2013-08-26 |
MARKET DATA |
No 163 (2197) |
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 |
715,00 |
756,26 |
59 |
1 365,00 |
1 418,66 |
15 |
2 080,00 |
2 174,92 |
74 |
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 |
100,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,95 |
99,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,00 |
102,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,70 |
97,72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,90 |
103,90 |
103,90 |
103,90 |
103,90 |
103,90 |
103,90 |
50 000 |
52,89 |
2 |
OK0715 |
PL0000107405 |
94,38 |
94,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,28 |
106,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
92,61 |
92,59 |
92,60 |
92,60 |
92,59 |
92,59 |
92,60 |
75 000 |
69,45 |
4 |
PS0416 |
PL0000106340 |
104,23 |
104,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,94 |
103,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,13 |
104,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,02 |
105,88 |
105,84 |
105,93 |
105,84 |
105,93 |
105,86 |
55 000 |
60,65 |
3 |
PS0418 |
PL0000107314 |
100,03 |
99,73 |
99,80 |
100,09 |
99,68 |
100,09 |
99,84 |
130 000 |
131,46 |
11 |
PS0718 |
PL0000107595 |
94,32 |
94,13 |
94,15 |
94,39 |
94,15 |
94,39 |
94,27 |
20 000 |
18,90 |
2 |
DS1019 |
PL0000105441 |
107,98 |
107,61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,60 |
106,09 |
106,26 |
106,40 |
106,26 |
106,40 |
106,34 |
50 000 |
55,38 |
4 |
DS1021 |
PL0000106670 |
109,70 |
109,05 |
109,25 |
109,40 |
109,25 |
109,40 |
109,35 |
30 000 |
34,26 |
3 |
WS0922 |
PL0000102646 |
109,90 |
109,38 |
109,60 |
109,76 |
109,60 |
109,71 |
109,68 |
155 000 |
178,27 |
16 |
DS1023 |
PL0000107264 |
96,60 |
96,03 |
96,55 |
96,74 |
96,40 |
96,74 |
96,53 |
80 000 |
79,92 |
9 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
111,23 |
110,85 |
110,76 |
111,30 |
110,76 |
111,30 |
110,92 |
40 000 |
45,15 |
4 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,80 |
103,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,42 |
104,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,97 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,84 |
99,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,52 |
99,55 |
99,52 |
99,52 |
99,52 |
99,52 |
99,52 |
30 000 |
29,93 |
1 |
WZ0119 |
PL0000107603 |
99,52 |
99,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,37 |
98,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,10 |
97,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
715 000 |
756,26 |
59 |
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 |
108,20 |
107,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
118,00 |
110,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,00 |
101,45 |
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 |
111,00 |
115,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
109,00 |
111,00 |
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 |
98,93 |
99,04 |
2,63 |
2,36 |
98,99 |
2,48 |
PS0414 |
PL0000105433 |
101,93 |
102,07 |
2,71 |
2,50 |
102,00 |
2,61 |
OK0714 |
PL0000107009 |
97,59 |
97,76 |
2,72 |
2,53 |
97,68 |
2,62 |
WZ0115 |
PL0000106480 |
99,90 |
100,03 |
--- |
--- |
99,97 |
--- |
PS0415 |
PL0000105953 |
103,79 |
103,96 |
3,11 |
3,00 |
103,88 |
3,05 |
OK0715 |
PL0000107405 |
94,28 |
94,47 |
3,14 |
3,03 |
94,38 |
3,08 |
DS1015 |
PL0000103602 |
106,17 |
106,33 |
3,24 |
3,16 |
106,25 |
3,20 |
OK0116 |
PL0000107587 |
92,57 |
92,69 |
3,25 |
3,20 |
92,63 |
3,23 |
PS0416 |
PL0000106340 |
104,14 |
104,37 |
3,34 |
3,25 |
104,26 |
3,29 |
IZ0816 |
PL0000103529 |
103,46 |
104,31 |
--- |
--- |
103,89 |
--- |
PS1016 |
PL0000106795 |
103,86 |
104,08 |
3,43 |
3,36 |
103,97 |
3,40 |
WZ0117 |
PL0000106936 |
99,78 |
100,00 |
--- |
--- |
99,89 |
--- |
PS0417 |
PL0000107058 |
103,97 |
104,22 |
3,56 |
3,49 |
104,10 |
3,53 |
DS1017 |
PL0000104543 |
105,85 |
106,04 |
3,70 |
3,65 |
105,95 |
3,68 |
WZ0118 |
PL0000104717 |
99,44 |
99,63 |
--- |
--- |
99,54 |
--- |
PS0418 |
PL0000107314 |
99,66 |
99,91 |
3,83 |
3,77 |
99,79 |
3,79 |
PS0718 |
PL0000107595 |
94,09 |
94,37 |
3,84 |
3,78 |
94,23 |
3,81 |
DS1019 |
PL0000105441 |
107,65 |
107,96 |
4,07 |
4,01 |
107,81 |
4,04 |
DS1020 |
PL0000106126 |
106,12 |
106,35 |
4,24 |
4,20 |
106,24 |
4,22 |
WZ0121 |
PL0000106068 |
98,29 |
98,52 |
--- |
--- |
98,41 |
--- |
DS1021 |
PL0000106670 |
109,18 |
109,56 |
4,38 |
4,33 |
109,37 |
4,36 |
WS0922 |
PL0000102646 |
109,50 |
109,85 |
4,45 |
4,41 |
109,68 |
4,43 |
IZ0823 |
PL0000105359 |
103,77 |
105,36 |
--- |
--- |
104,57 |
--- |
DS1023 |
PL0000107264 |
96,32 |
96,66 |
4,45 |
4,41 |
96,49 |
4,43 |
WZ0124 |
PL0000107454 |
97,02 |
97,40 |
--- |
--- |
97,21 |
--- |
WS0429 |
PL0000105391 |
110,58 |
111,71 |
4,77 |
4,67 |
111,15 |
4,72 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0114 |
PL0000106712 |
98,93 |
99,06 |
2,63 |
2,31 |
99,00 |
2,46 |
PS0414 |
PL0000105433 |
101,97 |
102,07 |
2,65 |
2,50 |
102,02 |
2,58 |
OK0714 |
PL0000107009 |
97,64 |
97,76 |
2,67 |
2,53 |
97,70 |
2,60 |
WZ0115 |
PL0000106480 |
99,93 |
100,03 |
--- |
--- |
99,98 |
--- |
PS0415 |
PL0000105953 |
103,85 |
103,95 |
3,07 |
3,01 |
103,90 |
3,04 |
OK0715 |
PL0000107405 |
94,35 |
94,52 |
3,10 |
3,00 |
94,44 |
3,05 |
DS1015 |
PL0000103602 |
106,25 |
106,36 |
3,20 |
3,15 |
106,31 |
3,17 |
OK0116 |
PL0000107587 |
92,56 |
92,71 |
3,26 |
3,19 |
92,64 |
3,22 |
PS0416 |
PL0000106340 |
104,19 |
104,47 |
3,32 |
3,21 |
104,33 |
3,26 |
IZ0816 |
PL0000103529 |
103,54 |
104,33 |
--- |
--- |
103,94 |
--- |
PS1016 |
PL0000106795 |
103,88 |
104,09 |
3,43 |
3,36 |
103,99 |
3,39 |
WZ0117 |
PL0000106936 |
99,78 |
99,93 |
--- |
--- |
99,86 |
--- |
PS0417 |
PL0000107058 |
104,09 |
104,38 |
3,53 |
3,45 |
104,24 |
3,49 |
DS1017 |
PL0000104543 |
105,99 |
106,23 |
3,67 |
3,60 |
106,11 |
3,63 |
WZ0118 |
PL0000104717 |
99,47 |
99,60 |
--- |
--- |
99,54 |
--- |
PS0418 |
PL0000107314 |
99,94 |
100,13 |
3,76 |
3,71 |
100,04 |
3,73 |
PS0718 |
PL0000107595 |
94,27 |
94,52 |
3,80 |
3,74 |
94,40 |
3,77 |
DS1019 |
PL0000105441 |
107,88 |
108,30 |
4,03 |
3,95 |
108,09 |
3,99 |
DS1020 |
PL0000106126 |
106,43 |
106,86 |
4,19 |
4,12 |
106,65 |
4,15 |
WZ0121 |
PL0000106068 |
98,30 |
98,51 |
--- |
--- |
98,41 |
--- |
DS1021 |
PL0000106670 |
109,59 |
109,88 |
4,32 |
4,28 |
109,74 |
4,30 |
WS0922 |
PL0000102646 |
109,78 |
110,22 |
4,41 |
4,36 |
110,00 |
4,39 |
IZ0823 |
PL0000105359 |
103,94 |
105,33 |
--- |
--- |
104,64 |
--- |
DS1023 |
PL0000107264 |
96,56 |
97,00 |
4,42 |
4,37 |
96,78 |
4,40 |
WZ0124 |
PL0000107454 |
97,04 |
97,39 |
--- |
--- |
97,22 |
--- |
WS0429 |
PL0000105391 |
110,78 |
111,95 |
4,75 |
4,65 |
111,37 |
4,70 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
OK0114 |
PL0000106712 |
0/1 |
1 |
2,100 |
2,100 |
2,100 |
20 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,050 |
2,050 |
2,050 |
20 |
WS0429 |
PL0000105391 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
30 |
PS0415 |
PL0000105953 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
90 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
295 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,020 |
2,060 |
2,038 |
65 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
15 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,000 |
2,000 |
2,000 |
60 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
175 |
WZ0118 |
PL0000104717 |
2/3 |
1 |
2,200 |
2,200 |
2,200 |
145 |
PS0416 |
PL0000106340 |
1/8 |
7 |
2,200 |
2,200 |
2,200 |
70 |
TOTAL |
985 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/2 |
1 |
2,490 |
2,490 |
2,490 |
380 |
TOTAL |
380 |