2013-10-16 |
MARKET DATA |
No 200 (2234) |
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 |
365,00 |
368,93 |
16 |
3 305,00 |
3 440,59 |
33 |
3 670,00 |
3 809,52 |
49 |
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 |
100,03 |
100,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
99,31 |
99,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,56 |
101,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,99 |
98,03 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,92 |
103,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
95,05 |
95,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,40 |
106,42 |
106,37 |
106,37 |
106,37 |
106,37 |
106,37 |
20 000 |
22,50 |
2 |
OK0116 |
PL0000107587 |
93,38 |
93,38 |
93,38 |
93,38 |
93,38 |
93,38 |
93,38 |
130 000 |
121,39 |
2 |
PS0416 |
PL0000106340 |
104,56 |
104,54 |
104,54 |
104,56 |
104,54 |
104,56 |
104,55 |
110 000 |
117,66 |
5 |
PS1016 |
PL0000106795 |
104,48 |
104,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,52 |
104,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,53 |
106,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
100,72 |
100,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
95,25 |
95,29 |
95,40 |
95,40 |
95,40 |
95,40 |
95,40 |
25 000 |
24,00 |
1 |
DS1019 |
PL0000105441 |
108,75 |
108,80 |
108,75 |
108,75 |
108,75 |
108,75 |
108,75 |
10 000 |
11,41 |
1 |
DS1020 |
PL0000106126 |
107,35 |
107,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,45 |
110,40 |
110,45 |
110,45 |
110,45 |
110,45 |
110,45 |
10 000 |
11,61 |
1 |
WS0922 |
PL0000102646 |
110,72 |
110,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
97,35 |
97,35 |
97,28 |
97,28 |
97,28 |
97,28 |
97,28 |
35 000 |
35,42 |
2 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
111,00 |
113,00 |
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 |
105,00 |
105,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
105,15 |
105,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,97 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,80 |
99,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,51 |
99,59 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,10 |
99,28 |
99,10 |
99,10 |
99,09 |
99,09 |
99,09 |
25 000 |
24,93 |
2 |
WZ0121 |
PL0000106068 |
98,17 |
98,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,79 |
97,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
365 000 |
368,93 |
16 |
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 |
101,55 |
101,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
106,40 |
106,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,20 |
108,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
117,95 |
118,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
99,40 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
111,35 |
112,10 |
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 |
99,29 |
99,38 |
2,64 |
2,30 |
99,34 |
2,45 |
PS0414 |
PL0000105433 |
101,54 |
101,65 |
2,66 |
2,45 |
101,60 |
2,55 |
OK0714 |
PL0000107009 |
97,98 |
98,11 |
2,69 |
2,51 |
98,05 |
2,59 |
WZ0115 |
PL0000106480 |
99,93 |
100,03 |
--- |
--- |
99,98 |
--- |
PS0415 |
PL0000105953 |
103,87 |
104,01 |
2,85 |
2,75 |
103,94 |
2,80 |
OK0715 |
PL0000107405 |
95,03 |
95,19 |
2,93 |
2,83 |
95,11 |
2,88 |
DS1015 |
PL0000103602 |
106,32 |
106,48 |
2,97 |
2,89 |
106,40 |
2,93 |
OK0116 |
PL0000107587 |
93,31 |
93,45 |
3,10 |
3,03 |
93,38 |
3,06 |
PS0416 |
PL0000106340 |
104,49 |
104,63 |
3,11 |
3,05 |
104,56 |
3,08 |
IZ0816 |
PL0000103529 |
104,61 |
105,49 |
--- |
--- |
105,05 |
--- |
PS1016 |
PL0000106795 |
104,35 |
104,60 |
3,21 |
3,13 |
104,48 |
3,17 |
WZ0117 |
PL0000106936 |
99,71 |
99,93 |
--- |
--- |
99,82 |
--- |
PS0417 |
PL0000107058 |
104,43 |
104,70 |
3,38 |
3,30 |
104,57 |
3,34 |
DS1017 |
PL0000104543 |
106,45 |
106,71 |
3,50 |
3,43 |
106,58 |
3,47 |
WZ0118 |
PL0000104717 |
99,33 |
99,66 |
--- |
--- |
99,50 |
--- |
PS0418 |
PL0000107314 |
100,69 |
100,97 |
3,58 |
3,51 |
100,83 |
3,54 |
PS0718 |
PL0000107595 |
95,20 |
95,40 |
3,61 |
3,56 |
95,30 |
3,59 |
DS1019 |
PL0000105441 |
108,68 |
109,00 |
3,85 |
3,80 |
108,84 |
3,83 |
DS1020 |
PL0000106126 |
107,17 |
107,59 |
4,05 |
3,99 |
107,38 |
4,02 |
WZ0121 |
PL0000106068 |
98,11 |
98,48 |
--- |
--- |
98,30 |
--- |
DS1021 |
PL0000106670 |
110,28 |
110,68 |
4,21 |
4,15 |
110,48 |
4,18 |
WS0922 |
PL0000102646 |
110,62 |
111,04 |
4,29 |
4,24 |
110,83 |
4,26 |
IZ0823 |
PL0000105359 |
104,53 |
105,74 |
--- |
--- |
105,14 |
--- |
DS1023 |
PL0000107264 |
97,19 |
97,59 |
4,35 |
4,30 |
97,39 |
4,32 |
WZ0124 |
PL0000107454 |
96,68 |
97,19 |
--- |
--- |
96,94 |
--- |
WS0429 |
PL0000105391 |
108,56 |
115,44 |
4,94 |
4,35 |
112,00 |
4,64 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0114 |
PL0000106712 |
99,29 |
99,38 |
2,64 |
2,30 |
99,34 |
2,45 |
PS0414 |
PL0000105433 |
101,54 |
101,64 |
2,66 |
2,47 |
101,59 |
2,57 |
OK0714 |
PL0000107009 |
97,97 |
98,06 |
2,70 |
2,58 |
98,02 |
2,63 |
WZ0115 |
PL0000106480 |
99,93 |
100,03 |
--- |
--- |
99,98 |
--- |
PS0415 |
PL0000105953 |
103,90 |
104,00 |
2,83 |
2,76 |
103,95 |
2,79 |
OK0715 |
PL0000107405 |
95,01 |
95,20 |
2,94 |
2,82 |
95,11 |
2,88 |
DS1015 |
PL0000103602 |
106,36 |
106,45 |
2,95 |
2,91 |
106,41 |
2,93 |
OK0116 |
PL0000107587 |
93,33 |
93,45 |
3,09 |
3,03 |
93,39 |
3,06 |
PS0416 |
PL0000106340 |
104,52 |
104,63 |
3,09 |
3,05 |
104,58 |
3,07 |
IZ0816 |
PL0000103529 |
104,70 |
105,50 |
--- |
--- |
105,10 |
--- |
PS1016 |
PL0000106795 |
104,37 |
104,64 |
3,20 |
3,11 |
104,51 |
3,16 |
WZ0117 |
PL0000106936 |
99,74 |
99,93 |
--- |
--- |
99,84 |
--- |
PS0417 |
PL0000107058 |
104,45 |
104,67 |
3,38 |
3,31 |
104,56 |
3,35 |
DS1017 |
PL0000104543 |
106,48 |
106,68 |
3,49 |
3,44 |
106,58 |
3,47 |
WZ0118 |
PL0000104717 |
99,42 |
99,69 |
--- |
--- |
99,56 |
--- |
PS0418 |
PL0000107314 |
100,67 |
100,95 |
3,58 |
3,51 |
100,81 |
3,55 |
PS0718 |
PL0000107595 |
95,17 |
95,36 |
3,62 |
3,57 |
95,27 |
3,59 |
DS1019 |
PL0000105441 |
108,59 |
108,89 |
3,87 |
3,82 |
108,74 |
3,84 |
DS1020 |
PL0000106126 |
107,28 |
107,56 |
4,03 |
3,99 |
107,42 |
4,01 |
WZ0121 |
PL0000106068 |
98,10 |
98,41 |
--- |
--- |
98,26 |
--- |
DS1021 |
PL0000106670 |
110,20 |
110,58 |
4,22 |
4,17 |
110,39 |
4,19 |
WS0922 |
PL0000102646 |
110,67 |
110,97 |
4,28 |
4,24 |
110,82 |
4,26 |
IZ0823 |
PL0000105359 |
104,80 |
105,73 |
--- |
--- |
105,27 |
--- |
DS1023 |
PL0000107264 |
97,26 |
97,56 |
4,34 |
4,30 |
97,41 |
4,32 |
WZ0124 |
PL0000107454 |
96,73 |
97,13 |
--- |
--- |
96,93 |
--- |
WS0429 |
PL0000105391 |
110,55 |
113,43 |
4,77 |
4,52 |
111,99 |
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 |
35 |
PS1016 |
PL0000106795 |
0/1 |
1 |
2,250 |
2,250 |
2,250 |
140 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,200 |
2,200 |
2,200 |
5 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
350 |
DS1015 |
PL0000103602 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
20 |
PS0415 |
PL0000105953 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
35 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
165 |
PS0416 |
PL0000106340 |
1/2 |
1 |
2,250 |
2,300 |
2,271 |
700 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
15 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,250 |
2,300 |
2,272 |
390 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,200 |
2,230 |
2,225 |
140 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
55 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
10 |
OK0116 |
PL0000107587 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
15 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,250 |
2,300 |
2,281 |
210 |
PS0416 |
PL0000106340 |
1/8 |
7 |
2,300 |
2,300 |
2,300 |
100 |
OK0714 |
PL0000107009 |
1/8 |
7 |
2,300 |
2,300 |
2,300 |
20 |
PS0718 |
PL0000107595 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
100 |
TOTAL |
2 505 |
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 |
2,460 |
2,460 |
2,460 |
200 |
GCZ |
G.C. Poland |
1/2 |
1 |
2,500 |
2,500 |
2,500 |
600 |
TOTAL |
800 |