2011-09-30 |
MARKET DATA |
No 189 (1723) |
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 |
992,50 |
1 012,10 |
81 |
970,00 |
967,79 |
16 |
1 962,50 |
1 979,89 |
97 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
992,50 |
1 012,10 |
81 |
970,00 |
967,79 |
16 |
1 962,50 |
1 979,89 |
97 |
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 |
98,64 |
98,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0412 |
PL0000104659 |
100,13 |
100,14 |
100,14 |
100,14 |
100,14 |
100,14 |
100,14 |
25 000 |
25,56 |
1 |
OK0712 |
PL0000105912 |
96,50 |
96,56 |
96,56 |
96,56 |
96,56 |
96,56 |
96,56 |
10 000 |
9,66 |
1 |
OK1012 |
PL0000106100 |
95,50 |
95,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
94,43 |
94,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
101,20 |
101,21 |
101,20 |
101,20 |
101,20 |
101,20 |
101,20 |
60 000 |
62,11 |
5 |
OK0713 |
PL0000106563 |
92,40 |
92,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,95 |
100,94 |
100,95 |
100,95 |
100,95 |
100,95 |
100,95 |
10 000 |
10,57 |
1 |
OK0114 |
PL0000106712 |
90,05 |
90,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,44 |
102,39 |
102,41 |
102,41 |
102,41 |
102,41 |
102,41 |
5 000 |
5,25 |
1 |
PS0415 |
PL0000105953 |
101,55 |
101,60 |
101,70 |
101,70 |
101,70 |
101,70 |
101,70 |
10 000 |
10,41 |
1 |
DS1015 |
PL0000103602 |
104,15 |
104,01 |
104,15 |
104,15 |
104,01 |
104,01 |
104,05 |
25 000 |
27,49 |
3 |
PS0416 |
PL0000106340 |
98,90 |
98,90 |
98,92 |
98,92 |
98,90 |
98,90 |
98,91 |
30 000 |
30,34 |
3 |
DS1017 |
PL0000104543 |
98,60 |
98,55 |
98,62 |
98,70 |
98,60 |
98,60 |
98,66 |
240 000 |
248,66 |
18 |
DS1019 |
PL0000105441 |
98,15 |
98,15 |
98,10 |
98,15 |
98,10 |
98,15 |
98,12 |
55 000 |
56,82 |
6 |
DS1020 |
PL0000106126 |
95,65 |
95,70 |
95,75 |
95,75 |
95,74 |
95,74 |
95,75 |
20 000 |
20,14 |
3 |
DS1021 |
PL0000106670 |
98,80 |
98,70 |
98,80 |
98,90 |
98,70 |
98,80 |
98,79 |
65 000 |
67,74 |
8 |
WS0922 |
PL0000102646 |
98,70 |
98,70 |
98,80 |
98,82 |
98,70 |
98,70 |
98,74 |
180 000 |
178,04 |
17 |
WS0429 |
PL0000105391 |
96,63 |
97,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
86,50 |
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 |
101,65 |
101,30 |
101,30 |
101,30 |
101,30 |
101,30 |
101,30 |
2 500 |
3,10 |
1 |
IZ0823 |
PL0000105359 |
96,00 |
96,20 |
96,00 |
96,00 |
96,00 |
96,00 |
96,00 |
15 000 |
15,92 |
6 |
WZ0115 |
PL0000106480 |
99,79 |
99,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,31 |
98,30 |
98,31 |
98,31 |
98,30 |
98,30 |
98,31 |
20 000 |
19,85 |
2 |
WZ0121 |
PL0000106068 |
96,35 |
96,34 |
96,35 |
96,35 |
96,35 |
96,35 |
96,35 |
10 000 |
9,73 |
1 |
TOTAL |
782 500 |
801,36 |
78 |
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 |
15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26OCT11 |
PL0000005922 |
22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
120 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
148 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
176 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
239 |
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) |
DS1017 |
PL0000104543 |
98,60 |
20 000 |
20,71 |
WS0922 |
PL0000102646 |
98,70 |
150 000 |
148,31 |
DS1021 |
PL0000106670 |
98,87 |
40 000 |
41,72 |
TOTAL |
210,73 |
FIXING - T-BONDS (10:05 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,03 |
100,21 |
4,60 |
4,28 |
100,12 |
4,44 |
OK0712 |
PL0000105912 |
96,41 |
96,61 |
4,62 |
4,35 |
96,51 |
4,49 |
OK1012 |
PL0000106100 |
95,41 |
95,60 |
4,53 |
4,34 |
95,51 |
4,43 |
OK0113 |
PL0000106324 |
94,37 |
94,55 |
4,51 |
4,36 |
94,46 |
4,44 |
PS0413 |
PL0000105037 |
101,13 |
101,31 |
4,46 |
4,34 |
101,22 |
4,40 |
OK0713 |
PL0000106563 |
92,33 |
92,52 |
4,51 |
4,39 |
92,43 |
4,45 |
DS1013 |
PL0000102836 |
100,89 |
101,09 |
4,53 |
4,42 |
100,99 |
4,48 |
PS0414 |
PL0000105433 |
102,39 |
102,65 |
4,72 |
4,61 |
102,52 |
4,67 |
WZ0115 |
PL0000106480 |
99,14 |
100,41 |
--- |
--- |
99,78 |
--- |
PS0415 |
PL0000105953 |
101,44 |
101,74 |
5,04 |
4,94 |
101,59 |
4,99 |
DS1015 |
PL0000103602 |
103,92 |
104,22 |
5,15 |
5,07 |
104,07 |
5,11 |
PS0416 |
PL0000106340 |
98,70 |
99,00 |
5,32 |
5,24 |
98,85 |
5,28 |
IZ0816 |
PL0000103529 |
99,95 |
102,51 |
--- |
--- |
101,23 |
--- |
DS1017 |
PL0000104543 |
98,25 |
98,66 |
5,59 |
5,51 |
98,46 |
5,55 |
WZ0118 |
PL0000104717 |
97,81 |
99,11 |
--- |
--- |
98,46 |
--- |
DS1019 |
PL0000105441 |
98,01 |
98,45 |
5,81 |
5,74 |
98,23 |
5,78 |
DS1020 |
PL0000106126 |
95,51 |
95,94 |
5,90 |
5,83 |
95,73 |
5,86 |
WZ0121 |
PL0000106068 |
95,69 |
97,49 |
--- |
--- |
96,59 |
--- |
DS1021 |
PL0000106670 |
98,55 |
98,99 |
5,94 |
5,88 |
98,77 |
5,91 |
WS0922 |
PL0000102646 |
98,45 |
98,94 |
5,94 |
5,88 |
98,70 |
5,91 |
IZ0823 |
PL0000105359 |
94,89 |
98,15 |
--- |
--- |
96,52 |
--- |
WS0429 |
PL0000105391 |
95,75 |
98,22 |
6,14 |
5,91 |
96,99 |
6,02 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,06 |
100,19 |
4,54 |
4,31 |
100,13 |
4,42 |
OK0712 |
PL0000105912 |
96,42 |
96,61 |
4,61 |
4,35 |
96,52 |
4,47 |
OK1012 |
PL0000106100 |
95,41 |
95,60 |
4,53 |
4,34 |
95,51 |
4,43 |
OK0113 |
PL0000106324 |
94,35 |
94,53 |
4,53 |
4,38 |
94,44 |
4,46 |
PS0413 |
PL0000105037 |
101,13 |
101,29 |
4,46 |
4,35 |
101,21 |
4,41 |
OK0713 |
PL0000106563 |
92,33 |
92,51 |
4,51 |
4,40 |
92,42 |
4,46 |
DS1013 |
PL0000102836 |
100,86 |
101,02 |
4,54 |
4,46 |
100,94 |
4,50 |
PS0414 |
PL0000105433 |
102,23 |
102,48 |
4,79 |
4,68 |
102,36 |
4,73 |
WZ0115 |
PL0000106480 |
99,18 |
100,44 |
--- |
--- |
99,81 |
--- |
PS0415 |
PL0000105953 |
101,44 |
101,70 |
5,04 |
4,95 |
101,57 |
4,99 |
DS1015 |
PL0000103602 |
103,83 |
104,11 |
5,17 |
5,10 |
103,97 |
5,13 |
PS0416 |
PL0000106340 |
98,72 |
98,99 |
5,31 |
5,24 |
98,86 |
5,27 |
IZ0816 |
PL0000103529 |
99,90 |
102,63 |
--- |
--- |
101,27 |
--- |
DS1017 |
PL0000104543 |
98,38 |
98,78 |
5,57 |
5,49 |
98,58 |
5,53 |
WZ0118 |
PL0000104717 |
97,65 |
98,96 |
--- |
--- |
98,31 |
--- |
DS1019 |
PL0000105441 |
97,92 |
98,33 |
5,82 |
5,76 |
98,13 |
5,79 |
DS1020 |
PL0000106126 |
95,47 |
95,85 |
5,90 |
5,85 |
95,66 |
5,87 |
WZ0121 |
PL0000106068 |
95,63 |
97,35 |
--- |
--- |
96,49 |
--- |
DS1021 |
PL0000106670 |
98,61 |
99,00 |
5,93 |
5,88 |
98,81 |
5,90 |
WS0922 |
PL0000102646 |
98,53 |
98,94 |
5,93 |
5,88 |
98,74 |
5,90 |
IZ0823 |
PL0000105359 |
94,71 |
98,03 |
--- |
--- |
96,37 |
--- |
WS0429 |
PL0000105391 |
95,51 |
98,29 |
6,17 |
5,90 |
96,90 |
6,03 |
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 |
4,250 |
4,250 |
4,250 |
10 |
PS0413 |
PL0000105037 |
3/4 |
1 |
4,250 |
4,250 |
4,250 |
120 |
PS0414 |
PL0000105433 |
3/4 |
1 |
4,250 |
4,250 |
4,250 |
35 |
DS1019 |
PL0000105441 |
3/4 |
1 |
4,250 |
4,250 |
4,250 |
45 |
OK0113 |
PL0000106324 |
3/4 |
1 |
4,250 |
4,250 |
4,250 |
115 |
PS0416 |
PL0000106340 |
3/4 |
1 |
4,200 |
4,200 |
4,200 |
80 |
DS1021 |
PL0000106670 |
3/4 |
1 |
4,150 |
4,150 |
4,150 |
50 |
PS0414 |
PL0000105433 |
3/5 |
2 |
4,250 |
4,250 |
4,250 |
25 |
DS1013 |
PL0000102836 |
0/3 |
3 |
4,300 |
4,300 |
4,300 |
100 |
OK0113 |
PL0000106324 |
0/3 |
3 |
4,250 |
4,250 |
4,250 |
170 |
DS1021 |
PL0000106670 |
0/3 |
3 |
4,150 |
4,150 |
4,150 |
20 |
WZ0121 |
PL0000106068 |
0/3 |
3 |
4,150 |
4,150 |
4,150 |
15 |
DS1013 |
PL0000102836 |
3/10 |
7 |
4,250 |
4,250 |
4,250 |
30 |
DS1019 |
PL0000105441 |
3/10 |
7 |
4,250 |
4,250 |
4,250 |
20 |
OK0112 |
PL0000105730 |
3/10 |
7 |
4,150 |
4,150 |
4,150 |
5 |
OK0113 |
PL0000106324 |
3/10 |
7 |
4,250 |
4,250 |
4,250 |
130 |
TOTAL |
970 |