2013-09-10 |
MARKET DATA |
No 174 (2208) |
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 |
752,50 |
773,79 |
65 |
2 415,00 |
2 485,07 |
16 |
3 167,50 |
3 258,86 |
81 |
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 |
99,05 |
99,13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,87 |
101,88 |
101,87 |
101,87 |
101,87 |
101,87 |
101,87 |
10 000 |
10,41 |
1 |
OK0714 |
PL0000107009 |
97,73 |
97,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,67 |
103,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
94,37 |
94,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,95 |
105,99 |
106,00 |
106,01 |
106,00 |
106,00 |
106,01 |
115 000 |
128,27 |
8 |
OK0116 |
PL0000107587 |
92,38 |
92,40 |
92,40 |
92,40 |
92,40 |
92,40 |
92,40 |
20 000 |
18,48 |
2 |
PS0416 |
PL0000106340 |
103,65 |
103,77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,17 |
103,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,12 |
103,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,09 |
105,11 |
105,11 |
105,11 |
105,11 |
105,11 |
105,11 |
40 000 |
43,90 |
3 |
PS0418 |
PL0000107314 |
99,08 |
98,95 |
98,90 |
98,90 |
98,90 |
98,90 |
98,90 |
25 000 |
25,08 |
2 |
PS0718 |
PL0000107595 |
93,51 |
93,35 |
93,50 |
93,54 |
93,35 |
93,35 |
93,46 |
282 500 |
264,96 |
24 |
DS1019 |
PL0000105441 |
106,60 |
106,48 |
106,80 |
106,80 |
106,40 |
106,40 |
106,61 |
45 000 |
50,16 |
4 |
DS1020 |
PL0000106126 |
104,56 |
104,50 |
104,55 |
104,55 |
104,51 |
104,51 |
104,53 |
40 000 |
43,66 |
4 |
DS1021 |
PL0000106670 |
107,67 |
107,40 |
107,67 |
107,67 |
107,30 |
107,30 |
107,41 |
70 000 |
78,74 |
7 |
WS0922 |
PL0000102646 |
107,75 |
107,55 |
107,70 |
107,70 |
107,43 |
107,43 |
107,52 |
45 000 |
50,89 |
5 |
DS1023 |
PL0000107264 |
94,60 |
94,45 |
94,74 |
94,77 |
94,60 |
94,60 |
94,74 |
35 000 |
34,39 |
4 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
108,25 |
108,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,00 |
108,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,75 |
102,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
102,22 |
102,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,90 |
99,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,52 |
99,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,00 |
99,05 |
99,00 |
99,00 |
99,00 |
99,00 |
99,00 |
25 000 |
24,84 |
1 |
WZ0119 |
PL0000107603 |
98,85 |
99,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,57 |
97,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,73 |
96,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
752 500 |
773,79 |
65 |
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 |
99,00 |
99,16 |
2,73 |
2,29 |
99,08 |
2,51 |
PS0414 |
PL0000105433 |
101,78 |
101,92 |
2,75 |
2,53 |
101,85 |
2,64 |
OK0714 |
PL0000107009 |
97,64 |
97,82 |
2,79 |
2,57 |
97,73 |
2,68 |
WZ0115 |
PL0000106480 |
99,83 |
99,98 |
--- |
--- |
99,91 |
--- |
PS0415 |
PL0000105953 |
103,63 |
103,77 |
3,15 |
3,06 |
103,70 |
3,10 |
OK0715 |
PL0000107405 |
94,28 |
94,42 |
3,21 |
3,13 |
94,35 |
3,17 |
DS1015 |
PL0000103602 |
105,82 |
106,01 |
3,35 |
3,26 |
105,92 |
3,30 |
OK0116 |
PL0000107587 |
92,28 |
92,43 |
3,45 |
3,38 |
92,36 |
3,41 |
PS0416 |
PL0000106340 |
103,58 |
103,85 |
3,53 |
3,42 |
103,72 |
3,48 |
IZ0816 |
PL0000103529 |
102,48 |
103,20 |
--- |
--- |
102,84 |
--- |
PS1016 |
PL0000106795 |
103,10 |
103,37 |
3,67 |
3,58 |
103,24 |
3,63 |
WZ0117 |
PL0000106936 |
99,42 |
99,64 |
--- |
--- |
99,53 |
--- |
PS0417 |
PL0000107058 |
103,02 |
103,31 |
3,83 |
3,75 |
103,17 |
3,79 |
DS1017 |
PL0000104543 |
104,91 |
105,20 |
3,93 |
3,85 |
105,06 |
3,89 |
WZ0118 |
PL0000104717 |
98,92 |
99,13 |
--- |
--- |
99,03 |
--- |
PS0418 |
PL0000107314 |
99,00 |
99,29 |
3,98 |
3,91 |
99,15 |
3,95 |
PS0718 |
PL0000107595 |
93,37 |
93,56 |
4,02 |
3,98 |
93,47 |
4,00 |
DS1019 |
PL0000105441 |
106,52 |
106,82 |
4,26 |
4,21 |
106,67 |
4,24 |
DS1020 |
PL0000106126 |
104,49 |
104,87 |
4,49 |
4,43 |
104,68 |
4,46 |
WZ0121 |
PL0000106068 |
97,50 |
97,90 |
--- |
--- |
97,70 |
--- |
DS1021 |
PL0000106670 |
107,52 |
107,97 |
4,61 |
4,55 |
107,75 |
4,58 |
WS0922 |
PL0000102646 |
107,59 |
107,93 |
4,70 |
4,65 |
107,76 |
4,67 |
IZ0823 |
PL0000105359 |
101,77 |
103,25 |
--- |
--- |
102,51 |
--- |
DS1023 |
PL0000107264 |
94,43 |
94,79 |
4,70 |
4,65 |
94,61 |
4,68 |
WZ0124 |
PL0000107454 |
96,63 |
97,08 |
--- |
--- |
96,86 |
--- |
WS0429 |
PL0000105391 |
107,91 |
109,37 |
5,00 |
4,87 |
108,64 |
4,94 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0114 |
PL0000106712 |
99,03 |
99,16 |
2,65 |
2,29 |
99,10 |
2,46 |
PS0414 |
PL0000105433 |
101,84 |
101,92 |
2,66 |
2,53 |
101,88 |
2,59 |
OK0714 |
PL0000107009 |
97,70 |
97,84 |
2,72 |
2,55 |
97,77 |
2,63 |
WZ0115 |
PL0000106480 |
99,85 |
99,97 |
--- |
--- |
99,91 |
--- |
PS0415 |
PL0000105953 |
103,65 |
103,81 |
3,14 |
3,04 |
103,73 |
3,09 |
OK0715 |
PL0000107405 |
94,34 |
94,47 |
3,17 |
3,10 |
94,41 |
3,13 |
DS1015 |
PL0000103602 |
105,93 |
106,04 |
3,30 |
3,24 |
105,99 |
3,27 |
OK0116 |
PL0000107587 |
92,35 |
92,47 |
3,42 |
3,36 |
92,41 |
3,39 |
PS0416 |
PL0000106340 |
103,60 |
103,84 |
3,52 |
3,43 |
103,72 |
3,48 |
IZ0816 |
PL0000103529 |
102,51 |
103,20 |
--- |
--- |
102,86 |
--- |
PS1016 |
PL0000106795 |
103,11 |
103,38 |
3,67 |
3,58 |
103,25 |
3,62 |
WZ0117 |
PL0000106936 |
99,46 |
99,64 |
--- |
--- |
99,55 |
--- |
PS0417 |
PL0000107058 |
103,07 |
103,35 |
3,82 |
3,73 |
103,21 |
3,77 |
DS1017 |
PL0000104543 |
104,96 |
105,25 |
3,92 |
3,84 |
105,11 |
3,88 |
WZ0118 |
PL0000104717 |
98,93 |
99,16 |
--- |
--- |
99,05 |
--- |
PS0418 |
PL0000107314 |
98,89 |
99,17 |
4,01 |
3,94 |
99,03 |
3,98 |
PS0718 |
PL0000107595 |
93,31 |
93,51 |
4,04 |
3,99 |
93,41 |
4,01 |
DS1019 |
PL0000105441 |
106,32 |
106,72 |
4,30 |
4,23 |
106,52 |
4,26 |
DS1020 |
PL0000106126 |
104,47 |
104,82 |
4,50 |
4,44 |
104,65 |
4,47 |
WZ0121 |
PL0000106068 |
97,50 |
97,90 |
--- |
--- |
97,70 |
--- |
DS1021 |
PL0000106670 |
107,33 |
107,70 |
4,64 |
4,59 |
107,52 |
4,61 |
WS0922 |
PL0000102646 |
107,45 |
107,78 |
4,71 |
4,67 |
107,62 |
4,69 |
IZ0823 |
PL0000105359 |
101,41 |
103,30 |
--- |
--- |
102,36 |
--- |
DS1023 |
PL0000107264 |
94,24 |
94,62 |
4,73 |
4,68 |
94,43 |
4,70 |
WZ0124 |
PL0000107454 |
96,63 |
97,08 |
--- |
--- |
96,86 |
--- |
WS0429 |
PL0000105391 |
107,16 |
108,89 |
5,07 |
4,91 |
108,03 |
4,99 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0416 |
PL0000106340 |
0/1 |
1 |
2,100 |
2,100 |
2,100 |
45 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,050 |
2,050 |
2,050 |
55 |
OK0714 |
PL0000107009 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
35 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,000 |
2,000 |
2,000 |
540 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,050 |
2,050 |
2,050 |
45 |
OK0114 |
PL0000106712 |
0/7 |
7 |
2,100 |
2,100 |
2,100 |
50 |
PS0417 |
PL0000107058 |
1/8 |
7 |
2,100 |
2,100 |
2,100 |
15 |
OK0715 |
PL0000107405 |
1/8 |
7 |
2,100 |
2,100 |
2,100 |
30 |
TOTAL |
815 |
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 |
1 000 |
GCZ |
G.C. Poland |
1/8 |
7 |
2,470 |
2,470 |
2,470 |
600 |
TOTAL |
1 600 |