2013-10-03 |
MARKET DATA |
No 191 (2225) |
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 |
955,00 |
971,43 |
62 |
2 095,00 |
2 161,06 |
17 |
3 050,00 |
3 132,49 |
79 |
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 |
100,12 |
100,12 |
100,12 |
100,12 |
100,11 |
100,12 |
100,12 |
52 500 |
55,07 |
3 |
OK0114 |
PL0000106712 |
99,23 |
99,24 |
99,24 |
99,24 |
99,24 |
99,24 |
99,24 |
15 000 |
14,89 |
1 |
PS0414 |
PL0000105433 |
101,67 |
101,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,92 |
97,93 |
97,92 |
97,94 |
97,92 |
97,92 |
97,92 |
85 000 |
83,23 |
3 |
PS0415 |
PL0000105953 |
103,84 |
103,86 |
103,86 |
103,87 |
103,86 |
103,87 |
103,87 |
85 000 |
90,40 |
4 |
OK0715 |
PL0000107405 |
94,82 |
94,84 |
94,82 |
94,82 |
94,82 |
94,82 |
94,82 |
60 000 |
56,89 |
2 |
DS1015 |
PL0000103602 |
106,22 |
106,19 |
106,22 |
106,22 |
106,20 |
106,20 |
106,21 |
72 500 |
81,32 |
4 |
OK0116 |
PL0000107587 |
93,03 |
93,05 |
93,02 |
93,03 |
93,02 |
93,03 |
93,03 |
60 000 |
55,82 |
2 |
PS0416 |
PL0000106340 |
104,18 |
104,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,10 |
104,06 |
104,06 |
104,06 |
104,06 |
104,06 |
104,06 |
10 000 |
10,86 |
1 |
PS0417 |
PL0000107058 |
104,19 |
104,10 |
104,00 |
104,10 |
103,99 |
104,10 |
104,01 |
75 000 |
79,62 |
4 |
DS1017 |
PL0000104543 |
106,14 |
106,09 |
105,99 |
105,99 |
105,99 |
105,99 |
105,99 |
30 000 |
33,29 |
3 |
PS0418 |
PL0000107314 |
100,20 |
100,05 |
100,33 |
100,33 |
100,18 |
100,18 |
100,27 |
40 000 |
40,79 |
2 |
PS0718 |
PL0000107595 |
94,40 |
94,25 |
94,25 |
94,38 |
94,24 |
94,35 |
94,32 |
165 000 |
156,46 |
14 |
DS1019 |
PL0000105441 |
107,95 |
107,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,67 |
106,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,85 |
109,70 |
109,82 |
109,82 |
109,82 |
109,82 |
109,82 |
10 000 |
11,53 |
1 |
WS0922 |
PL0000102646 |
110,18 |
109,95 |
110,18 |
110,18 |
110,10 |
110,10 |
110,15 |
30 000 |
33,11 |
3 |
DS1023 |
PL0000107264 |
96,80 |
96,65 |
96,98 |
96,98 |
96,57 |
96,85 |
96,80 |
155 000 |
155,94 |
14 |
WS0428 |
PL0000107611 |
79,40 |
80,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
110,98 |
112,18 |
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 |
104,55 |
104,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,50 |
104,95 |
104,95 |
104,95 |
104,95 |
104,95 |
104,95 |
10 000 |
12,22 |
1 |
WZ0115 |
PL0000106480 |
99,92 |
99,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,62 |
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 |
99,00 |
99,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,91 |
98,03 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,63 |
96,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
955 000 |
971,43 |
62 |
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 |
106,10 |
106,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,20 |
108,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,15 |
118,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
99,35 |
99,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
111,30 |
111,80 |
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 |
99,18 |
99,27 |
2,74 |
2,44 |
99,23 |
2,57 |
PS0414 |
PL0000105433 |
101,60 |
101,77 |
2,72 |
2,41 |
101,69 |
2,56 |
OK0714 |
PL0000107009 |
97,82 |
97,97 |
2,80 |
2,60 |
97,90 |
2,69 |
WZ0115 |
PL0000106480 |
99,87 |
99,99 |
--- |
--- |
99,93 |
--- |
PS0415 |
PL0000105953 |
103,78 |
103,92 |
2,95 |
2,86 |
103,85 |
2,91 |
OK0715 |
PL0000107405 |
94,72 |
94,89 |
3,06 |
2,96 |
94,81 |
3,01 |
DS1015 |
PL0000103602 |
106,19 |
106,33 |
3,08 |
3,01 |
106,26 |
3,05 |
OK0116 |
PL0000107587 |
93,00 |
93,17 |
3,20 |
3,12 |
93,09 |
3,16 |
PS0416 |
PL0000106340 |
104,14 |
104,34 |
3,27 |
3,19 |
104,24 |
3,23 |
IZ0816 |
PL0000103529 |
104,33 |
105,13 |
--- |
--- |
104,73 |
--- |
PS1016 |
PL0000106795 |
104,03 |
104,22 |
3,33 |
3,27 |
104,13 |
3,30 |
WZ0117 |
PL0000106936 |
99,54 |
99,76 |
--- |
--- |
99,65 |
--- |
PS0417 |
PL0000107058 |
104,15 |
104,42 |
3,48 |
3,40 |
104,29 |
3,44 |
DS1017 |
PL0000104543 |
106,09 |
106,38 |
3,60 |
3,53 |
106,24 |
3,56 |
WZ0118 |
PL0000104717 |
99,12 |
99,38 |
--- |
--- |
99,25 |
--- |
PS0418 |
PL0000107314 |
100,11 |
100,32 |
3,72 |
3,67 |
100,22 |
3,69 |
PS0718 |
PL0000107595 |
94,35 |
94,59 |
3,81 |
3,75 |
94,47 |
3,78 |
DS1019 |
PL0000105441 |
107,80 |
108,21 |
4,02 |
3,95 |
108,01 |
3,98 |
DS1020 |
PL0000106126 |
106,62 |
107,05 |
4,14 |
4,08 |
106,84 |
4,11 |
WZ0121 |
PL0000106068 |
97,82 |
98,12 |
--- |
--- |
97,97 |
--- |
DS1021 |
PL0000106670 |
109,75 |
110,15 |
4,29 |
4,23 |
109,95 |
4,26 |
WS0922 |
PL0000102646 |
110,10 |
110,48 |
4,36 |
4,31 |
110,29 |
4,34 |
IZ0823 |
PL0000105359 |
104,19 |
105,36 |
--- |
--- |
104,78 |
--- |
DS1023 |
PL0000107264 |
96,69 |
97,01 |
4,41 |
4,37 |
96,85 |
4,39 |
WZ0124 |
PL0000107454 |
96,46 |
96,97 |
--- |
--- |
96,72 |
--- |
WS0429 |
PL0000105391 |
109,55 |
117,43 |
4,85 |
4,20 |
113,49 |
4,52 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0114 |
PL0000106712 |
99,21 |
99,27 |
2,64 |
2,44 |
99,24 |
2,54 |
PS0414 |
PL0000105433 |
101,65 |
101,76 |
2,63 |
2,43 |
101,71 |
2,52 |
OK0714 |
PL0000107009 |
97,89 |
97,96 |
2,70 |
2,61 |
97,93 |
2,65 |
WZ0115 |
PL0000106480 |
99,87 |
99,98 |
--- |
--- |
99,93 |
--- |
PS0415 |
PL0000105953 |
103,79 |
103,89 |
2,95 |
2,88 |
103,84 |
2,91 |
OK0715 |
PL0000107405 |
94,78 |
94,86 |
3,03 |
2,98 |
94,82 |
3,00 |
DS1015 |
PL0000103602 |
106,14 |
106,25 |
3,10 |
3,05 |
106,20 |
3,08 |
OK0116 |
PL0000107587 |
92,95 |
93,10 |
3,23 |
3,16 |
93,03 |
3,19 |
PS0416 |
PL0000106340 |
104,03 |
104,27 |
3,31 |
3,22 |
104,15 |
3,26 |
IZ0816 |
PL0000103529 |
104,33 |
105,13 |
--- |
--- |
104,73 |
--- |
PS1016 |
PL0000106795 |
104,01 |
104,19 |
3,34 |
3,28 |
104,10 |
3,31 |
WZ0117 |
PL0000106936 |
99,56 |
99,76 |
--- |
--- |
99,66 |
--- |
PS0417 |
PL0000107058 |
104,11 |
104,34 |
3,49 |
3,42 |
104,23 |
3,45 |
DS1017 |
PL0000104543 |
106,06 |
106,29 |
3,61 |
3,55 |
106,18 |
3,58 |
WZ0118 |
PL0000104717 |
99,13 |
99,35 |
--- |
--- |
99,24 |
--- |
PS0418 |
PL0000107314 |
100,08 |
100,30 |
3,72 |
3,67 |
100,19 |
3,70 |
PS0718 |
PL0000107595 |
94,27 |
94,52 |
3,83 |
3,77 |
94,40 |
3,79 |
DS1019 |
PL0000105441 |
107,88 |
108,21 |
4,00 |
3,95 |
108,05 |
3,97 |
DS1020 |
PL0000106126 |
106,53 |
106,98 |
4,16 |
4,09 |
106,76 |
4,12 |
WZ0121 |
PL0000106068 |
97,83 |
98,12 |
--- |
--- |
97,98 |
--- |
DS1021 |
PL0000106670 |
109,78 |
110,08 |
4,28 |
4,24 |
109,93 |
4,26 |
WS0922 |
PL0000102646 |
110,03 |
110,45 |
4,37 |
4,32 |
110,24 |
4,34 |
IZ0823 |
PL0000105359 |
104,20 |
105,34 |
--- |
--- |
104,77 |
--- |
DS1023 |
PL0000107264 |
96,72 |
97,12 |
4,41 |
4,36 |
96,92 |
4,38 |
WZ0124 |
PL0000107454 |
96,46 |
96,97 |
--- |
--- |
96,72 |
--- |
WS0429 |
PL0000105391 |
109,64 |
112,82 |
4,85 |
4,57 |
111,23 |
4,71 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0429 |
PL0000105391 |
0/1 |
1 |
2,000 |
2,000 |
2,000 |
40 |
PS1016 |
PL0000106795 |
0/1 |
1 |
2,000 |
2,000 |
2,000 |
30 |
OK0116 |
PL0000107587 |
0/1 |
1 |
2,150 |
2,150 |
2,150 |
40 |
DS1020 |
PL0000106126 |
1/4 |
3 |
2,050 |
2,050 |
2,050 |
10 |
PS0418 |
PL0000107314 |
1/4 |
3 |
2,050 |
2,100 |
2,087 |
135 |
PS0718 |
PL0000107595 |
1/4 |
3 |
2,050 |
2,100 |
2,074 |
450 |
WZ0121 |
PL0000106068 |
1/4 |
3 |
2,080 |
2,080 |
2,080 |
25 |
DS1015 |
PL0000103602 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
300 |
PS0415 |
PL0000105953 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
265 |
TOTAL |
1 295 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/4 |
3 |
2,490 |
2,490 |
2,490 |
800 |
TOTAL |
800 |