2011-09-13 |
MARKET DATA |
No 176 (1710) |
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 |
2 502,50 |
2 548,97 |
159 |
3 435,00 |
3 488,42 |
46 |
5 937,50 |
6 037,39 |
205 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 502,50 |
2 548,97 |
159 |
3 435,00 |
3 488,42 |
46 |
5 937,50 |
6 037,39 |
205 |
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 |
98,44 |
98,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0412 |
PL0000104659 |
100,10 |
100,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
96,28 |
96,36 |
96,36 |
96,36 |
96,36 |
96,36 |
96,36 |
12 500 |
12,05 |
1 |
OK1012 |
PL0000106100 |
95,32 |
95,30 |
95,27 |
95,33 |
95,27 |
95,33 |
95,32 |
225 000 |
214,47 |
10 |
OK0113 |
PL0000106324 |
94,23 |
94,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
101,24 |
101,25 |
101,22 |
101,22 |
101,22 |
101,22 |
101,22 |
55 000 |
56,80 |
4 |
OK0713 |
PL0000106563 |
92,22 |
92,22 |
92,20 |
92,20 |
92,20 |
92,20 |
92,20 |
60 000 |
55,32 |
4 |
DS1013 |
PL0000102836 |
101,04 |
101,04 |
101,02 |
101,02 |
101,02 |
101,02 |
101,02 |
55 000 |
58,02 |
3 |
OK0114 |
PL0000106712 |
90,32 |
90,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,64 |
102,57 |
102,63 |
102,64 |
102,63 |
102,64 |
102,64 |
37 500 |
39,33 |
2 |
PS0415 |
PL0000105953 |
102,30 |
102,30 |
102,35 |
102,35 |
102,35 |
102,35 |
102,35 |
10 000 |
10,45 |
1 |
DS1015 |
PL0000103602 |
104,89 |
104,85 |
104,85 |
104,88 |
104,85 |
104,85 |
104,86 |
40 000 |
44,18 |
4 |
PS0416 |
PL0000106340 |
100,00 |
99,75 |
99,85 |
99,97 |
99,75 |
99,92 |
99,85 |
542 500 |
552,30 |
48 |
DS1017 |
PL0000104543 |
99,95 |
99,76 |
99,80 |
99,84 |
99,72 |
99,84 |
99,79 |
40 000 |
41,79 |
3 |
DS1019 |
PL0000105441 |
99,55 |
99,38 |
99,55 |
99,55 |
99,40 |
99,50 |
99,48 |
50 000 |
52,19 |
5 |
DS1020 |
PL0000106126 |
96,85 |
96,50 |
96,68 |
96,90 |
96,50 |
96,80 |
96,67 |
395 000 |
400,30 |
41 |
DS1021 |
PL0000106670 |
99,92 |
99,53 |
99,75 |
99,95 |
99,55 |
99,85 |
99,77 |
125 000 |
131,11 |
11 |
WS0922 |
PL0000102646 |
99,85 |
99,72 |
99,55 |
99,98 |
99,55 |
99,80 |
99,83 |
120 000 |
126,54 |
12 |
WS0429 |
PL0000105391 |
97,50 |
98,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
87,00 |
90,00 |
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 |
94,45 |
95,50 |
95,70 |
95,70 |
95,70 |
95,70 |
95,70 |
2 500 |
2,64 |
1 |
WZ0911 |
PL0000103305 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,82 |
99,85 |
99,85 |
99,85 |
99,85 |
99,85 |
99,85 |
25 000 |
25,13 |
1 |
WZ0118 |
PL0000104717 |
98,00 |
98,20 |
98,25 |
98,25 |
98,25 |
98,25 |
98,25 |
100 000 |
98,92 |
2 |
WZ0121 |
PL0000106068 |
96,43 |
96,59 |
96,40 |
96,59 |
96,40 |
96,59 |
96,42 |
27 500 |
26,70 |
3 |
TOTAL |
1 922 500 |
1 948,24 |
156 |
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 |
6 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28SEP11 |
PL0000005880 |
13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19OCT11 |
PL0000005914 |
34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26OCT11 |
PL0000005922 |
41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
139 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
167 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
195 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
258 |
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) |
PS0416 |
PL0000106340 |
99,95 |
200 000 |
203,81 |
PS0415 |
PL0000105953 |
102,33 |
200 000 |
208,96 |
DS1017 |
PL0000104543 |
99,75 |
180 000 |
187,97 |
TOTAL |
600,73 |
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 |
4,56 |
4,27 |
100,15 |
4,42 |
OK0712 |
PL0000105912 |
96,23 |
96,43 |
4,57 |
4,32 |
96,33 |
4,44 |
OK1012 |
PL0000106100 |
95,20 |
95,41 |
4,52 |
4,31 |
95,31 |
4,41 |
OK0113 |
PL0000106324 |
94,14 |
94,33 |
4,53 |
4,37 |
94,24 |
4,44 |
PS0413 |
PL0000105037 |
101,15 |
101,33 |
4,47 |
4,35 |
101,24 |
4,41 |
OK0713 |
PL0000106563 |
92,13 |
92,31 |
4,50 |
4,40 |
92,22 |
4,45 |
DS1013 |
PL0000102836 |
100,94 |
101,12 |
4,51 |
4,42 |
101,03 |
4,47 |
PS0414 |
PL0000105433 |
102,42 |
102,67 |
4,73 |
4,62 |
102,55 |
4,67 |
WZ0115 |
PL0000106480 |
99,38 |
100,35 |
--- |
--- |
99,87 |
--- |
PS0415 |
PL0000105953 |
102,14 |
102,43 |
4,83 |
4,74 |
102,29 |
4,78 |
DS1015 |
PL0000103602 |
104,65 |
104,94 |
4,96 |
4,89 |
104,80 |
4,92 |
PS0416 |
PL0000106340 |
99,65 |
99,93 |
5,07 |
5,01 |
99,79 |
5,04 |
IZ0816 |
PL0000103529 |
99,68 |
102,31 |
--- |
--- |
101,00 |
--- |
DS1017 |
PL0000104543 |
99,62 |
100,03 |
5,32 |
5,24 |
99,83 |
5,28 |
WZ0118 |
PL0000104717 |
97,55 |
98,90 |
--- |
--- |
98,23 |
--- |
DS1019 |
PL0000105441 |
99,23 |
99,67 |
5,61 |
5,55 |
99,45 |
5,58 |
DS1020 |
PL0000106126 |
96,52 |
96,95 |
5,74 |
5,68 |
96,74 |
5,71 |
WZ0121 |
PL0000106068 |
95,83 |
97,32 |
--- |
--- |
96,58 |
--- |
DS1021 |
PL0000106670 |
99,59 |
100,02 |
5,80 |
5,74 |
99,81 |
5,77 |
WS0922 |
PL0000102646 |
99,48 |
100,03 |
5,81 |
5,74 |
99,76 |
5,77 |
IZ0823 |
PL0000105359 |
93,39 |
96,70 |
--- |
--- |
95,05 |
--- |
WS0429 |
PL0000105391 |
97,00 |
98,92 |
6,02 |
5,84 |
97,96 |
5,93 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,04 |
100,22 |
4,60 |
4,30 |
100,13 |
4,45 |
OK0712 |
PL0000105912 |
96,24 |
96,45 |
4,55 |
4,29 |
96,35 |
4,42 |
OK1012 |
PL0000106100 |
95,22 |
95,39 |
4,50 |
4,33 |
95,31 |
4,41 |
OK0113 |
PL0000106324 |
94,14 |
94,33 |
4,53 |
4,37 |
94,24 |
4,44 |
PS0413 |
PL0000105037 |
101,15 |
101,32 |
4,47 |
4,36 |
101,24 |
4,41 |
OK0713 |
PL0000106563 |
92,15 |
92,33 |
4,49 |
4,38 |
92,24 |
4,44 |
DS1013 |
PL0000102836 |
100,97 |
101,14 |
4,50 |
4,41 |
101,06 |
4,45 |
PS0414 |
PL0000105433 |
102,53 |
102,76 |
4,68 |
4,59 |
102,65 |
4,63 |
WZ0115 |
PL0000106480 |
99,42 |
100,31 |
--- |
--- |
99,87 |
--- |
PS0415 |
PL0000105953 |
102,24 |
102,51 |
4,80 |
4,72 |
102,38 |
4,75 |
DS1015 |
PL0000103602 |
104,84 |
105,13 |
4,91 |
4,84 |
104,99 |
4,87 |
PS0416 |
PL0000106340 |
99,87 |
100,13 |
5,02 |
4,96 |
100,00 |
4,99 |
IZ0816 |
PL0000103529 |
99,79 |
102,20 |
--- |
--- |
101,00 |
--- |
DS1017 |
PL0000104543 |
99,81 |
100,18 |
5,28 |
5,21 |
100,00 |
5,24 |
WZ0118 |
PL0000104717 |
97,55 |
98,80 |
--- |
--- |
98,18 |
--- |
DS1019 |
PL0000105441 |
99,31 |
99,73 |
5,60 |
5,54 |
99,52 |
5,57 |
DS1020 |
PL0000106126 |
96,69 |
97,07 |
5,72 |
5,66 |
96,88 |
5,69 |
WZ0121 |
PL0000106068 |
95,85 |
97,24 |
--- |
--- |
96,55 |
--- |
DS1021 |
PL0000106670 |
99,72 |
100,13 |
5,78 |
5,73 |
99,93 |
5,75 |
WS0922 |
PL0000102646 |
99,64 |
100,16 |
5,79 |
5,72 |
99,90 |
5,76 |
IZ0823 |
PL0000105359 |
93,54 |
96,74 |
--- |
--- |
95,14 |
--- |
WS0429 |
PL0000105391 |
96,85 |
99,04 |
6,04 |
5,83 |
97,95 |
5,93 |
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 |
4,510 |
4,550 |
4,530 |
800 |
TOTAL |
800 |
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 |
4,350 |
4,400 |
4,352 |
210 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,350 |
4,360 |
4,359 |
150 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
20 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
110 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,450 |
4,450 |
4,450 |
45 |
PS0412 |
PL0000104659 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
5 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
180 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,450 |
4,450 |
4,450 |
120 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,450 |
4,450 |
4,450 |
80 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
20 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,450 |
4,450 |
4,450 |
125 |
OK0712 |
PL0000105912 |
1/2 |
1 |
4,360 |
4,360 |
4,360 |
60 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
95 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,450 |
4,450 |
4,450 |
95 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,450 |
4,450 |
4,450 |
40 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
120 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,400 |
4,400 |
4,400 |
5 |
OK0713 |
PL0000106563 |
1/2 |
1 |
4,250 |
4,300 |
4,267 |
60 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,300 |
4,450 |
4,341 |
110 |
OK0112 |
PL0000105730 |
0/2 |
2 |
4,350 |
4,350 |
4,350 |
15 |
PS0415 |
PL0000105953 |
0/2 |
2 |
4,450 |
4,450 |
4,450 |
70 |
PS0416 |
PL0000106340 |
0/2 |
2 |
4,450 |
4,450 |
4,450 |
240 |
WZ0115 |
PL0000106480 |
0/2 |
2 |
4,300 |
4,300 |
4,300 |
25 |
DS1013 |
PL0000102836 |
1/8 |
7 |
4,400 |
4,400 |
4,400 |
130 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
35 |
PS0413 |
PL0000105037 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
45 |
PS0414 |
PL0000105433 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
55 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
25 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
155 |
OK1012 |
PL0000106100 |
1/8 |
7 |
4,400 |
4,400 |
4,400 |
160 |
PS0416 |
PL0000106340 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
30 |
TOTAL |
2 635 |