2013-10-29 |
MARKET DATA |
No 209 (2243) |
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 |
2 527,50 |
2 604,79 |
82 |
785,00 |
800,51 |
10 |
3 312,50 |
3 405,30 |
92 |
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 |
99,42 |
99,43 |
99,42 |
99,42 |
99,42 |
99,42 |
99,42 |
15 000 |
14,91 |
1 |
PS0414 |
PL0000105433 |
101,51 |
101,51 |
101,51 |
101,52 |
101,51 |
101,52 |
101,52 |
1 395 000 |
1 457,71 |
17 |
OK0714 |
PL0000107009 |
98,13 |
98,19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,94 |
104,03 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
95,32 |
95,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,44 |
106,53 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
93,66 |
93,67 |
93,65 |
93,66 |
93,65 |
93,66 |
93,65 |
190 000 |
177,94 |
6 |
PS0416 |
PL0000106340 |
104,67 |
104,71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,67 |
104,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,02 |
105,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,12 |
107,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,54 |
101,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
96,05 |
96,00 |
96,05 |
96,05 |
95,90 |
95,90 |
95,99 |
190 000 |
183,66 |
14 |
DS1019 |
PL0000105441 |
109,91 |
109,78 |
109,87 |
110,02 |
109,78 |
110,02 |
109,83 |
185 000 |
203,36 |
12 |
DS1020 |
PL0000106126 |
108,82 |
108,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,18 |
112,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,70 |
112,64 |
112,65 |
112,65 |
112,64 |
112,65 |
112,65 |
85 000 |
96,26 |
4 |
DS1023 |
PL0000107264 |
99,25 |
99,13 |
99,25 |
99,25 |
99,10 |
99,22 |
99,17 |
200 000 |
198,48 |
15 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
113,90 |
114,30 |
114,40 |
114,40 |
114,40 |
114,40 |
114,40 |
15 000 |
17,61 |
2 |
WS0437 |
PL0000104857 |
107,00 |
113,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,95 |
105,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
105,80 |
106,00 |
106,10 |
106,10 |
106,10 |
106,10 |
106,10 |
5 000 |
6,17 |
1 |
WZ0115 |
PL0000106480 |
99,99 |
100,00 |
99,99 |
100,00 |
99,99 |
100,00 |
100,00 |
20 000 |
20,14 |
2 |
WZ0117 |
PL0000106936 |
99,80 |
99,77 |
99,80 |
99,80 |
99,77 |
99,77 |
99,78 |
182 500 |
183,41 |
6 |
WZ0118 |
PL0000104717 |
99,56 |
99,57 |
99,56 |
99,56 |
99,56 |
99,56 |
99,56 |
45 000 |
45,13 |
2 |
WZ0119 |
PL0000107603 |
99,05 |
99,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,01 |
97,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,84 |
97,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
2 527 500 |
2 604,79 |
82 |
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 |
101,35 |
101,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
106,45 |
106,53 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,45 |
109,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,50 |
118,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
99,50 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
113,00 |
113,50 |
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) |
(%) |
PS0414 |
PL0000105433 |
101,47 |
101,54 |
2,59 |
2,45 |
101,51 |
2,51 |
OK0714 |
PL0000107009 |
98,09 |
98,21 |
2,66 |
2,49 |
98,15 |
2,58 |
WZ0115 |
PL0000106480 |
99,95 |
100,05 |
--- |
--- |
100,00 |
--- |
PS0415 |
PL0000105953 |
103,93 |
104,05 |
2,74 |
2,66 |
103,99 |
2,70 |
OK0715 |
PL0000107405 |
95,28 |
95,37 |
2,83 |
2,78 |
95,33 |
2,80 |
DS1015 |
PL0000103602 |
106,38 |
106,57 |
2,89 |
2,79 |
106,48 |
2,84 |
OK0116 |
PL0000107587 |
93,63 |
93,75 |
2,99 |
2,93 |
93,69 |
2,96 |
PS0416 |
PL0000106340 |
104,63 |
104,80 |
3,02 |
2,96 |
104,72 |
2,99 |
IZ0816 |
PL0000103529 |
104,77 |
105,55 |
--- |
--- |
105,16 |
--- |
PS1016 |
PL0000106795 |
104,62 |
104,87 |
3,10 |
3,02 |
104,75 |
3,06 |
WZ0117 |
PL0000106936 |
99,75 |
99,94 |
--- |
--- |
99,85 |
--- |
PS0417 |
PL0000107058 |
104,97 |
105,22 |
3,21 |
3,14 |
105,10 |
3,17 |
DS1017 |
PL0000104543 |
107,06 |
107,30 |
3,33 |
3,26 |
107,18 |
3,29 |
WZ0118 |
PL0000104717 |
99,48 |
99,66 |
--- |
--- |
99,57 |
--- |
PS0418 |
PL0000107314 |
101,47 |
101,76 |
3,39 |
3,32 |
101,62 |
3,35 |
PS0718 |
PL0000107595 |
95,99 |
96,22 |
3,43 |
3,37 |
96,11 |
3,40 |
WZ0119 |
PL0000107603 |
98,94 |
99,30 |
--- |
--- |
99,12 |
--- |
DS1019 |
PL0000105441 |
109,76 |
110,04 |
3,65 |
3,60 |
109,90 |
3,63 |
DS1020 |
PL0000106126 |
108,65 |
109,04 |
3,81 |
3,75 |
108,85 |
3,78 |
WZ0121 |
PL0000106068 |
97,76 |
98,14 |
--- |
--- |
97,95 |
--- |
DS1021 |
PL0000106670 |
112,00 |
112,42 |
3,96 |
3,91 |
112,21 |
3,93 |
WS0922 |
PL0000102646 |
112,59 |
112,96 |
4,03 |
3,99 |
112,78 |
4,01 |
IZ0823 |
PL0000105359 |
105,42 |
106,46 |
--- |
--- |
105,94 |
--- |
DS1023 |
PL0000107264 |
99,09 |
99,39 |
4,11 |
4,07 |
99,24 |
4,09 |
WZ0124 |
PL0000107454 |
96,71 |
97,24 |
--- |
--- |
96,98 |
--- |
WS0429 |
PL0000105391 |
113,23 |
115,05 |
4,54 |
4,38 |
114,14 |
4,46 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0414 |
PL0000105433 |
101,48 |
101,54 |
2,57 |
2,45 |
101,51 |
2,51 |
OK0714 |
PL0000107009 |
98,11 |
98,22 |
2,63 |
2,48 |
98,17 |
2,55 |
WZ0115 |
PL0000106480 |
99,96 |
100,05 |
--- |
--- |
100,01 |
--- |
PS0415 |
PL0000105953 |
103,93 |
104,05 |
2,74 |
2,66 |
103,99 |
2,70 |
OK0715 |
PL0000107405 |
95,30 |
95,36 |
2,82 |
2,78 |
95,33 |
2,80 |
DS1015 |
PL0000103602 |
106,41 |
106,57 |
2,87 |
2,79 |
106,49 |
2,83 |
OK0116 |
PL0000107587 |
93,62 |
93,71 |
2,99 |
2,95 |
93,67 |
2,97 |
PS0416 |
PL0000106340 |
104,64 |
104,78 |
3,02 |
2,96 |
104,71 |
2,99 |
IZ0816 |
PL0000103529 |
104,72 |
105,57 |
--- |
--- |
105,15 |
--- |
PS1016 |
PL0000106795 |
104,62 |
104,84 |
3,10 |
3,03 |
104,73 |
3,06 |
WZ0117 |
PL0000106936 |
99,68 |
99,82 |
--- |
--- |
99,75 |
--- |
PS0417 |
PL0000107058 |
104,92 |
105,13 |
3,23 |
3,16 |
105,03 |
3,19 |
DS1017 |
PL0000104543 |
107,06 |
107,30 |
3,33 |
3,26 |
107,18 |
3,29 |
WZ0118 |
PL0000104717 |
99,47 |
99,62 |
--- |
--- |
99,55 |
--- |
PS0418 |
PL0000107314 |
101,44 |
101,70 |
3,39 |
3,33 |
101,57 |
3,36 |
PS0718 |
PL0000107595 |
95,87 |
96,11 |
3,46 |
3,40 |
95,99 |
3,43 |
WZ0119 |
PL0000107603 |
98,95 |
99,23 |
--- |
--- |
99,09 |
--- |
DS1019 |
PL0000105441 |
109,73 |
109,99 |
3,66 |
3,61 |
109,86 |
3,63 |
DS1020 |
PL0000106126 |
108,57 |
108,98 |
3,83 |
3,76 |
108,78 |
3,79 |
WZ0121 |
PL0000106068 |
97,69 |
98,10 |
--- |
--- |
97,90 |
--- |
DS1021 |
PL0000106670 |
112,02 |
112,33 |
3,96 |
3,92 |
112,18 |
3,94 |
WS0922 |
PL0000102646 |
112,45 |
112,80 |
4,05 |
4,01 |
112,63 |
4,03 |
IZ0823 |
PL0000105359 |
105,43 |
106,44 |
--- |
--- |
105,94 |
--- |
DS1023 |
PL0000107264 |
99,00 |
99,28 |
4,12 |
4,09 |
99,14 |
4,10 |
WZ0124 |
PL0000107454 |
96,68 |
97,09 |
--- |
--- |
96,89 |
--- |
WS0429 |
PL0000105391 |
113,12 |
115,01 |
4,54 |
4,39 |
114,07 |
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) |
(%) |
(%) |
(%) |
PS0416 |
PL0000106340 |
0/1 |
1 |
2,050 |
2,050 |
2,050 |
10 |
PS0416 |
PL0000106340 |
1/2 |
1 |
2,100 |
2,150 |
2,110 |
210 |
PS0417 |
PL0000107058 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
65 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
110 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,100 |
2,200 |
2,168 |
220 |
OK0116 |
PL0000107587 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
40 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
2,100 |
2,100 |
2,100 |
130 |
TOTAL |
785 |