2013-10-31 |
MARKET DATA |
No 211 (2245) |
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 |
2 002,50 |
2 117,27 |
160 |
1 220,00 |
1 203,83 |
12 |
3 222,50 |
3 321,09 |
172 |
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 |
99,44 |
99,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,47 |
101,48 |
101,46 |
101,46 |
101,45 |
101,45 |
101,46 |
160 000 |
167,22 |
3 |
OK0714 |
PL0000107009 |
98,18 |
98,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,96 |
104,03 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
95,35 |
95,44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,44 |
106,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
93,72 |
93,69 |
93,72 |
93,72 |
93,62 |
93,62 |
93,70 |
50 000 |
46,85 |
4 |
PS0416 |
PL0000106340 |
104,70 |
104,69 |
104,61 |
104,72 |
104,61 |
104,70 |
104,68 |
90 000 |
96,60 |
7 |
PS1016 |
PL0000106795 |
104,60 |
104,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,90 |
104,95 |
105,00 |
105,00 |
104,90 |
104,90 |
104,92 |
105 000 |
112,82 |
8 |
DS1017 |
PL0000104543 |
107,05 |
107,09 |
107,00 |
107,00 |
107,00 |
107,00 |
107,00 |
12 500 |
13,39 |
2 |
PS0418 |
PL0000107314 |
101,42 |
101,33 |
101,40 |
101,45 |
101,27 |
101,27 |
101,34 |
165 000 |
170,50 |
15 |
PS0718 |
PL0000107595 |
95,90 |
95,70 |
95,87 |
95,92 |
95,62 |
95,62 |
95,77 |
245 000 |
236,37 |
21 |
DS1019 |
PL0000105441 |
109,70 |
109,55 |
109,57 |
109,81 |
109,46 |
109,46 |
109,62 |
580 000 |
636,79 |
45 |
DS1020 |
PL0000106126 |
108,58 |
108,49 |
108,31 |
108,31 |
108,30 |
108,30 |
108,31 |
20 000 |
21,69 |
2 |
DS1021 |
PL0000106670 |
112,00 |
111,78 |
112,05 |
112,10 |
112,05 |
112,10 |
112,07 |
30 000 |
33,67 |
2 |
WS0922 |
PL0000102646 |
112,40 |
112,10 |
112,35 |
112,35 |
112,17 |
112,18 |
112,23 |
180 000 |
203,23 |
18 |
DS1023 |
PL0000107264 |
99,00 |
98,65 |
98,83 |
99,12 |
98,68 |
98,73 |
98,92 |
270 000 |
267,42 |
23 |
WS0428 |
PL0000107611 |
80,00 |
90,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
113,50 |
113,43 |
113,20 |
113,22 |
113,20 |
113,22 |
113,21 |
20 000 |
23,25 |
2 |
WS0437 |
PL0000104857 |
106,50 |
110,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,19 |
105,34 |
105,34 |
105,34 |
105,34 |
105,34 |
105,34 |
25 000 |
33,92 |
2 |
IZ0823 |
PL0000105359 |
105,83 |
105,97 |
105,71 |
105,71 |
105,71 |
105,71 |
105,71 |
15 000 |
18,46 |
2 |
WZ0115 |
PL0000106480 |
100,00 |
100,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,72 |
99,78 |
99,70 |
99,70 |
99,68 |
99,68 |
99,70 |
30 000 |
30,14 |
3 |
WZ0118 |
PL0000104717 |
99,52 |
99,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
98,90 |
99,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,87 |
97,84 |
97,98 |
97,98 |
97,98 |
97,98 |
97,98 |
5 000 |
4,94 |
1 |
WZ0124 |
PL0000107454 |
96,65 |
96,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
2 002 500 |
2 117,27 |
160 |
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 |
109,50 |
109,75 |
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 |
99,75 |
99,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EURA119 |
XS0985244952 |
99,75 |
101,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
113,15 |
113,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
111,15 |
111,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
114,75 |
115,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
108,50 |
108,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
104,20 |
104,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
119,55 |
120,25 |
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 |
101,44 |
101,51 |
2,56 |
2,42 |
101,48 |
2,48 |
OK0714 |
PL0000107009 |
98,13 |
98,24 |
2,65 |
2,50 |
98,19 |
2,57 |
WZ0115 |
PL0000106480 |
99,97 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0415 |
PL0000105953 |
103,94 |
104,05 |
2,71 |
2,64 |
104,00 |
2,67 |
OK0715 |
PL0000107405 |
95,30 |
95,46 |
2,84 |
2,74 |
95,38 |
2,79 |
DS1015 |
PL0000103602 |
106,33 |
106,51 |
2,89 |
2,80 |
106,42 |
2,85 |
OK0116 |
PL0000107587 |
93,57 |
93,72 |
3,04 |
2,96 |
93,65 |
3,00 |
PS0416 |
PL0000106340 |
104,57 |
104,73 |
3,04 |
2,97 |
104,65 |
3,01 |
IZ0816 |
PL0000103529 |
104,67 |
105,49 |
--- |
--- |
105,08 |
--- |
PS1016 |
PL0000106795 |
104,48 |
104,73 |
3,14 |
3,06 |
104,61 |
3,10 |
WZ0117 |
PL0000106936 |
99,67 |
99,83 |
--- |
--- |
99,75 |
--- |
PS0417 |
PL0000107058 |
104,77 |
105,04 |
3,26 |
3,18 |
104,91 |
3,22 |
DS1017 |
PL0000104543 |
106,86 |
107,14 |
3,37 |
3,30 |
107,00 |
3,34 |
WZ0118 |
PL0000104717 |
99,44 |
99,64 |
--- |
--- |
99,54 |
--- |
PS0418 |
PL0000107314 |
101,26 |
101,49 |
3,44 |
3,38 |
101,38 |
3,41 |
PS0718 |
PL0000107595 |
95,63 |
95,92 |
3,52 |
3,45 |
95,78 |
3,48 |
WZ0119 |
PL0000107603 |
98,78 |
99,13 |
--- |
--- |
98,96 |
--- |
DS1019 |
PL0000105441 |
109,53 |
109,80 |
3,69 |
3,64 |
109,67 |
3,66 |
DS1020 |
PL0000106126 |
108,28 |
108,68 |
3,87 |
3,81 |
108,48 |
3,84 |
WZ0121 |
PL0000106068 |
97,71 |
97,91 |
--- |
--- |
97,81 |
--- |
DS1021 |
PL0000106670 |
111,59 |
111,99 |
4,02 |
3,96 |
111,79 |
3,99 |
WS0922 |
PL0000102646 |
112,02 |
112,29 |
4,10 |
4,07 |
112,16 |
4,09 |
IZ0823 |
PL0000105359 |
105,43 |
106,50 |
--- |
--- |
105,97 |
--- |
DS1023 |
PL0000107264 |
98,56 |
98,91 |
4,18 |
4,13 |
98,74 |
4,15 |
WZ0124 |
PL0000107454 |
96,59 |
97,10 |
--- |
--- |
96,85 |
--- |
WS0429 |
PL0000105391 |
112,74 |
114,07 |
4,58 |
4,46 |
113,41 |
4,52 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0414 |
PL0000105433 |
101,45 |
101,50 |
2,54 |
2,44 |
101,48 |
2,48 |
OK0714 |
PL0000107009 |
98,16 |
98,25 |
2,61 |
2,48 |
98,21 |
2,54 |
WZ0115 |
PL0000106480 |
99,97 |
100,05 |
--- |
--- |
100,01 |
--- |
PS0415 |
PL0000105953 |
103,93 |
104,05 |
2,72 |
2,64 |
103,99 |
2,68 |
OK0715 |
PL0000107405 |
95,33 |
95,46 |
2,82 |
2,74 |
95,40 |
2,78 |
DS1015 |
PL0000103602 |
106,38 |
106,55 |
2,87 |
2,78 |
106,47 |
2,82 |
OK0116 |
PL0000107587 |
93,64 |
93,75 |
3,00 |
2,95 |
93,70 |
2,97 |
PS0416 |
PL0000106340 |
104,65 |
104,78 |
3,01 |
2,95 |
104,72 |
2,98 |
IZ0816 |
PL0000103529 |
104,86 |
105,59 |
--- |
--- |
105,23 |
--- |
PS1016 |
PL0000106795 |
104,56 |
104,71 |
3,12 |
3,06 |
104,64 |
3,09 |
WZ0117 |
PL0000106936 |
99,66 |
99,83 |
--- |
--- |
99,75 |
--- |
PS0417 |
PL0000107058 |
104,86 |
105,01 |
3,24 |
3,19 |
104,94 |
3,21 |
DS1017 |
PL0000104543 |
106,95 |
107,15 |
3,35 |
3,30 |
107,05 |
3,32 |
WZ0118 |
PL0000104717 |
99,44 |
99,60 |
--- |
--- |
99,52 |
--- |
PS0418 |
PL0000107314 |
101,27 |
101,41 |
3,43 |
3,40 |
101,34 |
3,42 |
PS0718 |
PL0000107595 |
95,56 |
95,79 |
3,53 |
3,48 |
95,68 |
3,51 |
WZ0119 |
PL0000107603 |
98,78 |
99,14 |
--- |
--- |
98,96 |
--- |
DS1019 |
PL0000105441 |
109,38 |
109,63 |
3,72 |
3,67 |
109,51 |
3,69 |
DS1020 |
PL0000106126 |
108,28 |
108,54 |
3,87 |
3,83 |
108,41 |
3,85 |
WZ0121 |
PL0000106068 |
97,77 |
98,02 |
--- |
--- |
97,90 |
--- |
DS1021 |
PL0000106670 |
111,55 |
111,88 |
4,02 |
3,98 |
111,72 |
4,00 |
WS0922 |
PL0000102646 |
112,01 |
112,24 |
4,10 |
4,08 |
112,13 |
4,09 |
IZ0823 |
PL0000105359 |
105,43 |
106,53 |
--- |
--- |
105,98 |
--- |
DS1023 |
PL0000107264 |
98,45 |
98,81 |
4,19 |
4,15 |
98,63 |
4,17 |
WZ0124 |
PL0000107454 |
96,60 |
97,12 |
--- |
--- |
96,86 |
--- |
WS0429 |
PL0000105391 |
112,82 |
113,99 |
4,57 |
4,47 |
113,41 |
4,52 |
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 |
4/5 |
1 |
2,150 |
2,150 |
2,150 |
255 |
PS0417 |
PL0000107058 |
4/5 |
1 |
2,150 |
2,150 |
2,150 |
40 |
DS1023 |
PL0000107264 |
4/5 |
1 |
2,250 |
2,250 |
2,250 |
30 |
WZ0124 |
PL0000107454 |
4/5 |
1 |
2,150 |
2,150 |
2,150 |
100 |
DS1017 |
PL0000104543 |
0/4 |
4 |
2,100 |
2,100 |
2,100 |
30 |
PS0415 |
PL0000105953 |
4/12 |
8 |
2,150 |
2,150 |
2,150 |
35 |
OK0714 |
PL0000107009 |
4/12 |
8 |
2,150 |
2,150 |
2,150 |
35 |
OK0116 |
PL0000107587 |
4/12 |
8 |
2,200 |
2,250 |
2,232 |
630 |
WZ0115 |
PL0000106480 |
4/12 |
8 |
2,200 |
2,200 |
2,200 |
15 |
WZ0117 |
PL0000106936 |
4/12 |
8 |
2,150 |
2,150 |
2,150 |
50 |
TOTAL |
1 220 |