2011-10-04 |
MARKET DATA |
No 191 (1725) |
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 |
1 582,50 |
1 612,81 |
132 |
1 485,00 |
1 528,59 |
19 |
3 067,50 |
3 141,40 |
151 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 582,50 |
1 612,81 |
132 |
1 485,00 |
1 528,59 |
19 |
3 067,50 |
3 141,40 |
151 |
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 |
98,70 |
98,70 |
98,69 |
98,70 |
98,69 |
98,70 |
98,70 |
265 000 |
261,55 |
5 |
PS0412 |
PL0000104659 |
100,13 |
100,13 |
100,13 |
100,13 |
100,13 |
100,13 |
100,13 |
20 000 |
20,45 |
1 |
OK0712 |
PL0000105912 |
96,55 |
96,56 |
96,55 |
96,55 |
96,55 |
96,55 |
96,55 |
25 000 |
24,14 |
1 |
OK1012 |
PL0000106100 |
95,53 |
95,53 |
95,53 |
95,53 |
95,53 |
95,53 |
95,53 |
10 000 |
9,55 |
1 |
OK0113 |
PL0000106324 |
94,44 |
94,46 |
94,44 |
94,44 |
94,44 |
94,44 |
94,44 |
30 000 |
28,33 |
1 |
PS0413 |
PL0000105037 |
101,14 |
101,19 |
101,19 |
101,19 |
101,19 |
101,19 |
101,19 |
5 000 |
5,18 |
1 |
OK0713 |
PL0000106563 |
92,44 |
92,45 |
92,45 |
92,45 |
92,41 |
92,41 |
92,43 |
30 000 |
27,73 |
3 |
DS1013 |
PL0000102836 |
100,85 |
100,86 |
100,85 |
100,85 |
100,81 |
100,81 |
100,83 |
32 500 |
34,31 |
4 |
OK0114 |
PL0000106712 |
90,13 |
90,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,33 |
102,31 |
102,32 |
102,33 |
102,30 |
102,30 |
102,32 |
100 000 |
104,89 |
5 |
PS0415 |
PL0000105953 |
101,55 |
101,52 |
101,53 |
101,55 |
101,51 |
101,53 |
101,53 |
60 000 |
62,40 |
6 |
DS1015 |
PL0000103602 |
103,91 |
103,87 |
103,86 |
103,91 |
103,86 |
103,86 |
103,89 |
207 500 |
227,90 |
21 |
PS0416 |
PL0000106340 |
98,84 |
98,75 |
98,71 |
98,87 |
98,70 |
98,75 |
98,78 |
247 500 |
250,02 |
23 |
DS1017 |
PL0000104543 |
98,43 |
98,30 |
98,40 |
98,42 |
98,25 |
98,26 |
98,36 |
105 000 |
108,51 |
11 |
DS1019 |
PL0000105441 |
97,95 |
97,82 |
97,93 |
97,93 |
97,90 |
97,90 |
97,91 |
30 000 |
30,94 |
3 |
DS1020 |
PL0000106126 |
95,50 |
95,39 |
95,35 |
95,55 |
95,35 |
95,48 |
95,45 |
167 500 |
168,21 |
20 |
DS1021 |
PL0000106670 |
98,74 |
98,55 |
98,46 |
98,70 |
98,46 |
98,67 |
98,59 |
55 000 |
57,22 |
6 |
WS0922 |
PL0000102646 |
98,75 |
98,52 |
98,60 |
98,64 |
98,50 |
98,64 |
98,55 |
60 000 |
59,25 |
7 |
WS0429 |
PL0000105391 |
97,42 |
97,08 |
97,08 |
97,46 |
97,08 |
97,20 |
97,27 |
70 000 |
69,89 |
6 |
WS0437 |
PL0000104857 |
85,66 |
89,66 |
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 |
101,15 |
101,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
95,80 |
96,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,63 |
99,60 |
99,63 |
99,63 |
99,55 |
99,55 |
99,55 |
42 500 |
42,71 |
4 |
WZ0118 |
PL0000104717 |
97,95 |
97,98 |
98,00 |
98,00 |
98,00 |
98,00 |
98,00 |
10 000 |
9,89 |
2 |
WZ0121 |
PL0000106068 |
96,05 |
96,22 |
96,23 |
96,23 |
96,23 |
96,23 |
96,23 |
10 000 |
9,72 |
1 |
TOTAL |
1 582 500 |
1 612,81 |
132 |
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 |
13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26OCT11 |
PL0000005922 |
20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
118 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
146 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
174 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
237 |
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 |
100,10 |
100,17 |
4,47 |
4,34 |
100,14 |
4,40 |
OK0712 |
PL0000105912 |
96,53 |
96,60 |
4,49 |
4,40 |
96,57 |
4,44 |
OK1012 |
PL0000106100 |
95,51 |
95,59 |
4,45 |
4,37 |
95,55 |
4,41 |
OK0113 |
PL0000106324 |
94,42 |
94,51 |
4,49 |
4,42 |
94,47 |
4,45 |
PS0413 |
PL0000105037 |
101,11 |
101,21 |
4,47 |
4,40 |
101,16 |
4,44 |
OK0713 |
PL0000106563 |
92,37 |
92,50 |
4,50 |
4,42 |
92,44 |
4,46 |
DS1013 |
PL0000102836 |
100,79 |
100,90 |
4,58 |
4,52 |
100,85 |
4,55 |
PS0414 |
PL0000105433 |
102,24 |
102,38 |
4,78 |
4,72 |
102,31 |
4,75 |
WZ0115 |
PL0000106480 |
99,45 |
99,69 |
--- |
--- |
99,57 |
--- |
PS0415 |
PL0000105953 |
101,40 |
101,57 |
5,05 |
4,99 |
101,49 |
5,02 |
DS1015 |
PL0000103602 |
103,74 |
103,97 |
5,20 |
5,13 |
103,86 |
5,16 |
PS0416 |
PL0000106340 |
98,61 |
98,80 |
5,34 |
5,29 |
98,71 |
5,31 |
IZ0816 |
PL0000103529 |
101,02 |
101,67 |
--- |
--- |
101,35 |
--- |
DS1017 |
PL0000104543 |
98,19 |
98,47 |
5,60 |
5,55 |
98,33 |
5,58 |
WZ0118 |
PL0000104717 |
97,76 |
98,14 |
--- |
--- |
97,95 |
--- |
DS1019 |
PL0000105441 |
97,66 |
97,95 |
5,87 |
5,82 |
97,81 |
5,84 |
DS1020 |
PL0000106126 |
95,21 |
95,48 |
5,94 |
5,90 |
95,35 |
5,92 |
WZ0121 |
PL0000106068 |
95,90 |
96,36 |
--- |
--- |
96,13 |
--- |
DS1021 |
PL0000106670 |
98,32 |
98,64 |
5,97 |
5,93 |
98,48 |
5,95 |
WS0922 |
PL0000102646 |
98,32 |
98,64 |
5,96 |
5,92 |
98,48 |
5,94 |
IZ0823 |
PL0000105359 |
95,44 |
97,05 |
--- |
--- |
96,25 |
--- |
WS0429 |
PL0000105391 |
96,46 |
97,49 |
6,08 |
5,98 |
96,98 |
6,03 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,09 |
100,16 |
4,49 |
4,36 |
100,13 |
4,42 |
OK0712 |
PL0000105912 |
96,51 |
96,59 |
4,52 |
4,41 |
96,55 |
4,46 |
OK1012 |
PL0000106100 |
95,48 |
95,56 |
4,48 |
4,40 |
95,52 |
4,44 |
OK0113 |
PL0000106324 |
94,41 |
94,49 |
4,50 |
4,43 |
94,45 |
4,47 |
PS0413 |
PL0000105037 |
101,11 |
101,21 |
4,47 |
4,40 |
101,16 |
4,44 |
OK0713 |
PL0000106563 |
92,39 |
92,49 |
4,49 |
4,43 |
92,44 |
4,46 |
DS1013 |
PL0000102836 |
100,77 |
100,88 |
4,59 |
4,53 |
100,83 |
4,56 |
PS0414 |
PL0000105433 |
102,19 |
102,36 |
4,80 |
4,73 |
102,28 |
4,76 |
WZ0115 |
PL0000106480 |
99,41 |
99,72 |
--- |
--- |
99,57 |
--- |
PS0415 |
PL0000105953 |
101,41 |
101,57 |
5,04 |
4,99 |
101,49 |
5,02 |
DS1015 |
PL0000103602 |
103,78 |
103,94 |
5,19 |
5,14 |
103,86 |
5,16 |
PS0416 |
PL0000106340 |
98,68 |
98,85 |
5,32 |
5,28 |
98,77 |
5,30 |
IZ0816 |
PL0000103529 |
100,74 |
101,79 |
--- |
--- |
101,27 |
--- |
DS1017 |
PL0000104543 |
98,16 |
98,41 |
5,61 |
5,56 |
98,29 |
5,58 |
WZ0118 |
PL0000104717 |
97,58 |
98,24 |
--- |
--- |
97,91 |
--- |
DS1019 |
PL0000105441 |
97,61 |
97,91 |
5,88 |
5,83 |
97,76 |
5,85 |
DS1020 |
PL0000106126 |
95,25 |
95,49 |
5,94 |
5,90 |
95,37 |
5,92 |
WZ0121 |
PL0000106068 |
95,78 |
96,51 |
--- |
--- |
96,15 |
--- |
DS1021 |
PL0000106670 |
98,37 |
98,64 |
5,96 |
5,93 |
98,51 |
5,94 |
WS0922 |
PL0000102646 |
98,39 |
98,67 |
5,95 |
5,91 |
98,53 |
5,93 |
IZ0823 |
PL0000105359 |
95,03 |
96,71 |
--- |
--- |
95,87 |
--- |
WS0429 |
PL0000105391 |
96,66 |
97,60 |
6,06 |
5,97 |
97,13 |
6,01 |
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 |
1/2 |
1 |
4,200 |
4,300 |
4,282 |
540 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
65 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
30 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
20 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,200 |
4,250 |
4,236 |
105 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
20 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
120 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
40 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
20 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
115 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
145 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
150 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
25 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
20 |
OK0113 |
PL0000106324 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
55 |
OK0114 |
PL0000106712 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
15 |
TOTAL |
1 485 |