2011-09-06 |
MARKET DATA |
No 171 (1705) |
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 |
1 522,50 |
1 592,38 |
122 |
1 805,00 |
1 855,56 |
26 |
3 327,50 |
3 447,94 |
148 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 522,50 |
1 592,38 |
122 |
1 805,00 |
1 855,56 |
26 |
3 327,50 |
3 447,94 |
148 |
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 |
98,35 |
98,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0412 |
PL0000104659 |
100,13 |
100,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
96,21 |
96,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
95,20 |
95,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
94,16 |
94,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
101,24 |
101,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
92,24 |
92,25 |
92,25 |
92,25 |
92,25 |
92,25 |
92,25 |
20 000 |
18,45 |
1 |
DS1013 |
PL0000102836 |
101,15 |
101,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
90,14 |
90,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,81 |
102,77 |
102,77 |
102,82 |
102,77 |
102,80 |
102,80 |
35 000 |
36,73 |
3 |
PS0415 |
PL0000105953 |
102,80 |
102,60 |
102,80 |
102,87 |
102,76 |
102,76 |
102,84 |
92 500 |
97,02 |
10 |
DS1015 |
PL0000103602 |
105,65 |
105,45 |
105,70 |
105,73 |
105,70 |
105,73 |
105,72 |
20 000 |
22,24 |
2 |
PS0416 |
PL0000106340 |
100,70 |
100,40 |
100,25 |
100,80 |
100,25 |
100,60 |
100,60 |
145 000 |
148,56 |
14 |
DS1017 |
PL0000104543 |
100,90 |
100,49 |
100,60 |
101,03 |
100,60 |
101,03 |
100,73 |
40 000 |
42,12 |
4 |
DS1019 |
PL0000105441 |
101,00 |
100,44 |
100,60 |
101,05 |
100,58 |
100,85 |
100,84 |
145 000 |
153,17 |
16 |
DS1020 |
PL0000106126 |
98,98 |
98,25 |
98,25 |
99,10 |
98,25 |
99,10 |
98,65 |
300 000 |
309,68 |
28 |
DS1021 |
PL0000106670 |
101,88 |
101,38 |
101,48 |
102,02 |
101,30 |
101,78 |
101,64 |
240 000 |
255,96 |
30 |
WS0922 |
PL0000102646 |
101,75 |
101,26 |
101,46 |
101,86 |
101,46 |
101,86 |
101,53 |
75 000 |
80,29 |
7 |
WS0429 |
PL0000105391 |
100,00 |
99,50 |
99,60 |
100,10 |
99,60 |
100,10 |
99,85 |
10 000 |
10,20 |
2 |
WS0437 |
PL0000104857 |
87,50 |
89,50 |
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 |
100,70 |
101,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
94,50 |
95,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0911 |
PL0000103305 |
100,00 |
100,03 |
100,03 |
100,03 |
100,03 |
100,03 |
100,03 |
50 000 |
51,03 |
3 |
WZ0115 |
PL0000106480 |
99,80 |
99,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,15 |
98,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,30 |
96,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 172 500 |
1 225,44 |
120 |
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 |
13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28SEP11 |
PL0000005880 |
20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19OCT11 |
PL0000005914 |
41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26OCT11 |
PL0000005922 |
48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
146 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
174 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
202 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
265 |
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) |
PS0414 |
PL0000105433 |
102,80 |
175 000 |
183,64 |
PS0415 |
PL0000105953 |
102,70 |
175 000 |
183,30 |
TOTAL |
366,94 |
FIXING - T-BONDS (10:05 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,09 |
100,21 |
4,52 |
4,33 |
100,15 |
4,43 |
OK0712 |
PL0000105912 |
96,15 |
96,34 |
4,57 |
4,33 |
96,25 |
4,44 |
OK1012 |
PL0000106100 |
95,11 |
95,31 |
4,53 |
4,34 |
95,21 |
4,43 |
OK0113 |
PL0000106324 |
94,11 |
94,29 |
4,49 |
4,34 |
94,20 |
4,41 |
PS0413 |
PL0000105037 |
101,18 |
101,38 |
4,46 |
4,33 |
101,28 |
4,40 |
OK0713 |
PL0000106563 |
92,17 |
92,35 |
4,43 |
4,33 |
92,26 |
4,38 |
DS1013 |
PL0000102836 |
101,06 |
101,25 |
4,45 |
4,36 |
101,16 |
4,40 |
PS0414 |
PL0000105433 |
102,65 |
102,90 |
4,64 |
4,54 |
102,78 |
4,59 |
WZ0115 |
PL0000106480 |
99,52 |
100,17 |
--- |
--- |
99,85 |
--- |
PS0415 |
PL0000105953 |
102,41 |
102,68 |
4,75 |
4,67 |
102,55 |
4,71 |
DS1015 |
PL0000103602 |
105,26 |
105,56 |
4,81 |
4,73 |
105,41 |
4,77 |
PS0416 |
PL0000106340 |
100,32 |
100,55 |
4,91 |
4,85 |
100,44 |
4,88 |
IZ0816 |
PL0000103529 |
99,90 |
102,10 |
--- |
--- |
101,00 |
--- |
DS1017 |
PL0000104543 |
100,30 |
100,67 |
5,18 |
5,11 |
100,49 |
5,15 |
WZ0118 |
PL0000104717 |
97,62 |
98,78 |
--- |
--- |
98,20 |
--- |
DS1019 |
PL0000105441 |
100,37 |
100,79 |
5,44 |
5,37 |
100,58 |
5,40 |
DS1020 |
PL0000106126 |
98,19 |
98,57 |
5,50 |
5,45 |
98,38 |
5,47 |
WZ0121 |
PL0000106068 |
95,94 |
97,02 |
--- |
--- |
96,48 |
--- |
DS1021 |
PL0000106670 |
101,30 |
101,74 |
5,57 |
5,51 |
101,52 |
5,54 |
WS0922 |
PL0000102646 |
101,13 |
101,65 |
5,60 |
5,54 |
101,39 |
5,57 |
IZ0823 |
PL0000105359 |
93,76 |
96,44 |
--- |
--- |
95,10 |
--- |
WS0429 |
PL0000105391 |
98,27 |
100,33 |
5,90 |
5,71 |
99,30 |
5,81 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,08 |
100,22 |
4,54 |
4,31 |
100,15 |
4,43 |
OK0712 |
PL0000105912 |
96,16 |
96,35 |
4,55 |
4,32 |
96,26 |
4,43 |
OK1012 |
PL0000106100 |
95,14 |
95,34 |
4,50 |
4,31 |
95,24 |
4,40 |
OK0113 |
PL0000106324 |
94,10 |
94,27 |
4,49 |
4,36 |
94,19 |
4,42 |
PS0413 |
PL0000105037 |
101,18 |
101,38 |
4,46 |
4,33 |
101,28 |
4,40 |
OK0713 |
PL0000106563 |
92,18 |
92,36 |
4,43 |
4,32 |
92,27 |
4,37 |
DS1013 |
PL0000102836 |
101,04 |
101,22 |
4,46 |
4,37 |
101,13 |
4,42 |
PS0414 |
PL0000105433 |
102,71 |
102,97 |
4,62 |
4,51 |
102,84 |
4,56 |
WZ0115 |
PL0000106480 |
99,43 |
100,28 |
--- |
--- |
99,86 |
--- |
PS0415 |
PL0000105953 |
102,53 |
102,81 |
4,71 |
4,63 |
102,67 |
4,67 |
DS1015 |
PL0000103602 |
105,51 |
105,80 |
4,74 |
4,66 |
105,66 |
4,70 |
PS0416 |
PL0000106340 |
100,40 |
100,67 |
4,89 |
4,82 |
100,54 |
4,86 |
IZ0816 |
PL0000103529 |
99,79 |
102,30 |
--- |
--- |
101,05 |
--- |
DS1017 |
PL0000104543 |
100,54 |
100,96 |
5,14 |
5,06 |
100,75 |
5,10 |
WZ0118 |
PL0000104717 |
97,54 |
98,84 |
--- |
--- |
98,19 |
--- |
DS1019 |
PL0000105441 |
100,62 |
101,02 |
5,40 |
5,34 |
100,82 |
5,37 |
DS1020 |
PL0000106126 |
98,51 |
98,92 |
5,45 |
5,40 |
98,72 |
5,42 |
WZ0121 |
PL0000106068 |
95,80 |
97,10 |
--- |
--- |
96,45 |
--- |
DS1021 |
PL0000106670 |
101,53 |
101,97 |
5,54 |
5,48 |
101,75 |
5,51 |
WS0922 |
PL0000102646 |
101,43 |
101,96 |
5,57 |
5,50 |
101,70 |
5,53 |
IZ0823 |
PL0000105359 |
93,74 |
96,38 |
--- |
--- |
95,06 |
--- |
WS0429 |
PL0000105391 |
98,73 |
101,00 |
5,86 |
5,65 |
99,87 |
5,75 |
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 |
4,400 |
4,400 |
4,400 |
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 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
10 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,300 |
4,300 |
4,300 |
115 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,300 |
4,300 |
4,300 |
30 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,300 |
4,300 |
4,300 |
180 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,250 |
4,300 |
4,288 |
40 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,380 |
4,380 |
4,380 |
100 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,300 |
4,300 |
4,300 |
65 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,380 |
4,380 |
4,380 |
305 |
OK1012 |
PL0000106100 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
5 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,380 |
4,380 |
4,380 |
150 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
100 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
15 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,380 |
4,380 |
4,380 |
100 |
OK0713 |
PL0000106563 |
1/2 |
1 |
4,210 |
4,210 |
4,210 |
20 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
10 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,380 |
4,380 |
4,380 |
20 |
DS1013 |
PL0000102836 |
0/2 |
2 |
4,250 |
4,250 |
4,250 |
5 |
PS0414 |
PL0000105433 |
0/2 |
2 |
4,300 |
4,300 |
4,300 |
20 |
OK0713 |
PL0000106563 |
1/3 |
2 |
4,300 |
4,300 |
4,300 |
85 |
PS0414 |
PL0000105433 |
1/8 |
7 |
4,400 |
4,400 |
4,400 |
60 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,400 |
4,400 |
4,400 |
270 |
TOTAL |
1 705 |