2013-10-22 |
MARKET DATA |
No 204 (2238) |
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 |
925,00 |
944,07 |
66 |
2 820,00 |
2 862,09 |
20 |
3 745,00 |
3 806,16 |
86 |
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 |
101,54 |
101,53 |
101,53 |
101,53 |
101,53 |
101,53 |
101,53 |
50 000 |
52,20 |
2 |
OK0714 |
PL0000107009 |
98,09 |
98,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,92 |
103,96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
95,16 |
95,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,37 |
106,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
93,50 |
93,44 |
93,44 |
93,50 |
93,42 |
93,50 |
93,48 |
185 000 |
172,94 |
9 |
PS0416 |
PL0000106340 |
104,54 |
104,49 |
104,50 |
104,55 |
104,43 |
104,55 |
104,49 |
135 000 |
144,43 |
5 |
PS1016 |
PL0000106795 |
104,54 |
104,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,81 |
104,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,85 |
106,70 |
106,92 |
106,92 |
106,92 |
106,92 |
106,92 |
15 000 |
16,04 |
1 |
PS0418 |
PL0000107314 |
101,27 |
101,07 |
100,99 |
100,99 |
100,99 |
100,99 |
100,99 |
25 000 |
25,72 |
1 |
PS0718 |
PL0000107595 |
95,63 |
95,30 |
95,35 |
95,35 |
95,30 |
95,30 |
95,33 |
60 000 |
57,57 |
6 |
DS1019 |
PL0000105441 |
109,41 |
109,15 |
109,17 |
109,27 |
109,17 |
109,27 |
109,20 |
105 000 |
114,66 |
10 |
DS1020 |
PL0000106126 |
108,12 |
107,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,33 |
110,80 |
111,20 |
111,38 |
111,20 |
111,38 |
111,31 |
25 000 |
27,83 |
2 |
WS0922 |
PL0000102646 |
111,65 |
111,15 |
111,15 |
111,55 |
111,05 |
111,55 |
111,24 |
45 000 |
50,28 |
4 |
DS1023 |
PL0000107264 |
98,15 |
97,50 |
97,59 |
98,20 |
97,52 |
98,20 |
97,92 |
220 000 |
215,42 |
22 |
WS0428 |
PL0000107611 |
80,42 |
80,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
112,90 |
113,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
105,00 |
114,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,84 |
105,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
105,25 |
105,26 |
105,35 |
105,55 |
105,23 |
105,23 |
105,38 |
30 000 |
36,80 |
3 |
WZ0115 |
PL0000106480 |
99,98 |
99,99 |
99,98 |
99,98 |
99,98 |
99,98 |
99,98 |
30 000 |
30,20 |
1 |
WZ0117 |
PL0000106936 |
99,81 |
99,89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,51 |
99,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,06 |
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 |
96,85 |
97,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
925 000 |
944,07 |
66 |
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 |
106,35 |
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 |
118,10 |
118,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
99,35 |
99,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
112,05 |
112,50 |
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 |
99,34 |
99,41 |
2,61 |
2,33 |
99,38 |
2,45 |
PS0414 |
PL0000105433 |
101,50 |
101,59 |
2,64 |
2,47 |
101,55 |
2,55 |
OK0714 |
PL0000107009 |
98,01 |
98,12 |
2,70 |
2,55 |
98,07 |
2,62 |
WZ0115 |
PL0000106480 |
99,94 |
100,03 |
--- |
--- |
99,99 |
--- |
PS0415 |
PL0000105953 |
103,88 |
104,01 |
2,81 |
2,73 |
103,95 |
2,77 |
OK0715 |
PL0000107405 |
95,10 |
95,26 |
2,91 |
2,81 |
95,18 |
2,86 |
DS1015 |
PL0000103602 |
106,31 |
106,43 |
2,95 |
2,89 |
106,37 |
2,92 |
OK0116 |
PL0000107587 |
93,35 |
93,47 |
3,10 |
3,04 |
93,41 |
3,07 |
PS0416 |
PL0000106340 |
104,42 |
104,58 |
3,12 |
3,06 |
104,50 |
3,09 |
IZ0816 |
PL0000103529 |
104,60 |
105,48 |
--- |
--- |
105,04 |
--- |
PS1016 |
PL0000106795 |
104,29 |
104,54 |
3,22 |
3,13 |
104,42 |
3,18 |
WZ0117 |
PL0000106936 |
99,76 |
99,95 |
--- |
--- |
99,86 |
--- |
PS0417 |
PL0000107058 |
104,52 |
104,75 |
3,35 |
3,28 |
104,64 |
3,32 |
DS1017 |
PL0000104543 |
106,51 |
106,74 |
3,47 |
3,41 |
106,63 |
3,44 |
WZ0118 |
PL0000104717 |
99,43 |
99,70 |
--- |
--- |
99,57 |
--- |
PS0418 |
PL0000107314 |
100,87 |
101,16 |
3,53 |
3,46 |
101,02 |
3,50 |
PS0718 |
PL0000107595 |
95,21 |
95,42 |
3,61 |
3,56 |
95,32 |
3,59 |
DS1019 |
PL0000105441 |
108,84 |
109,22 |
3,82 |
3,75 |
109,03 |
3,79 |
DS1020 |
PL0000106126 |
107,46 |
107,85 |
4,00 |
3,94 |
107,66 |
3,97 |
WZ0121 |
PL0000106068 |
98,06 |
98,36 |
--- |
--- |
98,21 |
--- |
DS1021 |
PL0000106670 |
110,60 |
111,00 |
4,16 |
4,10 |
110,80 |
4,13 |
WS0922 |
PL0000102646 |
110,99 |
111,38 |
4,24 |
4,19 |
111,19 |
4,21 |
IZ0823 |
PL0000105359 |
104,69 |
105,83 |
--- |
--- |
105,26 |
--- |
DS1023 |
PL0000107264 |
97,41 |
97,79 |
4,32 |
4,27 |
97,60 |
4,30 |
WZ0124 |
PL0000107454 |
96,76 |
97,25 |
--- |
--- |
97,01 |
--- |
WS0429 |
PL0000105391 |
110,55 |
116,47 |
4,77 |
4,27 |
113,51 |
4,51 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0114 |
PL0000106712 |
99,34 |
99,40 |
2,61 |
2,37 |
99,37 |
2,49 |
PS0414 |
PL0000105433 |
101,50 |
101,58 |
2,64 |
2,49 |
101,54 |
2,57 |
OK0714 |
PL0000107009 |
98,04 |
98,12 |
2,66 |
2,55 |
98,08 |
2,61 |
WZ0115 |
PL0000106480 |
99,93 |
100,03 |
--- |
--- |
99,98 |
--- |
PS0415 |
PL0000105953 |
103,89 |
104,02 |
2,81 |
2,72 |
103,96 |
2,76 |
OK0715 |
PL0000107405 |
95,14 |
95,26 |
2,89 |
2,81 |
95,20 |
2,85 |
DS1015 |
PL0000103602 |
106,35 |
106,46 |
2,93 |
2,88 |
106,41 |
2,90 |
OK0116 |
PL0000107587 |
93,46 |
93,55 |
3,05 |
3,00 |
93,51 |
3,02 |
PS0416 |
PL0000106340 |
104,50 |
104,64 |
3,09 |
3,03 |
104,57 |
3,06 |
IZ0816 |
PL0000103529 |
104,65 |
105,36 |
--- |
--- |
105,01 |
--- |
PS1016 |
PL0000106795 |
104,48 |
104,64 |
3,16 |
3,10 |
104,56 |
3,13 |
WZ0117 |
PL0000106936 |
99,75 |
99,93 |
--- |
--- |
99,84 |
--- |
PS0417 |
PL0000107058 |
104,75 |
104,98 |
3,28 |
3,22 |
104,87 |
3,25 |
DS1017 |
PL0000104543 |
106,79 |
107,01 |
3,40 |
3,34 |
106,90 |
3,37 |
WZ0118 |
PL0000104717 |
99,43 |
99,69 |
--- |
--- |
99,56 |
--- |
PS0418 |
PL0000107314 |
101,21 |
101,48 |
3,45 |
3,38 |
101,35 |
3,42 |
PS0718 |
PL0000107595 |
95,58 |
95,79 |
3,52 |
3,47 |
95,69 |
3,50 |
DS1019 |
PL0000105441 |
109,27 |
109,51 |
3,74 |
3,70 |
109,39 |
3,72 |
DS1020 |
PL0000106126 |
107,98 |
108,35 |
3,92 |
3,86 |
108,17 |
3,89 |
WZ0121 |
PL0000106068 |
98,05 |
98,37 |
--- |
--- |
98,21 |
--- |
DS1021 |
PL0000106670 |
111,16 |
111,48 |
4,08 |
4,04 |
111,32 |
4,06 |
WS0922 |
PL0000102646 |
111,49 |
111,88 |
4,18 |
4,13 |
111,69 |
4,15 |
IZ0823 |
PL0000105359 |
104,83 |
105,83 |
--- |
--- |
105,33 |
--- |
DS1023 |
PL0000107264 |
97,89 |
98,21 |
4,26 |
4,22 |
98,05 |
4,24 |
WZ0124 |
PL0000107454 |
96,79 |
97,22 |
--- |
--- |
97,01 |
--- |
WS0429 |
PL0000105391 |
111,56 |
116,47 |
4,68 |
4,27 |
114,02 |
4,47 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0417 |
PL0000107058 |
0/1 |
1 |
1,800 |
2,100 |
1,950 |
160 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
65 |
PS0416 |
PL0000106340 |
1/2 |
1 |
2,100 |
2,150 |
2,145 |
95 |
PS0417 |
PL0000107058 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
90 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
100 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
2,100 |
2,150 |
2,126 |
340 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
10 |
PS0718 |
PL0000107595 |
1/8 |
7 |
2,100 |
2,100 |
2,100 |
20 |
TOTAL |
880 |
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 |
2,400 |
2,420 |
2,406 |
1 440 |
GCZ |
G.C. Poland |
0/2 |
2 |
2,400 |
2,400 |
2,400 |
500 |
TOTAL |
1 940 |