2013-10-10 |
MARKET DATA |
No 196 (2230) |
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 |
560,00 |
580,82 |
34 |
5 985,00 |
6 329,19 |
37 |
6 545,00 |
6 910,01 |
71 |
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 |
100,06 |
100,07 |
100,07 |
100,07 |
100,07 |
100,07 |
100,07 |
115 000 |
120,67 |
3 |
OK0114 |
PL0000106712 |
99,28 |
99,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,60 |
101,61 |
101,60 |
101,60 |
101,60 |
101,60 |
101,60 |
50 000 |
52,16 |
1 |
OK0714 |
PL0000107009 |
97,97 |
98,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,90 |
103,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
94,94 |
95,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,27 |
106,28 |
106,27 |
106,27 |
106,27 |
106,27 |
106,27 |
10 000 |
11,23 |
1 |
OK0116 |
PL0000107587 |
93,13 |
93,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,30 |
104,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,17 |
104,21 |
104,17 |
104,17 |
104,17 |
104,17 |
104,17 |
25 000 |
27,19 |
1 |
PS0417 |
PL0000107058 |
104,20 |
104,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,18 |
106,20 |
106,20 |
106,20 |
106,15 |
106,15 |
106,18 |
40 000 |
44,51 |
3 |
PS0418 |
PL0000107314 |
100,32 |
100,28 |
100,35 |
100,41 |
100,25 |
100,41 |
100,34 |
195 000 |
199,11 |
15 |
PS0718 |
PL0000107595 |
94,60 |
94,56 |
94,52 |
94,56 |
94,50 |
94,55 |
94,53 |
60 000 |
57,05 |
5 |
DS1019 |
PL0000105441 |
107,85 |
108,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,51 |
106,70 |
106,70 |
106,70 |
106,70 |
106,70 |
106,70 |
15 000 |
16,77 |
1 |
DS1021 |
PL0000106670 |
109,55 |
109,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
109,95 |
110,02 |
109,89 |
109,89 |
109,85 |
109,85 |
109,87 |
20 000 |
22,04 |
2 |
DS1023 |
PL0000107264 |
96,55 |
96,60 |
96,52 |
96,52 |
96,40 |
96,40 |
96,44 |
30 000 |
30,10 |
2 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
111,01 |
112,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,61 |
104,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,55 |
105,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,94 |
99,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,70 |
99,69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,37 |
99,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,05 |
99,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,11 |
98,13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,61 |
96,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
560 000 |
580,82 |
34 |
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 |
106,25 |
106,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,30 |
108,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,15 |
118,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
99,70 |
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 |
99,26 |
99,38 |
2,64 |
2,21 |
99,32 |
2,43 |
PS0414 |
PL0000105433 |
101,57 |
101,67 |
2,67 |
2,48 |
101,62 |
2,57 |
OK0714 |
PL0000107009 |
97,94 |
98,09 |
2,70 |
2,50 |
98,02 |
2,60 |
WZ0115 |
PL0000106480 |
99,89 |
100,03 |
--- |
--- |
99,96 |
--- |
PS0415 |
PL0000105953 |
103,88 |
103,98 |
2,86 |
2,79 |
103,93 |
2,82 |
OK0715 |
PL0000107405 |
94,92 |
95,02 |
2,98 |
2,91 |
94,97 |
2,95 |
DS1015 |
PL0000103602 |
106,20 |
106,34 |
3,05 |
2,98 |
106,27 |
3,01 |
OK0116 |
PL0000107587 |
93,10 |
93,25 |
3,18 |
3,11 |
93,18 |
3,14 |
PS0416 |
PL0000106340 |
104,18 |
104,42 |
3,24 |
3,14 |
104,30 |
3,19 |
IZ0816 |
PL0000103529 |
104,31 |
105,19 |
--- |
--- |
104,75 |
--- |
PS1016 |
PL0000106795 |
104,04 |
104,29 |
3,32 |
3,24 |
104,17 |
3,28 |
WZ0117 |
PL0000106936 |
99,61 |
99,78 |
--- |
--- |
99,70 |
--- |
PS0417 |
PL0000107058 |
104,12 |
104,37 |
3,48 |
3,41 |
104,25 |
3,44 |
DS1017 |
PL0000104543 |
106,10 |
106,38 |
3,59 |
3,52 |
106,24 |
3,56 |
WZ0118 |
PL0000104717 |
99,26 |
99,46 |
--- |
--- |
99,36 |
--- |
PS0418 |
PL0000107314 |
100,22 |
100,46 |
3,69 |
3,63 |
100,34 |
3,66 |
PS0718 |
PL0000107595 |
94,54 |
94,73 |
3,77 |
3,72 |
94,64 |
3,74 |
DS1019 |
PL0000105441 |
107,81 |
108,22 |
4,01 |
3,94 |
108,02 |
3,98 |
DS1020 |
PL0000106126 |
106,46 |
106,89 |
4,17 |
4,10 |
106,68 |
4,13 |
WZ0121 |
PL0000106068 |
98,01 |
98,30 |
--- |
--- |
98,16 |
--- |
DS1021 |
PL0000106670 |
109,50 |
109,90 |
4,32 |
4,26 |
109,70 |
4,29 |
WS0922 |
PL0000102646 |
109,90 |
110,32 |
4,38 |
4,33 |
110,11 |
4,36 |
IZ0823 |
PL0000105359 |
104,25 |
105,35 |
--- |
--- |
104,80 |
--- |
DS1023 |
PL0000107264 |
96,46 |
96,85 |
4,44 |
4,39 |
96,66 |
4,42 |
WZ0124 |
PL0000107454 |
96,54 |
96,97 |
--- |
--- |
96,76 |
--- |
WS0429 |
PL0000105391 |
109,70 |
112,75 |
4,84 |
4,58 |
111,23 |
4,71 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0114 |
PL0000106712 |
99,26 |
99,35 |
2,64 |
2,32 |
99,31 |
2,46 |
PS0414 |
PL0000105433 |
101,57 |
101,64 |
2,67 |
2,54 |
101,61 |
2,59 |
OK0714 |
PL0000107009 |
97,95 |
98,04 |
2,69 |
2,57 |
98,00 |
2,62 |
WZ0115 |
PL0000106480 |
99,90 |
100,01 |
--- |
--- |
99,96 |
--- |
PS0415 |
PL0000105953 |
103,87 |
103,97 |
2,86 |
2,80 |
103,92 |
2,83 |
OK0715 |
PL0000107405 |
94,89 |
95,05 |
2,99 |
2,90 |
94,97 |
2,95 |
DS1015 |
PL0000103602 |
106,21 |
106,33 |
3,04 |
2,98 |
106,27 |
3,01 |
OK0116 |
PL0000107587 |
93,10 |
93,25 |
3,18 |
3,11 |
93,18 |
3,14 |
PS0416 |
PL0000106340 |
104,24 |
104,39 |
3,22 |
3,16 |
104,32 |
3,18 |
IZ0816 |
PL0000103529 |
104,35 |
105,19 |
--- |
--- |
104,77 |
--- |
PS1016 |
PL0000106795 |
104,12 |
104,25 |
3,30 |
3,25 |
104,19 |
3,27 |
WZ0117 |
PL0000106936 |
99,62 |
99,78 |
--- |
--- |
99,70 |
--- |
PS0417 |
PL0000107058 |
104,17 |
104,36 |
3,47 |
3,41 |
104,27 |
3,44 |
DS1017 |
PL0000104543 |
106,12 |
106,30 |
3,59 |
3,54 |
106,21 |
3,57 |
WZ0118 |
PL0000104717 |
99,30 |
99,48 |
--- |
--- |
99,39 |
--- |
PS0418 |
PL0000107314 |
100,25 |
100,44 |
3,68 |
3,64 |
100,35 |
3,66 |
PS0718 |
PL0000107595 |
94,47 |
94,70 |
3,78 |
3,73 |
94,59 |
3,75 |
DS1019 |
PL0000105441 |
107,79 |
108,10 |
4,02 |
3,96 |
107,95 |
3,99 |
DS1020 |
PL0000106126 |
106,40 |
106,79 |
4,18 |
4,11 |
106,60 |
4,14 |
WZ0121 |
PL0000106068 |
98,03 |
98,27 |
--- |
--- |
98,15 |
--- |
DS1021 |
PL0000106670 |
109,44 |
109,80 |
4,33 |
4,28 |
109,62 |
4,30 |
WS0922 |
PL0000102646 |
109,77 |
110,12 |
4,40 |
4,36 |
109,95 |
4,38 |
IZ0823 |
PL0000105359 |
104,28 |
105,37 |
--- |
--- |
104,83 |
--- |
DS1023 |
PL0000107264 |
96,35 |
96,67 |
4,46 |
4,42 |
96,51 |
4,44 |
WZ0124 |
PL0000107454 |
96,54 |
96,97 |
--- |
--- |
96,76 |
--- |
WS0429 |
PL0000105391 |
108,56 |
112,92 |
4,94 |
4,56 |
110,74 |
4,75 |
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 |
2,180 |
2,180 |
2,180 |
170 |
PS0417 |
PL0000107058 |
0/1 |
1 |
2,180 |
2,180 |
2,180 |
20 |
PS0418 |
PL0000107314 |
0/1 |
1 |
2,180 |
2,180 |
2,180 |
100 |
PS0418 |
PL0000107314 |
4/5 |
1 |
2,180 |
2,180 |
2,180 |
140 |
WS0922 |
PL0000102646 |
1/4 |
3 |
2,180 |
2,180 |
2,180 |
260 |
DS1015 |
PL0000103602 |
1/4 |
3 |
2,180 |
2,180 |
2,180 |
200 |
DS1019 |
PL0000105441 |
1/4 |
3 |
2,180 |
2,180 |
2,180 |
65 |
DS1023 |
PL0000107264 |
1/4 |
3 |
2,150 |
2,150 |
2,150 |
20 |
PS1016 |
PL0000106795 |
0/4 |
4 |
2,200 |
2,200 |
2,200 |
80 |
PS0418 |
PL0000107314 |
0/4 |
4 |
2,150 |
2,180 |
2,173 |
240 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
135 |
DS1013 |
PL0000102836 |
1/8 |
7 |
2,200 |
2,250 |
2,245 |
155 |
DS1015 |
PL0000103602 |
1/8 |
7 |
2,230 |
2,230 |
2,230 |
385 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
60 |
PS0415 |
PL0000105953 |
1/8 |
7 |
2,200 |
2,250 |
2,202 |
1 805 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,200 |
2,200 |
2,200 |
5 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,180 |
2,180 |
2,180 |
50 |
PS0417 |
PL0000107058 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
25 |
OK0715 |
PL0000107405 |
1/8 |
7 |
2,180 |
2,180 |
2,180 |
10 |
OK0116 |
PL0000107587 |
1/8 |
7 |
2,230 |
2,230 |
2,230 |
170 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
10 |
PS1016 |
PL0000106795 |
4/11 |
7 |
2,200 |
2,200 |
2,200 |
360 |
PS0418 |
PL0000107314 |
4/11 |
7 |
2,200 |
2,200 |
2,200 |
480 |
TOTAL |
4 945 |
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 |
2,450 |
2,450 |
2,450 |
500 |
GCZ |
G.C. Poland |
0/5 |
5 |
2,500 |
2,500 |
2,500 |
540 |
TOTAL |
1 040 |