2013-10-30 |
MARKET DATA |
No 210 (2244) |
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 |
1 377,50 |
1 390,59 |
76 |
1 150,00 |
1 211,71 |
15 |
2 527,50 |
2 602,30 |
91 |
T-bonds EUR |
1,00 |
1,01 |
1 |
0,00 |
0,00 |
0 |
1,00 |
1,01 |
1 |
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 |
99,43 |
99,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,48 |
101,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
98,19 |
98,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,95 |
103,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
95,33 |
95,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,40 |
106,49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
93,66 |
93,65 |
93,66 |
93,66 |
93,65 |
93,65 |
93,65 |
345 000 |
323,10 |
10 |
PS0416 |
PL0000106340 |
104,74 |
104,68 |
104,68 |
104,75 |
104,68 |
104,74 |
104,73 |
145 000 |
155,70 |
8 |
PS1016 |
PL0000106795 |
104,67 |
104,60 |
104,67 |
104,67 |
104,60 |
104,60 |
104,64 |
95 000 |
99,53 |
5 |
PS0417 |
PL0000107058 |
104,98 |
104,96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,13 |
107,07 |
107,10 |
107,10 |
107,07 |
107,07 |
107,08 |
50 000 |
53,61 |
2 |
PS0418 |
PL0000107314 |
101,55 |
101,47 |
101,48 |
101,48 |
101,48 |
101,48 |
101,48 |
10 000 |
10,35 |
1 |
PS0718 |
PL0000107595 |
96,00 |
95,90 |
96,00 |
96,00 |
95,85 |
95,85 |
95,92 |
50 000 |
48,31 |
5 |
DS1019 |
PL0000105441 |
109,90 |
109,82 |
109,90 |
109,90 |
109,84 |
109,84 |
109,87 |
110 000 |
121,02 |
9 |
DS1020 |
PL0000106126 |
108,70 |
108,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,05 |
111,91 |
112,00 |
112,00 |
112,00 |
112,00 |
112,00 |
15 000 |
16,82 |
2 |
WS0922 |
PL0000102646 |
112,58 |
112,45 |
112,35 |
112,35 |
112,35 |
112,35 |
112,35 |
10 000 |
11,30 |
1 |
DS1023 |
PL0000107264 |
99,25 |
98,90 |
99,15 |
99,15 |
99,00 |
99,00 |
99,06 |
25 000 |
24,79 |
3 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
113,79 |
113,58 |
113,72 |
113,72 |
113,58 |
113,58 |
113,67 |
57 500 |
67,11 |
6 |
WS0437 |
PL0000104857 |
107,00 |
111,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,89 |
105,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
105,85 |
106,03 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,00 |
100,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,74 |
99,77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,52 |
99,57 |
99,60 |
99,60 |
99,52 |
99,52 |
99,59 |
60 000 |
60,20 |
2 |
WZ0119 |
PL0000107603 |
99,00 |
99,10 |
99,00 |
99,00 |
99,00 |
99,00 |
99,00 |
10 000 |
9,98 |
1 |
WZ0121 |
PL0000106068 |
97,85 |
97,71 |
97,85 |
97,85 |
97,70 |
97,78 |
97,73 |
370 000 |
364,38 |
20 |
WZ0124 |
PL0000107454 |
97,65 |
96,88 |
96,75 |
96,75 |
96,75 |
96,75 |
96,75 |
25 000 |
24,38 |
1 |
TOTAL |
1 377 500 |
1 390,59 |
76 |
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 |
101,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
106,45 |
106,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,50 |
109,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,45 |
118,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
99,60 |
99,70 |
99,60 |
99,60 |
99,60 |
99,60 |
99,60 |
1 000 |
1,01 |
1 |
EURA119 |
XS0985244952 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
113,10 |
113,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
111,00 |
111,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
114,50 |
115,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
108,00 |
109,00 |
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 |
1 000 |
1,01 |
1 |
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 |
101,53 |
2,54 |
2,39 |
101,50 |
2,46 |
OK0714 |
PL0000107009 |
98,10 |
98,26 |
2,69 |
2,46 |
98,18 |
2,57 |
WZ0115 |
PL0000106480 |
99,95 |
100,05 |
--- |
--- |
100,00 |
--- |
PS0415 |
PL0000105953 |
103,93 |
104,03 |
2,73 |
2,66 |
103,98 |
2,69 |
OK0715 |
PL0000107405 |
95,31 |
95,42 |
2,83 |
2,76 |
95,37 |
2,79 |
DS1015 |
PL0000103602 |
106,38 |
106,56 |
2,87 |
2,78 |
106,47 |
2,83 |
OK0116 |
PL0000107587 |
93,63 |
93,76 |
3,00 |
2,94 |
93,70 |
2,97 |
PS0416 |
PL0000106340 |
104,61 |
104,81 |
3,02 |
2,94 |
104,71 |
2,98 |
IZ0816 |
PL0000103529 |
104,67 |
105,48 |
--- |
--- |
105,08 |
--- |
PS1016 |
PL0000106795 |
104,63 |
104,85 |
3,09 |
3,02 |
104,74 |
3,05 |
WZ0117 |
PL0000106936 |
99,68 |
99,83 |
--- |
--- |
99,76 |
--- |
PS0417 |
PL0000107058 |
104,96 |
105,19 |
3,21 |
3,14 |
105,08 |
3,17 |
DS1017 |
PL0000104543 |
107,09 |
107,29 |
3,31 |
3,26 |
107,19 |
3,29 |
WZ0118 |
PL0000104717 |
99,47 |
99,63 |
--- |
--- |
99,55 |
--- |
PS0418 |
PL0000107314 |
101,51 |
101,71 |
3,37 |
3,33 |
101,61 |
3,35 |
PS0718 |
PL0000107595 |
95,92 |
96,16 |
3,45 |
3,39 |
96,04 |
3,42 |
WZ0119 |
PL0000107603 |
98,92 |
99,29 |
--- |
--- |
99,11 |
--- |
DS1019 |
PL0000105441 |
109,81 |
110,12 |
3,64 |
3,59 |
109,97 |
3,61 |
DS1020 |
PL0000106126 |
108,66 |
109,06 |
3,81 |
3,75 |
108,86 |
3,78 |
WZ0121 |
PL0000106068 |
97,64 |
98,07 |
--- |
--- |
97,86 |
--- |
DS1021 |
PL0000106670 |
112,00 |
112,43 |
3,96 |
3,90 |
112,22 |
3,93 |
WS0922 |
PL0000102646 |
112,49 |
112,93 |
4,04 |
3,99 |
112,71 |
4,02 |
IZ0823 |
PL0000105359 |
105,48 |
106,53 |
--- |
--- |
106,01 |
--- |
DS1023 |
PL0000107264 |
99,08 |
99,46 |
4,11 |
4,06 |
99,27 |
4,09 |
WZ0124 |
PL0000107454 |
96,68 |
97,14 |
--- |
--- |
96,91 |
--- |
WS0429 |
PL0000105391 |
113,00 |
115,33 |
4,55 |
4,36 |
114,17 |
4,46 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0414 |
PL0000105433 |
101,46 |
101,52 |
2,54 |
2,42 |
101,49 |
2,48 |
OK0714 |
PL0000107009 |
98,13 |
98,23 |
2,64 |
2,50 |
98,18 |
2,57 |
WZ0115 |
PL0000106480 |
99,96 |
100,05 |
--- |
--- |
100,01 |
--- |
PS0415 |
PL0000105953 |
103,93 |
104,03 |
2,73 |
2,66 |
103,98 |
2,69 |
OK0715 |
PL0000107405 |
95,31 |
95,42 |
2,83 |
2,76 |
95,37 |
2,79 |
DS1015 |
PL0000103602 |
106,34 |
106,54 |
2,89 |
2,79 |
106,44 |
2,84 |
OK0116 |
PL0000107587 |
93,61 |
93,73 |
3,01 |
2,95 |
93,67 |
2,98 |
PS0416 |
PL0000106340 |
104,63 |
104,79 |
3,02 |
2,95 |
104,71 |
2,98 |
IZ0816 |
PL0000103529 |
104,61 |
105,49 |
--- |
--- |
105,05 |
--- |
PS1016 |
PL0000106795 |
104,51 |
104,70 |
3,13 |
3,07 |
104,61 |
3,10 |
WZ0117 |
PL0000106936 |
99,63 |
99,81 |
--- |
--- |
99,72 |
--- |
PS0417 |
PL0000107058 |
104,85 |
105,07 |
3,24 |
3,18 |
104,96 |
3,21 |
DS1017 |
PL0000104543 |
107,00 |
107,19 |
3,34 |
3,29 |
107,10 |
3,31 |
WZ0118 |
PL0000104717 |
99,41 |
99,64 |
--- |
--- |
99,53 |
--- |
PS0418 |
PL0000107314 |
101,35 |
101,61 |
3,41 |
3,35 |
101,48 |
3,38 |
PS0718 |
PL0000107595 |
95,77 |
95,99 |
3,48 |
3,43 |
95,88 |
3,46 |
WZ0119 |
PL0000107603 |
98,84 |
99,18 |
--- |
--- |
99,01 |
--- |
DS1019 |
PL0000105441 |
109,68 |
109,91 |
3,66 |
3,62 |
109,80 |
3,64 |
DS1020 |
PL0000106126 |
108,45 |
108,81 |
3,84 |
3,79 |
108,63 |
3,81 |
WZ0121 |
PL0000106068 |
97,69 |
97,94 |
--- |
--- |
97,82 |
--- |
DS1021 |
PL0000106670 |
111,89 |
112,11 |
3,98 |
3,95 |
112,00 |
3,96 |
WS0922 |
PL0000102646 |
112,40 |
112,71 |
4,06 |
4,02 |
112,56 |
4,04 |
IZ0823 |
PL0000105359 |
105,35 |
106,45 |
--- |
--- |
105,90 |
--- |
DS1023 |
PL0000107264 |
98,87 |
99,19 |
4,14 |
4,10 |
99,03 |
4,12 |
WZ0124 |
PL0000107454 |
96,56 |
97,10 |
--- |
--- |
96,83 |
--- |
WS0429 |
PL0000105391 |
112,86 |
114,63 |
4,57 |
4,42 |
113,75 |
4,49 |
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 |
1/5 |
4 |
2,100 |
2,100 |
2,100 |
55 |
PS0416 |
PL0000106340 |
1/5 |
4 |
2,150 |
2,150 |
2,150 |
180 |
PS1016 |
PL0000106795 |
1/5 |
4 |
2,150 |
2,150 |
2,150 |
155 |
PS0418 |
PL0000107314 |
1/5 |
4 |
2,150 |
2,150 |
2,150 |
120 |
WZ0121 |
PL0000106068 |
1/5 |
4 |
2,200 |
2,200 |
2,200 |
50 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
20 |
OK0715 |
PL0000107405 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
25 |
WZ0117 |
PL0000106936 |
1/8 |
7 |
2,200 |
2,200 |
2,200 |
45 |
TOTAL |
650 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/5 |
4 |
2,500 |
2,500 |
2,500 |
500 |
TOTAL |
500 |