2013-10-14 |
MARKET DATA |
No 198 (2232) |
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 |
1 127,50 |
1 184,48 |
51 |
3 890,00 |
4 090,02 |
27 |
5 017,50 |
5 274,49 |
78 |
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 |
100,05 |
100,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
99,30 |
99,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,59 |
101,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,99 |
97,96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,90 |
103,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
95,03 |
94,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,41 |
106,35 |
106,35 |
106,43 |
106,35 |
106,43 |
106,38 |
440 000 |
494,97 |
19 |
OK0116 |
PL0000107587 |
93,33 |
93,31 |
93,35 |
93,35 |
93,34 |
93,34 |
93,35 |
180 000 |
168,03 |
5 |
PS0416 |
PL0000106340 |
104,45 |
104,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,31 |
104,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,41 |
104,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,50 |
106,43 |
106,43 |
106,43 |
106,43 |
106,43 |
106,43 |
10 000 |
11,16 |
1 |
PS0418 |
PL0000107314 |
100,71 |
100,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
95,05 |
94,92 |
94,98 |
95,23 |
94,98 |
95,23 |
95,13 |
65 000 |
62,20 |
6 |
DS1019 |
PL0000105441 |
108,53 |
108,25 |
108,25 |
108,25 |
108,25 |
108,25 |
108,25 |
10 000 |
11,36 |
1 |
DS1020 |
PL0000106126 |
107,01 |
106,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,25 |
110,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,70 |
110,38 |
110,47 |
110,68 |
110,47 |
110,68 |
110,52 |
115 000 |
127,51 |
9 |
DS1023 |
PL0000107264 |
97,25 |
96,85 |
96,88 |
96,98 |
96,88 |
96,98 |
96,96 |
107 500 |
108,43 |
8 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
111,32 |
112,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
103,00 |
112,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,66 |
105,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
105,00 |
105,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,99 |
100,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,78 |
99,79 |
99,80 |
99,80 |
99,80 |
99,80 |
99,80 |
200 000 |
200,82 |
2 |
WZ0118 |
PL0000104717 |
99,47 |
99,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,14 |
99,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,25 |
98,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,85 |
96,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 127 500 |
1 184,48 |
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 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
106,25 |
106,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,15 |
108,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,15 |
118,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
99,60 |
100,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
111,40 |
112,00 |
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 |
99,27 |
99,37 |
2,66 |
2,29 |
99,32 |
2,47 |
PS0414 |
PL0000105433 |
101,56 |
101,66 |
2,65 |
2,47 |
101,61 |
2,56 |
OK0714 |
PL0000107009 |
97,96 |
98,12 |
2,70 |
2,48 |
98,04 |
2,59 |
WZ0115 |
PL0000106480 |
99,95 |
100,06 |
--- |
--- |
100,01 |
--- |
PS0415 |
PL0000105953 |
103,86 |
104,02 |
2,86 |
2,76 |
103,94 |
2,81 |
OK0715 |
PL0000107405 |
94,93 |
95,12 |
2,98 |
2,86 |
95,03 |
2,92 |
DS1015 |
PL0000103602 |
106,20 |
106,38 |
3,04 |
2,95 |
106,29 |
3,00 |
OK0116 |
PL0000107587 |
93,19 |
93,35 |
3,15 |
3,07 |
93,27 |
3,11 |
PS0416 |
PL0000106340 |
104,27 |
104,49 |
3,20 |
3,11 |
104,38 |
3,16 |
IZ0816 |
PL0000103529 |
104,24 |
105,22 |
--- |
--- |
104,73 |
--- |
PS1016 |
PL0000106795 |
104,17 |
104,40 |
3,28 |
3,20 |
104,29 |
3,23 |
WZ0117 |
PL0000106936 |
99,69 |
99,84 |
--- |
--- |
99,77 |
--- |
PS0417 |
PL0000107058 |
104,24 |
104,47 |
3,44 |
3,37 |
104,36 |
3,41 |
DS1017 |
PL0000104543 |
106,17 |
106,46 |
3,57 |
3,50 |
106,32 |
3,53 |
WZ0118 |
PL0000104717 |
99,35 |
99,59 |
--- |
--- |
99,47 |
--- |
PS0418 |
PL0000107314 |
100,38 |
100,67 |
3,65 |
3,58 |
100,53 |
3,61 |
PS0718 |
PL0000107595 |
94,69 |
94,97 |
3,73 |
3,66 |
94,83 |
3,70 |
DS1019 |
PL0000105441 |
107,91 |
108,29 |
3,99 |
3,93 |
108,10 |
3,96 |
DS1020 |
PL0000106126 |
106,56 |
106,99 |
4,15 |
4,08 |
106,78 |
4,12 |
WZ0121 |
PL0000106068 |
98,10 |
98,42 |
--- |
--- |
98,26 |
--- |
DS1021 |
PL0000106670 |
109,64 |
110,09 |
4,30 |
4,24 |
109,87 |
4,27 |
WS0922 |
PL0000102646 |
109,98 |
110,42 |
4,37 |
4,32 |
110,20 |
4,34 |
IZ0823 |
PL0000105359 |
104,20 |
105,67 |
--- |
--- |
104,94 |
--- |
DS1023 |
PL0000107264 |
96,47 |
96,91 |
4,44 |
4,38 |
96,69 |
4,41 |
WZ0124 |
PL0000107454 |
96,62 |
97,06 |
--- |
--- |
96,84 |
--- |
WS0429 |
PL0000105391 |
109,53 |
114,49 |
4,86 |
4,43 |
112,01 |
4,64 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0114 |
PL0000106712 |
99,28 |
99,37 |
2,62 |
2,29 |
99,33 |
2,44 |
PS0414 |
PL0000105433 |
101,56 |
101,64 |
2,65 |
2,51 |
101,60 |
2,58 |
OK0714 |
PL0000107009 |
97,97 |
98,05 |
2,68 |
2,57 |
98,01 |
2,63 |
WZ0115 |
PL0000106480 |
99,95 |
100,05 |
--- |
--- |
100,00 |
--- |
PS0415 |
PL0000105953 |
103,88 |
104,00 |
2,85 |
2,77 |
103,94 |
2,81 |
OK0715 |
PL0000107405 |
95,01 |
95,19 |
2,93 |
2,82 |
95,10 |
2,87 |
DS1015 |
PL0000103602 |
106,35 |
106,46 |
2,97 |
2,91 |
106,41 |
2,94 |
OK0116 |
PL0000107587 |
93,28 |
93,37 |
3,10 |
3,06 |
93,33 |
3,08 |
PS0416 |
PL0000106340 |
104,38 |
104,66 |
3,16 |
3,04 |
104,52 |
3,10 |
IZ0816 |
PL0000103529 |
104,38 |
105,22 |
--- |
--- |
104,80 |
--- |
PS1016 |
PL0000106795 |
104,26 |
104,50 |
3,24 |
3,16 |
104,38 |
3,20 |
WZ0117 |
PL0000106936 |
99,72 |
99,91 |
--- |
--- |
99,82 |
--- |
PS0417 |
PL0000107058 |
104,33 |
104,61 |
3,42 |
3,33 |
104,47 |
3,37 |
DS1017 |
PL0000104543 |
106,40 |
106,58 |
3,51 |
3,47 |
106,49 |
3,49 |
WZ0118 |
PL0000104717 |
99,39 |
99,60 |
--- |
--- |
99,50 |
--- |
PS0418 |
PL0000107314 |
100,62 |
100,84 |
3,59 |
3,54 |
100,73 |
3,57 |
PS0718 |
PL0000107595 |
94,95 |
95,12 |
3,67 |
3,63 |
95,04 |
3,65 |
DS1019 |
PL0000105441 |
108,42 |
108,83 |
3,90 |
3,83 |
108,63 |
3,86 |
DS1020 |
PL0000106126 |
106,88 |
107,30 |
4,10 |
4,03 |
107,09 |
4,07 |
WZ0121 |
PL0000106068 |
98,19 |
98,45 |
--- |
--- |
98,32 |
--- |
DS1021 |
PL0000106670 |
110,06 |
110,49 |
4,24 |
4,18 |
110,28 |
4,21 |
WS0922 |
PL0000102646 |
110,41 |
110,74 |
4,32 |
4,28 |
110,58 |
4,30 |
IZ0823 |
PL0000105359 |
104,49 |
105,47 |
--- |
--- |
104,98 |
--- |
DS1023 |
PL0000107264 |
97,04 |
97,37 |
4,37 |
4,33 |
97,21 |
4,35 |
WZ0124 |
PL0000107454 |
96,72 |
97,06 |
--- |
--- |
96,89 |
--- |
WS0429 |
PL0000105391 |
109,71 |
114,32 |
4,84 |
4,45 |
112,02 |
4,64 |
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 |
2,200 |
2,200 |
2,200 |
120 |
DS1019 |
PL0000105441 |
0/1 |
1 |
2,180 |
2,180 |
2,180 |
210 |
PS1016 |
PL0000106795 |
0/1 |
1 |
2,180 |
2,180 |
2,180 |
10 |
PS0418 |
PL0000107314 |
0/1 |
1 |
2,180 |
2,180 |
2,180 |
50 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
305 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,180 |
2,180 |
2,180 |
35 |
PS0415 |
PL0000105953 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
280 |
PS0416 |
PL0000106340 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
160 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
15 |
PS0417 |
PL0000107058 |
1/2 |
1 |
2,150 |
2,250 |
2,245 |
405 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
60 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,180 |
2,180 |
2,180 |
400 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
80 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,180 |
2,250 |
2,238 |
60 |
PS0416 |
PL0000106340 |
1/8 |
7 |
2,200 |
2,200 |
2,200 |
90 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
2,100 |
2,100 |
2,100 |
10 |
TOTAL |
2 290 |
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 |
2,500 |
2,500 |
2,500 |
600 |
GCZ |
G.C. Poland |
1/2 |
1 |
2,500 |
2,500 |
2,500 |
1 000 |
TOTAL |
1 600 |