2013-10-23 |
MARKET DATA |
No 205 (2239) |
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 |
2 177,50 |
2 237,37 |
112 |
4 045,00 |
4 069,31 |
25 |
6 222,50 |
6 306,69 |
137 |
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 |
99,37 |
99,38 |
99,37 |
99,37 |
99,37 |
99,37 |
99,37 |
25 000 |
24,84 |
1 |
PS0414 |
PL0000105433 |
101,52 |
101,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
98,07 |
98,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,00 |
103,98 |
103,98 |
104,03 |
103,98 |
104,03 |
104,00 |
265 000 |
282,91 |
8 |
OK0715 |
PL0000107405 |
95,22 |
95,28 |
95,21 |
95,21 |
95,21 |
95,21 |
95,21 |
20 000 |
19,04 |
1 |
DS1015 |
PL0000103602 |
106,45 |
106,46 |
106,46 |
106,46 |
106,44 |
106,44 |
106,45 |
40 000 |
42,59 |
2 |
OK0116 |
PL0000107587 |
93,63 |
93,60 |
93,62 |
93,64 |
93,59 |
93,59 |
93,63 |
375 000 |
351,10 |
12 |
PS0416 |
PL0000106340 |
104,70 |
104,67 |
104,71 |
104,73 |
104,60 |
104,67 |
104,67 |
487 500 |
522,48 |
20 |
PS1016 |
PL0000106795 |
104,62 |
104,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,93 |
104,97 |
104,92 |
104,92 |
104,92 |
104,92 |
104,92 |
5 000 |
5,37 |
1 |
DS1017 |
PL0000104543 |
107,00 |
106,98 |
107,00 |
107,00 |
107,00 |
107,00 |
107,00 |
15 000 |
16,05 |
1 |
PS0418 |
PL0000107314 |
101,45 |
101,47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
95,85 |
95,84 |
95,85 |
95,85 |
95,79 |
95,80 |
95,82 |
120 000 |
115,74 |
10 |
DS1019 |
PL0000105441 |
109,68 |
109,70 |
109,78 |
109,81 |
109,62 |
109,62 |
109,71 |
80 000 |
87,77 |
8 |
DS1020 |
PL0000106126 |
108,45 |
108,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,78 |
111,68 |
111,78 |
111,78 |
111,78 |
111,78 |
111,78 |
15 000 |
16,77 |
1 |
WS0922 |
PL0000102646 |
112,12 |
112,07 |
112,14 |
112,29 |
112,12 |
112,24 |
112,22 |
185 000 |
208,53 |
18 |
DS1023 |
PL0000107264 |
98,65 |
98,51 |
98,53 |
98,83 |
98,41 |
98,63 |
98,65 |
172 500 |
170,17 |
13 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
113,75 |
114,00 |
113,70 |
114,00 |
113,70 |
114,00 |
113,90 |
7 500 |
8,76 |
2 |
WS0437 |
PL0000104857 |
106,50 |
110,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,05 |
105,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
105,35 |
105,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
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 |
99,81 |
99,81 |
99,81 |
99,81 |
99,81 |
25 000 |
25,12 |
1 |
WZ0118 |
PL0000104717 |
99,52 |
99,48 |
99,52 |
99,52 |
99,43 |
99,48 |
99,46 |
315 000 |
315,44 |
12 |
WZ0119 |
PL0000107603 |
99,06 |
99,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,12 |
98,14 |
98,12 |
98,12 |
98,12 |
98,12 |
98,12 |
25 000 |
24,70 |
1 |
WZ0124 |
PL0000107454 |
96,85 |
97,13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
2 177 500 |
2 237,37 |
112 |
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 |
106,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,35 |
108,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,15 |
119,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
99,35 |
100,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
112,25 |
112,75 |
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 |
99,35 |
99,41 |
2,60 |
2,35 |
99,38 |
2,48 |
PS0414 |
PL0000105433 |
101,51 |
101,59 |
2,61 |
2,45 |
101,55 |
2,53 |
OK0714 |
PL0000107009 |
98,05 |
98,16 |
2,66 |
2,51 |
98,11 |
2,58 |
WZ0115 |
PL0000106480 |
99,96 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0415 |
PL0000105953 |
103,97 |
104,06 |
2,75 |
2,69 |
104,02 |
2,71 |
OK0715 |
PL0000107405 |
95,20 |
95,33 |
2,85 |
2,77 |
95,27 |
2,81 |
DS1015 |
PL0000103602 |
106,39 |
106,56 |
2,91 |
2,83 |
106,48 |
2,87 |
OK0116 |
PL0000107587 |
93,57 |
93,65 |
3,00 |
2,96 |
93,61 |
2,98 |
PS0416 |
PL0000106340 |
104,63 |
104,78 |
3,04 |
2,98 |
104,71 |
3,00 |
IZ0816 |
PL0000103529 |
104,64 |
105,54 |
--- |
--- |
105,09 |
--- |
PS1016 |
PL0000106795 |
104,49 |
104,81 |
3,16 |
3,05 |
104,65 |
3,10 |
WZ0117 |
PL0000106936 |
99,75 |
99,91 |
--- |
--- |
99,83 |
--- |
PS0417 |
PL0000107058 |
104,88 |
105,14 |
3,24 |
3,17 |
105,01 |
3,20 |
DS1017 |
PL0000104543 |
106,96 |
107,17 |
3,36 |
3,30 |
107,07 |
3,33 |
WZ0118 |
PL0000104717 |
99,40 |
99,56 |
--- |
--- |
99,48 |
--- |
PS0418 |
PL0000107314 |
101,42 |
101,70 |
3,40 |
3,33 |
101,56 |
3,36 |
PS0718 |
PL0000107595 |
95,77 |
96,07 |
3,48 |
3,41 |
95,92 |
3,44 |
DS1019 |
PL0000105441 |
109,64 |
110,05 |
3,68 |
3,61 |
109,85 |
3,64 |
DS1020 |
PL0000106126 |
108,41 |
108,83 |
3,85 |
3,79 |
108,62 |
3,82 |
WZ0121 |
PL0000106068 |
97,97 |
98,27 |
--- |
--- |
98,12 |
--- |
DS1021 |
PL0000106670 |
111,64 |
112,02 |
4,02 |
3,96 |
111,83 |
3,99 |
WS0922 |
PL0000102646 |
112,10 |
112,53 |
4,10 |
4,04 |
112,32 |
4,07 |
IZ0823 |
PL0000105359 |
105,11 |
105,96 |
--- |
--- |
105,54 |
--- |
DS1023 |
PL0000107264 |
98,50 |
98,86 |
4,18 |
4,14 |
98,68 |
4,16 |
WZ0124 |
PL0000107454 |
96,78 |
97,22 |
--- |
--- |
97,00 |
--- |
WS0429 |
PL0000105391 |
112,83 |
115,03 |
4,57 |
4,39 |
113,93 |
4,48 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0114 |
PL0000106712 |
99,34 |
99,41 |
2,64 |
2,35 |
99,38 |
2,48 |
PS0414 |
PL0000105433 |
101,50 |
101,57 |
2,63 |
2,49 |
101,54 |
2,55 |
OK0714 |
PL0000107009 |
98,05 |
98,15 |
2,66 |
2,52 |
98,10 |
2,59 |
WZ0115 |
PL0000106480 |
99,94 |
100,03 |
--- |
--- |
99,99 |
--- |
PS0415 |
PL0000105953 |
103,95 |
104,06 |
2,76 |
2,69 |
104,01 |
2,72 |
OK0715 |
PL0000107405 |
95,20 |
95,33 |
2,85 |
2,77 |
95,27 |
2,81 |
DS1015 |
PL0000103602 |
106,40 |
106,53 |
2,91 |
2,84 |
106,47 |
2,87 |
OK0116 |
PL0000107587 |
93,55 |
93,66 |
3,00 |
2,95 |
93,61 |
2,98 |
PS0416 |
PL0000106340 |
104,59 |
104,71 |
3,05 |
3,00 |
104,65 |
3,03 |
IZ0816 |
PL0000103529 |
104,81 |
105,55 |
--- |
--- |
105,18 |
--- |
PS1016 |
PL0000106795 |
104,54 |
104,72 |
3,14 |
3,08 |
104,63 |
3,11 |
WZ0117 |
PL0000106936 |
99,76 |
99,93 |
--- |
--- |
99,85 |
--- |
PS0417 |
PL0000107058 |
104,84 |
105,02 |
3,26 |
3,20 |
104,93 |
3,23 |
DS1017 |
PL0000104543 |
106,86 |
107,04 |
3,39 |
3,34 |
106,95 |
3,36 |
WZ0118 |
PL0000104717 |
99,39 |
99,61 |
--- |
--- |
99,50 |
--- |
PS0418 |
PL0000107314 |
101,32 |
101,54 |
3,42 |
3,37 |
101,43 |
3,40 |
PS0718 |
PL0000107595 |
95,72 |
95,93 |
3,49 |
3,44 |
95,83 |
3,46 |
DS1019 |
PL0000105441 |
109,51 |
109,77 |
3,70 |
3,66 |
109,64 |
3,68 |
DS1020 |
PL0000106126 |
108,16 |
108,56 |
3,89 |
3,83 |
108,36 |
3,86 |
WZ0121 |
PL0000106068 |
97,98 |
98,28 |
--- |
--- |
98,13 |
--- |
DS1021 |
PL0000106670 |
111,46 |
111,81 |
4,04 |
3,99 |
111,64 |
4,02 |
WS0922 |
PL0000102646 |
111,80 |
112,18 |
4,14 |
4,09 |
111,99 |
4,11 |
IZ0823 |
PL0000105359 |
104,98 |
106,08 |
--- |
--- |
105,53 |
--- |
DS1023 |
PL0000107264 |
98,32 |
98,64 |
4,21 |
4,17 |
98,48 |
4,19 |
WZ0124 |
PL0000107454 |
96,73 |
97,23 |
--- |
--- |
96,98 |
--- |
WS0429 |
PL0000105391 |
112,75 |
114,69 |
4,58 |
4,41 |
113,72 |
4,50 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0415 |
PL0000105953 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
5 |
PS0416 |
PL0000106340 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
125 |
OK0714 |
PL0000107009 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
20 |
PS0417 |
PL0000107058 |
1/2 |
1 |
2,000 |
2,100 |
2,020 |
100 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
55 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
5 |
OK0116 |
PL0000107587 |
1/2 |
1 |
2,100 |
2,200 |
2,157 |
475 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
60 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
360 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
15 |
OK0715 |
PL0000107405 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
25 |
PS0415 |
PL0000105953 |
2/12 |
10 |
2,250 |
2,250 |
2,250 |
800 |
OK0116 |
PL0000107587 |
2/12 |
10 |
2,200 |
2,250 |
2,210 |
500 |
TOTAL |
2 545 |
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 |
2,250 |
2,250 |
2,250 |
500 |
GCZ |
G.C. Poland |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
1 000 |
TOTAL |
1 500 |