2011-10-20 |
MARKET DATA |
No 203 (1737) |
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 |
2 192,50 |
2 189,95 |
169 |
1 400,00 |
1 399,34 |
18 |
3 592,50 |
3 589,29 |
187 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 192,50 |
2 189,95 |
169 |
1 400,00 |
1 399,34 |
18 |
3 592,50 |
3 589,29 |
187 |
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 |
98,90 |
98,90 |
98,90 |
98,90 |
98,90 |
98,90 |
98,90 |
300 000 |
296,70 |
4 |
PS0412 |
PL0000104659 |
100,15 |
100,15 |
100,15 |
100,16 |
100,15 |
100,15 |
100,15 |
70 000 |
71,76 |
5 |
OK0712 |
PL0000105912 |
96,74 |
96,75 |
96,74 |
96,74 |
96,74 |
96,74 |
96,74 |
50 000 |
48,37 |
1 |
OK1012 |
PL0000106100 |
95,70 |
95,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
94,65 |
94,65 |
94,65 |
94,65 |
94,64 |
94,65 |
94,65 |
160 000 |
151,44 |
6 |
PS0413 |
PL0000105037 |
101,12 |
101,08 |
101,12 |
101,12 |
101,09 |
101,10 |
101,11 |
150 000 |
155,58 |
9 |
OK0713 |
PL0000106563 |
92,62 |
92,62 |
92,62 |
92,62 |
92,58 |
92,58 |
92,62 |
85 000 |
78,72 |
3 |
DS1013 |
PL0000102836 |
100,86 |
100,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
90,28 |
90,24 |
90,25 |
90,25 |
90,25 |
90,25 |
90,25 |
10 000 |
9,03 |
1 |
PS0414 |
PL0000105433 |
102,40 |
102,37 |
102,39 |
102,39 |
102,39 |
102,39 |
102,39 |
25 000 |
26,31 |
1 |
PS0415 |
PL0000105953 |
101,90 |
101,76 |
101,85 |
101,90 |
101,81 |
101,81 |
101,86 |
50 000 |
52,30 |
4 |
DS1015 |
PL0000103602 |
104,51 |
104,29 |
104,40 |
104,40 |
104,40 |
104,40 |
104,40 |
10 000 |
10,44 |
1 |
PS0416 |
PL0000106340 |
99,75 |
99,38 |
99,66 |
99,81 |
99,35 |
99,35 |
99,60 |
457 500 |
467,06 |
44 |
DS1017 |
PL0000104543 |
99,80 |
99,40 |
99,70 |
99,82 |
99,53 |
99,53 |
99,72 |
220 000 |
219,38 |
20 |
DS1019 |
PL0000105441 |
99,31 |
98,89 |
99,05 |
99,35 |
98,70 |
98,70 |
99,01 |
215 000 |
212,87 |
23 |
DS1020 |
PL0000106126 |
96,85 |
96,50 |
96,65 |
96,88 |
96,45 |
96,45 |
96,79 |
140 000 |
135,51 |
16 |
DS1021 |
PL0000106670 |
99,85 |
99,51 |
99,81 |
99,95 |
99,47 |
99,47 |
99,69 |
65 000 |
64,80 |
8 |
WS0922 |
PL0000102646 |
100,02 |
99,58 |
99,90 |
100,04 |
99,68 |
99,68 |
99,85 |
157 500 |
158,03 |
18 |
WS0429 |
PL0000105391 |
98,20 |
98,25 |
98,50 |
98,50 |
98,50 |
98,50 |
98,50 |
5 000 |
5,07 |
1 |
WS0437 |
PL0000104857 |
82,25 |
94,30 |
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 |
100,57 |
100,80 |
100,55 |
100,55 |
100,52 |
100,55 |
100,54 |
17 500 |
21,54 |
3 |
IZ0823 |
PL0000105359 |
94,50 |
97,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,72 |
99,75 |
99,80 |
99,80 |
99,80 |
99,80 |
99,80 |
5 000 |
5,05 |
1 |
WZ0118 |
PL0000104717 |
98,11 |
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 |
2 192 500 |
2 189,95 |
169 |
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 |
2 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
01FEB12 |
PL0000006029 |
100 |
4,57 |
4,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
128 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
156 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
219 |
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 |
100,12 |
100,18 |
4,40 |
4,28 |
100,15 |
4,34 |
OK0712 |
PL0000105912 |
96,71 |
96,79 |
4,53 |
4,41 |
96,75 |
4,47 |
OK1012 |
PL0000106100 |
95,65 |
95,74 |
4,52 |
4,42 |
95,70 |
4,47 |
OK0113 |
PL0000106324 |
94,61 |
94,72 |
4,50 |
4,41 |
94,67 |
4,45 |
PS0413 |
PL0000105037 |
101,10 |
101,20 |
4,45 |
4,38 |
101,15 |
4,42 |
OK0713 |
PL0000106563 |
92,56 |
92,69 |
4,51 |
4,42 |
92,63 |
4,46 |
DS1013 |
PL0000102836 |
100,83 |
100,98 |
4,55 |
4,47 |
100,91 |
4,51 |
PS0414 |
PL0000105433 |
102,35 |
102,50 |
4,72 |
4,65 |
102,43 |
4,68 |
WZ0115 |
PL0000106480 |
99,59 |
99,90 |
--- |
--- |
99,75 |
--- |
PS0415 |
PL0000105953 |
101,80 |
101,98 |
4,92 |
4,86 |
101,89 |
4,89 |
DS1015 |
PL0000103602 |
104,38 |
104,57 |
5,01 |
4,96 |
104,48 |
4,98 |
PS0416 |
PL0000106340 |
99,60 |
99,77 |
5,09 |
5,05 |
99,69 |
5,07 |
IZ0816 |
PL0000103529 |
99,70 |
101,21 |
--- |
--- |
100,46 |
--- |
DS1017 |
PL0000104543 |
99,65 |
99,85 |
5,31 |
5,27 |
99,75 |
5,29 |
WZ0118 |
PL0000104717 |
97,76 |
98,55 |
--- |
--- |
98,16 |
--- |
DS1019 |
PL0000105441 |
99,00 |
99,27 |
5,65 |
5,61 |
99,14 |
5,63 |
DS1020 |
PL0000106126 |
96,60 |
96,87 |
5,74 |
5,70 |
96,74 |
5,72 |
WZ0121 |
PL0000106068 |
95,89 |
96,88 |
--- |
--- |
96,39 |
--- |
DS1021 |
PL0000106670 |
99,61 |
99,94 |
5,80 |
5,75 |
99,78 |
5,77 |
WS0922 |
PL0000102646 |
99,60 |
99,97 |
5,79 |
5,75 |
99,79 |
5,77 |
IZ0823 |
PL0000105359 |
93,80 |
98,14 |
--- |
--- |
95,97 |
--- |
WS0429 |
PL0000105391 |
97,84 |
98,89 |
5,94 |
5,85 |
98,37 |
5,89 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,11 |
100,17 |
4,42 |
4,30 |
100,14 |
4,36 |
OK0712 |
PL0000105912 |
96,70 |
96,77 |
4,54 |
4,44 |
96,74 |
4,48 |
OK1012 |
PL0000106100 |
95,63 |
95,72 |
4,54 |
4,45 |
95,68 |
4,49 |
OK0113 |
PL0000106324 |
94,63 |
94,69 |
4,49 |
4,43 |
94,66 |
4,46 |
PS0413 |
PL0000105037 |
101,06 |
101,12 |
4,48 |
4,44 |
101,09 |
4,46 |
OK0713 |
PL0000106563 |
92,55 |
92,65 |
4,51 |
4,45 |
92,60 |
4,48 |
DS1013 |
PL0000102836 |
100,81 |
100,93 |
4,56 |
4,50 |
100,87 |
4,53 |
PS0414 |
PL0000105433 |
102,35 |
102,45 |
4,72 |
4,67 |
102,40 |
4,69 |
WZ0115 |
PL0000106480 |
99,65 |
99,85 |
--- |
--- |
99,75 |
--- |
PS0415 |
PL0000105953 |
101,76 |
101,89 |
4,93 |
4,89 |
101,83 |
4,91 |
DS1015 |
PL0000103602 |
104,30 |
104,47 |
5,03 |
4,99 |
104,39 |
5,01 |
PS0416 |
PL0000106340 |
99,48 |
99,61 |
5,12 |
5,09 |
99,55 |
5,10 |
IZ0816 |
PL0000103529 |
100,18 |
101,25 |
--- |
--- |
100,72 |
--- |
DS1017 |
PL0000104543 |
99,44 |
99,66 |
5,35 |
5,31 |
99,55 |
5,33 |
WZ0118 |
PL0000104717 |
97,90 |
98,50 |
--- |
--- |
98,20 |
--- |
DS1019 |
PL0000105441 |
98,97 |
99,24 |
5,66 |
5,61 |
99,11 |
5,63 |
DS1020 |
PL0000106126 |
96,54 |
96,81 |
5,75 |
5,71 |
96,68 |
5,72 |
WZ0121 |
PL0000106068 |
96,15 |
96,67 |
--- |
--- |
96,41 |
--- |
DS1021 |
PL0000106670 |
99,46 |
99,77 |
5,82 |
5,77 |
99,62 |
5,79 |
WS0922 |
PL0000102646 |
99,62 |
99,90 |
5,79 |
5,76 |
99,76 |
5,77 |
IZ0823 |
PL0000105359 |
94,21 |
97,78 |
--- |
--- |
96,00 |
--- |
WS0429 |
PL0000105391 |
97,38 |
98,72 |
5,99 |
5,86 |
98,05 |
5,92 |
REPO MARKET |
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 |
4,230 |
4,230 |
4,230 |
30 |
OK0112 |
PL0000105730 |
0/1 |
1 |
4,150 |
4,250 |
4,200 |
20 |
OK1012 |
PL0000106100 |
0/1 |
1 |
4,250 |
4,250 |
4,250 |
30 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,230 |
4,230 |
4,230 |
20 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,230 |
4,230 |
4,230 |
20 |
WS0922 |
PL0000102646 |
1/4 |
3 |
4,000 |
4,000 |
4,000 |
100 |
PS0413 |
PL0000105037 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
20 |
OK0112 |
PL0000105730 |
1/4 |
3 |
4,200 |
4,200 |
4,200 |
60 |
OK0113 |
PL0000106324 |
1/4 |
3 |
4,150 |
4,150 |
4,150 |
55 |
PS0416 |
PL0000106340 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
75 |
PS0412 |
PL0000104659 |
0/4 |
4 |
4,200 |
4,200 |
4,200 |
60 |
WZ0118 |
PL0000104717 |
0/4 |
4 |
4,250 |
4,250 |
4,250 |
300 |
PS0416 |
PL0000106340 |
0/5 |
5 |
4,250 |
4,250 |
4,250 |
295 |
PS0412 |
PL0000104659 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
30 |
OK0114 |
PL0000106712 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
10 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
275 |
TOTAL |
1 400 |