2013-10-21 |
MARKET DATA |
No 203 (2237) |
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 |
912,50 |
963,37 |
49 |
1 460,00 |
1 540,34 |
18 |
2 372,50 |
2 503,71 |
67 |
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 |
101,53 |
101,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
98,05 |
98,10 |
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 |
95,15 |
95,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,39 |
106,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
106,35 |
93,45 |
93,42 |
93,42 |
93,41 |
93,41 |
93,42 |
135 000 |
126,12 |
4 |
PS0416 |
PL0000106340 |
104,56 |
104,57 |
104,53 |
104,53 |
104,52 |
104,52 |
104,53 |
115 000 |
123,06 |
3 |
PS1016 |
PL0000106795 |
104,55 |
104,48 |
104,41 |
104,49 |
104,35 |
104,40 |
104,40 |
240 000 |
261,89 |
15 |
PS0417 |
PL0000107058 |
104,71 |
104,67 |
104,70 |
104,70 |
104,58 |
104,60 |
104,61 |
160 000 |
171,15 |
10 |
DS1017 |
PL0000104543 |
106,76 |
106,65 |
106,70 |
106,70 |
106,63 |
106,64 |
106,65 |
140 000 |
149,32 |
7 |
PS0418 |
PL0000107314 |
101,16 |
101,13 |
101,00 |
101,00 |
101,00 |
101,00 |
101,00 |
5 000 |
5,14 |
1 |
PS0718 |
PL0000107595 |
95,56 |
95,45 |
95,45 |
95,45 |
95,45 |
95,45 |
95,45 |
35 000 |
33,62 |
2 |
DS1019 |
PL0000105441 |
109,20 |
109,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,80 |
107,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,95 |
110,93 |
110,94 |
110,94 |
110,94 |
110,94 |
110,94 |
20 000 |
23,33 |
1 |
WS0922 |
PL0000102646 |
111,51 |
111,40 |
111,30 |
111,30 |
111,30 |
111,30 |
111,30 |
25 000 |
27,94 |
2 |
DS1023 |
PL0000107264 |
98,10 |
97,80 |
97,80 |
97,80 |
97,79 |
97,79 |
97,80 |
20 000 |
20,35 |
2 |
WS0428 |
PL0000107611 |
80,53 |
81,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
112,73 |
113,40 |
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 |
105,01 |
105,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
105,30 |
105,30 |
105,30 |
105,30 |
105,30 |
105,30 |
105,30 |
17 500 |
21,45 |
2 |
WZ0115 |
PL0000106480 |
99,97 |
99,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,83 |
99,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,52 |
99,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,08 |
99,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,12 |
98,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,90 |
96,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
912 500 |
963,37 |
49 |
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 |
106,40 |
106,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,35 |
108,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,15 |
118,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
99,25 |
99,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
112,05 |
112,55 |
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 |
99,33 |
99,42 |
2,62 |
2,27 |
99,38 |
2,42 |
PS0414 |
PL0000105433 |
101,51 |
101,59 |
2,64 |
2,49 |
101,55 |
2,56 |
OK0714 |
PL0000107009 |
98,01 |
98,13 |
2,69 |
2,53 |
98,07 |
2,61 |
WZ0115 |
PL0000106480 |
99,94 |
100,03 |
--- |
--- |
99,99 |
--- |
PS0415 |
PL0000105953 |
103,89 |
104,02 |
2,81 |
2,72 |
103,96 |
2,76 |
OK0715 |
PL0000107405 |
95,13 |
95,30 |
2,89 |
2,78 |
95,22 |
2,83 |
DS1015 |
PL0000103602 |
106,36 |
106,53 |
2,93 |
2,84 |
106,45 |
2,88 |
OK0116 |
PL0000107587 |
93,40 |
93,57 |
3,07 |
2,99 |
93,49 |
3,03 |
PS0416 |
PL0000106340 |
104,52 |
104,73 |
3,09 |
3,00 |
104,63 |
3,04 |
IZ0816 |
PL0000103529 |
104,57 |
105,47 |
--- |
--- |
105,02 |
--- |
PS1016 |
PL0000106795 |
104,48 |
104,76 |
3,16 |
3,07 |
104,62 |
3,11 |
WZ0117 |
PL0000106936 |
99,76 |
99,95 |
--- |
--- |
99,86 |
--- |
PS0417 |
PL0000107058 |
104,67 |
104,92 |
3,31 |
3,23 |
104,80 |
3,27 |
DS1017 |
PL0000104543 |
106,66 |
106,93 |
3,43 |
3,36 |
106,80 |
3,40 |
WZ0118 |
PL0000104717 |
99,45 |
99,71 |
--- |
--- |
99,58 |
--- |
PS0418 |
PL0000107314 |
101,06 |
101,32 |
3,49 |
3,42 |
101,19 |
3,45 |
PS0718 |
PL0000107595 |
95,41 |
95,67 |
3,56 |
3,50 |
95,54 |
3,53 |
DS1019 |
PL0000105441 |
109,14 |
109,52 |
3,76 |
3,70 |
109,33 |
3,73 |
DS1020 |
PL0000106126 |
107,76 |
108,15 |
3,96 |
3,90 |
107,96 |
3,93 |
WZ0121 |
PL0000106068 |
98,07 |
98,38 |
--- |
--- |
98,23 |
--- |
DS1021 |
PL0000106670 |
110,90 |
111,29 |
4,12 |
4,07 |
111,10 |
4,09 |
WS0922 |
PL0000102646 |
111,37 |
111,78 |
4,19 |
4,14 |
111,58 |
4,16 |
IZ0823 |
PL0000105359 |
104,83 |
105,83 |
--- |
--- |
105,33 |
--- |
DS1023 |
PL0000107264 |
97,84 |
98,25 |
4,27 |
4,22 |
98,05 |
4,24 |
WZ0124 |
PL0000107454 |
96,83 |
97,27 |
--- |
--- |
97,05 |
--- |
WS0429 |
PL0000105391 |
112,02 |
113,89 |
4,64 |
4,48 |
112,96 |
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 |
99,41 |
2,62 |
2,30 |
99,37 |
2,46 |
PS0414 |
PL0000105433 |
101,51 |
101,58 |
2,64 |
2,51 |
101,55 |
2,56 |
OK0714 |
PL0000107009 |
98,03 |
98,12 |
2,67 |
2,54 |
98,08 |
2,60 |
WZ0115 |
PL0000106480 |
99,93 |
100,03 |
--- |
--- |
99,98 |
--- |
PS0415 |
PL0000105953 |
103,89 |
103,99 |
2,81 |
2,74 |
103,94 |
2,78 |
OK0715 |
PL0000107405 |
95,10 |
95,25 |
2,91 |
2,81 |
95,18 |
2,86 |
DS1015 |
PL0000103602 |
106,35 |
106,46 |
2,93 |
2,88 |
106,41 |
2,90 |
OK0116 |
PL0000107587 |
93,37 |
93,47 |
3,09 |
3,04 |
93,42 |
3,06 |
PS0416 |
PL0000106340 |
104,43 |
104,61 |
3,12 |
3,05 |
104,52 |
3,09 |
IZ0816 |
PL0000103529 |
104,75 |
105,47 |
--- |
--- |
105,11 |
--- |
PS1016 |
PL0000106795 |
104,32 |
104,56 |
3,22 |
3,13 |
104,44 |
3,17 |
WZ0117 |
PL0000106936 |
99,77 |
99,94 |
--- |
--- |
99,86 |
--- |
PS0417 |
PL0000107058 |
104,55 |
104,79 |
3,34 |
3,27 |
104,67 |
3,31 |
DS1017 |
PL0000104543 |
106,56 |
106,79 |
3,46 |
3,40 |
106,68 |
3,43 |
WZ0118 |
PL0000104717 |
99,45 |
99,71 |
--- |
--- |
99,58 |
--- |
PS0418 |
PL0000107314 |
100,92 |
101,20 |
3,52 |
3,45 |
101,06 |
3,49 |
PS0718 |
PL0000107595 |
95,26 |
95,51 |
3,60 |
3,54 |
95,39 |
3,57 |
DS1019 |
PL0000105441 |
108,90 |
109,25 |
3,81 |
3,74 |
109,08 |
3,77 |
DS1020 |
PL0000106126 |
107,60 |
107,98 |
3,98 |
3,92 |
107,79 |
3,95 |
WZ0121 |
PL0000106068 |
98,08 |
98,38 |
--- |
--- |
98,23 |
--- |
DS1021 |
PL0000106670 |
110,86 |
111,17 |
4,13 |
4,08 |
111,02 |
4,10 |
WS0922 |
PL0000102646 |
111,26 |
111,55 |
4,21 |
4,17 |
111,41 |
4,19 |
IZ0823 |
PL0000105359 |
104,92 |
105,79 |
--- |
--- |
105,36 |
--- |
DS1023 |
PL0000107264 |
97,67 |
98,01 |
4,29 |
4,25 |
97,84 |
4,27 |
WZ0124 |
PL0000107454 |
96,83 |
97,24 |
--- |
--- |
97,04 |
--- |
WS0429 |
PL0000105391 |
111,88 |
113,97 |
4,65 |
4,47 |
112,93 |
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 |
0/1 |
1 |
2,150 |
2,150 |
2,150 |
40 |
DS1021 |
PL0000106670 |
0/1 |
1 |
2,150 |
2,150 |
2,150 |
35 |
PS0417 |
PL0000107058 |
0/1 |
1 |
2,150 |
2,150 |
2,150 |
185 |
PS0718 |
PL0000107595 |
0/1 |
1 |
2,100 |
2,100 |
2,100 |
60 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
20 |
PS0417 |
PL0000107058 |
1/2 |
1 |
2,000 |
2,150 |
2,071 |
85 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
10 |
OK0116 |
PL0000107587 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
45 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
30 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
2,150 |
2,200 |
2,178 |
340 |
WZ0115 |
PL0000106480 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
10 |
WS0922 |
PL0000102646 |
0/2 |
2 |
2,150 |
2,150 |
2,150 |
40 |
PS0418 |
PL0000107314 |
0/2 |
2 |
2,000 |
2,000 |
2,000 |
60 |
TOTAL |
960 |
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 |
2,450 |
2,450 |
2,450 |
500 |
TOTAL |
500 |