2013-10-02 |
MARKET DATA |
No 190 (2224) |
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 |
1 637,50 |
1 682,71 |
73 |
2 640,00 |
2 752,47 |
27 |
4 277,50 |
4 435,18 |
100 |
T-bonds EUR |
0,50 |
0,54 |
1 |
0,00 |
0,00 |
0 |
0,50 |
0,54 |
1 |
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 |
100,13 |
100,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
99,22 |
99,24 |
99,22 |
99,22 |
99,22 |
99,22 |
99,22 |
25 000 |
24,81 |
1 |
PS0414 |
PL0000105433 |
101,70 |
101,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,90 |
97,90 |
97,90 |
97,90 |
97,90 |
97,90 |
97,90 |
107 500 |
105,24 |
3 |
PS0415 |
PL0000105953 |
103,84 |
103,83 |
103,83 |
103,88 |
103,83 |
103,88 |
103,85 |
640 000 |
680,27 |
18 |
OK0715 |
PL0000107405 |
94,78 |
94,80 |
94,82 |
94,82 |
94,82 |
94,82 |
94,82 |
100 000 |
94,82 |
2 |
DS1015 |
PL0000103602 |
106,20 |
106,20 |
106,21 |
106,24 |
106,21 |
106,24 |
106,23 |
185 000 |
207,45 |
8 |
OK0116 |
PL0000107587 |
93,02 |
93,02 |
93,02 |
93,02 |
93,02 |
93,02 |
93,02 |
20 000 |
18,60 |
1 |
PS0416 |
PL0000106340 |
104,18 |
104,24 |
104,27 |
104,27 |
104,27 |
104,27 |
104,27 |
15 000 |
15,97 |
1 |
PS1016 |
PL0000106795 |
104,10 |
104,10 |
104,12 |
104,14 |
104,12 |
104,14 |
104,13 |
35 000 |
38,01 |
3 |
PS0417 |
PL0000107058 |
104,18 |
104,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,14 |
106,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
100,20 |
100,15 |
100,20 |
100,22 |
100,20 |
100,22 |
100,21 |
75 000 |
76,40 |
5 |
PS0718 |
PL0000107595 |
94,42 |
94,30 |
94,35 |
94,50 |
94,28 |
94,50 |
94,36 |
345 000 |
327,23 |
22 |
DS1019 |
PL0000105441 |
107,87 |
108,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,69 |
106,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,85 |
109,78 |
109,62 |
109,62 |
109,62 |
109,62 |
109,62 |
10 000 |
11,50 |
1 |
WS0922 |
PL0000102646 |
110,14 |
110,06 |
110,09 |
110,09 |
110,00 |
110,00 |
110,05 |
20 000 |
22,04 |
2 |
DS1023 |
PL0000107264 |
96,77 |
96,75 |
96,75 |
96,86 |
96,75 |
96,86 |
96,81 |
60 000 |
60,35 |
6 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
111,50 |
112,08 |
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 |
104,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,49 |
104,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,92 |
99,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,61 |
99,69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,20 |
99,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
98,95 |
99,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,85 |
98,03 |
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 |
1 637 500 |
1 682,71 |
73 |
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 |
106,15 |
106,40 |
106,40 |
106,40 |
106,40 |
106,40 |
106,40 |
500 |
0,54 |
1 |
EUR0317 |
XS0498285351 |
108,10 |
108,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,05 |
118,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
99,33 |
99,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
111,10 |
111,75 |
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 |
500 |
0,54 |
1 |
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 |
99,19 |
99,29 |
2,64 |
2,31 |
99,24 |
2,47 |
PS0414 |
PL0000105433 |
101,66 |
101,78 |
2,65 |
2,44 |
101,72 |
2,55 |
OK0714 |
PL0000107009 |
97,84 |
97,99 |
2,74 |
2,55 |
97,92 |
2,64 |
WZ0115 |
PL0000106480 |
99,89 |
100,00 |
--- |
--- |
99,95 |
--- |
PS0415 |
PL0000105953 |
103,74 |
103,88 |
2,99 |
2,90 |
103,81 |
2,95 |
OK0715 |
PL0000107405 |
94,73 |
94,85 |
3,04 |
2,97 |
94,79 |
3,01 |
DS1015 |
PL0000103602 |
106,08 |
106,23 |
3,15 |
3,07 |
106,16 |
3,11 |
OK0116 |
PL0000107587 |
92,96 |
93,11 |
3,21 |
3,14 |
93,04 |
3,17 |
PS0416 |
PL0000106340 |
104,06 |
104,28 |
3,31 |
3,22 |
104,17 |
3,26 |
IZ0816 |
PL0000103529 |
104,26 |
105,19 |
--- |
--- |
104,73 |
--- |
PS1016 |
PL0000106795 |
103,97 |
104,18 |
3,36 |
3,29 |
104,08 |
3,32 |
WZ0117 |
PL0000106936 |
99,55 |
99,74 |
--- |
--- |
99,65 |
--- |
PS0417 |
PL0000107058 |
104,07 |
104,29 |
3,50 |
3,44 |
104,18 |
3,47 |
DS1017 |
PL0000104543 |
105,97 |
106,24 |
3,64 |
3,57 |
106,11 |
3,60 |
WZ0118 |
PL0000104717 |
99,07 |
99,32 |
--- |
--- |
99,20 |
--- |
PS0418 |
PL0000107314 |
99,97 |
100,25 |
3,75 |
3,68 |
100,11 |
3,72 |
PS0718 |
PL0000107595 |
94,20 |
94,42 |
3,84 |
3,79 |
94,31 |
3,81 |
DS1019 |
PL0000105441 |
107,76 |
108,15 |
4,03 |
3,96 |
107,96 |
3,99 |
DS1020 |
PL0000106126 |
106,46 |
106,83 |
4,17 |
4,11 |
106,65 |
4,14 |
WZ0121 |
PL0000106068 |
97,75 |
98,10 |
--- |
--- |
97,93 |
--- |
DS1021 |
PL0000106670 |
109,58 |
109,92 |
4,31 |
4,27 |
109,75 |
4,29 |
WS0922 |
PL0000102646 |
110,04 |
110,43 |
4,37 |
4,32 |
110,24 |
4,34 |
IZ0823 |
PL0000105359 |
104,06 |
105,26 |
--- |
--- |
104,66 |
--- |
DS1023 |
PL0000107264 |
96,63 |
96,97 |
4,42 |
4,38 |
96,80 |
4,40 |
WZ0124 |
PL0000107454 |
96,42 |
96,87 |
--- |
--- |
96,65 |
--- |
WS0429 |
PL0000105391 |
110,29 |
112,51 |
4,79 |
4,60 |
111,40 |
4,69 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0114 |
PL0000106712 |
99,19 |
99,26 |
2,64 |
2,41 |
99,23 |
2,51 |
PS0414 |
PL0000105433 |
101,68 |
101,77 |
2,62 |
2,46 |
101,73 |
2,53 |
OK0714 |
PL0000107009 |
97,81 |
97,94 |
2,78 |
2,61 |
97,88 |
2,69 |
WZ0115 |
PL0000106480 |
99,89 |
100,00 |
--- |
--- |
99,95 |
--- |
PS0415 |
PL0000105953 |
103,79 |
103,88 |
2,96 |
2,90 |
103,84 |
2,93 |
OK0715 |
PL0000107405 |
94,75 |
94,84 |
3,03 |
2,98 |
94,80 |
3,00 |
DS1015 |
PL0000103602 |
106,10 |
106,22 |
3,14 |
3,08 |
106,16 |
3,11 |
OK0116 |
PL0000107587 |
92,96 |
93,12 |
3,21 |
3,13 |
93,04 |
3,17 |
PS0416 |
PL0000106340 |
104,11 |
104,30 |
3,29 |
3,21 |
104,21 |
3,25 |
IZ0816 |
PL0000103529 |
104,28 |
105,10 |
--- |
--- |
104,69 |
--- |
PS1016 |
PL0000106795 |
103,99 |
104,16 |
3,35 |
3,29 |
104,08 |
3,32 |
WZ0117 |
PL0000106936 |
99,55 |
99,75 |
--- |
--- |
99,65 |
--- |
PS0417 |
PL0000107058 |
104,06 |
104,31 |
3,51 |
3,43 |
104,19 |
3,47 |
DS1017 |
PL0000104543 |
106,01 |
106,30 |
3,63 |
3,55 |
106,16 |
3,59 |
WZ0118 |
PL0000104717 |
99,13 |
99,33 |
--- |
--- |
99,23 |
--- |
PS0418 |
PL0000107314 |
100,02 |
100,26 |
3,74 |
3,68 |
100,14 |
3,71 |
PS0718 |
PL0000107595 |
94,31 |
94,50 |
3,81 |
3,77 |
94,41 |
3,79 |
DS1019 |
PL0000105441 |
107,78 |
108,16 |
4,02 |
3,96 |
107,97 |
3,99 |
DS1020 |
PL0000106126 |
106,54 |
106,99 |
4,16 |
4,09 |
106,77 |
4,12 |
WZ0121 |
PL0000106068 |
97,79 |
98,12 |
--- |
--- |
97,96 |
--- |
DS1021 |
PL0000106670 |
109,72 |
110,05 |
4,29 |
4,25 |
109,89 |
4,27 |
WS0922 |
PL0000102646 |
110,00 |
110,43 |
4,37 |
4,32 |
110,22 |
4,35 |
IZ0823 |
PL0000105359 |
104,09 |
105,28 |
--- |
--- |
104,69 |
--- |
DS1023 |
PL0000107264 |
96,66 |
97,03 |
4,42 |
4,37 |
96,85 |
4,39 |
WZ0124 |
PL0000107454 |
96,51 |
96,88 |
--- |
--- |
96,70 |
--- |
WS0429 |
PL0000105391 |
110,57 |
113,35 |
4,77 |
4,53 |
111,96 |
4,65 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
2,050 |
2,050 |
2,050 |
80 |
PS1016 |
PL0000106795 |
0/1 |
1 |
2,000 |
2,100 |
2,042 |
240 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,000 |
2,050 |
2,042 |
190 |
DS1015 |
PL0000103602 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
275 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,150 |
2,200 |
2,185 |
170 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
60 |
OK0714 |
PL0000107009 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
75 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,050 |
2,050 |
2,050 |
180 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,000 |
2,000 |
2,000 |
55 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
165 |
OK0116 |
PL0000107587 |
1/2 |
1 |
2,170 |
2,170 |
2,170 |
435 |
DS1023 |
PL0000107264 |
0/2 |
2 |
2,050 |
2,050 |
2,050 |
100 |
OK0714 |
PL0000107009 |
0/5 |
5 |
2,150 |
2,150 |
2,150 |
15 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
410 |
DS1021 |
PL0000106670 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
60 |
OK0714 |
PL0000107009 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
30 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,050 |
2,050 |
2,050 |
100 |
TOTAL |
2 640 |