2011-10-28 |
MARKET DATA |
No 209 (1743) |
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 |
557,50 |
547,81 |
48 |
3 330,00 |
3 390,40 |
41 |
3 887,50 |
3 938,21 |
89 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
557,50 |
547,81 |
48 |
3 330,00 |
3 390,40 |
41 |
3 887,50 |
3 938,21 |
89 |
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 |
99,01 |
99,01 |
99,01 |
99,01 |
99,01 |
99,01 |
99,01 |
110 000 |
108,91 |
2 |
PS0412 |
PL0000104659 |
100,11 |
100,13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
96,84 |
96,85 |
96,83 |
96,83 |
96,83 |
96,83 |
96,83 |
12 500 |
12,10 |
2 |
OK1012 |
PL0000106100 |
95,80 |
95,82 |
95,82 |
95,82 |
95,80 |
95,80 |
95,82 |
60 000 |
57,49 |
3 |
OK0113 |
PL0000106324 |
94,76 |
94,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
101,08 |
101,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
92,72 |
92,74 |
92,74 |
92,74 |
92,74 |
92,74 |
92,74 |
5 000 |
4,64 |
1 |
DS1013 |
PL0000102836 |
100,90 |
100,94 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
90,41 |
90,42 |
90,44 |
90,44 |
90,40 |
90,40 |
90,40 |
87 500 |
79,10 |
4 |
PS0414 |
PL0000105433 |
102,54 |
102,55 |
102,57 |
102,57 |
102,50 |
102,50 |
102,52 |
7 500 |
7,91 |
2 |
PS0415 |
PL0000105953 |
102,07 |
102,12 |
102,02 |
102,02 |
102,02 |
102,02 |
102,02 |
5 000 |
5,24 |
1 |
DS1015 |
PL0000103602 |
104,95 |
104,95 |
104,95 |
104,95 |
104,95 |
104,95 |
104,95 |
10 000 |
10,51 |
1 |
PS0416 |
PL0000106340 |
100,16 |
100,12 |
100,15 |
100,15 |
100,02 |
100,02 |
100,07 |
35 000 |
35,94 |
4 |
PS1016 |
PL0000106795 |
98,81 |
98,84 |
98,80 |
98,80 |
98,80 |
98,80 |
98,80 |
17 500 |
17,31 |
2 |
DS1017 |
PL0000104543 |
100,28 |
100,27 |
100,25 |
100,25 |
100,22 |
100,22 |
100,23 |
87 500 |
87,80 |
9 |
DS1019 |
PL0000105441 |
100,03 |
99,98 |
99,90 |
99,90 |
99,85 |
99,89 |
99,87 |
22 500 |
22,50 |
4 |
DS1020 |
PL0000106126 |
97,40 |
97,25 |
97,33 |
97,35 |
97,25 |
97,35 |
97,31 |
27 500 |
26,79 |
4 |
DS1021 |
PL0000106670 |
100,60 |
100,36 |
100,55 |
100,55 |
100,40 |
100,40 |
100,52 |
12 500 |
12,58 |
2 |
WS0922 |
PL0000102646 |
100,63 |
100,45 |
100,52 |
100,52 |
100,26 |
100,33 |
100,31 |
40 000 |
40,38 |
4 |
WS0429 |
PL0000105391 |
99,50 |
99,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
85,50 |
97,00 |
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 |
100,65 |
101,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
96,00 |
96,00 |
96,00 |
96,00 |
95,90 |
95,90 |
95,94 |
17 500 |
18,60 |
3 |
WZ0115 |
PL0000106480 |
99,74 |
99,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,22 |
98,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,35 |
96,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
557 500 |
547,81 |
48 |
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 |
91 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
119 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
147 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
210 |
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 |
100,09 |
100,16 |
4,45 |
4,30 |
100,13 |
4,36 |
OK0712 |
PL0000105912 |
96,80 |
96,88 |
4,55 |
4,43 |
96,84 |
4,49 |
OK1012 |
PL0000106100 |
95,78 |
95,84 |
4,50 |
4,44 |
95,81 |
4,47 |
OK0113 |
PL0000106324 |
94,74 |
94,84 |
4,48 |
4,39 |
94,79 |
4,44 |
PS0413 |
PL0000105037 |
101,03 |
101,16 |
4,49 |
4,40 |
101,10 |
4,44 |
OK0713 |
PL0000106563 |
92,69 |
92,80 |
4,49 |
4,42 |
92,75 |
4,45 |
DS1013 |
PL0000102836 |
100,86 |
101,00 |
4,53 |
4,45 |
100,93 |
4,49 |
OK0114 |
PL0000106712 |
90,37 |
90,48 |
4,64 |
4,58 |
90,43 |
4,61 |
PS0414 |
PL0000105433 |
102,46 |
102,61 |
4,66 |
4,59 |
102,54 |
4,62 |
WZ0115 |
PL0000106480 |
99,61 |
99,97 |
--- |
--- |
99,79 |
--- |
PS0415 |
PL0000105953 |
102,04 |
102,25 |
4,84 |
4,77 |
102,15 |
4,80 |
DS1015 |
PL0000103602 |
104,86 |
105,10 |
4,87 |
4,81 |
104,98 |
4,84 |
PS0416 |
PL0000106340 |
100,08 |
100,29 |
4,97 |
4,91 |
100,19 |
4,94 |
IZ0816 |
PL0000103529 |
100,29 |
101,52 |
--- |
--- |
100,91 |
--- |
DS1017 |
PL0000104543 |
100,19 |
100,45 |
5,21 |
5,16 |
100,32 |
5,18 |
WZ0118 |
PL0000104717 |
97,92 |
98,59 |
--- |
--- |
98,26 |
--- |
DS1019 |
PL0000105441 |
99,90 |
100,25 |
5,51 |
5,46 |
100,08 |
5,48 |
DS1020 |
PL0000106126 |
97,29 |
97,55 |
5,64 |
5,60 |
97,42 |
5,62 |
WZ0121 |
PL0000106068 |
96,07 |
96,92 |
--- |
--- |
96,50 |
--- |
DS1021 |
PL0000106670 |
100,43 |
100,75 |
5,69 |
5,64 |
100,59 |
5,67 |
WS0922 |
PL0000102646 |
100,48 |
100,86 |
5,68 |
5,64 |
100,67 |
5,66 |
IZ0823 |
PL0000105359 |
93,48 |
97,77 |
--- |
--- |
95,63 |
--- |
WS0429 |
PL0000105391 |
99,10 |
100,26 |
5,83 |
5,72 |
99,68 |
5,77 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,09 |
100,14 |
4,45 |
4,34 |
100,12 |
4,38 |
OK0712 |
PL0000105912 |
96,80 |
96,87 |
4,55 |
4,45 |
96,84 |
4,49 |
OK1012 |
PL0000106100 |
95,78 |
95,85 |
4,50 |
4,43 |
95,82 |
4,46 |
OK0113 |
PL0000106324 |
94,74 |
94,82 |
4,48 |
4,41 |
94,78 |
4,44 |
PS0413 |
PL0000105037 |
101,06 |
101,16 |
4,47 |
4,40 |
101,11 |
4,43 |
OK0713 |
PL0000106563 |
92,69 |
92,80 |
4,49 |
4,42 |
92,75 |
4,45 |
DS1013 |
PL0000102836 |
100,88 |
101,00 |
4,52 |
4,45 |
100,94 |
4,48 |
OK0114 |
PL0000106712 |
90,37 |
90,45 |
4,64 |
4,60 |
90,41 |
4,62 |
PS0414 |
PL0000105433 |
102,47 |
102,59 |
4,65 |
4,60 |
102,53 |
4,63 |
WZ0115 |
PL0000106480 |
99,63 |
99,97 |
--- |
--- |
99,80 |
--- |
PS0415 |
PL0000105953 |
101,98 |
102,20 |
4,86 |
4,79 |
102,09 |
4,82 |
DS1015 |
PL0000103602 |
104,85 |
105,06 |
4,87 |
4,82 |
104,96 |
4,84 |
PS0416 |
PL0000106340 |
99,95 |
100,18 |
5,00 |
4,94 |
100,07 |
4,97 |
IZ0816 |
PL0000103529 |
100,35 |
101,55 |
--- |
--- |
100,95 |
--- |
DS1017 |
PL0000104543 |
100,15 |
100,37 |
5,21 |
5,17 |
100,26 |
5,19 |
WZ0118 |
PL0000104717 |
97,94 |
98,59 |
--- |
--- |
98,27 |
--- |
DS1019 |
PL0000105441 |
99,78 |
100,07 |
5,53 |
5,48 |
99,93 |
5,51 |
DS1020 |
PL0000106126 |
97,07 |
97,36 |
5,67 |
5,63 |
97,22 |
5,65 |
WZ0121 |
PL0000106068 |
96,07 |
96,89 |
--- |
--- |
96,48 |
--- |
DS1021 |
PL0000106670 |
100,18 |
100,50 |
5,72 |
5,68 |
100,34 |
5,70 |
WS0922 |
PL0000102646 |
100,16 |
100,54 |
5,72 |
5,68 |
100,35 |
5,70 |
IZ0823 |
PL0000105359 |
94,38 |
97,08 |
--- |
--- |
95,73 |
--- |
WS0429 |
PL0000105391 |
98,59 |
99,68 |
5,87 |
5,77 |
99,14 |
5,82 |
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 |
3/5 |
2 |
3,900 |
4,050 |
3,975 |
100 |
DS1013 |
PL0000102836 |
3/5 |
2 |
4,200 |
4,200 |
4,200 |
155 |
DS1015 |
PL0000103602 |
3/5 |
2 |
4,200 |
4,200 |
4,200 |
30 |
DS1017 |
PL0000104543 |
3/5 |
2 |
4,100 |
4,150 |
4,129 |
60 |
PS0413 |
PL0000105037 |
3/5 |
2 |
4,200 |
4,200 |
4,200 |
85 |
PS0414 |
PL0000105433 |
3/5 |
2 |
4,250 |
4,250 |
4,250 |
560 |
OK0112 |
PL0000105730 |
3/5 |
2 |
4,200 |
4,200 |
4,200 |
90 |
PS0415 |
PL0000105953 |
3/5 |
2 |
4,200 |
4,200 |
4,200 |
125 |
DS1020 |
PL0000106126 |
3/5 |
2 |
4,150 |
4,200 |
4,197 |
255 |
OK0113 |
PL0000106324 |
3/5 |
2 |
4,100 |
4,100 |
4,100 |
50 |
PS0416 |
PL0000106340 |
3/5 |
2 |
4,200 |
4,200 |
4,200 |
280 |
WS0922 |
PL0000102646 |
0/3 |
3 |
4,000 |
4,000 |
4,000 |
35 |
DS1013 |
PL0000102836 |
0/3 |
3 |
4,150 |
4,150 |
4,150 |
120 |
DS1015 |
PL0000103602 |
0/3 |
3 |
4,150 |
4,150 |
4,150 |
40 |
DS1017 |
PL0000104543 |
0/3 |
3 |
4,200 |
4,200 |
4,200 |
65 |
PS0413 |
PL0000105037 |
0/3 |
3 |
4,100 |
4,200 |
4,155 |
55 |
PS0414 |
PL0000105433 |
0/3 |
3 |
4,050 |
4,050 |
4,050 |
10 |
DS1019 |
PL0000105441 |
0/3 |
3 |
4,200 |
4,200 |
4,200 |
20 |
OK0112 |
PL0000105730 |
0/3 |
3 |
4,150 |
4,150 |
4,150 |
200 |
OK0712 |
PL0000105912 |
0/3 |
3 |
4,150 |
4,150 |
4,150 |
105 |
PS0415 |
PL0000105953 |
0/3 |
3 |
4,150 |
4,200 |
4,160 |
125 |
PS0416 |
PL0000106340 |
3/6 |
3 |
4,150 |
4,150 |
4,150 |
25 |
PS0416 |
PL0000106340 |
0/3 |
3 |
4,100 |
4,150 |
4,143 |
300 |
DS1021 |
PL0000106670 |
0/3 |
3 |
4,100 |
4,200 |
4,156 |
45 |
DS1019 |
PL0000105441 |
0/5 |
5 |
4,150 |
4,150 |
4,150 |
80 |
DS1013 |
PL0000102836 |
3/10 |
7 |
4,250 |
4,250 |
4,250 |
60 |
PS0412 |
PL0000104659 |
3/10 |
7 |
4,150 |
4,150 |
4,150 |
5 |
OK0713 |
PL0000106563 |
3/10 |
7 |
4,200 |
4,200 |
4,200 |
30 |
WZ0115 |
PL0000106480 |
3/10 |
7 |
4,300 |
4,300 |
4,300 |
220 |
TOTAL |
3 330 |