2013-09-09 |
MARKET DATA |
No 173 (2207) |
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 |
1 272,50 |
1 345,68 |
111 |
2 745,00 |
2 821,26 |
19 |
4 017,50 |
4 166,94 |
130 |
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 |
100,27 |
100,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
99,04 |
99,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,85 |
101,90 |
101,90 |
101,90 |
101,90 |
101,90 |
101,90 |
2 500 |
2,60 |
1 |
OK0714 |
PL0000107009 |
97,68 |
97,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,68 |
103,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
94,34 |
94,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,87 |
105,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
92,37 |
92,34 |
92,35 |
92,36 |
92,35 |
92,36 |
92,35 |
67 500 |
62,34 |
5 |
PS0416 |
PL0000106340 |
103,70 |
103,69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,25 |
103,09 |
103,13 |
103,13 |
103,13 |
103,13 |
103,13 |
35 000 |
37,56 |
2 |
PS0417 |
PL0000107058 |
103,13 |
103,00 |
103,08 |
103,16 |
103,04 |
103,12 |
103,09 |
90 000 |
94,41 |
8 |
DS1017 |
PL0000104543 |
105,12 |
104,90 |
104,95 |
104,96 |
104,95 |
104,96 |
104,96 |
37 500 |
41,09 |
4 |
PS0418 |
PL0000107314 |
99,06 |
98,80 |
98,80 |
99,25 |
98,80 |
99,25 |
98,96 |
55 000 |
55,21 |
5 |
PS0718 |
PL0000107595 |
93,43 |
93,05 |
93,25 |
93,35 |
93,25 |
93,35 |
93,32 |
120 000 |
112,37 |
12 |
DS1019 |
PL0000105441 |
106,65 |
106,18 |
106,23 |
106,58 |
106,23 |
106,58 |
106,34 |
255 000 |
283,50 |
20 |
DS1020 |
PL0000106126 |
104,70 |
104,10 |
104,10 |
104,90 |
104,10 |
104,90 |
104,56 |
235 000 |
256,57 |
21 |
DS1021 |
PL0000106670 |
107,72 |
107,05 |
107,41 |
107,75 |
107,41 |
107,75 |
107,50 |
150 000 |
168,84 |
12 |
WS0922 |
PL0000102646 |
107,88 |
107,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
94,70 |
94,10 |
94,30 |
94,75 |
94,30 |
94,75 |
94,41 |
105 000 |
102,83 |
8 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
108,74 |
107,30 |
107,42 |
108,50 |
107,42 |
108,50 |
107,86 |
60 000 |
66,03 |
7 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,80 |
102,94 |
102,80 |
102,80 |
102,80 |
102,80 |
102,80 |
10 000 |
13,20 |
1 |
IZ0823 |
PL0000105359 |
102,30 |
102,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,89 |
99,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,52 |
99,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,02 |
99,02 |
98,99 |
99,00 |
98,99 |
99,00 |
98,99 |
25 000 |
24,84 |
3 |
WZ0119 |
PL0000107603 |
98,90 |
99,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,61 |
97,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,81 |
96,86 |
96,81 |
96,81 |
96,80 |
96,80 |
96,80 |
25 000 |
24,29 |
2 |
TOTAL |
1 272 500 |
1 345,68 |
111 |
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 |
99,02 |
99,16 |
2,66 |
2,27 |
99,09 |
2,46 |
PS0414 |
PL0000105433 |
101,82 |
101,94 |
2,70 |
2,51 |
101,88 |
2,61 |
OK0714 |
PL0000107009 |
97,61 |
97,76 |
2,82 |
2,64 |
97,69 |
2,72 |
WZ0115 |
PL0000106480 |
99,83 |
99,99 |
--- |
--- |
99,91 |
--- |
PS0415 |
PL0000105953 |
103,58 |
103,75 |
3,18 |
3,08 |
103,67 |
3,13 |
OK0715 |
PL0000107405 |
94,23 |
94,41 |
3,23 |
3,13 |
94,32 |
3,18 |
DS1015 |
PL0000103602 |
105,79 |
105,99 |
3,37 |
3,27 |
105,89 |
3,32 |
OK0116 |
PL0000107587 |
92,21 |
92,37 |
3,48 |
3,40 |
92,29 |
3,44 |
PS0416 |
PL0000106340 |
103,51 |
103,77 |
3,56 |
3,46 |
103,64 |
3,51 |
IZ0816 |
PL0000103529 |
102,49 |
103,34 |
--- |
--- |
102,92 |
--- |
PS1016 |
PL0000106795 |
102,94 |
103,21 |
3,73 |
3,64 |
103,08 |
3,68 |
WZ0117 |
PL0000106936 |
99,40 |
99,64 |
--- |
--- |
99,52 |
--- |
PS0417 |
PL0000107058 |
103,00 |
103,19 |
3,84 |
3,78 |
103,10 |
3,81 |
DS1017 |
PL0000104543 |
104,73 |
105,01 |
3,98 |
3,90 |
104,87 |
3,94 |
WZ0118 |
PL0000104717 |
98,88 |
99,13 |
--- |
--- |
99,01 |
--- |
PS0418 |
PL0000107314 |
98,63 |
98,87 |
4,07 |
4,02 |
98,75 |
4,05 |
PS0718 |
PL0000107595 |
92,94 |
93,23 |
4,13 |
4,06 |
93,09 |
4,09 |
DS1019 |
PL0000105441 |
105,88 |
106,28 |
4,38 |
4,31 |
106,08 |
4,34 |
DS1020 |
PL0000106126 |
104,00 |
104,43 |
4,57 |
4,50 |
104,22 |
4,54 |
WZ0121 |
PL0000106068 |
97,48 |
97,92 |
--- |
--- |
97,70 |
--- |
DS1021 |
PL0000106670 |
106,98 |
107,42 |
4,69 |
4,63 |
107,20 |
4,66 |
WS0922 |
PL0000102646 |
107,13 |
107,57 |
4,76 |
4,70 |
107,35 |
4,73 |
IZ0823 |
PL0000105359 |
101,71 |
103,53 |
--- |
--- |
102,62 |
--- |
DS1023 |
PL0000107264 |
93,99 |
94,44 |
4,76 |
4,70 |
94,22 |
4,73 |
WZ0124 |
PL0000107454 |
96,54 |
97,06 |
--- |
--- |
96,80 |
--- |
WS0429 |
PL0000105391 |
107,08 |
108,28 |
5,08 |
4,97 |
107,68 |
5,02 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0114 |
PL0000106712 |
99,02 |
99,16 |
2,66 |
2,27 |
99,09 |
2,46 |
PS0414 |
PL0000105433 |
101,83 |
101,93 |
2,69 |
2,53 |
101,88 |
2,61 |
OK0714 |
PL0000107009 |
97,63 |
97,82 |
2,80 |
2,57 |
97,73 |
2,67 |
WZ0115 |
PL0000106480 |
99,84 |
99,99 |
--- |
--- |
99,92 |
--- |
PS0415 |
PL0000105953 |
103,64 |
103,77 |
3,15 |
3,07 |
103,71 |
3,10 |
OK0715 |
PL0000107405 |
94,31 |
94,45 |
3,18 |
3,10 |
94,38 |
3,14 |
DS1015 |
PL0000103602 |
105,83 |
106,00 |
3,35 |
3,27 |
105,92 |
3,30 |
OK0116 |
PL0000107587 |
92,32 |
92,44 |
3,43 |
3,37 |
92,38 |
3,40 |
PS0416 |
PL0000106340 |
103,65 |
103,89 |
3,51 |
3,41 |
103,77 |
3,46 |
IZ0816 |
PL0000103529 |
102,50 |
103,26 |
--- |
--- |
102,88 |
--- |
PS1016 |
PL0000106795 |
103,10 |
103,38 |
3,67 |
3,58 |
103,24 |
3,63 |
WZ0117 |
PL0000106936 |
99,46 |
99,63 |
--- |
--- |
99,55 |
--- |
PS0417 |
PL0000107058 |
103,07 |
103,32 |
3,82 |
3,74 |
103,20 |
3,78 |
DS1017 |
PL0000104543 |
104,97 |
105,23 |
3,92 |
3,85 |
105,10 |
3,88 |
WZ0118 |
PL0000104717 |
98,94 |
99,15 |
--- |
--- |
99,05 |
--- |
PS0418 |
PL0000107314 |
98,98 |
99,27 |
3,99 |
3,92 |
99,13 |
3,95 |
PS0718 |
PL0000107595 |
93,30 |
93,58 |
4,04 |
3,97 |
93,44 |
4,01 |
DS1019 |
PL0000105441 |
106,43 |
106,75 |
4,28 |
4,22 |
106,59 |
4,25 |
DS1020 |
PL0000106126 |
104,38 |
104,76 |
4,51 |
4,45 |
104,57 |
4,48 |
WZ0121 |
PL0000106068 |
97,50 |
97,90 |
--- |
--- |
97,70 |
--- |
DS1021 |
PL0000106670 |
107,50 |
107,89 |
4,62 |
4,56 |
107,70 |
4,59 |
WS0922 |
PL0000102646 |
107,61 |
108,04 |
4,69 |
4,64 |
107,83 |
4,66 |
IZ0823 |
PL0000105359 |
101,91 |
103,50 |
--- |
--- |
102,71 |
--- |
DS1023 |
PL0000107264 |
94,42 |
94,80 |
4,70 |
4,65 |
94,61 |
4,68 |
WZ0124 |
PL0000107454 |
96,71 |
97,10 |
--- |
--- |
96,91 |
--- |
WS0429 |
PL0000105391 |
107,97 |
109,22 |
5,00 |
4,89 |
108,60 |
4,94 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0418 |
PL0000107314 |
0/1 |
1 |
1,900 |
1,900 |
1,900 |
40 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,050 |
2,050 |
2,050 |
55 |
OK0714 |
PL0000107009 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
45 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,050 |
2,100 |
2,060 |
125 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,050 |
2,050 |
2,050 |
25 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
30 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,000 |
2,000 |
2,000 |
45 |
OK0714 |
PL0000107009 |
0/7 |
7 |
2,050 |
2,050 |
2,050 |
20 |
OK0715 |
PL0000107405 |
0/7 |
7 |
2,050 |
2,050 |
2,050 |
60 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,050 |
2,050 |
2,050 |
300 |
TOTAL |
745 |
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 |
2,480 |
2,480 |
2,480 |
2 000 |
TOTAL |
2 000 |