2013-10-18 |
MARKET DATA |
No 202 (2236) |
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 |
1 512,50 |
1 581,87 |
82 |
2 365,00 |
2 505,37 |
22 |
3 877,50 |
4 087,24 |
104 |
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) |
OK0114 |
PL0000106712 |
99,35 |
99,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,55 |
101,56 |
101,55 |
101,55 |
101,55 |
101,55 |
101,55 |
100 000 |
104,39 |
1 |
OK0714 |
PL0000107009 |
98,04 |
98,06 |
98,06 |
98,06 |
98,06 |
98,06 |
98,06 |
222 500 |
218,18 |
5 |
PS0415 |
PL0000105953 |
103,93 |
103,96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
95,15 |
95,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,48 |
106,47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
93,52 |
93,49 |
93,52 |
93,52 |
93,44 |
93,44 |
93,47 |
250 000 |
233,67 |
8 |
PS0416 |
PL0000106340 |
104,64 |
104,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,67 |
104,60 |
104,61 |
104,61 |
104,59 |
104,60 |
104,60 |
335 000 |
366,20 |
12 |
PS0417 |
PL0000107058 |
104,85 |
104,83 |
104,81 |
104,81 |
104,80 |
104,80 |
104,80 |
25 000 |
26,79 |
2 |
DS1017 |
PL0000104543 |
106,98 |
106,85 |
106,85 |
106,98 |
106,85 |
106,90 |
106,91 |
160 000 |
179,39 |
12 |
PS0418 |
PL0000107314 |
101,35 |
101,26 |
101,35 |
101,46 |
101,35 |
101,46 |
101,44 |
50 000 |
51,64 |
5 |
PS0718 |
PL0000107595 |
95,68 |
95,67 |
95,73 |
95,73 |
95,73 |
95,73 |
95,73 |
10 000 |
9,63 |
1 |
DS1019 |
PL0000105441 |
109,39 |
109,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,15 |
108,15 |
108,15 |
108,15 |
108,15 |
108,15 |
108,15 |
10 000 |
11,34 |
1 |
DS1021 |
PL0000106670 |
111,40 |
111,15 |
111,20 |
111,40 |
111,20 |
111,30 |
111,32 |
37 500 |
43,88 |
5 |
WS0922 |
PL0000102646 |
112,17 |
111,70 |
111,90 |
112,13 |
111,70 |
111,70 |
111,86 |
110 000 |
123,55 |
11 |
DS1023 |
PL0000107264 |
98,38 |
98,30 |
98,38 |
98,48 |
98,15 |
98,15 |
98,33 |
105 000 |
107,41 |
10 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
113,07 |
113,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
105,00 |
109,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,14 |
105,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
105,85 |
105,55 |
105,95 |
105,95 |
105,80 |
105,80 |
105,91 |
40 000 |
49,32 |
4 |
WZ0115 |
PL0000106480 |
99,98 |
99,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,81 |
99,88 |
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 |
99,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,17 |
98,30 |
98,30 |
98,36 |
98,30 |
98,36 |
98,31 |
25 000 |
24,74 |
4 |
WZ0124 |
PL0000107454 |
96,85 |
96,97 |
97,01 |
97,01 |
97,01 |
97,01 |
97,01 |
32 500 |
31,74 |
1 |
TOTAL |
1 512 500 |
1 581,87 |
82 |
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 |
106,45 |
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 |
118,25 |
118,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
99,25 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
111,75 |
112,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
108,70 |
109,30 |
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 |
99,31 |
99,42 |
2,67 |
2,24 |
99,37 |
2,44 |
PS0414 |
PL0000105433 |
101,51 |
101,62 |
2,65 |
2,44 |
101,57 |
2,54 |
OK0714 |
PL0000107009 |
98,01 |
98,10 |
2,69 |
2,56 |
98,06 |
2,62 |
WZ0115 |
PL0000106480 |
99,93 |
100,04 |
--- |
--- |
99,99 |
--- |
PS0415 |
PL0000105953 |
103,91 |
104,07 |
2,80 |
2,70 |
103,99 |
2,75 |
OK0715 |
PL0000107405 |
95,11 |
95,29 |
2,90 |
2,79 |
95,20 |
2,84 |
DS1015 |
PL0000103602 |
106,37 |
106,57 |
2,92 |
2,82 |
106,47 |
2,87 |
OK0116 |
PL0000107587 |
93,48 |
93,57 |
3,03 |
2,98 |
93,53 |
3,00 |
PS0416 |
PL0000106340 |
104,61 |
104,82 |
3,05 |
2,97 |
104,72 |
3,01 |
IZ0816 |
PL0000103529 |
104,89 |
105,64 |
--- |
--- |
105,27 |
--- |
PS1016 |
PL0000106795 |
104,56 |
104,84 |
3,13 |
3,04 |
104,70 |
3,09 |
WZ0117 |
PL0000106936 |
99,75 |
99,94 |
--- |
--- |
99,85 |
--- |
PS0417 |
PL0000107058 |
104,71 |
104,97 |
3,30 |
3,22 |
104,84 |
3,26 |
DS1017 |
PL0000104543 |
106,81 |
106,98 |
3,40 |
3,36 |
106,90 |
3,38 |
WZ0118 |
PL0000104717 |
99,43 |
99,68 |
--- |
--- |
99,56 |
--- |
PS0418 |
PL0000107314 |
101,06 |
101,34 |
3,49 |
3,42 |
101,20 |
3,45 |
PS0718 |
PL0000107595 |
95,49 |
95,78 |
3,54 |
3,47 |
95,64 |
3,51 |
DS1019 |
PL0000105441 |
109,20 |
109,56 |
3,76 |
3,69 |
109,38 |
3,73 |
DS1020 |
PL0000106126 |
107,94 |
108,37 |
3,93 |
3,86 |
108,16 |
3,89 |
WZ0121 |
PL0000106068 |
98,11 |
98,42 |
--- |
--- |
98,27 |
--- |
DS1021 |
PL0000106670 |
111,12 |
111,45 |
4,09 |
4,04 |
111,29 |
4,07 |
WS0922 |
PL0000102646 |
111,80 |
112,18 |
4,14 |
4,09 |
111,99 |
4,11 |
IZ0823 |
PL0000105359 |
105,13 |
106,30 |
--- |
--- |
105,72 |
--- |
DS1023 |
PL0000107264 |
98,15 |
98,52 |
4,23 |
4,18 |
98,34 |
4,20 |
WZ0124 |
PL0000107454 |
96,62 |
97,08 |
--- |
--- |
96,85 |
--- |
WS0429 |
PL0000105391 |
111,62 |
114,31 |
4,67 |
4,45 |
112,97 |
4,56 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0114 |
PL0000106712 |
99,33 |
99,40 |
2,59 |
2,32 |
99,37 |
2,44 |
PS0414 |
PL0000105433 |
101,53 |
101,59 |
2,62 |
2,50 |
101,56 |
2,56 |
OK0714 |
PL0000107009 |
98,02 |
98,09 |
2,67 |
2,58 |
98,06 |
2,62 |
WZ0115 |
PL0000106480 |
99,94 |
100,05 |
--- |
--- |
100,00 |
--- |
PS0415 |
PL0000105953 |
103,91 |
103,99 |
2,80 |
2,75 |
103,95 |
2,77 |
OK0715 |
PL0000107405 |
95,05 |
95,24 |
2,93 |
2,82 |
95,15 |
2,87 |
DS1015 |
PL0000103602 |
106,38 |
106,50 |
2,91 |
2,85 |
106,44 |
2,88 |
OK0116 |
PL0000107587 |
93,41 |
93,52 |
3,06 |
3,01 |
93,47 |
3,03 |
PS0416 |
PL0000106340 |
104,48 |
104,72 |
3,10 |
3,01 |
104,60 |
3,05 |
IZ0816 |
PL0000103529 |
104,72 |
105,52 |
--- |
--- |
105,12 |
--- |
PS1016 |
PL0000106795 |
104,55 |
104,72 |
3,14 |
3,08 |
104,64 |
3,11 |
WZ0117 |
PL0000106936 |
99,76 |
99,94 |
--- |
--- |
99,85 |
--- |
PS0417 |
PL0000107058 |
104,76 |
104,93 |
3,28 |
3,23 |
104,85 |
3,26 |
DS1017 |
PL0000104543 |
106,76 |
106,96 |
3,41 |
3,36 |
106,86 |
3,39 |
WZ0118 |
PL0000104717 |
99,45 |
99,68 |
--- |
--- |
99,57 |
--- |
PS0418 |
PL0000107314 |
101,12 |
101,40 |
3,47 |
3,40 |
101,26 |
3,44 |
PS0718 |
PL0000107595 |
95,50 |
95,76 |
3,54 |
3,48 |
95,63 |
3,51 |
DS1019 |
PL0000105441 |
109,23 |
109,57 |
3,75 |
3,69 |
109,40 |
3,72 |
DS1020 |
PL0000106126 |
107,84 |
108,29 |
3,94 |
3,87 |
108,07 |
3,91 |
WZ0121 |
PL0000106068 |
98,07 |
98,39 |
--- |
--- |
98,23 |
--- |
DS1021 |
PL0000106670 |
111,10 |
111,37 |
4,09 |
4,06 |
111,24 |
4,07 |
WS0922 |
PL0000102646 |
111,50 |
111,84 |
4,18 |
4,13 |
111,67 |
4,15 |
IZ0823 |
PL0000105359 |
105,06 |
105,94 |
--- |
--- |
105,50 |
--- |
DS1023 |
PL0000107264 |
98,01 |
98,39 |
4,25 |
4,20 |
98,20 |
4,22 |
WZ0124 |
PL0000107454 |
96,77 |
97,15 |
--- |
--- |
96,96 |
--- |
WS0429 |
PL0000105391 |
111,81 |
114,13 |
4,66 |
4,46 |
112,97 |
4,56 |
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 |
3/4 |
1 |
2,150 |
2,200 |
2,162 |
130 |
PS0416 |
PL0000106340 |
3/4 |
1 |
2,150 |
2,150 |
2,150 |
60 |
PS1016 |
PL0000106795 |
3/4 |
1 |
2,150 |
2,150 |
2,150 |
200 |
PS0417 |
PL0000107058 |
3/4 |
1 |
2,200 |
2,200 |
2,200 |
85 |
PS0718 |
PL0000107595 |
3/4 |
1 |
2,150 |
2,150 |
2,150 |
35 |
DS1021 |
PL0000106670 |
0/3 |
3 |
2,150 |
2,150 |
2,150 |
35 |
PS1016 |
PL0000106795 |
0/3 |
3 |
2,150 |
2,150 |
2,150 |
260 |
PS0417 |
PL0000107058 |
0/3 |
3 |
2,150 |
2,150 |
2,150 |
80 |
DS1023 |
PL0000107264 |
0/3 |
3 |
2,150 |
2,150 |
2,150 |
30 |
PS0718 |
PL0000107595 |
0/3 |
3 |
2,150 |
2,150 |
2,150 |
30 |
PS0416 |
PL0000106340 |
3/10 |
7 |
2,200 |
2,200 |
2,200 |
140 |
OK0714 |
PL0000107009 |
3/10 |
7 |
2,200 |
2,250 |
2,225 |
80 |
PS0418 |
PL0000107314 |
3/10 |
7 |
2,150 |
2,150 |
2,150 |
145 |
PS0718 |
PL0000107595 |
3/10 |
7 |
2,150 |
2,150 |
2,150 |
55 |
TOTAL |
1 365 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
3/4 |
1 |
2,490 |
2,500 |
2,495 |
1 000 |
TOTAL |
1 000 |