2011-12-07 |
MARKET DATA |
No 235 (1769) |
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 |
782,50 |
807,61 |
60 |
1 110,00 |
1 106,89 |
22 |
1 892,50 |
1 914,50 |
82 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
TOTAL |
782,50 |
807,61 |
60 |
1 110,00 |
1 106,89 |
22 |
1 892,50 |
1 914,50 |
82 |
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 |
99,45 |
99,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0412 |
PL0000104659 |
100,05 |
100,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0712 |
PL0000105912 |
97,16 |
97,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK1012 |
PL0000106100 |
96,05 |
96,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0113 |
PL0000106324 |
94,93 |
94,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,63 |
100,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
92,77 |
92,76 |
92,76 |
92,77 |
92,76 |
92,77 |
92,77 |
50 000 |
46,38 |
3 |
DS1013 |
PL0000102836 |
100,36 |
100,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
90,37 |
90,43 |
90,34 |
90,34 |
90,34 |
90,34 |
90,34 |
25 000 |
22,59 |
1 |
PS0414 |
PL0000105433 |
102,13 |
101,80 |
101,80 |
101,87 |
101,78 |
101,87 |
101,84 |
275 000 |
289,92 |
15 |
PS0415 |
PL0000105953 |
101,40 |
101,25 |
101,40 |
101,40 |
101,28 |
101,28 |
101,36 |
40 000 |
41,91 |
2 |
DS1015 |
PL0000103602 |
104,00 |
103,92 |
103,94 |
104,15 |
103,94 |
104,10 |
104,07 |
40 000 |
41,94 |
4 |
PS0416 |
PL0000106340 |
99,36 |
99,20 |
99,35 |
99,35 |
99,26 |
99,26 |
99,30 |
25 000 |
25,60 |
2 |
PS1016 |
PL0000106795 |
97,99 |
97,80 |
97,95 |
97,95 |
97,79 |
97,79 |
97,81 |
95 000 |
93,47 |
6 |
DS1017 |
PL0000104543 |
99,26 |
98,97 |
99,20 |
99,20 |
98,90 |
99,05 |
99,07 |
60 000 |
59,83 |
7 |
DS1019 |
PL0000105441 |
99,10 |
98,84 |
99,09 |
99,09 |
99,09 |
99,09 |
99,09 |
10 000 |
9,98 |
1 |
DS1020 |
PL0000106126 |
96,14 |
95,96 |
96,14 |
96,14 |
96,05 |
96,05 |
96,10 |
20 000 |
19,35 |
3 |
DS1021 |
PL0000106670 |
99,15 |
99,00 |
99,13 |
99,15 |
98,86 |
99,00 |
98,96 |
65 000 |
64,78 |
7 |
WS0922 |
PL0000102646 |
99,21 |
98,95 |
99,17 |
99,17 |
99,17 |
99,17 |
99,17 |
10 000 |
10,04 |
1 |
WS0429 |
PL0000105391 |
97,85 |
98,02 |
97,85 |
97,85 |
97,85 |
97,85 |
97,85 |
10 000 |
10,14 |
1 |
WS0437 |
PL0000104857 |
74,94 |
100,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,02 |
102,00 |
102,00 |
102,10 |
101,97 |
102,02 |
102,02 |
55 000 |
69,15 |
6 |
IZ0823 |
PL0000105359 |
96,66 |
96,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,50 |
99,53 |
99,50 |
99,50 |
99,50 |
99,50 |
99,50 |
2 500 |
2,53 |
1 |
WZ0118 |
PL0000104717 |
98,22 |
98,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,42 |
96,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
782 500 |
807,61 |
60 |
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 |
54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
29FEB12 |
PL0000006037 |
82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28MAR12 |
PL0000006045 |
110 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30MAY12 |
PL0000006052 |
173 |
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 |
100,04 |
100,13 |
4,51 |
4,27 |
100,09 |
4,38 |
OK0712 |
PL0000105912 |
97,14 |
97,24 |
4,71 |
4,54 |
97,19 |
4,62 |
OK1012 |
PL0000106100 |
96,01 |
96,10 |
4,74 |
4,63 |
96,06 |
4,68 |
OK0113 |
PL0000106324 |
94,91 |
95,04 |
4,73 |
4,60 |
94,98 |
4,66 |
PS0413 |
PL0000105037 |
100,62 |
100,73 |
4,75 |
4,67 |
100,68 |
4,70 |
OK0713 |
PL0000106563 |
92,69 |
92,83 |
4,77 |
4,68 |
92,76 |
4,73 |
DS1013 |
PL0000102836 |
100,33 |
100,51 |
4,80 |
4,70 |
100,42 |
4,75 |
OK0114 |
PL0000106712 |
90,35 |
90,54 |
4,88 |
4,77 |
90,45 |
4,82 |
PS0414 |
PL0000105433 |
101,75 |
101,94 |
4,93 |
4,85 |
101,85 |
4,89 |
WZ0115 |
PL0000106480 |
99,44 |
99,56 |
--- |
--- |
99,50 |
--- |
PS0415 |
PL0000105953 |
101,29 |
101,54 |
5,06 |
4,98 |
101,42 |
5,02 |
DS1015 |
PL0000103602 |
103,92 |
104,18 |
5,10 |
5,03 |
104,05 |
5,06 |
PS0416 |
PL0000106340 |
99,33 |
99,50 |
5,16 |
5,12 |
99,42 |
5,14 |
IZ0816 |
PL0000103529 |
101,92 |
102,33 |
--- |
--- |
102,13 |
--- |
PS1016 |
PL0000106795 |
97,94 |
98,23 |
5,23 |
5,16 |
98,09 |
5,19 |
DS1017 |
PL0000104543 |
99,13 |
99,40 |
5,42 |
5,36 |
99,27 |
5,39 |
WZ0118 |
PL0000104717 |
98,16 |
98,38 |
--- |
--- |
98,27 |
--- |
DS1019 |
PL0000105441 |
99,06 |
99,42 |
5,64 |
5,59 |
99,24 |
5,62 |
DS1020 |
PL0000106126 |
96,10 |
96,42 |
5,82 |
5,77 |
96,26 |
5,79 |
WZ0121 |
PL0000106068 |
96,36 |
96,58 |
--- |
--- |
96,47 |
--- |
DS1021 |
PL0000106670 |
99,10 |
99,48 |
5,87 |
5,81 |
99,29 |
5,84 |
WS0922 |
PL0000102646 |
99,14 |
99,42 |
5,85 |
5,82 |
99,28 |
5,83 |
IZ0823 |
PL0000105359 |
96,36 |
96,94 |
--- |
--- |
96,65 |
--- |
WS0429 |
PL0000105391 |
97,76 |
98,35 |
5,95 |
5,90 |
98,06 |
5,92 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0412 |
PL0000104659 |
100,04 |
100,12 |
4,51 |
4,30 |
100,08 |
4,40 |
OK0712 |
PL0000105912 |
97,14 |
97,24 |
4,71 |
4,54 |
97,19 |
4,62 |
OK1012 |
PL0000106100 |
96,02 |
96,12 |
4,73 |
4,60 |
96,07 |
4,66 |
OK0113 |
PL0000106324 |
94,88 |
94,99 |
4,75 |
4,65 |
94,94 |
4,70 |
PS0413 |
PL0000105037 |
100,54 |
100,72 |
4,81 |
4,67 |
100,63 |
4,74 |
OK0713 |
PL0000106563 |
92,67 |
92,79 |
4,79 |
4,71 |
92,73 |
4,75 |
DS1013 |
PL0000102836 |
100,27 |
100,44 |
4,83 |
4,74 |
100,36 |
4,78 |
OK0114 |
PL0000106712 |
90,30 |
90,49 |
4,90 |
4,80 |
90,40 |
4,85 |
PS0414 |
PL0000105433 |
101,76 |
101,87 |
4,93 |
4,88 |
101,82 |
4,90 |
WZ0115 |
PL0000106480 |
99,32 |
99,65 |
--- |
--- |
99,49 |
--- |
PS0415 |
PL0000105953 |
101,13 |
101,29 |
5,11 |
5,06 |
101,21 |
5,09 |
DS1015 |
PL0000103602 |
103,72 |
103,97 |
5,16 |
5,09 |
103,85 |
5,12 |
PS0416 |
PL0000106340 |
98,98 |
99,25 |
5,25 |
5,18 |
99,12 |
5,22 |
IZ0816 |
PL0000103529 |
101,93 |
102,29 |
--- |
--- |
102,11 |
--- |
PS1016 |
PL0000106795 |
97,55 |
97,84 |
5,32 |
5,25 |
97,70 |
5,29 |
DS1017 |
PL0000104543 |
98,72 |
99,03 |
5,50 |
5,44 |
98,88 |
5,47 |
WZ0118 |
PL0000104717 |
98,13 |
98,40 |
--- |
--- |
98,27 |
--- |
DS1019 |
PL0000105441 |
98,50 |
98,94 |
5,74 |
5,66 |
98,72 |
5,70 |
DS1020 |
PL0000106126 |
95,67 |
96,05 |
5,88 |
5,82 |
95,86 |
5,85 |
WZ0121 |
PL0000106068 |
96,17 |
96,63 |
--- |
--- |
96,40 |
--- |
DS1021 |
PL0000106670 |
98,80 |
99,09 |
5,91 |
5,87 |
98,95 |
5,89 |
WS0922 |
PL0000102646 |
98,59 |
99,05 |
5,92 |
5,86 |
98,82 |
5,89 |
IZ0823 |
PL0000105359 |
96,52 |
97,23 |
--- |
--- |
96,88 |
--- |
WS0429 |
PL0000105391 |
97,50 |
98,15 |
5,98 |
5,92 |
97,83 |
5,95 |
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 |
0/1 |
1 |
4,050 |
4,050 |
4,050 |
20 |
DS1013 |
PL0000102836 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
20 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
20 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,100 |
4,150 |
4,120 |
50 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,250 |
4,250 |
4,250 |
200 |
PS0413 |
PL0000105037 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
10 |
PS0414 |
PL0000105433 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
40 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,150 |
4,150 |
4,150 |
300 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,100 |
4,200 |
4,186 |
35 |
OK0712 |
PL0000105912 |
0/1 |
1 |
4,100 |
4,100 |
4,100 |
15 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
20 |
OK0113 |
PL0000106324 |
1/2 |
1 |
4,100 |
4,100 |
4,100 |
20 |
PS0416 |
PL0000106340 |
0/1 |
1 |
4,200 |
4,200 |
4,200 |
65 |
OK0713 |
PL0000106563 |
0/1 |
1 |
3,900 |
4,000 |
3,967 |
15 |
DS1021 |
PL0000106670 |
0/1 |
1 |
4,150 |
4,150 |
4,150 |
20 |
OK0114 |
PL0000106712 |
0/1 |
1 |
3,900 |
4,150 |
4,129 |
240 |
DS1021 |
PL0000106670 |
1/8 |
7 |
4,150 |
4,150 |
4,150 |
20 |
TOTAL |
1 110 |