2011-10-21 |
MARKET DATA |
No 204 (1738) |
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 |
1 270,00 |
1 278,02 |
99 |
2 025,00 |
2 032,09 |
20 |
3 295,00 |
3 310,12 |
119 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 270,00 |
1 278,02 |
99 |
2 025,00 |
2 032,09 |
20 |
3 295,00 |
3 310,12 |
119 |
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 |
98,91 |
98,90 |
98,91 |
98,91 |
98,91 |
98,91 |
98,91 |
50 000 |
49,46 |
1 |
PS0412 |
PL0000104659 |
100,12 |
100,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
96,73 |
96,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
95,68 |
95,71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
94,64 |
94,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
101,10 |
101,09 |
101,10 |
101,10 |
101,10 |
101,10 |
101,10 |
15 000 |
15,56 |
1 |
OK0713 |
PL0000106563 |
92,60 |
92,62 |
92,62 |
92,62 |
92,62 |
92,62 |
92,62 |
50 000 |
46,31 |
2 |
DS1013 |
PL0000102836 |
100,86 |
100,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
90,29 |
90,26 |
90,29 |
90,29 |
90,29 |
90,29 |
90,29 |
15 000 |
13,54 |
1 |
PS0414 |
PL0000105433 |
102,42 |
102,38 |
102,40 |
102,47 |
102,40 |
102,47 |
102,45 |
85 000 |
89,52 |
5 |
PS0415 |
PL0000105953 |
101,87 |
101,80 |
101,84 |
101,86 |
101,84 |
101,86 |
101,85 |
90 000 |
94,14 |
3 |
DS1015 |
PL0000103602 |
104,61 |
104,34 |
104,55 |
104,65 |
104,55 |
104,60 |
104,58 |
150 000 |
156,89 |
13 |
PS0416 |
PL0000106340 |
99,70 |
99,37 |
99,47 |
99,75 |
99,47 |
99,75 |
99,58 |
235 000 |
239,90 |
15 |
DS1017 |
PL0000104543 |
99,63 |
99,44 |
99,50 |
99,70 |
99,45 |
99,70 |
99,53 |
150 000 |
149,30 |
14 |
DS1019 |
PL0000105441 |
99,19 |
98,75 |
98,80 |
99,12 |
98,79 |
99,10 |
98,97 |
70 000 |
69,28 |
6 |
DS1020 |
PL0000106126 |
96,93 |
96,44 |
96,52 |
96,85 |
96,52 |
96,80 |
96,65 |
170 000 |
164,31 |
15 |
DS1021 |
PL0000106670 |
100,00 |
99,49 |
99,70 |
99,90 |
99,53 |
99,90 |
99,69 |
107 500 |
107,17 |
12 |
WS0922 |
PL0000102646 |
100,05 |
99,62 |
99,75 |
100,00 |
99,46 |
100,00 |
99,75 |
72 500 |
72,68 |
9 |
WS0429 |
PL0000105391 |
98,75 |
98,26 |
98,75 |
98,75 |
98,75 |
98,75 |
98,75 |
5 000 |
5,08 |
1 |
WS0437 |
PL0000104857 |
87,00 |
92,00 |
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 |
100,55 |
100,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
94,60 |
97,60 |
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 |
98,10 |
98,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,35 |
96,45 |
96,45 |
96,45 |
96,45 |
96,45 |
96,45 |
5 000 |
4,88 |
1 |
TOTAL |
1 270 000 |
1 278,02 |
99 |
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) |
01FEB12 |
PL0000006029 |
99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
127 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
155 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
218 |
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 |
100,08 |
100,17 |
4,48 |
4,30 |
100,13 |
4,38 |
OK0712 |
PL0000105912 |
96,71 |
96,80 |
4,54 |
4,42 |
96,76 |
4,47 |
OK1012 |
PL0000106100 |
95,65 |
95,75 |
4,54 |
4,43 |
95,70 |
4,48 |
OK0113 |
PL0000106324 |
94,60 |
94,71 |
4,52 |
4,43 |
94,66 |
4,47 |
PS0413 |
PL0000105037 |
101,03 |
101,14 |
4,50 |
4,42 |
101,09 |
4,46 |
OK0713 |
PL0000106563 |
92,54 |
92,66 |
4,53 |
4,45 |
92,60 |
4,49 |
DS1013 |
PL0000102836 |
100,79 |
100,93 |
4,57 |
4,50 |
100,86 |
4,53 |
PS0414 |
PL0000105433 |
102,28 |
102,44 |
4,74 |
4,68 |
102,36 |
4,71 |
WZ0115 |
PL0000106480 |
99,58 |
100,02 |
--- |
--- |
99,80 |
--- |
PS0415 |
PL0000105953 |
101,68 |
101,89 |
4,95 |
4,89 |
101,79 |
4,92 |
DS1015 |
PL0000103602 |
104,25 |
104,48 |
5,05 |
4,98 |
104,37 |
5,01 |
PS0416 |
PL0000106340 |
99,47 |
99,64 |
5,12 |
5,08 |
99,56 |
5,10 |
IZ0816 |
PL0000103529 |
100,22 |
101,34 |
--- |
--- |
100,78 |
--- |
DS1017 |
PL0000104543 |
99,39 |
99,60 |
5,37 |
5,32 |
99,50 |
5,34 |
WZ0118 |
PL0000104717 |
97,82 |
98,57 |
--- |
--- |
98,20 |
--- |
DS1019 |
PL0000105441 |
98,74 |
99,00 |
5,70 |
5,65 |
98,87 |
5,68 |
DS1020 |
PL0000106126 |
96,37 |
96,68 |
5,77 |
5,73 |
96,53 |
5,75 |
WZ0121 |
PL0000106068 |
96,06 |
96,98 |
--- |
--- |
96,52 |
--- |
DS1021 |
PL0000106670 |
99,47 |
99,76 |
5,82 |
5,78 |
99,62 |
5,80 |
WS0922 |
PL0000102646 |
99,50 |
99,84 |
5,81 |
5,76 |
99,67 |
5,79 |
IZ0823 |
PL0000105359 |
94,26 |
97,84 |
--- |
--- |
96,05 |
--- |
WS0429 |
PL0000105391 |
97,58 |
98,84 |
5,97 |
5,85 |
98,21 |
5,91 |
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 |
96,71 |
96,77 |
4,54 |
4,46 |
96,74 |
4,50 |
OK1012 |
PL0000106100 |
95,66 |
95,75 |
4,52 |
4,43 |
95,71 |
4,47 |
OK0113 |
PL0000106324 |
94,62 |
94,72 |
4,51 |
4,42 |
94,67 |
4,46 |
PS0413 |
PL0000105037 |
101,07 |
101,16 |
4,47 |
4,41 |
101,12 |
4,44 |
OK0713 |
PL0000106563 |
92,58 |
92,66 |
4,50 |
4,45 |
92,62 |
4,48 |
DS1013 |
PL0000102836 |
100,83 |
100,97 |
4,55 |
4,47 |
100,90 |
4,51 |
PS0414 |
PL0000105433 |
102,38 |
102,53 |
4,70 |
4,64 |
102,46 |
4,67 |
WZ0115 |
PL0000106480 |
99,56 |
99,95 |
--- |
--- |
99,76 |
--- |
PS0415 |
PL0000105953 |
101,82 |
101,98 |
4,91 |
4,86 |
101,90 |
4,88 |
DS1015 |
PL0000103602 |
104,52 |
104,68 |
4,97 |
4,93 |
104,60 |
4,95 |
PS0416 |
PL0000106340 |
99,63 |
99,80 |
5,08 |
5,04 |
99,72 |
5,06 |
IZ0816 |
PL0000103529 |
100,23 |
101,41 |
--- |
--- |
100,82 |
--- |
DS1017 |
PL0000104543 |
99,52 |
99,77 |
5,34 |
5,29 |
99,65 |
5,31 |
WZ0118 |
PL0000104717 |
97,80 |
98,59 |
--- |
--- |
98,20 |
--- |
DS1019 |
PL0000105441 |
99,05 |
99,30 |
5,65 |
5,61 |
99,18 |
5,63 |
DS1020 |
PL0000106126 |
96,74 |
96,97 |
5,72 |
5,68 |
96,86 |
5,70 |
WZ0121 |
PL0000106068 |
95,92 |
96,94 |
--- |
--- |
96,43 |
--- |
DS1021 |
PL0000106670 |
99,75 |
100,08 |
5,78 |
5,73 |
99,92 |
5,76 |
WS0922 |
PL0000102646 |
99,81 |
100,12 |
5,77 |
5,73 |
99,97 |
5,75 |
IZ0823 |
PL0000105359 |
94,24 |
97,84 |
--- |
--- |
96,04 |
--- |
WS0429 |
PL0000105391 |
98,00 |
99,25 |
5,93 |
5,81 |
98,63 |
5,87 |
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 |
4,280 |
4,280 |
4,280 |
370 |
TOTAL |
370 |
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 |
4,010 |
4,010 |
4,010 |
90 |
PS0412 |
PL0000104659 |
3/4 |
1 |
4,250 |
4,250 |
4,250 |
90 |
PS0413 |
PL0000105037 |
3/4 |
1 |
4,300 |
4,300 |
4,300 |
40 |
OK0112 |
PL0000105730 |
3/4 |
1 |
4,200 |
4,250 |
4,249 |
570 |
OK0113 |
PL0000106324 |
3/4 |
1 |
4,250 |
4,250 |
4,250 |
50 |
PS0416 |
PL0000106340 |
3/4 |
1 |
4,250 |
4,260 |
4,256 |
50 |
OK0713 |
PL0000106563 |
3/4 |
1 |
4,250 |
4,250 |
4,250 |
50 |
PS0412 |
PL0000104659 |
3/5 |
2 |
4,250 |
4,250 |
4,250 |
300 |
OK0112 |
PL0000105730 |
3/5 |
2 |
4,250 |
4,250 |
4,250 |
95 |
PS0414 |
PL0000105433 |
0/3 |
3 |
4,250 |
4,250 |
4,250 |
40 |
OK0112 |
PL0000105730 |
0/3 |
3 |
4,000 |
4,200 |
4,133 |
30 |
PS0415 |
PL0000105953 |
0/3 |
3 |
4,200 |
4,200 |
4,200 |
20 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
4,170 |
4,170 |
4,170 |
10 |
WZ0115 |
PL0000106480 |
3/10 |
7 |
4,300 |
4,300 |
4,300 |
220 |
TOTAL |
1 655 |