2011-09-20 |
MARKET DATA |
No 181 (1715) |
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 |
1 285,00 |
1 302,95 |
85 |
5 850,00 |
5 938,75 |
29 |
7 135,00 |
7 241,71 |
114 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 285,00 |
1 302,95 |
85 |
5 850,00 |
5 938,75 |
29 |
7 135,00 |
7 241,71 |
114 |
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 |
98,52 |
98,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0412 |
PL0000104659 |
100,13 |
100,13 |
100,13 |
100,13 |
100,13 |
100,13 |
100,13 |
105 000 |
107,18 |
6 |
OK0712 |
PL0000105912 |
96,36 |
96,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
95,40 |
95,40 |
95,37 |
95,37 |
95,37 |
95,37 |
95,37 |
10 000 |
9,54 |
1 |
OK0113 |
PL0000106324 |
94,30 |
94,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
101,25 |
101,15 |
101,27 |
101,28 |
101,27 |
101,28 |
101,27 |
30 000 |
31,03 |
3 |
OK0713 |
PL0000106563 |
92,34 |
92,15 |
92,32 |
92,39 |
92,32 |
92,39 |
92,34 |
177 500 |
163,90 |
10 |
DS1013 |
PL0000102836 |
101,00 |
101,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
90,26 |
89,91 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,61 |
102,33 |
102,55 |
102,61 |
102,52 |
102,61 |
102,54 |
60 000 |
62,94 |
5 |
PS0415 |
PL0000105953 |
102,03 |
101,89 |
102,05 |
102,06 |
102,00 |
102,00 |
102,03 |
50 000 |
52,14 |
5 |
DS1015 |
PL0000103602 |
104,66 |
104,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
99,66 |
99,49 |
99,62 |
99,68 |
99,52 |
99,68 |
99,59 |
225 000 |
228,68 |
25 |
DS1017 |
PL0000104543 |
99,37 |
98,69 |
99,25 |
99,50 |
99,25 |
99,50 |
99,41 |
20 000 |
20,84 |
3 |
DS1019 |
PL0000105441 |
98,70 |
97,95 |
98,22 |
98,56 |
98,22 |
98,56 |
98,40 |
25 000 |
25,85 |
3 |
DS1020 |
PL0000106126 |
95,90 |
95,52 |
95,40 |
95,90 |
95,40 |
95,80 |
95,72 |
40 000 |
40,20 |
5 |
DS1021 |
PL0000106670 |
98,84 |
98,42 |
98,45 |
98,85 |
98,45 |
98,84 |
98,69 |
55 000 |
57,15 |
7 |
WS0922 |
PL0000102646 |
98,85 |
98,40 |
98,40 |
98,90 |
98,37 |
98,85 |
98,60 |
70 000 |
69,02 |
7 |
WS0429 |
PL0000105391 |
96,40 |
95,90 |
95,90 |
95,95 |
95,90 |
95,95 |
95,92 |
7 500 |
7,37 |
2 |
WS0437 |
PL0000104857 |
86,50 |
88,50 |
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 |
101,00 |
101,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
96,00 |
96,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,84 |
99,93 |
99,83 |
99,83 |
99,83 |
99,83 |
99,83 |
10 000 |
10,06 |
1 |
WZ0118 |
PL0000104717 |
98,10 |
98,26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,45 |
96,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
885 000 |
885,90 |
83 |
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 |
6 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19OCT11 |
PL0000005914 |
27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26OCT11 |
PL0000005922 |
34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
132 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
160 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
188 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
251 |
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 |
102,05 |
200 000 |
208,61 |
DS1017 |
PL0000104543 |
99,45 |
200 000 |
208,45 |
TOTAL |
417,06 |
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 |
4,28 |
100,13 |
4,44 |
OK0712 |
PL0000105912 |
96,31 |
96,51 |
4,57 |
4,31 |
96,41 |
4,44 |
OK1012 |
PL0000106100 |
95,29 |
95,49 |
4,51 |
4,31 |
95,39 |
4,41 |
OK0113 |
PL0000106324 |
94,24 |
94,43 |
4,51 |
4,35 |
94,34 |
4,43 |
PS0413 |
PL0000105037 |
101,09 |
101,28 |
4,50 |
4,38 |
101,19 |
4,44 |
OK0713 |
PL0000106563 |
92,18 |
92,37 |
4,52 |
4,41 |
92,28 |
4,46 |
DS1013 |
PL0000102836 |
100,88 |
101,07 |
4,54 |
4,44 |
100,98 |
4,49 |
PS0414 |
PL0000105433 |
102,46 |
102,71 |
4,70 |
4,60 |
102,59 |
4,65 |
WZ0115 |
PL0000106480 |
99,45 |
100,37 |
--- |
--- |
99,91 |
--- |
PS0415 |
PL0000105953 |
101,91 |
102,15 |
4,89 |
4,82 |
102,03 |
4,86 |
DS1015 |
PL0000103602 |
104,52 |
104,78 |
4,99 |
4,92 |
104,65 |
4,96 |
PS0416 |
PL0000106340 |
99,44 |
99,71 |
5,13 |
5,06 |
99,58 |
5,09 |
IZ0816 |
PL0000103529 |
99,85 |
102,18 |
--- |
--- |
101,02 |
--- |
DS1017 |
PL0000104543 |
99,11 |
99,50 |
5,42 |
5,34 |
99,31 |
5,38 |
WZ0118 |
PL0000104717 |
97,63 |
98,81 |
--- |
--- |
98,22 |
--- |
DS1019 |
PL0000105441 |
98,17 |
98,59 |
5,78 |
5,72 |
98,38 |
5,75 |
DS1020 |
PL0000106126 |
95,30 |
95,73 |
5,93 |
5,86 |
95,52 |
5,89 |
WZ0121 |
PL0000106068 |
95,88 |
97,45 |
--- |
--- |
96,67 |
--- |
DS1021 |
PL0000106670 |
98,36 |
98,77 |
5,96 |
5,91 |
98,57 |
5,94 |
WS0922 |
PL0000102646 |
98,14 |
98,62 |
5,98 |
5,92 |
98,38 |
5,95 |
IZ0823 |
PL0000105359 |
94,31 |
97,91 |
--- |
--- |
96,11 |
--- |
WS0429 |
PL0000105391 |
95,38 |
97,69 |
6,18 |
5,96 |
96,54 |
6,07 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,06 |
100,22 |
4,56 |
4,28 |
100,14 |
4,42 |
OK0712 |
PL0000105912 |
96,31 |
96,52 |
4,57 |
4,30 |
96,42 |
4,43 |
OK1012 |
PL0000106100 |
95,30 |
95,50 |
4,50 |
4,30 |
95,40 |
4,40 |
OK0113 |
PL0000106324 |
94,24 |
94,43 |
4,51 |
4,35 |
94,34 |
4,43 |
PS0413 |
PL0000105037 |
101,17 |
101,36 |
4,45 |
4,32 |
101,27 |
4,38 |
OK0713 |
PL0000106563 |
92,28 |
92,47 |
4,46 |
4,34 |
92,38 |
4,40 |
DS1013 |
PL0000102836 |
100,97 |
101,16 |
4,49 |
4,40 |
101,07 |
4,44 |
PS0414 |
PL0000105433 |
102,46 |
102,71 |
4,70 |
4,60 |
102,59 |
4,65 |
WZ0115 |
PL0000106480 |
99,28 |
100,48 |
--- |
--- |
99,88 |
--- |
PS0415 |
PL0000105953 |
101,90 |
102,17 |
4,90 |
4,82 |
102,04 |
4,85 |
DS1015 |
PL0000103602 |
104,51 |
104,80 |
5,00 |
4,92 |
104,66 |
4,96 |
PS0416 |
PL0000106340 |
99,49 |
99,76 |
5,12 |
5,05 |
99,63 |
5,08 |
IZ0816 |
PL0000103529 |
99,89 |
102,34 |
--- |
--- |
101,12 |
--- |
DS1017 |
PL0000104543 |
99,25 |
99,66 |
5,39 |
5,31 |
99,46 |
5,35 |
WZ0118 |
PL0000104717 |
97,61 |
98,85 |
--- |
--- |
98,23 |
--- |
DS1019 |
PL0000105441 |
98,46 |
98,89 |
5,74 |
5,67 |
98,68 |
5,70 |
DS1020 |
PL0000106126 |
95,55 |
95,98 |
5,89 |
5,83 |
95,77 |
5,86 |
WZ0121 |
PL0000106068 |
95,75 |
97,44 |
--- |
--- |
96,60 |
--- |
DS1021 |
PL0000106670 |
98,61 |
99,03 |
5,93 |
5,87 |
98,82 |
5,90 |
WS0922 |
PL0000102646 |
98,59 |
99,09 |
5,92 |
5,86 |
98,84 |
5,89 |
IZ0823 |
PL0000105359 |
94,52 |
97,59 |
--- |
--- |
96,06 |
--- |
WS0429 |
PL0000105391 |
95,40 |
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) |
(%) |
(%) |
(%) |
|
|
|
|
0,000 |
0,000 |
0,000 |
0 |
TOTAL |
0 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,000 |
4,000 |
4,000 |
10 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
70 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,210 |
4,210 |
4,210 |
420 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,000 |
4,210 |
4,168 |
25 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,210 |
4,210 |
4,210 |
490 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,210 |
4,210 |
4,210 |
420 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,210 |
4,210 |
4,210 |
20 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,210 |
4,210 |
4,210 |
180 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,000 |
4,210 |
4,207 |
305 |
OK0712 |
PL0000105912 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
15 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,210 |
4,210 |
4,210 |
195 |
OK0113 |
PL0000106324 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
35 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
115 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,210 |
4,210 |
4,210 |
20 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,210 |
4,250 |
4,219 |
390 |
PS0412 |
PL0000104659 |
0/2 |
2 |
4,250 |
4,250 |
4,250 |
20 |
DS1013 |
PL0000102836 |
0/7 |
7 |
4,250 |
4,250 |
4,250 |
80 |
TOTAL |
2 810 |