2011-09-26 |
MARKET DATA |
No 185 (1719) |
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 |
1 347,50 |
1 368,18 |
84 |
4 335,00 |
4 433,31 |
39 |
5 682,50 |
5 801,49 |
123 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 347,50 |
1 368,18 |
84 |
4 335,00 |
4 433,31 |
39 |
5 682,50 |
5 801,49 |
123 |
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 |
98,57 |
98,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0412 |
PL0000104659 |
100,12 |
100,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
96,43 |
96,51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
95,43 |
95,44 |
95,43 |
95,43 |
95,43 |
95,43 |
95,43 |
105 000 |
100,20 |
7 |
OK0113 |
PL0000106324 |
94,27 |
94,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
101,21 |
101,23 |
101,23 |
101,23 |
101,23 |
101,23 |
101,23 |
5 000 |
5,17 |
1 |
OK0713 |
PL0000106563 |
92,35 |
92,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,95 |
100,98 |
100,98 |
100,98 |
100,98 |
100,98 |
100,98 |
10 000 |
10,56 |
1 |
OK0114 |
PL0000106712 |
90,06 |
90,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,52 |
102,36 |
102,56 |
102,56 |
102,49 |
102,49 |
102,51 |
55 000 |
57,73 |
5 |
PS0415 |
PL0000105953 |
101,70 |
101,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,10 |
104,15 |
104,15 |
104,15 |
104,15 |
104,15 |
104,15 |
10 000 |
11,00 |
1 |
PS0416 |
PL0000106340 |
99,06 |
98,85 |
98,90 |
99,08 |
98,90 |
99,04 |
98,99 |
285 000 |
288,20 |
30 |
DS1017 |
PL0000104543 |
98,65 |
98,52 |
98,55 |
98,65 |
98,55 |
98,65 |
98,59 |
50 000 |
51,73 |
6 |
DS1019 |
PL0000105441 |
98,01 |
97,95 |
97,95 |
97,95 |
97,93 |
97,93 |
97,94 |
70 000 |
72,12 |
8 |
DS1020 |
PL0000106126 |
95,40 |
95,15 |
95,15 |
95,60 |
95,15 |
95,60 |
95,52 |
35 000 |
35,13 |
5 |
DS1021 |
PL0000106670 |
98,50 |
98,05 |
98,00 |
98,60 |
98,00 |
98,35 |
98,35 |
60 000 |
62,20 |
7 |
WS0922 |
PL0000102646 |
98,45 |
98,25 |
98,45 |
98,45 |
98,30 |
98,45 |
98,39 |
50 000 |
49,23 |
5 |
WS0429 |
PL0000105391 |
95,80 |
96,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
86,50 |
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 |
100,91 |
100,75 |
100,91 |
100,91 |
100,91 |
100,91 |
100,91 |
2 500 |
3,08 |
1 |
IZ0823 |
PL0000105359 |
94,75 |
96,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,68 |
99,80 |
99,68 |
99,68 |
99,65 |
99,65 |
99,67 |
10 000 |
10,05 |
2 |
WZ0118 |
PL0000104717 |
98,35 |
98,36 |
98,51 |
98,51 |
98,51 |
98,51 |
98,51 |
100 000 |
99,35 |
2 |
WZ0121 |
PL0000106068 |
96,35 |
96,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
847 500 |
855,77 |
81 |
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 |
21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26OCT11 |
PL0000005922 |
28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
126 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
154 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
182 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
245 |
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) |
DS1021 |
PL0000106670 |
98,10 |
100 000 |
103,43 |
PS0416 |
PL0000106340 |
98,95 |
200 000 |
202,16 |
DS1017 |
PL0000104543 |
98,55 |
200 000 |
206,82 |
TOTAL |
512,41 |
FIXING - T-BONDS (10:05 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,05 |
100,21 |
4,57 |
4,29 |
100,13 |
4,43 |
OK0712 |
PL0000105912 |
96,34 |
96,54 |
4,62 |
4,36 |
96,44 |
4,49 |
OK1012 |
PL0000106100 |
95,29 |
95,49 |
4,58 |
4,38 |
95,39 |
4,48 |
OK0113 |
PL0000106324 |
94,21 |
94,41 |
4,59 |
4,42 |
94,31 |
4,51 |
PS0413 |
PL0000105037 |
101,07 |
101,27 |
4,51 |
4,37 |
101,17 |
4,44 |
OK0713 |
PL0000106563 |
92,21 |
92,41 |
4,55 |
4,42 |
92,31 |
4,48 |
DS1013 |
PL0000102836 |
100,84 |
101,04 |
4,56 |
4,45 |
100,94 |
4,50 |
PS0414 |
PL0000105433 |
102,25 |
102,52 |
4,78 |
4,67 |
102,39 |
4,73 |
WZ0115 |
PL0000106480 |
99,13 |
100,33 |
--- |
--- |
99,73 |
--- |
PS0415 |
PL0000105953 |
101,53 |
101,83 |
5,01 |
4,92 |
101,68 |
4,96 |
DS1015 |
PL0000103602 |
103,90 |
104,20 |
5,16 |
5,08 |
104,05 |
5,12 |
PS0416 |
PL0000106340 |
98,63 |
98,93 |
5,33 |
5,26 |
98,78 |
5,29 |
IZ0816 |
PL0000103529 |
99,64 |
102,27 |
--- |
--- |
100,96 |
--- |
DS1017 |
PL0000104543 |
98,34 |
98,75 |
5,57 |
5,49 |
98,55 |
5,53 |
WZ0118 |
PL0000104717 |
97,58 |
98,97 |
--- |
--- |
98,28 |
--- |
DS1019 |
PL0000105441 |
97,58 |
98,03 |
5,88 |
5,81 |
97,81 |
5,84 |
DS1020 |
PL0000106126 |
94,79 |
95,23 |
6,00 |
5,94 |
95,01 |
5,97 |
WZ0121 |
PL0000106068 |
95,99 |
97,12 |
--- |
--- |
96,56 |
--- |
DS1021 |
PL0000106670 |
97,85 |
98,29 |
6,03 |
5,97 |
98,07 |
6,00 |
WS0922 |
PL0000102646 |
97,81 |
98,32 |
6,02 |
5,96 |
98,07 |
5,99 |
IZ0823 |
PL0000105359 |
93,77 |
97,50 |
--- |
--- |
95,64 |
--- |
WS0429 |
PL0000105391 |
94,38 |
97,02 |
6,28 |
6,02 |
95,70 |
6,15 |
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 |
4,55 |
4,27 |
100,14 |
4,41 |
OK0712 |
PL0000105912 |
96,36 |
96,56 |
4,59 |
4,33 |
96,46 |
4,46 |
OK1012 |
PL0000106100 |
95,34 |
95,52 |
4,53 |
4,35 |
95,43 |
4,44 |
OK0113 |
PL0000106324 |
94,22 |
94,42 |
4,58 |
4,42 |
94,32 |
4,50 |
PS0413 |
PL0000105037 |
101,14 |
101,32 |
4,46 |
4,34 |
101,23 |
4,40 |
OK0713 |
PL0000106563 |
92,29 |
92,47 |
4,50 |
4,38 |
92,38 |
4,44 |
DS1013 |
PL0000102836 |
100,89 |
101,07 |
4,53 |
4,44 |
100,98 |
4,48 |
PS0414 |
PL0000105433 |
102,33 |
102,60 |
4,75 |
4,64 |
102,47 |
4,69 |
WZ0115 |
PL0000106480 |
99,14 |
100,44 |
--- |
--- |
99,79 |
--- |
PS0415 |
PL0000105953 |
101,56 |
101,84 |
5,00 |
4,91 |
101,70 |
4,96 |
DS1015 |
PL0000103602 |
103,99 |
104,29 |
5,13 |
5,05 |
104,14 |
5,09 |
PS0416 |
PL0000106340 |
98,83 |
99,09 |
5,28 |
5,22 |
98,96 |
5,25 |
IZ0816 |
PL0000103529 |
99,41 |
102,35 |
--- |
--- |
100,88 |
--- |
DS1017 |
PL0000104543 |
98,34 |
98,72 |
5,57 |
5,50 |
98,53 |
5,53 |
WZ0118 |
PL0000104717 |
97,75 |
99,07 |
--- |
--- |
98,41 |
--- |
DS1019 |
PL0000105441 |
97,64 |
98,06 |
5,87 |
5,80 |
97,85 |
5,84 |
DS1020 |
PL0000106126 |
95,15 |
95,58 |
5,95 |
5,89 |
95,37 |
5,92 |
WZ0121 |
PL0000106068 |
95,66 |
97,38 |
--- |
--- |
96,52 |
--- |
DS1021 |
PL0000106670 |
98,17 |
98,60 |
5,99 |
5,93 |
98,39 |
5,96 |
WS0922 |
PL0000102646 |
98,19 |
98,61 |
5,97 |
5,92 |
98,40 |
5,95 |
IZ0823 |
PL0000105359 |
93,86 |
97,57 |
--- |
--- |
95,72 |
--- |
WS0429 |
PL0000105391 |
94,73 |
97,09 |
6,24 |
6,01 |
95,91 |
6,13 |
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 |
3,850 |
3,950 |
3,881 |
1 790 |
TOTAL |
1 790 |
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 |
3,800 |
3,800 |
3,800 |
40 |
WS0922 |
PL0000102646 |
1/2 |
1 |
3,600 |
3,800 |
3,794 |
320 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
260 |
DS1013 |
PL0000102836 |
1/2 |
1 |
3,850 |
4,000 |
3,903 |
245 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,000 |
4,000 |
4,000 |
30 |
DS1017 |
PL0000104543 |
1/2 |
1 |
3,950 |
4,000 |
3,977 |
65 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,000 |
4,000 |
4,000 |
120 |
PS0415 |
PL0000105953 |
1/2 |
1 |
3,900 |
3,900 |
3,900 |
5 |
OK1012 |
PL0000106100 |
1/2 |
1 |
3,950 |
3,960 |
3,958 |
155 |
DS1020 |
PL0000106126 |
1/2 |
1 |
3,950 |
4,000 |
3,966 |
215 |
OK0113 |
PL0000106324 |
1/2 |
1 |
3,900 |
3,990 |
3,977 |
135 |
PS0416 |
PL0000106340 |
1/2 |
1 |
3,950 |
4,000 |
3,968 |
410 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,000 |
4,000 |
4,000 |
160 |
DS1013 |
PL0000102836 |
1/3 |
2 |
3,900 |
3,900 |
3,900 |
5 |
WS0429 |
PL0000105391 |
0/7 |
7 |
3,900 |
3,900 |
3,900 |
180 |
OK1012 |
PL0000106100 |
1/8 |
7 |
4,000 |
4,000 |
4,000 |
200 |
TOTAL |
2 545 |