2011-10-13 |
MARKET DATA |
No 198 (1732) |
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 |
1 435,00 |
1 440,67 |
120 |
6 370,00 |
6 492,04 |
49 |
7 805,00 |
7 932,71 |
169 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 435,00 |
1 440,67 |
120 |
6 370,00 |
6 492,04 |
49 |
7 805,00 |
7 932,71 |
169 |
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 |
98,83 |
98,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0412 |
PL0000104659 |
100,16 |
100,16 |
100,16 |
100,16 |
100,16 |
100,16 |
100,16 |
185 000 |
189,50 |
3 |
OK0712 |
PL0000105912 |
96,66 |
96,69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
95,66 |
95,62 |
95,64 |
95,66 |
95,64 |
95,66 |
95,65 |
25 000 |
23,91 |
2 |
OK0113 |
PL0000106324 |
94,59 |
94,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
101,18 |
101,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
92,59 |
92,61 |
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 |
90,28 |
90,24 |
90,24 |
90,29 |
90,23 |
90,25 |
90,26 |
265 000 |
239,18 |
19 |
PS0414 |
PL0000105433 |
102,52 |
102,52 |
102,52 |
102,52 |
102,52 |
102,52 |
102,52 |
25 000 |
26,32 |
1 |
PS0415 |
PL0000105953 |
101,94 |
101,93 |
101,95 |
101,95 |
101,93 |
101,93 |
101,94 |
20 000 |
20,91 |
2 |
DS1015 |
PL0000103602 |
104,61 |
104,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
99,85 |
99,78 |
99,85 |
99,90 |
99,78 |
99,80 |
99,85 |
307 500 |
314,41 |
29 |
DS1017 |
PL0000104543 |
99,75 |
99,65 |
99,62 |
99,62 |
99,62 |
99,62 |
99,62 |
5 000 |
5,24 |
1 |
DS1019 |
PL0000105441 |
99,53 |
99,37 |
99,72 |
99,72 |
99,30 |
99,30 |
99,44 |
15 000 |
15,72 |
2 |
DS1020 |
PL0000106126 |
97,29 |
96,95 |
97,30 |
97,32 |
96,80 |
96,80 |
97,08 |
315 000 |
321,99 |
32 |
DS1021 |
PL0000106670 |
100,50 |
100,18 |
100,47 |
100,47 |
100,32 |
100,32 |
100,40 |
40 000 |
42,41 |
4 |
WS0922 |
PL0000102646 |
100,55 |
100,20 |
100,55 |
100,55 |
100,10 |
100,10 |
100,33 |
135 000 |
135,95 |
15 |
WS0429 |
PL0000105391 |
98,90 |
98,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
85,85 |
94,65 |
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 |
100,91 |
100,75 |
100,91 |
100,91 |
100,85 |
100,85 |
100,89 |
32 500 |
40,12 |
4 |
IZ0823 |
PL0000105359 |
95,25 |
97,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,73 |
99,74 |
99,72 |
99,72 |
99,71 |
99,71 |
99,71 |
50 000 |
50,40 |
4 |
WZ0118 |
PL0000104717 |
98,22 |
98,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,35 |
96,40 |
96,30 |
96,35 |
96,30 |
96,35 |
96,32 |
15 000 |
14,61 |
2 |
TOTAL |
1 435 000 |
1 440,67 |
120 |
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 |
2 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26OCT11 |
PL0000005922 |
9 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
107 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
135 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
163 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
226 |
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 |
4,28 |
100,17 |
4,32 |
OK0712 |
PL0000105912 |
96,64 |
96,72 |
4,51 |
4,40 |
96,68 |
4,46 |
OK1012 |
PL0000106100 |
95,59 |
95,67 |
4,50 |
4,41 |
95,63 |
4,46 |
OK0113 |
PL0000106324 |
94,54 |
94,64 |
4,50 |
4,41 |
94,59 |
4,45 |
PS0413 |
PL0000105037 |
101,15 |
101,24 |
4,43 |
4,37 |
101,20 |
4,39 |
OK0713 |
PL0000106563 |
92,55 |
92,66 |
4,46 |
4,39 |
92,61 |
4,43 |
DS1013 |
PL0000102836 |
100,87 |
100,99 |
4,53 |
4,47 |
100,93 |
4,50 |
PS0414 |
PL0000105433 |
102,46 |
102,60 |
4,68 |
4,62 |
102,53 |
4,65 |
WZ0115 |
PL0000106480 |
99,62 |
99,89 |
--- |
--- |
99,76 |
--- |
PS0415 |
PL0000105953 |
101,89 |
102,08 |
4,89 |
4,83 |
101,99 |
4,86 |
DS1015 |
PL0000103602 |
104,56 |
104,80 |
4,97 |
4,90 |
104,68 |
4,93 |
PS0416 |
PL0000106340 |
99,78 |
99,95 |
5,04 |
5,00 |
99,87 |
5,02 |
IZ0816 |
PL0000103529 |
100,50 |
101,88 |
--- |
--- |
101,19 |
--- |
DS1017 |
PL0000104543 |
99,65 |
99,91 |
5,31 |
5,26 |
99,78 |
5,29 |
WZ0118 |
PL0000104717 |
97,95 |
98,55 |
--- |
--- |
98,25 |
--- |
DS1019 |
PL0000105441 |
99,42 |
99,75 |
5,59 |
5,53 |
99,59 |
5,56 |
DS1020 |
PL0000106126 |
97,18 |
97,49 |
5,65 |
5,61 |
97,34 |
5,63 |
WZ0121 |
PL0000106068 |
96,02 |
96,72 |
--- |
--- |
96,37 |
--- |
DS1021 |
PL0000106670 |
100,42 |
100,68 |
5,69 |
5,65 |
100,55 |
5,67 |
WS0922 |
PL0000102646 |
100,44 |
100,77 |
5,69 |
5,65 |
100,61 |
5,67 |
IZ0823 |
PL0000105359 |
94,97 |
97,99 |
--- |
--- |
96,48 |
--- |
WS0429 |
PL0000105391 |
98,56 |
99,63 |
5,88 |
5,78 |
99,10 |
5,83 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,14 |
100,20 |
4,38 |
4,26 |
100,17 |
4,32 |
OK0712 |
PL0000105912 |
96,64 |
96,72 |
4,51 |
4,40 |
96,68 |
4,46 |
OK1012 |
PL0000106100 |
95,62 |
95,70 |
4,47 |
4,38 |
95,66 |
4,43 |
OK0113 |
PL0000106324 |
94,55 |
94,66 |
4,49 |
4,39 |
94,61 |
4,44 |
PS0413 |
PL0000105037 |
101,15 |
101,27 |
4,43 |
4,35 |
101,21 |
4,39 |
OK0713 |
PL0000106563 |
92,55 |
92,68 |
4,46 |
4,38 |
92,62 |
4,42 |
DS1013 |
PL0000102836 |
100,89 |
101,02 |
4,52 |
4,45 |
100,96 |
4,48 |
PS0414 |
PL0000105433 |
102,44 |
102,59 |
4,68 |
4,62 |
102,52 |
4,65 |
WZ0115 |
PL0000106480 |
99,61 |
99,88 |
--- |
--- |
99,75 |
--- |
PS0415 |
PL0000105953 |
101,81 |
101,99 |
4,92 |
4,86 |
101,90 |
4,89 |
DS1015 |
PL0000103602 |
104,44 |
104,67 |
5,00 |
4,94 |
104,56 |
4,97 |
PS0416 |
PL0000106340 |
99,70 |
99,86 |
5,06 |
5,02 |
99,78 |
5,04 |
IZ0816 |
PL0000103529 |
99,94 |
101,25 |
--- |
--- |
100,60 |
--- |
DS1017 |
PL0000104543 |
99,52 |
99,76 |
5,34 |
5,29 |
99,64 |
5,32 |
WZ0118 |
PL0000104717 |
97,98 |
98,58 |
--- |
--- |
98,28 |
--- |
DS1019 |
PL0000105441 |
99,20 |
99,44 |
5,62 |
5,58 |
99,32 |
5,60 |
DS1020 |
PL0000106126 |
96,73 |
97,02 |
5,72 |
5,68 |
96,88 |
5,70 |
WZ0121 |
PL0000106068 |
96,02 |
96,73 |
--- |
--- |
96,38 |
--- |
DS1021 |
PL0000106670 |
99,87 |
100,25 |
5,76 |
5,71 |
100,06 |
5,74 |
WS0922 |
PL0000102646 |
100,02 |
100,38 |
5,74 |
5,70 |
100,20 |
5,72 |
IZ0823 |
PL0000105359 |
94,72 |
98,06 |
--- |
--- |
96,39 |
--- |
WS0429 |
PL0000105391 |
98,11 |
99,29 |
5,92 |
5,81 |
98,70 |
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 |
4,350 |
4,370 |
4,359 |
700 |
TOTAL |
700 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,100 |
4,250 |
4,244 |
240 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
65 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,170 |
4,170 |
4,170 |
80 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,100 |
4,250 |
4,225 |
30 |
WS0922 |
PL0000102646 |
1/4 |
3 |
4,150 |
4,200 |
4,160 |
150 |
DS1015 |
PL0000103602 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
30 |
DS1017 |
PL0000104543 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
20 |
PS0413 |
PL0000105037 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
60 |
DS1019 |
PL0000105441 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
35 |
PS0415 |
PL0000105953 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
110 |
DS1020 |
PL0000106126 |
1/4 |
3 |
4,250 |
4,280 |
4,264 |
660 |
OK0113 |
PL0000106324 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
95 |
PS0416 |
PL0000106340 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
770 |
DS1021 |
PL0000106670 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
55 |
WS0922 |
PL0000102646 |
0/4 |
4 |
4,200 |
4,200 |
4,200 |
40 |
DS1013 |
PL0000102836 |
1/6 |
5 |
4,250 |
4,250 |
4,250 |
105 |
PS0412 |
PL0000104659 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
130 |
PS0413 |
PL0000105037 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
160 |
OK0112 |
PL0000105730 |
1/8 |
7 |
4,200 |
4,300 |
4,270 |
165 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
740 |
PS0416 |
PL0000106340 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
15 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
75 |
WZ0115 |
PL0000106480 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
1 840 |
TOTAL |
5 670 |