2011-10-27 |
MARKET DATA |
No 208 (1742) |
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 |
2 165,00 |
2 139,27 |
145 |
2 400,00 |
2 452,01 |
17 |
4 565,00 |
4 591,28 |
162 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
2 165,00 |
2 139,27 |
145 |
2 400,00 |
2 452,01 |
17 |
4 565,00 |
4 591,28 |
162 |
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 |
98,97 |
98,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0412 |
PL0000104659 |
100,13 |
100,13 |
100,12 |
100,12 |
100,12 |
100,12 |
100,12 |
40 000 |
41,03 |
1 |
OK0712 |
PL0000105912 |
96,83 |
96,82 |
96,83 |
96,83 |
96,82 |
96,82 |
96,82 |
715 000 |
692,28 |
11 |
OK1012 |
PL0000106100 |
95,80 |
95,78 |
95,80 |
95,81 |
95,80 |
95,80 |
95,80 |
45 000 |
43,11 |
4 |
OK0113 |
PL0000106324 |
94,75 |
94,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
101,09 |
101,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
92,71 |
92,73 |
92,71 |
92,71 |
92,71 |
92,71 |
92,71 |
45 000 |
41,72 |
2 |
DS1013 |
PL0000102836 |
100,90 |
100,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
90,40 |
90,38 |
90,38 |
90,40 |
90,38 |
90,40 |
90,39 |
40 000 |
36,16 |
3 |
PS0414 |
PL0000105433 |
102,53 |
102,58 |
102,58 |
102,58 |
102,58 |
102,58 |
102,58 |
25 000 |
26,39 |
2 |
PS0415 |
PL0000105953 |
102,13 |
102,15 |
102,15 |
102,15 |
102,15 |
102,15 |
102,15 |
10 000 |
10,50 |
2 |
DS1015 |
PL0000103602 |
104,93 |
104,95 |
105,03 |
105,03 |
105,02 |
105,02 |
105,03 |
12 500 |
13,14 |
2 |
PS0416 |
PL0000106340 |
100,15 |
100,10 |
100,20 |
100,20 |
100,10 |
100,16 |
100,16 |
180 000 |
184,93 |
10 |
PS1016 |
PL0000106795 |
98,79 |
98,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
100,35 |
99,94 |
100,04 |
100,40 |
99,90 |
100,40 |
100,05 |
487 500 |
488,15 |
49 |
DS1019 |
PL0000105441 |
99,96 |
99,84 |
99,95 |
100,00 |
99,76 |
100,00 |
99,87 |
100 000 |
99,96 |
10 |
DS1020 |
PL0000106126 |
97,35 |
97,20 |
97,40 |
97,40 |
97,19 |
97,40 |
97,27 |
207 500 |
202,02 |
21 |
DS1021 |
PL0000106670 |
100,49 |
100,24 |
100,40 |
100,56 |
100,25 |
100,56 |
100,40 |
80 000 |
80,40 |
9 |
WS0922 |
PL0000102646 |
100,53 |
100,40 |
100,53 |
100,65 |
100,40 |
100,65 |
100,57 |
175 000 |
177,04 |
18 |
WS0429 |
PL0000105391 |
98,94 |
99,78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
87,00 |
99,66 |
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 |
101,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
94,20 |
96,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,75 |
99,78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,24 |
98,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,45 |
96,45 |
96,45 |
96,45 |
96,45 |
96,45 |
96,45 |
2 500 |
2,44 |
1 |
TOTAL |
2 165 000 |
2 139,27 |
145 |
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 |
93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
121 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
149 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
212 |
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 |
100,11 |
100,17 |
4,41 |
4,29 |
100,14 |
4,35 |
OK0712 |
PL0000105912 |
96,80 |
96,87 |
4,51 |
4,41 |
96,84 |
4,46 |
OK1012 |
PL0000106100 |
95,75 |
95,83 |
4,51 |
4,42 |
95,79 |
4,47 |
OK0113 |
PL0000106324 |
94,70 |
94,82 |
4,50 |
4,39 |
94,76 |
4,44 |
PS0413 |
PL0000105037 |
101,07 |
101,18 |
4,46 |
4,39 |
101,13 |
4,42 |
OK0713 |
PL0000106563 |
92,67 |
92,81 |
4,49 |
4,40 |
92,74 |
4,44 |
DS1013 |
PL0000102836 |
100,85 |
101,01 |
4,53 |
4,45 |
100,93 |
4,49 |
OK0114 |
PL0000106712 |
90,31 |
90,41 |
4,66 |
4,61 |
90,36 |
4,63 |
PS0414 |
PL0000105433 |
102,45 |
102,63 |
4,67 |
4,59 |
102,54 |
4,63 |
WZ0115 |
PL0000106480 |
99,63 |
99,93 |
--- |
--- |
99,78 |
--- |
PS0415 |
PL0000105953 |
102,01 |
102,24 |
4,85 |
4,77 |
102,13 |
4,81 |
DS1015 |
PL0000103602 |
104,82 |
105,07 |
4,88 |
4,82 |
104,95 |
4,85 |
PS0416 |
PL0000106340 |
100,00 |
100,23 |
4,99 |
4,93 |
100,12 |
4,96 |
IZ0816 |
PL0000103529 |
100,13 |
101,47 |
--- |
--- |
100,80 |
--- |
DS1017 |
PL0000104543 |
100,01 |
100,25 |
5,24 |
5,19 |
100,13 |
5,22 |
WZ0118 |
PL0000104717 |
97,88 |
98,55 |
--- |
--- |
98,22 |
--- |
DS1019 |
PL0000105441 |
99,78 |
100,04 |
5,53 |
5,49 |
99,91 |
5,51 |
DS1020 |
PL0000106126 |
97,19 |
97,41 |
5,65 |
5,62 |
97,30 |
5,64 |
WZ0121 |
PL0000106068 |
96,14 |
97,02 |
--- |
--- |
96,58 |
--- |
DS1021 |
PL0000106670 |
100,20 |
100,54 |
5,72 |
5,67 |
100,37 |
5,70 |
WS0922 |
PL0000102646 |
100,33 |
100,67 |
5,70 |
5,66 |
100,50 |
5,68 |
IZ0823 |
PL0000105359 |
93,75 |
97,59 |
--- |
--- |
95,67 |
--- |
WS0429 |
PL0000105391 |
98,56 |
100,06 |
5,88 |
5,74 |
99,31 |
5,81 |
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 |
4,43 |
4,33 |
100,13 |
4,37 |
OK0712 |
PL0000105912 |
96,80 |
96,85 |
4,51 |
4,44 |
96,83 |
4,47 |
OK1012 |
PL0000106100 |
95,76 |
95,83 |
4,50 |
4,42 |
95,80 |
4,46 |
OK0113 |
PL0000106324 |
94,73 |
94,82 |
4,47 |
4,39 |
94,78 |
4,42 |
PS0413 |
PL0000105037 |
101,05 |
101,18 |
4,48 |
4,39 |
101,12 |
4,43 |
OK0713 |
PL0000106563 |
92,66 |
92,76 |
4,49 |
4,43 |
92,71 |
4,46 |
DS1013 |
PL0000102836 |
100,86 |
100,99 |
4,53 |
4,46 |
100,93 |
4,49 |
OK0114 |
PL0000106712 |
90,37 |
90,45 |
4,63 |
4,59 |
90,41 |
4,61 |
PS0414 |
PL0000105433 |
102,46 |
102,62 |
4,66 |
4,59 |
102,54 |
4,63 |
WZ0115 |
PL0000106480 |
99,67 |
99,91 |
--- |
--- |
99,79 |
--- |
PS0415 |
PL0000105953 |
102,02 |
102,23 |
4,84 |
4,78 |
102,13 |
4,81 |
DS1015 |
PL0000103602 |
104,82 |
105,06 |
4,88 |
4,82 |
104,94 |
4,85 |
PS0416 |
PL0000106340 |
100,00 |
100,20 |
4,99 |
4,94 |
100,10 |
4,96 |
IZ0816 |
PL0000103529 |
100,29 |
101,59 |
--- |
--- |
100,94 |
--- |
DS1017 |
PL0000104543 |
100,14 |
100,36 |
5,22 |
5,17 |
100,25 |
5,19 |
WZ0118 |
PL0000104717 |
98,01 |
98,50 |
--- |
--- |
98,26 |
--- |
DS1019 |
PL0000105441 |
99,85 |
100,05 |
5,52 |
5,49 |
99,95 |
5,50 |
DS1020 |
PL0000106126 |
97,17 |
97,42 |
5,65 |
5,62 |
97,30 |
5,64 |
WZ0121 |
PL0000106068 |
96,18 |
96,80 |
--- |
--- |
96,49 |
--- |
DS1021 |
PL0000106670 |
100,31 |
100,60 |
5,70 |
5,66 |
100,46 |
5,68 |
WS0922 |
PL0000102646 |
100,43 |
100,68 |
5,69 |
5,66 |
100,56 |
5,67 |
IZ0823 |
PL0000105359 |
93,69 |
97,25 |
--- |
--- |
95,47 |
--- |
WS0429 |
PL0000105391 |
98,69 |
100,08 |
5,86 |
5,73 |
99,39 |
5,80 |
REPO MARKET |
Special Repo Trades |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1013 |
PL0000102836 |
0/1 |
1 |
3,950 |
3,950 |
3,950 |
30 |
DS1015 |
PL0000103602 |
0/1 |
1 |
3,950 |
3,950 |
3,950 |
20 |
PS0413 |
PL0000105037 |
0/1 |
1 |
3,950 |
3,950 |
3,950 |
15 |
WS0922 |
PL0000102646 |
1/4 |
3 |
3,900 |
3,900 |
3,900 |
20 |
PS0414 |
PL0000105433 |
1/4 |
3 |
4,100 |
4,100 |
4,100 |
400 |
DS1020 |
PL0000106126 |
1/4 |
3 |
4,060 |
4,060 |
4,060 |
25 |
PS0416 |
PL0000106340 |
1/4 |
3 |
4,050 |
4,050 |
4,050 |
430 |
DS1021 |
PL0000106670 |
1/4 |
3 |
4,050 |
4,050 |
4,050 |
70 |
DS1017 |
PL0000104543 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
115 |
PS0413 |
PL0000105037 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
150 |
DS1019 |
PL0000105441 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
650 |
PS0416 |
PL0000106340 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
400 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,300 |
4,300 |
4,300 |
75 |
TOTAL |
2 400 |