2011-10-17 |
MARKET DATA |
No 200 (1734) |
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 |
1 042,50 |
1 037,10 |
74 |
1 580,00 |
1 620,89 |
26 |
2 622,50 |
2 657,99 |
100 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 042,50 |
1 037,10 |
74 |
1 580,00 |
1 620,89 |
26 |
2 622,50 |
2 657,99 |
100 |
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 |
98,86 |
98,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0412 |
PL0000104659 |
100,16 |
100,18 |
100,15 |
100,15 |
100,15 |
100,15 |
100,15 |
25 000 |
25,61 |
1 |
OK0712 |
PL0000105912 |
96,69 |
96,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
95,67 |
95,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
94,61 |
94,65 |
94,61 |
94,61 |
94,61 |
94,61 |
94,61 |
135 000 |
127,72 |
4 |
PS0413 |
PL0000105037 |
101,17 |
101,19 |
101,20 |
101,20 |
101,20 |
101,20 |
101,20 |
2 500 |
2,59 |
1 |
OK0713 |
PL0000106563 |
92,62 |
92,62 |
92,62 |
92,63 |
92,62 |
92,62 |
92,62 |
215 000 |
199,13 |
14 |
DS1013 |
PL0000102836 |
100,93 |
100,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
90,28 |
90,29 |
90,29 |
90,30 |
90,29 |
90,30 |
90,30 |
75 000 |
67,72 |
2 |
PS0414 |
PL0000105433 |
102,48 |
102,49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
101,99 |
101,96 |
101,98 |
101,98 |
101,98 |
101,98 |
101,98 |
10 000 |
10,46 |
1 |
DS1015 |
PL0000103602 |
104,67 |
104,55 |
104,65 |
104,65 |
104,55 |
104,58 |
104,57 |
70 000 |
77,52 |
7 |
PS0416 |
PL0000106340 |
99,97 |
99,78 |
99,92 |
99,99 |
99,82 |
99,82 |
99,85 |
190 000 |
194,31 |
15 |
DS1017 |
PL0000104543 |
99,90 |
99,79 |
99,95 |
99,95 |
99,80 |
99,80 |
99,89 |
110 000 |
115,56 |
6 |
DS1019 |
PL0000105441 |
99,59 |
99,41 |
99,55 |
99,55 |
99,45 |
99,45 |
99,52 |
30 000 |
31,48 |
5 |
DS1020 |
PL0000106126 |
97,24 |
96,95 |
97,17 |
97,25 |
96,98 |
96,98 |
97,09 |
125 000 |
127,82 |
13 |
DS1021 |
PL0000106670 |
100,37 |
100,10 |
100,14 |
100,14 |
100,10 |
100,10 |
100,12 |
35 000 |
37,02 |
3 |
WS0922 |
PL0000102646 |
100,48 |
100,27 |
100,45 |
100,45 |
100,17 |
100,17 |
100,31 |
20 000 |
20,14 |
2 |
WS0429 |
PL0000105391 |
98,92 |
98,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
85,09 |
82,75 |
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 |
100,26 |
100,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
95,44 |
96,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,75 |
99,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,20 |
98,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,40 |
96,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 042 500 |
1 037,10 |
74 |
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 |
7 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
105 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
133 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
161 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
224 |
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 |
4,31 |
OK0712 |
PL0000105912 |
96,68 |
96,75 |
4,49 |
4,39 |
96,72 |
4,43 |
OK1012 |
PL0000106100 |
95,64 |
95,72 |
4,47 |
4,39 |
95,68 |
4,43 |
OK0113 |
PL0000106324 |
94,59 |
94,68 |
4,47 |
4,39 |
94,64 |
4,43 |
PS0413 |
PL0000105037 |
101,14 |
101,24 |
4,43 |
4,36 |
101,19 |
4,40 |
OK0713 |
PL0000106563 |
92,59 |
92,68 |
4,45 |
4,40 |
92,64 |
4,42 |
DS1013 |
PL0000102836 |
100,90 |
101,00 |
4,51 |
4,46 |
100,95 |
4,49 |
PS0414 |
PL0000105433 |
102,44 |
102,59 |
4,68 |
4,62 |
102,52 |
4,65 |
WZ0115 |
PL0000106480 |
99,59 |
99,98 |
--- |
--- |
99,79 |
--- |
PS0415 |
PL0000105953 |
101,94 |
102,13 |
4,87 |
4,81 |
102,04 |
4,84 |
DS1015 |
PL0000103602 |
104,59 |
104,78 |
4,96 |
4,90 |
104,69 |
4,93 |
PS0416 |
PL0000106340 |
99,87 |
100,03 |
5,02 |
4,98 |
99,95 |
5,00 |
IZ0816 |
PL0000103529 |
99,89 |
101,21 |
--- |
--- |
100,55 |
--- |
DS1017 |
PL0000104543 |
99,78 |
100,04 |
5,29 |
5,24 |
99,91 |
5,26 |
WZ0118 |
PL0000104717 |
97,98 |
98,65 |
--- |
--- |
98,32 |
--- |
DS1019 |
PL0000105441 |
99,49 |
99,80 |
5,58 |
5,53 |
99,65 |
5,55 |
DS1020 |
PL0000106126 |
97,08 |
97,34 |
5,67 |
5,63 |
97,21 |
5,65 |
WZ0121 |
PL0000106068 |
96,04 |
96,87 |
--- |
--- |
96,46 |
--- |
DS1021 |
PL0000106670 |
100,21 |
100,48 |
5,72 |
5,68 |
100,35 |
5,70 |
WS0922 |
PL0000102646 |
100,31 |
100,65 |
5,71 |
5,66 |
100,48 |
5,68 |
IZ0823 |
PL0000105359 |
94,77 |
98,06 |
--- |
--- |
96,42 |
--- |
WS0429 |
PL0000105391 |
98,46 |
99,72 |
5,89 |
5,77 |
99,09 |
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 |
100,19 |
4,37 |
4,28 |
100,17 |
4,31 |
OK0712 |
PL0000105912 |
96,67 |
96,75 |
4,50 |
4,39 |
96,71 |
4,45 |
OK1012 |
PL0000106100 |
95,64 |
95,71 |
4,47 |
4,40 |
95,68 |
4,43 |
OK0113 |
PL0000106324 |
94,58 |
94,67 |
4,48 |
4,40 |
94,63 |
4,44 |
PS0413 |
PL0000105037 |
101,13 |
101,22 |
4,44 |
4,38 |
101,18 |
4,40 |
OK0713 |
PL0000106563 |
92,56 |
92,65 |
4,47 |
4,41 |
92,61 |
4,44 |
DS1013 |
PL0000102836 |
100,90 |
101,00 |
4,51 |
4,46 |
100,95 |
4,49 |
PS0414 |
PL0000105433 |
102,44 |
102,54 |
4,68 |
4,64 |
102,49 |
4,66 |
WZ0115 |
PL0000106480 |
99,62 |
99,93 |
--- |
--- |
99,78 |
--- |
PS0415 |
PL0000105953 |
101,83 |
102,01 |
4,91 |
4,85 |
101,92 |
4,88 |
DS1015 |
PL0000103602 |
104,50 |
104,67 |
4,98 |
4,93 |
104,59 |
4,96 |
PS0416 |
PL0000106340 |
99,69 |
99,84 |
5,07 |
5,03 |
99,77 |
5,05 |
IZ0816 |
PL0000103529 |
99,89 |
101,20 |
--- |
--- |
100,55 |
--- |
DS1017 |
PL0000104543 |
99,65 |
99,88 |
5,31 |
5,27 |
99,77 |
5,29 |
WZ0118 |
PL0000104717 |
97,93 |
98,53 |
--- |
--- |
98,23 |
--- |
DS1019 |
PL0000105441 |
99,18 |
99,51 |
5,63 |
5,57 |
99,35 |
5,60 |
DS1020 |
PL0000106126 |
96,76 |
97,03 |
5,71 |
5,67 |
96,90 |
5,69 |
WZ0121 |
PL0000106068 |
96,17 |
96,78 |
--- |
--- |
96,48 |
--- |
DS1021 |
PL0000106670 |
99,85 |
100,16 |
5,76 |
5,72 |
100,01 |
5,74 |
WS0922 |
PL0000102646 |
100,06 |
100,37 |
5,74 |
5,70 |
100,22 |
5,72 |
IZ0823 |
PL0000105359 |
94,69 |
97,86 |
--- |
--- |
96,28 |
--- |
WS0429 |
PL0000105391 |
98,15 |
99,28 |
5,91 |
5,81 |
98,72 |
5,86 |
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 |
4,150 |
4,150 |
4,150 |
50 |
WS0922 |
PL0000102646 |
1/2 |
1 |
4,150 |
4,200 |
4,162 |
85 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
45 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
95 |
PS0412 |
PL0000104659 |
0/1 |
1 |
4,100 |
4,250 |
4,238 |
65 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,100 |
4,210 |
4,194 |
70 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,150 |
4,210 |
4,201 |
35 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,210 |
4,210 |
4,210 |
35 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,210 |
4,250 |
4,230 |
150 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
5 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,210 |
4,210 |
4,210 |
25 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,210 |
4,250 |
4,222 |
290 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
95 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,210 |
4,250 |
4,226 |
340 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,210 |
4,210 |
4,210 |
75 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
4,250 |
4,250 |
4,250 |
60 |
WZ0115 |
PL0000106480 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
60 |
TOTAL |
1 580 |