2011-09-16 |
MARKET DATA |
No 179 (1713) |
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 |
1 475,00 |
1 510,20 |
121 |
4 400,00 |
4 481,08 |
39 |
5 875,00 |
5 991,29 |
160 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 475,00 |
1 510,20 |
121 |
4 400,00 |
4 481,08 |
39 |
5 875,00 |
5 991,29 |
160 |
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 |
98,49 |
98,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0412 |
PL0000104659 |
100,12 |
100,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
96,39 |
96,39 |
96,39 |
96,40 |
96,39 |
96,40 |
96,40 |
40 000 |
38,56 |
4 |
OK1012 |
PL0000106100 |
95,37 |
95,35 |
95,25 |
95,40 |
95,25 |
95,40 |
95,38 |
150 000 |
143,07 |
10 |
OK0113 |
PL0000106324 |
94,31 |
94,31 |
94,31 |
94,32 |
94,31 |
94,31 |
94,31 |
32 500 |
30,65 |
5 |
PS0413 |
PL0000105037 |
101,25 |
101,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
92,32 |
92,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,05 |
101,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
90,11 |
90,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,73 |
102,72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,23 |
102,26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,90 |
104,90 |
104,90 |
104,90 |
104,80 |
104,90 |
104,86 |
45 000 |
49,74 |
4 |
PS0416 |
PL0000106340 |
99,89 |
99,80 |
99,85 |
99,89 |
99,78 |
99,83 |
99,83 |
155 000 |
157,88 |
16 |
DS1017 |
PL0000104543 |
99,70 |
99,60 |
99,63 |
99,75 |
99,63 |
99,75 |
99,68 |
100 000 |
104,42 |
12 |
DS1019 |
PL0000105441 |
99,15 |
99,15 |
99,10 |
99,25 |
99,00 |
99,25 |
99,11 |
42 500 |
44,24 |
5 |
DS1020 |
PL0000106126 |
96,30 |
96,14 |
96,30 |
96,30 |
96,08 |
96,16 |
96,24 |
265 000 |
267,61 |
32 |
DS1021 |
PL0000106670 |
99,42 |
99,11 |
99,36 |
99,42 |
99,11 |
99,20 |
99,26 |
122 500 |
127,96 |
14 |
WS0922 |
PL0000102646 |
99,33 |
99,15 |
99,20 |
99,30 |
99,08 |
99,20 |
99,18 |
120 000 |
125,86 |
16 |
WS0429 |
PL0000105391 |
97,38 |
97,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
86,50 |
89,00 |
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 |
95,20 |
95,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0911 |
PL0000103305 |
99,99 |
100,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,96 |
99,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,15 |
98,21 |
98,21 |
98,21 |
98,21 |
98,21 |
98,21 |
2 500 |
2,47 |
1 |
WZ0121 |
PL0000106068 |
96,52 |
96,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 075 000 |
1 092,46 |
119 |
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) |
28SEP11 |
PL0000005880 |
8 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19OCT11 |
PL0000005914 |
29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26OCT11 |
PL0000005922 |
36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
134 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
162 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
190 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
253 |
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 |
208,95 |
DS1017 |
PL0000104543 |
99,65 |
200 000 |
208,79 |
TOTAL |
417,74 |
FIXING - T-BONDS (10:05 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,04 |
100,22 |
4,59 |
4,29 |
100,13 |
4,44 |
OK0712 |
PL0000105912 |
96,29 |
96,48 |
4,56 |
4,32 |
96,39 |
4,44 |
OK1012 |
PL0000106100 |
95,25 |
95,43 |
4,53 |
4,35 |
95,34 |
4,44 |
OK0113 |
PL0000106324 |
94,24 |
94,41 |
4,49 |
4,35 |
94,33 |
4,42 |
PS0413 |
PL0000105037 |
101,19 |
101,38 |
4,44 |
4,31 |
101,29 |
4,37 |
OK0713 |
PL0000106563 |
92,19 |
92,39 |
4,50 |
4,38 |
92,29 |
4,44 |
DS1013 |
PL0000102836 |
100,97 |
101,16 |
4,49 |
4,40 |
101,07 |
4,44 |
PS0414 |
PL0000105433 |
102,57 |
102,81 |
4,66 |
4,56 |
102,69 |
4,61 |
WZ0115 |
PL0000106480 |
99,41 |
100,57 |
--- |
--- |
99,99 |
--- |
PS0415 |
PL0000105953 |
102,09 |
102,36 |
4,84 |
4,76 |
102,23 |
4,80 |
DS1015 |
PL0000103602 |
104,71 |
105,00 |
4,94 |
4,87 |
104,86 |
4,90 |
PS0416 |
PL0000106340 |
99,65 |
99,92 |
5,07 |
5,01 |
99,79 |
5,04 |
IZ0816 |
PL0000103529 |
99,52 |
102,37 |
--- |
--- |
100,95 |
--- |
DS1017 |
PL0000104543 |
99,42 |
99,82 |
5,36 |
5,28 |
99,62 |
5,32 |
WZ0118 |
PL0000104717 |
97,55 |
98,78 |
--- |
--- |
98,17 |
--- |
DS1019 |
PL0000105441 |
98,91 |
99,32 |
5,67 |
5,60 |
99,12 |
5,63 |
DS1020 |
PL0000106126 |
96,03 |
96,44 |
5,82 |
5,76 |
96,24 |
5,79 |
WZ0121 |
PL0000106068 |
95,82 |
97,31 |
--- |
--- |
96,57 |
--- |
DS1021 |
PL0000106670 |
99,10 |
99,55 |
5,86 |
5,80 |
99,33 |
5,83 |
WS0922 |
PL0000102646 |
99,02 |
99,49 |
5,87 |
5,81 |
99,26 |
5,84 |
IZ0823 |
PL0000105359 |
93,91 |
96,84 |
--- |
--- |
95,38 |
--- |
WS0429 |
PL0000105391 |
96,73 |
99,18 |
6,05 |
5,82 |
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 |
100,05 |
100,21 |
4,58 |
4,31 |
100,13 |
4,44 |
OK0712 |
PL0000105912 |
96,31 |
96,50 |
4,54 |
4,30 |
96,41 |
4,41 |
OK1012 |
PL0000106100 |
95,29 |
95,48 |
4,49 |
4,30 |
95,39 |
4,39 |
OK0113 |
PL0000106324 |
94,23 |
94,40 |
4,50 |
4,36 |
94,32 |
4,42 |
PS0413 |
PL0000105037 |
101,19 |
101,35 |
4,44 |
4,33 |
101,27 |
4,39 |
OK0713 |
PL0000106563 |
92,23 |
92,42 |
4,48 |
4,36 |
92,33 |
4,42 |
DS1013 |
PL0000102836 |
100,97 |
101,15 |
4,49 |
4,40 |
101,06 |
4,45 |
PS0414 |
PL0000105433 |
102,63 |
102,87 |
4,64 |
4,54 |
102,75 |
4,59 |
WZ0115 |
PL0000106480 |
99,61 |
100,31 |
--- |
--- |
99,96 |
--- |
PS0415 |
PL0000105953 |
102,11 |
102,38 |
4,83 |
4,75 |
102,25 |
4,79 |
DS1015 |
PL0000103602 |
104,85 |
105,14 |
4,91 |
4,83 |
105,00 |
4,87 |
PS0416 |
PL0000106340 |
99,76 |
100,01 |
5,05 |
4,99 |
99,89 |
5,02 |
IZ0816 |
PL0000103529 |
99,64 |
102,25 |
--- |
--- |
100,95 |
--- |
DS1017 |
PL0000104543 |
99,51 |
99,87 |
5,34 |
5,27 |
99,69 |
5,30 |
WZ0118 |
PL0000104717 |
97,64 |
98,75 |
--- |
--- |
98,20 |
--- |
DS1019 |
PL0000105441 |
98,91 |
99,32 |
5,67 |
5,60 |
99,12 |
5,63 |
DS1020 |
PL0000106126 |
96,07 |
96,45 |
5,81 |
5,76 |
96,26 |
5,78 |
WZ0121 |
PL0000106068 |
95,93 |
97,21 |
--- |
--- |
96,57 |
--- |
DS1021 |
PL0000106670 |
99,08 |
99,50 |
5,87 |
5,81 |
99,29 |
5,84 |
WS0922 |
PL0000102646 |
98,98 |
99,45 |
5,87 |
5,81 |
99,22 |
5,84 |
IZ0823 |
PL0000105359 |
94,23 |
96,72 |
--- |
--- |
95,48 |
--- |
WS0429 |
PL0000105391 |
96,40 |
98,70 |
6,08 |
5,86 |
97,55 |
5,97 |
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 |
0/3 |
3 |
4,100 |
4,410 |
4,307 |
2 200 |
TOTAL |
2 200 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
3/4 |
1 |
4,300 |
4,300 |
4,300 |
55 |
DS1017 |
PL0000104543 |
3/4 |
1 |
4,350 |
4,370 |
4,361 |
80 |
PS0413 |
PL0000105037 |
3/4 |
1 |
4,350 |
4,350 |
4,350 |
100 |
PS0414 |
PL0000105433 |
3/4 |
1 |
4,370 |
4,370 |
4,370 |
40 |
DS1019 |
PL0000105441 |
3/4 |
1 |
4,370 |
4,370 |
4,370 |
20 |
OK0112 |
PL0000105730 |
3/4 |
1 |
4,300 |
4,300 |
4,300 |
15 |
OK0712 |
PL0000105912 |
3/4 |
1 |
4,350 |
4,350 |
4,350 |
60 |
PS0415 |
PL0000105953 |
3/4 |
1 |
4,370 |
4,370 |
4,370 |
60 |
DS1020 |
PL0000106126 |
3/4 |
1 |
4,370 |
4,370 |
4,370 |
20 |
OK0113 |
PL0000106324 |
3/4 |
1 |
4,350 |
4,350 |
4,350 |
200 |
DS1019 |
PL0000105441 |
3/5 |
2 |
4,350 |
4,350 |
4,350 |
170 |
PS0416 |
PL0000106340 |
3/5 |
2 |
4,350 |
4,350 |
4,350 |
260 |
DS1021 |
PL0000106670 |
3/5 |
2 |
4,350 |
4,350 |
4,350 |
20 |
WS0922 |
PL0000102646 |
0/3 |
3 |
4,300 |
4,300 |
4,300 |
45 |
DS1013 |
PL0000102836 |
0/3 |
3 |
4,000 |
4,400 |
4,263 |
80 |
DS1017 |
PL0000104543 |
0/3 |
3 |
4,370 |
4,370 |
4,370 |
85 |
PS0412 |
PL0000104659 |
0/3 |
3 |
4,300 |
4,300 |
4,300 |
20 |
PS0413 |
PL0000105037 |
0/3 |
3 |
4,370 |
4,370 |
4,370 |
490 |
WS0429 |
PL0000105391 |
0/3 |
3 |
4,020 |
4,020 |
4,020 |
5 |
PS0414 |
PL0000105433 |
0/3 |
3 |
4,370 |
4,370 |
4,370 |
20 |
PS0415 |
PL0000105953 |
0/3 |
3 |
4,370 |
4,370 |
4,370 |
55 |
DS1020 |
PL0000106126 |
0/3 |
3 |
4,370 |
4,370 |
4,370 |
30 |
PS0416 |
PL0000106340 |
0/3 |
3 |
4,300 |
4,300 |
4,300 |
20 |
DS1021 |
PL0000106670 |
0/3 |
3 |
4,370 |
4,370 |
4,370 |
20 |
DS1013 |
PL0000102836 |
3/10 |
7 |
4,350 |
4,350 |
4,350 |
10 |
PS0413 |
PL0000105037 |
3/10 |
7 |
4,370 |
4,370 |
4,370 |
220 |
TOTAL |
2 200 |