2011-10-07 |
MARKET DATA |
No 194 (1728) |
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 |
1 600,00 |
1 635,37 |
130 |
3 060,00 |
3 165,10 |
29 |
4 660,00 |
4 800,48 |
159 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 600,00 |
1 635,37 |
130 |
3 060,00 |
3 165,10 |
29 |
4 660,00 |
4 800,48 |
159 |
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 |
98,77 |
98,77 |
98,77 |
98,77 |
98,77 |
98,77 |
98,77 |
120 000 |
118,52 |
3 |
PS0412 |
PL0000104659 |
100,16 |
100,15 |
100,17 |
100,17 |
100,14 |
100,14 |
100,16 |
200 000 |
204,70 |
7 |
OK0712 |
PL0000105912 |
96,63 |
96,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
95,57 |
95,61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
94,55 |
94,56 |
94,56 |
94,56 |
94,56 |
94,56 |
94,56 |
90 000 |
85,10 |
2 |
PS0413 |
PL0000105037 |
101,20 |
101,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
92,57 |
92,59 |
92,59 |
92,59 |
92,59 |
92,59 |
92,59 |
20 000 |
18,52 |
1 |
DS1013 |
PL0000102836 |
100,92 |
100,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
90,24 |
90,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,53 |
102,50 |
102,53 |
102,53 |
102,50 |
102,52 |
102,51 |
190 000 |
199,81 |
10 |
PS0415 |
PL0000105953 |
101,87 |
101,87 |
101,85 |
101,92 |
101,85 |
101,92 |
101,86 |
55 000 |
57,42 |
3 |
DS1015 |
PL0000103602 |
104,50 |
104,41 |
104,40 |
104,52 |
104,39 |
104,52 |
104,43 |
65 000 |
71,80 |
5 |
PS0416 |
PL0000106340 |
99,62 |
99,45 |
99,60 |
99,67 |
99,42 |
99,65 |
99,57 |
170 000 |
173,19 |
17 |
DS1017 |
PL0000104543 |
99,35 |
99,08 |
99,10 |
99,35 |
99,10 |
99,35 |
99,24 |
45 000 |
46,93 |
6 |
DS1019 |
PL0000105441 |
99,22 |
98,94 |
98,95 |
99,40 |
98,95 |
99,40 |
99,01 |
60 000 |
62,58 |
7 |
DS1020 |
PL0000106126 |
96,98 |
96,51 |
96,52 |
96,98 |
96,51 |
96,98 |
96,78 |
385 000 |
392,03 |
41 |
DS1021 |
PL0000106670 |
100,05 |
99,69 |
99,80 |
100,08 |
99,80 |
100,08 |
99,95 |
45 000 |
47,47 |
5 |
WS0922 |
PL0000102646 |
100,05 |
99,70 |
99,85 |
100,16 |
99,70 |
99,95 |
99,96 |
130 000 |
130,32 |
18 |
WS0429 |
PL0000105391 |
98,50 |
82,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
87,19 |
93,00 |
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 |
101,20 |
101,20 |
101,20 |
101,20 |
101,20 |
101,20 |
10 000 |
12,38 |
1 |
IZ0823 |
PL0000105359 |
96,24 |
96,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,73 |
99,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,20 |
98,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,35 |
96,20 |
96,20 |
96,45 |
96,20 |
96,45 |
96,36 |
15 000 |
14,61 |
4 |
TOTAL |
1 600 000 |
1 635,37 |
130 |
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 |
8 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26OCT11 |
PL0000005922 |
15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
113 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
141 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
169 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
232 |
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 |
100,19 |
4,44 |
4,30 |
100,15 |
4,37 |
OK0712 |
PL0000105912 |
96,57 |
96,67 |
4,51 |
4,38 |
96,62 |
4,45 |
OK1012 |
PL0000106100 |
95,54 |
95,66 |
4,48 |
4,35 |
95,60 |
4,42 |
OK0113 |
PL0000106324 |
94,48 |
94,61 |
4,49 |
4,38 |
94,55 |
4,43 |
PS0413 |
PL0000105037 |
101,13 |
101,30 |
4,45 |
4,33 |
101,22 |
4,39 |
OK0713 |
PL0000106563 |
92,49 |
92,62 |
4,46 |
4,38 |
92,56 |
4,42 |
DS1013 |
PL0000102836 |
100,88 |
100,99 |
4,53 |
4,47 |
100,94 |
4,50 |
PS0414 |
PL0000105433 |
102,49 |
102,66 |
4,67 |
4,60 |
102,58 |
4,63 |
WZ0115 |
PL0000106480 |
99,58 |
99,86 |
--- |
--- |
99,72 |
--- |
PS0415 |
PL0000105953 |
101,76 |
101,97 |
4,93 |
4,87 |
101,87 |
4,90 |
DS1015 |
PL0000103602 |
104,35 |
104,60 |
5,03 |
4,96 |
104,48 |
4,99 |
PS0416 |
PL0000106340 |
99,46 |
99,68 |
5,12 |
5,07 |
99,57 |
5,10 |
IZ0816 |
PL0000103529 |
101,08 |
101,49 |
--- |
--- |
101,29 |
--- |
DS1017 |
PL0000104543 |
98,98 |
99,34 |
5,45 |
5,37 |
99,16 |
5,41 |
WZ0118 |
PL0000104717 |
97,83 |
98,58 |
--- |
--- |
98,21 |
--- |
DS1019 |
PL0000105441 |
98,69 |
99,01 |
5,70 |
5,65 |
98,85 |
5,68 |
DS1020 |
PL0000106126 |
96,40 |
96,70 |
5,77 |
5,72 |
96,55 |
5,74 |
WZ0121 |
PL0000106068 |
96,03 |
96,74 |
--- |
--- |
96,39 |
--- |
DS1021 |
PL0000106670 |
99,66 |
100,04 |
5,79 |
5,74 |
99,85 |
5,76 |
WS0922 |
PL0000102646 |
99,62 |
99,99 |
5,79 |
5,75 |
99,81 |
5,77 |
IZ0823 |
PL0000105359 |
95,25 |
97,28 |
--- |
--- |
96,27 |
--- |
WS0429 |
PL0000105391 |
97,87 |
98,93 |
5,94 |
5,84 |
98,40 |
5,89 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,13 |
100,17 |
4,41 |
4,33 |
100,15 |
4,37 |
OK0712 |
PL0000105912 |
96,56 |
96,67 |
4,53 |
4,38 |
96,62 |
4,45 |
OK1012 |
PL0000106100 |
95,55 |
95,64 |
4,47 |
4,37 |
95,60 |
4,42 |
OK0113 |
PL0000106324 |
94,52 |
94,60 |
4,45 |
4,39 |
94,56 |
4,42 |
PS0413 |
PL0000105037 |
101,17 |
101,25 |
4,42 |
4,37 |
101,21 |
4,40 |
OK0713 |
PL0000106563 |
92,53 |
92,62 |
4,44 |
4,38 |
92,58 |
4,40 |
DS1013 |
PL0000102836 |
100,90 |
101,01 |
4,52 |
4,46 |
100,96 |
4,49 |
PS0414 |
PL0000105433 |
102,44 |
102,59 |
4,69 |
4,63 |
102,52 |
4,66 |
WZ0115 |
PL0000106480 |
99,60 |
99,93 |
--- |
--- |
99,77 |
--- |
PS0415 |
PL0000105953 |
101,80 |
102,00 |
4,92 |
4,86 |
101,90 |
4,89 |
DS1015 |
PL0000103602 |
104,39 |
104,59 |
5,02 |
4,96 |
104,49 |
4,99 |
PS0416 |
PL0000106340 |
99,50 |
99,70 |
5,11 |
5,06 |
99,60 |
5,09 |
IZ0816 |
PL0000103529 |
100,62 |
101,69 |
--- |
--- |
101,16 |
--- |
DS1017 |
PL0000104543 |
99,15 |
99,37 |
5,41 |
5,37 |
99,26 |
5,39 |
WZ0118 |
PL0000104717 |
97,87 |
98,45 |
--- |
--- |
98,16 |
--- |
DS1019 |
PL0000105441 |
98,97 |
99,38 |
5,66 |
5,59 |
99,18 |
5,62 |
DS1020 |
PL0000106126 |
96,78 |
97,02 |
5,71 |
5,67 |
96,90 |
5,69 |
WZ0121 |
PL0000106068 |
95,88 |
96,84 |
--- |
--- |
96,36 |
--- |
DS1021 |
PL0000106670 |
99,70 |
100,10 |
5,78 |
5,73 |
99,90 |
5,76 |
WS0922 |
PL0000102646 |
99,74 |
100,07 |
5,78 |
5,74 |
99,91 |
5,76 |
IZ0823 |
PL0000105359 |
95,13 |
97,29 |
--- |
--- |
96,21 |
--- |
WS0429 |
PL0000105391 |
98,04 |
99,10 |
5,92 |
5,83 |
98,57 |
5,87 |
REPO MARKET |
General Collateral (GC) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/3 |
3 |
4,250 |
4,250 |
4,250 |
600 |
TOTAL |
600 |
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 |
4,100 |
4,240 |
4,149 |
230 |
DS1015 |
PL0000103602 |
3/4 |
1 |
4,100 |
4,220 |
4,115 |
480 |
DS1017 |
PL0000104543 |
3/4 |
1 |
4,100 |
4,240 |
4,121 |
270 |
PS0413 |
PL0000105037 |
3/4 |
1 |
4,220 |
4,220 |
4,220 |
120 |
DS1019 |
PL0000105441 |
3/4 |
1 |
4,100 |
4,240 |
4,147 |
90 |
PS0415 |
PL0000105953 |
3/4 |
1 |
4,100 |
4,100 |
4,100 |
95 |
OK1012 |
PL0000106100 |
3/4 |
1 |
4,200 |
4,200 |
4,200 |
10 |
DS1020 |
PL0000106126 |
3/4 |
1 |
4,250 |
4,250 |
4,250 |
40 |
OK0113 |
PL0000106324 |
3/4 |
1 |
4,220 |
4,220 |
4,220 |
115 |
PS0416 |
PL0000106340 |
3/4 |
1 |
4,250 |
4,250 |
4,250 |
185 |
OK0713 |
PL0000106563 |
3/4 |
1 |
4,200 |
4,200 |
4,200 |
30 |
DS1021 |
PL0000106670 |
3/4 |
1 |
4,230 |
4,230 |
4,230 |
125 |
WZ0118 |
PL0000104717 |
3/4 |
1 |
4,200 |
4,200 |
4,200 |
15 |
PS0414 |
PL0000105433 |
3/5 |
2 |
4,250 |
4,250 |
4,250 |
30 |
OK0113 |
PL0000106324 |
3/5 |
2 |
4,200 |
4,200 |
4,200 |
160 |
DS1015 |
PL0000103602 |
0/3 |
3 |
4,000 |
4,000 |
4,000 |
70 |
PS0413 |
PL0000105037 |
0/3 |
3 |
4,230 |
4,230 |
4,230 |
45 |
PS0415 |
PL0000105953 |
0/3 |
3 |
4,000 |
4,000 |
4,000 |
70 |
DS1020 |
PL0000106126 |
0/3 |
3 |
4,250 |
4,250 |
4,250 |
110 |
DS1021 |
PL0000106670 |
0/3 |
3 |
4,050 |
4,050 |
4,050 |
40 |
WZ0121 |
PL0000106068 |
0/4 |
4 |
3,900 |
3,900 |
3,900 |
20 |
DS1017 |
PL0000104543 |
3/10 |
7 |
4,300 |
4,300 |
4,300 |
70 |
WZ0115 |
PL0000106480 |
3/10 |
7 |
4,250 |
4,250 |
4,250 |
40 |
TOTAL |
2 460 |