2011-10-14 |
MARKET DATA |
No 199 (1733) |
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 |
662,50 |
686,51 |
70 |
2 210,00 |
2 292,71 |
21 |
2 872,50 |
2 979,22 |
91 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
662,50 |
686,51 |
70 |
2 210,00 |
2 292,71 |
21 |
2 872,50 |
2 979,22 |
91 |
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 |
98,84 |
98,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0412 |
PL0000104659 |
100,15 |
100,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
96,71 |
96,72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
95,65 |
95,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
94,60 |
94,64 |
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 |
92,60 |
92,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,91 |
100,96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
90,28 |
90,27 |
90,28 |
90,28 |
90,26 |
90,26 |
90,27 |
35 000 |
31,59 |
4 |
PS0414 |
PL0000105433 |
102,51 |
102,52 |
102,50 |
102,50 |
102,50 |
102,50 |
102,50 |
10 000 |
10,53 |
1 |
PS0415 |
PL0000105953 |
101,95 |
101,94 |
101,94 |
101,94 |
101,94 |
101,94 |
101,94 |
10 000 |
10,46 |
1 |
DS1015 |
PL0000103602 |
104,60 |
104,55 |
104,57 |
104,57 |
104,55 |
104,55 |
104,56 |
50 000 |
55,35 |
5 |
PS0416 |
PL0000106340 |
99,83 |
99,76 |
99,90 |
99,90 |
99,76 |
99,83 |
99,80 |
75 000 |
76,66 |
8 |
DS1017 |
PL0000104543 |
99,81 |
99,76 |
99,80 |
99,85 |
99,72 |
99,80 |
99,80 |
230 000 |
241,38 |
22 |
DS1019 |
PL0000105441 |
99,40 |
99,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
97,05 |
96,95 |
97,00 |
97,10 |
96,90 |
97,05 |
97,02 |
125 000 |
127,72 |
15 |
DS1021 |
PL0000106670 |
100,20 |
100,05 |
100,18 |
100,20 |
100,13 |
100,18 |
100,18 |
75 000 |
79,36 |
9 |
WS0922 |
PL0000102646 |
100,22 |
100,21 |
100,21 |
100,21 |
100,17 |
100,17 |
100,19 |
40 000 |
40,23 |
3 |
WS0429 |
PL0000105391 |
99,00 |
98,74 |
98,76 |
98,76 |
98,76 |
98,76 |
98,76 |
10 000 |
10,15 |
1 |
WS0437 |
PL0000104857 |
84,82 |
91,61 |
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 |
100,65 |
100,75 |
100,65 |
100,65 |
100,65 |
100,65 |
100,65 |
2 500 |
3,08 |
1 |
IZ0823 |
PL0000105359 |
95,02 |
97,80 |
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 |
98,22 |
98,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,35 |
96,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
662 500 |
686,51 |
70 |
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) |
26OCT11 |
PL0000005922 |
8 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
106 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
134 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
162 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
225 |
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 |
4,37 |
4,28 |
100,17 |
4,32 |
OK0712 |
PL0000105912 |
96,65 |
96,74 |
4,51 |
4,39 |
96,70 |
4,44 |
OK1012 |
PL0000106100 |
95,63 |
95,70 |
4,47 |
4,39 |
95,67 |
4,43 |
OK0113 |
PL0000106324 |
94,58 |
94,66 |
4,47 |
4,40 |
94,62 |
4,44 |
PS0413 |
PL0000105037 |
101,16 |
101,25 |
4,42 |
4,36 |
101,21 |
4,39 |
OK0713 |
PL0000106563 |
92,58 |
92,69 |
4,45 |
4,38 |
92,64 |
4,41 |
DS1013 |
PL0000102836 |
100,89 |
101,00 |
4,52 |
4,46 |
100,95 |
4,49 |
PS0414 |
PL0000105433 |
102,45 |
102,57 |
4,68 |
4,63 |
102,51 |
4,65 |
WZ0115 |
PL0000106480 |
99,62 |
99,87 |
--- |
--- |
99,75 |
--- |
PS0415 |
PL0000105953 |
101,90 |
102,07 |
4,89 |
4,83 |
101,99 |
4,86 |
DS1015 |
PL0000103602 |
104,49 |
104,73 |
4,98 |
4,92 |
104,61 |
4,95 |
PS0416 |
PL0000106340 |
99,78 |
99,93 |
5,04 |
5,01 |
99,86 |
5,02 |
IZ0816 |
PL0000103529 |
100,13 |
101,10 |
--- |
--- |
100,62 |
--- |
DS1017 |
PL0000104543 |
99,69 |
99,89 |
5,31 |
5,27 |
99,79 |
5,29 |
WZ0118 |
PL0000104717 |
98,03 |
98,53 |
--- |
--- |
98,28 |
--- |
DS1019 |
PL0000105441 |
99,24 |
99,58 |
5,62 |
5,56 |
99,41 |
5,59 |
DS1020 |
PL0000106126 |
96,97 |
97,16 |
5,68 |
5,66 |
97,07 |
5,67 |
WZ0121 |
PL0000106068 |
96,08 |
96,71 |
--- |
--- |
96,40 |
--- |
DS1021 |
PL0000106670 |
100,01 |
100,35 |
5,74 |
5,70 |
100,18 |
5,72 |
WS0922 |
PL0000102646 |
100,09 |
100,44 |
5,73 |
5,69 |
100,27 |
5,71 |
IZ0823 |
PL0000105359 |
94,77 |
98,01 |
--- |
--- |
96,39 |
--- |
WS0429 |
PL0000105391 |
98,10 |
99,15 |
5,92 |
5,82 |
98,63 |
5,87 |
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 |
4,37 |
4,26 |
100,17 |
4,32 |
OK0712 |
PL0000105912 |
96,66 |
96,75 |
4,50 |
4,38 |
96,71 |
4,43 |
OK1012 |
PL0000106100 |
95,62 |
95,72 |
4,48 |
4,37 |
95,67 |
4,43 |
OK0113 |
PL0000106324 |
94,58 |
94,67 |
4,47 |
4,39 |
94,63 |
4,43 |
PS0413 |
PL0000105037 |
101,13 |
101,23 |
4,44 |
4,37 |
101,18 |
4,41 |
OK0713 |
PL0000106563 |
92,57 |
92,66 |
4,46 |
4,40 |
92,62 |
4,43 |
DS1013 |
PL0000102836 |
100,88 |
100,99 |
4,53 |
4,47 |
100,94 |
4,49 |
PS0414 |
PL0000105433 |
102,43 |
102,57 |
4,69 |
4,63 |
102,50 |
4,66 |
WZ0115 |
PL0000106480 |
99,59 |
99,91 |
--- |
--- |
99,75 |
--- |
PS0415 |
PL0000105953 |
101,87 |
102,04 |
4,90 |
4,84 |
101,96 |
4,87 |
DS1015 |
PL0000103602 |
104,44 |
104,61 |
5,00 |
4,95 |
104,53 |
4,97 |
PS0416 |
PL0000106340 |
99,69 |
99,87 |
5,07 |
5,02 |
99,78 |
5,04 |
IZ0816 |
PL0000103529 |
100,07 |
101,14 |
--- |
--- |
100,61 |
--- |
DS1017 |
PL0000104543 |
99,71 |
99,89 |
5,30 |
5,27 |
99,80 |
5,28 |
WZ0118 |
PL0000104717 |
97,97 |
98,57 |
--- |
--- |
98,27 |
--- |
DS1019 |
PL0000105441 |
99,25 |
99,58 |
5,61 |
5,56 |
99,42 |
5,59 |
DS1020 |
PL0000106126 |
96,87 |
97,16 |
5,70 |
5,66 |
97,02 |
5,68 |
WZ0121 |
PL0000106068 |
96,01 |
96,76 |
--- |
--- |
96,39 |
--- |
DS1021 |
PL0000106670 |
100,02 |
100,28 |
5,74 |
5,71 |
100,15 |
5,72 |
WS0922 |
PL0000102646 |
100,11 |
100,45 |
5,73 |
5,69 |
100,28 |
5,71 |
IZ0823 |
PL0000105359 |
94,71 |
98,00 |
--- |
--- |
96,36 |
--- |
WS0429 |
PL0000105391 |
98,37 |
99,32 |
5,89 |
5,80 |
98,85 |
5,85 |
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 |
4,210 |
4,210 |
4,210 |
600 |
TOTAL |
600 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
3/4 |
1 |
4,170 |
4,170 |
4,170 |
155 |
DS1015 |
PL0000103602 |
3/4 |
1 |
4,300 |
4,300 |
4,300 |
20 |
DS1017 |
PL0000104543 |
3/4 |
1 |
4,250 |
4,250 |
4,250 |
20 |
PS0413 |
PL0000105037 |
3/4 |
1 |
4,200 |
4,200 |
4,200 |
30 |
DS1019 |
PL0000105441 |
3/4 |
1 |
4,200 |
4,200 |
4,200 |
75 |
DS1020 |
PL0000106126 |
3/4 |
1 |
4,240 |
4,240 |
4,240 |
100 |
OK0113 |
PL0000106324 |
3/4 |
1 |
4,300 |
4,300 |
4,300 |
95 |
PS0416 |
PL0000106340 |
3/4 |
1 |
4,250 |
4,250 |
4,250 |
700 |
DS1021 |
PL0000106670 |
3/4 |
1 |
4,200 |
4,200 |
4,200 |
15 |
PS0412 |
PL0000104659 |
0/3 |
3 |
4,250 |
4,250 |
4,250 |
60 |
PS0415 |
PL0000105953 |
0/3 |
3 |
4,100 |
4,100 |
4,100 |
10 |
OK0112 |
PL0000105730 |
3/10 |
7 |
4,150 |
4,250 |
4,220 |
115 |
PS0416 |
PL0000106340 |
3/10 |
7 |
4,300 |
4,300 |
4,300 |
40 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
4,150 |
4,150 |
4,150 |
175 |
TOTAL |
1 610 |