2011-10-18 |
MARKET DATA |
No 201 (1735) |
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 |
785,00 |
780,93 |
60 |
2 860,00 |
2 928,71 |
29 |
3 645,00 |
3 709,64 |
89 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
785,00 |
780,93 |
60 |
2 860,00 |
2 928,71 |
29 |
3 645,00 |
3 709,64 |
89 |
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 |
98,87 |
98,86 |
98,86 |
98,86 |
98,86 |
98,86 |
135 000 |
133,46 |
3 |
PS0412 |
PL0000104659 |
100,15 |
100,16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
96,70 |
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 |
94,61 |
94,63 |
94,63 |
94,63 |
94,63 |
94,63 |
94,63 |
60 000 |
56,78 |
1 |
PS0413 |
PL0000105037 |
101,14 |
101,14 |
101,14 |
101,14 |
101,14 |
101,14 |
101,14 |
50 000 |
51,85 |
1 |
OK0713 |
PL0000106563 |
92,62 |
92,60 |
92,61 |
92,61 |
92,61 |
92,61 |
92,61 |
25 000 |
23,15 |
1 |
DS1013 |
PL0000102836 |
100,85 |
100,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
90,26 |
90,24 |
90,25 |
90,26 |
90,25 |
90,26 |
90,26 |
100 000 |
90,26 |
6 |
PS0414 |
PL0000105433 |
102,41 |
102,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
101,90 |
101,89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,47 |
104,40 |
104,43 |
104,43 |
104,43 |
104,43 |
104,43 |
10 000 |
10,44 |
1 |
PS0416 |
PL0000106340 |
99,71 |
99,63 |
99,55 |
99,70 |
99,55 |
99,67 |
99,65 |
55 000 |
56,15 |
6 |
DS1017 |
PL0000104543 |
99,70 |
99,60 |
99,60 |
99,74 |
99,60 |
99,65 |
99,65 |
25 000 |
26,21 |
3 |
DS1019 |
PL0000105441 |
99,11 |
99,19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
96,71 |
96,70 |
96,70 |
96,76 |
96,60 |
96,73 |
96,70 |
170 000 |
173,20 |
19 |
DS1021 |
PL0000106670 |
99,85 |
99,79 |
99,80 |
99,90 |
99,70 |
99,80 |
99,79 |
75 000 |
79,10 |
8 |
WS0922 |
PL0000102646 |
100,00 |
99,90 |
99,90 |
100,02 |
99,90 |
99,95 |
99,97 |
75 000 |
75,30 |
10 |
WS0429 |
PL0000105391 |
98,13 |
98,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
82,68 |
95,32 |
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 |
100,11 |
100,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
94,59 |
97,59 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,75 |
99,75 |
99,75 |
99,75 |
99,75 |
99,75 |
99,75 |
5 000 |
5,04 |
1 |
WZ0118 |
PL0000104717 |
98,17 |
98,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,40 |
96,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
785 000 |
780,93 |
60 |
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 |
6 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
104 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
132 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
160 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
223 |
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 |
100,19 |
4,39 |
4,27 |
100,16 |
4,33 |
OK0712 |
PL0000105912 |
96,67 |
96,75 |
4,52 |
4,41 |
96,71 |
4,46 |
OK1012 |
PL0000106100 |
95,62 |
95,71 |
4,50 |
4,41 |
95,67 |
4,45 |
OK0113 |
PL0000106324 |
94,57 |
94,66 |
4,50 |
4,42 |
94,62 |
4,46 |
PS0413 |
PL0000105037 |
101,12 |
101,22 |
4,44 |
4,38 |
101,17 |
4,41 |
OK0713 |
PL0000106563 |
92,56 |
92,66 |
4,48 |
4,42 |
92,61 |
4,45 |
DS1013 |
PL0000102836 |
100,82 |
100,96 |
4,53 |
4,46 |
100,89 |
4,49 |
PS0414 |
PL0000105433 |
102,35 |
102,51 |
4,72 |
4,65 |
102,43 |
4,69 |
WZ0115 |
PL0000106480 |
99,52 |
99,87 |
--- |
--- |
99,70 |
--- |
PS0415 |
PL0000105953 |
101,78 |
101,98 |
4,92 |
4,86 |
101,88 |
4,89 |
DS1015 |
PL0000103602 |
104,38 |
104,54 |
5,00 |
4,95 |
104,46 |
4,97 |
PS0416 |
PL0000106340 |
99,58 |
99,76 |
5,09 |
5,05 |
99,67 |
5,07 |
IZ0816 |
PL0000103529 |
99,71 |
101,06 |
--- |
--- |
100,39 |
--- |
DS1017 |
PL0000104543 |
99,50 |
99,76 |
5,34 |
5,29 |
99,63 |
5,32 |
WZ0118 |
PL0000104717 |
97,78 |
98,68 |
--- |
--- |
98,23 |
--- |
DS1019 |
PL0000105441 |
98,98 |
99,32 |
5,66 |
5,60 |
99,15 |
5,63 |
DS1020 |
PL0000106126 |
96,60 |
96,83 |
5,74 |
5,70 |
96,72 |
5,72 |
WZ0121 |
PL0000106068 |
95,79 |
96,85 |
--- |
--- |
96,32 |
--- |
DS1021 |
PL0000106670 |
99,74 |
99,97 |
5,78 |
5,75 |
99,86 |
5,76 |
WS0922 |
PL0000102646 |
99,86 |
100,13 |
5,76 |
5,73 |
100,00 |
5,74 |
IZ0823 |
PL0000105359 |
94,27 |
97,81 |
--- |
--- |
96,04 |
--- |
WS0429 |
PL0000105391 |
97,74 |
98,90 |
5,95 |
5,84 |
98,32 |
5,90 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,14 |
100,18 |
4,37 |
4,29 |
100,16 |
4,33 |
OK0712 |
PL0000105912 |
96,67 |
96,74 |
4,52 |
4,42 |
96,71 |
4,46 |
OK1012 |
PL0000106100 |
95,63 |
95,70 |
4,49 |
4,42 |
95,67 |
4,45 |
OK0113 |
PL0000106324 |
94,59 |
94,69 |
4,48 |
4,40 |
94,64 |
4,44 |
PS0413 |
PL0000105037 |
101,11 |
101,22 |
4,45 |
4,38 |
101,17 |
4,41 |
OK0713 |
PL0000106563 |
92,59 |
92,67 |
4,46 |
4,41 |
92,63 |
4,43 |
DS1013 |
PL0000102836 |
100,82 |
100,95 |
4,53 |
4,46 |
100,89 |
4,49 |
PS0414 |
PL0000105433 |
102,36 |
102,50 |
4,72 |
4,66 |
102,43 |
4,69 |
WZ0115 |
PL0000106480 |
99,60 |
99,96 |
--- |
--- |
99,78 |
--- |
PS0415 |
PL0000105953 |
101,81 |
101,98 |
4,91 |
4,86 |
101,90 |
4,89 |
DS1015 |
PL0000103602 |
104,37 |
104,54 |
5,00 |
4,95 |
104,46 |
4,97 |
PS0416 |
PL0000106340 |
99,63 |
99,80 |
5,08 |
5,04 |
99,72 |
5,06 |
IZ0816 |
PL0000103529 |
99,78 |
101,05 |
--- |
--- |
100,42 |
--- |
DS1017 |
PL0000104543 |
99,51 |
99,70 |
5,34 |
5,30 |
99,61 |
5,32 |
WZ0118 |
PL0000104717 |
97,79 |
98,68 |
--- |
--- |
98,24 |
--- |
DS1019 |
PL0000105441 |
99,00 |
99,32 |
5,65 |
5,60 |
99,16 |
5,63 |
DS1020 |
PL0000106126 |
96,55 |
96,77 |
5,75 |
5,71 |
96,66 |
5,73 |
WZ0121 |
PL0000106068 |
96,05 |
96,75 |
--- |
--- |
96,40 |
--- |
DS1021 |
PL0000106670 |
99,66 |
99,87 |
5,79 |
5,76 |
99,77 |
5,78 |
WS0922 |
PL0000102646 |
99,83 |
100,06 |
5,77 |
5,74 |
99,95 |
5,75 |
IZ0823 |
PL0000105359 |
94,19 |
97,89 |
--- |
--- |
96,04 |
--- |
WS0429 |
PL0000105391 |
97,85 |
99,03 |
5,94 |
5,83 |
98,44 |
5,89 |
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 |
4,350 |
4,350 |
500 |
TOTAL |
500 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
20 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,210 |
4,210 |
4,210 |
150 |
PS0412 |
PL0000104659 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
5 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,210 |
4,210 |
4,210 |
85 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,100 |
4,250 |
4,225 |
30 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,200 |
4,250 |
4,248 |
120 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
110 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
50 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
50 |
OK1012 |
PL0000106100 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
30 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,210 |
4,210 |
4,210 |
445 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
95 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,150 |
4,250 |
4,237 |
260 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,210 |
4,250 |
4,240 |
890 |
OK0713 |
PL0000106563 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
10 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
10 |
TOTAL |
2 360 |