2011-10-12 |
MARKET DATA |
No 197 (1731) |
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 |
2 627,50 |
2 688,65 |
209 |
2 145,00 |
2 196,84 |
36 |
4 772,50 |
4 885,49 |
245 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 627,50 |
2 688,65 |
209 |
2 145,00 |
2 196,84 |
36 |
4 772,50 |
4 885,49 |
245 |
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 |
98,80 |
98,81 |
98,81 |
98,82 |
98,81 |
98,82 |
98,81 |
255 000 |
251,98 |
6 |
PS0412 |
PL0000104659 |
100,16 |
100,15 |
100,15 |
100,16 |
100,15 |
100,16 |
100,15 |
175 000 |
179,18 |
4 |
OK0712 |
PL0000105912 |
96,63 |
96,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
95,60 |
95,63 |
95,59 |
95,59 |
95,59 |
95,59 |
95,59 |
35 000 |
33,46 |
2 |
OK0113 |
PL0000106324 |
94,56 |
94,58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
101,22 |
101,22 |
101,20 |
101,20 |
101,19 |
101,19 |
101,20 |
185 000 |
191,78 |
9 |
OK0713 |
PL0000106563 |
92,56 |
92,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,92 |
100,94 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
90,30 |
90,27 |
90,27 |
90,27 |
90,24 |
90,25 |
90,26 |
155 000 |
139,91 |
12 |
PS0414 |
PL0000105433 |
102,51 |
102,53 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
101,96 |
101,94 |
101,94 |
102,00 |
101,94 |
101,95 |
101,97 |
55 000 |
57,51 |
4 |
DS1015 |
PL0000103602 |
104,63 |
104,54 |
104,60 |
104,64 |
104,60 |
104,60 |
104,61 |
102 500 |
113,46 |
9 |
PS0416 |
PL0000106340 |
99,85 |
99,67 |
99,75 |
99,90 |
99,75 |
99,79 |
99,84 |
255 000 |
260,59 |
22 |
DS1017 |
PL0000104543 |
99,80 |
99,57 |
99,57 |
99,82 |
99,57 |
99,70 |
99,70 |
160 000 |
167,67 |
14 |
DS1019 |
PL0000105441 |
99,71 |
99,52 |
99,58 |
99,75 |
99,53 |
99,53 |
99,63 |
305 000 |
320,13 |
32 |
DS1020 |
PL0000106126 |
97,50 |
97,27 |
97,27 |
97,51 |
97,27 |
97,40 |
97,38 |
390 000 |
399,65 |
44 |
DS1021 |
PL0000106670 |
100,60 |
100,45 |
100,50 |
100,70 |
100,40 |
100,51 |
100,57 |
245 000 |
260,05 |
21 |
WS0922 |
PL0000102646 |
100,70 |
100,50 |
100,55 |
100,77 |
100,50 |
100,65 |
100,62 |
275 000 |
277,61 |
26 |
WS0429 |
PL0000105391 |
99,12 |
98,53 |
99,27 |
99,60 |
98,53 |
98,53 |
99,27 |
35 000 |
35,69 |
4 |
WS0437 |
PL0000104857 |
86,09 |
93,91 |
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 |
101,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
95,70 |
97,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,72 |
99,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,23 |
98,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,25 |
96,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
2 627 500 |
2 688,65 |
209 |
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 |
5 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26OCT11 |
PL0000005922 |
12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
110 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
138 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
166 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
229 |
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 |
100,14 |
100,19 |
4,38 |
4,29 |
100,17 |
4,33 |
OK0712 |
PL0000105912 |
96,60 |
96,70 |
4,52 |
4,38 |
96,65 |
4,45 |
OK1012 |
PL0000106100 |
95,59 |
95,66 |
4,46 |
4,39 |
95,63 |
4,42 |
OK0113 |
PL0000106324 |
94,54 |
94,62 |
4,47 |
4,40 |
94,58 |
4,43 |
PS0413 |
PL0000105037 |
101,19 |
101,28 |
4,40 |
4,34 |
101,24 |
4,37 |
OK0713 |
PL0000106563 |
92,52 |
92,64 |
4,46 |
4,39 |
92,58 |
4,42 |
DS1013 |
PL0000102836 |
100,88 |
100,98 |
4,53 |
4,48 |
100,93 |
4,50 |
PS0414 |
PL0000105433 |
102,42 |
102,56 |
4,70 |
4,64 |
102,49 |
4,67 |
WZ0115 |
PL0000106480 |
99,57 |
99,98 |
--- |
--- |
99,78 |
--- |
PS0415 |
PL0000105953 |
101,78 |
101,97 |
4,93 |
4,87 |
101,88 |
4,89 |
DS1015 |
PL0000103602 |
104,37 |
104,58 |
5,02 |
4,96 |
104,48 |
4,99 |
PS0416 |
PL0000106340 |
99,52 |
99,71 |
5,11 |
5,06 |
99,62 |
5,08 |
IZ0816 |
PL0000103529 |
100,70 |
101,78 |
--- |
--- |
101,24 |
--- |
DS1017 |
PL0000104543 |
99,48 |
99,66 |
5,35 |
5,31 |
99,57 |
5,33 |
WZ0118 |
PL0000104717 |
97,94 |
98,57 |
--- |
--- |
98,26 |
--- |
DS1019 |
PL0000105441 |
99,38 |
99,69 |
5,59 |
5,54 |
99,54 |
5,57 |
DS1020 |
PL0000106126 |
97,18 |
97,36 |
5,65 |
5,63 |
97,27 |
5,64 |
WZ0121 |
PL0000106068 |
96,02 |
96,75 |
--- |
--- |
96,39 |
--- |
DS1021 |
PL0000106670 |
100,28 |
100,56 |
5,71 |
5,67 |
100,42 |
5,69 |
WS0922 |
PL0000102646 |
100,32 |
100,61 |
5,70 |
5,67 |
100,47 |
5,69 |
IZ0823 |
PL0000105359 |
94,62 |
97,90 |
--- |
--- |
96,26 |
--- |
WS0429 |
PL0000105391 |
98,45 |
99,55 |
5,89 |
5,78 |
99,00 |
5,83 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,15 |
100,19 |
4,36 |
4,29 |
100,17 |
4,33 |
OK0712 |
PL0000105912 |
96,61 |
96,68 |
4,51 |
4,41 |
96,65 |
4,45 |
OK1012 |
PL0000106100 |
95,58 |
95,65 |
4,47 |
4,40 |
95,62 |
4,43 |
OK0113 |
PL0000106324 |
94,52 |
94,60 |
4,48 |
4,41 |
94,56 |
4,45 |
PS0413 |
PL0000105037 |
101,19 |
101,26 |
4,40 |
4,36 |
101,23 |
4,38 |
OK0713 |
PL0000106563 |
92,55 |
92,67 |
4,44 |
4,37 |
92,61 |
4,41 |
DS1013 |
PL0000102836 |
100,90 |
100,97 |
4,52 |
4,48 |
100,94 |
4,50 |
PS0414 |
PL0000105433 |
102,48 |
102,62 |
4,67 |
4,61 |
102,55 |
4,64 |
WZ0115 |
PL0000106480 |
99,66 |
99,86 |
--- |
--- |
99,76 |
--- |
PS0415 |
PL0000105953 |
101,92 |
102,05 |
4,88 |
4,84 |
101,99 |
4,86 |
DS1015 |
PL0000103602 |
104,52 |
104,73 |
4,98 |
4,92 |
104,63 |
4,95 |
PS0416 |
PL0000106340 |
99,71 |
99,85 |
5,06 |
5,03 |
99,78 |
5,04 |
IZ0816 |
PL0000103529 |
100,72 |
101,77 |
--- |
--- |
101,25 |
--- |
DS1017 |
PL0000104543 |
99,58 |
99,83 |
5,33 |
5,28 |
99,71 |
5,30 |
WZ0118 |
PL0000104717 |
98,09 |
98,44 |
--- |
--- |
98,27 |
--- |
DS1019 |
PL0000105441 |
99,47 |
99,65 |
5,58 |
5,55 |
99,56 |
5,56 |
DS1020 |
PL0000106126 |
97,26 |
97,44 |
5,64 |
5,61 |
97,35 |
5,63 |
WZ0121 |
PL0000106068 |
96,15 |
96,59 |
--- |
--- |
96,37 |
--- |
DS1021 |
PL0000106670 |
100,39 |
100,58 |
5,69 |
5,67 |
100,49 |
5,68 |
WS0922 |
PL0000102646 |
100,42 |
100,72 |
5,69 |
5,65 |
100,57 |
5,67 |
IZ0823 |
PL0000105359 |
94,77 |
97,89 |
--- |
--- |
96,33 |
--- |
WS0429 |
PL0000105391 |
98,39 |
99,27 |
5,89 |
5,81 |
98,83 |
5,85 |
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 |
4,200 |
4,200 |
4,200 |
40 |
WS0922 |
PL0000102646 |
1/2 |
1 |
4,150 |
4,200 |
4,179 |
220 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
25 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
25 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
20 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,210 |
4,210 |
4,210 |
20 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,210 |
4,210 |
4,210 |
290 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
5 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
110 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,210 |
4,210 |
4,210 |
25 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,210 |
4,210 |
4,210 |
95 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,210 |
4,210 |
4,210 |
70 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,210 |
4,210 |
4,210 |
250 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,210 |
4,210 |
4,210 |
90 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
95 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,210 |
4,250 |
4,231 |
370 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,210 |
4,210 |
4,210 |
20 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,210 |
4,300 |
4,239 |
140 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,150 |
4,250 |
4,232 |
85 |
PS0412 |
PL0000104659 |
0/2 |
2 |
4,150 |
4,150 |
4,150 |
5 |
PS0416 |
PL0000106340 |
0/2 |
2 |
4,250 |
4,250 |
4,250 |
50 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
25 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
70 |
TOTAL |
2 145 |