2011-09-21 |
MARKET DATA |
No 182 (1716) |
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 |
1 145,00 |
1 157,13 |
116 |
3 350,00 |
3 389,79 |
39 |
4 495,00 |
4 546,92 |
155 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 145,00 |
1 157,13 |
116 |
3 350,00 |
3 389,79 |
39 |
4 495,00 |
4 546,92 |
155 |
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 |
98,53 |
98,56 |
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 |
35 000 |
35,73 |
2 |
OK0712 |
PL0000105912 |
96,39 |
96,44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
95,42 |
95,41 |
95,40 |
95,43 |
95,40 |
95,43 |
95,42 |
65 000 |
62,02 |
4 |
OK0113 |
PL0000106324 |
94,34 |
94,37 |
94,37 |
94,37 |
94,37 |
94,37 |
94,37 |
45 000 |
42,47 |
2 |
PS0413 |
PL0000105037 |
101,44 |
101,26 |
101,26 |
101,26 |
101,26 |
101,26 |
101,26 |
20 000 |
20,69 |
2 |
OK0713 |
PL0000106563 |
92,30 |
92,36 |
92,36 |
92,36 |
92,36 |
92,36 |
92,36 |
10 000 |
9,24 |
1 |
DS1013 |
PL0000102836 |
101,01 |
101,04 |
101,04 |
101,04 |
101,04 |
101,04 |
101,04 |
5 000 |
5,28 |
1 |
OK0114 |
PL0000106712 |
90,13 |
90,10 |
90,02 |
90,02 |
90,02 |
90,02 |
90,02 |
10 000 |
9,00 |
1 |
PS0414 |
PL0000105433 |
102,57 |
102,60 |
102,57 |
102,57 |
102,54 |
102,54 |
102,56 |
17 500 |
18,36 |
2 |
PS0415 |
PL0000105953 |
102,00 |
102,00 |
102,00 |
102,05 |
101,96 |
101,99 |
101,99 |
77 500 |
80,80 |
8 |
DS1015 |
PL0000103602 |
104,59 |
104,55 |
104,61 |
104,61 |
104,42 |
104,42 |
104,58 |
27 500 |
30,33 |
4 |
PS0416 |
PL0000106340 |
99,50 |
99,35 |
99,49 |
99,50 |
99,35 |
99,35 |
99,44 |
150 000 |
152,26 |
15 |
DS1017 |
PL0000104543 |
99,58 |
99,25 |
99,25 |
99,25 |
99,11 |
99,11 |
99,18 |
25 000 |
25,99 |
3 |
DS1019 |
PL0000105441 |
98,70 |
98,35 |
98,67 |
98,67 |
98,45 |
98,60 |
98,55 |
92 500 |
95,80 |
12 |
DS1020 |
PL0000106126 |
95,75 |
95,35 |
95,70 |
95,70 |
95,25 |
95,25 |
95,46 |
180 000 |
180,44 |
28 |
DS1021 |
PL0000106670 |
98,75 |
98,35 |
98,62 |
98,74 |
98,33 |
98,35 |
98,49 |
180 000 |
186,73 |
17 |
WS0922 |
PL0000102646 |
98,75 |
98,40 |
98,70 |
98,70 |
98,35 |
98,35 |
98,50 |
35 000 |
34,48 |
5 |
WS0429 |
PL0000105391 |
96,10 |
96,40 |
96,10 |
96,10 |
96,10 |
96,10 |
96,10 |
20 000 |
19,69 |
3 |
WS0437 |
PL0000104857 |
86,25 |
88,75 |
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 |
95,45 |
96,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,80 |
99,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,15 |
98,35 |
98,40 |
98,40 |
98,40 |
98,40 |
98,40 |
100 000 |
99,18 |
2 |
WZ0121 |
PL0000106068 |
96,50 |
96,60 |
96,50 |
96,50 |
96,50 |
96,50 |
96,50 |
50 000 |
48,64 |
4 |
TOTAL |
1 145 000 |
1 157,13 |
116 |
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 |
5 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19OCT11 |
PL0000005914 |
26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26OCT11 |
PL0000005922 |
33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
131 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
159 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
187 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
250 |
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 |
96,34 |
96,54 |
4,54 |
4,29 |
96,44 |
4,42 |
OK1012 |
PL0000106100 |
95,33 |
95,52 |
4,48 |
4,29 |
95,43 |
4,38 |
OK0113 |
PL0000106324 |
94,26 |
94,46 |
4,50 |
4,34 |
94,36 |
4,42 |
PS0413 |
PL0000105037 |
101,18 |
101,36 |
4,44 |
4,32 |
101,27 |
4,38 |
OK0713 |
PL0000106563 |
92,27 |
92,47 |
4,47 |
4,35 |
92,37 |
4,41 |
DS1013 |
PL0000102836 |
100,97 |
101,16 |
4,49 |
4,40 |
101,07 |
4,44 |
PS0414 |
PL0000105433 |
102,44 |
102,70 |
4,71 |
4,60 |
102,57 |
4,66 |
WZ0115 |
PL0000106480 |
99,29 |
100,49 |
--- |
--- |
99,89 |
--- |
PS0415 |
PL0000105953 |
101,92 |
102,20 |
4,89 |
4,81 |
102,06 |
4,85 |
DS1015 |
PL0000103602 |
104,50 |
104,80 |
5,00 |
4,92 |
104,65 |
4,96 |
PS0416 |
PL0000106340 |
99,44 |
99,73 |
5,13 |
5,06 |
99,59 |
5,09 |
IZ0816 |
PL0000103529 |
99,81 |
102,13 |
--- |
--- |
100,97 |
--- |
DS1017 |
PL0000104543 |
99,24 |
99,65 |
5,39 |
5,31 |
99,45 |
5,35 |
WZ0118 |
PL0000104717 |
97,59 |
99,02 |
--- |
--- |
98,31 |
--- |
DS1019 |
PL0000105441 |
98,38 |
98,80 |
5,75 |
5,68 |
98,59 |
5,72 |
DS1020 |
PL0000106126 |
95,52 |
95,95 |
5,89 |
5,83 |
95,74 |
5,86 |
WZ0121 |
PL0000106068 |
95,83 |
97,67 |
--- |
--- |
96,75 |
--- |
DS1021 |
PL0000106670 |
98,57 |
99,02 |
5,94 |
5,87 |
98,80 |
5,90 |
WS0922 |
PL0000102646 |
98,54 |
99,04 |
5,93 |
5,87 |
98,79 |
5,90 |
IZ0823 |
PL0000105359 |
94,46 |
98,21 |
--- |
--- |
96,34 |
--- |
WS0429 |
PL0000105391 |
95,02 |
98,06 |
6,22 |
5,92 |
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 |
100,21 |
4,56 |
4,30 |
100,14 |
4,42 |
OK0712 |
PL0000105912 |
96,33 |
96,51 |
4,56 |
4,33 |
96,42 |
4,44 |
OK1012 |
PL0000106100 |
95,32 |
95,52 |
4,49 |
4,29 |
95,42 |
4,39 |
OK0113 |
PL0000106324 |
94,27 |
94,45 |
4,49 |
4,35 |
94,36 |
4,42 |
PS0413 |
PL0000105037 |
101,17 |
101,36 |
4,45 |
4,32 |
101,27 |
4,38 |
OK0713 |
PL0000106563 |
92,23 |
92,42 |
4,50 |
4,38 |
92,33 |
4,44 |
DS1013 |
PL0000102836 |
100,96 |
101,15 |
4,50 |
4,40 |
101,06 |
4,45 |
PS0414 |
PL0000105433 |
102,43 |
102,70 |
4,71 |
4,60 |
102,57 |
4,66 |
WZ0115 |
PL0000106480 |
99,33 |
100,45 |
--- |
--- |
99,89 |
--- |
PS0415 |
PL0000105953 |
101,90 |
102,18 |
4,90 |
4,81 |
102,04 |
4,85 |
DS1015 |
PL0000103602 |
104,36 |
104,66 |
5,04 |
4,95 |
104,51 |
5,00 |
PS0416 |
PL0000106340 |
99,29 |
99,58 |
5,17 |
5,09 |
99,44 |
5,13 |
IZ0816 |
PL0000103529 |
99,84 |
102,11 |
--- |
--- |
100,98 |
--- |
DS1017 |
PL0000104543 |
98,95 |
99,36 |
5,45 |
5,37 |
99,16 |
5,41 |
WZ0118 |
PL0000104717 |
97,60 |
98,90 |
--- |
--- |
98,25 |
--- |
DS1019 |
PL0000105441 |
98,05 |
98,48 |
5,80 |
5,73 |
98,27 |
5,77 |
DS1020 |
PL0000106126 |
95,27 |
95,70 |
5,93 |
5,87 |
95,49 |
5,90 |
WZ0121 |
PL0000106068 |
95,76 |
97,46 |
--- |
--- |
96,61 |
--- |
DS1021 |
PL0000106670 |
98,31 |
98,75 |
5,97 |
5,91 |
98,53 |
5,94 |
WS0922 |
PL0000102646 |
98,13 |
98,65 |
5,98 |
5,92 |
98,39 |
5,95 |
IZ0823 |
PL0000105359 |
94,24 |
97,91 |
--- |
--- |
96,08 |
--- |
WS0429 |
PL0000105391 |
94,97 |
97,43 |
6,22 |
5,98 |
96,20 |
6,10 |
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 |
4,250 |
4,250 |
4,250 |
800 |
TOTAL |
800 |
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 |
4,350 |
4,350 |
4,350 |
10 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,350 |
4,350 |
4,350 |
70 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
10 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,120 |
4,250 |
4,146 |
25 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
180 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,120 |
4,120 |
4,120 |
120 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
80 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,120 |
4,120 |
4,120 |
60 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,120 |
4,250 |
4,175 |
280 |
OK0712 |
PL0000105912 |
1/2 |
1 |
4,150 |
4,300 |
4,274 |
85 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,120 |
4,300 |
4,151 |
250 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
10 |
OK0113 |
PL0000106324 |
0/1 |
1 |
4,150 |
4,200 |
4,159 |
185 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,100 |
4,100 |
4,100 |
115 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
15 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,120 |
4,250 |
4,168 |
250 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
5 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,150 |
4,250 |
4,164 |
35 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
50 |
PS0414 |
PL0000105433 |
1/5 |
4 |
4,100 |
4,100 |
4,100 |
135 |
PS0413 |
PL0000105037 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
200 |
OK0112 |
PL0000105730 |
1/8 |
7 |
4,100 |
4,100 |
4,100 |
210 |
OK0712 |
PL0000105912 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
50 |
OK1012 |
PL0000106100 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
20 |
OK0113 |
PL0000106324 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
100 |
TOTAL |
2 550 |