2011-10-03 |
MARKET DATA |
No 190 (1724) |
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 |
1 150,00 |
1 155,35 |
109 |
1 750,00 |
1 803,67 |
23 |
2 900,00 |
2 959,02 |
132 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 150,00 |
1 155,35 |
109 |
1 750,00 |
1 803,67 |
23 |
2 900,00 |
2 959,02 |
132 |
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 |
98,67 |
98,67 |
98,67 |
98,67 |
98,67 |
98,67 |
98,67 |
40 000 |
39,47 |
2 |
PS0412 |
PL0000104659 |
100,13 |
100,13 |
100,14 |
100,14 |
100,14 |
100,14 |
100,14 |
15 000 |
15,34 |
1 |
OK0712 |
PL0000105912 |
96,54 |
96,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
95,52 |
95,52 |
95,52 |
95,52 |
95,51 |
95,52 |
95,52 |
30 000 |
28,66 |
3 |
OK0113 |
PL0000106324 |
94,44 |
94,44 |
94,45 |
94,45 |
94,43 |
94,44 |
94,44 |
110 000 |
103,88 |
6 |
PS0413 |
PL0000105037 |
101,18 |
101,19 |
101,19 |
101,19 |
101,19 |
101,19 |
101,19 |
15 000 |
15,53 |
1 |
OK0713 |
PL0000106563 |
92,42 |
92,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,92 |
100,87 |
100,88 |
100,88 |
100,86 |
100,86 |
100,87 |
70 000 |
73,93 |
7 |
OK0114 |
PL0000106712 |
90,13 |
90,13 |
90,13 |
90,15 |
90,13 |
90,15 |
90,14 |
7 500 |
6,76 |
2 |
PS0414 |
PL0000105433 |
102,47 |
102,37 |
102,37 |
102,37 |
102,32 |
102,32 |
102,35 |
30 000 |
31,47 |
3 |
PS0415 |
PL0000105953 |
101,60 |
101,49 |
101,52 |
101,52 |
101,52 |
101,52 |
101,52 |
10 000 |
10,40 |
1 |
DS1015 |
PL0000103602 |
104,01 |
103,92 |
103,94 |
103,94 |
103,94 |
103,94 |
103,94 |
10 000 |
10,99 |
1 |
PS0416 |
PL0000106340 |
98,89 |
98,75 |
98,89 |
98,89 |
98,75 |
98,84 |
98,83 |
230 000 |
232,42 |
20 |
DS1017 |
PL0000104543 |
98,46 |
98,35 |
98,42 |
98,47 |
98,42 |
98,47 |
98,44 |
15 000 |
15,51 |
2 |
DS1019 |
PL0000105441 |
98,09 |
97,94 |
98,09 |
98,09 |
97,90 |
98,00 |
97,98 |
57 500 |
59,33 |
6 |
DS1020 |
PL0000106126 |
95,59 |
95,33 |
95,59 |
95,59 |
95,34 |
95,55 |
95,46 |
190 000 |
190,80 |
20 |
DS1021 |
PL0000106670 |
98,70 |
98,57 |
98,40 |
98,71 |
98,40 |
98,68 |
98,64 |
70 000 |
72,86 |
7 |
WS0922 |
PL0000102646 |
98,74 |
98,45 |
98,50 |
98,70 |
98,49 |
98,61 |
98,60 |
140 000 |
138,31 |
15 |
WS0429 |
PL0000105391 |
97,05 |
96,50 |
96,53 |
97,20 |
96,53 |
96,90 |
96,94 |
25 000 |
24,87 |
5 |
WS0437 |
PL0000104857 |
86,17 |
88,74 |
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 |
101,18 |
101,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
95,65 |
96,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,70 |
99,70 |
99,70 |
99,70 |
99,65 |
99,65 |
99,67 |
60 000 |
60,36 |
4 |
WZ0118 |
PL0000104717 |
98,08 |
98,10 |
98,00 |
98,00 |
98,00 |
98,00 |
98,00 |
10 000 |
9,89 |
1 |
WZ0121 |
PL0000106068 |
96,20 |
96,23 |
96,25 |
96,25 |
96,20 |
96,20 |
96,23 |
15 000 |
14,57 |
2 |
TOTAL |
1 150 000 |
1 155,35 |
109 |
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 |
14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26OCT11 |
PL0000005922 |
21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
119 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
147 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
175 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
238 |
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 |
100,09 |
100,17 |
4,49 |
4,35 |
100,13 |
4,42 |
OK0712 |
PL0000105912 |
96,50 |
96,60 |
4,52 |
4,38 |
96,55 |
4,45 |
OK1012 |
PL0000106100 |
95,46 |
95,59 |
4,49 |
4,36 |
95,53 |
4,42 |
OK0113 |
PL0000106324 |
94,40 |
94,54 |
4,50 |
4,38 |
94,47 |
4,44 |
PS0413 |
PL0000105037 |
101,15 |
101,26 |
4,44 |
4,37 |
101,21 |
4,40 |
OK0713 |
PL0000106563 |
92,35 |
92,51 |
4,51 |
4,41 |
92,43 |
4,46 |
DS1013 |
PL0000102836 |
100,85 |
100,96 |
4,55 |
4,49 |
100,91 |
4,52 |
PS0414 |
PL0000105433 |
102,29 |
102,47 |
4,76 |
4,68 |
102,38 |
4,72 |
WZ0115 |
PL0000106480 |
99,31 |
100,12 |
--- |
--- |
99,72 |
--- |
PS0415 |
PL0000105953 |
101,35 |
101,60 |
5,06 |
4,99 |
101,48 |
5,02 |
DS1015 |
PL0000103602 |
103,77 |
104,00 |
5,19 |
5,13 |
103,89 |
5,16 |
PS0416 |
PL0000106340 |
98,63 |
98,84 |
5,33 |
5,28 |
98,74 |
5,31 |
IZ0816 |
PL0000103529 |
100,25 |
102,32 |
--- |
--- |
101,29 |
--- |
DS1017 |
PL0000104543 |
98,16 |
98,50 |
5,61 |
5,54 |
98,33 |
5,58 |
WZ0118 |
PL0000104717 |
97,57 |
98,55 |
--- |
--- |
98,06 |
--- |
DS1019 |
PL0000105441 |
97,78 |
98,11 |
5,85 |
5,79 |
97,95 |
5,82 |
DS1020 |
PL0000106126 |
95,21 |
95,58 |
5,94 |
5,89 |
95,40 |
5,91 |
WZ0121 |
PL0000106068 |
95,69 |
96,68 |
--- |
--- |
96,19 |
--- |
DS1021 |
PL0000106670 |
98,24 |
98,64 |
5,98 |
5,93 |
98,44 |
5,95 |
WS0922 |
PL0000102646 |
98,29 |
98,70 |
5,96 |
5,91 |
98,50 |
5,93 |
IZ0823 |
PL0000105359 |
94,84 |
97,60 |
--- |
--- |
96,22 |
--- |
WS0429 |
PL0000105391 |
95,83 |
97,19 |
6,14 |
6,01 |
96,51 |
6,07 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,11 |
100,17 |
4,45 |
4,35 |
100,14 |
4,40 |
OK0712 |
PL0000105912 |
96,52 |
96,59 |
4,49 |
4,39 |
96,56 |
4,44 |
OK1012 |
PL0000106100 |
95,49 |
95,56 |
4,46 |
4,39 |
95,53 |
4,42 |
OK0113 |
PL0000106324 |
94,42 |
94,49 |
4,48 |
4,42 |
94,46 |
4,45 |
PS0413 |
PL0000105037 |
101,15 |
101,23 |
4,44 |
4,39 |
101,19 |
4,42 |
OK0713 |
PL0000106563 |
92,37 |
92,49 |
4,49 |
4,42 |
92,43 |
4,46 |
DS1013 |
PL0000102836 |
100,84 |
100,92 |
4,55 |
4,51 |
100,88 |
4,53 |
PS0414 |
PL0000105433 |
102,29 |
102,42 |
4,76 |
4,71 |
102,36 |
4,73 |
WZ0115 |
PL0000106480 |
99,40 |
99,97 |
--- |
--- |
99,69 |
--- |
PS0415 |
PL0000105953 |
101,46 |
101,63 |
5,03 |
4,98 |
101,55 |
5,00 |
DS1015 |
PL0000103602 |
103,84 |
104,06 |
5,17 |
5,11 |
103,95 |
5,14 |
PS0416 |
PL0000106340 |
98,80 |
98,91 |
5,29 |
5,26 |
98,86 |
5,28 |
IZ0816 |
PL0000103529 |
100,38 |
102,10 |
--- |
--- |
101,24 |
--- |
DS1017 |
PL0000104543 |
98,36 |
98,61 |
5,57 |
5,52 |
98,49 |
5,54 |
WZ0118 |
PL0000104717 |
97,67 |
98,42 |
--- |
--- |
98,05 |
--- |
DS1019 |
PL0000105441 |
97,93 |
98,18 |
5,82 |
5,78 |
98,06 |
5,80 |
DS1020 |
PL0000106126 |
95,43 |
95,67 |
5,91 |
5,87 |
95,55 |
5,89 |
WZ0121 |
PL0000106068 |
95,85 |
96,65 |
--- |
--- |
96,25 |
--- |
DS1021 |
PL0000106670 |
98,64 |
98,90 |
5,93 |
5,89 |
98,77 |
5,91 |
WS0922 |
PL0000102646 |
98,66 |
98,92 |
5,91 |
5,88 |
98,79 |
5,90 |
IZ0823 |
PL0000105359 |
95,34 |
97,16 |
--- |
--- |
96,25 |
--- |
WS0429 |
PL0000105391 |
96,63 |
97,94 |
6,06 |
5,93 |
97,29 |
6,00 |
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 |
4,200 |
4,200 |
4,200 |
210 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,150 |
4,250 |
4,245 |
200 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
15 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
35 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,170 |
4,250 |
4,227 |
70 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,100 |
4,170 |
4,143 |
550 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
120 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,170 |
4,250 |
4,219 |
65 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,150 |
4,200 |
4,193 |
75 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,170 |
4,170 |
4,170 |
20 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
115 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
20 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,240 |
4,250 |
4,245 |
180 |
OK1012 |
PL0000106100 |
1/4 |
3 |
4,200 |
4,200 |
4,200 |
35 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
40 |
TOTAL |
1 750 |