2011-09-27 |
MARKET DATA |
No 186 (1720) |
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 |
1 815,00 |
1 866,40 |
120 |
1 620,00 |
1 670,50 |
25 |
3 435,00 |
3 536,91 |
145 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 815,00 |
1 866,40 |
120 |
1 620,00 |
1 670,50 |
25 |
3 435,00 |
3 536,91 |
145 |
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 |
98,60 |
98,60 |
98,60 |
98,60 |
98,60 |
98,60 |
98,60 |
20 000 |
19,72 |
1 |
PS0412 |
PL0000104659 |
100,12 |
100,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
96,41 |
96,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
95,44 |
95,46 |
95,44 |
95,44 |
95,44 |
95,44 |
95,44 |
10 000 |
9,54 |
1 |
OK0113 |
PL0000106324 |
94,35 |
94,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
101,27 |
101,29 |
101,29 |
101,29 |
101,29 |
101,29 |
101,29 |
10 000 |
10,35 |
1 |
OK0713 |
PL0000106563 |
92,36 |
92,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,03 |
101,05 |
101,03 |
101,03 |
101,03 |
101,03 |
101,03 |
10 000 |
10,57 |
1 |
OK0114 |
PL0000106712 |
90,26 |
90,22 |
90,26 |
90,26 |
90,26 |
90,26 |
90,26 |
10 000 |
9,03 |
1 |
PS0414 |
PL0000105433 |
102,52 |
102,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
101,90 |
101,81 |
101,90 |
101,90 |
101,90 |
101,90 |
101,90 |
60 000 |
62,56 |
4 |
DS1015 |
PL0000103602 |
104,28 |
104,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
99,35 |
99,13 |
99,15 |
99,42 |
99,15 |
99,30 |
99,30 |
180 000 |
182,59 |
16 |
DS1017 |
PL0000104543 |
99,04 |
98,75 |
98,85 |
99,05 |
98,80 |
99,00 |
98,90 |
110 000 |
114,15 |
12 |
DS1019 |
PL0000105441 |
98,67 |
98,07 |
98,30 |
98,80 |
98,30 |
98,80 |
98,46 |
175 000 |
181,24 |
19 |
DS1020 |
PL0000106126 |
96,24 |
95,60 |
95,80 |
96,35 |
95,80 |
96,35 |
96,09 |
195 000 |
196,89 |
26 |
DS1021 |
PL0000106670 |
99,20 |
98,63 |
98,63 |
99,45 |
98,63 |
99,35 |
99,15 |
135 000 |
141,06 |
15 |
WS0922 |
PL0000102646 |
99,30 |
98,65 |
98,85 |
99,50 |
98,75 |
99,50 |
99,17 |
140 000 |
138,97 |
17 |
WS0429 |
PL0000105391 |
96,75 |
96,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
87,20 |
89,50 |
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 |
101,05 |
101,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
95,85 |
96,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,65 |
99,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,30 |
98,50 |
98,53 |
98,53 |
98,53 |
98,53 |
98,53 |
100 000 |
99,39 |
2 |
WZ0121 |
PL0000106068 |
96,35 |
96,45 |
96,50 |
96,50 |
96,50 |
96,50 |
96,50 |
10 000 |
9,74 |
1 |
TOTAL |
1 165 000 |
1 185,79 |
117 |
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 |
20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26OCT11 |
PL0000005922 |
27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
125 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
153 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
181 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
244 |
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) |
PS0416 |
PL0000106340 |
99,30 |
250 000 |
253,61 |
DS1015 |
PL0000103602 |
104,30 |
250 000 |
275,31 |
DS1020 |
PL0000106126 |
96,25 |
150 000 |
151,69 |
TOTAL |
680,61 |
FIXING - T-BONDS (10:05 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,06 |
100,23 |
4,55 |
4,25 |
100,15 |
4,39 |
OK0712 |
PL0000105912 |
96,36 |
96,57 |
4,61 |
4,33 |
96,47 |
4,46 |
OK1012 |
PL0000106100 |
95,36 |
95,56 |
4,52 |
4,32 |
95,46 |
4,42 |
OK0113 |
PL0000106324 |
94,26 |
94,46 |
4,56 |
4,39 |
94,36 |
4,48 |
PS0413 |
PL0000105037 |
101,18 |
101,37 |
4,43 |
4,31 |
101,28 |
4,37 |
OK0713 |
PL0000106563 |
92,29 |
92,49 |
4,50 |
4,38 |
92,39 |
4,44 |
DS1013 |
PL0000102836 |
100,92 |
101,11 |
4,51 |
4,42 |
101,02 |
4,46 |
PS0414 |
PL0000105433 |
102,40 |
102,66 |
4,72 |
4,61 |
102,53 |
4,67 |
WZ0115 |
PL0000106480 |
99,21 |
100,34 |
--- |
--- |
99,78 |
--- |
PS0415 |
PL0000105953 |
101,65 |
101,95 |
4,97 |
4,88 |
101,80 |
4,93 |
DS1015 |
PL0000103602 |
104,11 |
104,41 |
5,10 |
5,02 |
104,26 |
5,06 |
PS0416 |
PL0000106340 |
99,05 |
99,31 |
5,23 |
5,16 |
99,18 |
5,19 |
IZ0816 |
PL0000103529 |
99,85 |
102,43 |
--- |
--- |
101,14 |
--- |
DS1017 |
PL0000104543 |
98,57 |
98,98 |
5,53 |
5,44 |
98,78 |
5,48 |
WZ0118 |
PL0000104717 |
97,75 |
99,25 |
--- |
--- |
98,50 |
--- |
DS1019 |
PL0000105441 |
98,00 |
98,42 |
5,81 |
5,74 |
98,21 |
5,78 |
DS1020 |
PL0000106126 |
95,58 |
95,98 |
5,89 |
5,83 |
95,78 |
5,86 |
WZ0121 |
PL0000106068 |
95,78 |
97,32 |
--- |
--- |
96,55 |
--- |
DS1021 |
PL0000106670 |
98,60 |
99,03 |
5,93 |
5,87 |
98,82 |
5,90 |
WS0922 |
PL0000102646 |
98,56 |
99,01 |
5,93 |
5,87 |
98,79 |
5,90 |
IZ0823 |
PL0000105359 |
93,94 |
97,45 |
--- |
--- |
95,70 |
--- |
WS0429 |
PL0000105391 |
95,50 |
97,89 |
6,17 |
5,94 |
96,70 |
6,05 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,07 |
100,20 |
4,53 |
4,30 |
100,14 |
4,41 |
OK0712 |
PL0000105912 |
96,38 |
96,58 |
4,58 |
4,32 |
96,48 |
4,45 |
OK1012 |
PL0000106100 |
95,36 |
95,55 |
4,52 |
4,33 |
95,46 |
4,42 |
OK0113 |
PL0000106324 |
94,27 |
94,46 |
4,55 |
4,39 |
94,37 |
4,47 |
PS0413 |
PL0000105037 |
101,19 |
101,37 |
4,43 |
4,31 |
101,28 |
4,37 |
OK0713 |
PL0000106563 |
92,30 |
92,50 |
4,50 |
4,37 |
92,40 |
4,43 |
DS1013 |
PL0000102836 |
100,96 |
101,16 |
4,49 |
4,39 |
101,06 |
4,44 |
PS0414 |
PL0000105433 |
102,44 |
102,71 |
4,70 |
4,59 |
102,58 |
4,65 |
WZ0115 |
PL0000106480 |
99,16 |
100,44 |
--- |
--- |
99,80 |
--- |
PS0415 |
PL0000105953 |
101,71 |
102,00 |
4,95 |
4,86 |
101,86 |
4,91 |
DS1015 |
PL0000103602 |
104,20 |
104,49 |
5,07 |
5,00 |
104,35 |
5,03 |
PS0416 |
PL0000106340 |
99,20 |
99,47 |
5,19 |
5,12 |
99,34 |
5,15 |
IZ0816 |
PL0000103529 |
99,79 |
102,45 |
--- |
--- |
101,12 |
--- |
DS1017 |
PL0000104543 |
98,75 |
99,13 |
5,49 |
5,42 |
98,94 |
5,45 |
WZ0118 |
PL0000104717 |
97,68 |
99,08 |
--- |
--- |
98,38 |
--- |
DS1019 |
PL0000105441 |
98,45 |
98,88 |
5,74 |
5,67 |
98,67 |
5,70 |
DS1020 |
PL0000106126 |
96,02 |
96,44 |
5,82 |
5,76 |
96,23 |
5,79 |
WZ0121 |
PL0000106068 |
95,60 |
97,25 |
--- |
--- |
96,43 |
--- |
DS1021 |
PL0000106670 |
98,98 |
99,41 |
5,88 |
5,82 |
99,20 |
5,85 |
WS0922 |
PL0000102646 |
99,10 |
99,56 |
5,86 |
5,80 |
99,33 |
5,83 |
IZ0823 |
PL0000105359 |
94,39 |
97,60 |
--- |
--- |
96,00 |
--- |
WS0429 |
PL0000105391 |
95,69 |
98,02 |
6,15 |
5,93 |
96,86 |
6,04 |
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 |
0/1 |
1 |
3,400 |
3,400 |
3,400 |
320 |
DS1013 |
PL0000102836 |
1/2 |
1 |
3,450 |
3,450 |
3,450 |
10 |
DS1015 |
PL0000103602 |
0/1 |
1 |
3,200 |
3,200 |
3,200 |
140 |
DS1017 |
PL0000104543 |
1/2 |
1 |
3,200 |
3,500 |
3,384 |
190 |
PS0413 |
PL0000105037 |
1/2 |
1 |
3,500 |
3,500 |
3,500 |
120 |
PS0414 |
PL0000105433 |
1/2 |
1 |
3,200 |
3,200 |
3,200 |
15 |
OK0712 |
PL0000105912 |
0/1 |
1 |
3,400 |
3,400 |
3,400 |
5 |
PS0415 |
PL0000105953 |
0/1 |
1 |
3,400 |
3,400 |
3,400 |
20 |
PS0415 |
PL0000105953 |
1/2 |
1 |
3,400 |
3,400 |
3,400 |
15 |
DS1020 |
PL0000106126 |
0/1 |
1 |
3,500 |
3,500 |
3,500 |
115 |
DS1020 |
PL0000106126 |
1/2 |
1 |
3,450 |
3,500 |
3,459 |
85 |
OK0113 |
PL0000106324 |
1/2 |
1 |
3,480 |
3,480 |
3,480 |
115 |
PS0416 |
PL0000106340 |
1/2 |
1 |
3,600 |
3,600 |
3,600 |
80 |
DS1021 |
PL0000106670 |
1/2 |
1 |
3,200 |
3,250 |
3,237 |
75 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
3,350 |
3,350 |
3,350 |
15 |
DS1017 |
PL0000104543 |
1/3 |
2 |
3,400 |
3,400 |
3,400 |
30 |
OK1012 |
PL0000106100 |
1/3 |
2 |
3,400 |
3,400 |
3,400 |
55 |
WZ0121 |
PL0000106068 |
1/3 |
2 |
3,350 |
3,350 |
3,350 |
15 |
PS0413 |
PL0000105037 |
2/9 |
7 |
4,300 |
4,300 |
4,300 |
200 |
TOTAL |
1 620 |