2011-10-25 |
MARKET DATA |
No 206 (1740) |
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 |
737,50 |
736,61 |
77 |
1 930,00 |
1 952,19 |
25 |
2 667,50 |
2 688,79 |
102 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
737,50 |
736,61 |
77 |
1 930,00 |
1 952,19 |
25 |
2 667,50 |
2 688,79 |
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 |
98,92 |
98,93 |
98,92 |
98,92 |
98,92 |
98,92 |
98,92 |
50 000 |
49,46 |
1 |
PS0412 |
PL0000104659 |
100,10 |
100,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
96,76 |
96,78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
95,70 |
95,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
94,63 |
94,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
101,07 |
101,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
92,60 |
92,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,84 |
100,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
90,27 |
90,30 |
90,27 |
90,27 |
90,27 |
90,27 |
90,27 |
25 000 |
22,57 |
1 |
PS0414 |
PL0000105433 |
102,43 |
102,46 |
102,46 |
102,46 |
102,46 |
102,46 |
102,46 |
2 500 |
2,63 |
1 |
PS0415 |
PL0000105953 |
101,96 |
101,94 |
101,94 |
101,95 |
101,94 |
101,95 |
101,95 |
45 000 |
47,13 |
5 |
DS1015 |
PL0000103602 |
104,65 |
104,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
99,80 |
99,70 |
99,70 |
99,81 |
99,69 |
99,79 |
99,75 |
170 000 |
173,87 |
19 |
DS1017 |
PL0000104543 |
99,78 |
99,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
99,40 |
99,19 |
99,32 |
99,36 |
99,25 |
99,30 |
99,30 |
60 000 |
59,60 |
7 |
DS1020 |
PL0000106126 |
96,96 |
96,79 |
96,75 |
97,07 |
96,75 |
96,89 |
96,90 |
145 000 |
140,54 |
15 |
DS1021 |
PL0000106670 |
100,07 |
99,83 |
99,88 |
100,10 |
99,85 |
99,93 |
100,00 |
145 000 |
145,05 |
15 |
WS0922 |
PL0000102646 |
100,05 |
99,95 |
100,04 |
100,07 |
99,90 |
99,90 |
100,05 |
47 500 |
47,78 |
6 |
WS0429 |
PL0000105391 |
99,00 |
98,99 |
98,99 |
99,02 |
98,95 |
98,95 |
99,00 |
37 500 |
38,21 |
6 |
WS0437 |
PL0000104857 |
83,23 |
96,25 |
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 |
100,60 |
101,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
94,12 |
97,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,75 |
99,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,11 |
98,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,35 |
96,50 |
96,50 |
96,50 |
96,50 |
96,50 |
96,50 |
10 000 |
9,77 |
1 |
TOTAL |
737 500 |
736,61 |
77 |
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 |
97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
125 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
153 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
216 |
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 |
4,58 |
4,45 |
96,76 |
4,51 |
OK1012 |
PL0000106100 |
95,67 |
95,76 |
4,55 |
4,45 |
95,72 |
4,50 |
OK0113 |
PL0000106324 |
94,60 |
94,71 |
4,54 |
4,45 |
94,66 |
4,49 |
PS0413 |
PL0000105037 |
101,00 |
101,13 |
4,52 |
4,43 |
101,07 |
4,47 |
OK0713 |
PL0000106563 |
92,55 |
92,67 |
4,54 |
4,46 |
92,61 |
4,50 |
DS1013 |
PL0000102836 |
100,79 |
100,93 |
4,57 |
4,49 |
100,86 |
4,53 |
OK0114 |
PL0000106712 |
90,20 |
90,32 |
4,69 |
4,63 |
90,26 |
4,66 |
PS0414 |
PL0000105433 |
102,33 |
102,50 |
4,72 |
4,65 |
102,42 |
4,68 |
WZ0115 |
PL0000106480 |
99,66 |
100,01 |
--- |
--- |
99,84 |
--- |
PS0415 |
PL0000105953 |
101,82 |
101,99 |
4,91 |
4,85 |
101,91 |
4,88 |
DS1015 |
PL0000103602 |
104,43 |
104,66 |
4,99 |
4,93 |
104,55 |
4,96 |
PS0416 |
PL0000106340 |
99,62 |
99,79 |
5,08 |
5,04 |
99,71 |
5,06 |
IZ0816 |
PL0000103529 |
100,20 |
101,45 |
--- |
--- |
100,83 |
--- |
DS1017 |
PL0000104543 |
99,48 |
99,72 |
5,35 |
5,30 |
99,60 |
5,32 |
WZ0118 |
PL0000104717 |
97,86 |
98,57 |
--- |
--- |
98,22 |
--- |
DS1019 |
PL0000105441 |
98,95 |
99,28 |
5,66 |
5,61 |
99,12 |
5,64 |
DS1020 |
PL0000106126 |
96,56 |
96,90 |
5,74 |
5,69 |
96,73 |
5,72 |
WZ0121 |
PL0000106068 |
96,06 |
96,83 |
--- |
--- |
96,45 |
--- |
DS1021 |
PL0000106670 |
99,56 |
99,93 |
5,80 |
5,75 |
99,75 |
5,78 |
WS0922 |
PL0000102646 |
99,65 |
100,04 |
5,79 |
5,74 |
99,85 |
5,76 |
IZ0823 |
PL0000105359 |
93,68 |
97,56 |
--- |
--- |
95,62 |
--- |
WS0429 |
PL0000105391 |
97,98 |
99,44 |
5,93 |
5,79 |
98,71 |
5,86 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,09 |
100,16 |
4,46 |
4,32 |
100,13 |
4,38 |
OK0712 |
PL0000105912 |
96,74 |
96,79 |
4,53 |
4,46 |
96,77 |
4,49 |
OK1012 |
PL0000106100 |
95,69 |
95,76 |
4,53 |
4,45 |
95,73 |
4,48 |
OK0113 |
PL0000106324 |
94,62 |
94,70 |
4,53 |
4,46 |
94,66 |
4,49 |
PS0413 |
PL0000105037 |
101,05 |
101,14 |
4,48 |
4,42 |
101,10 |
4,45 |
OK0713 |
PL0000106563 |
92,58 |
92,69 |
4,52 |
4,45 |
92,64 |
4,48 |
DS1013 |
PL0000102836 |
100,79 |
100,90 |
4,57 |
4,51 |
100,85 |
4,54 |
OK0114 |
PL0000106712 |
90,23 |
90,32 |
4,68 |
4,63 |
90,28 |
4,65 |
PS0414 |
PL0000105433 |
102,36 |
102,51 |
4,71 |
4,64 |
102,44 |
4,67 |
WZ0115 |
PL0000106480 |
99,66 |
99,93 |
--- |
--- |
99,80 |
--- |
PS0415 |
PL0000105953 |
101,89 |
102,09 |
4,89 |
4,82 |
101,99 |
4,85 |
DS1015 |
PL0000103602 |
104,57 |
104,76 |
4,96 |
4,90 |
104,67 |
4,93 |
PS0416 |
PL0000106340 |
99,69 |
99,92 |
5,07 |
5,01 |
99,81 |
5,04 |
IZ0816 |
PL0000103529 |
100,19 |
101,49 |
--- |
--- |
100,84 |
--- |
DS1017 |
PL0000104543 |
99,64 |
99,87 |
5,32 |
5,27 |
99,76 |
5,29 |
WZ0118 |
PL0000104717 |
97,90 |
98,52 |
--- |
--- |
98,21 |
--- |
DS1019 |
PL0000105441 |
99,11 |
99,40 |
5,64 |
5,59 |
99,26 |
5,61 |
DS1020 |
PL0000106126 |
96,71 |
96,91 |
5,72 |
5,69 |
96,81 |
5,71 |
WZ0121 |
PL0000106068 |
96,13 |
96,80 |
--- |
--- |
96,47 |
--- |
DS1021 |
PL0000106670 |
99,70 |
99,98 |
5,79 |
5,75 |
99,84 |
5,77 |
WS0922 |
PL0000102646 |
99,81 |
100,10 |
5,77 |
5,73 |
99,96 |
5,75 |
IZ0823 |
PL0000105359 |
93,57 |
97,69 |
--- |
--- |
95,63 |
--- |
WS0429 |
PL0000105391 |
98,39 |
99,41 |
5,89 |
5,80 |
98,90 |
5,84 |
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 |
0/1 |
1 |
3,850 |
3,850 |
3,850 |
65 |
WS0922 |
PL0000102646 |
1/2 |
1 |
3,750 |
3,850 |
3,765 |
135 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,050 |
4,050 |
4,050 |
120 |
DS1015 |
PL0000103602 |
1/2 |
1 |
3,800 |
4,050 |
3,994 |
45 |
PS0412 |
PL0000104659 |
0/1 |
1 |
3,900 |
3,900 |
3,900 |
5 |
PS0413 |
PL0000105037 |
0/1 |
1 |
3,850 |
3,850 |
3,850 |
15 |
PS0413 |
PL0000105037 |
1/2 |
1 |
4,000 |
4,050 |
4,027 |
55 |
PS0414 |
PL0000105433 |
1/2 |
1 |
3,900 |
4,050 |
4,045 |
165 |
OK0112 |
PL0000105730 |
1/2 |
1 |
4,050 |
4,050 |
4,050 |
240 |
OK0712 |
PL0000105912 |
1/2 |
1 |
4,050 |
4,050 |
4,050 |
85 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,050 |
4,050 |
4,050 |
100 |
OK0113 |
PL0000106324 |
1/2 |
1 |
3,800 |
3,800 |
3,800 |
50 |
PS0416 |
PL0000106340 |
0/1 |
1 |
3,800 |
3,800 |
3,800 |
35 |
PS0416 |
PL0000106340 |
1/2 |
1 |
3,800 |
4,050 |
3,964 |
655 |
OK0713 |
PL0000106563 |
1/2 |
1 |
3,800 |
3,800 |
3,800 |
50 |
OK0713 |
PL0000106563 |
0/2 |
2 |
3,850 |
3,850 |
3,850 |
60 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,000 |
4,000 |
4,000 |
50 |
TOTAL |
1 930 |