2013-10-09 |
MARKET DATA |
No 195 (2229) |
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 |
1 122,50 |
1 175,80 |
51 |
2 825,00 |
2 872,34 |
32 |
3 947,50 |
4 048,13 |
83 |
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 |
100,08 |
100,09 |
100,08 |
100,08 |
100,08 |
100,08 |
100,08 |
400 000 |
419,61 |
3 |
OK0114 |
PL0000106712 |
99,26 |
99,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,63 |
101,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,97 |
98,00 |
97,97 |
97,97 |
97,97 |
97,97 |
97,97 |
30 000 |
29,39 |
1 |
PS0415 |
PL0000105953 |
103,99 |
103,94 |
103,94 |
103,95 |
103,94 |
103,95 |
103,94 |
142 500 |
151,75 |
4 |
OK0715 |
PL0000107405 |
94,93 |
94,96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,30 |
106,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
93,15 |
93,15 |
93,15 |
93,15 |
93,15 |
93,15 |
93,15 |
50 000 |
46,58 |
1 |
PS0416 |
PL0000106340 |
104,33 |
104,37 |
104,33 |
104,33 |
104,33 |
104,33 |
104,33 |
5 000 |
5,33 |
1 |
PS1016 |
PL0000106795 |
104,18 |
104,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,30 |
104,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,27 |
106,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
100,45 |
100,38 |
100,44 |
100,50 |
100,40 |
100,40 |
100,47 |
100 000 |
102,20 |
8 |
PS0718 |
PL0000107595 |
94,65 |
94,70 |
94,65 |
94,65 |
94,65 |
94,65 |
94,65 |
10 000 |
9,52 |
1 |
DS1019 |
PL0000105441 |
108,10 |
108,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,83 |
106,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,00 |
109,95 |
110,05 |
110,05 |
109,79 |
109,79 |
109,94 |
45 000 |
51,96 |
5 |
WS0922 |
PL0000102646 |
110,55 |
110,25 |
110,47 |
110,60 |
110,25 |
110,25 |
110,51 |
175 000 |
193,88 |
18 |
DS1023 |
PL0000107264 |
97,00 |
96,85 |
97,05 |
97,05 |
96,75 |
96,85 |
96,85 |
55 000 |
55,39 |
5 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
111,20 |
112,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
102,50 |
113,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,61 |
105,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,51 |
104,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,94 |
99,96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,67 |
99,67 |
99,68 |
99,68 |
99,67 |
99,67 |
99,67 |
85 000 |
85,21 |
3 |
WZ0118 |
PL0000104717 |
99,33 |
99,36 |
99,36 |
99,36 |
99,36 |
99,36 |
99,36 |
25 000 |
24,98 |
1 |
WZ0119 |
PL0000107603 |
99,05 |
99,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,08 |
98,13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,60 |
96,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 122 500 |
1 175,80 |
51 |
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 |
101,60 |
101,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
106,20 |
106,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,25 |
108,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,05 |
118,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
99,25 |
99,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
111,35 |
111,90 |
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 |
99,24 |
99,37 |
2,64 |
2,18 |
99,31 |
2,39 |
PS0414 |
PL0000105433 |
101,59 |
101,72 |
2,68 |
2,44 |
101,66 |
2,55 |
OK0714 |
PL0000107009 |
97,93 |
98,04 |
2,69 |
2,54 |
97,99 |
2,61 |
WZ0115 |
PL0000106480 |
99,90 |
99,99 |
--- |
--- |
99,95 |
--- |
PS0415 |
PL0000105953 |
103,90 |
104,01 |
2,86 |
2,79 |
103,96 |
2,82 |
OK0715 |
PL0000107405 |
94,91 |
94,99 |
2,97 |
2,92 |
94,95 |
2,94 |
DS1015 |
PL0000103602 |
106,28 |
106,43 |
3,02 |
2,95 |
106,36 |
2,98 |
OK0116 |
PL0000107587 |
93,10 |
93,19 |
3,17 |
3,13 |
93,15 |
3,15 |
PS0416 |
PL0000106340 |
104,20 |
104,42 |
3,24 |
3,15 |
104,31 |
3,19 |
IZ0816 |
PL0000103529 |
104,33 |
105,20 |
--- |
--- |
104,77 |
--- |
PS1016 |
PL0000106795 |
104,10 |
104,32 |
3,31 |
3,23 |
104,21 |
3,27 |
WZ0117 |
PL0000106936 |
99,57 |
99,78 |
--- |
--- |
99,68 |
--- |
PS0417 |
PL0000107058 |
104,20 |
104,44 |
3,46 |
3,39 |
104,32 |
3,42 |
DS1017 |
PL0000104543 |
106,16 |
106,43 |
3,58 |
3,51 |
106,30 |
3,54 |
WZ0118 |
PL0000104717 |
99,20 |
99,43 |
--- |
--- |
99,32 |
--- |
PS0418 |
PL0000107314 |
100,21 |
100,48 |
3,69 |
3,63 |
100,35 |
3,66 |
PS0718 |
PL0000107595 |
94,55 |
94,80 |
3,76 |
3,70 |
94,68 |
3,73 |
DS1019 |
PL0000105441 |
107,94 |
108,37 |
3,99 |
3,91 |
108,16 |
3,95 |
DS1020 |
PL0000106126 |
106,65 |
107,10 |
4,14 |
4,07 |
106,88 |
4,10 |
WZ0121 |
PL0000106068 |
97,95 |
98,33 |
--- |
--- |
98,14 |
--- |
DS1021 |
PL0000106670 |
109,78 |
110,11 |
4,28 |
4,24 |
109,95 |
4,26 |
WS0922 |
PL0000102646 |
110,19 |
110,57 |
4,35 |
4,30 |
110,38 |
4,32 |
IZ0823 |
PL0000105359 |
104,10 |
105,42 |
--- |
--- |
104,76 |
--- |
DS1023 |
PL0000107264 |
96,72 |
97,14 |
4,41 |
4,35 |
96,93 |
4,38 |
WZ0124 |
PL0000107454 |
96,54 |
96,98 |
--- |
--- |
96,76 |
--- |
WS0429 |
PL0000105391 |
110,56 |
113,07 |
4,77 |
4,55 |
111,82 |
4,66 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0114 |
PL0000106712 |
99,24 |
99,32 |
2,64 |
2,36 |
99,28 |
2,50 |
PS0414 |
PL0000105433 |
101,60 |
101,68 |
2,66 |
2,51 |
101,64 |
2,59 |
OK0714 |
PL0000107009 |
97,93 |
98,02 |
2,69 |
2,57 |
97,98 |
2,62 |
WZ0115 |
PL0000106480 |
99,89 |
100,03 |
--- |
--- |
99,96 |
--- |
PS0415 |
PL0000105953 |
103,93 |
103,99 |
2,84 |
2,80 |
103,96 |
2,82 |
OK0715 |
PL0000107405 |
94,90 |
95,00 |
2,97 |
2,91 |
94,95 |
2,94 |
DS1015 |
PL0000103602 |
106,26 |
106,37 |
3,03 |
2,98 |
106,32 |
3,00 |
OK0116 |
PL0000107587 |
93,10 |
93,20 |
3,17 |
3,12 |
93,15 |
3,15 |
PS0416 |
PL0000106340 |
104,20 |
104,49 |
3,24 |
3,12 |
104,35 |
3,18 |
IZ0816 |
PL0000103529 |
104,33 |
105,20 |
--- |
--- |
104,77 |
--- |
PS1016 |
PL0000106795 |
104,08 |
104,29 |
3,31 |
3,24 |
104,19 |
3,27 |
WZ0117 |
PL0000106936 |
99,61 |
99,78 |
--- |
--- |
99,70 |
--- |
PS0417 |
PL0000107058 |
104,20 |
104,42 |
3,46 |
3,39 |
104,31 |
3,43 |
DS1017 |
PL0000104543 |
106,21 |
106,46 |
3,57 |
3,50 |
106,34 |
3,53 |
WZ0118 |
PL0000104717 |
99,24 |
99,42 |
--- |
--- |
99,33 |
--- |
PS0418 |
PL0000107314 |
100,29 |
100,49 |
3,67 |
3,62 |
100,39 |
3,65 |
PS0718 |
PL0000107595 |
94,56 |
94,77 |
3,76 |
3,71 |
94,67 |
3,73 |
DS1019 |
PL0000105441 |
107,97 |
108,36 |
3,99 |
3,92 |
108,17 |
3,95 |
DS1020 |
PL0000106126 |
106,70 |
107,08 |
4,13 |
4,07 |
106,89 |
4,10 |
WZ0121 |
PL0000106068 |
97,98 |
98,28 |
--- |
--- |
98,13 |
--- |
DS1021 |
PL0000106670 |
109,74 |
110,03 |
4,29 |
4,25 |
109,89 |
4,27 |
WS0922 |
PL0000102646 |
110,14 |
110,43 |
4,35 |
4,32 |
110,29 |
4,33 |
IZ0823 |
PL0000105359 |
104,19 |
105,35 |
--- |
--- |
104,77 |
--- |
DS1023 |
PL0000107264 |
96,69 |
97,01 |
4,41 |
4,37 |
96,85 |
4,39 |
WZ0124 |
PL0000107454 |
96,54 |
96,98 |
--- |
--- |
96,76 |
--- |
WS0429 |
PL0000105391 |
110,66 |
113,17 |
4,76 |
4,54 |
111,92 |
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) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
0/1 |
1 |
2,160 |
2,180 |
2,171 |
130 |
PS0415 |
PL0000105953 |
0/1 |
1 |
2,180 |
2,180 |
2,180 |
5 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,180 |
2,180 |
2,180 |
5 |
PS1016 |
PL0000106795 |
0/1 |
1 |
2,100 |
2,100 |
2,100 |
15 |
PS0417 |
PL0000107058 |
0/1 |
1 |
2,150 |
2,150 |
2,150 |
55 |
PS0418 |
PL0000107314 |
0/1 |
1 |
2,150 |
2,150 |
2,150 |
45 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,180 |
2,180 |
2,180 |
185 |
DS1015 |
PL0000103602 |
1/2 |
1 |
2,170 |
2,170 |
2,170 |
35 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,180 |
2,180 |
2,180 |
60 |
PS0415 |
PL0000105953 |
1/2 |
1 |
2,180 |
2,180 |
2,180 |
40 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,050 |
2,180 |
2,093 |
15 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
230 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
160 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,180 |
2,180 |
2,180 |
500 |
OK0116 |
PL0000107587 |
1/2 |
1 |
2,180 |
2,180 |
2,180 |
70 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
2,180 |
2,180 |
2,180 |
20 |
DS1021 |
PL0000106670 |
1/8 |
7 |
2,180 |
2,180 |
2,180 |
40 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
195 |
OK0714 |
PL0000107009 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
20 |
TOTAL |
1 825 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
2,420 |
2,420 |
2,420 |
1 000 |
TOTAL |
1 000 |