120,31 |
9 |
WS0922 |
PL0000102646 |
100,02 |
99,58 |
100,10 |
100,10 |
100,10 |
100,10 |
100,10 |
10 000 |
10,53 |
1 |
WS0429 |
PL0000105391 |
97,70 |
97,65 |
97,65 |
98,00 |
97,65 |
98,00 |
97,83 |
10 000 |
9,96 |
2 |
WS0437 |
PL0000104857 |
85,50 |
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 |
100,45 |
101,50 |
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 |
99,98 |
100,03 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,86 |
100,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,20 |
98,20 |
98,20 |
98,20 |
98,20 |
98,20 |
98,20 |
20 000 |
19,70 |
2 |
WZ0121 |
PL0000106068 |
96,60 |
96,69 |
96,50 |
96,70 |
96,50 |
96,70 |
96,64 |
17 500 |
16,97 |
5 |
TOTAL |
1 067 500 |
1 076,07 |
95 |
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 |
5 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
31AUG11 |
PL0000005849 |
12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
21SEP11 |
PL0000005872 |
33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28SEP11 |
PL0000005880 |
40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19OCT11 |
PL0000005914 |
61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26OCT11 |
PL0000005922 |
68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
166 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
194 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
222 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
285 |
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) |
DS1017 |
PL0000104543 |
99,55 |
200 000 |
207,67 |
PS0416 |
PL0000106340 |
99,65 |
200 000 |
202,47 |
TOTAL |
410,14 |
FIXING - T-BONDS (10:05 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,05 |
100,21 |
4,61 |
4,37 |
100,13 |
4,49 |
OK0712 |
PL0000105912 |
95,92 |
96,10 |
4,57 |
4,36 |
96,01 |
4,46 |
OK1012 |
PL0000106100 |
94,83 |
95,03 |
4,58 |
4,39 |
94,93 |
4,48 |
OK0113 |
PL0000106324 |
93,83 |
94,02 |
4,53 |
4,38 |
93,93 |
4,45 |
PS0413 |
PL0000105037 |
101,14 |
101,34 |
4,51 |
4,39 |
101,24 |
4,45 |
OK0713 |
PL0000106563 |
91,90 |
92,09 |
4,46 |
4,35 |
92,00 |
4,41 |
DS1013 |
PL0000102836 |
100,93 |
101,12 |
4,53 |
4,44 |
101,03 |
4,48 |
PS0414 |
PL0000105433 |
102,39 |
102,64 |
4,76 |
4,67 |
102,52 |
4,71 |
WZ0115 |
PL0000106480 |
99,51 |
100,45 |
--- |
--- |
99,98 |
--- |
PS0415 |
PL0000105953 |
101,59 |
101,87 |
5,00 |
4,92 |
101,73 |
4,96 |
DS1015 |
PL0000103602 |
104,18 |
104,48 |
5,10 |
5,03 |
104,33 |
5,06 |
PS0416 |
PL0000106340 |
99,06 |
99,34 |
5,22 |
5,15 |
99,20 |
5,18 |
IZ0816 |
PL0000103529 |
100,01 |
102,54 |
--- |
--- |
101,28 |
--- |
DS1017 |
PL0000104543 |
98,91 |
99,32 |
5,45 |
5,37 |
99,12 |
5,41 |
WZ0118 |
PL0000104717 |
97,55 |
98,65 |
--- |
--- |
98,10 |
--- |
DS1019 |
PL0000105441 |
98,56 |
98,97 |
5,72 |
5,65 |
98,77 |
5,68 |
DS1020 |
PL0000106126 |
96,19 |
96,63 |
5,79 |
5,72 |
96,41 |
5,76 |
WZ0121 |
PL0000106068 |
95,92 |
97,36 |
--- |
--- |
96,64 |
--- |
WS0922 |
PL0000102646 |
99,26 |
99,82 |
5,84 |
5,77 |
99,54 |
5,80 |
IZ0823 |
PL0000105359 |
93,09 |
96,46 |
--- |
--- |
94,78 |
--- |
WS0429 |
PL0000105391 |
95,99 |
98,44 |
6,12 |
5,89 |
97,22 |
6,00 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,07 |
100,22 |
4,58 |
4,35 |
100,15 |
4,46 |
OK0712 |
PL0000105912 |
95,93 |
96,12 |
4,55 |
4,33 |
96,03 |
4,44 |
OK1012 |
PL0000106100 |
94,86 |
95,05 |
4,55 |
4,37 |
94,96 |
4,46 |
OK0113 |
PL0000106324 |
93,82 |
94,01 |
4,53 |
4,39 |
93,92 |
4,46 |
PS0413 |
PL0000105037 |
101,16 |
101,36 |
4,50 |
4,37 |
101,26 |
4,44 |
OK0713 |
PL0000106563 |
91,93 |
92,12 |
4,45 |
4,33 |
92,03 |
4,39 |
DS1013 |
PL0000102836 |
100,97 |
101,15 |
4,51 |
4,42 |
101,06 |
4,47 |
PS0414 |
PL0000105433 |
102,46 |
102,68 |
4,74 |
4,65 |
102,57 |
4,69 |
WZ0115 |
PL0000106480 |
99,44 |
100,51 |
--- |
--- |
99,98 |
--- |
PS0415 |
PL0000105953 |
101,83 |
102,11 |
4,93 |
4,85 |
101,97 |
4,89 |
DS1015 |
PL0000103602 |
104,57 |
104,86 |
5,00 |
4,93 |
104,72 |
4,96 |
PS0416 |
PL0000106340 |
99,52 |
99,77 |
5,11 |
5,04 |
99,65 |
5,07 |
IZ0816 |
PL0000103529 |
99,83 |
102,51 |
--- |
--- |
101,17 |
--- |
DS1017 |
PL0000104543 |
99,35 |
99,73 |
5,37 |
5,29 |
99,54 |
5,33 |
WZ0118 |
PL0000104717 |
97,59 |
98,80 |
--- |
--- |
98,20 |
--- |
DS1019 |
PL0000105441 |
98,97 |
99,36 |
5,65 |
5,59 |
99,17 |
5,62 |
DS1020 |
PL0000106126 |
96,65 |
97,04 |
5,72 |
5,66 |
96,85 |
5,69 |
WZ0121 |
PL0000106068 |
96,02 |
97,39 |
--- |
--- |
96,71 |
--- |
WS0922 |
PL0000102646 |
99,74 |
100,28 |
5,78 |
5,71 |
100,01 |
5,74 |
IZ0823 |
PL0000105359 |
93,10 |
96,42 |
--- |
--- |
94,76 |
--- |
WS0429 |
PL0000105391 |
96,72 |
98,99 |
6,05 |
5,84 |
97,86 |
5,94 |
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 |
4,340 |
4,390 |
4,358 |
1 200 |
TOTAL |
1 200 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,200 |
4,300 |
4,208 |
130 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
10 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,250 |
4,300 |
4,289 |
175 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,200 |
4,300 |
4,283 |
590 |
PS0412 |
PL0000104659 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
45 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,200 |
4,300 |
4,287 |
230 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
25 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
75 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
130 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
90 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
20 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
40 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
180 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,050 |
4,250 |
4,090 |
100 |
WS0922 |
PL0000102646 |
0/2 |
2 |
4,100 |
4,100 |
4,100 |
25 |
DS1017 |
PL0000104543 |
0/6 |
6 |
4,250 |
4,250 |
4,250 |
20 |
OK0112 |
PL0000105730 |
1/8 |
7 |
4,250 |
4,300 |
4,285 |
200 |
OK0712 |
PL0000105912 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
120 |
OK1012 |
PL0000106100 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
80 |
OK0113 |
PL0000106324 |
1/8 |
7 |
4,250 |
4,300 |
4,275 |
200 |
TOTAL |
2 485 |