2011-10-10 |
MARKET DATA |
No 195 (1729) |
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 |
1 540,00 |
1 589,67 |
154 |
2 825,00 |
2 902,51 |
35 |
4 365,00 |
4 492,17 |
189 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 540,00 |
1 589,67 |
154 |
2 825,00 |
2 902,51 |
35 |
4 365,00 |
4 492,17 |
189 |
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 |
98,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0412 |
PL0000104659 |
100,15 |
100,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
96,61 |
96,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
95,60 |
95,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
94,56 |
94,55 |
94,55 |
94,55 |
94,55 |
94,55 |
94,55 |
10 000 |
9,46 |
1 |
PS0413 |
PL0000105037 |
101,20 |
101,22 |
101,22 |
101,22 |
101,22 |
101,22 |
101,22 |
15 000 |
15,55 |
1 |
OK0713 |
PL0000106563 |
92,56 |
92,58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,94 |
100,96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
90,30 |
90,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,58 |
102,58 |
102,59 |
102,59 |
102,58 |
102,58 |
102,58 |
30 000 |
31,58 |
3 |
PS0415 |
PL0000105953 |
102,00 |
102,00 |
101,98 |
102,00 |
101,98 |
102,00 |
102,00 |
45 000 |
47,05 |
3 |
DS1015 |
PL0000103602 |
104,65 |
104,65 |
104,57 |
104,57 |
104,57 |
104,57 |
104,57 |
10 000 |
11,06 |
1 |
PS0416 |
PL0000106340 |
99,80 |
99,71 |
99,75 |
99,85 |
99,75 |
99,76 |
99,79 |
85 000 |
86,80 |
8 |
DS1017 |
PL0000104543 |
99,86 |
99,52 |
99,53 |
99,92 |
99,53 |
99,75 |
99,76 |
195 000 |
204,41 |
19 |
DS1019 |
PL0000105441 |
99,87 |
99,54 |
99,93 |
99,95 |
99,93 |
99,95 |
99,95 |
60 000 |
63,15 |
6 |
DS1020 |
PL0000106126 |
97,66 |
97,30 |
97,30 |
97,70 |
97,30 |
97,44 |
97,58 |
622 500 |
638,97 |
62 |
DS1021 |
PL0000106670 |
100,85 |
100,42 |
100,70 |
100,80 |
100,50 |
100,75 |
100,71 |
177 500 |
188,60 |
18 |
WS0922 |
PL0000102646 |
100,75 |
100,50 |
100,70 |
100,89 |
100,50 |
100,72 |
100,75 |
290 000 |
293,04 |
32 |
WS0429 |
PL0000105391 |
99,25 |
98,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
88,14 |
94,88 |
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 |
101,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
100,65 |
97,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,70 |
99,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,30 |
98,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,30 |
96,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 540 000 |
1 589,67 |
154 |
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 |
7 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26OCT11 |
PL0000005922 |
14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
112 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
140 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
168 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
231 |
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 |
100,16 |
4,44 |
4,35 |
100,14 |
4,39 |
OK0712 |
PL0000105912 |
96,58 |
96,70 |
4,52 |
4,35 |
96,64 |
4,43 |
OK1012 |
PL0000106100 |
95,56 |
95,68 |
4,47 |
4,34 |
95,62 |
4,41 |
OK0113 |
PL0000106324 |
94,48 |
94,62 |
4,50 |
4,38 |
94,55 |
4,44 |
PS0413 |
PL0000105037 |
101,14 |
101,30 |
4,44 |
4,33 |
101,22 |
4,39 |
OK0713 |
PL0000106563 |
92,50 |
92,65 |
4,46 |
4,37 |
92,58 |
4,41 |
DS1013 |
PL0000102836 |
100,90 |
101,03 |
4,52 |
4,45 |
100,97 |
4,48 |
PS0414 |
PL0000105433 |
102,49 |
102,67 |
4,67 |
4,59 |
102,58 |
4,63 |
WZ0115 |
PL0000106480 |
99,59 |
100,01 |
--- |
--- |
99,80 |
--- |
PS0415 |
PL0000105953 |
101,88 |
102,09 |
4,90 |
4,83 |
101,99 |
4,86 |
DS1015 |
PL0000103602 |
104,51 |
104,76 |
4,98 |
4,91 |
104,64 |
4,95 |
PS0416 |
PL0000106340 |
99,62 |
99,85 |
5,08 |
5,03 |
99,74 |
5,05 |
IZ0816 |
PL0000103529 |
100,39 |
101,84 |
--- |
--- |
101,12 |
--- |
DS1017 |
PL0000104543 |
99,43 |
99,74 |
5,36 |
5,30 |
99,59 |
5,33 |
WZ0118 |
PL0000104717 |
97,99 |
98,71 |
--- |
--- |
98,35 |
--- |
DS1019 |
PL0000105441 |
99,57 |
99,96 |
5,56 |
5,50 |
99,77 |
5,53 |
DS1020 |
PL0000106126 |
97,42 |
97,68 |
5,62 |
5,58 |
97,55 |
5,60 |
WZ0121 |
PL0000106068 |
96,08 |
96,97 |
--- |
--- |
96,53 |
--- |
DS1021 |
PL0000106670 |
100,51 |
100,81 |
5,68 |
5,64 |
100,66 |
5,66 |
WS0922 |
PL0000102646 |
100,55 |
100,87 |
5,68 |
5,64 |
100,71 |
5,66 |
IZ0823 |
PL0000105359 |
95,38 |
97,59 |
--- |
--- |
96,49 |
--- |
WS0429 |
PL0000105391 |
98,54 |
100,07 |
5,88 |
5,74 |
99,31 |
5,81 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,14 |
100,18 |
4,39 |
4,31 |
100,16 |
4,35 |
OK0712 |
PL0000105912 |
96,60 |
96,69 |
4,49 |
4,37 |
96,65 |
4,42 |
OK1012 |
PL0000106100 |
95,57 |
95,68 |
4,46 |
4,34 |
95,63 |
4,40 |
OK0113 |
PL0000106324 |
94,51 |
94,59 |
4,47 |
4,40 |
94,55 |
4,44 |
PS0413 |
PL0000105037 |
101,16 |
101,26 |
4,43 |
4,36 |
101,21 |
4,39 |
OK0713 |
PL0000106563 |
92,48 |
92,62 |
4,47 |
4,39 |
92,55 |
4,43 |
DS1013 |
PL0000102836 |
100,91 |
100,99 |
4,51 |
4,47 |
100,95 |
4,49 |
PS0414 |
PL0000105433 |
102,51 |
102,65 |
4,66 |
4,60 |
102,58 |
4,63 |
WZ0115 |
PL0000106480 |
99,59 |
100,00 |
--- |
--- |
99,80 |
--- |
PS0415 |
PL0000105953 |
101,91 |
102,07 |
4,89 |
4,84 |
101,99 |
4,86 |
DS1015 |
PL0000103602 |
104,55 |
104,81 |
4,97 |
4,90 |
104,68 |
4,94 |
PS0416 |
PL0000106340 |
99,66 |
99,88 |
5,07 |
5,02 |
99,77 |
5,05 |
IZ0816 |
PL0000103529 |
100,68 |
101,72 |
--- |
--- |
101,20 |
--- |
DS1017 |
PL0000104543 |
99,59 |
99,86 |
5,33 |
5,27 |
99,73 |
5,30 |
WZ0118 |
PL0000104717 |
97,81 |
98,59 |
--- |
--- |
98,20 |
--- |
DS1019 |
PL0000105441 |
99,64 |
99,95 |
5,55 |
5,50 |
99,80 |
5,53 |
DS1020 |
PL0000106126 |
97,38 |
97,63 |
5,62 |
5,59 |
97,51 |
5,60 |
WZ0121 |
PL0000106068 |
96,00 |
96,94 |
--- |
--- |
96,47 |
--- |
DS1021 |
PL0000106670 |
100,54 |
100,86 |
5,67 |
5,63 |
100,70 |
5,65 |
WS0922 |
PL0000102646 |
100,55 |
100,93 |
5,68 |
5,63 |
100,74 |
5,65 |
IZ0823 |
PL0000105359 |
94,94 |
97,90 |
--- |
--- |
96,42 |
--- |
WS0429 |
PL0000105391 |
98,62 |
99,76 |
5,87 |
5,76 |
99,19 |
5,82 |
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 |
0/1 |
1 |
4,370 |
4,370 |
4,370 |
500 |
TOTAL |
500 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
95 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
80 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,170 |
4,170 |
4,170 |
60 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,100 |
4,100 |
4,100 |
60 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,070 |
4,230 |
4,132 |
65 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,070 |
4,070 |
4,070 |
55 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,070 |
4,230 |
4,122 |
170 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,070 |
4,070 |
4,070 |
30 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,070 |
4,230 |
4,172 |
55 |
OK0112 |
PL0000105730 |
0/1 |
1 |
4,160 |
4,160 |
4,160 |
10 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
5 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,160 |
4,230 |
4,203 |
260 |
OK0113 |
PL0000106324 |
0/1 |
1 |
4,020 |
4,100 |
4,037 |
70 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,050 |
4,050 |
4,050 |
95 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,070 |
4,070 |
4,070 |
160 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
280 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,070 |
4,100 |
4,081 |
55 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,070 |
4,230 |
4,097 |
210 |
OK0114 |
PL0000106712 |
0/1 |
1 |
4,170 |
4,170 |
4,170 |
70 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
4,100 |
4,200 |
4,118 |
170 |
PS0416 |
PL0000106340 |
1/3 |
2 |
4,100 |
4,100 |
4,100 |
185 |
OK0112 |
PL0000105730 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
15 |
OK1012 |
PL0000106100 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
10 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
60 |
TOTAL |
2 325 |