2011-09-19 |
MARKET DATA |
No 180 (1714) |
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 |
897,50 |
915,17 |
95 |
3 530,00 |
3 628,76 |
36 |
4 427,50 |
4 543,93 |
131 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
897,50 |
915,17 |
95 |
3 530,00 |
3 628,76 |
36 |
4 427,50 |
4 543,93 |
131 |
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 |
98,51 |
98,51 |
98,51 |
98,52 |
98,51 |
98,52 |
98,51 |
60 000 |
59,11 |
3 |
PS0412 |
PL0000104659 |
100,11 |
100,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
96,41 |
96,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
95,34 |
95,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
94,29 |
94,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
101,23 |
101,21 |
101,19 |
101,19 |
101,19 |
101,19 |
101,19 |
5 000 |
5,17 |
1 |
OK0713 |
PL0000106563 |
92,29 |
92,30 |
92,29 |
92,29 |
92,28 |
92,28 |
92,29 |
20 000 |
18,46 |
2 |
DS1013 |
PL0000102836 |
101,04 |
101,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
90,25 |
90,13 |
90,25 |
90,25 |
90,25 |
90,25 |
90,25 |
7 500 |
6,77 |
1 |
PS0414 |
PL0000105433 |
102,67 |
102,55 |
102,64 |
102,64 |
102,55 |
102,55 |
102,58 |
105 000 |
110,17 |
8 |
PS0415 |
PL0000105953 |
102,16 |
101,96 |
102,20 |
102,22 |
101,95 |
101,95 |
102,02 |
80 000 |
83,41 |
9 |
DS1015 |
PL0000103602 |
104,85 |
104,60 |
104,85 |
104,85 |
104,72 |
104,72 |
104,75 |
40 000 |
44,18 |
3 |
PS0416 |
PL0000106340 |
99,65 |
99,59 |
99,63 |
99,75 |
99,60 |
99,60 |
99,67 |
105 000 |
106,80 |
12 |
DS1017 |
PL0000104543 |
99,47 |
99,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
98,80 |
98,40 |
98,80 |
98,80 |
98,35 |
98,35 |
98,54 |
65 000 |
67,29 |
8 |
DS1020 |
PL0000106126 |
95,83 |
95,47 |
95,70 |
95,78 |
95,35 |
95,35 |
95,65 |
175 000 |
175,71 |
20 |
DS1021 |
PL0000106670 |
98,95 |
98,55 |
98,95 |
98,95 |
98,26 |
98,26 |
98,55 |
130 000 |
134,89 |
16 |
WS0922 |
PL0000102646 |
98,90 |
98,47 |
98,90 |
98,90 |
98,16 |
98,16 |
98,57 |
90 000 |
88,71 |
10 |
WS0429 |
PL0000105391 |
97,04 |
96,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
86,94 |
88,00 |
86,94 |
86,94 |
86,94 |
86,94 |
86,94 |
5 000 |
4,45 |
1 |
DZ1111 |
PL0000103222 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,70 |
101,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
96,00 |
96,40 |
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 |
99,90 |
99,95 |
99,88 |
99,88 |
99,88 |
99,88 |
99,88 |
10 000 |
10,06 |
1 |
WZ0118 |
PL0000104717 |
98,00 |
98,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,50 |
96,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
897 500 |
915,17 |
95 |
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 |
7 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19OCT11 |
PL0000005914 |
28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26OCT11 |
PL0000005922 |
35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
133 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
161 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
189 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
252 |
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 |
100,21 |
4,56 |
4,30 |
100,14 |
4,42 |
OK0712 |
PL0000105912 |
96,31 |
96,50 |
4,55 |
4,31 |
96,41 |
4,42 |
OK1012 |
PL0000106100 |
95,30 |
95,49 |
4,49 |
4,30 |
95,40 |
4,39 |
OK0113 |
PL0000106324 |
94,23 |
94,42 |
4,51 |
4,35 |
94,33 |
4,43 |
PS0413 |
PL0000105037 |
101,16 |
101,35 |
4,46 |
4,33 |
101,26 |
4,39 |
OK0713 |
PL0000106563 |
92,24 |
92,44 |
4,48 |
4,36 |
92,34 |
4,42 |
DS1013 |
PL0000102836 |
100,95 |
101,15 |
4,50 |
4,40 |
101,05 |
4,45 |
PS0414 |
PL0000105433 |
102,58 |
102,83 |
4,65 |
4,55 |
102,71 |
4,60 |
WZ0115 |
PL0000106480 |
99,49 |
100,43 |
--- |
--- |
99,96 |
--- |
PS0415 |
PL0000105953 |
102,08 |
102,33 |
4,84 |
4,77 |
102,21 |
4,80 |
DS1015 |
PL0000103602 |
104,73 |
105,01 |
4,94 |
4,86 |
104,87 |
4,90 |
PS0416 |
PL0000106340 |
99,58 |
99,87 |
5,09 |
5,02 |
99,73 |
5,05 |
IZ0816 |
PL0000103529 |
99,76 |
102,21 |
--- |
--- |
100,99 |
--- |
DS1017 |
PL0000104543 |
99,36 |
99,75 |
5,37 |
5,29 |
99,56 |
5,33 |
WZ0118 |
PL0000104717 |
97,59 |
98,84 |
--- |
--- |
98,22 |
--- |
DS1019 |
PL0000105441 |
98,72 |
99,15 |
5,70 |
5,63 |
98,94 |
5,66 |
DS1020 |
PL0000106126 |
95,72 |
96,14 |
5,86 |
5,80 |
95,93 |
5,83 |
WZ0121 |
PL0000106068 |
95,88 |
97,39 |
--- |
--- |
96,64 |
--- |
DS1021 |
PL0000106670 |
98,82 |
99,26 |
5,90 |
5,84 |
99,04 |
5,87 |
WS0922 |
PL0000102646 |
98,76 |
99,25 |
5,90 |
5,84 |
99,01 |
5,87 |
IZ0823 |
PL0000105359 |
94,04 |
97,23 |
--- |
--- |
95,64 |
--- |
WS0429 |
PL0000105391 |
96,26 |
98,27 |
6,09 |
5,90 |
97,27 |
6,00 |
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 |
4,57 |
4,30 |
100,13 |
4,44 |
OK0712 |
PL0000105912 |
96,31 |
96,50 |
4,55 |
4,31 |
96,41 |
4,42 |
OK1012 |
PL0000106100 |
95,29 |
95,48 |
4,50 |
4,31 |
95,39 |
4,40 |
OK0113 |
PL0000106324 |
94,21 |
94,40 |
4,52 |
4,37 |
94,31 |
4,44 |
PS0413 |
PL0000105037 |
101,10 |
101,27 |
4,50 |
4,38 |
101,19 |
4,44 |
OK0713 |
PL0000106563 |
92,20 |
92,38 |
4,50 |
4,39 |
92,29 |
4,45 |
DS1013 |
PL0000102836 |
100,88 |
101,08 |
4,54 |
4,44 |
100,98 |
4,49 |
PS0414 |
PL0000105433 |
102,43 |
102,65 |
4,72 |
4,63 |
102,54 |
4,67 |
WZ0115 |
PL0000106480 |
99,45 |
100,40 |
--- |
--- |
99,93 |
--- |
PS0415 |
PL0000105953 |
101,82 |
102,07 |
4,92 |
4,85 |
101,95 |
4,88 |
DS1015 |
PL0000103602 |
104,37 |
104,66 |
5,03 |
4,96 |
104,52 |
4,99 |
PS0416 |
PL0000106340 |
99,41 |
99,67 |
5,13 |
5,07 |
99,54 |
5,10 |
IZ0816 |
PL0000103529 |
99,76 |
102,25 |
--- |
--- |
101,01 |
--- |
DS1017 |
PL0000104543 |
98,97 |
99,34 |
5,45 |
5,37 |
99,16 |
5,41 |
WZ0118 |
PL0000104717 |
97,60 |
98,85 |
--- |
--- |
98,23 |
--- |
DS1019 |
PL0000105441 |
98,08 |
98,49 |
5,80 |
5,73 |
98,29 |
5,76 |
DS1020 |
PL0000106126 |
95,21 |
95,60 |
5,94 |
5,88 |
95,41 |
5,91 |
WZ0121 |
PL0000106068 |
95,88 |
97,51 |
--- |
--- |
96,70 |
--- |
DS1021 |
PL0000106670 |
98,26 |
98,68 |
5,98 |
5,92 |
98,47 |
5,95 |
WS0922 |
PL0000102646 |
98,07 |
98,59 |
5,99 |
5,92 |
98,33 |
5,95 |
IZ0823 |
PL0000105359 |
94,50 |
97,28 |
--- |
--- |
95,89 |
--- |
WS0429 |
PL0000105391 |
95,41 |
97,65 |
6,18 |
5,96 |
96,53 |
6,07 |
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 |
4,300 |
4,350 |
4,316 |
1 180 |
TOTAL |
1 180 |
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 |
4,100 |
4,100 |
4,100 |
5 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
10 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,000 |
4,000 |
4,000 |
10 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,000 |
4,150 |
4,100 |
30 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
145 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,000 |
4,000 |
4,000 |
5 |
PS0412 |
PL0000104659 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
20 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,170 |
4,200 |
4,190 |
490 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
100 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,170 |
4,170 |
4,170 |
160 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,170 |
4,200 |
4,177 |
180 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,000 |
4,170 |
4,167 |
260 |
OK0112 |
PL0000105730 |
1/2 |
1 |
4,100 |
4,100 |
4,100 |
15 |
OK0712 |
PL0000105912 |
1/2 |
1 |
4,100 |
4,150 |
4,140 |
75 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,170 |
4,200 |
4,193 |
140 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
20 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,170 |
4,200 |
4,185 |
40 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
115 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,170 |
4,170 |
4,170 |
390 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,170 |
4,200 |
4,193 |
80 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,170 |
4,170 |
4,170 |
20 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,170 |
4,170 |
4,170 |
20 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
20 |
TOTAL |
2 350 |