2011-09-22 |
MARKET DATA |
No 183 (1717) |
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 |
1 647,50 |
1 671,43 |
167 |
2 950,00 |
2 986,78 |
39 |
4 597,50 |
4 658,22 |
206 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 647,50 |
1 671,43 |
167 |
2 950,00 |
2 986,78 |
39 |
4 597,50 |
4 658,22 |
206 |
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 |
98,55 |
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 |
20 000 |
20,43 |
2 |
OK0712 |
PL0000105912 |
96,36 |
96,47 |
96,47 |
96,47 |
96,47 |
96,47 |
96,47 |
2 500 |
2,41 |
1 |
OK1012 |
PL0000106100 |
95,36 |
95,44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
94,28 |
94,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
101,19 |
101,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
92,26 |
92,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,01 |
100,97 |
101,00 |
101,01 |
100,96 |
101,00 |
101,00 |
160 000 |
168,98 |
15 |
OK0114 |
PL0000106712 |
90,00 |
90,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,41 |
102,42 |
102,40 |
102,44 |
102,40 |
102,44 |
102,42 |
12 500 |
13,11 |
4 |
PS0415 |
PL0000105953 |
101,75 |
101,70 |
101,67 |
101,67 |
101,67 |
101,67 |
101,67 |
10 000 |
10,40 |
1 |
DS1015 |
PL0000103602 |
104,26 |
104,05 |
104,05 |
104,05 |
104,05 |
104,05 |
104,05 |
75 000 |
82,37 |
7 |
PS0416 |
PL0000106340 |
99,15 |
98,75 |
99,10 |
99,15 |
98,85 |
98,85 |
98,98 |
295 000 |
298,21 |
23 |
DS1017 |
PL0000104543 |
98,82 |
98,50 |
99,00 |
99,00 |
98,40 |
98,40 |
98,70 |
125 000 |
129,41 |
13 |
DS1019 |
PL0000105441 |
97,80 |
97,35 |
97,75 |
97,80 |
97,30 |
97,30 |
97,60 |
105 000 |
107,80 |
12 |
DS1020 |
PL0000106126 |
94,92 |
94,45 |
94,85 |
94,95 |
94,40 |
94,50 |
94,61 |
495 000 |
492,25 |
55 |
DS1021 |
PL0000106670 |
97,90 |
97,58 |
97,90 |
98,02 |
97,62 |
97,62 |
97,81 |
125 000 |
128,87 |
15 |
WS0922 |
PL0000102646 |
97,95 |
97,50 |
97,95 |
97,95 |
97,48 |
97,48 |
97,57 |
200 000 |
195,24 |
17 |
WS0429 |
PL0000105391 |
95,65 |
95,80 |
95,65 |
95,65 |
95,65 |
95,65 |
95,65 |
10 000 |
9,81 |
1 |
WS0437 |
PL0000104857 |
95,75 |
88,00 |
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 |
96,20 |
96,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,78 |
99,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,20 |
98,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,40 |
96,50 |
96,50 |
96,50 |
96,50 |
96,50 |
96,50 |
12 500 |
12,16 |
1 |
TOTAL |
1 647 500 |
1 671,43 |
167 |
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 |
2 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
19OCT11 |
PL0000005914 |
23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26OCT11 |
PL0000005922 |
30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
128 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
156 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
184 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
247 |
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 |
100,24 |
4,55 |
4,24 |
100,15 |
4,40 |
OK0712 |
PL0000105912 |
96,30 |
96,51 |
4,64 |
4,37 |
96,41 |
4,50 |
OK1012 |
PL0000106100 |
95,29 |
95,49 |
4,56 |
4,36 |
95,39 |
4,46 |
OK0113 |
PL0000106324 |
94,23 |
94,43 |
4,56 |
4,39 |
94,33 |
4,47 |
PS0413 |
PL0000105037 |
101,08 |
101,28 |
4,50 |
4,37 |
101,18 |
4,44 |
OK0713 |
PL0000106563 |
92,22 |
92,42 |
4,52 |
4,40 |
92,32 |
4,46 |
DS1013 |
PL0000102836 |
100,94 |
101,13 |
4,51 |
4,41 |
101,04 |
4,45 |
PS0414 |
PL0000105433 |
102,32 |
102,59 |
4,76 |
4,64 |
102,46 |
4,70 |
WZ0115 |
PL0000106480 |
99,23 |
100,51 |
--- |
--- |
99,87 |
--- |
PS0415 |
PL0000105953 |
101,70 |
102,00 |
4,96 |
4,87 |
101,85 |
4,91 |
DS1015 |
PL0000103602 |
104,17 |
104,45 |
5,08 |
5,01 |
104,31 |
5,05 |
PS0416 |
PL0000106340 |
98,92 |
99,19 |
5,26 |
5,19 |
99,06 |
5,22 |
IZ0816 |
PL0000103529 |
99,59 |
102,37 |
--- |
--- |
100,98 |
--- |
DS1017 |
PL0000104543 |
98,58 |
98,99 |
5,52 |
5,44 |
98,79 |
5,48 |
WZ0118 |
PL0000104717 |
97,50 |
99,05 |
--- |
--- |
98,28 |
--- |
DS1019 |
PL0000105441 |
97,59 |
98,02 |
5,88 |
5,81 |
97,81 |
5,84 |
DS1020 |
PL0000106126 |
94,66 |
95,04 |
6,02 |
5,97 |
94,85 |
5,99 |
WZ0121 |
PL0000106068 |
95,48 |
97,30 |
--- |
--- |
96,39 |
--- |
DS1021 |
PL0000106670 |
97,66 |
98,10 |
6,06 |
6,00 |
97,88 |
6,03 |
WS0922 |
PL0000102646 |
97,51 |
98,04 |
6,06 |
5,99 |
97,78 |
6,03 |
IZ0823 |
PL0000105359 |
94,18 |
98,10 |
--- |
--- |
96,14 |
--- |
WS0429 |
PL0000105391 |
94,66 |
97,31 |
6,25 |
5,99 |
95,99 |
6,12 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,02 |
100,20 |
4,62 |
4,31 |
100,11 |
4,47 |
OK0712 |
PL0000105912 |
96,32 |
96,52 |
4,61 |
4,36 |
96,42 |
4,48 |
OK1012 |
PL0000106100 |
95,31 |
95,50 |
4,54 |
4,35 |
95,41 |
4,44 |
OK0113 |
PL0000106324 |
94,23 |
94,42 |
4,56 |
4,40 |
94,33 |
4,47 |
PS0413 |
PL0000105037 |
101,09 |
101,28 |
4,50 |
4,37 |
101,19 |
4,43 |
OK0713 |
PL0000106563 |
92,21 |
92,40 |
4,53 |
4,41 |
92,31 |
4,47 |
DS1013 |
PL0000102836 |
100,91 |
101,09 |
4,52 |
4,43 |
101,00 |
4,48 |
PS0414 |
PL0000105433 |
102,29 |
102,53 |
4,77 |
4,67 |
102,41 |
4,72 |
WZ0115 |
PL0000106480 |
99,19 |
100,33 |
--- |
--- |
99,76 |
--- |
PS0415 |
PL0000105953 |
101,51 |
101,79 |
5,02 |
4,93 |
101,65 |
4,97 |
DS1015 |
PL0000103602 |
103,88 |
104,18 |
5,16 |
5,08 |
104,03 |
5,12 |
PS0416 |
PL0000106340 |
98,68 |
98,98 |
5,32 |
5,24 |
98,83 |
5,28 |
IZ0816 |
PL0000103529 |
99,73 |
102,19 |
--- |
--- |
100,96 |
--- |
DS1017 |
PL0000104543 |
98,17 |
98,58 |
5,61 |
5,52 |
98,38 |
5,56 |
WZ0118 |
PL0000104717 |
97,63 |
99,13 |
--- |
--- |
98,38 |
--- |
DS1019 |
PL0000105441 |
97,09 |
97,52 |
5,96 |
5,89 |
97,31 |
5,92 |
DS1020 |
PL0000106126 |
94,29 |
94,73 |
6,08 |
6,01 |
94,51 |
6,05 |
WZ0121 |
PL0000106068 |
95,59 |
97,35 |
--- |
--- |
96,47 |
--- |
DS1021 |
PL0000106670 |
97,34 |
97,78 |
6,10 |
6,04 |
97,56 |
6,07 |
WS0922 |
PL0000102646 |
97,16 |
97,68 |
6,11 |
6,04 |
97,42 |
6,07 |
IZ0823 |
PL0000105359 |
94,67 |
97,94 |
--- |
--- |
96,31 |
--- |
WS0429 |
PL0000105391 |
94,40 |
96,89 |
6,28 |
6,03 |
95,65 |
6,15 |
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 |
4,230 |
4,230 |
4,230 |
520 |
TOTAL |
520 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,170 |
4,200 |
4,171 |
470 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,170 |
4,170 |
4,170 |
180 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,170 |
4,170 |
4,170 |
80 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,170 |
4,170 |
4,170 |
60 |
OK0113 |
PL0000106324 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
45 |
OK0713 |
PL0000106563 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
20 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,170 |
4,170 |
4,170 |
20 |
DS1013 |
PL0000102836 |
1/4 |
3 |
4,200 |
4,200 |
4,200 |
10 |
DS1015 |
PL0000103602 |
1/4 |
3 |
4,150 |
4,200 |
4,187 |
95 |
DS1017 |
PL0000104543 |
1/4 |
3 |
4,100 |
4,210 |
4,188 |
25 |
PS0413 |
PL0000105037 |
1/4 |
3 |
4,210 |
4,210 |
4,210 |
120 |
PS0414 |
PL0000105433 |
1/4 |
3 |
4,210 |
4,210 |
4,210 |
20 |
DS1019 |
PL0000105441 |
1/4 |
3 |
4,100 |
4,250 |
4,222 |
285 |
OK0712 |
PL0000105912 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
70 |
PS0415 |
PL0000105953 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
35 |
OK1012 |
PL0000106100 |
1/4 |
3 |
4,150 |
4,150 |
4,150 |
10 |
DS1020 |
PL0000106126 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
90 |
OK0113 |
PL0000106324 |
1/4 |
3 |
4,210 |
4,210 |
4,210 |
115 |
PS0416 |
PL0000106340 |
1/4 |
3 |
4,100 |
4,210 |
4,205 |
120 |
DS1021 |
PL0000106670 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
5 |
PS0413 |
PL0000105037 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
10 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
5 |
OK0712 |
PL0000105912 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
15 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
155 |
OK1012 |
PL0000106100 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
220 |
OK0113 |
PL0000106324 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
45 |
PS0416 |
PL0000106340 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
55 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
50 |
TOTAL |
2 430 |