2013-08-23 |
MARKET DATA |
No 162 (2196) |
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 |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
T-bonds PLN |
1 047,50 |
1 098,53 |
77 |
1 845,00 |
1 894,42 |
13 |
2 892,50 |
2 992,95 |
90 |
T-bonds EUR |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
CASH MARKET SUMMARY - T-BONDS PLN |
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) |
DS1013 |
PL0000102836 |
100,37 |
100,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,96 |
99,03 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,00 |
102,03 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,65 |
97,69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,83 |
103,87 |
103,83 |
103,83 |
103,83 |
103,83 |
103,83 |
50 000 |
52,85 |
2 |
OK0715 |
PL0000107405 |
94,37 |
94,33 |
94,37 |
94,37 |
94,37 |
94,37 |
94,37 |
10 000 |
9,44 |
1 |
DS1015 |
PL0000103602 |
106,22 |
106,25 |
106,21 |
106,21 |
106,20 |
106,20 |
106,21 |
105 000 |
117,04 |
5 |
OK0116 |
PL0000107587 |
92,56 |
92,57 |
92,56 |
92,56 |
92,53 |
92,53 |
92,54 |
112 500 |
104,11 |
6 |
PS0416 |
PL0000106340 |
104,22 |
104,18 |
104,20 |
104,20 |
104,13 |
104,13 |
104,16 |
135 000 |
142,91 |
8 |
PS1016 |
PL0000106795 |
103,88 |
103,85 |
103,88 |
103,88 |
103,85 |
103,85 |
103,86 |
125 000 |
134,80 |
7 |
PS0417 |
PL0000107058 |
103,88 |
103,94 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,83 |
105,78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
99,67 |
99,50 |
99,60 |
99,75 |
99,50 |
99,75 |
99,63 |
110 000 |
110,99 |
8 |
PS0718 |
PL0000107595 |
94,02 |
93,87 |
93,97 |
94,09 |
93,94 |
94,09 |
94,03 |
85 000 |
80,12 |
8 |
DS1019 |
PL0000105441 |
107,48 |
107,40 |
107,32 |
107,32 |
107,28 |
107,28 |
107,30 |
50 000 |
55,96 |
5 |
DS1020 |
PL0000106126 |
106,05 |
105,98 |
105,92 |
106,13 |
105,92 |
106,13 |
106,05 |
40 000 |
44,18 |
4 |
DS1021 |
PL0000106670 |
109,70 |
108,90 |
108,80 |
109,70 |
108,77 |
109,07 |
109,03 |
80 000 |
91,08 |
7 |
WS0922 |
PL0000102646 |
109,27 |
109,16 |
109,25 |
109,40 |
109,07 |
109,40 |
109,26 |
50 000 |
57,29 |
6 |
DS1023 |
PL0000107264 |
96,05 |
95,85 |
95,85 |
96,20 |
95,74 |
96,20 |
96,01 |
85 000 |
84,46 |
9 |
WS0428 |
PL0000107611 |
79,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
110,35 |
110,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
102,00 |
110,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,85 |
103,90 |
103,90 |
103,90 |
103,90 |
103,90 |
103,90 |
10 000 |
13,31 |
1 |
IZ0823 |
PL0000105359 |
104,29 |
104,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,92 |
99,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,84 |
99,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,50 |
99,53 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,90 |
99,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,37 |
98,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,10 |
97,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 047 500 |
1 098,53 |
77 |
Weighted average by volume
CASH MARKET SUMMARY - T-BONDS EUR |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices |
TURNOVER |
Buy |
Sell |
First |
High |
Low |
Last |
Average *) |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(EUR M) |
(pcs) |
EUR0214 |
XS0410961014 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
106,40 |
107,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,20 |
110,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,00 |
121,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
98,25 |
101,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
110,70 |
115,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
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) |
(%) |
OK0114 |
PL0000106712 |
98,92 |
99,05 |
2,64 |
2,32 |
98,99 |
2,47 |
PS0414 |
PL0000105433 |
101,96 |
102,05 |
2,68 |
2,54 |
102,01 |
2,60 |
OK0714 |
PL0000107009 |
97,62 |
97,76 |
2,68 |
2,52 |
97,69 |
2,60 |
WZ0115 |
PL0000106480 |
99,88 |
100,04 |
--- |
--- |
99,96 |
--- |
PS0415 |
PL0000105953 |
103,81 |
104,01 |
3,10 |
2,98 |
103,91 |
3,04 |
OK0715 |
PL0000107405 |
94,28 |
94,47 |
3,13 |
3,02 |
94,38 |
3,08 |
DS1015 |
PL0000103602 |
106,21 |
106,39 |
3,22 |
3,14 |
106,30 |
3,18 |
OK0116 |
PL0000107587 |
92,47 |
92,67 |
3,30 |
3,20 |
92,57 |
3,25 |
PS0416 |
PL0000106340 |
104,17 |
104,40 |
3,33 |
3,24 |
104,29 |
3,28 |
IZ0816 |
PL0000103529 |
103,49 |
104,43 |
--- |
--- |
103,96 |
--- |
PS1016 |
PL0000106795 |
103,83 |
104,03 |
3,44 |
3,38 |
103,93 |
3,41 |
WZ0117 |
PL0000106936 |
99,79 |
99,97 |
--- |
--- |
99,88 |
--- |
PS0417 |
PL0000107058 |
103,82 |
104,08 |
3,61 |
3,53 |
103,95 |
3,57 |
DS1017 |
PL0000104543 |
105,69 |
105,96 |
3,74 |
3,67 |
105,83 |
3,71 |
WZ0118 |
PL0000104717 |
99,35 |
99,59 |
--- |
--- |
99,47 |
--- |
PS0418 |
PL0000107314 |
99,51 |
99,76 |
3,86 |
3,80 |
99,64 |
3,83 |
PS0718 |
PL0000107595 |
93,88 |
94,17 |
3,89 |
3,82 |
94,03 |
3,85 |
DS1019 |
PL0000105441 |
107,43 |
107,87 |
4,11 |
4,03 |
107,65 |
4,07 |
DS1020 |
PL0000106126 |
105,86 |
106,20 |
4,28 |
4,22 |
106,03 |
4,25 |
WZ0121 |
PL0000106068 |
98,23 |
98,44 |
--- |
--- |
98,34 |
--- |
DS1021 |
PL0000106670 |
108,88 |
109,32 |
4,42 |
4,36 |
109,10 |
4,39 |
WS0922 |
PL0000102646 |
109,05 |
109,44 |
4,51 |
4,46 |
109,25 |
4,48 |
IZ0823 |
PL0000105359 |
103,78 |
105,00 |
--- |
--- |
104,39 |
--- |
DS1023 |
PL0000107264 |
95,78 |
96,08 |
4,52 |
4,48 |
95,93 |
4,50 |
WZ0124 |
PL0000107454 |
96,98 |
97,33 |
--- |
--- |
97,16 |
--- |
WS0429 |
PL0000105391 |
109,99 |
111,19 |
4,82 |
4,72 |
110,59 |
4,77 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0114 |
PL0000106712 |
98,93 |
99,05 |
2,61 |
2,32 |
98,99 |
2,47 |
PS0414 |
PL0000105433 |
101,97 |
102,06 |
2,66 |
2,53 |
102,02 |
2,59 |
OK0714 |
PL0000107009 |
97,63 |
97,72 |
2,67 |
2,57 |
97,68 |
2,61 |
WZ0115 |
PL0000106480 |
99,89 |
100,03 |
--- |
--- |
99,96 |
--- |
PS0415 |
PL0000105953 |
103,79 |
103,90 |
3,11 |
3,04 |
103,85 |
3,07 |
OK0715 |
PL0000107405 |
94,31 |
94,45 |
3,12 |
3,04 |
94,38 |
3,08 |
DS1015 |
PL0000103602 |
106,17 |
106,36 |
3,24 |
3,15 |
106,27 |
3,19 |
OK0116 |
PL0000107587 |
92,49 |
92,63 |
3,29 |
3,22 |
92,56 |
3,25 |
PS0416 |
PL0000106340 |
104,07 |
104,36 |
3,36 |
3,25 |
104,22 |
3,31 |
IZ0816 |
PL0000103529 |
103,49 |
104,24 |
--- |
--- |
103,87 |
--- |
PS1016 |
PL0000106795 |
103,72 |
103,99 |
3,48 |
3,39 |
103,86 |
3,43 |
WZ0117 |
PL0000106936 |
99,80 |
99,98 |
--- |
--- |
99,89 |
--- |
PS0417 |
PL0000107058 |
103,80 |
104,07 |
3,61 |
3,54 |
103,94 |
3,57 |
DS1017 |
PL0000104543 |
105,71 |
105,96 |
3,74 |
3,67 |
105,84 |
3,70 |
WZ0118 |
PL0000104717 |
99,43 |
99,65 |
--- |
--- |
99,54 |
--- |
PS0418 |
PL0000107314 |
99,50 |
99,70 |
3,86 |
3,82 |
99,60 |
3,84 |
PS0718 |
PL0000107595 |
93,90 |
94,14 |
3,89 |
3,83 |
94,02 |
3,86 |
DS1019 |
PL0000105441 |
107,36 |
107,71 |
4,12 |
4,06 |
107,54 |
4,09 |
DS1020 |
PL0000106126 |
105,89 |
106,16 |
4,27 |
4,23 |
106,03 |
4,25 |
WZ0121 |
PL0000106068 |
98,30 |
98,57 |
--- |
--- |
98,44 |
--- |
DS1021 |
PL0000106670 |
108,84 |
109,25 |
4,43 |
4,37 |
109,05 |
4,40 |
WS0922 |
PL0000102646 |
109,14 |
109,54 |
4,50 |
4,45 |
109,34 |
4,47 |
IZ0823 |
PL0000105359 |
103,54 |
104,92 |
--- |
--- |
104,23 |
--- |
DS1023 |
PL0000107264 |
95,87 |
96,27 |
4,51 |
4,46 |
96,07 |
4,49 |
WZ0124 |
PL0000107454 |
97,02 |
97,46 |
--- |
--- |
97,24 |
--- |
WS0429 |
PL0000105391 |
109,78 |
111,12 |
4,84 |
4,72 |
110,45 |
4,78 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0416 |
PL0000106340 |
3/4 |
1 |
2,100 |
2,100 |
2,100 |
100 |
DS1023 |
PL0000107264 |
3/4 |
1 |
2,050 |
2,060 |
2,051 |
335 |
WZ0118 |
PL0000104717 |
4/5 |
1 |
2,200 |
2,200 |
2,200 |
200 |
DS1020 |
PL0000106126 |
0/4 |
4 |
2,150 |
2,150 |
2,150 |
140 |
DS1019 |
PL0000105441 |
3/10 |
7 |
2,150 |
2,150 |
2,150 |
230 |
PS1016 |
PL0000106795 |
3/10 |
7 |
2,050 |
2,050 |
2,050 |
70 |
DS1023 |
PL0000107264 |
3/10 |
7 |
2,150 |
2,150 |
2,150 |
200 |
PS0418 |
PL0000107314 |
3/10 |
7 |
2,050 |
2,050 |
2,050 |
20 |
DS1023 |
PL0000107264 |
4/11 |
7 |
2,050 |
2,050 |
2,050 |
150 |
TOTAL |
1 445 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
3/4 |
1 |
2,470 |
2,470 |
2,470 |
400 |
TOTAL |
400 |