2011-10-19 |
MARKET DATA |
No 202 (1736) |
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 |
932,50 |
923,16 |
70 |
1 845,00 |
1 882,34 |
32 |
2 777,50 |
2 805,50 |
102 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
932,50 |
923,16 |
70 |
1 845,00 |
1 882,34 |
32 |
2 777,50 |
2 805,50 |
102 |
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 |
98,87 |
98,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0412 |
PL0000104659 |
100,15 |
100,16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
96,72 |
96,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
95,66 |
95,69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
94,62 |
94,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
101,15 |
101,19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
92,62 |
92,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,90 |
100,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
90,32 |
90,28 |
90,30 |
90,31 |
90,28 |
90,28 |
90,31 |
260 000 |
234,80 |
9 |
PS0414 |
PL0000105433 |
102,47 |
102,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
101,97 |
101,97 |
101,97 |
101,97 |
101,95 |
101,95 |
101,95 |
35 000 |
36,62 |
3 |
DS1015 |
PL0000103602 |
104,57 |
104,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
99,91 |
99,79 |
99,82 |
99,91 |
99,80 |
99,80 |
99,83 |
237 500 |
242,91 |
18 |
DS1017 |
PL0000104543 |
100,00 |
99,75 |
99,75 |
100,00 |
99,75 |
99,90 |
99,85 |
150 000 |
149,77 |
14 |
DS1019 |
PL0000105441 |
99,36 |
99,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
97,08 |
96,88 |
96,90 |
97,08 |
96,88 |
96,88 |
96,98 |
140 000 |
143,04 |
15 |
DS1021 |
PL0000106670 |
100,13 |
99,94 |
99,94 |
100,13 |
99,94 |
99,95 |
100,01 |
105 000 |
110,98 |
10 |
WS0922 |
PL0000102646 |
100,15 |
100,08 |
100,15 |
100,15 |
100,15 |
100,15 |
100,15 |
5 000 |
5,03 |
1 |
WS0429 |
PL0000105391 |
98,41 |
98,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
84,00 |
96,00 |
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 |
100,30 |
100,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
94,50 |
97,50 |
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 |
98,15 |
98,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,40 |
96,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
932 500 |
923,16 |
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 |
5 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
103 |
4,58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
131 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
159 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
222 |
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 |
96,69 |
96,77 |
4,51 |
4,39 |
96,73 |
4,45 |
OK1012 |
PL0000106100 |
95,64 |
95,71 |
4,50 |
4,42 |
95,68 |
4,45 |
OK0113 |
PL0000106324 |
94,59 |
94,70 |
4,49 |
4,40 |
94,65 |
4,44 |
PS0413 |
PL0000105037 |
101,10 |
101,25 |
4,46 |
4,35 |
101,18 |
4,40 |
OK0713 |
PL0000106563 |
92,59 |
92,71 |
4,47 |
4,39 |
92,65 |
4,43 |
DS1013 |
PL0000102836 |
100,85 |
101,00 |
4,52 |
4,44 |
100,93 |
4,48 |
PS0414 |
PL0000105433 |
102,38 |
102,54 |
4,71 |
4,64 |
102,46 |
4,67 |
WZ0115 |
PL0000106480 |
99,61 |
99,91 |
--- |
--- |
99,76 |
--- |
PS0415 |
PL0000105953 |
101,88 |
102,07 |
4,89 |
4,83 |
101,98 |
4,86 |
DS1015 |
PL0000103602 |
104,41 |
104,65 |
4,99 |
4,93 |
104,53 |
4,96 |
PS0416 |
PL0000106340 |
99,72 |
99,93 |
5,06 |
5,01 |
99,83 |
5,03 |
IZ0816 |
PL0000103529 |
99,80 |
101,03 |
--- |
--- |
100,42 |
--- |
DS1017 |
PL0000104543 |
99,69 |
99,90 |
5,30 |
5,25 |
99,80 |
5,27 |
WZ0118 |
PL0000104717 |
97,86 |
98,59 |
--- |
--- |
98,23 |
--- |
DS1019 |
PL0000105441 |
99,17 |
99,44 |
5,62 |
5,58 |
99,31 |
5,60 |
DS1020 |
PL0000106126 |
96,74 |
97,00 |
5,72 |
5,68 |
96,87 |
5,70 |
WZ0121 |
PL0000106068 |
95,92 |
96,92 |
--- |
--- |
96,42 |
--- |
DS1021 |
PL0000106670 |
99,72 |
100,10 |
5,78 |
5,73 |
99,91 |
5,76 |
WS0922 |
PL0000102646 |
99,95 |
100,37 |
5,75 |
5,70 |
100,16 |
5,72 |
IZ0823 |
PL0000105359 |
94,02 |
97,98 |
--- |
--- |
96,00 |
--- |
WS0429 |
PL0000105391 |
97,84 |
99,39 |
5,94 |
5,80 |
98,62 |
5,87 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,13 |
100,18 |
4,39 |
4,29 |
100,16 |
4,33 |
OK0712 |
PL0000105912 |
96,70 |
96,77 |
4,49 |
4,39 |
96,74 |
4,44 |
OK1012 |
PL0000106100 |
95,64 |
95,71 |
4,50 |
4,42 |
95,68 |
4,45 |
OK0113 |
PL0000106324 |
94,59 |
94,69 |
4,49 |
4,40 |
94,64 |
4,45 |
PS0413 |
PL0000105037 |
101,11 |
101,23 |
4,45 |
4,37 |
101,17 |
4,41 |
OK0713 |
PL0000106563 |
92,57 |
92,69 |
4,48 |
4,40 |
92,63 |
4,44 |
DS1013 |
PL0000102836 |
100,86 |
100,98 |
4,51 |
4,45 |
100,92 |
4,48 |
PS0414 |
PL0000105433 |
102,43 |
102,56 |
4,68 |
4,63 |
102,50 |
4,66 |
WZ0115 |
PL0000106480 |
99,63 |
99,92 |
--- |
--- |
99,78 |
--- |
PS0415 |
PL0000105953 |
101,89 |
102,04 |
4,89 |
4,84 |
101,97 |
4,86 |
DS1015 |
PL0000103602 |
104,39 |
104,61 |
5,00 |
4,94 |
104,50 |
4,97 |
PS0416 |
PL0000106340 |
99,69 |
99,87 |
5,07 |
5,02 |
99,78 |
5,04 |
IZ0816 |
PL0000103529 |
99,96 |
101,05 |
--- |
--- |
100,51 |
--- |
DS1017 |
PL0000104543 |
99,71 |
99,93 |
5,29 |
5,25 |
99,82 |
5,27 |
WZ0118 |
PL0000104717 |
97,87 |
98,57 |
--- |
--- |
98,22 |
--- |
DS1019 |
PL0000105441 |
99,16 |
99,41 |
5,62 |
5,58 |
99,29 |
5,60 |
DS1020 |
PL0000106126 |
96,76 |
96,97 |
5,71 |
5,68 |
96,87 |
5,70 |
WZ0121 |
PL0000106068 |
96,04 |
96,95 |
--- |
--- |
96,50 |
--- |
DS1021 |
PL0000106670 |
99,83 |
100,05 |
5,77 |
5,74 |
99,94 |
5,75 |
WS0922 |
PL0000102646 |
99,81 |
100,17 |
5,77 |
5,72 |
99,99 |
5,75 |
IZ0823 |
PL0000105359 |
94,02 |
97,98 |
--- |
--- |
96,00 |
--- |
WS0429 |
PL0000105391 |
97,87 |
99,37 |
5,94 |
5,80 |
98,62 |
5,87 |
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 |
1/2 |
1 |
4,000 |
4,000 |
4,000 |
130 |
PS0412 |
PL0000104659 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
5 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
10 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
5 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
10 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
115 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
30 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,150 |
4,250 |
4,213 |
80 |
OK1012 |
PL0000106100 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
30 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,230 |
4,230 |
4,230 |
95 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,230 |
4,230 |
4,230 |
90 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
55 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
145 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,150 |
4,300 |
4,269 |
585 |
OK0713 |
PL0000106563 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
10 |
OK0713 |
PL0000106563 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
50 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,100 |
4,230 |
4,208 |
60 |
PS0413 |
PL0000105037 |
0/2 |
2 |
4,250 |
4,250 |
4,250 |
60 |
PS0413 |
PL0000105037 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
100 |
PS0414 |
PL0000105433 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
65 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
65 |
OK0713 |
PL0000106563 |
2/9 |
7 |
4,250 |
4,250 |
4,250 |
50 |
TOTAL |
1 845 |