2013-10-08 |
MARKET DATA |
No 194 (2228) |
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 |
2 785,00 |
2 840,58 |
76 |
2 570,00 |
2 640,22 |
24 |
5 355,00 |
5 480,80 |
100 |
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 |
100,09 |
100,10 |
100,09 |
100,09 |
100,09 |
100,09 |
100,09 |
550 000 |
576,94 |
5 |
OK0114 |
PL0000106712 |
99,25 |
99,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,64 |
101,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,95 |
98,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,93 |
103,90 |
103,90 |
103,95 |
103,90 |
103,95 |
103,92 |
885 000 |
942,10 |
20 |
OK0715 |
PL0000107405 |
94,93 |
94,88 |
94,89 |
94,92 |
94,88 |
94,92 |
94,90 |
690 000 |
654,79 |
17 |
DS1015 |
PL0000103602 |
106,26 |
106,25 |
106,25 |
106,31 |
106,25 |
106,31 |
106,28 |
210 000 |
235,82 |
11 |
OK0116 |
PL0000107587 |
93,13 |
93,12 |
93,12 |
93,13 |
93,12 |
93,13 |
93,13 |
200 000 |
186,25 |
7 |
PS0416 |
PL0000106340 |
104,24 |
104,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,13 |
104,12 |
104,12 |
104,12 |
104,12 |
104,12 |
104,12 |
5 000 |
5,43 |
1 |
PS0417 |
PL0000107058 |
104,22 |
104,26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,14 |
106,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
100,25 |
100,23 |
100,25 |
100,33 |
100,25 |
100,33 |
100,31 |
35 000 |
35,71 |
2 |
PS0718 |
PL0000107595 |
94,53 |
94,47 |
94,50 |
94,52 |
94,48 |
94,52 |
94,50 |
100 000 |
95,03 |
7 |
DS1019 |
PL0000105441 |
107,92 |
108,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,66 |
106,84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,71 |
109,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,15 |
110,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
96,70 |
96,69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
75,00 |
90,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
111,10 |
112,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
102,00 |
112,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,65 |
104,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,55 |
104,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,92 |
99,96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,65 |
99,69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,30 |
99,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,01 |
99,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,10 |
98,04 |
98,04 |
98,10 |
98,04 |
98,10 |
98,08 |
110 000 |
108,51 |
6 |
WZ0124 |
PL0000107454 |
96,58 |
96,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
2 785 000 |
2 840,58 |
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 |
101,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
106,15 |
106,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,25 |
108,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,10 |
118,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
99,25 |
99,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
111,30 |
111,85 |
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 |
99,23 |
99,32 |
2,65 |
2,34 |
99,28 |
2,47 |
PS0414 |
PL0000105433 |
101,60 |
101,73 |
2,67 |
2,44 |
101,67 |
2,55 |
OK0714 |
PL0000107009 |
97,88 |
98,06 |
2,74 |
2,51 |
97,97 |
2,63 |
WZ0115 |
PL0000106480 |
99,88 |
99,99 |
--- |
--- |
99,94 |
--- |
PS0415 |
PL0000105953 |
103,86 |
103,95 |
2,89 |
2,83 |
103,91 |
2,86 |
OK0715 |
PL0000107405 |
94,85 |
94,91 |
3,00 |
2,96 |
94,88 |
2,98 |
DS1015 |
PL0000103602 |
106,16 |
106,29 |
3,08 |
3,02 |
106,23 |
3,05 |
OK0116 |
PL0000107587 |
93,03 |
93,17 |
3,20 |
3,13 |
93,10 |
3,17 |
PS0416 |
PL0000106340 |
104,16 |
104,36 |
3,26 |
3,17 |
104,26 |
3,21 |
IZ0816 |
PL0000103529 |
104,25 |
105,19 |
--- |
--- |
104,72 |
--- |
PS1016 |
PL0000106795 |
104,02 |
104,24 |
3,33 |
3,26 |
104,13 |
3,30 |
WZ0117 |
PL0000106936 |
99,57 |
99,79 |
--- |
--- |
99,68 |
--- |
PS0417 |
PL0000107058 |
104,07 |
104,34 |
3,50 |
3,42 |
104,21 |
3,46 |
DS1017 |
PL0000104543 |
106,03 |
106,31 |
3,62 |
3,54 |
106,17 |
3,58 |
WZ0118 |
PL0000104717 |
99,16 |
99,40 |
--- |
--- |
99,28 |
--- |
PS0418 |
PL0000107314 |
100,09 |
100,27 |
3,72 |
3,68 |
100,18 |
3,70 |
PS0718 |
PL0000107595 |
94,32 |
94,54 |
3,82 |
3,76 |
94,43 |
3,79 |
DS1019 |
PL0000105441 |
107,84 |
108,20 |
4,01 |
3,95 |
108,02 |
3,98 |
DS1020 |
PL0000106126 |
106,48 |
106,91 |
4,17 |
4,10 |
106,70 |
4,13 |
WZ0121 |
PL0000106068 |
97,85 |
98,13 |
--- |
--- |
97,99 |
--- |
DS1021 |
PL0000106670 |
109,64 |
109,92 |
4,30 |
4,26 |
109,78 |
4,28 |
WS0922 |
PL0000102646 |
109,99 |
110,38 |
4,37 |
4,32 |
110,19 |
4,35 |
IZ0823 |
PL0000105359 |
104,22 |
105,31 |
--- |
--- |
104,77 |
--- |
DS1023 |
PL0000107264 |
96,55 |
96,85 |
4,43 |
4,39 |
96,70 |
4,41 |
WZ0124 |
PL0000107454 |
96,49 |
96,98 |
--- |
--- |
96,74 |
--- |
WS0429 |
PL0000105391 |
110,59 |
112,73 |
4,76 |
4,58 |
111,66 |
4,67 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0114 |
PL0000106712 |
99,23 |
99,30 |
2,65 |
2,40 |
99,27 |
2,51 |
PS0414 |
PL0000105433 |
101,62 |
101,71 |
2,64 |
2,47 |
101,67 |
2,55 |
OK0714 |
PL0000107009 |
97,93 |
98,03 |
2,68 |
2,55 |
97,98 |
2,61 |
WZ0115 |
PL0000106480 |
99,89 |
99,99 |
--- |
--- |
99,94 |
--- |
PS0415 |
PL0000105953 |
103,89 |
103,96 |
2,87 |
2,82 |
103,93 |
2,84 |
OK0715 |
PL0000107405 |
94,88 |
94,96 |
2,98 |
2,93 |
94,92 |
2,96 |
DS1015 |
PL0000103602 |
106,23 |
106,39 |
3,05 |
2,97 |
106,31 |
3,01 |
OK0116 |
PL0000107587 |
93,10 |
93,19 |
3,17 |
3,12 |
93,15 |
3,14 |
PS0416 |
PL0000106340 |
104,18 |
104,41 |
3,25 |
3,15 |
104,30 |
3,20 |
IZ0816 |
PL0000103529 |
104,33 |
105,22 |
--- |
--- |
104,78 |
--- |
PS1016 |
PL0000106795 |
104,09 |
104,21 |
3,31 |
3,27 |
104,15 |
3,29 |
WZ0117 |
PL0000106936 |
99,59 |
99,80 |
--- |
--- |
99,70 |
--- |
PS0417 |
PL0000107058 |
104,18 |
104,32 |
3,47 |
3,42 |
104,25 |
3,45 |
DS1017 |
PL0000104543 |
106,09 |
106,38 |
3,60 |
3,53 |
106,24 |
3,56 |
WZ0118 |
PL0000104717 |
99,22 |
99,43 |
--- |
--- |
99,33 |
--- |
PS0418 |
PL0000107314 |
100,20 |
100,38 |
3,69 |
3,65 |
100,29 |
3,67 |
PS0718 |
PL0000107595 |
94,44 |
94,65 |
3,79 |
3,74 |
94,55 |
3,76 |
DS1019 |
PL0000105441 |
107,86 |
108,15 |
4,01 |
3,95 |
108,01 |
3,98 |
DS1020 |
PL0000106126 |
106,50 |
106,94 |
4,16 |
4,09 |
106,72 |
4,13 |
WZ0121 |
PL0000106068 |
97,99 |
98,22 |
--- |
--- |
98,11 |
--- |
DS1021 |
PL0000106670 |
109,63 |
109,95 |
4,30 |
4,26 |
109,79 |
4,28 |
WS0922 |
PL0000102646 |
110,07 |
110,41 |
4,36 |
4,32 |
110,24 |
4,34 |
IZ0823 |
PL0000105359 |
104,21 |
105,30 |
--- |
--- |
104,76 |
--- |
DS1023 |
PL0000107264 |
96,62 |
96,93 |
4,42 |
4,38 |
96,78 |
4,40 |
WZ0124 |
PL0000107454 |
96,49 |
96,98 |
--- |
--- |
96,74 |
--- |
WS0429 |
PL0000105391 |
110,59 |
112,72 |
4,76 |
4,58 |
111,66 |
4,67 |
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 |
2,150 |
2,150 |
2,150 |
80 |
PS0415 |
PL0000105953 |
0/1 |
1 |
2,150 |
2,150 |
2,150 |
10 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,100 |
2,100 |
2,100 |
20 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
65 |
PS0415 |
PL0000105953 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
100 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,100 |
2,160 |
2,145 |
40 |
PS0416 |
PL0000106340 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
50 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
5 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,140 |
2,140 |
2,140 |
130 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
20 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
250 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,180 |
2,200 |
2,193 |
460 |
PS0418 |
PL0000107314 |
0/2 |
2 |
2,050 |
2,100 |
2,091 |
280 |
DS1015 |
PL0000103602 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
40 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,100 |
2,100 |
2,100 |
10 |
OK0116 |
PL0000107587 |
1/8 |
7 |
2,170 |
2,170 |
2,170 |
10 |
TOTAL |
1 570 |
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 |
2,470 |
2,470 |
2,470 |
1 000 |
TOTAL |
1 000 |