2013-09-16 |
MARKET DATA |
No 178 (2212) |
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 |
847,50 |
878,34 |
82 |
2 475,00 |
2 564,56 |
19 |
3 322,50 |
3 442,90 |
101 |
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 |
100,23 |
100,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
99,11 |
99,16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,82 |
101,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,77 |
97,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,80 |
103,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
94,57 |
94,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,17 |
106,28 |
106,15 |
106,15 |
106,15 |
106,15 |
106,15 |
5 000 |
5,59 |
1 |
OK0116 |
PL0000107587 |
92,68 |
92,73 |
92,75 |
92,76 |
92,75 |
92,76 |
92,75 |
45 000 |
41,74 |
3 |
PS0416 |
PL0000106340 |
104,12 |
104,10 |
104,10 |
104,15 |
104,10 |
104,15 |
104,13 |
30 000 |
31,84 |
3 |
PS1016 |
PL0000106795 |
103,84 |
103,91 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,10 |
104,13 |
103,98 |
103,98 |
103,98 |
103,98 |
103,98 |
2 500 |
2,65 |
1 |
DS1017 |
PL0000104543 |
106,13 |
106,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
100,34 |
100,16 |
100,16 |
100,29 |
100,16 |
100,20 |
100,24 |
110 000 |
111,92 |
10 |
PS0718 |
PL0000107595 |
94,65 |
94,50 |
94,71 |
94,75 |
94,55 |
94,55 |
94,67 |
175 000 |
166,34 |
18 |
DS1019 |
PL0000105441 |
108,31 |
108,19 |
108,20 |
108,20 |
108,09 |
108,09 |
108,16 |
110 000 |
124,41 |
11 |
DS1020 |
PL0000106126 |
107,05 |
106,82 |
106,97 |
107,20 |
106,86 |
106,86 |
107,00 |
40 000 |
44,69 |
4 |
DS1021 |
PL0000106670 |
110,04 |
109,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,28 |
110,03 |
110,27 |
110,32 |
110,27 |
110,32 |
110,30 |
90 000 |
104,37 |
9 |
DS1023 |
PL0000107264 |
97,30 |
96,84 |
96,85 |
97,35 |
96,85 |
97,35 |
97,15 |
160 000 |
161,19 |
16 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
111,30 |
111,50 |
111,50 |
111,50 |
111,50 |
111,50 |
111,50 |
10 000 |
11,38 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,30 |
103,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
103,10 |
102,95 |
103,10 |
103,10 |
103,09 |
103,09 |
103,09 |
15 000 |
17,97 |
2 |
WZ0115 |
PL0000106480 |
99,92 |
99,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,60 |
99,66 |
99,60 |
99,60 |
99,60 |
99,60 |
99,60 |
5 000 |
5,00 |
1 |
WZ0118 |
PL0000104717 |
99,14 |
99,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
98,95 |
99,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,95 |
98,08 |
98,10 |
98,13 |
98,10 |
98,13 |
98,12 |
50 000 |
49,26 |
2 |
WZ0124 |
PL0000107454 |
96,88 |
96,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
847 500 |
878,34 |
82 |
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 |
99,21 |
2,74 |
2,25 |
99,13 |
2,48 |
PS0414 |
PL0000105433 |
101,76 |
101,94 |
2,71 |
2,41 |
101,85 |
2,56 |
OK0714 |
PL0000107009 |
97,73 |
97,92 |
2,73 |
2,50 |
97,83 |
2,61 |
WZ0115 |
PL0000106480 |
99,87 |
100,03 |
--- |
--- |
99,95 |
--- |
PS0415 |
PL0000105953 |
103,78 |
103,92 |
3,03 |
2,94 |
103,85 |
2,99 |
OK0715 |
PL0000107405 |
94,54 |
94,74 |
3,08 |
2,96 |
94,64 |
3,02 |
DS1015 |
PL0000103602 |
106,14 |
106,34 |
3,17 |
3,08 |
106,24 |
3,13 |
OK0116 |
PL0000107587 |
92,62 |
92,79 |
3,31 |
3,23 |
92,71 |
3,27 |
PS0416 |
PL0000106340 |
104,05 |
104,28 |
3,34 |
3,25 |
104,17 |
3,29 |
IZ0816 |
PL0000103529 |
102,94 |
103,75 |
--- |
--- |
103,35 |
--- |
PS1016 |
PL0000106795 |
103,67 |
103,96 |
3,48 |
3,38 |
103,82 |
3,43 |
WZ0117 |
PL0000106936 |
99,53 |
99,78 |
--- |
--- |
99,66 |
--- |
PS0417 |
PL0000107058 |
103,92 |
104,21 |
3,56 |
3,48 |
104,07 |
3,52 |
DS1017 |
PL0000104543 |
106,01 |
106,30 |
3,64 |
3,57 |
106,16 |
3,60 |
WZ0118 |
PL0000104717 |
99,06 |
99,33 |
--- |
--- |
99,20 |
--- |
PS0418 |
PL0000107314 |
100,17 |
100,45 |
3,70 |
3,64 |
100,31 |
3,67 |
PS0718 |
PL0000107595 |
94,43 |
94,72 |
3,77 |
3,71 |
94,58 |
3,74 |
DS1019 |
PL0000105441 |
108,07 |
108,49 |
3,98 |
3,91 |
108,28 |
3,94 |
DS1020 |
PL0000106126 |
106,66 |
107,09 |
4,14 |
4,08 |
106,88 |
4,11 |
WZ0121 |
PL0000106068 |
97,82 |
98,22 |
--- |
--- |
98,02 |
--- |
DS1021 |
PL0000106670 |
109,68 |
110,09 |
4,30 |
4,25 |
109,89 |
4,28 |
WS0922 |
PL0000102646 |
109,89 |
110,31 |
4,39 |
4,34 |
110,10 |
4,37 |
IZ0823 |
PL0000105359 |
102,59 |
103,99 |
--- |
--- |
103,29 |
--- |
DS1023 |
PL0000107264 |
96,79 |
97,17 |
4,40 |
4,35 |
96,98 |
4,37 |
WZ0124 |
PL0000107454 |
96,55 |
97,07 |
--- |
--- |
96,81 |
--- |
WS0429 |
PL0000105391 |
109,45 |
111,97 |
4,86 |
4,65 |
110,71 |
4,76 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0114 |
PL0000106712 |
99,09 |
99,18 |
2,60 |
2,34 |
99,14 |
2,45 |
PS0414 |
PL0000105433 |
101,80 |
101,90 |
2,64 |
2,48 |
101,85 |
2,56 |
OK0714 |
PL0000107009 |
97,73 |
97,92 |
2,73 |
2,50 |
97,83 |
2,61 |
WZ0115 |
PL0000106480 |
99,88 |
100,01 |
--- |
--- |
99,95 |
--- |
PS0415 |
PL0000105953 |
103,77 |
103,87 |
3,04 |
2,97 |
103,82 |
3,01 |
OK0715 |
PL0000107405 |
94,55 |
94,69 |
3,08 |
2,99 |
94,62 |
3,04 |
DS1015 |
PL0000103602 |
106,13 |
106,31 |
3,18 |
3,09 |
106,22 |
3,14 |
OK0116 |
PL0000107587 |
92,65 |
92,82 |
3,30 |
3,22 |
92,74 |
3,25 |
PS0416 |
PL0000106340 |
104,05 |
104,33 |
3,34 |
3,23 |
104,19 |
3,28 |
IZ0816 |
PL0000103529 |
103,03 |
103,79 |
--- |
--- |
103,41 |
--- |
PS1016 |
PL0000106795 |
103,81 |
104,04 |
3,43 |
3,35 |
103,93 |
3,39 |
WZ0117 |
PL0000106936 |
99,50 |
99,74 |
--- |
--- |
99,62 |
--- |
PS0417 |
PL0000107058 |
104,05 |
104,31 |
3,52 |
3,45 |
104,18 |
3,49 |
DS1017 |
PL0000104543 |
106,04 |
106,31 |
3,63 |
3,56 |
106,18 |
3,60 |
WZ0118 |
PL0000104717 |
99,08 |
99,33 |
--- |
--- |
99,21 |
--- |
PS0418 |
PL0000107314 |
100,20 |
100,44 |
3,70 |
3,64 |
100,32 |
3,67 |
PS0718 |
PL0000107595 |
94,52 |
94,79 |
3,75 |
3,69 |
94,66 |
3,72 |
DS1019 |
PL0000105441 |
108,16 |
108,44 |
3,96 |
3,91 |
108,30 |
3,94 |
DS1020 |
PL0000106126 |
106,95 |
107,33 |
4,10 |
4,04 |
107,14 |
4,07 |
WZ0121 |
PL0000106068 |
97,88 |
98,20 |
--- |
--- |
98,04 |
--- |
DS1021 |
PL0000106670 |
109,94 |
110,35 |
4,27 |
4,21 |
110,15 |
4,24 |
WS0922 |
PL0000102646 |
110,20 |
110,58 |
4,35 |
4,31 |
110,39 |
4,33 |
IZ0823 |
PL0000105359 |
102,75 |
103,84 |
--- |
--- |
103,30 |
--- |
DS1023 |
PL0000107264 |
97,03 |
97,37 |
4,37 |
4,32 |
97,20 |
4,34 |
WZ0124 |
PL0000107454 |
96,55 |
97,08 |
--- |
--- |
96,82 |
--- |
WS0429 |
PL0000105391 |
110,74 |
112,82 |
4,75 |
4,58 |
111,78 |
4,66 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
2,200 |
2,200 |
2,200 |
10 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,000 |
2,050 |
2,025 |
40 |
OK0715 |
PL0000107405 |
0/1 |
1 |
2,200 |
2,200 |
2,200 |
70 |
OK0116 |
PL0000107587 |
0/1 |
1 |
2,050 |
2,100 |
2,088 |
80 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
5 |
DS1013 |
PL0000102836 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
230 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,050 |
2,050 |
2,050 |
20 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
70 |
OK0714 |
PL0000107009 |
1/3 |
2 |
2,100 |
2,100 |
2,100 |
5 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,100 |
2,100 |
2,100 |
10 |
PS0415 |
PL0000105953 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
35 |
TOTAL |
575 |
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 |
2,500 |
2,489 |
1 900 |
TOTAL |
1 900 |