2011-09-14 |
MARKET DATA |
No 177 (1711) |
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 |
1 910,00 |
1 955,09 |
192 |
4 055,00 |
4 103,56 |
36 |
5 965,00 |
6 058,65 |
228 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 910,00 |
1 955,09 |
192 |
4 055,00 |
4 103,56 |
36 |
5 965,00 |
6 058,65 |
228 |
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 |
98,49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0412 |
PL0000104659 |
100,14 |
100,14 |
100,14 |
100,14 |
100,08 |
100,09 |
100,10 |
55 000 |
56,08 |
4 |
OK0712 |
PL0000105912 |
96,28 |
96,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
95,33 |
95,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
94,23 |
94,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
101,23 |
101,22 |
101,20 |
101,22 |
101,20 |
101,21 |
101,21 |
20 000 |
20,65 |
3 |
OK0713 |
PL0000106563 |
92,22 |
92,24 |
92,24 |
92,24 |
92,20 |
92,22 |
92,22 |
67 500 |
62,25 |
4 |
DS1013 |
PL0000102836 |
101,07 |
101,01 |
101,02 |
101,08 |
101,01 |
101,04 |
101,05 |
137 500 |
145,11 |
14 |
OK0114 |
PL0000106712 |
93,02 |
90,00 |
90,00 |
90,00 |
90,00 |
90,00 |
90,00 |
10 000 |
9,00 |
1 |
PS0414 |
PL0000105433 |
102,55 |
102,46 |
102,45 |
102,55 |
102,43 |
102,55 |
102,49 |
65 000 |
68,09 |
7 |
PS0415 |
PL0000105953 |
102,25 |
102,13 |
102,26 |
102,26 |
102,00 |
102,00 |
102,11 |
70 000 |
72,99 |
7 |
DS1015 |
PL0000103602 |
104,85 |
104,65 |
104,83 |
104,90 |
104,83 |
104,86 |
104,86 |
45 000 |
49,71 |
5 |
PS0416 |
PL0000106340 |
99,75 |
99,56 |
99,60 |
99,75 |
99,45 |
99,55 |
99,52 |
340 000 |
345,07 |
30 |
DS1017 |
PL0000104543 |
99,65 |
99,45 |
99,60 |
99,60 |
99,40 |
99,45 |
99,50 |
25 000 |
26,05 |
3 |
DS1019 |
PL0000105441 |
99,13 |
98,80 |
99,13 |
99,13 |
98,63 |
98,74 |
98,88 |
75 000 |
77,85 |
10 |
DS1020 |
PL0000106126 |
96,45 |
95,90 |
96,30 |
96,55 |
95,85 |
95,86 |
96,18 |
600 000 |
605,22 |
59 |
DS1021 |
PL0000106670 |
99,35 |
98,82 |
99,29 |
99,44 |
98,82 |
98,95 |
99,03 |
325 000 |
338,55 |
36 |
WS0922 |
PL0000102646 |
99,30 |
98,95 |
99,19 |
99,45 |
98,80 |
98,80 |
99,11 |
65 000 |
68,08 |
7 |
WS0429 |
PL0000105391 |
97,00 |
97,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
86,50 |
87,05 |
82,51 |
82,51 |
82,51 |
82,51 |
82,51 |
5 000 |
4,22 |
1 |
DZ1111 |
PL0000103222 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,80 |
101,00 |
101,00 |
101,00 |
101,00 |
101,00 |
101,00 |
5 000 |
6,17 |
1 |
IZ0823 |
PL0000105359 |
95,00 |
96,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0911 |
PL0000103305 |
0,00 |
0,00 |
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 |
98,05 |
98,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,50 |
96,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 910 000 |
1 955,09 |
192 |
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 |
5 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28SEP11 |
PL0000005880 |
12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19OCT11 |
PL0000005914 |
33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26OCT11 |
PL0000005922 |
40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
138 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
166 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
194 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
257 |
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 |
4,56 |
4,28 |
100,15 |
4,41 |
OK0712 |
PL0000105912 |
96,24 |
96,45 |
4,57 |
4,30 |
96,35 |
4,43 |
OK1012 |
PL0000106100 |
95,24 |
95,42 |
4,49 |
4,32 |
95,33 |
4,40 |
OK0113 |
PL0000106324 |
94,15 |
94,33 |
4,53 |
4,38 |
94,24 |
4,45 |
PS0413 |
PL0000105037 |
101,12 |
101,29 |
4,49 |
4,38 |
101,21 |
4,43 |
OK0713 |
PL0000106563 |
92,13 |
92,30 |
4,51 |
4,41 |
92,22 |
4,46 |
DS1013 |
PL0000102836 |
100,94 |
101,10 |
4,51 |
4,43 |
101,02 |
4,47 |
PS0414 |
PL0000105433 |
102,38 |
102,61 |
4,74 |
4,65 |
102,50 |
4,69 |
WZ0115 |
PL0000106480 |
99,43 |
100,38 |
--- |
--- |
99,91 |
--- |
PS0415 |
PL0000105953 |
102,08 |
102,36 |
4,85 |
4,76 |
102,22 |
4,80 |
DS1015 |
PL0000103602 |
104,56 |
104,84 |
4,99 |
4,91 |
104,70 |
4,95 |
PS0416 |
PL0000106340 |
99,51 |
99,78 |
5,11 |
5,04 |
99,65 |
5,07 |
IZ0816 |
PL0000103529 |
99,71 |
102,18 |
--- |
--- |
100,95 |
--- |
DS1017 |
PL0000104543 |
99,34 |
99,74 |
5,37 |
5,29 |
99,54 |
5,33 |
WZ0118 |
PL0000104717 |
97,61 |
98,85 |
--- |
--- |
98,23 |
--- |
DS1019 |
PL0000105441 |
98,81 |
99,22 |
5,68 |
5,62 |
99,02 |
5,65 |
DS1020 |
PL0000106126 |
96,04 |
96,46 |
5,81 |
5,75 |
96,25 |
5,78 |
WZ0121 |
PL0000106068 |
95,84 |
97,34 |
--- |
--- |
96,59 |
--- |
DS1021 |
PL0000106670 |
99,01 |
99,45 |
5,88 |
5,82 |
99,23 |
5,85 |
WS0922 |
PL0000102646 |
98,81 |
99,39 |
5,89 |
5,82 |
99,10 |
5,86 |
IZ0823 |
PL0000105359 |
93,37 |
96,72 |
--- |
--- |
95,05 |
--- |
WS0429 |
PL0000105391 |
96,56 |
98,63 |
6,07 |
5,87 |
97,60 |
5,97 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,06 |
100,21 |
4,56 |
4,31 |
100,14 |
4,43 |
OK0712 |
PL0000105912 |
96,23 |
96,43 |
4,58 |
4,33 |
96,33 |
4,45 |
OK1012 |
PL0000106100 |
95,20 |
95,39 |
4,53 |
4,35 |
95,30 |
4,43 |
OK0113 |
PL0000106324 |
94,17 |
94,36 |
4,51 |
4,36 |
94,27 |
4,43 |
PS0413 |
PL0000105037 |
101,12 |
101,29 |
4,49 |
4,38 |
101,21 |
4,43 |
OK0713 |
PL0000106563 |
92,13 |
92,32 |
4,51 |
4,40 |
92,23 |
4,45 |
DS1013 |
PL0000102836 |
100,97 |
101,14 |
4,50 |
4,41 |
101,06 |
4,45 |
PS0414 |
PL0000105433 |
102,41 |
102,62 |
4,73 |
4,64 |
102,52 |
4,68 |
WZ0115 |
PL0000106480 |
99,51 |
100,27 |
--- |
--- |
99,89 |
--- |
PS0415 |
PL0000105953 |
101,93 |
102,22 |
4,89 |
4,80 |
102,08 |
4,85 |
DS1015 |
PL0000103602 |
104,45 |
104,73 |
5,02 |
4,94 |
104,59 |
4,98 |
PS0416 |
PL0000106340 |
99,39 |
99,65 |
5,14 |
5,07 |
99,52 |
5,11 |
IZ0816 |
PL0000103529 |
99,88 |
102,33 |
--- |
--- |
101,11 |
--- |
DS1017 |
PL0000104543 |
99,22 |
99,61 |
5,40 |
5,32 |
99,42 |
5,36 |
WZ0118 |
PL0000104717 |
97,67 |
98,75 |
--- |
--- |
98,21 |
--- |
DS1019 |
PL0000105441 |
98,61 |
99,03 |
5,71 |
5,65 |
98,82 |
5,68 |
DS1020 |
PL0000106126 |
95,77 |
96,19 |
5,86 |
5,79 |
95,98 |
5,82 |
WZ0121 |
PL0000106068 |
96,05 |
97,13 |
--- |
--- |
96,59 |
--- |
DS1021 |
PL0000106670 |
98,73 |
99,13 |
5,91 |
5,86 |
98,93 |
5,89 |
WS0922 |
PL0000102646 |
98,64 |
99,13 |
5,92 |
5,85 |
98,89 |
5,88 |
IZ0823 |
PL0000105359 |
93,25 |
96,67 |
--- |
--- |
94,96 |
--- |
WS0429 |
PL0000105391 |
96,16 |
98,65 |
6,10 |
5,87 |
97,41 |
5,98 |
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 |
4,520 |
4,516 |
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 |
4,350 |
4,350 |
155 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
150 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
145 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
40 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,420 |
4,420 |
4,420 |
25 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
500 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,420 |
4,450 |
4,443 |
440 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,450 |
4,450 |
4,450 |
80 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,450 |
4,450 |
4,450 |
145 |
OK0112 |
PL0000105730 |
1/2 |
1 |
4,300 |
4,300 |
4,300 |
15 |
OK0712 |
PL0000105912 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
60 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
55 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,450 |
4,450 |
4,450 |
55 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,300 |
4,350 |
4,342 |
120 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,450 |
4,450 |
4,450 |
420 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
20 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,320 |
4,320 |
4,320 |
70 |
WZ0118 |
PL0000104717 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
15 |
DS1013 |
PL0000102836 |
1/8 |
7 |
4,400 |
4,400 |
4,400 |
50 |
OK0112 |
PL0000105730 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
285 |
OK0712 |
PL0000105912 |
1/8 |
7 |
4,400 |
4,400 |
4,400 |
55 |
OK1012 |
PL0000106100 |
1/8 |
7 |
4,400 |
4,400 |
4,400 |
145 |
OK0113 |
PL0000106324 |
0/7 |
7 |
4,300 |
4,300 |
4,300 |
160 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
50 |
TOTAL |
3 255 |