2013-09-11 |
MARKET DATA |
No 175 (2209) |
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 |
1 627,50 |
1 713,65 |
135 |
1 415,00 |
1 423,47 |
18 |
3 042,50 |
3 137,12 |
153 |
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 |
100,26 |
100,28 |
100,26 |
100,26 |
100,26 |
100,26 |
100,26 |
125 000 |
130,87 |
2 |
OK0114 |
PL0000106712 |
99,06 |
99,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,86 |
101,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,73 |
97,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,79 |
103,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
94,46 |
94,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,08 |
106,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
92,52 |
92,48 |
92,50 |
92,58 |
92,50 |
92,58 |
92,53 |
87 500 |
80,97 |
7 |
PS0416 |
PL0000106340 |
103,90 |
103,84 |
103,85 |
103,96 |
103,85 |
103,96 |
103,91 |
160 000 |
169,35 |
9 |
PS1016 |
PL0000106795 |
103,52 |
103,35 |
103,50 |
103,57 |
103,50 |
103,56 |
103,53 |
135 000 |
145,44 |
9 |
PS0417 |
PL0000107058 |
103,56 |
103,34 |
103,43 |
103,64 |
103,43 |
103,64 |
103,54 |
65 000 |
68,50 |
6 |
DS1017 |
PL0000104543 |
105,53 |
105,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
99,64 |
99,25 |
99,44 |
99,50 |
99,44 |
99,50 |
99,48 |
135 000 |
136,25 |
13 |
PS0718 |
PL0000107595 |
94,03 |
93,64 |
93,64 |
94,15 |
93,64 |
94,15 |
93,96 |
115 000 |
108,45 |
11 |
DS1019 |
PL0000105441 |
107,23 |
106,75 |
106,75 |
107,43 |
106,75 |
107,43 |
107,13 |
100 000 |
112,00 |
9 |
DS1020 |
PL0000106126 |
105,45 |
104,90 |
104,90 |
105,65 |
104,90 |
105,65 |
105,30 |
185 000 |
203,39 |
15 |
DS1021 |
PL0000106670 |
108,60 |
107,80 |
107,89 |
108,70 |
107,89 |
108,45 |
108,42 |
180 000 |
204,32 |
18 |
WS0922 |
PL0000102646 |
108,75 |
107,90 |
108,10 |
109,05 |
108,10 |
109,05 |
108,41 |
60 000 |
68,40 |
6 |
DS1023 |
PL0000107264 |
95,65 |
94,77 |
94,77 |
95,85 |
94,77 |
95,85 |
95,36 |
175 000 |
173,07 |
19 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
109,50 |
109,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,25 |
109,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,10 |
103,00 |
103,01 |
103,01 |
103,00 |
103,00 |
103,01 |
25 000 |
33,07 |
3 |
IZ0823 |
PL0000105359 |
102,60 |
102,89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,91 |
99,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,56 |
99,58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,10 |
99,08 |
99,10 |
99,10 |
99,06 |
99,10 |
99,10 |
80 000 |
79,57 |
8 |
WZ0119 |
PL0000107603 |
98,90 |
99,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,80 |
97,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,84 |
97,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 627 500 |
1 713,65 |
135 |
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 |
99,04 |
99,18 |
2,64 |
2,25 |
99,11 |
2,45 |
PS0414 |
PL0000105433 |
101,83 |
101,93 |
2,66 |
2,50 |
101,88 |
2,58 |
OK0714 |
PL0000107009 |
97,68 |
97,86 |
2,75 |
2,53 |
97,77 |
2,64 |
WZ0115 |
PL0000106480 |
99,85 |
99,99 |
--- |
--- |
99,92 |
--- |
PS0415 |
PL0000105953 |
103,72 |
103,86 |
3,09 |
3,00 |
103,79 |
3,04 |
OK0715 |
PL0000107405 |
94,36 |
94,54 |
3,17 |
3,06 |
94,45 |
3,11 |
DS1015 |
PL0000103602 |
105,99 |
106,13 |
3,26 |
3,20 |
106,06 |
3,23 |
OK0116 |
PL0000107587 |
92,43 |
92,54 |
3,38 |
3,33 |
92,49 |
3,35 |
PS0416 |
PL0000106340 |
103,66 |
103,89 |
3,50 |
3,41 |
103,78 |
3,45 |
IZ0816 |
PL0000103529 |
102,61 |
103,48 |
--- |
--- |
103,05 |
--- |
PS1016 |
PL0000106795 |
103,23 |
103,51 |
3,63 |
3,53 |
103,37 |
3,58 |
WZ0117 |
PL0000106936 |
99,43 |
99,63 |
--- |
--- |
99,53 |
--- |
PS0417 |
PL0000107058 |
103,27 |
103,53 |
3,76 |
3,68 |
103,40 |
3,72 |
DS1017 |
PL0000104543 |
105,19 |
105,48 |
3,86 |
3,78 |
105,34 |
3,82 |
WZ0118 |
PL0000104717 |
98,90 |
99,16 |
--- |
--- |
99,03 |
--- |
PS0418 |
PL0000107314 |
99,22 |
99,47 |
3,93 |
3,87 |
99,35 |
3,90 |
PS0718 |
PL0000107595 |
93,52 |
93,78 |
3,99 |
3,93 |
93,65 |
3,96 |
DS1019 |
PL0000105441 |
106,58 |
106,93 |
4,25 |
4,19 |
106,76 |
4,22 |
DS1020 |
PL0000106126 |
104,75 |
105,11 |
4,45 |
4,39 |
104,93 |
4,42 |
WZ0121 |
PL0000106068 |
97,57 |
97,89 |
--- |
--- |
97,73 |
--- |
DS1021 |
PL0000106670 |
107,84 |
108,20 |
4,57 |
4,52 |
108,02 |
4,54 |
WS0922 |
PL0000102646 |
107,88 |
108,30 |
4,66 |
4,60 |
108,09 |
4,63 |
IZ0823 |
PL0000105359 |
101,79 |
103,55 |
--- |
--- |
102,67 |
--- |
DS1023 |
PL0000107264 |
94,65 |
95,05 |
4,67 |
4,62 |
94,85 |
4,65 |
WZ0124 |
PL0000107454 |
96,66 |
97,23 |
--- |
--- |
96,95 |
--- |
WS0429 |
PL0000105391 |
106,72 |
110,44 |
5,11 |
4,78 |
108,58 |
4,94 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0114 |
PL0000106712 |
99,04 |
99,19 |
2,64 |
2,22 |
99,12 |
2,42 |
PS0414 |
PL0000105433 |
101,84 |
101,91 |
2,64 |
2,53 |
101,88 |
2,58 |
OK0714 |
PL0000107009 |
97,69 |
97,87 |
2,74 |
2,52 |
97,78 |
2,63 |
WZ0115 |
PL0000106480 |
99,86 |
99,97 |
--- |
--- |
99,92 |
--- |
PS0415 |
PL0000105953 |
103,77 |
103,91 |
3,06 |
2,97 |
103,84 |
3,01 |
OK0715 |
PL0000107405 |
94,43 |
94,62 |
3,12 |
3,01 |
94,53 |
3,07 |
DS1015 |
PL0000103602 |
106,05 |
106,24 |
3,24 |
3,15 |
106,15 |
3,19 |
OK0116 |
PL0000107587 |
92,49 |
92,63 |
3,35 |
3,29 |
92,56 |
3,32 |
PS0416 |
PL0000106340 |
103,87 |
104,09 |
3,42 |
3,33 |
103,98 |
3,37 |
IZ0816 |
PL0000103529 |
102,89 |
103,50 |
--- |
--- |
103,20 |
--- |
PS1016 |
PL0000106795 |
103,47 |
103,67 |
3,55 |
3,48 |
103,57 |
3,51 |
WZ0117 |
PL0000106936 |
99,51 |
99,67 |
--- |
--- |
99,59 |
--- |
PS0417 |
PL0000107058 |
103,54 |
103,78 |
3,68 |
3,61 |
103,66 |
3,64 |
DS1017 |
PL0000104543 |
105,51 |
105,78 |
3,77 |
3,70 |
105,65 |
3,74 |
WZ0118 |
PL0000104717 |
99,04 |
99,22 |
--- |
--- |
99,13 |
--- |
PS0418 |
PL0000107314 |
99,62 |
99,89 |
3,83 |
3,77 |
99,76 |
3,80 |
PS0718 |
PL0000107595 |
93,99 |
94,24 |
3,88 |
3,82 |
94,12 |
3,85 |
DS1019 |
PL0000105441 |
107,19 |
107,50 |
4,14 |
4,09 |
107,35 |
4,11 |
DS1020 |
PL0000106126 |
105,39 |
105,80 |
4,35 |
4,28 |
105,60 |
4,31 |
WZ0121 |
PL0000106068 |
97,74 |
98,03 |
--- |
--- |
97,89 |
--- |
DS1021 |
PL0000106670 |
108,57 |
109,01 |
4,46 |
4,40 |
108,79 |
4,43 |
WS0922 |
PL0000102646 |
108,71 |
109,10 |
4,55 |
4,50 |
108,91 |
4,52 |
IZ0823 |
PL0000105359 |
102,33 |
103,70 |
--- |
--- |
103,02 |
--- |
DS1023 |
PL0000107264 |
95,58 |
95,95 |
4,55 |
4,50 |
95,77 |
4,53 |
WZ0124 |
PL0000107454 |
96,77 |
97,20 |
--- |
--- |
96,99 |
--- |
WS0429 |
PL0000105391 |
109,04 |
110,43 |
4,90 |
4,78 |
109,74 |
4,84 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1013 |
PL0000102836 |
0/1 |
1 |
2,150 |
2,150 |
2,150 |
135 |
DS1019 |
PL0000105441 |
0/1 |
1 |
2,150 |
2,150 |
2,150 |
10 |
PS0418 |
PL0000107314 |
0/1 |
1 |
2,150 |
2,150 |
2,150 |
70 |
OK0116 |
PL0000107587 |
0/1 |
1 |
2,150 |
2,150 |
2,150 |
15 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,050 |
2,050 |
2,050 |
10 |
DS1013 |
PL0000102836 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
90 |
DS1015 |
PL0000103602 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
30 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
60 |
OK0714 |
PL0000107009 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
35 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,000 |
2,150 |
2,074 |
475 |
OK0116 |
PL0000107587 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
70 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
135 |
DS1019 |
PL0000105441 |
0/2 |
2 |
2,200 |
2,200 |
2,200 |
60 |
OK0714 |
PL0000107009 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
20 |
PS0418 |
PL0000107314 |
2/9 |
7 |
2,150 |
2,150 |
2,150 |
200 |
TOTAL |
1 415 |