2011-09-23 |
MARKET DATA |
No 184 (1718) |
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 |
1 675,00 |
1 691,08 |
178 |
1 890,00 |
1 928,87 |
30 |
3 565,00 |
3 619,95 |
208 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 675,00 |
1 691,08 |
178 |
1 890,00 |
1 928,87 |
30 |
3 565,00 |
3 619,95 |
208 |
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 |
98,56 |
98,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0412 |
PL0000104659 |
100,09 |
100,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
96,42 |
96,49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
95,39 |
95,41 |
95,43 |
95,43 |
95,43 |
95,43 |
95,43 |
37 500 |
35,79 |
2 |
OK0113 |
PL0000106324 |
94,33 |
94,34 |
94,33 |
94,36 |
92,34 |
92,34 |
93,88 |
85 000 |
79,80 |
7 |
PS0413 |
PL0000105037 |
101,20 |
101,10 |
101,10 |
101,23 |
101,10 |
101,23 |
101,18 |
30 000 |
31,02 |
3 |
OK0713 |
PL0000106563 |
92,27 |
92,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,93 |
100,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
89,99 |
89,60 |
89,60 |
89,60 |
89,60 |
89,60 |
89,60 |
10 000 |
8,96 |
1 |
PS0414 |
PL0000105433 |
102,42 |
102,30 |
102,41 |
102,41 |
102,30 |
102,40 |
102,38 |
155 000 |
162,47 |
13 |
PS0415 |
PL0000105953 |
101,90 |
101,48 |
101,60 |
101,62 |
101,47 |
101,57 |
101,53 |
107 500 |
111,65 |
13 |
DS1015 |
PL0000103602 |
104,05 |
103,91 |
104,00 |
104,00 |
104,00 |
104,00 |
104,00 |
20 000 |
21,96 |
2 |
PS0416 |
PL0000106340 |
98,80 |
98,65 |
98,85 |
99,08 |
98,50 |
98,86 |
98,76 |
140 000 |
141,22 |
15 |
DS1017 |
PL0000104543 |
98,45 |
98,25 |
98,35 |
98,35 |
98,16 |
98,35 |
98,32 |
60 000 |
61,90 |
8 |
DS1019 |
PL0000105441 |
97,72 |
97,22 |
97,20 |
97,71 |
97,20 |
97,71 |
97,30 |
105 000 |
107,49 |
14 |
DS1020 |
PL0000106126 |
95,05 |
94,45 |
94,45 |
95,35 |
94,31 |
95,05 |
94,60 |
500 000 |
497,21 |
52 |
DS1021 |
PL0000106670 |
98,10 |
97,40 |
97,45 |
98,25 |
97,38 |
98,25 |
97,56 |
320 000 |
329,17 |
33 |
WS0922 |
PL0000102646 |
98,10 |
97,35 |
97,35 |
98,20 |
97,30 |
98,20 |
97,52 |
102 500 |
100,02 |
14 |
WS0429 |
PL0000105391 |
95,30 |
95,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
85,75 |
88,25 |
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 |
95,25 |
96,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,65 |
99,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,15 |
98,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,59 |
96,70 |
96,59 |
96,59 |
96,59 |
96,59 |
96,59 |
2 500 |
2,44 |
1 |
TOTAL |
1 675 000 |
1 691,08 |
178 |
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) |
19OCT11 |
PL0000005914 |
22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26OCT11 |
PL0000005922 |
29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
127 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
155 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
183 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
246 |
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 |
100,04 |
100,20 |
4,59 |
4,31 |
100,12 |
4,45 |
OK0712 |
PL0000105912 |
96,34 |
96,54 |
4,60 |
4,34 |
96,44 |
4,47 |
OK1012 |
PL0000106100 |
95,32 |
95,51 |
4,54 |
4,35 |
95,42 |
4,44 |
OK0113 |
PL0000106324 |
94,24 |
94,44 |
4,56 |
4,39 |
94,34 |
4,47 |
PS0413 |
PL0000105037 |
101,07 |
101,27 |
4,51 |
4,38 |
101,17 |
4,44 |
OK0713 |
PL0000106563 |
92,22 |
92,42 |
4,53 |
4,41 |
92,32 |
4,47 |
DS1013 |
PL0000102836 |
100,87 |
101,06 |
4,54 |
4,44 |
100,97 |
4,49 |
PS0414 |
PL0000105433 |
102,34 |
102,56 |
4,75 |
4,66 |
102,45 |
4,70 |
WZ0115 |
PL0000106480 |
98,93 |
100,52 |
--- |
--- |
99,73 |
--- |
PS0415 |
PL0000105953 |
101,49 |
101,78 |
5,02 |
4,93 |
101,64 |
4,98 |
DS1015 |
PL0000103602 |
103,75 |
104,05 |
5,20 |
5,12 |
103,90 |
5,16 |
PS0416 |
PL0000106340 |
98,59 |
98,88 |
5,34 |
5,27 |
98,74 |
5,30 |
IZ0816 |
PL0000103529 |
99,64 |
102,44 |
--- |
--- |
101,04 |
--- |
DS1017 |
PL0000104543 |
98,10 |
98,50 |
5,62 |
5,54 |
98,30 |
5,58 |
WZ0118 |
PL0000104717 |
97,77 |
99,05 |
--- |
--- |
98,41 |
--- |
DS1019 |
PL0000105441 |
97,02 |
97,41 |
5,97 |
5,91 |
97,22 |
5,94 |
DS1020 |
PL0000106126 |
94,22 |
94,62 |
6,09 |
6,03 |
94,42 |
6,06 |
WZ0121 |
PL0000106068 |
96,08 |
97,25 |
--- |
--- |
96,67 |
--- |
DS1021 |
PL0000106670 |
97,30 |
97,74 |
6,11 |
6,05 |
97,52 |
6,08 |
WS0922 |
PL0000102646 |
97,23 |
97,72 |
6,10 |
6,03 |
97,48 |
6,07 |
IZ0823 |
PL0000105359 |
94,75 |
98,72 |
--- |
--- |
96,74 |
--- |
WS0429 |
PL0000105391 |
94,22 |
96,90 |
6,29 |
6,03 |
95,56 |
6,16 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,04 |
100,21 |
4,59 |
4,29 |
100,13 |
4,43 |
OK0712 |
PL0000105912 |
96,33 |
96,55 |
4,62 |
4,33 |
96,44 |
4,47 |
OK1012 |
PL0000106100 |
95,29 |
95,49 |
4,57 |
4,37 |
95,39 |
4,47 |
OK0113 |
PL0000106324 |
94,21 |
94,40 |
4,58 |
4,42 |
94,31 |
4,50 |
PS0413 |
PL0000105037 |
101,06 |
101,26 |
4,51 |
4,38 |
101,16 |
4,45 |
OK0713 |
PL0000106563 |
92,21 |
92,40 |
4,54 |
4,42 |
92,31 |
4,48 |
DS1013 |
PL0000102836 |
100,84 |
101,04 |
4,56 |
4,45 |
100,94 |
4,51 |
PS0414 |
PL0000105433 |
102,24 |
102,50 |
4,79 |
4,68 |
102,37 |
4,73 |
WZ0115 |
PL0000106480 |
99,07 |
100,37 |
--- |
--- |
99,72 |
--- |
PS0415 |
PL0000105953 |
101,55 |
101,85 |
5,00 |
4,91 |
101,70 |
4,96 |
DS1015 |
PL0000103602 |
103,90 |
104,20 |
5,16 |
5,08 |
104,05 |
5,12 |
PS0416 |
PL0000106340 |
98,69 |
98,99 |
5,32 |
5,24 |
98,84 |
5,28 |
IZ0816 |
PL0000103529 |
99,59 |
102,47 |
--- |
--- |
101,03 |
--- |
DS1017 |
PL0000104543 |
98,36 |
98,77 |
5,57 |
5,49 |
98,57 |
5,53 |
WZ0118 |
PL0000104717 |
97,27 |
98,94 |
--- |
--- |
98,11 |
--- |
DS1019 |
PL0000105441 |
97,54 |
98,00 |
5,89 |
5,81 |
97,77 |
5,85 |
DS1020 |
PL0000106126 |
94,85 |
95,29 |
6,00 |
5,93 |
95,07 |
5,96 |
WZ0121 |
PL0000106068 |
95,50 |
97,40 |
--- |
--- |
96,45 |
--- |
DS1021 |
PL0000106670 |
97,92 |
98,37 |
6,02 |
5,96 |
98,15 |
5,99 |
WS0922 |
PL0000102646 |
97,84 |
98,32 |
6,02 |
5,96 |
98,08 |
5,99 |
IZ0823 |
PL0000105359 |
93,71 |
97,84 |
--- |
--- |
95,78 |
--- |
WS0429 |
PL0000105391 |
94,23 |
97,38 |
6,29 |
5,99 |
95,81 |
6,14 |
REPO MARKET |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1013 |
PL0000102836 |
3/4 |
1 |
3,850 |
4,100 |
4,017 |
15 |
DS1017 |
PL0000104543 |
3/4 |
1 |
4,050 |
4,210 |
4,130 |
40 |
PS0413 |
PL0000105037 |
3/4 |
1 |
4,210 |
4,210 |
4,210 |
120 |
DS1019 |
PL0000105441 |
3/4 |
1 |
4,100 |
4,210 |
4,205 |
105 |
OK0712 |
PL0000105912 |
3/4 |
1 |
4,100 |
4,100 |
4,100 |
5 |
PS0415 |
PL0000105953 |
3/4 |
1 |
4,070 |
4,150 |
4,077 |
440 |
DS1020 |
PL0000106126 |
3/4 |
1 |
4,160 |
4,160 |
4,160 |
50 |
OK0113 |
PL0000106324 |
3/4 |
1 |
4,180 |
4,190 |
4,184 |
235 |
PS0416 |
PL0000106340 |
3/4 |
1 |
4,050 |
4,220 |
4,179 |
165 |
DS1021 |
PL0000106670 |
3/4 |
1 |
4,160 |
4,160 |
4,160 |
5 |
PS0412 |
PL0000104659 |
0/3 |
3 |
3,850 |
3,850 |
3,850 |
45 |
PS0416 |
PL0000106340 |
0/3 |
3 |
4,100 |
4,100 |
4,100 |
20 |
DS1021 |
PL0000106670 |
0/3 |
3 |
4,220 |
4,220 |
4,220 |
25 |
PS0413 |
PL0000105037 |
0/5 |
5 |
4,250 |
4,250 |
4,250 |
400 |
DS1013 |
PL0000102836 |
0/7 |
7 |
4,200 |
4,200 |
4,200 |
40 |
DS1013 |
PL0000102836 |
3/10 |
7 |
4,250 |
4,250 |
4,250 |
30 |
DS1015 |
PL0000103602 |
3/10 |
7 |
4,200 |
4,200 |
4,200 |
15 |
PS0413 |
PL0000105037 |
3/10 |
7 |
4,250 |
4,250 |
4,250 |
130 |
OK1012 |
PL0000106100 |
0/7 |
7 |
3,850 |
3,850 |
3,850 |
5 |
TOTAL |
1 890 |