2011-09-09 |
MARKET DATA |
No 174 (1708) |
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 |
2 115,00 |
2 218,48 |
229 |
2 490,00 |
2 566,17 |
30 |
4 605,00 |
4 784,65 |
259 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 115,00 |
2 218,48 |
229 |
2 490,00 |
2 566,17 |
30 |
4 605,00 |
4 784,65 |
259 |
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 |
98,41 |
98,47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0412 |
PL0000104659 |
100,11 |
100,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
96,32 |
96,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
95,31 |
95,32 |
95,30 |
95,30 |
95,30 |
95,30 |
95,30 |
40 000 |
38,12 |
3 |
OK0113 |
PL0000106324 |
94,26 |
94,25 |
94,26 |
94,26 |
94,20 |
94,20 |
94,24 |
70 000 |
65,97 |
4 |
PS0413 |
PL0000105037 |
101,22 |
101,25 |
101,18 |
101,18 |
101,18 |
101,18 |
101,18 |
10 000 |
10,32 |
1 |
OK0713 |
PL0000106563 |
92,22 |
92,20 |
92,16 |
92,16 |
92,16 |
92,16 |
92,16 |
15 000 |
13,82 |
2 |
DS1013 |
PL0000102836 |
101,10 |
101,05 |
101,05 |
101,05 |
101,05 |
101,05 |
101,05 |
100 000 |
105,49 |
5 |
OK0114 |
PL0000106712 |
90,15 |
90,03 |
90,05 |
90,05 |
90,05 |
90,05 |
90,05 |
5 000 |
4,50 |
1 |
PS0414 |
PL0000105433 |
102,70 |
102,60 |
102,71 |
102,71 |
102,60 |
102,60 |
102,67 |
47 500 |
49,82 |
5 |
PS0415 |
PL0000105953 |
102,57 |
102,44 |
102,55 |
102,57 |
102,44 |
102,44 |
102,51 |
90 000 |
94,17 |
9 |
DS1015 |
PL0000103602 |
105,38 |
105,05 |
105,31 |
105,40 |
105,01 |
105,01 |
105,18 |
332 500 |
368,16 |
38 |
PS0416 |
PL0000106340 |
100,30 |
100,00 |
100,21 |
100,31 |
100,00 |
100,00 |
100,13 |
175 000 |
178,61 |
18 |
DS1017 |
PL0000104543 |
100,60 |
100,15 |
100,59 |
100,60 |
100,30 |
100,39 |
100,55 |
245 000 |
257,72 |
26 |
DS1019 |
PL0000105441 |
100,48 |
100,10 |
100,43 |
100,51 |
100,43 |
100,48 |
100,49 |
80 000 |
84,28 |
8 |
DS1020 |
PL0000106126 |
98,15 |
97,44 |
97,95 |
98,12 |
97,37 |
97,40 |
97,78 |
360 000 |
368,73 |
43 |
DS1021 |
PL0000106670 |
101,20 |
100,55 |
101,05 |
101,13 |
100,55 |
100,55 |
100,86 |
290 000 |
307,25 |
35 |
WS0922 |
PL0000102646 |
101,35 |
100,60 |
101,21 |
101,21 |
100,50 |
100,54 |
100,92 |
220 000 |
234,34 |
26 |
WS0429 |
PL0000105391 |
99,25 |
99,11 |
99,25 |
99,25 |
99,25 |
99,25 |
99,25 |
5 000 |
5,07 |
1 |
WS0437 |
PL0000104857 |
87,50 |
90,50 |
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 |
100,85 |
101,05 |
100,85 |
100,85 |
100,85 |
100,85 |
100,85 |
10 000 |
12,33 |
2 |
IZ0823 |
PL0000105359 |
95,05 |
96,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0911 |
PL0000103305 |
100,01 |
100,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,85 |
99,90 |
99,84 |
99,84 |
99,84 |
99,84 |
99,84 |
10 000 |
10,05 |
1 |
WZ0118 |
PL0000104717 |
98,20 |
98,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,65 |
96,65 |
96,65 |
96,65 |
96,65 |
96,65 |
96,65 |
10 000 |
9,73 |
1 |
TOTAL |
2 115 000 |
2 218,48 |
229 |
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 |
8 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28SEP11 |
PL0000005880 |
15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19OCT11 |
PL0000005914 |
36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26OCT11 |
PL0000005922 |
43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
141 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
169 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
197 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
260 |
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 |
100,07 |
100,24 |
4,55 |
4,27 |
100,16 |
4,40 |
OK0712 |
PL0000105912 |
96,24 |
96,42 |
4,53 |
4,30 |
96,33 |
4,41 |
OK1012 |
PL0000106100 |
95,23 |
95,42 |
4,47 |
4,28 |
95,33 |
4,37 |
OK0113 |
PL0000106324 |
94,20 |
94,37 |
4,46 |
4,32 |
94,29 |
4,39 |
PS0413 |
PL0000105037 |
101,13 |
101,33 |
4,49 |
4,36 |
101,23 |
4,42 |
OK0713 |
PL0000106563 |
92,15 |
92,34 |
4,48 |
4,36 |
92,25 |
4,42 |
DS1013 |
PL0000102836 |
100,98 |
101,17 |
4,49 |
4,40 |
101,08 |
4,44 |
PS0414 |
PL0000105433 |
102,52 |
102,78 |
4,69 |
4,58 |
102,65 |
4,63 |
WZ0115 |
PL0000106480 |
99,49 |
100,30 |
--- |
--- |
99,90 |
--- |
PS0415 |
PL0000105953 |
102,40 |
102,67 |
4,75 |
4,67 |
102,54 |
4,71 |
DS1015 |
PL0000103602 |
105,08 |
105,36 |
4,85 |
4,78 |
105,22 |
4,81 |
PS0416 |
PL0000106340 |
100,06 |
100,33 |
4,97 |
4,91 |
100,20 |
4,94 |
IZ0816 |
PL0000103529 |
99,95 |
102,21 |
--- |
--- |
101,08 |
--- |
DS1017 |
PL0000104543 |
100,29 |
100,64 |
5,19 |
5,12 |
100,47 |
5,15 |
WZ0118 |
PL0000104717 |
97,71 |
98,88 |
--- |
--- |
98,30 |
--- |
DS1019 |
PL0000105441 |
100,17 |
100,56 |
5,47 |
5,41 |
100,37 |
5,44 |
DS1020 |
PL0000106126 |
97,83 |
98,23 |
5,55 |
5,49 |
98,03 |
5,52 |
WZ0121 |
PL0000106068 |
95,92 |
97,27 |
--- |
--- |
96,60 |
--- |
DS1021 |
PL0000106670 |
100,85 |
101,28 |
5,63 |
5,57 |
101,07 |
5,60 |
WS0922 |
PL0000102646 |
100,92 |
101,45 |
5,63 |
5,57 |
101,19 |
5,60 |
IZ0823 |
PL0000105359 |
93,87 |
96,86 |
--- |
--- |
95,37 |
--- |
WS0429 |
PL0000105391 |
97,91 |
100,04 |
5,94 |
5,74 |
98,98 |
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 |
4,57 |
4,30 |
100,14 |
4,43 |
OK0712 |
PL0000105912 |
96,25 |
96,44 |
4,51 |
4,28 |
96,35 |
4,39 |
OK1012 |
PL0000106100 |
95,20 |
95,39 |
4,50 |
4,31 |
95,30 |
4,40 |
OK0113 |
PL0000106324 |
94,16 |
94,34 |
4,49 |
4,35 |
94,25 |
4,42 |
PS0413 |
PL0000105037 |
101,13 |
101,32 |
4,49 |
4,36 |
101,23 |
4,42 |
OK0713 |
PL0000106563 |
92,05 |
92,25 |
4,54 |
4,42 |
92,15 |
4,48 |
DS1013 |
PL0000102836 |
100,93 |
101,11 |
4,52 |
4,43 |
101,02 |
4,47 |
PS0414 |
PL0000105433 |
102,44 |
102,70 |
4,72 |
4,61 |
102,57 |
4,67 |
WZ0115 |
PL0000106480 |
99,51 |
100,27 |
--- |
--- |
99,89 |
--- |
PS0415 |
PL0000105953 |
102,25 |
102,53 |
4,80 |
4,71 |
102,39 |
4,75 |
DS1015 |
PL0000103602 |
104,87 |
105,17 |
4,91 |
4,83 |
105,02 |
4,87 |
PS0416 |
PL0000106340 |
99,86 |
100,13 |
5,02 |
4,96 |
100,00 |
4,99 |
IZ0816 |
PL0000103529 |
100,01 |
102,17 |
--- |
--- |
101,09 |
--- |
DS1017 |
PL0000104543 |
99,97 |
100,38 |
5,25 |
5,17 |
100,18 |
5,21 |
WZ0118 |
PL0000104717 |
97,69 |
98,84 |
--- |
--- |
98,27 |
--- |
DS1019 |
PL0000105441 |
99,78 |
100,22 |
5,53 |
5,46 |
100,00 |
5,49 |
DS1020 |
PL0000106126 |
97,25 |
97,62 |
5,64 |
5,58 |
97,44 |
5,61 |
WZ0121 |
PL0000106068 |
95,97 |
97,26 |
--- |
--- |
96,62 |
--- |
DS1021 |
PL0000106670 |
100,33 |
100,77 |
5,70 |
5,64 |
100,55 |
5,67 |
WS0922 |
PL0000102646 |
100,30 |
100,81 |
5,71 |
5,64 |
100,56 |
5,68 |
IZ0823 |
PL0000105359 |
94,07 |
96,86 |
--- |
--- |
95,47 |
--- |
WS0429 |
PL0000105391 |
97,82 |
99,96 |
5,95 |
5,75 |
98,89 |
5,84 |
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 |
3/4 |
1 |
4,250 |
4,250 |
4,250 |
60 |
DS1017 |
PL0000104543 |
3/4 |
1 |
4,200 |
4,400 |
4,390 |
310 |
PS0413 |
PL0000105037 |
3/4 |
1 |
4,350 |
4,350 |
4,350 |
100 |
PS0414 |
PL0000105433 |
3/4 |
1 |
4,200 |
4,350 |
4,320 |
50 |
DS1019 |
PL0000105441 |
3/4 |
1 |
4,250 |
4,250 |
4,250 |
85 |
OK0712 |
PL0000105912 |
3/4 |
1 |
4,250 |
4,250 |
4,250 |
50 |
PS0415 |
PL0000105953 |
3/4 |
1 |
4,250 |
4,250 |
4,250 |
45 |
OK0113 |
PL0000106324 |
3/4 |
1 |
4,350 |
4,350 |
4,350 |
100 |
OK0713 |
PL0000106563 |
3/4 |
1 |
4,200 |
4,200 |
4,200 |
30 |
DS1021 |
PL0000106670 |
3/4 |
1 |
4,200 |
4,350 |
4,320 |
50 |
OK0114 |
PL0000106712 |
3/4 |
1 |
4,250 |
4,250 |
4,250 |
20 |
DS1013 |
PL0000102836 |
0/3 |
3 |
4,250 |
4,300 |
4,284 |
235 |
DS1017 |
PL0000104543 |
0/3 |
3 |
4,250 |
4,300 |
4,293 |
175 |
PS0413 |
PL0000105037 |
0/3 |
3 |
4,300 |
4,300 |
4,300 |
540 |
DS1019 |
PL0000105441 |
0/3 |
3 |
4,300 |
4,300 |
4,300 |
120 |
PS0415 |
PL0000105953 |
0/3 |
3 |
4,300 |
4,300 |
4,300 |
200 |
OK0113 |
PL0000106324 |
0/3 |
3 |
4,350 |
4,350 |
4,350 |
90 |
PS0416 |
PL0000106340 |
0/3 |
3 |
4,300 |
4,300 |
4,300 |
100 |
WS0429 |
PL0000105391 |
3/10 |
7 |
4,000 |
4,000 |
4,000 |
130 |
TOTAL |
2 490 |