2013-09-27 |
MARKET DATA |
No 187 (2221) |
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 |
815,00 |
810,60 |
76 |
1 740,00 |
1 779,64 |
23 |
2 555,00 |
2 590,23 |
99 |
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 |
100,15 |
100,16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
99,19 |
99,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,70 |
101,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,87 |
97,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,75 |
103,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
94,70 |
94,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,08 |
106,10 |
106,10 |
106,10 |
106,10 |
106,10 |
106,10 |
25 000 |
27,99 |
2 |
OK0116 |
PL0000107587 |
92,95 |
92,99 |
92,99 |
92,99 |
92,99 |
92,99 |
92,99 |
25 000 |
23,25 |
1 |
PS0416 |
PL0000106340 |
104,07 |
104,13 |
104,15 |
104,15 |
104,15 |
104,15 |
104,15 |
10 000 |
10,63 |
2 |
PS1016 |
PL0000106795 |
103,97 |
103,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,05 |
104,13 |
104,17 |
104,17 |
104,05 |
104,05 |
104,11 |
20 000 |
21,24 |
2 |
DS1017 |
PL0000104543 |
106,03 |
106,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
100,35 |
100,05 |
100,35 |
100,36 |
100,05 |
100,20 |
100,22 |
105 000 |
106,95 |
9 |
PS0718 |
PL0000107595 |
94,45 |
94,33 |
94,40 |
94,49 |
94,30 |
94,40 |
94,35 |
470 000 |
445,63 |
45 |
DS1019 |
PL0000105441 |
107,85 |
107,66 |
107,70 |
107,85 |
107,70 |
107,85 |
107,77 |
30 000 |
33,87 |
3 |
DS1020 |
PL0000106126 |
106,43 |
106,30 |
106,30 |
106,30 |
106,30 |
106,30 |
106,30 |
10 000 |
11,12 |
1 |
DS1021 |
PL0000106670 |
109,80 |
109,75 |
109,80 |
109,80 |
109,79 |
109,79 |
109,80 |
20 000 |
23,03 |
2 |
WS0922 |
PL0000102646 |
110,00 |
110,09 |
109,92 |
109,92 |
109,92 |
109,92 |
109,92 |
10 000 |
11,00 |
1 |
DS1023 |
PL0000107264 |
96,80 |
96,80 |
96,93 |
96,93 |
96,70 |
96,72 |
96,76 |
65 000 |
65,33 |
7 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
110,67 |
112,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
102,00 |
110,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,65 |
104,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,70 |
104,95 |
104,95 |
104,95 |
104,95 |
104,95 |
104,95 |
25 000 |
30,56 |
1 |
WZ0115 |
PL0000106480 |
99,92 |
99,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,57 |
99,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,14 |
99,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,00 |
99,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,87 |
98,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,60 |
96,77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
815 000 |
810,60 |
76 |
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 |
101,70 |
102,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
106,00 |
106,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,00 |
108,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,00 |
118,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
99,00 |
99,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
111,00 |
111,60 |
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 |
99,14 |
99,28 |
2,73 |
2,28 |
99,21 |
2,51 |
PS0414 |
PL0000105433 |
101,67 |
101,80 |
2,68 |
2,45 |
101,74 |
2,56 |
OK0714 |
PL0000107009 |
97,82 |
98,03 |
2,74 |
2,47 |
97,93 |
2,60 |
WZ0115 |
PL0000106480 |
99,83 |
100,01 |
--- |
--- |
99,92 |
--- |
PS0415 |
PL0000105953 |
103,71 |
103,88 |
3,02 |
2,91 |
103,80 |
2,97 |
OK0715 |
PL0000107405 |
94,66 |
94,86 |
3,07 |
2,95 |
94,76 |
3,01 |
DS1015 |
PL0000103602 |
105,98 |
106,16 |
3,21 |
3,12 |
106,07 |
3,16 |
OK0116 |
PL0000107587 |
92,87 |
93,02 |
3,24 |
3,17 |
92,95 |
3,20 |
PS0416 |
PL0000106340 |
104,01 |
104,21 |
3,33 |
3,25 |
104,11 |
3,29 |
IZ0816 |
PL0000103529 |
104,19 |
104,94 |
--- |
--- |
104,57 |
--- |
PS1016 |
PL0000106795 |
103,86 |
104,04 |
3,40 |
3,34 |
103,95 |
3,37 |
WZ0117 |
PL0000106936 |
99,52 |
99,76 |
--- |
--- |
99,64 |
--- |
PS0417 |
PL0000107058 |
103,97 |
104,25 |
3,54 |
3,45 |
104,11 |
3,49 |
DS1017 |
PL0000104543 |
106,01 |
106,31 |
3,63 |
3,55 |
106,16 |
3,59 |
WZ0118 |
PL0000104717 |
99,06 |
99,35 |
--- |
--- |
99,21 |
--- |
PS0418 |
PL0000107314 |
100,23 |
100,45 |
3,69 |
3,63 |
100,34 |
3,66 |
PS0718 |
PL0000107595 |
94,43 |
94,72 |
3,78 |
3,71 |
94,58 |
3,75 |
DS1019 |
PL0000105441 |
107,75 |
108,17 |
4,03 |
3,96 |
107,96 |
3,99 |
DS1020 |
PL0000106126 |
106,38 |
106,76 |
4,18 |
4,12 |
106,57 |
4,15 |
WZ0121 |
PL0000106068 |
97,78 |
98,16 |
--- |
--- |
97,97 |
--- |
DS1021 |
PL0000106670 |
109,66 |
110,10 |
4,30 |
4,24 |
109,88 |
4,27 |
WS0922 |
PL0000102646 |
109,93 |
110,35 |
4,38 |
4,33 |
110,14 |
4,36 |
IZ0823 |
PL0000105359 |
104,10 |
105,35 |
--- |
--- |
104,73 |
--- |
DS1023 |
PL0000107264 |
96,72 |
97,10 |
4,41 |
4,36 |
96,91 |
4,38 |
WZ0124 |
PL0000107454 |
96,41 |
96,95 |
--- |
--- |
96,68 |
--- |
WS0429 |
PL0000105391 |
106,80 |
117,21 |
5,10 |
4,21 |
112,01 |
4,64 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0114 |
PL0000106712 |
99,16 |
99,27 |
2,67 |
2,31 |
99,22 |
2,47 |
PS0414 |
PL0000105433 |
101,68 |
101,80 |
2,66 |
2,45 |
101,74 |
2,56 |
OK0714 |
PL0000107009 |
97,82 |
98,01 |
2,74 |
2,50 |
97,92 |
2,61 |
WZ0115 |
PL0000106480 |
99,87 |
99,98 |
--- |
--- |
99,93 |
--- |
PS0415 |
PL0000105953 |
103,72 |
103,88 |
3,02 |
2,91 |
103,80 |
2,97 |
OK0715 |
PL0000107405 |
94,64 |
94,82 |
3,08 |
2,98 |
94,73 |
3,03 |
DS1015 |
PL0000103602 |
106,01 |
106,16 |
3,19 |
3,12 |
106,09 |
3,15 |
OK0116 |
PL0000107587 |
92,92 |
93,02 |
3,22 |
3,17 |
92,97 |
3,19 |
PS0416 |
PL0000106340 |
104,01 |
104,18 |
3,33 |
3,26 |
104,10 |
3,29 |
IZ0816 |
PL0000103529 |
104,45 |
105,36 |
--- |
--- |
104,91 |
--- |
PS1016 |
PL0000106795 |
103,89 |
104,07 |
3,39 |
3,33 |
103,98 |
3,36 |
WZ0117 |
PL0000106936 |
99,52 |
99,77 |
--- |
--- |
99,65 |
--- |
PS0417 |
PL0000107058 |
104,00 |
104,17 |
3,53 |
3,48 |
104,09 |
3,50 |
DS1017 |
PL0000104543 |
105,89 |
106,17 |
3,66 |
3,59 |
106,03 |
3,62 |
WZ0118 |
PL0000104717 |
99,06 |
99,34 |
--- |
--- |
99,20 |
--- |
PS0418 |
PL0000107314 |
100,05 |
100,27 |
3,73 |
3,68 |
100,16 |
3,70 |
PS0718 |
PL0000107595 |
94,30 |
94,50 |
3,81 |
3,77 |
94,40 |
3,79 |
DS1019 |
PL0000105441 |
107,68 |
108,10 |
4,04 |
3,97 |
107,89 |
4,01 |
DS1020 |
PL0000106126 |
106,26 |
106,69 |
4,20 |
4,13 |
106,48 |
4,17 |
WZ0121 |
PL0000106068 |
97,77 |
98,14 |
--- |
--- |
97,96 |
--- |
DS1021 |
PL0000106670 |
109,73 |
110,05 |
4,29 |
4,25 |
109,89 |
4,27 |
WS0922 |
PL0000102646 |
109,80 |
110,24 |
4,40 |
4,35 |
110,02 |
4,37 |
IZ0823 |
PL0000105359 |
104,32 |
105,65 |
--- |
--- |
104,99 |
--- |
DS1023 |
PL0000107264 |
96,59 |
97,03 |
4,42 |
4,37 |
96,81 |
4,40 |
WZ0124 |
PL0000107454 |
96,50 |
96,88 |
--- |
--- |
96,69 |
--- |
WS0429 |
PL0000105391 |
109,81 |
112,44 |
4,83 |
4,61 |
111,13 |
4,72 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
3/4 |
1 |
2,120 |
2,120 |
2,120 |
80 |
DS1021 |
PL0000106670 |
3/4 |
1 |
2,150 |
2,150 |
2,150 |
80 |
OK0114 |
PL0000106712 |
3/4 |
1 |
2,150 |
2,150 |
2,150 |
115 |
PS0418 |
PL0000107314 |
3/4 |
1 |
2,160 |
2,160 |
2,160 |
90 |
OK0715 |
PL0000107405 |
3/4 |
1 |
2,150 |
2,150 |
2,150 |
20 |
OK0116 |
PL0000107587 |
3/4 |
1 |
2,170 |
2,170 |
2,170 |
80 |
PS0718 |
PL0000107595 |
3/4 |
1 |
2,100 |
2,100 |
2,100 |
70 |
DS1013 |
PL0000102836 |
0/3 |
3 |
2,180 |
2,180 |
2,180 |
20 |
DS1017 |
PL0000104543 |
0/3 |
3 |
2,150 |
2,150 |
2,150 |
20 |
PS1016 |
PL0000106795 |
0/3 |
3 |
2,100 |
2,100 |
2,100 |
50 |
OK0715 |
PL0000107405 |
0/3 |
3 |
2,100 |
2,100 |
2,100 |
55 |
OK0116 |
PL0000107587 |
0/3 |
3 |
2,170 |
2,170 |
2,170 |
55 |
DS1019 |
PL0000105441 |
3/10 |
7 |
2,150 |
2,150 |
2,150 |
100 |
PS0418 |
PL0000107314 |
3/10 |
7 |
2,150 |
2,150 |
2,150 |
255 |
OK0715 |
PL0000107405 |
3/10 |
7 |
2,100 |
2,100 |
2,100 |
25 |
OK0116 |
PL0000107587 |
3/10 |
7 |
2,150 |
2,150 |
2,150 |
200 |
PS0718 |
PL0000107595 |
3/10 |
7 |
2,100 |
2,100 |
2,100 |
25 |
TOTAL |
1 340 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/3 |
3 |
2,450 |
2,450 |
2,450 |
400 |
TOTAL |
400 |