2011-09-15 |
MARKET DATA |
No 178 (1712) |
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 |
1 270,00 |
1 313,67 |
99 |
3 500,00 |
3 517,58 |
26 |
4 770,00 |
4 831,25 |
125 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 270,00 |
1 313,67 |
99 |
3 500,00 |
3 517,58 |
26 |
4 770,00 |
4 831,25 |
125 |
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 |
98,46 |
98,51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0412 |
PL0000104659 |
100,10 |
100,16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
96,31 |
96,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
95,32 |
95,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
94,27 |
94,35 |
94,35 |
94,35 |
94,35 |
94,35 |
94,35 |
25 000 |
23,59 |
1 |
PS0413 |
PL0000105037 |
101,28 |
101,25 |
101,25 |
101,27 |
101,25 |
101,27 |
101,26 |
20 000 |
20,67 |
2 |
OK0713 |
PL0000106563 |
92,30 |
92,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,11 |
101,10 |
101,10 |
101,12 |
101,10 |
101,11 |
101,11 |
30 000 |
31,69 |
3 |
OK0114 |
PL0000106712 |
96,99 |
90,03 |
90,03 |
90,03 |
90,03 |
90,03 |
90,03 |
5 000 |
4,50 |
1 |
PS0414 |
PL0000105433 |
102,75 |
102,64 |
102,66 |
102,75 |
102,66 |
102,73 |
102,68 |
65 000 |
68,25 |
7 |
PS0415 |
PL0000105953 |
102,30 |
102,18 |
102,23 |
102,25 |
102,20 |
102,24 |
102,22 |
85 000 |
88,76 |
8 |
DS1015 |
PL0000103602 |
105,00 |
104,70 |
105,01 |
105,05 |
105,00 |
105,00 |
105,03 |
42 500 |
47,04 |
5 |
PS0416 |
PL0000106340 |
99,90 |
99,62 |
99,64 |
99,93 |
99,62 |
99,82 |
99,80 |
110 000 |
111,99 |
13 |
DS1017 |
PL0000104543 |
99,68 |
99,50 |
99,50 |
99,85 |
99,50 |
99,85 |
99,64 |
40 000 |
41,75 |
4 |
DS1019 |
PL0000105441 |
99,27 |
98,93 |
99,00 |
99,20 |
99,00 |
99,20 |
99,16 |
25 000 |
26,03 |
3 |
DS1020 |
PL0000106126 |
96,65 |
96,00 |
96,10 |
96,80 |
96,10 |
96,40 |
96,50 |
127 500 |
129,07 |
15 |
DS1021 |
PL0000106670 |
99,75 |
99,00 |
99,00 |
99,60 |
99,00 |
99,44 |
99,38 |
220 000 |
230,04 |
23 |
WS0922 |
PL0000102646 |
99,48 |
99,00 |
99,00 |
99,40 |
98,95 |
99,40 |
99,17 |
52 500 |
55,05 |
7 |
WS0429 |
PL0000105391 |
98,00 |
97,75 |
98,00 |
98,25 |
98,00 |
98,25 |
98,08 |
15 000 |
15,06 |
3 |
WS0437 |
PL0000104857 |
86,00 |
87,05 |
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 |
95,10 |
95,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0911 |
PL0000103305 |
99,95 |
100,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,90 |
99,90 |
99,90 |
99,90 |
99,90 |
99,90 |
99,90 |
7 500 |
7,55 |
2 |
WZ0118 |
PL0000104717 |
98,05 |
98,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,55 |
96,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
870 000 |
901,04 |
97 |
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 |
2 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28SEP11 |
PL0000005880 |
9 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19OCT11 |
PL0000005914 |
30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26OCT11 |
PL0000005922 |
37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
135 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
163 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
191 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
254 |
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) |
PS0415 |
PL0000105953 |
102,25 |
200 000 |
208,92 |
PS0416 |
PL0000106340 |
99,85 |
200 000 |
203,72 |
TOTAL |
412,63 |
FIXING - T-BONDS (10:05 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,05 |
100,22 |
4,58 |
4,29 |
100,14 |
4,43 |
OK0712 |
PL0000105912 |
96,26 |
96,46 |
4,59 |
4,33 |
96,36 |
4,46 |
OK1012 |
PL0000106100 |
95,22 |
95,42 |
4,55 |
4,35 |
95,32 |
4,45 |
OK0113 |
PL0000106324 |
94,20 |
94,40 |
4,51 |
4,35 |
94,30 |
4,43 |
PS0413 |
PL0000105037 |
101,17 |
101,34 |
4,45 |
4,34 |
101,26 |
4,39 |
OK0713 |
PL0000106563 |
92,20 |
92,40 |
4,49 |
4,37 |
92,30 |
4,43 |
DS1013 |
PL0000102836 |
100,95 |
101,14 |
4,50 |
4,41 |
101,05 |
4,45 |
PS0414 |
PL0000105433 |
102,50 |
102,74 |
4,69 |
4,59 |
102,62 |
4,64 |
WZ0115 |
PL0000106480 |
99,40 |
100,39 |
--- |
--- |
99,90 |
--- |
PS0415 |
PL0000105953 |
102,04 |
102,31 |
4,86 |
4,77 |
102,18 |
4,81 |
DS1015 |
PL0000103602 |
104,56 |
104,85 |
4,98 |
4,91 |
104,71 |
4,94 |
PS0416 |
PL0000106340 |
99,44 |
99,71 |
5,13 |
5,06 |
99,58 |
5,09 |
IZ0816 |
PL0000103529 |
99,74 |
102,14 |
--- |
--- |
100,94 |
--- |
DS1017 |
PL0000104543 |
99,21 |
99,61 |
5,40 |
5,32 |
99,41 |
5,36 |
WZ0118 |
PL0000104717 |
97,51 |
98,79 |
--- |
--- |
98,15 |
--- |
DS1019 |
PL0000105441 |
98,70 |
99,13 |
5,70 |
5,63 |
98,92 |
5,66 |
DS1020 |
PL0000106126 |
95,83 |
96,23 |
5,85 |
5,79 |
96,03 |
5,82 |
WZ0121 |
PL0000106068 |
95,90 |
97,22 |
--- |
--- |
96,56 |
--- |
DS1021 |
PL0000106670 |
98,91 |
99,32 |
5,89 |
5,83 |
99,12 |
5,86 |
WS0922 |
PL0000102646 |
98,74 |
99,27 |
5,90 |
5,84 |
99,01 |
5,87 |
IZ0823 |
PL0000105359 |
93,28 |
96,56 |
--- |
--- |
94,92 |
--- |
WS0429 |
PL0000105391 |
96,72 |
98,84 |
6,05 |
5,85 |
97,78 |
5,95 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,05 |
100,21 |
4,58 |
4,31 |
100,13 |
4,44 |
OK0712 |
PL0000105912 |
96,28 |
96,49 |
4,56 |
4,29 |
96,39 |
4,42 |
OK1012 |
PL0000106100 |
95,22 |
95,43 |
4,55 |
4,34 |
95,33 |
4,44 |
OK0113 |
PL0000106324 |
94,23 |
94,42 |
4,49 |
4,33 |
94,33 |
4,41 |
PS0413 |
PL0000105037 |
101,21 |
101,40 |
4,43 |
4,30 |
101,31 |
4,36 |
OK0713 |
PL0000106563 |
92,22 |
92,41 |
4,48 |
4,36 |
92,32 |
4,42 |
DS1013 |
PL0000102836 |
101,05 |
101,24 |
4,45 |
4,36 |
101,15 |
4,40 |
PS0414 |
PL0000105433 |
102,60 |
102,83 |
4,65 |
4,55 |
102,72 |
4,60 |
WZ0115 |
PL0000106480 |
99,49 |
100,46 |
--- |
--- |
99,98 |
--- |
PS0415 |
PL0000105953 |
102,12 |
102,40 |
4,83 |
4,75 |
102,26 |
4,79 |
DS1015 |
PL0000103602 |
104,78 |
105,06 |
4,93 |
4,85 |
104,92 |
4,89 |
PS0416 |
PL0000106340 |
99,69 |
99,96 |
5,07 |
5,00 |
99,83 |
5,03 |
IZ0816 |
PL0000103529 |
99,81 |
102,17 |
--- |
--- |
100,99 |
--- |
DS1017 |
PL0000104543 |
99,47 |
99,88 |
5,35 |
5,27 |
99,68 |
5,31 |
WZ0118 |
PL0000104717 |
97,57 |
98,75 |
--- |
--- |
98,16 |
--- |
DS1019 |
PL0000105441 |
99,05 |
99,49 |
5,64 |
5,57 |
99,27 |
5,61 |
DS1020 |
PL0000106126 |
96,21 |
96,62 |
5,79 |
5,73 |
96,42 |
5,76 |
WZ0121 |
PL0000106068 |
95,85 |
97,28 |
--- |
--- |
96,57 |
--- |
DS1021 |
PL0000106670 |
99,25 |
99,68 |
5,84 |
5,79 |
99,47 |
5,81 |
WS0922 |
PL0000102646 |
99,03 |
99,57 |
5,87 |
5,80 |
99,30 |
5,83 |
IZ0823 |
PL0000105359 |
93,98 |
96,67 |
--- |
--- |
95,33 |
--- |
WS0429 |
PL0000105391 |
96,72 |
99,03 |
6,05 |
5,83 |
97,88 |
5,94 |
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 |
4,520 |
4,520 |
4,520 |
300 |
TOTAL |
300 |
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 |
4,300 |
4,300 |
4,300 |
10 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
100 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,410 |
4,410 |
4,410 |
40 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,410 |
4,410 |
4,410 |
180 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,410 |
4,410 |
4,410 |
20 |
OK0113 |
PL0000106324 |
0/1 |
1 |
4,500 |
4,500 |
4,500 |
220 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,300 |
4,400 |
4,350 |
800 |
OK0713 |
PL0000106563 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
110 |
WS0922 |
PL0000102646 |
1/4 |
3 |
4,350 |
4,350 |
4,350 |
90 |
DS1013 |
PL0000102836 |
1/4 |
3 |
4,350 |
4,350 |
4,350 |
100 |
DS1015 |
PL0000103602 |
1/4 |
3 |
4,350 |
4,350 |
4,350 |
20 |
DS1017 |
PL0000104543 |
1/4 |
3 |
4,410 |
4,410 |
4,410 |
25 |
PS0413 |
PL0000105037 |
1/4 |
3 |
4,410 |
4,410 |
4,410 |
370 |
OK0112 |
PL0000105730 |
1/4 |
3 |
4,300 |
4,300 |
4,300 |
15 |
DS1020 |
PL0000106126 |
1/4 |
3 |
4,410 |
4,410 |
4,410 |
40 |
OK0113 |
PL0000106324 |
1/4 |
3 |
4,350 |
4,350 |
4,350 |
100 |
PS0416 |
PL0000106340 |
1/4 |
3 |
4,350 |
4,350 |
4,350 |
320 |
OK0713 |
PL0000106563 |
1/4 |
3 |
4,200 |
4,200 |
4,200 |
20 |
OK1012 |
PL0000106100 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
220 |
PS0416 |
PL0000106340 |
1/8 |
7 |
4,450 |
4,450 |
4,450 |
400 |
TOTAL |
3 200 |