2011-11-03 |
MARKET DATA |
No 212 (1746) |
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 |
1 360,00 |
1 341,27 |
97 |
1 965,00 |
1 941,99 |
34 |
3 325,00 |
3 283,25 |
131 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
1 360,00 |
1 341,27 |
97 |
1 965,00 |
1 941,99 |
34 |
3 325,00 |
3 283,25 |
131 |
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 |
99,06 |
99,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0412 |
PL0000104659 |
100,10 |
100,13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
96,93 |
96,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
95,86 |
95,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
94,84 |
94,83 |
94,83 |
94,83 |
94,83 |
94,83 |
94,83 |
25 000 |
23,71 |
1 |
PS0413 |
PL0000105037 |
101,13 |
100,92 |
101,05 |
101,13 |
101,05 |
101,13 |
101,11 |
125 000 |
129,90 |
5 |
OK0713 |
PL0000106563 |
92,80 |
92,59 |
92,80 |
92,80 |
92,80 |
92,80 |
92,80 |
25 000 |
23,20 |
1 |
DS1013 |
PL0000102836 |
100,91 |
100,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
90,57 |
90,49 |
90,55 |
90,57 |
90,55 |
90,57 |
90,56 |
325 000 |
294,33 |
6 |
PS0414 |
PL0000105433 |
102,54 |
102,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,28 |
101,39 |
102,02 |
102,28 |
102,02 |
102,28 |
102,21 |
55 000 |
57,84 |
6 |
DS1015 |
PL0000103602 |
105,05 |
103,93 |
105,06 |
105,06 |
105,06 |
105,06 |
105,06 |
10 000 |
10,53 |
1 |
PS0416 |
PL0000106340 |
100,27 |
99,36 |
99,90 |
100,27 |
99,36 |
100,25 |
100,17 |
320 000 |
329,10 |
28 |
PS1016 |
PL0000106795 |
98,86 |
98,49 |
98,90 |
98,90 |
98,90 |
98,90 |
98,90 |
10 000 |
9,91 |
1 |
DS1017 |
PL0000104543 |
100,47 |
100,15 |
100,18 |
100,31 |
100,18 |
100,31 |
100,24 |
50 000 |
50,21 |
6 |
DS1019 |
PL0000105441 |
100,03 |
99,65 |
99,52 |
100,08 |
99,51 |
100,06 |
99,77 |
80 000 |
79,97 |
8 |
DS1020 |
PL0000106126 |
97,21 |
96,92 |
96,99 |
97,28 |
96,99 |
97,25 |
97,19 |
155 000 |
150,94 |
16 |
DS1021 |
PL0000106670 |
100,26 |
99,86 |
100,13 |
100,30 |
100,13 |
100,27 |
100,24 |
120 000 |
120,53 |
11 |
WS0922 |
PL0000102646 |
100,25 |
99,88 |
100,15 |
100,35 |
100,15 |
100,33 |
100,25 |
50 000 |
50,48 |
5 |
WS0429 |
PL0000105391 |
98,70 |
98,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
85,40 |
88,20 |
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 |
101,25 |
101,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
95,85 |
95,80 |
95,85 |
95,85 |
95,85 |
95,85 |
95,85 |
10 000 |
10,63 |
2 |
WZ0115 |
PL0000106480 |
99,73 |
99,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
98,21 |
98,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,37 |
96,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 360 000 |
1 341,27 |
97 |
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 |
86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
114 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
142 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
205 |
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 |
100,15 |
4,46 |
4,31 |
100,12 |
4,37 |
OK0712 |
PL0000105912 |
96,88 |
96,95 |
4,52 |
4,41 |
96,92 |
4,46 |
OK1012 |
PL0000106100 |
95,81 |
95,91 |
4,53 |
4,42 |
95,86 |
4,48 |
OK0113 |
PL0000106324 |
94,78 |
94,89 |
4,50 |
4,40 |
94,84 |
4,44 |
PS0413 |
PL0000105037 |
101,00 |
101,16 |
4,50 |
4,39 |
101,08 |
4,45 |
OK0713 |
PL0000106563 |
92,72 |
92,83 |
4,51 |
4,43 |
92,78 |
4,47 |
DS1013 |
PL0000102836 |
100,81 |
100,95 |
4,55 |
4,48 |
100,88 |
4,51 |
OK0114 |
PL0000106712 |
90,40 |
90,52 |
4,65 |
4,59 |
90,46 |
4,62 |
PS0414 |
PL0000105433 |
102,38 |
102,56 |
4,69 |
4,61 |
102,47 |
4,65 |
WZ0115 |
PL0000106480 |
99,61 |
99,91 |
--- |
--- |
99,76 |
--- |
PS0415 |
PL0000105953 |
101,89 |
102,07 |
4,88 |
4,82 |
101,98 |
4,85 |
DS1015 |
PL0000103602 |
104,67 |
104,87 |
4,92 |
4,86 |
104,77 |
4,89 |
PS0416 |
PL0000106340 |
99,79 |
99,97 |
5,04 |
5,00 |
99,88 |
5,02 |
IZ0816 |
PL0000103529 |
100,70 |
101,66 |
--- |
--- |
101,18 |
--- |
DS1017 |
PL0000104543 |
100,03 |
100,27 |
5,24 |
5,19 |
100,15 |
5,21 |
WZ0118 |
PL0000104717 |
97,90 |
98,58 |
--- |
--- |
98,24 |
--- |
DS1019 |
PL0000105441 |
99,49 |
99,74 |
5,58 |
5,54 |
99,62 |
5,56 |
DS1020 |
PL0000106126 |
96,78 |
97,04 |
5,71 |
5,67 |
96,91 |
5,69 |
WZ0121 |
PL0000106068 |
96,07 |
96,92 |
--- |
--- |
96,50 |
--- |
DS1021 |
PL0000106670 |
99,82 |
100,14 |
5,77 |
5,73 |
99,98 |
5,75 |
WS0922 |
PL0000102646 |
99,83 |
100,21 |
5,76 |
5,72 |
100,02 |
5,74 |
IZ0823 |
PL0000105359 |
94,07 |
96,94 |
--- |
--- |
95,51 |
--- |
WS0429 |
PL0000105391 |
98,10 |
99,14 |
5,92 |
5,82 |
98,62 |
5,87 |
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 |
4,44 |
4,29 |
100,13 |
4,35 |
OK0712 |
PL0000105912 |
96,92 |
96,98 |
4,46 |
4,37 |
96,95 |
4,41 |
OK1012 |
PL0000106100 |
95,85 |
95,97 |
4,49 |
4,35 |
95,91 |
4,42 |
OK0113 |
PL0000106324 |
94,82 |
94,92 |
4,46 |
4,37 |
94,87 |
4,41 |
PS0413 |
PL0000105037 |
101,06 |
101,18 |
4,46 |
4,38 |
101,12 |
4,42 |
OK0713 |
PL0000106563 |
92,76 |
92,90 |
4,48 |
4,39 |
92,83 |
4,43 |
DS1013 |
PL0000102836 |
100,88 |
101,04 |
4,51 |
4,43 |
100,96 |
4,47 |
OK0114 |
PL0000106712 |
90,52 |
90,60 |
4,59 |
4,55 |
90,56 |
4,57 |
PS0414 |
PL0000105433 |
102,51 |
102,69 |
4,63 |
4,55 |
102,60 |
4,59 |
WZ0115 |
PL0000106480 |
99,63 |
99,98 |
--- |
--- |
99,81 |
--- |
PS0415 |
PL0000105953 |
102,14 |
102,36 |
4,80 |
4,73 |
102,25 |
4,77 |
DS1015 |
PL0000103602 |
104,99 |
105,22 |
4,83 |
4,77 |
105,11 |
4,80 |
PS0416 |
PL0000106340 |
100,15 |
100,38 |
4,95 |
4,89 |
100,27 |
4,92 |
IZ0816 |
PL0000103529 |
100,87 |
101,81 |
--- |
--- |
101,34 |
--- |
DS1017 |
PL0000104543 |
100,37 |
100,62 |
5,17 |
5,12 |
100,50 |
5,14 |
WZ0118 |
PL0000104717 |
97,97 |
98,75 |
--- |
--- |
98,36 |
--- |
DS1019 |
PL0000105441 |
99,92 |
100,22 |
5,51 |
5,46 |
100,07 |
5,48 |
DS1020 |
PL0000106126 |
97,11 |
97,35 |
5,66 |
5,63 |
97,23 |
5,65 |
WZ0121 |
PL0000106068 |
96,06 |
96,93 |
--- |
--- |
96,50 |
--- |
DS1021 |
PL0000106670 |
100,09 |
100,35 |
5,73 |
5,70 |
100,22 |
5,71 |
WS0922 |
PL0000102646 |
100,15 |
100,46 |
5,72 |
5,69 |
100,31 |
5,70 |
IZ0823 |
PL0000105359 |
94,82 |
96,63 |
--- |
--- |
95,73 |
--- |
WS0429 |
PL0000105391 |
98,39 |
99,49 |
5,89 |
5,79 |
98,94 |
5,84 |
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 |
4,150 |
4,150 |
4,150 |
200 |
TOTAL |
200 |
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 |
4,150 |
4,200 |
4,196 |
70 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
5 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
5 |
PS0412 |
PL0000104659 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
5 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
20 |
OK0112 |
PL0000105730 |
0/1 |
1 |
4,150 |
4,250 |
4,235 |
295 |
OK1012 |
PL0000106100 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
85 |
DS1020 |
PL0000106126 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
200 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
10 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
15 |
DS1013 |
PL0000102836 |
1/4 |
3 |
4,200 |
4,200 |
4,200 |
10 |
DS1015 |
PL0000103602 |
1/4 |
3 |
4,150 |
4,150 |
4,150 |
5 |
DS1017 |
PL0000104543 |
1/4 |
3 |
4,200 |
4,200 |
4,200 |
40 |
PS0412 |
PL0000104659 |
1/4 |
3 |
4,200 |
4,200 |
4,200 |
20 |
PS0413 |
PL0000105037 |
1/4 |
3 |
4,200 |
4,200 |
4,200 |
10 |
PS0414 |
PL0000105433 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
95 |
DS1019 |
PL0000105441 |
1/4 |
3 |
4,200 |
4,200 |
4,200 |
50 |
OK0112 |
PL0000105730 |
1/4 |
3 |
4,250 |
4,250 |
4,250 |
45 |
OK0712 |
PL0000105912 |
1/4 |
3 |
4,000 |
4,200 |
4,100 |
200 |
PS0415 |
PL0000105953 |
1/4 |
3 |
4,200 |
4,200 |
4,200 |
5 |
DS1020 |
PL0000106126 |
1/4 |
3 |
4,200 |
4,250 |
4,228 |
115 |
OK0113 |
PL0000106324 |
1/4 |
3 |
4,200 |
4,200 |
4,200 |
50 |
PS0416 |
PL0000106340 |
1/4 |
3 |
4,150 |
4,200 |
4,190 |
210 |
DS1021 |
PL0000106670 |
1/4 |
3 |
4,150 |
4,150 |
4,150 |
15 |
OK0114 |
PL0000106712 |
1/4 |
3 |
4,200 |
4,200 |
4,200 |
100 |
PS0415 |
PL0000105953 |
1/5 |
4 |
4,250 |
4,250 |
4,250 |
20 |
PS0416 |
PL0000106340 |
1/5 |
4 |
4,250 |
4,250 |
4,250 |
65 |
TOTAL |
1 765 |