2013-10-25 |
MARKET DATA |
No 207 (2241) |
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 |
930,00 |
975,40 |
57 |
2 640,00 |
2 689,00 |
21 |
3 570,00 |
3 664,40 |
78 |
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 |
99,40 |
99,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,50 |
101,53 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
98,10 |
98,16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,96 |
103,96 |
103,95 |
103,95 |
103,95 |
103,95 |
103,95 |
210 000 |
224,21 |
5 |
OK0715 |
PL0000107405 |
95,25 |
95,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,40 |
106,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
93,63 |
93,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,64 |
104,71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,68 |
104,78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,05 |
105,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,14 |
107,06 |
107,13 |
107,13 |
107,09 |
107,09 |
107,10 |
90 000 |
96,45 |
7 |
PS0418 |
PL0000107314 |
101,65 |
101,46 |
101,55 |
101,55 |
101,49 |
101,51 |
101,51 |
200 000 |
206,86 |
10 |
PS0718 |
PL0000107595 |
96,10 |
96,00 |
96,10 |
96,10 |
95,93 |
95,93 |
96,02 |
155 000 |
149,85 |
10 |
DS1019 |
PL0000105441 |
110,08 |
109,82 |
109,89 |
109,89 |
109,86 |
109,86 |
109,87 |
50 000 |
54,97 |
5 |
DS1020 |
PL0000106126 |
108,93 |
108,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,34 |
111,89 |
112,21 |
112,21 |
111,85 |
111,85 |
112,14 |
55 000 |
61,71 |
5 |
WS0922 |
PL0000102646 |
112,88 |
112,25 |
112,20 |
112,20 |
112,20 |
112,20 |
112,20 |
25 000 |
28,19 |
2 |
DS1023 |
PL0000107264 |
99,25 |
98,85 |
99,00 |
99,00 |
98,75 |
99,00 |
98,84 |
45 000 |
44,50 |
4 |
WS0428 |
PL0000107611 |
82,08 |
82,78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
114,11 |
114,18 |
114,06 |
114,06 |
113,80 |
113,80 |
113,97 |
15 000 |
17,54 |
2 |
WS0437 |
PL0000104857 |
107,00 |
111,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,01 |
105,12 |
105,12 |
105,12 |
105,12 |
105,12 |
105,12 |
15 000 |
20,30 |
1 |
IZ0823 |
PL0000105359 |
105,75 |
106,00 |
105,75 |
105,75 |
105,75 |
105,75 |
105,75 |
5 000 |
6,15 |
1 |
WZ0115 |
PL0000106480 |
100,00 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,81 |
99,89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,56 |
99,56 |
99,56 |
99,56 |
99,56 |
99,56 |
99,56 |
20 000 |
20,05 |
2 |
WZ0119 |
PL0000107603 |
99,12 |
99,21 |
99,12 |
99,12 |
99,12 |
99,12 |
99,12 |
25 000 |
24,96 |
1 |
WZ0121 |
PL0000106068 |
98,15 |
98,27 |
98,15 |
98,15 |
98,15 |
98,15 |
98,15 |
10 000 |
9,89 |
1 |
WZ0124 |
PL0000107454 |
97,00 |
97,17 |
97,00 |
97,00 |
97,00 |
97,00 |
97,00 |
10 000 |
9,77 |
1 |
TOTAL |
930 000 |
975,40 |
57 |
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 |
106,45 |
106,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,25 |
109,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,45 |
119,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
99,55 |
100,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
113,00 |
113,75 |
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 |
99,37 |
99,45 |
2,63 |
2,29 |
99,41 |
2,46 |
PS0414 |
PL0000105433 |
101,47 |
101,56 |
2,62 |
2,44 |
101,52 |
2,52 |
OK0714 |
PL0000107009 |
98,06 |
98,19 |
2,68 |
2,50 |
98,13 |
2,59 |
WZ0115 |
PL0000106480 |
99,95 |
100,06 |
--- |
--- |
100,01 |
--- |
PS0415 |
PL0000105953 |
103,92 |
104,03 |
2,76 |
2,69 |
103,98 |
2,72 |
OK0715 |
PL0000107405 |
95,23 |
95,36 |
2,85 |
2,77 |
95,30 |
2,81 |
DS1015 |
PL0000103602 |
106,38 |
106,56 |
2,90 |
2,81 |
106,47 |
2,85 |
OK0116 |
PL0000107587 |
93,59 |
93,73 |
3,00 |
2,93 |
93,66 |
2,97 |
PS0416 |
PL0000106340 |
104,60 |
104,79 |
3,04 |
2,96 |
104,70 |
3,00 |
IZ0816 |
PL0000103529 |
104,81 |
105,62 |
--- |
--- |
105,22 |
--- |
PS1016 |
PL0000106795 |
104,60 |
104,86 |
3,11 |
3,02 |
104,73 |
3,07 |
WZ0117 |
PL0000106936 |
99,76 |
99,95 |
--- |
--- |
99,86 |
--- |
PS0417 |
PL0000107058 |
104,94 |
105,16 |
3,22 |
3,16 |
105,05 |
3,19 |
DS1017 |
PL0000104543 |
107,02 |
107,27 |
3,34 |
3,27 |
107,15 |
3,30 |
WZ0118 |
PL0000104717 |
99,47 |
99,71 |
--- |
--- |
99,59 |
--- |
PS0418 |
PL0000107314 |
101,50 |
101,69 |
3,38 |
3,33 |
101,60 |
3,35 |
PS0718 |
PL0000107595 |
96,03 |
96,24 |
3,42 |
3,37 |
96,14 |
3,39 |
DS1019 |
PL0000105441 |
109,85 |
110,18 |
3,64 |
3,58 |
110,02 |
3,61 |
DS1020 |
PL0000106126 |
108,70 |
109,12 |
3,81 |
3,74 |
108,91 |
3,77 |
WZ0121 |
PL0000106068 |
97,99 |
98,37 |
--- |
--- |
98,18 |
--- |
DS1021 |
PL0000106670 |
112,03 |
112,39 |
3,96 |
3,91 |
112,21 |
3,94 |
WS0922 |
PL0000102646 |
112,49 |
112,83 |
4,05 |
4,00 |
112,66 |
4,03 |
IZ0823 |
PL0000105359 |
105,40 |
106,43 |
--- |
--- |
105,92 |
--- |
DS1023 |
PL0000107264 |
98,95 |
99,31 |
4,13 |
4,08 |
99,13 |
4,11 |
WZ0124 |
PL0000107454 |
96,83 |
97,34 |
--- |
--- |
97,09 |
--- |
WS0429 |
PL0000105391 |
113,36 |
115,19 |
4,53 |
4,37 |
114,28 |
4,45 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0114 |
PL0000106712 |
99,38 |
99,44 |
2,59 |
2,34 |
99,41 |
2,46 |
PS0414 |
PL0000105433 |
101,48 |
101,55 |
2,60 |
2,46 |
101,52 |
2,52 |
OK0714 |
PL0000107009 |
98,08 |
98,19 |
2,66 |
2,50 |
98,14 |
2,57 |
WZ0115 |
PL0000106480 |
99,96 |
100,05 |
--- |
--- |
100,01 |
--- |
PS0415 |
PL0000105953 |
103,92 |
104,02 |
2,76 |
2,69 |
103,97 |
2,73 |
OK0715 |
PL0000107405 |
95,23 |
95,36 |
2,85 |
2,77 |
95,30 |
2,81 |
DS1015 |
PL0000103602 |
106,36 |
106,54 |
2,91 |
2,82 |
106,45 |
2,86 |
OK0116 |
PL0000107587 |
93,59 |
93,70 |
3,00 |
2,95 |
93,65 |
2,97 |
PS0416 |
PL0000106340 |
104,59 |
104,77 |
3,04 |
2,97 |
104,68 |
3,01 |
IZ0816 |
PL0000103529 |
104,74 |
105,45 |
--- |
--- |
105,10 |
--- |
PS1016 |
PL0000106795 |
104,57 |
104,81 |
3,12 |
3,04 |
104,69 |
3,08 |
WZ0117 |
PL0000106936 |
99,76 |
99,93 |
--- |
--- |
99,85 |
--- |
PS0417 |
PL0000107058 |
104,90 |
105,14 |
3,23 |
3,16 |
105,02 |
3,20 |
DS1017 |
PL0000104543 |
106,94 |
107,22 |
3,36 |
3,29 |
107,08 |
3,32 |
WZ0118 |
PL0000104717 |
99,47 |
99,66 |
--- |
--- |
99,57 |
--- |
PS0418 |
PL0000107314 |
101,36 |
101,57 |
3,41 |
3,36 |
101,47 |
3,39 |
PS0718 |
PL0000107595 |
95,82 |
96,06 |
3,47 |
3,41 |
95,94 |
3,44 |
DS1019 |
PL0000105441 |
109,65 |
109,93 |
3,67 |
3,62 |
109,79 |
3,65 |
DS1020 |
PL0000106126 |
108,44 |
108,84 |
3,85 |
3,78 |
108,64 |
3,82 |
WZ0121 |
PL0000106068 |
98,03 |
98,34 |
--- |
--- |
98,19 |
--- |
DS1021 |
PL0000106670 |
111,68 |
112,07 |
4,01 |
3,96 |
111,88 |
3,98 |
WS0922 |
PL0000102646 |
112,18 |
112,49 |
4,09 |
4,05 |
112,34 |
4,07 |
IZ0823 |
PL0000105359 |
105,31 |
106,38 |
--- |
--- |
105,85 |
--- |
DS1023 |
PL0000107264 |
98,69 |
98,98 |
4,16 |
4,12 |
98,84 |
4,14 |
WZ0124 |
PL0000107454 |
96,85 |
97,28 |
--- |
--- |
97,07 |
--- |
WS0429 |
PL0000105391 |
113,02 |
115,49 |
4,55 |
4,35 |
114,26 |
4,45 |
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 |
2,100 |
2,100 |
2,100 |
90 |
DS1015 |
PL0000103602 |
3/4 |
1 |
2,150 |
2,150 |
2,150 |
60 |
PS0416 |
PL0000106340 |
3/4 |
1 |
2,150 |
2,150 |
2,150 |
80 |
PS0417 |
PL0000107058 |
3/4 |
1 |
2,100 |
2,200 |
2,133 |
120 |
PS0418 |
PL0000107314 |
3/4 |
1 |
2,100 |
2,100 |
2,100 |
195 |
PS0718 |
PL0000107595 |
3/4 |
1 |
2,150 |
2,170 |
2,160 |
200 |
OK0714 |
PL0000107009 |
0/3 |
3 |
2,200 |
2,200 |
2,200 |
5 |
PS0415 |
PL0000105953 |
3/10 |
7 |
2,200 |
2,200 |
2,200 |
35 |
PS0416 |
PL0000106340 |
3/10 |
7 |
2,100 |
2,100 |
2,100 |
65 |
OK0714 |
PL0000107009 |
3/10 |
7 |
2,170 |
2,170 |
2,170 |
65 |
PS0418 |
PL0000107314 |
3/10 |
7 |
2,100 |
2,100 |
2,100 |
200 |
WZ0115 |
PL0000106480 |
3/10 |
7 |
2,200 |
2,200 |
2,200 |
25 |
TOTAL |
1 140 |
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 |
2,430 |
2,430 |
2,430 |
1 500 |
TOTAL |
1 500 |