2011-08-23 |
MARKET DATA |
No 161 (1695) |
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 |
1 285,00 |
1 303,24 |
80 |
1 900,00 |
1 943,91 |
23 |
3 185,00 |
3 247,15 |
103 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 285,00 |
1 303,24 |
80 |
1 900,00 |
1 943,91 |
23 |
3 185,00 |
3 247,15 |
103 |
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 |
98,17 |
98,17 |
98,17 |
98,17 |
98,17 |
98,17 |
98,17 |
80 000 |
78,54 |
2 |
PS0412 |
PL0000104659 |
100,14 |
100,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
96,07 |
96,08 |
96,06 |
96,06 |
96,06 |
96,06 |
96,06 |
20 000 |
19,21 |
1 |
OK1012 |
PL0000106100 |
95,04 |
95,04 |
95,03 |
95,04 |
95,03 |
95,03 |
95,04 |
65 000 |
61,77 |
7 |
OK0113 |
PL0000106324 |
94,00 |
94,00 |
94,00 |
94,00 |
94,00 |
94,00 |
94,00 |
75 000 |
70,50 |
4 |
PS0413 |
PL0000105037 |
101,19 |
101,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
92,12 |
92,08 |
92,09 |
92,09 |
92,07 |
92,07 |
92,09 |
75 000 |
69,06 |
5 |
DS1013 |
PL0000102836 |
101,04 |
101,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
89,75 |
89,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,60 |
102,60 |
102,62 |
102,62 |
102,57 |
102,57 |
102,62 |
50 000 |
52,27 |
5 |
PS0415 |
PL0000105953 |
102,17 |
102,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,08 |
105,08 |
105,16 |
105,16 |
105,01 |
105,01 |
105,09 |
20 000 |
22,06 |
2 |
PS0416 |
PL0000106340 |
100,00 |
99,77 |
99,90 |
99,90 |
99,85 |
99,85 |
99,89 |
85 000 |
86,32 |
7 |
DS1017 |
PL0000104543 |
99,95 |
99,85 |
99,89 |
99,95 |
99,89 |
99,92 |
99,94 |
55 000 |
57,37 |
6 |
DS1019 |
PL0000105441 |
99,90 |
99,95 |
99,90 |
99,90 |
99,87 |
99,87 |
99,88 |
25 000 |
26,12 |
3 |
DS1020 |
PL0000106126 |
97,70 |
97,53 |
97,55 |
97,70 |
97,50 |
97,50 |
97,57 |
100 000 |
101,94 |
13 |
DS1021 |
PL0000106670 |
100,80 |
100,55 |
100,70 |
100,80 |
100,50 |
100,50 |
100,74 |
130 000 |
137,19 |
14 |
WS0922 |
PL0000102646 |
100,80 |
100,60 |
100,63 |
100,80 |
100,60 |
100,65 |
100,66 |
45 000 |
47,68 |
7 |
WS0429 |
PL0000105391 |
98,90 |
99,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
85,00 |
87,51 |
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 |
100,45 |
101,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
93,20 |
95,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0911 |
PL0000103305 |
100,00 |
99,98 |
100,00 |
100,00 |
100,00 |
100,00 |
100,00 |
10 000 |
10,19 |
1 |
WZ0115 |
PL0000106480 |
99,75 |
99,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
97,90 |
98,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,50 |
96,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
835 000 |
840,22 |
77 |
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 |
6 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
21SEP11 |
PL0000005872 |
27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28SEP11 |
PL0000005880 |
34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19OCT11 |
PL0000005914 |
55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26OCT11 |
PL0000005922 |
62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
160 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
188 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
216 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
279 |
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 |
97,50 |
150 000 |
152,81 |
PS0416 |
PL0000106340 |
99,80 |
150 000 |
152,20 |
DS1021 |
PL0000106670 |
100,55 |
150 000 |
158,01 |
TOTAL |
463,02 |
FIXING - T-BONDS (10:05 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,07 |
100,22 |
4,57 |
4,34 |
100,15 |
4,45 |
OK0712 |
PL0000105912 |
95,98 |
96,18 |
4,58 |
4,34 |
96,08 |
4,46 |
OK1012 |
PL0000106100 |
94,94 |
95,13 |
4,54 |
4,36 |
95,04 |
4,44 |
OK0113 |
PL0000106324 |
93,90 |
94,07 |
4,53 |
4,39 |
93,99 |
4,46 |
PS0413 |
PL0000105037 |
101,08 |
101,26 |
4,54 |
4,43 |
101,17 |
4,48 |
OK0713 |
PL0000106563 |
91,99 |
92,19 |
4,45 |
4,33 |
92,09 |
4,39 |
DS1013 |
PL0000102836 |
100,97 |
101,17 |
4,51 |
4,41 |
101,07 |
4,46 |
PS0414 |
PL0000105433 |
102,44 |
102,68 |
4,74 |
4,64 |
102,56 |
4,69 |
WZ0115 |
PL0000106480 |
99,29 |
100,31 |
--- |
--- |
99,80 |
--- |
PS0415 |
PL0000105953 |
102,09 |
102,38 |
4,85 |
4,77 |
102,24 |
4,81 |
DS1015 |
PL0000103602 |
104,93 |
105,22 |
4,90 |
4,83 |
105,08 |
4,86 |
PS0416 |
PL0000106340 |
99,73 |
100,02 |
5,05 |
4,98 |
99,88 |
5,02 |
IZ0816 |
PL0000103529 |
99,82 |
102,41 |
--- |
--- |
101,12 |
--- |
DS1017 |
PL0000104543 |
99,72 |
100,07 |
5,30 |
5,23 |
99,90 |
5,26 |
WZ0118 |
PL0000104717 |
97,43 |
98,62 |
--- |
--- |
98,03 |
--- |
DS1019 |
PL0000105441 |
99,73 |
100,12 |
5,53 |
5,47 |
99,93 |
5,50 |
DS1020 |
PL0000106126 |
97,34 |
97,76 |
5,62 |
5,56 |
97,55 |
5,59 |
WZ0121 |
PL0000106068 |
95,73 |
97,14 |
--- |
--- |
96,44 |
--- |
DS1021 |
PL0000106670 |
100,44 |
100,86 |
5,68 |
5,63 |
100,65 |
5,66 |
WS0922 |
PL0000102646 |
100,43 |
100,95 |
5,69 |
5,63 |
100,69 |
5,66 |
IZ0823 |
PL0000105359 |
92,67 |
95,88 |
--- |
--- |
94,28 |
--- |
WS0429 |
PL0000105391 |
97,79 |
99,98 |
5,95 |
5,74 |
98,89 |
5,84 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,06 |
100,22 |
4,59 |
4,34 |
100,14 |
4,46 |
OK0712 |
PL0000105912 |
95,97 |
96,17 |
4,59 |
4,35 |
96,07 |
4,47 |
OK1012 |
PL0000106100 |
94,96 |
95,16 |
4,52 |
4,33 |
95,06 |
4,43 |
OK0113 |
PL0000106324 |
93,90 |
94,08 |
4,53 |
4,39 |
93,99 |
4,46 |
PS0413 |
PL0000105037 |
101,09 |
101,28 |
4,53 |
4,42 |
101,19 |
4,47 |
OK0713 |
PL0000106563 |
92,00 |
92,16 |
4,44 |
4,35 |
92,08 |
4,40 |
DS1013 |
PL0000102836 |
100,98 |
101,18 |
4,50 |
4,40 |
101,08 |
4,45 |
PS0414 |
PL0000105433 |
102,46 |
102,70 |
4,73 |
4,63 |
102,58 |
4,68 |
WZ0115 |
PL0000106480 |
99,22 |
100,38 |
--- |
--- |
99,80 |
--- |
PS0415 |
PL0000105953 |
102,02 |
102,28 |
4,87 |
4,80 |
102,15 |
4,83 |
DS1015 |
PL0000103602 |
104,89 |
105,15 |
4,91 |
4,85 |
105,02 |
4,88 |
PS0416 |
PL0000106340 |
99,57 |
99,85 |
5,09 |
5,03 |
99,71 |
5,06 |
IZ0816 |
PL0000103529 |
99,56 |
102,38 |
--- |
--- |
100,97 |
--- |
DS1017 |
PL0000104543 |
99,58 |
99,97 |
5,32 |
5,25 |
99,78 |
5,28 |
WZ0118 |
PL0000104717 |
97,33 |
98,65 |
--- |
--- |
97,99 |
--- |
DS1019 |
PL0000105441 |
99,58 |
100,00 |
5,56 |
5,49 |
99,79 |
5,53 |
DS1020 |
PL0000106126 |
97,31 |
97,70 |
5,63 |
5,57 |
97,51 |
5,60 |
WZ0121 |
PL0000106068 |
95,70 |
97,21 |
--- |
--- |
96,46 |
--- |
DS1021 |
PL0000106670 |
100,35 |
100,78 |
5,70 |
5,64 |
100,57 |
5,67 |
WS0922 |
PL0000102646 |
100,40 |
100,87 |
5,69 |
5,64 |
100,64 |
5,66 |
IZ0823 |
PL0000105359 |
92,31 |
95,87 |
--- |
--- |
94,09 |
--- |
WS0429 |
PL0000105391 |
97,83 |
99,93 |
5,94 |
5,75 |
98,88 |
5,85 |
REPO MARKET |
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 |
4,100 |
4,100 |
4,100 |
20 |
WS0922 |
PL0000102646 |
1/2 |
1 |
4,000 |
4,000 |
4,000 |
20 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
100 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,300 |
4,300 |
4,300 |
400 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
60 |
PS0412 |
PL0000104659 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
45 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,300 |
4,300 |
4,300 |
180 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
95 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
20 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
15 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,300 |
4,300 |
4,300 |
170 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
20 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
160 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
200 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
40 |
OK0713 |
PL0000106563 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
100 |
OK0713 |
PL0000106563 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
20 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
40 |
DS1013 |
PL0000102836 |
0/2 |
2 |
4,300 |
4,300 |
4,300 |
100 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
95 |
TOTAL |
1 900 |