2011-10-26 |
MARKET DATA |
No 207 (1741) |
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 |
1 540,00 |
1 506,66 |
89 |
2 275,00 |
2 321,56 |
20 |
3 815,00 |
3 828,23 |
109 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 540,00 |
1 506,66 |
89 |
2 275,00 |
2 321,56 |
20 |
3 815,00 |
3 828,23 |
109 |
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 |
98,93 |
98,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0412 |
PL0000104659 |
100,13 |
100,14 |
100,14 |
100,14 |
100,14 |
100,14 |
100,14 |
185 000 |
189,72 |
2 |
OK0712 |
PL0000105912 |
96,79 |
96,78 |
96,78 |
96,80 |
96,78 |
96,79 |
96,79 |
260 000 |
251,65 |
5 |
OK1012 |
PL0000106100 |
95,74 |
95,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
94,73 |
94,69 |
94,77 |
94,77 |
94,70 |
94,72 |
94,72 |
385 000 |
364,67 |
17 |
PS0413 |
PL0000105037 |
101,08 |
101,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
92,66 |
92,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,92 |
100,90 |
100,88 |
100,88 |
100,88 |
100,88 |
100,88 |
15 000 |
15,14 |
1 |
OK0114 |
PL0000106712 |
90,34 |
90,30 |
90,33 |
90,35 |
90,33 |
90,35 |
90,34 |
110 000 |
99,38 |
5 |
PS0414 |
PL0000105433 |
102,48 |
102,49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,01 |
101,99 |
102,05 |
102,05 |
102,05 |
102,05 |
102,05 |
55 000 |
57,66 |
2 |
DS1015 |
PL0000103602 |
104,78 |
104,78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
99,95 |
99,85 |
99,90 |
99,95 |
99,90 |
99,94 |
99,93 |
25 000 |
25,62 |
3 |
PS1016 |
PL0000106795 |
98,52 |
98,48 |
98,60 |
98,62 |
98,60 |
98,62 |
98,61 |
20 000 |
19,73 |
3 |
DS1017 |
PL0000104543 |
100,00 |
99,87 |
100,00 |
100,01 |
100,00 |
100,00 |
100,00 |
35 000 |
35,02 |
4 |
DS1019 |
PL0000105441 |
99,57 |
99,44 |
99,44 |
99,55 |
99,42 |
99,50 |
99,51 |
197 500 |
196,63 |
20 |
DS1020 |
PL0000106126 |
97,13 |
96,90 |
97,09 |
97,14 |
96,83 |
96,83 |
96,98 |
75 000 |
72,77 |
8 |
DS1021 |
PL0000106670 |
100,21 |
100,03 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
100,20 |
99,99 |
100,22 |
100,41 |
99,99 |
99,99 |
100,21 |
165 000 |
166,25 |
17 |
WS0429 |
PL0000105391 |
98,81 |
99,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
85,25 |
95,00 |
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 |
101,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
94,13 |
96,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,73 |
99,78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,17 |
98,22 |
98,22 |
98,24 |
98,22 |
98,24 |
98,22 |
12 500 |
12,43 |
2 |
WZ0121 |
PL0000106068 |
96,45 |
96,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 540 000 |
1 506,66 |
89 |
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 |
96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
124 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
152 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
215 |
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 |
100,16 |
4,48 |
4,31 |
100,12 |
4,39 |
OK0712 |
PL0000105912 |
96,74 |
96,82 |
4,55 |
4,44 |
96,78 |
4,49 |
OK1012 |
PL0000106100 |
95,69 |
95,77 |
4,54 |
4,45 |
95,73 |
4,50 |
OK0113 |
PL0000106324 |
94,64 |
94,73 |
4,52 |
4,44 |
94,69 |
4,47 |
PS0413 |
PL0000105037 |
101,05 |
101,17 |
4,48 |
4,40 |
101,11 |
4,44 |
OK0713 |
PL0000106563 |
92,60 |
92,73 |
4,51 |
4,43 |
92,67 |
4,47 |
DS1013 |
PL0000102836 |
100,82 |
100,98 |
4,55 |
4,47 |
100,90 |
4,51 |
OK0114 |
PL0000106712 |
90,25 |
90,37 |
4,67 |
4,61 |
90,31 |
4,64 |
PS0414 |
PL0000105433 |
102,41 |
102,58 |
4,69 |
4,61 |
102,50 |
4,65 |
WZ0115 |
PL0000106480 |
99,60 |
100,00 |
--- |
--- |
99,80 |
--- |
PS0415 |
PL0000105953 |
101,92 |
102,10 |
4,88 |
4,82 |
102,01 |
4,85 |
DS1015 |
PL0000103602 |
104,65 |
104,91 |
4,93 |
4,86 |
104,78 |
4,90 |
PS0416 |
PL0000106340 |
99,80 |
100,05 |
5,04 |
4,98 |
99,93 |
5,01 |
IZ0816 |
PL0000103529 |
100,27 |
101,41 |
--- |
--- |
100,84 |
--- |
DS1017 |
PL0000104543 |
99,78 |
100,06 |
5,29 |
5,23 |
99,92 |
5,26 |
WZ0118 |
PL0000104717 |
97,85 |
98,58 |
--- |
--- |
98,22 |
--- |
DS1019 |
PL0000105441 |
99,31 |
99,61 |
5,61 |
5,56 |
99,46 |
5,58 |
DS1020 |
PL0000106126 |
96,86 |
97,25 |
5,70 |
5,64 |
97,06 |
5,67 |
WZ0121 |
PL0000106068 |
96,08 |
97,00 |
--- |
--- |
96,54 |
--- |
DS1021 |
PL0000106670 |
99,95 |
100,35 |
5,75 |
5,70 |
100,15 |
5,72 |
WS0922 |
PL0000102646 |
99,94 |
100,31 |
5,75 |
5,70 |
100,13 |
5,73 |
IZ0823 |
PL0000105359 |
93,56 |
97,64 |
--- |
--- |
95,60 |
--- |
WS0429 |
PL0000105391 |
98,52 |
99,80 |
5,88 |
5,76 |
99,16 |
5,82 |
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 |
4,41 |
4,29 |
100,14 |
4,35 |
OK0712 |
PL0000105912 |
96,77 |
96,83 |
4,51 |
4,42 |
96,80 |
4,46 |
OK1012 |
PL0000106100 |
95,72 |
95,81 |
4,51 |
4,41 |
95,77 |
4,45 |
OK0113 |
PL0000106324 |
94,70 |
94,77 |
4,47 |
4,40 |
94,74 |
4,43 |
PS0413 |
PL0000105037 |
101,06 |
101,18 |
4,48 |
4,39 |
101,12 |
4,43 |
OK0713 |
PL0000106563 |
92,63 |
92,76 |
4,49 |
4,41 |
92,70 |
4,45 |
DS1013 |
PL0000102836 |
100,86 |
101,01 |
4,53 |
4,45 |
100,94 |
4,49 |
OK0114 |
PL0000106712 |
90,29 |
90,38 |
4,65 |
4,61 |
90,34 |
4,63 |
PS0414 |
PL0000105433 |
102,44 |
102,60 |
4,67 |
4,60 |
102,52 |
4,64 |
WZ0115 |
PL0000106480 |
99,60 |
99,93 |
--- |
--- |
99,77 |
--- |
PS0415 |
PL0000105953 |
101,91 |
102,10 |
4,88 |
4,82 |
102,01 |
4,85 |
DS1015 |
PL0000103602 |
104,68 |
104,91 |
4,92 |
4,86 |
104,80 |
4,89 |
PS0416 |
PL0000106340 |
99,84 |
100,02 |
5,03 |
4,98 |
99,93 |
5,01 |
IZ0816 |
PL0000103529 |
100,30 |
101,42 |
--- |
--- |
100,86 |
--- |
DS1017 |
PL0000104543 |
99,79 |
100,03 |
5,29 |
5,24 |
99,91 |
5,26 |
WZ0118 |
PL0000104717 |
97,86 |
98,57 |
--- |
--- |
98,22 |
--- |
DS1019 |
PL0000105441 |
99,45 |
99,64 |
5,58 |
5,55 |
99,55 |
5,57 |
DS1020 |
PL0000106126 |
96,89 |
97,16 |
5,70 |
5,66 |
97,03 |
5,68 |
WZ0121 |
PL0000106068 |
96,21 |
96,99 |
--- |
--- |
96,60 |
--- |
DS1021 |
PL0000106670 |
99,89 |
100,23 |
5,76 |
5,71 |
100,06 |
5,74 |
WS0922 |
PL0000102646 |
100,02 |
100,34 |
5,74 |
5,70 |
100,18 |
5,72 |
IZ0823 |
PL0000105359 |
93,47 |
97,43 |
--- |
--- |
95,45 |
--- |
WS0429 |
PL0000105391 |
98,41 |
99,71 |
5,89 |
5,77 |
99,06 |
5,83 |
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 |
0/1 |
1 |
4,000 |
4,000 |
4,000 |
400 |
TOTAL |
400 |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,000 |
4,000 |
4,000 |
90 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,100 |
4,100 |
4,100 |
50 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
35 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,100 |
4,100 |
4,100 |
60 |
OK0112 |
PL0000105730 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
240 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,000 |
4,000 |
4,000 |
50 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
20 |
PS0416 |
PL0000106340 |
1/2 |
1 |
4,100 |
4,150 |
4,148 |
880 |
DS1021 |
PL0000106670 |
1/2 |
1 |
4,000 |
4,000 |
4,000 |
50 |
OK0112 |
PL0000105730 |
0/2 |
2 |
4,050 |
4,050 |
4,050 |
10 |
PS0413 |
PL0000105037 |
1/5 |
4 |
4,150 |
4,150 |
4,150 |
55 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
105 |
PS0414 |
PL0000105433 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
25 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
65 |
PS0416 |
PL0000106340 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
80 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
4,200 |
4,200 |
4,200 |
60 |
TOTAL |
1 875 |