2011-09-01 |
MARKET DATA |
No 168 (1702) |
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 |
735,00 |
756,96 |
43 |
2 650,00 |
2 646,49 |
44 |
3 385,00 |
3 403,45 |
87 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
735,00 |
756,96 |
43 |
2 650,00 |
2 646,49 |
44 |
3 385,00 |
3 403,45 |
87 |
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 |
98,32 |
98,32 |
98,30 |
98,32 |
98,30 |
98,32 |
98,32 |
42 500 |
41,79 |
3 |
PS0412 |
PL0000104659 |
100,11 |
100,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
96,17 |
96,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
95,15 |
95,14 |
95,14 |
95,14 |
95,14 |
95,14 |
95,14 |
30 000 |
28,54 |
3 |
OK0113 |
PL0000106324 |
94,15 |
94,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
101,22 |
101,26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
92,18 |
92,19 |
92,19 |
92,19 |
92,19 |
92,19 |
92,19 |
10 000 |
9,22 |
2 |
DS1013 |
PL0000102836 |
101,01 |
101,03 |
101,00 |
101,01 |
101,00 |
101,01 |
101,00 |
70 000 |
73,73 |
6 |
OK0114 |
PL0000106712 |
89,95 |
89,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,63 |
102,62 |
102,63 |
102,63 |
102,63 |
102,63 |
102,63 |
10 000 |
10,47 |
1 |
PS0415 |
PL0000105953 |
102,24 |
102,25 |
102,20 |
102,25 |
102,20 |
102,22 |
102,23 |
180 000 |
187,61 |
14 |
DS1015 |
PL0000103602 |
105,06 |
105,13 |
105,06 |
105,06 |
105,05 |
105,05 |
105,05 |
12 500 |
13,81 |
2 |
PS0416 |
PL0000106340 |
100,01 |
99,99 |
100,00 |
100,04 |
99,99 |
100,04 |
100,00 |
45 000 |
45,82 |
6 |
DS1017 |
PL0000104543 |
100,00 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
100,00 |
100,00 |
100,00 |
100,00 |
100,00 |
100,00 |
100,00 |
10 000 |
10,47 |
1 |
DS1020 |
PL0000106126 |
97,77 |
97,80 |
97,80 |
97,80 |
97,80 |
97,80 |
97,80 |
5 000 |
5,12 |
1 |
DS1021 |
PL0000106670 |
100,95 |
101,03 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
100,86 |
101,00 |
100,85 |
101,00 |
100,85 |
101,00 |
100,93 |
20 000 |
21,28 |
2 |
WS0429 |
PL0000105391 |
98,86 |
98,71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
87,00 |
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 |
100,60 |
101,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
94,90 |
95,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0911 |
PL0000103305 |
100,00 |
100,03 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,80 |
99,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,10 |
98,30 |
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 |
435 000 |
447,86 |
41 |
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) |
21SEP11 |
PL0000005872 |
16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28SEP11 |
PL0000005880 |
23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19OCT11 |
PL0000005914 |
44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26OCT11 |
PL0000005922 |
51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
149 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
177 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
205 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
268 |
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) |
PS0415 |
PL0000105953 |
102,25 |
150 000 |
156,37 |
PS0416 |
PL0000106340 |
100,00 |
150 000 |
152,73 |
TOTAL |
309,10 |
FIXING - T-BONDS (10:05 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,04 |
100,21 |
4,61 |
4,34 |
100,13 |
4,46 |
OK0712 |
PL0000105912 |
96,11 |
96,29 |
4,57 |
4,35 |
96,20 |
4,46 |
OK1012 |
PL0000106100 |
95,06 |
95,25 |
4,55 |
4,36 |
95,16 |
4,45 |
OK0113 |
PL0000106324 |
94,04 |
94,22 |
4,51 |
4,37 |
94,13 |
4,44 |
PS0413 |
PL0000105037 |
101,14 |
101,33 |
4,49 |
4,37 |
101,24 |
4,43 |
OK0713 |
PL0000106563 |
92,08 |
92,26 |
4,47 |
4,36 |
92,17 |
4,41 |
DS1013 |
PL0000102836 |
100,94 |
101,11 |
4,52 |
4,43 |
101,03 |
4,47 |
PS0414 |
PL0000105433 |
102,49 |
102,73 |
4,71 |
4,61 |
102,61 |
4,66 |
WZ0115 |
PL0000106480 |
99,41 |
100,37 |
--- |
--- |
99,89 |
--- |
PS0415 |
PL0000105953 |
102,10 |
102,35 |
4,84 |
4,77 |
102,23 |
4,81 |
DS1015 |
PL0000103602 |
104,94 |
105,21 |
4,89 |
4,82 |
105,08 |
4,86 |
PS0416 |
PL0000106340 |
99,86 |
100,12 |
5,02 |
4,96 |
99,99 |
4,99 |
IZ0816 |
PL0000103529 |
99,86 |
102,17 |
--- |
--- |
101,02 |
--- |
DS1017 |
PL0000104543 |
99,83 |
100,24 |
5,28 |
5,20 |
100,04 |
5,23 |
WZ0118 |
PL0000104717 |
97,59 |
98,78 |
--- |
--- |
98,19 |
--- |
DS1019 |
PL0000105441 |
99,80 |
100,22 |
5,52 |
5,46 |
100,01 |
5,49 |
DS1020 |
PL0000106126 |
97,55 |
97,96 |
5,59 |
5,53 |
97,76 |
5,56 |
WZ0121 |
PL0000106068 |
95,71 |
97,24 |
--- |
--- |
96,48 |
--- |
DS1021 |
PL0000106670 |
100,77 |
101,20 |
5,64 |
5,58 |
100,99 |
5,61 |
WS0922 |
PL0000102646 |
100,60 |
101,14 |
5,67 |
5,60 |
100,87 |
5,64 |
IZ0823 |
PL0000105359 |
92,95 |
95,97 |
--- |
--- |
94,46 |
--- |
WS0429 |
PL0000105391 |
98,20 |
99,95 |
5,91 |
5,75 |
99,08 |
5,83 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,05 |
100,22 |
4,59 |
4,32 |
100,14 |
4,45 |
OK0712 |
PL0000105912 |
96,11 |
96,29 |
4,57 |
4,35 |
96,20 |
4,46 |
OK1012 |
PL0000106100 |
95,07 |
95,25 |
4,54 |
4,36 |
95,16 |
4,45 |
OK0113 |
PL0000106324 |
94,05 |
94,23 |
4,51 |
4,36 |
94,14 |
4,43 |
PS0413 |
PL0000105037 |
101,15 |
101,34 |
4,48 |
4,36 |
101,25 |
4,42 |
OK0713 |
PL0000106563 |
92,09 |
92,27 |
4,46 |
4,35 |
92,18 |
4,41 |
DS1013 |
PL0000102836 |
100,96 |
101,14 |
4,51 |
4,42 |
101,05 |
4,46 |
PS0414 |
PL0000105433 |
102,51 |
102,74 |
4,70 |
4,61 |
102,63 |
4,65 |
WZ0115 |
PL0000106480 |
99,42 |
100,33 |
--- |
--- |
99,88 |
--- |
PS0415 |
PL0000105953 |
102,12 |
102,36 |
4,84 |
4,77 |
102,24 |
4,80 |
DS1015 |
PL0000103602 |
104,94 |
105,21 |
4,89 |
4,82 |
105,08 |
4,86 |
PS0416 |
PL0000106340 |
99,88 |
100,16 |
5,02 |
4,95 |
100,02 |
4,98 |
IZ0816 |
PL0000103529 |
99,86 |
102,17 |
--- |
--- |
101,02 |
--- |
DS1017 |
PL0000104543 |
99,85 |
100,25 |
5,27 |
5,19 |
100,05 |
5,23 |
WZ0118 |
PL0000104717 |
97,59 |
98,78 |
--- |
--- |
98,19 |
--- |
DS1019 |
PL0000105441 |
99,81 |
100,20 |
5,52 |
5,46 |
100,01 |
5,49 |
DS1020 |
PL0000106126 |
97,58 |
97,99 |
5,59 |
5,53 |
97,79 |
5,56 |
WZ0121 |
PL0000106068 |
95,79 |
97,20 |
--- |
--- |
96,50 |
--- |
DS1021 |
PL0000106670 |
100,77 |
101,20 |
5,64 |
5,58 |
100,99 |
5,61 |
WS0922 |
PL0000102646 |
100,63 |
101,15 |
5,67 |
5,60 |
100,89 |
5,63 |
IZ0823 |
PL0000105359 |
93,00 |
96,06 |
--- |
--- |
94,53 |
--- |
WS0429 |
PL0000105391 |
98,08 |
99,89 |
5,92 |
5,75 |
98,99 |
5,84 |
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 |
4,450 |
4,450 |
4,450 |
500 |
TOTAL |
500 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,250 |
4,300 |
4,263 |
20 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,380 |
4,380 |
4,380 |
200 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,300 |
4,300 |
4,300 |
15 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,380 |
4,380 |
4,380 |
20 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,380 |
4,380 |
4,380 |
85 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,380 |
4,380 |
4,380 |
40 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
20 |
WS0922 |
PL0000102646 |
1/4 |
3 |
4,200 |
4,300 |
4,264 |
55 |
DS1013 |
PL0000102836 |
1/4 |
3 |
4,300 |
4,300 |
4,300 |
105 |
DS1015 |
PL0000103602 |
1/4 |
3 |
4,300 |
4,300 |
4,300 |
65 |
PS0412 |
PL0000104659 |
1/4 |
3 |
4,300 |
4,300 |
4,300 |
20 |
PS0413 |
PL0000105037 |
1/4 |
3 |
4,350 |
4,350 |
4,350 |
50 |
PS0414 |
PL0000105433 |
1/4 |
3 |
4,300 |
4,300 |
4,300 |
10 |
DS1019 |
PL0000105441 |
1/4 |
3 |
4,300 |
4,300 |
4,300 |
50 |
PS0415 |
PL0000105953 |
1/4 |
3 |
4,300 |
4,300 |
4,300 |
45 |
DS1020 |
PL0000106126 |
1/4 |
3 |
4,300 |
4,300 |
4,300 |
110 |
OK0113 |
PL0000106324 |
1/4 |
3 |
4,300 |
4,350 |
4,342 |
120 |
OK0713 |
PL0000106563 |
1/4 |
3 |
4,310 |
4,310 |
4,310 |
125 |
DS1021 |
PL0000106670 |
1/4 |
3 |
4,250 |
4,350 |
4,337 |
150 |
DS1015 |
PL0000103602 |
0/4 |
4 |
4,350 |
4,350 |
4,350 |
130 |
OK0112 |
PL0000105730 |
0/4 |
4 |
4,300 |
4,300 |
4,300 |
55 |
OK0712 |
PL0000105912 |
0/4 |
4 |
4,300 |
4,300 |
4,300 |
55 |
OK1012 |
PL0000106100 |
0/4 |
4 |
4,250 |
4,250 |
4,250 |
10 |
OK0113 |
PL0000106324 |
0/4 |
4 |
4,300 |
4,300 |
4,300 |
240 |
PS0416 |
PL0000106340 |
0/4 |
4 |
4,300 |
4,300 |
4,300 |
120 |
OK0713 |
PL0000106563 |
4/8 |
4 |
4,250 |
4,250 |
4,250 |
40 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,400 |
4,400 |
4,400 |
20 |
PS0413 |
PL0000105037 |
1/8 |
7 |
4,400 |
4,400 |
4,400 |
100 |
OK0712 |
PL0000105912 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
55 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,400 |
4,400 |
4,400 |
20 |
TOTAL |
2 150 |