2013-09-04 |
MARKET DATA |
No 170 (2204) |
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 |
1 462,50 |
1 510,72 |
109 |
915,00 |
954,19 |
10 |
2 377,50 |
2 464,91 |
119 |
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 |
100,31 |
100,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
99,04 |
98,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,90 |
101,94 |
101,90 |
101,90 |
101,85 |
101,85 |
101,89 |
185 000 |
192,39 |
5 |
OK0714 |
PL0000107009 |
97,65 |
97,69 |
97,58 |
97,58 |
97,55 |
97,55 |
97,57 |
75 000 |
73,18 |
5 |
PS0415 |
PL0000105953 |
103,75 |
103,71 |
103,75 |
103,75 |
103,65 |
103,65 |
103,69 |
55 000 |
58,14 |
3 |
OK0715 |
PL0000107405 |
94,31 |
93,15 |
94,27 |
94,28 |
94,27 |
94,27 |
94,27 |
45 000 |
42,42 |
3 |
DS1015 |
PL0000103602 |
105,99 |
105,90 |
105,90 |
105,98 |
105,85 |
105,98 |
105,91 |
50 000 |
55,67 |
4 |
OK0116 |
PL0000107587 |
92,41 |
92,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,82 |
103,70 |
103,70 |
103,70 |
103,70 |
103,70 |
103,70 |
5 000 |
5,28 |
1 |
PS1016 |
PL0000106795 |
103,39 |
103,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,46 |
103,15 |
103,50 |
103,50 |
103,15 |
103,15 |
103,33 |
60 000 |
63,04 |
5 |
DS1017 |
PL0000104543 |
105,20 |
104,68 |
105,02 |
105,02 |
104,64 |
104,64 |
104,69 |
125 000 |
136,54 |
11 |
PS0418 |
PL0000107314 |
99,15 |
98,60 |
99,15 |
99,15 |
99,00 |
99,06 |
99,05 |
140 000 |
140,60 |
9 |
PS0718 |
PL0000107595 |
93,45 |
92,95 |
93,45 |
93,49 |
93,07 |
93,08 |
93,24 |
75 000 |
70,15 |
6 |
DS1019 |
PL0000105441 |
106,75 |
106,00 |
106,75 |
106,75 |
106,75 |
106,75 |
106,75 |
10 000 |
11,15 |
1 |
DS1020 |
PL0000106126 |
105,13 |
104,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,35 |
107,55 |
108,35 |
108,43 |
107,80 |
107,80 |
108,32 |
130 000 |
147,29 |
13 |
WS0922 |
PL0000102646 |
108,31 |
107,27 |
108,20 |
108,20 |
107,25 |
107,25 |
107,79 |
50 000 |
56,64 |
5 |
DS1023 |
PL0000107264 |
95,10 |
93,98 |
95,09 |
95,09 |
93,70 |
94,00 |
94,29 |
245 000 |
239,50 |
24 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
108,94 |
108,40 |
108,72 |
108,72 |
107,00 |
107,00 |
107,54 |
55 000 |
60,31 |
4 |
WS0437 |
PL0000104857 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,75 |
103,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
103,52 |
103,21 |
103,40 |
103,40 |
103,23 |
103,23 |
103,32 |
20 000 |
23,97 |
2 |
WZ0115 |
PL0000106480 |
99,93 |
99,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,70 |
99,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,37 |
99,36 |
99,37 |
99,37 |
99,37 |
99,37 |
99,37 |
25 000 |
24,92 |
1 |
WZ0119 |
PL0000107603 |
99,25 |
99,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,15 |
98,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,10 |
97,00 |
97,03 |
97,09 |
97,03 |
97,09 |
97,06 |
112 500 |
109,55 |
7 |
TOTAL |
1 462 500 |
1 510,72 |
109 |
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 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
0,00 |
0,00 |
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 |
98,95 |
99,10 |
2,75 |
2,35 |
99,03 |
2,54 |
PS0414 |
PL0000105433 |
101,89 |
102,01 |
2,66 |
2,47 |
101,95 |
2,56 |
OK0714 |
PL0000107009 |
97,60 |
97,78 |
2,79 |
2,57 |
97,69 |
2,68 |
WZ0115 |
PL0000106480 |
99,89 |
100,02 |
--- |
--- |
99,96 |
--- |
PS0415 |
PL0000105953 |
103,71 |
103,84 |
3,12 |
3,04 |
103,78 |
3,08 |
OK0715 |
PL0000107405 |
94,26 |
94,41 |
3,19 |
3,10 |
94,34 |
3,14 |
DS1015 |
PL0000103602 |
105,94 |
106,13 |
3,31 |
3,22 |
106,04 |
3,26 |
OK0116 |
PL0000107587 |
92,34 |
92,54 |
3,40 |
3,30 |
92,44 |
3,35 |
PS0416 |
PL0000106340 |
103,78 |
103,99 |
3,46 |
3,38 |
103,89 |
3,42 |
IZ0816 |
PL0000103529 |
103,26 |
104,02 |
--- |
--- |
103,64 |
--- |
PS1016 |
PL0000106795 |
103,36 |
103,59 |
3,59 |
3,51 |
103,48 |
3,55 |
WZ0117 |
PL0000106936 |
99,67 |
99,87 |
--- |
--- |
99,77 |
--- |
PS0417 |
PL0000107058 |
103,42 |
103,64 |
3,72 |
3,65 |
103,53 |
3,69 |
DS1017 |
PL0000104543 |
105,18 |
105,47 |
3,86 |
3,79 |
105,33 |
3,83 |
WZ0118 |
PL0000104717 |
99,24 |
99,47 |
--- |
--- |
99,36 |
--- |
PS0418 |
PL0000107314 |
99,10 |
99,40 |
3,96 |
3,89 |
99,25 |
3,92 |
PS0718 |
PL0000107595 |
93,40 |
93,65 |
4,01 |
3,95 |
93,53 |
3,98 |
DS1019 |
PL0000105441 |
106,68 |
107,12 |
4,24 |
4,16 |
106,90 |
4,20 |
DS1020 |
PL0000106126 |
105,10 |
105,53 |
4,40 |
4,33 |
105,32 |
4,36 |
WZ0121 |
PL0000106068 |
98,09 |
98,43 |
--- |
--- |
98,26 |
--- |
DS1021 |
PL0000106670 |
108,20 |
108,55 |
4,52 |
4,47 |
108,38 |
4,49 |
WS0922 |
PL0000102646 |
108,25 |
108,68 |
4,61 |
4,55 |
108,47 |
4,58 |
IZ0823 |
PL0000105359 |
103,15 |
104,31 |
--- |
--- |
103,73 |
--- |
DS1023 |
PL0000107264 |
95,04 |
95,35 |
4,62 |
4,58 |
95,20 |
4,60 |
WZ0124 |
PL0000107454 |
97,03 |
97,30 |
--- |
--- |
97,17 |
--- |
WS0429 |
PL0000105391 |
108,66 |
109,65 |
4,94 |
4,85 |
109,16 |
4,89 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0114 |
PL0000106712 |
98,96 |
99,12 |
2,72 |
2,30 |
99,04 |
2,51 |
PS0414 |
PL0000105433 |
101,85 |
101,96 |
2,72 |
2,55 |
101,91 |
2,63 |
OK0714 |
PL0000107009 |
97,58 |
97,73 |
2,81 |
2,63 |
97,66 |
2,72 |
WZ0115 |
PL0000106480 |
99,86 |
100,01 |
--- |
--- |
99,94 |
--- |
PS0415 |
PL0000105953 |
103,63 |
103,79 |
3,17 |
3,07 |
103,71 |
3,12 |
OK0715 |
PL0000107405 |
94,19 |
94,39 |
3,23 |
3,11 |
94,29 |
3,17 |
DS1015 |
PL0000103602 |
105,89 |
106,01 |
3,34 |
3,28 |
105,95 |
3,31 |
OK0116 |
PL0000107587 |
92,25 |
92,39 |
3,44 |
3,37 |
92,32 |
3,41 |
PS0416 |
PL0000106340 |
103,56 |
103,82 |
3,55 |
3,45 |
103,69 |
3,50 |
IZ0816 |
PL0000103529 |
102,96 |
103,97 |
--- |
--- |
103,47 |
--- |
PS1016 |
PL0000106795 |
103,04 |
103,32 |
3,70 |
3,60 |
103,18 |
3,65 |
WZ0117 |
PL0000106936 |
99,59 |
99,82 |
--- |
--- |
99,71 |
--- |
PS0417 |
PL0000107058 |
102,97 |
103,22 |
3,85 |
3,78 |
103,10 |
3,81 |
DS1017 |
PL0000104543 |
104,66 |
104,96 |
4,00 |
3,92 |
104,81 |
3,96 |
WZ0118 |
PL0000104717 |
99,15 |
99,47 |
--- |
--- |
99,31 |
--- |
PS0418 |
PL0000107314 |
98,53 |
98,81 |
4,10 |
4,03 |
98,67 |
4,06 |
PS0718 |
PL0000107595 |
92,84 |
93,15 |
4,15 |
4,07 |
93,00 |
4,11 |
DS1019 |
PL0000105441 |
105,98 |
106,41 |
4,36 |
4,28 |
106,20 |
4,32 |
DS1020 |
PL0000106126 |
104,22 |
104,66 |
4,54 |
4,47 |
104,44 |
4,50 |
WZ0121 |
PL0000106068 |
97,89 |
98,31 |
--- |
--- |
98,10 |
--- |
DS1021 |
PL0000106670 |
107,25 |
107,63 |
4,65 |
4,60 |
107,44 |
4,63 |
WS0922 |
PL0000102646 |
107,26 |
107,66 |
4,74 |
4,69 |
107,46 |
4,71 |
IZ0823 |
PL0000105359 |
102,11 |
104,00 |
--- |
--- |
103,06 |
--- |
DS1023 |
PL0000107264 |
94,04 |
94,42 |
4,75 |
4,70 |
94,23 |
4,73 |
WZ0124 |
PL0000107454 |
96,73 |
97,11 |
--- |
--- |
96,92 |
--- |
WS0429 |
PL0000105391 |
107,07 |
108,76 |
5,08 |
4,93 |
107,92 |
5,00 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
20 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,050 |
2,100 |
2,071 |
35 |
DS1020 |
PL0000106126 |
1/6 |
5 |
2,150 |
2,150 |
2,150 |
60 |
WZ0115 |
PL0000106480 |
1/6 |
5 |
2,150 |
2,150 |
2,150 |
60 |
DS1021 |
PL0000106670 |
1/8 |
7 |
2,100 |
2,100 |
2,100 |
60 |
OK0116 |
PL0000107587 |
1/8 |
7 |
2,100 |
2,100 |
2,100 |
10 |
WZ0115 |
PL0000106480 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
130 |
WZ0117 |
PL0000106936 |
1/8 |
7 |
2,100 |
2,100 |
2,100 |
40 |
TOTAL |
415 |
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 |
2,430 |
2,430 |
2,430 |
500 |
TOTAL |
500 |