2011-08-24 |
MARKET DATA |
No 162 (1696) |
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 |
667,50 |
695,12 |
72 |
2 860,00 |
2 893,81 |
39 |
3 527,50 |
3 588,93 |
111 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
667,50 |
695,12 |
72 |
2 860,00 |
2 893,81 |
39 |
3 527,50 |
3 588,93 |
111 |
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 |
98,18 |
98,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0412 |
PL0000104659 |
100,13 |
100,16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
96,02 |
96,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
95,03 |
95,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
94,02 |
94,03 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
101,20 |
101,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
92,07 |
92,12 |
92,13 |
92,13 |
92,13 |
92,13 |
92,13 |
10 000 |
9,21 |
1 |
DS1013 |
PL0000102836 |
101,01 |
101,09 |
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 |
102,54 |
102,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,12 |
102,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,13 |
105,06 |
105,13 |
105,13 |
105,07 |
105,07 |
105,10 |
25 000 |
27,59 |
4 |
PS0416 |
PL0000106340 |
99,85 |
99,84 |
99,95 |
99,95 |
99,85 |
99,85 |
99,88 |
35 000 |
35,55 |
3 |
DS1017 |
PL0000104543 |
99,88 |
99,91 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
100,05 |
99,90 |
100,00 |
100,00 |
99,95 |
99,95 |
99,98 |
7 500 |
7,84 |
2 |
DS1020 |
PL0000106126 |
97,80 |
97,58 |
97,60 |
97,82 |
97,50 |
97,50 |
97,62 |
205 000 |
209,11 |
22 |
DS1021 |
PL0000106670 |
101,00 |
100,70 |
100,70 |
101,07 |
100,70 |
100,75 |
100,91 |
240 000 |
253,72 |
24 |
WS0922 |
PL0000102646 |
101,03 |
100,85 |
100,85 |
101,15 |
100,85 |
100,90 |
100,95 |
100 000 |
106,26 |
13 |
WS0429 |
PL0000105391 |
99,20 |
99,35 |
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 |
100,75 |
101,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
94,00 |
94,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0911 |
PL0000103305 |
100,01 |
100,01 |
100,00 |
100,01 |
100,00 |
100,01 |
100,01 |
45 000 |
45,85 |
3 |
WZ0115 |
PL0000106480 |
99,77 |
99,91 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,00 |
98,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,35 |
96,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
667 500 |
695,12 |
72 |
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 |
5 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
21SEP11 |
PL0000005872 |
26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28SEP11 |
PL0000005880 |
33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19OCT11 |
PL0000005914 |
54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26OCT11 |
PL0000005922 |
61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
159 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
187 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
215 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
278 |
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 |
100,06 |
100,24 |
4,58 |
4,31 |
100,15 |
4,45 |
OK0712 |
PL0000105912 |
95,97 |
96,16 |
4,60 |
4,38 |
96,07 |
4,48 |
OK1012 |
PL0000106100 |
94,96 |
95,16 |
4,53 |
4,34 |
95,06 |
4,44 |
OK0113 |
PL0000106324 |
93,90 |
94,10 |
4,53 |
4,38 |
94,00 |
4,46 |
PS0413 |
PL0000105037 |
101,11 |
101,30 |
4,52 |
4,40 |
101,21 |
4,46 |
OK0713 |
PL0000106563 |
91,99 |
92,19 |
4,46 |
4,34 |
92,09 |
4,40 |
DS1013 |
PL0000102836 |
100,98 |
101,18 |
4,50 |
4,40 |
101,08 |
4,45 |
PS0414 |
PL0000105433 |
102,43 |
102,67 |
4,74 |
4,65 |
102,55 |
4,69 |
WZ0115 |
PL0000106480 |
99,34 |
100,35 |
--- |
--- |
99,85 |
--- |
PS0415 |
PL0000105953 |
101,98 |
102,28 |
4,89 |
4,80 |
102,13 |
4,84 |
DS1015 |
PL0000103602 |
104,86 |
105,14 |
4,92 |
4,85 |
105,00 |
4,88 |
PS0416 |
PL0000106340 |
99,60 |
99,88 |
5,09 |
5,02 |
99,74 |
5,05 |
IZ0816 |
PL0000103529 |
99,55 |
102,14 |
--- |
--- |
100,85 |
--- |
DS1017 |
PL0000104543 |
99,59 |
99,97 |
5,32 |
5,25 |
99,78 |
5,28 |
WZ0118 |
PL0000104717 |
97,56 |
98,56 |
--- |
--- |
98,06 |
--- |
DS1019 |
PL0000105441 |
99,58 |
100,02 |
5,56 |
5,49 |
99,80 |
5,52 |
DS1020 |
PL0000106126 |
97,38 |
97,75 |
5,62 |
5,56 |
97,57 |
5,59 |
WZ0121 |
PL0000106068 |
95,80 |
97,21 |
--- |
--- |
96,51 |
--- |
DS1021 |
PL0000106670 |
100,36 |
100,86 |
5,69 |
5,63 |
100,61 |
5,66 |
WS0922 |
PL0000102646 |
100,47 |
101,01 |
5,69 |
5,62 |
100,74 |
5,65 |
IZ0823 |
PL0000105359 |
92,21 |
95,76 |
--- |
--- |
93,99 |
--- |
WS0429 |
PL0000105391 |
97,80 |
99,89 |
5,95 |
5,75 |
98,85 |
5,85 |
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 |
4,57 |
4,34 |
100,15 |
4,45 |
OK0712 |
PL0000105912 |
95,97 |
96,17 |
4,60 |
4,36 |
96,07 |
4,48 |
OK1012 |
PL0000106100 |
94,96 |
95,16 |
4,53 |
4,34 |
95,06 |
4,44 |
OK0113 |
PL0000106324 |
93,92 |
94,10 |
4,52 |
4,38 |
94,01 |
4,45 |
PS0413 |
PL0000105037 |
101,14 |
101,32 |
4,50 |
4,39 |
101,23 |
4,45 |
OK0713 |
PL0000106563 |
91,98 |
92,17 |
4,46 |
4,35 |
92,08 |
4,40 |
DS1013 |
PL0000102836 |
100,95 |
101,15 |
4,52 |
4,42 |
101,05 |
4,47 |
PS0414 |
PL0000105433 |
102,44 |
102,68 |
4,74 |
4,64 |
102,56 |
4,69 |
WZ0115 |
PL0000106480 |
99,33 |
100,38 |
--- |
--- |
99,86 |
--- |
PS0415 |
PL0000105953 |
102,01 |
102,28 |
4,88 |
4,80 |
102,15 |
4,83 |
DS1015 |
PL0000103602 |
104,91 |
105,19 |
4,91 |
4,83 |
105,05 |
4,87 |
PS0416 |
PL0000106340 |
99,70 |
99,97 |
5,06 |
5,00 |
99,84 |
5,03 |
IZ0816 |
PL0000103529 |
99,58 |
102,43 |
--- |
--- |
101,01 |
--- |
DS1017 |
PL0000104543 |
99,71 |
100,13 |
5,30 |
5,22 |
99,92 |
5,26 |
WZ0118 |
PL0000104717 |
97,35 |
98,62 |
--- |
--- |
97,99 |
--- |
DS1019 |
PL0000105441 |
99,70 |
100,10 |
5,54 |
5,48 |
99,90 |
5,51 |
DS1020 |
PL0000106126 |
97,43 |
97,79 |
5,61 |
5,56 |
97,61 |
5,58 |
WZ0121 |
PL0000106068 |
95,59 |
97,27 |
--- |
--- |
96,43 |
--- |
DS1021 |
PL0000106670 |
100,64 |
101,07 |
5,66 |
5,60 |
100,86 |
5,63 |
WS0922 |
PL0000102646 |
100,63 |
101,15 |
5,67 |
5,60 |
100,89 |
5,63 |
IZ0823 |
PL0000105359 |
92,35 |
95,61 |
--- |
--- |
93,98 |
--- |
WS0429 |
PL0000105391 |
97,97 |
100,30 |
5,93 |
5,72 |
99,14 |
5,82 |
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 |
4,500 |
4,500 |
4,500 |
100 |
TOTAL |
100 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/2 |
1 |
4,000 |
4,000 |
4,000 |
35 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
15 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,250 |
4,400 |
4,337 |
95 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
10 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
5 |
PS0412 |
PL0000104659 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
25 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,280 |
4,280 |
4,280 |
180 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
25 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
5 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
75 |
OK0112 |
PL0000105730 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
80 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,280 |
4,280 |
4,280 |
145 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,400 |
4,400 |
4,400 |
10 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,250 |
4,300 |
4,292 |
960 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
70 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
10 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,300 |
4,400 |
4,373 |
140 |
OK0713 |
PL0000106563 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
20 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
20 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
60 |
PS0414 |
PL0000105433 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
50 |
OK0112 |
PL0000105730 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
40 |
OK0712 |
PL0000105912 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
175 |
DS1020 |
PL0000106126 |
2/9 |
7 |
4,300 |
4,300 |
4,300 |
200 |
OK0113 |
PL0000106324 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
310 |
TOTAL |
2 760 |