2011-08-19 |
MARKET DATA |
No 159 (1693) |
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 |
1 637,50 |
1 669,61 |
91 |
2 860,00 |
2 932,77 |
29 |
4 497,50 |
4 602,37 |
120 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 637,50 |
1 669,61 |
91 |
2 860,00 |
2 932,77 |
29 |
4 497,50 |
4 602,37 |
120 |
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 |
98,12 |
98,12 |
98,13 |
98,12 |
98,13 |
98,13 |
200 000 |
196,25 |
4 |
PS0412 |
PL0000104659 |
100,10 |
100,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
96,06 |
96,05 |
96,06 |
96,06 |
96,05 |
96,05 |
96,06 |
20 000 |
19,21 |
2 |
OK1012 |
PL0000106100 |
94,94 |
94,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
93,93 |
93,91 |
93,93 |
93,93 |
93,93 |
93,93 |
93,93 |
15 000 |
14,09 |
2 |
PS0413 |
PL0000105037 |
101,21 |
101,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
92,04 |
92,05 |
92,05 |
92,05 |
92,05 |
92,05 |
92,05 |
25 000 |
23,01 |
1 |
DS1013 |
PL0000102836 |
101,01 |
101,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
89,75 |
89,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,54 |
102,60 |
102,55 |
102,55 |
102,55 |
102,55 |
102,55 |
10 000 |
10,44 |
1 |
PS0415 |
PL0000105953 |
102,00 |
102,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,77 |
104,81 |
104,93 |
104,93 |
104,85 |
104,85 |
104,89 |
20 000 |
22,02 |
2 |
PS0416 |
PL0000106340 |
99,80 |
99,74 |
99,75 |
99,78 |
99,71 |
99,71 |
99,76 |
77 500 |
78,58 |
7 |
DS1017 |
PL0000104543 |
99,65 |
99,70 |
99,73 |
99,80 |
99,65 |
99,65 |
99,73 |
75 000 |
78,05 |
6 |
DS1019 |
PL0000105441 |
99,50 |
99,38 |
99,56 |
99,57 |
99,36 |
99,50 |
99,50 |
60 000 |
62,43 |
6 |
DS1020 |
PL0000106126 |
97,20 |
96,95 |
97,11 |
97,25 |
96,90 |
97,15 |
97,11 |
215 000 |
218,13 |
24 |
DS1021 |
PL0000106670 |
100,35 |
100,20 |
100,39 |
100,39 |
100,15 |
100,15 |
100,24 |
155 000 |
162,74 |
13 |
WS0922 |
PL0000102646 |
100,25 |
100,10 |
100,30 |
100,40 |
100,10 |
100,20 |
100,27 |
150 000 |
158,31 |
12 |
WS0429 |
PL0000105391 |
98,30 |
98,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
85,51 |
88,51 |
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 |
100,25 |
101,13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
93,40 |
93,88 |
95,00 |
95,00 |
95,00 |
95,00 |
95,00 |
2 500 |
2,63 |
1 |
WZ0911 |
PL0000103305 |
100,00 |
100,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,80 |
99,90 |
99,80 |
99,80 |
99,80 |
99,80 |
99,80 |
10 000 |
10,02 |
1 |
WZ0118 |
PL0000104717 |
97,95 |
98,20 |
98,22 |
98,22 |
98,22 |
98,22 |
98,22 |
10 000 |
9,86 |
1 |
WZ0121 |
PL0000106068 |
96,35 |
96,55 |
96,60 |
96,60 |
96,20 |
96,35 |
96,33 |
42 500 |
41,10 |
5 |
TOTAL |
1 087 500 |
1 106,87 |
88 |
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) |
31AUG11 |
PL0000005849 |
8 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
21SEP11 |
PL0000005872 |
29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28SEP11 |
PL0000005880 |
36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19OCT11 |
PL0000005914 |
57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26OCT11 |
PL0000005922 |
64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
162 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
190 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
218 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
281 |
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) |
PS0416 |
PL0000106340 |
99,70 |
200 000 |
202,68 |
DS1017 |
PL0000104543 |
99,60 |
200 000 |
207,89 |
DS1020 |
PL0000106126 |
97,10 |
150 000 |
152,17 |
TOTAL |
562,73 |
FIXING - T-BONDS (10:05 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,02 |
100,20 |
4,65 |
4,38 |
100,11 |
4,51 |
OK0712 |
PL0000105912 |
95,97 |
96,17 |
4,56 |
4,33 |
96,07 |
4,44 |
OK1012 |
PL0000106100 |
94,89 |
95,09 |
4,56 |
4,38 |
94,99 |
4,47 |
OK0113 |
PL0000106324 |
93,84 |
94,02 |
4,55 |
4,41 |
93,93 |
4,48 |
PS0413 |
PL0000105037 |
101,12 |
101,32 |
4,52 |
4,39 |
101,22 |
4,46 |
OK0713 |
PL0000106563 |
91,94 |
92,12 |
4,47 |
4,36 |
92,03 |
4,41 |
DS1013 |
PL0000102836 |
100,94 |
101,14 |
4,52 |
4,42 |
101,04 |
4,47 |
PS0414 |
PL0000105433 |
102,41 |
102,66 |
4,75 |
4,65 |
102,54 |
4,70 |
WZ0115 |
PL0000106480 |
99,30 |
100,38 |
--- |
--- |
99,84 |
--- |
PS0415 |
PL0000105953 |
101,83 |
102,10 |
4,93 |
4,85 |
101,97 |
4,89 |
DS1015 |
PL0000103602 |
104,62 |
104,91 |
4,99 |
4,91 |
104,77 |
4,95 |
PS0416 |
PL0000106340 |
99,56 |
99,84 |
5,10 |
5,03 |
99,70 |
5,06 |
IZ0816 |
PL0000103529 |
99,64 |
102,51 |
--- |
--- |
101,08 |
--- |
DS1017 |
PL0000104543 |
99,39 |
99,80 |
5,36 |
5,28 |
99,60 |
5,32 |
WZ0118 |
PL0000104717 |
97,41 |
98,88 |
--- |
--- |
98,15 |
--- |
DS1019 |
PL0000105441 |
99,18 |
99,56 |
5,62 |
5,56 |
99,37 |
5,59 |
DS1020 |
PL0000106126 |
96,74 |
97,12 |
5,71 |
5,65 |
96,93 |
5,68 |
WZ0121 |
PL0000106068 |
95,69 |
97,32 |
--- |
--- |
96,51 |
--- |
WS0922 |
PL0000102646 |
99,84 |
100,35 |
5,76 |
5,70 |
100,10 |
5,73 |
IZ0823 |
PL0000105359 |
92,52 |
96,24 |
--- |
--- |
94,38 |
--- |
WS0429 |
PL0000105391 |
97,06 |
99,14 |
6,02 |
5,82 |
98,10 |
5,92 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,03 |
100,21 |
4,63 |
4,36 |
100,12 |
4,50 |
OK0712 |
PL0000105912 |
95,96 |
96,14 |
4,57 |
4,36 |
96,05 |
4,47 |
OK1012 |
PL0000106100 |
94,87 |
95,07 |
4,58 |
4,40 |
94,97 |
4,49 |
OK0113 |
PL0000106324 |
93,81 |
93,99 |
4,58 |
4,44 |
93,90 |
4,51 |
PS0413 |
PL0000105037 |
101,09 |
101,29 |
4,54 |
4,41 |
101,19 |
4,47 |
OK0713 |
PL0000106563 |
91,98 |
92,17 |
4,44 |
4,33 |
92,08 |
4,38 |
DS1013 |
PL0000102836 |
100,94 |
101,14 |
4,52 |
4,42 |
101,04 |
4,47 |
PS0414 |
PL0000105433 |
102,42 |
102,68 |
4,75 |
4,65 |
102,55 |
4,70 |
WZ0115 |
PL0000106480 |
99,27 |
100,40 |
--- |
--- |
99,84 |
--- |
PS0415 |
PL0000105953 |
101,87 |
102,15 |
4,92 |
4,84 |
102,01 |
4,88 |
DS1015 |
PL0000103602 |
104,64 |
104,94 |
4,98 |
4,90 |
104,79 |
4,94 |
PS0416 |
PL0000106340 |
99,61 |
99,88 |
5,08 |
5,02 |
99,75 |
5,05 |
IZ0816 |
PL0000103529 |
99,70 |
102,46 |
--- |
--- |
101,08 |
--- |
DS1017 |
PL0000104543 |
99,45 |
99,86 |
5,35 |
5,27 |
99,66 |
5,31 |
WZ0118 |
PL0000104717 |
97,35 |
98,74 |
--- |
--- |
98,05 |
--- |
DS1019 |
PL0000105441 |
99,29 |
99,72 |
5,60 |
5,54 |
99,51 |
5,57 |
DS1020 |
PL0000106126 |
96,89 |
97,32 |
5,69 |
5,62 |
97,11 |
5,65 |
WZ0121 |
PL0000106068 |
95,61 |
97,16 |
--- |
--- |
96,39 |
--- |
WS0922 |
PL0000102646 |
100,00 |
100,57 |
5,74 |
5,67 |
100,29 |
5,71 |
IZ0823 |
PL0000105359 |
92,35 |
95,85 |
--- |
--- |
94,10 |
--- |
WS0429 |
PL0000105391 |
97,04 |
99,20 |
6,02 |
5,82 |
98,12 |
5,92 |
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 |
0/3 |
3 |
4,360 |
4,390 |
4,378 |
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) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
3/4 |
1 |
4,250 |
4,250 |
4,250 |
75 |
DS1017 |
PL0000104543 |
3/4 |
1 |
4,250 |
4,250 |
4,250 |
70 |
PS0412 |
PL0000104659 |
3/4 |
1 |
4,200 |
4,300 |
4,218 |
55 |
PS0413 |
PL0000105037 |
3/4 |
1 |
4,200 |
4,300 |
4,229 |
35 |
PS0414 |
PL0000105433 |
3/4 |
1 |
4,250 |
4,250 |
4,250 |
10 |
DS1019 |
PL0000105441 |
3/4 |
1 |
4,250 |
4,250 |
4,250 |
25 |
DS1020 |
PL0000106126 |
3/4 |
1 |
4,250 |
4,300 |
4,255 |
210 |
PS0416 |
PL0000106340 |
3/4 |
1 |
4,200 |
4,200 |
4,200 |
75 |
OK0713 |
PL0000106563 |
3/4 |
1 |
4,000 |
4,000 |
4,000 |
20 |
DS1021 |
PL0000106670 |
3/4 |
1 |
4,250 |
4,250 |
4,250 |
40 |
WS0922 |
PL0000102646 |
0/3 |
3 |
4,000 |
4,000 |
4,000 |
15 |
DS1017 |
PL0000104543 |
0/3 |
3 |
4,250 |
4,250 |
4,250 |
445 |
PS0413 |
PL0000105037 |
0/3 |
3 |
4,250 |
4,250 |
4,250 |
500 |
DS1020 |
PL0000106126 |
0/3 |
3 |
4,250 |
4,250 |
4,250 |
65 |
WS0922 |
PL0000102646 |
0/4 |
4 |
4,200 |
4,200 |
4,200 |
20 |
TOTAL |
1 660 |