2011-09-07 |
MARKET DATA |
No 172 (1706) |
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 |
587,50 |
593,18 |
63 |
2 740,00 |
2 847,95 |
35 |
3 327,50 |
3 441,12 |
98 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
587,50 |
593,18 |
63 |
2 740,00 |
2 847,95 |
35 |
3 327,50 |
3 441,12 |
98 |
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 |
98,38 |
98,39 |
98,39 |
98,39 |
98,38 |
98,38 |
98,38 |
45 000 |
44,27 |
2 |
PS0412 |
PL0000104659 |
100,12 |
100,17 |
100,11 |
100,11 |
100,11 |
100,11 |
100,11 |
5 000 |
5,09 |
1 |
OK0712 |
PL0000105912 |
96,25 |
96,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
95,28 |
95,31 |
95,28 |
95,28 |
95,28 |
95,28 |
95,28 |
15 000 |
14,29 |
2 |
OK0113 |
PL0000106324 |
94,23 |
94,22 |
94,22 |
94,23 |
94,22 |
94,23 |
94,22 |
65 000 |
61,25 |
6 |
PS0413 |
PL0000105037 |
101,22 |
101,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
92,27 |
92,23 |
92,27 |
92,27 |
92,23 |
92,23 |
92,26 |
15 000 |
13,84 |
2 |
DS1013 |
PL0000102836 |
101,16 |
101,13 |
101,15 |
101,15 |
101,10 |
101,10 |
101,13 |
20 000 |
21,10 |
2 |
OK0114 |
PL0000106712 |
90,15 |
90,12 |
90,14 |
90,14 |
90,12 |
90,12 |
90,13 |
30 000 |
27,04 |
4 |
PS0414 |
PL0000105433 |
102,81 |
102,76 |
102,80 |
102,80 |
102,70 |
102,70 |
102,73 |
15 000 |
15,73 |
3 |
PS0415 |
PL0000105953 |
102,65 |
102,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,55 |
105,55 |
105,50 |
105,50 |
105,50 |
105,50 |
105,50 |
10 000 |
11,10 |
1 |
PS0416 |
PL0000106340 |
100,67 |
100,50 |
100,47 |
100,69 |
100,45 |
100,45 |
100,53 |
115 000 |
117,76 |
11 |
DS1017 |
PL0000104543 |
100,69 |
100,56 |
100,60 |
100,85 |
100,60 |
100,85 |
100,71 |
25 000 |
26,32 |
3 |
DS1019 |
PL0000105441 |
100,78 |
100,75 |
100,95 |
100,95 |
100,70 |
100,70 |
100,83 |
20 000 |
21,13 |
2 |
DS1020 |
PL0000106126 |
98,68 |
98,55 |
98,65 |
98,70 |
98,45 |
98,45 |
98,62 |
70 000 |
72,25 |
8 |
DS1021 |
PL0000106670 |
101,68 |
101,50 |
101,70 |
101,82 |
101,50 |
101,50 |
101,72 |
60 000 |
64,05 |
6 |
WS0922 |
PL0000102646 |
101,70 |
101,49 |
101,74 |
101,74 |
101,74 |
101,74 |
101,74 |
5 000 |
5,36 |
1 |
WS0429 |
PL0000105391 |
99,99 |
99,85 |
99,99 |
99,99 |
99,99 |
99,99 |
99,99 |
10 000 |
10,21 |
2 |
WS0437 |
PL0000104857 |
87,80 |
90,15 |
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 |
95,00 |
95,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0911 |
PL0000103305 |
100,00 |
100,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,82 |
99,85 |
99,82 |
99,85 |
99,82 |
99,85 |
99,83 |
37 500 |
37,66 |
3 |
WZ0118 |
PL0000104717 |
98,28 |
98,25 |
98,28 |
98,28 |
98,25 |
98,25 |
98,27 |
25 000 |
24,72 |
4 |
WZ0121 |
PL0000106068 |
96,52 |
96,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
587 500 |
593,18 |
63 |
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 |
12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28SEP11 |
PL0000005880 |
19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19OCT11 |
PL0000005914 |
40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26OCT11 |
PL0000005922 |
47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
145 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
173 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
201 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
264 |
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 |
100,23 |
4,57 |
4,30 |
100,15 |
4,42 |
OK0712 |
PL0000105912 |
96,16 |
96,36 |
4,57 |
4,32 |
96,26 |
4,44 |
OK1012 |
PL0000106100 |
95,15 |
95,35 |
4,50 |
4,31 |
95,25 |
4,41 |
OK0113 |
PL0000106324 |
94,11 |
94,28 |
4,49 |
4,36 |
94,20 |
4,42 |
PS0413 |
PL0000105037 |
101,17 |
101,37 |
4,47 |
4,34 |
101,27 |
4,40 |
OK0713 |
PL0000106563 |
92,18 |
92,36 |
4,43 |
4,33 |
92,27 |
4,38 |
DS1013 |
PL0000102836 |
101,02 |
101,21 |
4,47 |
4,38 |
101,12 |
4,42 |
PS0414 |
PL0000105433 |
102,69 |
102,94 |
4,62 |
4,52 |
102,82 |
4,57 |
WZ0115 |
PL0000106480 |
99,48 |
100,25 |
--- |
--- |
99,87 |
--- |
PS0415 |
PL0000105953 |
102,48 |
102,76 |
4,73 |
4,64 |
102,62 |
4,69 |
DS1015 |
PL0000103602 |
105,45 |
105,74 |
4,76 |
4,68 |
105,60 |
4,72 |
PS0416 |
PL0000106340 |
100,40 |
100,67 |
4,89 |
4,82 |
100,54 |
4,86 |
IZ0816 |
PL0000103529 |
99,82 |
102,17 |
--- |
--- |
101,00 |
--- |
DS1017 |
PL0000104543 |
100,52 |
100,92 |
5,14 |
5,06 |
100,72 |
5,10 |
WZ0118 |
PL0000104717 |
97,60 |
98,84 |
--- |
--- |
98,22 |
--- |
DS1019 |
PL0000105441 |
100,61 |
101,02 |
5,40 |
5,34 |
100,82 |
5,37 |
DS1020 |
PL0000106126 |
98,46 |
98,87 |
5,46 |
5,40 |
98,67 |
5,43 |
WZ0121 |
PL0000106068 |
95,76 |
97,17 |
--- |
--- |
96,47 |
--- |
DS1021 |
PL0000106670 |
101,47 |
101,89 |
5,55 |
5,49 |
101,68 |
5,52 |
WS0922 |
PL0000102646 |
101,39 |
101,94 |
5,57 |
5,51 |
101,67 |
5,54 |
IZ0823 |
PL0000105359 |
93,50 |
96,59 |
--- |
--- |
95,05 |
--- |
WS0429 |
PL0000105391 |
98,70 |
100,77 |
5,86 |
5,67 |
99,74 |
5,77 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,08 |
100,25 |
4,54 |
4,26 |
100,17 |
4,39 |
OK0712 |
PL0000105912 |
96,19 |
96,37 |
4,53 |
4,31 |
96,28 |
4,42 |
OK1012 |
PL0000106100 |
95,19 |
95,38 |
4,46 |
4,28 |
95,29 |
4,37 |
OK0113 |
PL0000106324 |
94,12 |
94,30 |
4,49 |
4,34 |
94,21 |
4,41 |
PS0413 |
PL0000105037 |
101,14 |
101,33 |
4,48 |
4,36 |
101,24 |
4,42 |
OK0713 |
PL0000106563 |
92,12 |
92,31 |
4,47 |
4,36 |
92,22 |
4,41 |
DS1013 |
PL0000102836 |
100,99 |
101,18 |
4,49 |
4,39 |
101,09 |
4,44 |
PS0414 |
PL0000105433 |
102,61 |
102,85 |
4,66 |
4,56 |
102,73 |
4,61 |
WZ0115 |
PL0000106480 |
99,49 |
100,25 |
--- |
--- |
99,87 |
--- |
PS0415 |
PL0000105953 |
102,43 |
102,71 |
4,74 |
4,66 |
102,57 |
4,70 |
DS1015 |
PL0000103602 |
105,35 |
105,61 |
4,78 |
4,71 |
105,48 |
4,75 |
PS0416 |
PL0000106340 |
100,36 |
100,62 |
4,90 |
4,84 |
100,49 |
4,87 |
IZ0816 |
PL0000103529 |
99,81 |
102,16 |
--- |
--- |
100,99 |
--- |
DS1017 |
PL0000104543 |
100,39 |
100,79 |
5,17 |
5,09 |
100,59 |
5,13 |
WZ0118 |
PL0000104717 |
97,64 |
98,82 |
--- |
--- |
98,23 |
--- |
DS1019 |
PL0000105441 |
100,48 |
100,87 |
5,42 |
5,36 |
100,68 |
5,39 |
DS1020 |
PL0000106126 |
98,27 |
98,66 |
5,49 |
5,43 |
98,47 |
5,46 |
WZ0121 |
PL0000106068 |
95,86 |
97,10 |
--- |
--- |
96,48 |
--- |
DS1021 |
PL0000106670 |
101,28 |
101,69 |
5,57 |
5,52 |
101,49 |
5,55 |
WS0922 |
PL0000102646 |
101,19 |
101,73 |
5,60 |
5,53 |
101,46 |
5,56 |
IZ0823 |
PL0000105359 |
93,79 |
96,66 |
--- |
--- |
95,23 |
--- |
WS0429 |
PL0000105391 |
98,51 |
100,75 |
5,88 |
5,67 |
99,63 |
5,78 |
REPO MARKET |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,300 |
4,350 |
4,335 |
115 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,300 |
4,300 |
4,300 |
60 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,300 |
4,420 |
4,411 |
130 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,350 |
4,420 |
4,406 |
25 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,420 |
4,420 |
4,420 |
200 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,420 |
4,420 |
4,420 |
180 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,420 |
4,420 |
4,420 |
300 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,420 |
4,420 |
4,420 |
30 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,350 |
4,420 |
4,418 |
375 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,420 |
4,420 |
4,420 |
320 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,420 |
4,420 |
4,420 |
210 |
OK1012 |
PL0000106100 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
50 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,350 |
4,420 |
4,415 |
130 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
100 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,420 |
4,420 |
4,420 |
20 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,420 |
4,420 |
4,420 |
175 |
OK0713 |
PL0000106563 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
20 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,420 |
4,420 |
4,420 |
30 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,420 |
4,420 |
4,420 |
160 |
DS1015 |
PL0000103602 |
0/2 |
2 |
4,300 |
4,300 |
4,300 |
10 |
DS1017 |
PL0000104543 |
0/2 |
2 |
4,420 |
4,420 |
4,420 |
5 |
PS0413 |
PL0000105037 |
0/2 |
2 |
4,420 |
4,420 |
4,420 |
40 |
OK0712 |
PL0000105912 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
55 |
TOTAL |
2 740 |