2013-09-05 |
MARKET DATA |
No 171 (2205) |
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 |
1 842,50 |
1 906,54 |
166 |
1 630,00 |
1 691,38 |
14 |
3 472,50 |
3 597,92 |
180 |
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 |
100,29 |
100,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
99,01 |
99,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,85 |
101,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,64 |
97,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,60 |
103,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
94,25 |
94,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,85 |
105,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
92,24 |
92,21 |
92,20 |
92,25 |
92,20 |
92,20 |
92,22 |
40 000 |
36,89 |
4 |
PS0416 |
PL0000106340 |
103,54 |
103,51 |
103,50 |
103,50 |
103,50 |
103,50 |
103,50 |
15 000 |
15,81 |
1 |
PS1016 |
PL0000106795 |
102,98 |
103,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,89 |
102,94 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,60 |
102,28 |
104,41 |
104,60 |
104,15 |
104,26 |
104,34 |
140 000 |
152,50 |
13 |
PS0418 |
PL0000107314 |
98,58 |
98,30 |
98,30 |
98,71 |
98,30 |
98,40 |
98,54 |
235 000 |
234,88 |
23 |
PS0718 |
PL0000107595 |
92,77 |
92,55 |
92,63 |
92,78 |
92,55 |
92,58 |
92,65 |
200 000 |
185,92 |
17 |
DS1019 |
PL0000105441 |
105,82 |
105,23 |
105,80 |
105,80 |
105,71 |
105,71 |
105,75 |
30 000 |
33,17 |
3 |
DS1020 |
PL0000106126 |
105,11 |
102,96 |
103,84 |
105,11 |
103,71 |
104,15 |
104,20 |
60 000 |
65,27 |
6 |
DS1021 |
PL0000106670 |
107,28 |
106,23 |
106,90 |
107,25 |
106,60 |
106,60 |
106,74 |
135 000 |
150,89 |
13 |
WS0922 |
PL0000102646 |
107,21 |
106,85 |
107,23 |
107,29 |
106,56 |
106,56 |
107,10 |
122 500 |
137,97 |
14 |
DS1023 |
PL0000107264 |
94,00 |
93,48 |
93,40 |
94,13 |
93,30 |
93,30 |
93,65 |
365 000 |
354,57 |
34 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
107,50 |
107,44 |
107,65 |
107,65 |
107,44 |
107,44 |
107,48 |
25 000 |
27,41 |
4 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,15 |
102,87 |
103,15 |
103,15 |
102,70 |
102,80 |
102,93 |
125 000 |
165,11 |
13 |
IZ0823 |
PL0000105359 |
102,29 |
102,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,88 |
99,92 |
99,85 |
99,87 |
99,85 |
99,87 |
99,86 |
50 000 |
50,10 |
2 |
WZ0117 |
PL0000106936 |
99,58 |
99,51 |
99,55 |
99,55 |
99,55 |
99,55 |
99,55 |
30 000 |
29,97 |
2 |
WZ0118 |
PL0000104717 |
99,20 |
99,02 |
99,12 |
99,12 |
98,97 |
98,97 |
99,06 |
102 500 |
101,88 |
4 |
WZ0119 |
PL0000107603 |
99,25 |
99,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,00 |
97,70 |
97,90 |
97,90 |
97,60 |
97,60 |
97,75 |
157 500 |
154,49 |
12 |
WZ0124 |
PL0000107454 |
96,83 |
96,77 |
96,77 |
96,77 |
96,77 |
96,77 |
96,77 |
10 000 |
9,71 |
1 |
TOTAL |
1 842 500 |
1 906,54 |
166 |
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 |
98,98 |
99,12 |
2,73 |
2,35 |
99,05 |
2,54 |
PS0414 |
PL0000105433 |
101,83 |
101,97 |
2,71 |
2,49 |
101,90 |
2,60 |
OK0714 |
PL0000107009 |
97,60 |
97,76 |
2,81 |
2,62 |
97,68 |
2,72 |
WZ0115 |
PL0000106480 |
99,81 |
99,99 |
--- |
--- |
99,90 |
--- |
PS0415 |
PL0000105953 |
103,57 |
103,74 |
3,20 |
3,09 |
103,66 |
3,14 |
OK0715 |
PL0000107405 |
94,16 |
94,36 |
3,26 |
3,15 |
94,26 |
3,20 |
DS1015 |
PL0000103602 |
105,82 |
105,99 |
3,36 |
3,28 |
105,91 |
3,32 |
OK0116 |
PL0000107587 |
92,19 |
92,37 |
3,48 |
3,39 |
92,28 |
3,44 |
PS0416 |
PL0000106340 |
103,48 |
103,75 |
3,58 |
3,47 |
103,62 |
3,52 |
IZ0816 |
PL0000103529 |
102,82 |
103,69 |
--- |
--- |
103,26 |
--- |
PS1016 |
PL0000106795 |
102,94 |
103,21 |
3,73 |
3,64 |
103,08 |
3,68 |
WZ0117 |
PL0000106936 |
99,48 |
99,67 |
--- |
--- |
99,58 |
--- |
PS0417 |
PL0000107058 |
102,82 |
103,07 |
3,89 |
3,82 |
102,95 |
3,85 |
DS1017 |
PL0000104543 |
104,48 |
104,76 |
4,04 |
3,97 |
104,62 |
4,01 |
WZ0118 |
PL0000104717 |
99,05 |
99,33 |
--- |
--- |
99,19 |
--- |
PS0418 |
PL0000107314 |
98,34 |
98,64 |
4,14 |
4,07 |
98,49 |
4,11 |
PS0718 |
PL0000107595 |
92,64 |
92,94 |
4,20 |
4,13 |
92,79 |
4,16 |
DS1019 |
PL0000105441 |
105,74 |
106,20 |
4,41 |
4,32 |
105,97 |
4,36 |
DS1020 |
PL0000106126 |
103,99 |
104,42 |
4,58 |
4,51 |
104,21 |
4,54 |
WZ0121 |
PL0000106068 |
97,82 |
98,26 |
--- |
--- |
98,04 |
--- |
DS1021 |
PL0000106670 |
106,98 |
107,42 |
4,69 |
4,63 |
107,20 |
4,66 |
WS0922 |
PL0000102646 |
107,02 |
107,46 |
4,77 |
4,71 |
107,24 |
4,74 |
IZ0823 |
PL0000105359 |
101,67 |
103,54 |
--- |
--- |
102,61 |
--- |
DS1023 |
PL0000107264 |
93,73 |
94,15 |
4,79 |
4,74 |
93,94 |
4,76 |
WZ0124 |
PL0000107454 |
96,74 |
97,20 |
--- |
--- |
96,97 |
--- |
WS0429 |
PL0000105391 |
106,50 |
108,49 |
5,13 |
4,95 |
107,50 |
5,04 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0114 |
PL0000106712 |
98,99 |
99,11 |
2,70 |
2,38 |
99,05 |
2,54 |
PS0414 |
PL0000105433 |
101,82 |
101,93 |
2,73 |
2,56 |
101,88 |
2,63 |
OK0714 |
PL0000107009 |
97,62 |
97,77 |
2,79 |
2,61 |
97,70 |
2,69 |
WZ0115 |
PL0000106480 |
99,84 |
99,96 |
--- |
--- |
99,90 |
--- |
PS0415 |
PL0000105953 |
103,58 |
103,76 |
3,19 |
3,08 |
103,67 |
3,14 |
OK0715 |
PL0000107405 |
94,23 |
94,37 |
3,22 |
3,14 |
94,30 |
3,18 |
DS1015 |
PL0000103602 |
105,73 |
105,91 |
3,40 |
3,32 |
105,82 |
3,36 |
OK0116 |
PL0000107587 |
92,15 |
92,27 |
3,50 |
3,44 |
92,21 |
3,47 |
PS0416 |
PL0000106340 |
103,39 |
103,63 |
3,61 |
3,52 |
103,51 |
3,56 |
IZ0816 |
PL0000103529 |
102,47 |
103,27 |
--- |
--- |
102,87 |
--- |
PS1016 |
PL0000106795 |
102,83 |
103,12 |
3,77 |
3,67 |
102,98 |
3,72 |
WZ0117 |
PL0000106936 |
99,40 |
99,58 |
--- |
--- |
99,49 |
--- |
PS0417 |
PL0000107058 |
102,68 |
102,97 |
3,93 |
3,85 |
102,83 |
3,89 |
DS1017 |
PL0000104543 |
104,31 |
104,58 |
4,09 |
4,02 |
104,45 |
4,05 |
WZ0118 |
PL0000104717 |
98,84 |
99,11 |
--- |
--- |
98,98 |
--- |
PS0418 |
PL0000107314 |
98,25 |
98,50 |
4,17 |
4,11 |
98,38 |
4,14 |
PS0718 |
PL0000107595 |
92,48 |
92,75 |
4,24 |
4,17 |
92,62 |
4,20 |
DS1019 |
PL0000105441 |
102,47 |
108,25 |
5,02 |
3,95 |
105,36 |
4,48 |
DS1020 |
PL0000106126 |
102,29 |
103,44 |
4,86 |
4,67 |
102,87 |
4,76 |
WZ0121 |
PL0000106068 |
97,44 |
97,76 |
--- |
--- |
97,60 |
--- |
DS1021 |
PL0000106670 |
105,66 |
106,50 |
4,88 |
4,76 |
106,08 |
4,82 |
WS0922 |
PL0000102646 |
106,58 |
107,00 |
4,83 |
4,77 |
106,79 |
4,80 |
IZ0823 |
PL0000105359 |
101,01 |
103,34 |
--- |
--- |
102,18 |
--- |
DS1023 |
PL0000107264 |
93,37 |
93,81 |
4,84 |
4,78 |
93,59 |
4,81 |
WZ0124 |
PL0000107454 |
96,43 |
96,95 |
--- |
--- |
96,69 |
--- |
WS0429 |
PL0000105391 |
102,81 |
109,85 |
5,47 |
4,83 |
106,33 |
5,14 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
OK0714 |
PL0000107009 |
0/1 |
1 |
1,950 |
1,950 |
1,950 |
5 |
OK0715 |
PL0000107405 |
0/1 |
1 |
1,950 |
1,950 |
1,950 |
30 |
PS0718 |
PL0000107595 |
0/1 |
1 |
1,950 |
1,950 |
1,950 |
5 |
WS0922 |
PL0000102646 |
1/4 |
3 |
2,050 |
2,050 |
2,050 |
75 |
DS1019 |
PL0000105441 |
1/4 |
3 |
2,100 |
2,100 |
2,100 |
5 |
DS1021 |
PL0000106670 |
1/4 |
3 |
2,100 |
2,100 |
2,100 |
10 |
DS1023 |
PL0000107264 |
1/4 |
3 |
2,000 |
2,000 |
2,000 |
310 |
OK0715 |
PL0000107405 |
1/4 |
3 |
2,150 |
2,150 |
2,150 |
55 |
PS0718 |
PL0000107595 |
1/4 |
3 |
1,950 |
1,950 |
1,950 |
5 |
OK0114 |
PL0000106712 |
1/8 |
7 |
2,100 |
2,100 |
2,100 |
10 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,200 |
2,200 |
2,200 |
120 |
TOTAL |
630 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/4 |
3 |
2,450 |
2,450 |
2,450 |
1 000 |
TOTAL |
1 000 |