2013-10-15 |
MARKET DATA |
No 199 (2233) |
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 |
525,00 |
542,25 |
36 |
4 530,00 |
4 748,57 |
35 |
5 055,00 |
5 290,82 |
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 |
100,04 |
100,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
99,30 |
99,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,59 |
101,63 |
101,59 |
101,59 |
101,59 |
101,59 |
101,59 |
10 000 |
10,43 |
1 |
OK0714 |
PL0000107009 |
98,01 |
97,96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,91 |
103,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
95,04 |
94,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,37 |
106,41 |
106,41 |
106,41 |
106,41 |
106,41 |
106,41 |
25 000 |
28,14 |
2 |
OK0116 |
PL0000107587 |
93,33 |
93,19 |
93,30 |
93,30 |
93,30 |
93,30 |
93,30 |
100 000 |
93,30 |
1 |
PS0416 |
PL0000106340 |
104,54 |
104,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,40 |
104,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,55 |
104,18 |
104,63 |
104,63 |
104,63 |
104,63 |
104,63 |
10 000 |
10,69 |
1 |
DS1017 |
PL0000104543 |
109,82 |
106,53 |
106,45 |
106,63 |
106,44 |
106,63 |
106,52 |
60 000 |
66,99 |
6 |
PS0418 |
PL0000107314 |
100,76 |
100,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
95,25 |
95,13 |
95,32 |
95,32 |
95,25 |
95,25 |
95,30 |
65 000 |
62,32 |
4 |
DS1019 |
PL0000105441 |
108,77 |
108,26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,23 |
107,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,39 |
110,07 |
110,10 |
110,50 |
110,10 |
110,50 |
110,41 |
50 000 |
58,02 |
5 |
WS0922 |
PL0000102646 |
111,10 |
110,50 |
110,98 |
110,98 |
110,85 |
110,85 |
110,92 |
20 000 |
22,26 |
2 |
DS1023 |
PL0000107264 |
97,60 |
97,20 |
97,45 |
97,45 |
97,44 |
97,44 |
97,45 |
85 000 |
86,15 |
9 |
WS0428 |
PL0000107611 |
79,96 |
80,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
112,02 |
113,01 |
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 |
104,74 |
105,05 |
105,05 |
105,05 |
105,05 |
105,05 |
105,05 |
10 000 |
13,53 |
1 |
IZ0823 |
PL0000105359 |
104,92 |
105,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,98 |
100,00 |
99,98 |
99,98 |
99,98 |
99,98 |
99,98 |
65 000 |
65,39 |
2 |
WZ0117 |
PL0000106936 |
99,80 |
99,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,48 |
99,48 |
99,48 |
99,48 |
99,48 |
99,48 |
99,48 |
25 000 |
25,02 |
2 |
WZ0119 |
PL0000107603 |
99,11 |
99,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,18 |
98,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,75 |
96,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
525 000 |
542,25 |
36 |
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 |
101,59 |
101,71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
106,36 |
106,49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,15 |
108,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,00 |
118,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
99,65 |
100,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
111,50 |
112,15 |
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 |
2,68 |
2,31 |
99,32 |
2,50 |
PS0414 |
PL0000105433 |
101,55 |
101,65 |
2,66 |
2,47 |
101,60 |
2,56 |
OK0714 |
PL0000107009 |
97,95 |
98,09 |
2,72 |
2,53 |
98,02 |
2,62 |
WZ0115 |
PL0000106480 |
99,93 |
100,04 |
--- |
--- |
99,99 |
--- |
PS0415 |
PL0000105953 |
103,88 |
104,02 |
2,84 |
2,75 |
103,95 |
2,80 |
OK0715 |
PL0000107405 |
95,01 |
95,17 |
2,93 |
2,84 |
95,09 |
2,89 |
DS1015 |
PL0000103602 |
106,35 |
106,47 |
2,96 |
2,90 |
106,41 |
2,93 |
OK0116 |
PL0000107587 |
93,27 |
93,41 |
3,11 |
3,04 |
93,34 |
3,08 |
PS0416 |
PL0000106340 |
104,35 |
104,62 |
3,17 |
3,06 |
104,49 |
3,11 |
IZ0816 |
PL0000103529 |
104,38 |
105,27 |
--- |
--- |
104,83 |
--- |
PS1016 |
PL0000106795 |
104,25 |
104,53 |
3,25 |
3,15 |
104,39 |
3,20 |
WZ0117 |
PL0000106936 |
99,73 |
99,93 |
--- |
--- |
99,83 |
--- |
PS0417 |
PL0000107058 |
104,32 |
104,61 |
3,42 |
3,33 |
104,47 |
3,37 |
DS1017 |
PL0000104543 |
106,32 |
106,60 |
3,53 |
3,46 |
106,46 |
3,50 |
WZ0118 |
PL0000104717 |
99,41 |
99,65 |
--- |
--- |
99,53 |
--- |
PS0418 |
PL0000107314 |
100,67 |
100,95 |
3,58 |
3,51 |
100,81 |
3,55 |
PS0718 |
PL0000107595 |
95,05 |
95,28 |
3,65 |
3,59 |
95,17 |
3,62 |
DS1019 |
PL0000105441 |
108,47 |
108,90 |
3,89 |
3,82 |
108,69 |
3,85 |
DS1020 |
PL0000106126 |
106,85 |
107,29 |
4,10 |
4,03 |
107,07 |
4,07 |
WZ0121 |
PL0000106068 |
98,11 |
98,41 |
--- |
--- |
98,26 |
--- |
DS1021 |
PL0000106670 |
109,99 |
110,43 |
4,25 |
4,19 |
110,21 |
4,22 |
WS0922 |
PL0000102646 |
110,49 |
110,90 |
4,31 |
4,25 |
110,70 |
4,28 |
IZ0823 |
PL0000105359 |
104,48 |
105,68 |
--- |
--- |
105,08 |
--- |
DS1023 |
PL0000107264 |
96,97 |
97,35 |
4,38 |
4,33 |
97,16 |
4,35 |
WZ0124 |
PL0000107454 |
96,59 |
97,07 |
--- |
--- |
96,83 |
--- |
WS0429 |
PL0000105391 |
106,65 |
117,36 |
5,11 |
4,20 |
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 |
2,65 |
2,31 |
99,33 |
2,46 |
PS0414 |
PL0000105433 |
101,56 |
101,65 |
2,64 |
2,47 |
101,61 |
2,55 |
OK0714 |
PL0000107009 |
97,99 |
98,07 |
2,66 |
2,56 |
98,03 |
2,61 |
WZ0115 |
PL0000106480 |
99,94 |
100,03 |
--- |
--- |
99,99 |
--- |
PS0415 |
PL0000105953 |
103,88 |
104,00 |
2,84 |
2,76 |
103,94 |
2,80 |
OK0715 |
PL0000107405 |
95,02 |
95,13 |
2,93 |
2,86 |
95,08 |
2,89 |
DS1015 |
PL0000103602 |
106,33 |
106,45 |
2,97 |
2,91 |
106,39 |
2,94 |
OK0116 |
PL0000107587 |
93,30 |
93,43 |
3,10 |
3,03 |
93,37 |
3,06 |
PS0416 |
PL0000106340 |
104,50 |
104,64 |
3,11 |
3,05 |
104,57 |
3,08 |
IZ0816 |
PL0000103529 |
104,46 |
105,39 |
--- |
--- |
104,93 |
--- |
PS1016 |
PL0000106795 |
104,36 |
104,65 |
3,21 |
3,11 |
104,51 |
3,16 |
WZ0117 |
PL0000106936 |
99,74 |
99,92 |
--- |
--- |
99,83 |
--- |
PS0417 |
PL0000107058 |
104,44 |
104,67 |
3,38 |
3,31 |
104,56 |
3,35 |
DS1017 |
PL0000104543 |
106,49 |
106,66 |
3,49 |
3,45 |
106,58 |
3,47 |
WZ0118 |
PL0000104717 |
99,41 |
99,64 |
--- |
--- |
99,53 |
--- |
PS0418 |
PL0000107314 |
100,73 |
100,99 |
3,57 |
3,50 |
100,86 |
3,53 |
PS0718 |
PL0000107595 |
95,21 |
95,41 |
3,61 |
3,56 |
95,31 |
3,58 |
DS1019 |
PL0000105441 |
108,73 |
109,17 |
3,85 |
3,77 |
108,95 |
3,81 |
DS1020 |
PL0000106126 |
107,18 |
107,62 |
4,05 |
3,98 |
107,40 |
4,02 |
WZ0121 |
PL0000106068 |
98,13 |
98,41 |
--- |
--- |
98,27 |
--- |
DS1021 |
PL0000106670 |
110,35 |
110,80 |
4,20 |
4,14 |
110,58 |
4,17 |
WS0922 |
PL0000102646 |
110,77 |
111,13 |
4,27 |
4,22 |
110,95 |
4,25 |
IZ0823 |
PL0000105359 |
104,50 |
105,66 |
--- |
--- |
105,08 |
--- |
DS1023 |
PL0000107264 |
97,39 |
97,69 |
4,32 |
4,29 |
97,54 |
4,30 |
WZ0124 |
PL0000107454 |
96,64 |
97,12 |
--- |
--- |
96,88 |
--- |
WS0429 |
PL0000105391 |
111,20 |
113,44 |
4,71 |
4,52 |
112,32 |
4,61 |
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 |
105 |
PS1016 |
PL0000106795 |
0/1 |
1 |
2,250 |
2,250 |
2,250 |
80 |
PS0417 |
PL0000107058 |
0/1 |
1 |
2,180 |
2,180 |
2,180 |
10 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,180 |
2,180 |
2,180 |
5 |
PS0718 |
PL0000107595 |
0/1 |
1 |
2,250 |
2,250 |
2,250 |
90 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
490 |
DS1015 |
PL0000103602 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
50 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
10 |
PS0415 |
PL0000105953 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
275 |
PS0416 |
PL0000106340 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
155 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,180 |
2,180 |
2,180 |
15 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,200 |
2,250 |
2,227 |
150 |
PS0417 |
PL0000107058 |
1/2 |
1 |
2,200 |
2,250 |
2,222 |
460 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,180 |
2,180 |
2,180 |
20 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,250 |
2,270 |
2,253 |
395 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
80 |
OK0116 |
PL0000107587 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
450 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
160 |
PS1016 |
PL0000106795 |
0/2 |
2 |
2,250 |
2,250 |
2,250 |
65 |
PS0418 |
PL0000107314 |
0/2 |
2 |
2,200 |
2,200 |
2,200 |
165 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
300 |
TOTAL |
3 530 |
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 |
2,500 |
2,500 |
2,500 |
1 000 |
TOTAL |
1 000 |