2011-10-31 |
MARKET DATA |
No 210 (1744) |
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 |
982,50 |
975,69 |
46 |
910,00 |
927,27 |
24 |
1 892,50 |
1 902,96 |
70 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
982,50 |
975,69 |
46 |
910,00 |
927,27 |
24 |
1 892,50 |
1 902,96 |
70 |
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 |
99,02 |
99,01 |
99,01 |
99,01 |
99,01 |
99,01 |
400 000 |
396,04 |
7 |
PS0412 |
PL0000104659 |
100,11 |
100,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
96,85 |
96,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
95,80 |
95,80 |
95,80 |
95,80 |
95,80 |
95,80 |
95,80 |
110 000 |
105,38 |
2 |
OK0113 |
PL0000106324 |
94,74 |
94,75 |
94,75 |
94,76 |
94,75 |
94,76 |
94,75 |
75 000 |
71,07 |
3 |
PS0413 |
PL0000105037 |
101,07 |
101,08 |
101,08 |
101,08 |
101,04 |
101,04 |
101,05 |
30 000 |
31,14 |
2 |
OK0713 |
PL0000106563 |
92,72 |
92,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,85 |
100,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
90,42 |
90,42 |
90,43 |
90,43 |
90,43 |
90,43 |
90,43 |
15 000 |
13,56 |
1 |
PS0414 |
PL0000105433 |
102,56 |
102,55 |
102,56 |
102,56 |
102,55 |
102,55 |
102,56 |
97 500 |
102,93 |
9 |
PS0415 |
PL0000105953 |
102,03 |
102,05 |
102,05 |
102,05 |
102,05 |
102,05 |
102,05 |
10 000 |
10,49 |
1 |
DS1015 |
PL0000103602 |
104,86 |
104,89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,07 |
100,06 |
99,99 |
100,02 |
99,99 |
100,02 |
100,02 |
70 000 |
71,85 |
5 |
PS1016 |
PL0000106795 |
98,78 |
98,81 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
100,28 |
100,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
99,85 |
99,85 |
99,85 |
99,87 |
99,80 |
99,80 |
99,85 |
35 000 |
34,99 |
3 |
DS1020 |
PL0000106126 |
97,10 |
97,07 |
97,01 |
97,10 |
97,01 |
97,10 |
97,08 |
70 000 |
68,05 |
6 |
DS1021 |
PL0000106670 |
100,21 |
100,24 |
100,20 |
100,27 |
100,19 |
100,27 |
100,23 |
60 000 |
60,22 |
6 |
WS0922 |
PL0000102646 |
100,23 |
100,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
98,50 |
98,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
91,80 |
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 |
100,50 |
101,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
95,00 |
96,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,70 |
99,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,23 |
98,25 |
98,25 |
98,25 |
98,25 |
98,25 |
98,25 |
10 000 |
9,96 |
1 |
WZ0121 |
PL0000106068 |
96,35 |
96,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
982 500 |
975,69 |
46 |
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 |
90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
118 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
146 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
209 |
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 |
100,15 |
4,42 |
4,32 |
100,13 |
4,36 |
OK0712 |
PL0000105912 |
96,84 |
96,88 |
4,51 |
4,45 |
96,86 |
4,48 |
OK1012 |
PL0000106100 |
95,78 |
95,86 |
4,52 |
4,43 |
95,82 |
4,47 |
OK0113 |
PL0000106324 |
94,72 |
94,81 |
4,51 |
4,43 |
94,77 |
4,46 |
PS0413 |
PL0000105037 |
101,04 |
101,14 |
4,48 |
4,41 |
101,09 |
4,45 |
OK0713 |
PL0000106563 |
92,67 |
92,78 |
4,51 |
4,44 |
92,73 |
4,47 |
DS1013 |
PL0000102836 |
100,82 |
100,95 |
4,55 |
4,48 |
100,89 |
4,51 |
OK0114 |
PL0000106712 |
90,34 |
90,45 |
4,66 |
4,60 |
90,40 |
4,63 |
PS0414 |
PL0000105433 |
102,46 |
102,60 |
4,66 |
4,60 |
102,53 |
4,63 |
WZ0115 |
PL0000106480 |
99,61 |
99,97 |
--- |
--- |
99,79 |
--- |
PS0415 |
PL0000105953 |
101,96 |
102,19 |
4,86 |
4,79 |
102,08 |
4,82 |
DS1015 |
PL0000103602 |
104,78 |
105,03 |
4,89 |
4,82 |
104,91 |
4,86 |
PS0416 |
PL0000106340 |
99,95 |
100,16 |
5,00 |
4,95 |
100,06 |
4,97 |
IZ0816 |
PL0000103529 |
100,09 |
101,65 |
--- |
--- |
100,87 |
--- |
DS1017 |
PL0000104543 |
100,11 |
100,37 |
5,22 |
5,17 |
100,24 |
5,20 |
WZ0118 |
PL0000104717 |
97,88 |
98,56 |
--- |
--- |
98,22 |
--- |
DS1019 |
PL0000105441 |
99,66 |
100,01 |
5,55 |
5,49 |
99,84 |
5,52 |
DS1020 |
PL0000106126 |
96,95 |
97,29 |
5,69 |
5,64 |
97,12 |
5,66 |
WZ0121 |
PL0000106068 |
96,13 |
96,87 |
--- |
--- |
96,50 |
--- |
DS1021 |
PL0000106670 |
100,14 |
100,48 |
5,73 |
5,68 |
100,31 |
5,70 |
WS0922 |
PL0000102646 |
100,13 |
100,52 |
5,73 |
5,68 |
100,33 |
5,70 |
IZ0823 |
PL0000105359 |
93,70 |
97,21 |
--- |
--- |
95,46 |
--- |
WS0429 |
PL0000105391 |
97,95 |
99,54 |
5,93 |
5,78 |
98,75 |
5,86 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,10 |
100,15 |
4,42 |
4,32 |
100,13 |
4,36 |
OK0712 |
PL0000105912 |
96,83 |
96,88 |
4,52 |
4,45 |
96,86 |
4,48 |
OK1012 |
PL0000106100 |
95,77 |
95,83 |
4,53 |
4,46 |
95,80 |
4,49 |
OK0113 |
PL0000106324 |
94,72 |
94,78 |
4,51 |
4,45 |
94,75 |
4,48 |
PS0413 |
PL0000105037 |
101,04 |
101,11 |
4,48 |
4,43 |
101,08 |
4,45 |
OK0713 |
PL0000106563 |
92,69 |
92,77 |
4,50 |
4,44 |
92,73 |
4,47 |
DS1013 |
PL0000102836 |
100,82 |
100,95 |
4,55 |
4,48 |
100,89 |
4,51 |
OK0114 |
PL0000106712 |
90,40 |
90,47 |
4,63 |
4,59 |
90,44 |
4,61 |
PS0414 |
PL0000105433 |
102,48 |
102,59 |
4,65 |
4,60 |
102,54 |
4,62 |
WZ0115 |
PL0000106480 |
99,61 |
99,96 |
--- |
--- |
99,79 |
--- |
PS0415 |
PL0000105953 |
101,98 |
102,15 |
4,85 |
4,80 |
102,07 |
4,83 |
DS1015 |
PL0000103602 |
104,76 |
104,95 |
4,90 |
4,85 |
104,86 |
4,87 |
PS0416 |
PL0000106340 |
99,94 |
100,13 |
5,00 |
4,95 |
100,04 |
4,98 |
IZ0816 |
PL0000103529 |
100,04 |
101,53 |
--- |
--- |
100,79 |
--- |
DS1017 |
PL0000104543 |
100,14 |
100,36 |
5,22 |
5,17 |
100,25 |
5,19 |
WZ0118 |
PL0000104717 |
97,90 |
98,57 |
--- |
--- |
98,24 |
--- |
DS1019 |
PL0000105441 |
99,71 |
99,95 |
5,54 |
5,50 |
99,83 |
5,52 |
DS1020 |
PL0000106126 |
96,98 |
97,21 |
5,68 |
5,65 |
97,10 |
5,67 |
WZ0121 |
PL0000106068 |
96,04 |
96,88 |
--- |
--- |
96,46 |
--- |
DS1021 |
PL0000106670 |
100,08 |
100,33 |
5,73 |
5,70 |
100,21 |
5,72 |
WS0922 |
PL0000102646 |
100,06 |
100,40 |
5,74 |
5,69 |
100,23 |
5,71 |
IZ0823 |
PL0000105359 |
93,70 |
97,21 |
--- |
--- |
95,46 |
--- |
WS0429 |
PL0000105391 |
98,00 |
99,33 |
5,93 |
5,80 |
98,67 |
5,87 |
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 |
2/3 |
1 |
4,200 |
4,200 |
4,200 |
40 |
DS1015 |
PL0000103602 |
2/3 |
1 |
4,200 |
4,200 |
4,200 |
10 |
DS1017 |
PL0000104543 |
2/3 |
1 |
4,200 |
4,200 |
4,200 |
55 |
PS0413 |
PL0000105037 |
2/3 |
1 |
4,200 |
4,200 |
4,200 |
55 |
PS0414 |
PL0000105433 |
2/3 |
1 |
4,150 |
4,200 |
4,173 |
215 |
DS1019 |
PL0000105441 |
2/3 |
1 |
4,200 |
4,200 |
4,200 |
40 |
OK0112 |
PL0000105730 |
2/3 |
1 |
4,200 |
4,200 |
4,200 |
90 |
PS0415 |
PL0000105953 |
2/3 |
1 |
4,200 |
4,200 |
4,200 |
120 |
OK1012 |
PL0000106100 |
2/3 |
1 |
4,200 |
4,200 |
4,200 |
85 |
DS1020 |
PL0000106126 |
2/3 |
1 |
4,100 |
4,200 |
4,129 |
70 |
PS0416 |
PL0000106340 |
2/3 |
1 |
4,200 |
4,200 |
4,200 |
40 |
DS1017 |
PL0000104543 |
0/2 |
2 |
4,100 |
4,100 |
4,100 |
5 |
PS0412 |
PL0000104659 |
0/2 |
2 |
4,000 |
4,000 |
4,000 |
5 |
PS0413 |
PL0000105037 |
0/2 |
2 |
4,150 |
4,150 |
4,150 |
25 |
PS0413 |
PL0000105037 |
2/4 |
2 |
4,150 |
4,150 |
4,150 |
10 |
PS0414 |
PL0000105433 |
0/2 |
2 |
4,050 |
4,050 |
4,050 |
10 |
DS1019 |
PL0000105441 |
0/2 |
2 |
4,150 |
4,150 |
4,150 |
25 |
OK1012 |
PL0000106100 |
0/2 |
2 |
4,000 |
4,000 |
4,000 |
10 |
TOTAL |
910 |