2011-10-11 |
MARKET DATA |
No 196 (1730) |
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 |
2 857,50 |
2 917,83 |
205 |
2 375,00 |
2 414,41 |
29 |
5 232,50 |
5 332,24 |
234 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 857,50 |
2 917,83 |
205 |
2 375,00 |
2 414,41 |
29 |
5 232,50 |
5 332,24 |
234 |
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 |
98,79 |
98,79 |
98,79 |
98,79 |
98,78 |
98,78 |
98,78 |
320 000 |
316,10 |
6 |
PS0412 |
PL0000104659 |
100,15 |
100,15 |
100,15 |
100,15 |
100,15 |
100,15 |
100,15 |
320 000 |
327,58 |
5 |
OK0712 |
PL0000105912 |
96,65 |
96,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
95,63 |
95,61 |
95,63 |
95,63 |
95,61 |
95,61 |
95,62 |
195 000 |
186,47 |
7 |
OK0113 |
PL0000106324 |
94,53 |
94,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
101,20 |
101,19 |
101,20 |
101,20 |
101,19 |
101,19 |
101,19 |
75 000 |
77,74 |
6 |
OK0713 |
PL0000106563 |
92,54 |
92,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,94 |
100,92 |
100,93 |
100,93 |
100,92 |
100,92 |
100,93 |
85 000 |
89,91 |
4 |
OK0114 |
PL0000106712 |
90,27 |
90,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,53 |
102,45 |
102,51 |
102,51 |
102,45 |
102,45 |
102,49 |
90 000 |
94,66 |
7 |
PS0415 |
PL0000105953 |
101,91 |
101,81 |
101,80 |
101,90 |
101,80 |
101,90 |
101,84 |
90 000 |
93,97 |
8 |
DS1015 |
PL0000103602 |
104,55 |
104,44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
99,67 |
99,50 |
99,65 |
99,65 |
99,45 |
99,56 |
99,55 |
225 000 |
229,25 |
22 |
DS1017 |
PL0000104543 |
99,63 |
99,47 |
99,58 |
99,58 |
99,35 |
99,35 |
99,50 |
65 000 |
67,97 |
7 |
DS1019 |
PL0000105441 |
99,68 |
99,28 |
99,50 |
99,52 |
99,25 |
99,25 |
99,42 |
30 000 |
31,42 |
4 |
DS1020 |
PL0000106126 |
97,49 |
96,99 |
97,55 |
97,55 |
96,90 |
97,15 |
97,14 |
435 000 |
444,63 |
41 |
DS1021 |
PL0000106670 |
100,65 |
100,10 |
100,65 |
100,65 |
100,01 |
100,25 |
100,23 |
475 000 |
502,51 |
46 |
WS0922 |
PL0000102646 |
100,56 |
100,20 |
100,56 |
100,56 |
100,10 |
100,26 |
100,33 |
422 500 |
425,23 |
38 |
WS0429 |
PL0000105391 |
98,70 |
98,85 |
98,62 |
98,62 |
98,62 |
98,62 |
98,62 |
30 000 |
30,39 |
4 |
WS0437 |
PL0000104857 |
87,73 |
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 |
101,15 |
101,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
95,50 |
97,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,73 |
99,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,15 |
98,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,30 |
96,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
2 857 500 |
2 917,83 |
205 |
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 |
6 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26OCT11 |
PL0000005922 |
13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
111 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
139 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
167 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
230 |
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 |
100,13 |
100,17 |
4,40 |
4,33 |
100,15 |
4,37 |
OK0712 |
PL0000105912 |
96,62 |
96,70 |
4,48 |
4,37 |
96,66 |
4,42 |
OK1012 |
PL0000106100 |
95,60 |
95,67 |
4,44 |
4,37 |
95,64 |
4,40 |
OK0113 |
PL0000106324 |
94,51 |
94,61 |
4,48 |
4,40 |
94,56 |
4,44 |
PS0413 |
PL0000105037 |
101,15 |
101,25 |
4,43 |
4,37 |
101,20 |
4,40 |
OK0713 |
PL0000106563 |
92,50 |
92,63 |
4,47 |
4,39 |
92,57 |
4,42 |
DS1013 |
PL0000102836 |
100,91 |
100,99 |
4,51 |
4,47 |
100,95 |
4,49 |
PS0414 |
PL0000105433 |
102,47 |
102,62 |
4,68 |
4,61 |
102,55 |
4,64 |
WZ0115 |
PL0000106480 |
99,62 |
99,90 |
--- |
--- |
99,76 |
--- |
PS0415 |
PL0000105953 |
101,81 |
102,01 |
4,92 |
4,85 |
101,91 |
4,89 |
DS1015 |
PL0000103602 |
104,37 |
104,60 |
5,02 |
4,96 |
104,49 |
4,99 |
PS0416 |
PL0000106340 |
99,52 |
99,70 |
5,11 |
5,06 |
99,61 |
5,09 |
IZ0816 |
PL0000103529 |
100,90 |
101,58 |
--- |
--- |
101,24 |
--- |
DS1017 |
PL0000104543 |
99,52 |
99,78 |
5,34 |
5,29 |
99,65 |
5,31 |
WZ0118 |
PL0000104717 |
97,91 |
98,55 |
--- |
--- |
98,23 |
--- |
DS1019 |
PL0000105441 |
99,48 |
99,83 |
5,58 |
5,52 |
99,66 |
5,55 |
DS1020 |
PL0000106126 |
97,22 |
97,49 |
5,65 |
5,61 |
97,36 |
5,62 |
WZ0121 |
PL0000106068 |
95,96 |
96,84 |
--- |
--- |
96,40 |
--- |
DS1021 |
PL0000106670 |
100,47 |
100,73 |
5,68 |
5,65 |
100,60 |
5,66 |
WS0922 |
PL0000102646 |
100,47 |
100,78 |
5,69 |
5,65 |
100,63 |
5,67 |
IZ0823 |
PL0000105359 |
95,28 |
97,50 |
--- |
--- |
96,39 |
--- |
WS0429 |
PL0000105391 |
98,20 |
99,54 |
5,91 |
5,78 |
98,87 |
5,85 |
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 |
4,40 |
4,33 |
100,15 |
4,37 |
OK0712 |
PL0000105912 |
96,61 |
96,69 |
4,49 |
4,38 |
96,65 |
4,44 |
OK1012 |
PL0000106100 |
95,58 |
95,64 |
4,46 |
4,40 |
95,61 |
4,43 |
OK0113 |
PL0000106324 |
94,50 |
94,58 |
4,49 |
4,42 |
94,54 |
4,46 |
PS0413 |
PL0000105037 |
101,14 |
101,23 |
4,44 |
4,38 |
101,19 |
4,41 |
OK0713 |
PL0000106563 |
92,51 |
92,63 |
4,46 |
4,39 |
92,57 |
4,42 |
DS1013 |
PL0000102836 |
100,87 |
100,96 |
4,53 |
4,49 |
100,92 |
4,51 |
PS0414 |
PL0000105433 |
102,41 |
102,54 |
4,70 |
4,65 |
102,48 |
4,67 |
WZ0115 |
PL0000106480 |
99,67 |
99,85 |
--- |
--- |
99,76 |
--- |
PS0415 |
PL0000105953 |
101,74 |
101,92 |
4,94 |
4,88 |
101,83 |
4,91 |
DS1015 |
PL0000103602 |
104,26 |
104,52 |
5,05 |
4,98 |
104,39 |
5,01 |
PS0416 |
PL0000106340 |
99,43 |
99,58 |
5,13 |
5,09 |
99,51 |
5,11 |
IZ0816 |
PL0000103529 |
100,76 |
101,64 |
--- |
--- |
101,20 |
--- |
DS1017 |
PL0000104543 |
99,31 |
99,60 |
5,38 |
5,32 |
99,46 |
5,35 |
WZ0118 |
PL0000104717 |
98,01 |
98,43 |
--- |
--- |
98,22 |
--- |
DS1019 |
PL0000105441 |
99,19 |
99,49 |
5,62 |
5,58 |
99,34 |
5,60 |
DS1020 |
PL0000106126 |
96,89 |
97,14 |
5,69 |
5,66 |
97,02 |
5,67 |
WZ0121 |
PL0000106068 |
96,09 |
96,66 |
--- |
--- |
96,38 |
--- |
DS1021 |
PL0000106670 |
100,09 |
100,41 |
5,73 |
5,69 |
100,25 |
5,71 |
WS0922 |
PL0000102646 |
100,10 |
100,44 |
5,73 |
5,69 |
100,27 |
5,71 |
IZ0823 |
PL0000105359 |
94,90 |
97,60 |
--- |
--- |
96,25 |
--- |
WS0429 |
PL0000105391 |
98,34 |
99,12 |
5,90 |
5,82 |
98,73 |
5,86 |
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 |
4,300 |
4,300 |
4,300 |
800 |
TOTAL |
800 |
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 |
4,050 |
4,050 |
4,050 |
30 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
35 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
80 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
20 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,200 |
4,250 |
4,225 |
40 |
PS0412 |
PL0000104659 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
5 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
260 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,200 |
4,250 |
4,243 |
170 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
65 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
100 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
95 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,150 |
4,200 |
4,175 |
40 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
60 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
220 |
OK0114 |
PL0000106712 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
70 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,250 |
4,300 |
4,291 |
85 |
PS0416 |
PL0000106340 |
0/2 |
2 |
4,150 |
4,200 |
4,185 |
200 |
TOTAL |
1 575 |