2011-10-06 |
MARKET DATA |
No 193 (1727) |
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 |
2 137,50 |
2 206,69 |
193 |
1 825,00 |
1 905,10 |
28 |
3 962,50 |
4 111,79 |
221 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 137,50 |
2 206,69 |
193 |
1 825,00 |
1 905,10 |
28 |
3 962,50 |
4 111,79 |
221 |
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 |
98,74 |
98,75 |
98,75 |
98,75 |
98,75 |
98,75 |
98,75 |
25 000 |
24,69 |
2 |
PS0412 |
PL0000104659 |
100,13 |
100,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
96,58 |
96,61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
95,55 |
95,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
94,49 |
94,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
101,21 |
101,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
92,58 |
92,57 |
92,60 |
92,60 |
92,58 |
92,58 |
92,59 |
10 000 |
9,26 |
2 |
DS1013 |
PL0000102836 |
100,92 |
100,92 |
100,95 |
100,95 |
100,90 |
100,95 |
100,92 |
155 000 |
163,88 |
11 |
OK0114 |
PL0000106712 |
90,30 |
90,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,56 |
102,49 |
102,55 |
102,57 |
102,50 |
102,50 |
102,55 |
117 500 |
123,60 |
8 |
PS0415 |
PL0000105953 |
101,84 |
101,83 |
101,85 |
101,88 |
101,75 |
101,75 |
101,85 |
130 000 |
135,68 |
11 |
DS1015 |
PL0000103602 |
104,35 |
104,26 |
104,37 |
104,39 |
104,25 |
104,25 |
104,32 |
197 500 |
217,90 |
16 |
PS0416 |
PL0000106340 |
99,52 |
99,28 |
99,31 |
99,55 |
99,30 |
99,55 |
99,43 |
540 000 |
549,32 |
48 |
DS1017 |
PL0000104543 |
99,03 |
98,86 |
98,81 |
99,10 |
98,80 |
99,10 |
98,93 |
190 000 |
197,53 |
18 |
DS1019 |
PL0000105441 |
98,90 |
98,70 |
98,92 |
98,99 |
98,75 |
98,99 |
98,94 |
75 000 |
78,16 |
7 |
DS1020 |
PL0000106126 |
96,54 |
96,20 |
96,24 |
96,60 |
96,24 |
96,45 |
96,49 |
195 000 |
197,97 |
20 |
DS1021 |
PL0000106670 |
99,77 |
99,40 |
99,74 |
99,78 |
99,50 |
99,70 |
99,71 |
112 500 |
118,38 |
12 |
WS0922 |
PL0000102646 |
99,77 |
99,35 |
99,35 |
99,78 |
99,35 |
99,70 |
99,60 |
280 000 |
279,62 |
30 |
WS0429 |
PL0000105391 |
98,18 |
98,00 |
98,25 |
98,25 |
98,25 |
98,25 |
98,25 |
5 000 |
5,04 |
1 |
WS0437 |
PL0000104857 |
87,67 |
91,39 |
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 |
101,20 |
101,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
95,90 |
96,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,71 |
99,68 |
99,65 |
99,71 |
99,65 |
99,71 |
99,70 |
100 000 |
100,70 |
6 |
WZ0118 |
PL0000104717 |
98,15 |
98,18 |
98,15 |
98,15 |
98,15 |
98,15 |
98,15 |
5 000 |
4,96 |
1 |
WZ0121 |
PL0000106068 |
96,35 |
96,42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
2 137 500 |
2 206,69 |
193 |
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 |
9 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26OCT11 |
PL0000005922 |
16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
114 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
142 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
170 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
233 |
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 |
100,11 |
100,18 |
4,45 |
4,32 |
100,15 |
4,37 |
OK0712 |
PL0000105912 |
96,57 |
96,66 |
4,50 |
4,38 |
96,62 |
4,43 |
OK1012 |
PL0000106100 |
95,53 |
95,63 |
4,48 |
4,37 |
95,58 |
4,43 |
OK0113 |
PL0000106324 |
94,46 |
94,59 |
4,50 |
4,39 |
94,53 |
4,44 |
PS0413 |
PL0000105037 |
101,15 |
101,27 |
4,44 |
4,36 |
101,21 |
4,40 |
OK0713 |
PL0000106563 |
92,52 |
92,63 |
4,43 |
4,37 |
92,58 |
4,40 |
DS1013 |
PL0000102836 |
100,85 |
100,97 |
4,55 |
4,48 |
100,91 |
4,51 |
PS0414 |
PL0000105433 |
102,42 |
102,57 |
4,70 |
4,64 |
102,50 |
4,67 |
WZ0115 |
PL0000106480 |
99,46 |
99,78 |
--- |
--- |
99,62 |
--- |
PS0415 |
PL0000105953 |
101,71 |
101,89 |
4,95 |
4,89 |
101,80 |
4,92 |
DS1015 |
PL0000103602 |
104,17 |
104,41 |
5,08 |
5,01 |
104,29 |
5,04 |
PS0416 |
PL0000106340 |
99,28 |
99,45 |
5,17 |
5,13 |
99,37 |
5,15 |
IZ0816 |
PL0000103529 |
100,53 |
101,84 |
--- |
--- |
101,19 |
--- |
DS1017 |
PL0000104543 |
98,76 |
99,09 |
5,49 |
5,42 |
98,93 |
5,46 |
WZ0118 |
PL0000104717 |
97,81 |
98,47 |
--- |
--- |
98,14 |
--- |
DS1019 |
PL0000105441 |
98,53 |
98,85 |
5,73 |
5,68 |
98,69 |
5,70 |
DS1020 |
PL0000106126 |
96,23 |
96,45 |
5,79 |
5,76 |
96,34 |
5,77 |
WZ0121 |
PL0000106068 |
95,98 |
96,74 |
--- |
--- |
96,36 |
--- |
DS1021 |
PL0000106670 |
99,33 |
99,63 |
5,83 |
5,79 |
99,48 |
5,81 |
WS0922 |
PL0000102646 |
99,33 |
99,63 |
5,83 |
5,79 |
99,48 |
5,81 |
IZ0823 |
PL0000105359 |
95,29 |
97,16 |
--- |
--- |
96,23 |
--- |
WS0429 |
PL0000105391 |
97,43 |
98,66 |
5,98 |
5,87 |
98,05 |
5,92 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,12 |
100,17 |
4,43 |
4,33 |
100,15 |
4,37 |
OK0712 |
PL0000105912 |
96,57 |
96,63 |
4,50 |
4,42 |
96,60 |
4,46 |
OK1012 |
PL0000106100 |
95,54 |
95,62 |
4,47 |
4,38 |
95,58 |
4,43 |
OK0113 |
PL0000106324 |
94,45 |
94,56 |
4,50 |
4,41 |
94,51 |
4,45 |
PS0413 |
PL0000105037 |
101,14 |
101,25 |
4,44 |
4,37 |
101,20 |
4,40 |
OK0713 |
PL0000106563 |
92,50 |
92,62 |
4,45 |
4,37 |
92,56 |
4,41 |
DS1013 |
PL0000102836 |
100,89 |
100,96 |
4,52 |
4,49 |
100,93 |
4,50 |
PS0414 |
PL0000105433 |
102,47 |
102,62 |
4,68 |
4,62 |
102,55 |
4,65 |
WZ0115 |
PL0000106480 |
99,63 |
99,81 |
--- |
--- |
99,72 |
--- |
PS0415 |
PL0000105953 |
101,66 |
101,86 |
4,96 |
4,90 |
101,76 |
4,93 |
DS1015 |
PL0000103602 |
104,21 |
104,41 |
5,07 |
5,01 |
104,31 |
5,04 |
PS0416 |
PL0000106340 |
99,32 |
99,49 |
5,16 |
5,12 |
99,41 |
5,14 |
IZ0816 |
PL0000103529 |
100,67 |
101,69 |
--- |
--- |
101,18 |
--- |
DS1017 |
PL0000104543 |
98,82 |
99,04 |
5,48 |
5,43 |
98,93 |
5,46 |
WZ0118 |
PL0000104717 |
97,79 |
98,38 |
--- |
--- |
98,09 |
--- |
DS1019 |
PL0000105441 |
98,56 |
98,94 |
5,72 |
5,66 |
98,75 |
5,69 |
DS1020 |
PL0000106126 |
96,23 |
96,59 |
5,79 |
5,74 |
96,41 |
5,76 |
WZ0121 |
PL0000106068 |
96,10 |
96,62 |
--- |
--- |
96,36 |
--- |
DS1021 |
PL0000106670 |
99,38 |
99,74 |
5,83 |
5,78 |
99,56 |
5,80 |
WS0922 |
PL0000102646 |
99,47 |
99,73 |
5,81 |
5,78 |
99,60 |
5,79 |
IZ0823 |
PL0000105359 |
95,31 |
96,63 |
--- |
--- |
95,97 |
--- |
WS0429 |
PL0000105391 |
97,57 |
98,52 |
5,97 |
5,88 |
98,05 |
5,92 |
REPO MARKET |
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 |
4,000 |
4,000 |
4,000 |
35 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
185 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
30 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
30 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
5 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
5 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,000 |
4,100 |
4,050 |
110 |
DS1013 |
PL0000102836 |
1/4 |
3 |
4,200 |
4,250 |
4,223 |
150 |
DS1015 |
PL0000103602 |
1/4 |
3 |
4,150 |
4,250 |
4,197 |
320 |
DS1017 |
PL0000104543 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
50 |
PS0413 |
PL0000105037 |
1/4 |
3 |
4,150 |
4,250 |
4,190 |
200 |
DS1019 |
PL0000105441 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
110 |
PS0415 |
PL0000105953 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
55 |
DS1020 |
PL0000106126 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
80 |
OK0113 |
PL0000106324 |
1/4 |
3 |
4,150 |
4,150 |
4,150 |
115 |
PS0416 |
PL0000106340 |
1/4 |
3 |
4,200 |
4,250 |
4,234 |
125 |
DS1021 |
PL0000106670 |
1/4 |
3 |
4,100 |
4,250 |
4,163 |
60 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
110 |
PS0416 |
PL0000106340 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
50 |
TOTAL |
1 825 |