2011-10-24 |
MARKET DATA |
No 205 (1739) |
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 |
755,00 |
731,96 |
51 |
5 310,00 |
5 367,54 |
24 |
6 065,00 |
6 099,51 |
75 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
755,00 |
731,96 |
51 |
5 310,00 |
5 367,54 |
24 |
6 065,00 |
6 099,51 |
75 |
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 |
98,92 |
98,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0412 |
PL0000104659 |
100,11 |
100,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
96,77 |
96,77 |
96,77 |
96,77 |
96,77 |
96,77 |
96,77 |
210 000 |
203,22 |
7 |
OK1012 |
PL0000106100 |
95,74 |
95,73 |
95,74 |
95,74 |
95,74 |
95,74 |
95,74 |
25 000 |
23,94 |
2 |
OK0113 |
PL0000106324 |
94,65 |
94,67 |
94,64 |
94,64 |
94,64 |
94,64 |
94,64 |
25 000 |
23,66 |
1 |
PS0413 |
PL0000105037 |
101,09 |
101,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
92,63 |
92,61 |
92,63 |
92,63 |
92,61 |
92,62 |
92,62 |
140 000 |
129,67 |
9 |
DS1013 |
PL0000102836 |
100,88 |
100,89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
90,30 |
90,25 |
90,30 |
90,30 |
90,28 |
90,28 |
90,29 |
60 000 |
54,18 |
3 |
PS0414 |
PL0000105433 |
102,41 |
102,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
101,91 |
101,89 |
101,90 |
101,91 |
101,88 |
101,88 |
101,90 |
55 000 |
57,57 |
5 |
DS1015 |
PL0000103602 |
104,54 |
104,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
99,71 |
99,62 |
99,58 |
99,65 |
99,58 |
99,59 |
99,62 |
80 000 |
81,71 |
8 |
DS1017 |
PL0000104543 |
99,62 |
99,58 |
99,55 |
99,59 |
99,49 |
99,49 |
99,54 |
75 000 |
74,66 |
7 |
DS1019 |
PL0000105441 |
99,03 |
99,03 |
99,01 |
99,01 |
98,99 |
98,99 |
99,00 |
20 000 |
19,80 |
2 |
DS1020 |
PL0000106126 |
96,66 |
96,68 |
96,65 |
96,65 |
96,58 |
96,58 |
96,62 |
45 000 |
43,49 |
5 |
DS1021 |
PL0000106670 |
99,76 |
99,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
99,88 |
99,88 |
99,88 |
99,88 |
99,88 |
99,88 |
99,88 |
20 000 |
20,08 |
2 |
WS0429 |
PL0000105391 |
98,20 |
98,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
82,91 |
95,56 |
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 |
101,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
94,63 |
97,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,72 |
99,87 |
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 |
96,42 |
96,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
755 000 |
731,96 |
51 |
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 |
98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
126 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
154 |
4,50 |
4,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
217 |
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 |
100,10 |
100,17 |
4,44 |
4,30 |
100,14 |
4,36 |
OK0712 |
PL0000105912 |
96,75 |
96,83 |
4,50 |
4,39 |
96,79 |
4,45 |
OK1012 |
PL0000106100 |
95,70 |
95,78 |
4,51 |
4,42 |
95,74 |
4,46 |
OK0113 |
PL0000106324 |
94,63 |
94,76 |
4,51 |
4,39 |
94,70 |
4,45 |
PS0413 |
PL0000105037 |
101,07 |
101,19 |
4,47 |
4,39 |
101,13 |
4,43 |
OK0713 |
PL0000106563 |
92,60 |
92,73 |
4,50 |
4,41 |
92,67 |
4,45 |
DS1013 |
PL0000102836 |
100,84 |
101,00 |
4,54 |
4,46 |
100,92 |
4,50 |
OK0114 |
PL0000106712 |
90,27 |
90,40 |
4,65 |
4,58 |
90,34 |
4,61 |
PS0414 |
PL0000105433 |
102,39 |
102,54 |
4,70 |
4,63 |
102,47 |
4,66 |
WZ0115 |
PL0000106480 |
99,62 |
100,00 |
--- |
--- |
99,81 |
--- |
PS0415 |
PL0000105953 |
101,85 |
102,03 |
4,90 |
4,84 |
101,94 |
4,87 |
DS1015 |
PL0000103602 |
104,50 |
104,72 |
4,98 |
4,92 |
104,61 |
4,95 |
PS0416 |
PL0000106340 |
99,65 |
99,84 |
5,08 |
5,03 |
99,75 |
5,05 |
IZ0816 |
PL0000103529 |
100,31 |
101,35 |
--- |
--- |
100,83 |
--- |
DS1017 |
PL0000104543 |
99,53 |
99,78 |
5,34 |
5,29 |
99,66 |
5,31 |
WZ0118 |
PL0000104717 |
97,85 |
98,61 |
--- |
--- |
98,23 |
--- |
DS1019 |
PL0000105441 |
98,97 |
99,26 |
5,66 |
5,61 |
99,12 |
5,64 |
DS1020 |
PL0000106126 |
96,60 |
96,92 |
5,74 |
5,69 |
96,76 |
5,72 |
WZ0121 |
PL0000106068 |
96,01 |
97,03 |
--- |
--- |
96,52 |
--- |
DS1021 |
PL0000106670 |
99,70 |
100,03 |
5,79 |
5,74 |
99,87 |
5,76 |
WS0922 |
PL0000102646 |
99,80 |
100,14 |
5,77 |
5,73 |
99,97 |
5,75 |
IZ0823 |
PL0000105359 |
94,04 |
98,09 |
--- |
--- |
96,07 |
--- |
WS0429 |
PL0000105391 |
97,93 |
99,41 |
5,94 |
5,80 |
98,67 |
5,87 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,10 |
100,15 |
4,44 |
4,34 |
100,13 |
4,38 |
OK0712 |
PL0000105912 |
96,73 |
96,79 |
4,53 |
4,45 |
96,76 |
4,49 |
OK1012 |
PL0000106100 |
95,67 |
95,75 |
4,54 |
4,45 |
95,71 |
4,49 |
OK0113 |
PL0000106324 |
94,59 |
94,69 |
4,54 |
4,45 |
94,64 |
4,50 |
PS0413 |
PL0000105037 |
101,01 |
101,12 |
4,51 |
4,44 |
101,07 |
4,47 |
OK0713 |
PL0000106563 |
92,57 |
92,65 |
4,52 |
4,46 |
92,61 |
4,49 |
DS1013 |
PL0000102836 |
100,80 |
100,92 |
4,56 |
4,50 |
100,86 |
4,53 |
OK0114 |
PL0000106712 |
90,22 |
90,31 |
4,68 |
4,63 |
90,27 |
4,65 |
PS0414 |
PL0000105433 |
102,38 |
102,49 |
4,70 |
4,65 |
102,44 |
4,67 |
WZ0115 |
PL0000106480 |
99,66 |
99,95 |
--- |
--- |
99,81 |
--- |
PS0415 |
PL0000105953 |
101,77 |
101,93 |
4,92 |
4,87 |
101,85 |
4,90 |
DS1015 |
PL0000103602 |
104,41 |
104,61 |
5,00 |
4,95 |
104,51 |
4,97 |
PS0416 |
PL0000106340 |
99,56 |
99,69 |
5,10 |
5,07 |
99,63 |
5,08 |
IZ0816 |
PL0000103529 |
100,27 |
101,38 |
--- |
--- |
100,83 |
--- |
DS1017 |
PL0000104543 |
99,46 |
99,66 |
5,35 |
5,31 |
99,56 |
5,33 |
WZ0118 |
PL0000104717 |
97,91 |
98,50 |
--- |
--- |
98,21 |
--- |
DS1019 |
PL0000105441 |
98,90 |
99,14 |
5,67 |
5,63 |
99,02 |
5,65 |
DS1020 |
PL0000106126 |
96,52 |
96,76 |
5,75 |
5,72 |
96,64 |
5,73 |
WZ0121 |
PL0000106068 |
96,11 |
96,78 |
--- |
--- |
96,45 |
--- |
DS1021 |
PL0000106670 |
99,54 |
99,84 |
5,81 |
5,77 |
99,69 |
5,79 |
WS0922 |
PL0000102646 |
99,70 |
99,95 |
5,78 |
5,75 |
99,83 |
5,77 |
IZ0823 |
PL0000105359 |
93,60 |
97,65 |
--- |
--- |
95,63 |
--- |
WS0429 |
PL0000105391 |
97,98 |
99,07 |
5,93 |
5,83 |
98,53 |
5,88 |
REPO MARKET |
General Collateral (GC) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
|
|
|
|
0,000 |
0,000 |
0,000 |
0 |
TOTAL |
0 |
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 |
3,900 |
3,900 |
3,900 |
90 |
PS0413 |
PL0000105037 |
0/1 |
1 |
3,950 |
3,950 |
3,950 |
60 |
PS0413 |
PL0000105037 |
1/2 |
1 |
3,950 |
3,950 |
3,950 |
25 |
PS0414 |
PL0000105433 |
0/1 |
1 |
3,850 |
3,950 |
3,946 |
120 |
PS0414 |
PL0000105433 |
1/2 |
1 |
3,950 |
3,950 |
3,950 |
55 |
OK0112 |
PL0000105730 |
1/2 |
1 |
3,950 |
3,950 |
3,950 |
560 |
PS0415 |
PL0000105953 |
0/1 |
1 |
3,950 |
3,950 |
3,950 |
50 |
PS0415 |
PL0000105953 |
1/2 |
1 |
3,950 |
3,950 |
3,950 |
100 |
OK0113 |
PL0000106324 |
0/1 |
1 |
3,950 |
3,950 |
3,950 |
60 |
OK0113 |
PL0000106324 |
1/2 |
1 |
3,950 |
3,950 |
3,950 |
50 |
PS0416 |
PL0000106340 |
0/1 |
1 |
3,950 |
3,950 |
3,950 |
15 |
PS0416 |
PL0000106340 |
1/2 |
1 |
3,850 |
4,000 |
3,923 |
355 |
OK0713 |
PL0000106563 |
1/2 |
1 |
3,950 |
3,950 |
3,950 |
50 |
OK0112 |
PL0000105730 |
0/2 |
2 |
3,900 |
3,900 |
3,900 |
20 |
OK0113 |
PL0000106324 |
0/2 |
2 |
3,900 |
3,900 |
3,900 |
20 |
TOTAL |
1 630 |