2013-08-28 |
MARKET DATA |
No 165 (2199) |
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 |
912,50 |
971,78 |
74 |
2 765,00 |
2 874,50 |
22 |
3 677,50 |
3 846,28 |
96 |
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 |
100,36 |
100,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,97 |
99,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,95 |
102,01 |
101,95 |
101,95 |
101,95 |
101,95 |
101,95 |
20 000 |
20,79 |
1 |
OK0714 |
PL0000107009 |
97,65 |
97,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,83 |
103,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
94,35 |
94,40 |
94,35 |
94,35 |
94,35 |
94,35 |
94,35 |
25 000 |
23,59 |
1 |
DS1015 |
PL0000103602 |
106,22 |
106,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
92,56 |
92,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,30 |
104,24 |
104,33 |
104,33 |
104,15 |
104,15 |
104,26 |
62 500 |
66,25 |
6 |
PS1016 |
PL0000106795 |
103,91 |
103,85 |
103,90 |
103,90 |
103,82 |
103,82 |
103,89 |
185 000 |
199,64 |
4 |
PS0417 |
PL0000107058 |
104,06 |
103,94 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,90 |
105,73 |
105,81 |
105,81 |
105,81 |
105,81 |
105,81 |
10 000 |
11,03 |
1 |
PS0418 |
PL0000107314 |
99,80 |
99,60 |
99,76 |
99,80 |
99,61 |
99,65 |
99,68 |
85 000 |
85,83 |
7 |
PS0718 |
PL0000107595 |
94,18 |
93,95 |
93,95 |
94,01 |
93,95 |
94,01 |
93,98 |
40 000 |
37,69 |
4 |
DS1019 |
PL0000105441 |
107,83 |
107,56 |
107,82 |
107,82 |
107,52 |
107,61 |
107,63 |
115 000 |
129,13 |
11 |
DS1020 |
PL0000106126 |
106,28 |
105,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,55 |
109,12 |
109,55 |
109,55 |
109,25 |
109,25 |
109,32 |
45 000 |
51,38 |
6 |
WS0922 |
PL0000102646 |
109,83 |
109,20 |
109,83 |
109,83 |
109,05 |
109,20 |
109,44 |
120 000 |
137,78 |
13 |
DS1023 |
PL0000107264 |
96,61 |
96,10 |
96,61 |
96,61 |
96,00 |
96,15 |
96,21 |
130 000 |
129,47 |
13 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
110,60 |
110,56 |
110,60 |
110,60 |
110,22 |
110,22 |
110,41 |
20 000 |
22,48 |
2 |
WS0437 |
PL0000104857 |
103,50 |
111,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,80 |
104,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,12 |
104,17 |
104,12 |
104,12 |
104,12 |
104,12 |
104,12 |
10 000 |
12,06 |
1 |
WZ0115 |
PL0000106480 |
99,94 |
99,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,83 |
99,87 |
99,83 |
99,83 |
99,82 |
99,82 |
99,83 |
20 000 |
20,02 |
2 |
WZ0118 |
PL0000104717 |
99,47 |
99,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,49 |
99,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,32 |
98,40 |
98,32 |
98,32 |
98,32 |
98,32 |
98,32 |
25 000 |
24,65 |
2 |
WZ0124 |
PL0000107454 |
96,95 |
97,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
912 500 |
971,78 |
74 |
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 |
106,65 |
107,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,75 |
109,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,40 |
119,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
98,50 |
99,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
110,75 |
113,50 |
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 |
98,94 |
99,03 |
2,64 |
2,42 |
98,99 |
2,52 |
PS0414 |
PL0000105433 |
101,93 |
102,06 |
2,68 |
2,49 |
102,00 |
2,58 |
OK0714 |
PL0000107009 |
97,62 |
97,81 |
2,70 |
2,48 |
97,72 |
2,59 |
WZ0115 |
PL0000106480 |
99,91 |
100,03 |
--- |
--- |
99,97 |
--- |
PS0415 |
PL0000105953 |
103,78 |
103,96 |
3,11 |
3,00 |
103,87 |
3,05 |
OK0715 |
PL0000107405 |
94,27 |
94,45 |
3,15 |
3,05 |
94,36 |
3,10 |
DS1015 |
PL0000103602 |
106,18 |
106,36 |
3,22 |
3,14 |
106,27 |
3,18 |
OK0116 |
PL0000107587 |
92,49 |
92,72 |
3,30 |
3,19 |
92,61 |
3,24 |
PS0416 |
PL0000106340 |
104,12 |
104,33 |
3,34 |
3,26 |
104,23 |
3,30 |
IZ0816 |
PL0000103529 |
103,48 |
104,38 |
--- |
--- |
103,93 |
--- |
PS1016 |
PL0000106795 |
103,82 |
104,01 |
3,44 |
3,38 |
103,92 |
3,41 |
WZ0117 |
PL0000106936 |
99,75 |
99,96 |
--- |
--- |
99,86 |
--- |
PS0417 |
PL0000107058 |
103,91 |
104,14 |
3,58 |
3,51 |
104,03 |
3,55 |
DS1017 |
PL0000104543 |
105,75 |
106,03 |
3,72 |
3,65 |
105,89 |
3,69 |
WZ0118 |
PL0000104717 |
99,39 |
99,60 |
--- |
--- |
99,50 |
--- |
PS0418 |
PL0000107314 |
99,66 |
99,83 |
3,83 |
3,78 |
99,75 |
3,80 |
PS0718 |
PL0000107595 |
94,04 |
94,29 |
3,85 |
3,80 |
94,17 |
3,82 |
DS1019 |
PL0000105441 |
107,65 |
108,03 |
4,07 |
4,00 |
107,84 |
4,03 |
DS1020 |
PL0000106126 |
106,05 |
106,47 |
4,25 |
4,18 |
106,26 |
4,21 |
WZ0121 |
PL0000106068 |
98,25 |
98,50 |
--- |
--- |
98,38 |
--- |
DS1021 |
PL0000106670 |
109,20 |
109,63 |
4,38 |
4,32 |
109,42 |
4,35 |
WS0922 |
PL0000102646 |
109,51 |
109,87 |
4,45 |
4,40 |
109,69 |
4,43 |
IZ0823 |
PL0000105359 |
103,58 |
104,91 |
--- |
--- |
104,25 |
--- |
DS1023 |
PL0000107264 |
96,12 |
96,53 |
4,48 |
4,43 |
96,33 |
4,45 |
WZ0124 |
PL0000107454 |
96,88 |
97,26 |
--- |
--- |
97,07 |
--- |
WS0429 |
PL0000105391 |
110,10 |
111,20 |
4,81 |
4,72 |
110,65 |
4,76 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0114 |
PL0000106712 |
98,94 |
99,03 |
2,64 |
2,42 |
98,99 |
2,52 |
PS0414 |
PL0000105433 |
101,93 |
102,03 |
2,68 |
2,53 |
101,98 |
2,61 |
OK0714 |
PL0000107009 |
97,63 |
97,81 |
2,69 |
2,48 |
97,72 |
2,59 |
WZ0115 |
PL0000106480 |
99,90 |
100,02 |
--- |
--- |
99,96 |
--- |
PS0415 |
PL0000105953 |
103,80 |
103,94 |
3,09 |
3,01 |
103,87 |
3,05 |
OK0715 |
PL0000107405 |
94,29 |
94,42 |
3,14 |
3,07 |
94,36 |
3,10 |
DS1015 |
PL0000103602 |
106,16 |
106,27 |
3,23 |
3,18 |
106,22 |
3,20 |
OK0116 |
PL0000107587 |
92,52 |
92,68 |
3,28 |
3,21 |
92,60 |
3,25 |
PS0416 |
PL0000106340 |
104,03 |
104,27 |
3,37 |
3,28 |
104,15 |
3,33 |
IZ0816 |
PL0000103529 |
103,45 |
104,31 |
--- |
--- |
103,88 |
--- |
PS1016 |
PL0000106795 |
103,75 |
103,95 |
3,47 |
3,40 |
103,85 |
3,43 |
WZ0117 |
PL0000106936 |
99,75 |
99,94 |
--- |
--- |
99,85 |
--- |
PS0417 |
PL0000107058 |
103,79 |
104,04 |
3,62 |
3,54 |
103,92 |
3,58 |
DS1017 |
PL0000104543 |
105,59 |
105,87 |
3,77 |
3,69 |
105,73 |
3,73 |
WZ0118 |
PL0000104717 |
99,35 |
99,59 |
--- |
--- |
99,47 |
--- |
PS0418 |
PL0000107314 |
99,53 |
99,74 |
3,86 |
3,81 |
99,64 |
3,83 |
PS0718 |
PL0000107595 |
93,90 |
94,17 |
3,89 |
3,82 |
94,04 |
3,85 |
DS1019 |
PL0000105441 |
107,40 |
107,81 |
4,11 |
4,04 |
107,61 |
4,07 |
DS1020 |
PL0000106126 |
105,81 |
106,23 |
4,28 |
4,22 |
106,02 |
4,25 |
WZ0121 |
PL0000106068 |
98,18 |
98,47 |
--- |
--- |
98,33 |
--- |
DS1021 |
PL0000106670 |
108,95 |
109,36 |
4,41 |
4,36 |
109,16 |
4,38 |
WS0922 |
PL0000102646 |
109,15 |
109,49 |
4,49 |
4,45 |
109,32 |
4,47 |
IZ0823 |
PL0000105359 |
103,50 |
104,54 |
--- |
--- |
104,02 |
--- |
DS1023 |
PL0000107264 |
95,96 |
96,30 |
4,50 |
4,46 |
96,13 |
4,48 |
WZ0124 |
PL0000107454 |
96,81 |
97,22 |
--- |
--- |
97,02 |
--- |
WS0429 |
PL0000105391 |
110,06 |
111,00 |
4,81 |
4,73 |
110,53 |
4,77 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
0/1 |
1 |
2,160 |
2,160 |
2,160 |
10 |
WZ0118 |
PL0000104717 |
0/1 |
1 |
2,160 |
2,160 |
2,160 |
200 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,050 |
2,160 |
2,096 |
145 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,160 |
2,160 |
2,160 |
5 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,160 |
2,160 |
2,160 |
20 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
15 |
OK0714 |
PL0000107009 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
75 |
PS0417 |
PL0000107058 |
1/2 |
1 |
2,160 |
2,160 |
2,160 |
35 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,050 |
2,100 |
2,070 |
25 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
15 |
DS1020 |
PL0000106126 |
2/9 |
7 |
2,210 |
2,210 |
2,210 |
20 |
TOTAL |
565 |
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 |
2,470 |
2,500 |
2,481 |
2 200 |
TOTAL |
2 200 |