2013-10-28 |
MARKET DATA |
No 208 (2242) |
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 |
1 447,50 |
1 498,87 |
40 |
3 365,00 |
3 519,70 |
27 |
4 812,50 |
5 018,57 |
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 |
99,40 |
99,43 |
99,44 |
99,44 |
99,43 |
99,43 |
99,43 |
115 000 |
114,35 |
2 |
PS0414 |
PL0000105433 |
101,51 |
101,52 |
101,52 |
101,53 |
101,52 |
101,52 |
101,52 |
1 000 000 |
1 044,83 |
10 |
OK0714 |
PL0000107009 |
98,12 |
98,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,96 |
103,96 |
103,96 |
103,99 |
103,96 |
103,99 |
103,98 |
50 000 |
53,41 |
3 |
OK0715 |
PL0000107405 |
95,30 |
95,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,40 |
106,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
93,70 |
93,70 |
93,70 |
93,71 |
93,70 |
93,71 |
93,71 |
40 000 |
37,48 |
3 |
PS0416 |
PL0000106340 |
104,67 |
104,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,67 |
104,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,00 |
105,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,20 |
107,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,62 |
101,65 |
101,66 |
101,66 |
101,66 |
101,66 |
101,66 |
7 500 |
7,77 |
1 |
PS0718 |
PL0000107595 |
96,05 |
96,04 |
96,05 |
96,16 |
96,05 |
96,16 |
96,10 |
25 000 |
24,19 |
3 |
DS1019 |
PL0000105441 |
109,92 |
107,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,78 |
108,84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,33 |
111,33 |
112,12 |
112,15 |
112,12 |
112,15 |
112,14 |
20 000 |
22,44 |
2 |
WS0922 |
PL0000102646 |
112,65 |
112,55 |
112,63 |
112,75 |
112,63 |
112,75 |
112,72 |
40 000 |
45,32 |
4 |
DS1023 |
PL0000107264 |
99,33 |
99,04 |
99,07 |
99,33 |
99,07 |
99,33 |
99,19 |
130 000 |
129,02 |
11 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
113,95 |
114,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
107,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,00 |
105,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
105,80 |
106,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,98 |
100,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,81 |
99,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,57 |
99,59 |
99,57 |
99,57 |
99,57 |
99,57 |
99,57 |
20 000 |
20,06 |
1 |
WZ0119 |
PL0000107603 |
99,03 |
99,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,03 |
98,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,91 |
97,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 447 500 |
1 498,87 |
40 |
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 |
101,40 |
101,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
106,47 |
106,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,27 |
109,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,50 |
118,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
99,45 |
99,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
112,75 |
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) |
(%) |
PS0414 |
PL0000105433 |
101,46 |
101,55 |
2,62 |
2,44 |
101,51 |
2,52 |
OK0714 |
PL0000107009 |
98,05 |
98,19 |
2,71 |
2,51 |
98,12 |
2,61 |
WZ0115 |
PL0000106480 |
99,95 |
100,06 |
--- |
--- |
100,01 |
--- |
PS0415 |
PL0000105953 |
103,91 |
104,02 |
2,76 |
2,69 |
103,97 |
2,72 |
OK0715 |
PL0000107405 |
95,24 |
95,37 |
2,85 |
2,77 |
95,31 |
2,81 |
DS1015 |
PL0000103602 |
106,33 |
106,52 |
2,92 |
2,82 |
106,43 |
2,87 |
OK0116 |
PL0000107587 |
93,59 |
93,73 |
3,00 |
2,94 |
93,66 |
2,97 |
PS0416 |
PL0000106340 |
104,61 |
104,77 |
3,03 |
2,97 |
104,69 |
3,00 |
IZ0816 |
PL0000103529 |
104,67 |
105,56 |
--- |
--- |
105,12 |
--- |
PS1016 |
PL0000106795 |
104,58 |
104,83 |
3,12 |
3,03 |
104,71 |
3,07 |
WZ0117 |
PL0000106936 |
99,76 |
99,95 |
--- |
--- |
99,86 |
--- |
PS0417 |
PL0000107058 |
104,94 |
105,14 |
3,22 |
3,16 |
105,04 |
3,19 |
DS1017 |
PL0000104543 |
106,98 |
107,22 |
3,35 |
3,29 |
107,10 |
3,32 |
WZ0118 |
PL0000104717 |
99,50 |
99,68 |
--- |
--- |
99,59 |
--- |
PS0418 |
PL0000107314 |
101,40 |
101,70 |
3,40 |
3,33 |
101,55 |
3,37 |
PS0718 |
PL0000107595 |
95,85 |
96,13 |
3,46 |
3,39 |
95,99 |
3,43 |
WZ0119 |
PL0000107603 |
98,91 |
99,37 |
--- |
--- |
99,14 |
--- |
DS1019 |
PL0000105441 |
109,68 |
109,98 |
3,67 |
3,61 |
109,83 |
3,64 |
DS1020 |
PL0000106126 |
108,51 |
108,92 |
3,84 |
3,77 |
108,72 |
3,80 |
WZ0121 |
PL0000106068 |
97,96 |
98,41 |
--- |
--- |
98,19 |
--- |
DS1021 |
PL0000106670 |
111,78 |
112,19 |
3,99 |
3,94 |
111,99 |
3,97 |
WS0922 |
PL0000102646 |
112,18 |
112,59 |
4,09 |
4,03 |
112,39 |
4,06 |
IZ0823 |
PL0000105359 |
105,32 |
106,54 |
--- |
--- |
105,93 |
--- |
DS1023 |
PL0000107264 |
98,66 |
99,09 |
4,16 |
4,11 |
98,88 |
4,14 |
WZ0124 |
PL0000107454 |
96,83 |
97,33 |
--- |
--- |
97,08 |
--- |
WS0429 |
PL0000105391 |
112,97 |
115,07 |
4,56 |
4,38 |
114,02 |
4,47 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0414 |
PL0000105433 |
101,47 |
101,54 |
2,60 |
2,46 |
101,51 |
2,52 |
OK0714 |
PL0000107009 |
98,10 |
98,21 |
2,64 |
2,48 |
98,16 |
2,55 |
WZ0115 |
PL0000106480 |
99,95 |
100,05 |
--- |
--- |
100,00 |
--- |
PS0415 |
PL0000105953 |
103,93 |
104,01 |
2,75 |
2,70 |
103,97 |
2,72 |
OK0715 |
PL0000107405 |
95,26 |
95,37 |
2,84 |
2,77 |
95,32 |
2,80 |
DS1015 |
PL0000103602 |
106,38 |
106,55 |
2,89 |
2,81 |
106,47 |
2,85 |
OK0116 |
PL0000107587 |
93,63 |
93,75 |
2,98 |
2,93 |
93,69 |
2,95 |
PS0416 |
PL0000106340 |
104,65 |
104,80 |
3,02 |
2,96 |
104,73 |
2,99 |
IZ0816 |
PL0000103529 |
104,75 |
105,53 |
--- |
--- |
105,14 |
--- |
PS1016 |
PL0000106795 |
104,64 |
104,90 |
3,10 |
3,01 |
104,77 |
3,05 |
WZ0117 |
PL0000106936 |
99,75 |
99,93 |
--- |
--- |
99,84 |
--- |
PS0417 |
PL0000107058 |
104,96 |
105,23 |
3,21 |
3,13 |
105,10 |
3,17 |
DS1017 |
PL0000104543 |
107,16 |
107,38 |
3,30 |
3,24 |
107,27 |
3,27 |
WZ0118 |
PL0000104717 |
99,51 |
99,65 |
--- |
--- |
99,58 |
--- |
PS0418 |
PL0000107314 |
101,50 |
101,76 |
3,38 |
3,32 |
101,63 |
3,35 |
PS0718 |
PL0000107595 |
96,02 |
96,27 |
3,42 |
3,36 |
96,15 |
3,39 |
WZ0119 |
PL0000107603 |
98,97 |
99,29 |
--- |
--- |
99,13 |
--- |
DS1019 |
PL0000105441 |
109,89 |
110,15 |
3,63 |
3,58 |
110,02 |
3,61 |
DS1020 |
PL0000106126 |
108,75 |
109,14 |
3,80 |
3,74 |
108,95 |
3,77 |
WZ0121 |
PL0000106068 |
97,84 |
98,21 |
--- |
--- |
98,03 |
--- |
DS1021 |
PL0000106670 |
112,20 |
112,50 |
3,94 |
3,90 |
112,35 |
3,92 |
WS0922 |
PL0000102646 |
112,59 |
113,03 |
4,03 |
3,98 |
112,81 |
4,01 |
IZ0823 |
PL0000105359 |
105,46 |
106,47 |
--- |
--- |
105,97 |
--- |
DS1023 |
PL0000107264 |
99,22 |
99,49 |
4,09 |
4,06 |
99,36 |
4,08 |
WZ0124 |
PL0000107454 |
96,77 |
97,18 |
--- |
--- |
96,98 |
--- |
WS0429 |
PL0000105391 |
112,02 |
115,91 |
4,64 |
4,31 |
113,97 |
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) |
(%) |
(%) |
(%) |
PS0718 |
PL0000107595 |
0/1 |
1 |
1,900 |
1,900 |
1,900 |
40 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,000 |
2,150 |
2,082 |
315 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
60 |
PS0416 |
PL0000106340 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
80 |
PS0417 |
PL0000107058 |
1/2 |
1 |
2,050 |
2,100 |
2,083 |
120 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
120 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
60 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
100 |
PS0417 |
PL0000107058 |
0/2 |
2 |
1,900 |
1,900 |
1,900 |
95 |
PS0418 |
PL0000107314 |
0/2 |
2 |
1,900 |
1,900 |
1,900 |
20 |
PS0718 |
PL0000107595 |
0/2 |
2 |
2,000 |
2,000 |
2,000 |
10 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,100 |
2,100 |
2,100 |
5 |
WS0922 |
PL0000102646 |
2/9 |
7 |
2,100 |
2,100 |
2,100 |
220 |
DS1020 |
PL0000106126 |
2/9 |
7 |
2,150 |
2,150 |
2,150 |
60 |
PS0417 |
PL0000107058 |
2/9 |
7 |
2,100 |
2,100 |
2,100 |
60 |
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 |
1/2 |
1 |
2,430 |
2,450 |
2,440 |
2 000 |
TOTAL |
2 000 |