2014-01-02 |
MARKET DATA |
No 1 (2283) |
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 |
725,00 |
763,61 |
48 |
4 215,00 |
4 272,98 |
30 |
4 940,00 |
5 036,59 |
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 |
99,90 |
99,89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,03 |
101,03 |
101,03 |
101,03 |
101,01 |
101,01 |
101,02 |
210 000 |
220,65 |
4 |
OK0714 |
PL0000107009 |
98,68 |
98,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,52 |
103,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
95,85 |
95,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,97 |
106,00 |
105,97 |
105,97 |
105,95 |
105,95 |
105,96 |
95 000 |
101,88 |
3 |
OK0116 |
PL0000107587 |
94,08 |
94,10 |
94,08 |
94,08 |
94,08 |
94,08 |
94,08 |
25 000 |
23,52 |
3 |
PS0416 |
PL0000106340 |
104,16 |
104,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,12 |
104,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,35 |
104,41 |
104,30 |
104,30 |
104,29 |
104,29 |
104,29 |
40 000 |
43,06 |
4 |
DS1017 |
PL0000104543 |
106,35 |
106,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
100,70 |
100,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
95,20 |
95,15 |
95,12 |
95,12 |
95,11 |
95,11 |
95,11 |
22 500 |
21,66 |
3 |
DS1019 |
PL0000105441 |
108,20 |
108,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,00 |
106,90 |
106,85 |
106,85 |
106,85 |
106,85 |
106,85 |
10 000 |
10,79 |
1 |
DS1021 |
PL0000106670 |
110,00 |
109,70 |
109,80 |
109,80 |
109,75 |
109,75 |
109,78 |
120 000 |
133,13 |
11 |
WS0922 |
PL0000102646 |
110,10 |
109,94 |
110,00 |
110,00 |
109,97 |
109,98 |
109,99 |
45 000 |
50,25 |
5 |
DS1023 |
PL0000107264 |
97,15 |
96,85 |
97,15 |
97,15 |
96,74 |
96,80 |
96,92 |
110 000 |
107,51 |
10 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
110,60 |
110,85 |
110,60 |
110,60 |
110,55 |
110,55 |
110,57 |
25 000 |
28,65 |
3 |
WS0437 |
PL0000104857 |
103,50 |
108,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,77 |
105,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
105,45 |
105,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,04 |
100,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,69 |
99,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,30 |
99,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
98,91 |
98,95 |
98,87 |
98,87 |
98,87 |
98,87 |
98,87 |
22 500 |
22,52 |
1 |
WZ0121 |
PL0000106068 |
97,70 |
97,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,75 |
96,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
725 000 |
763,61 |
48 |
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 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
0,00 |
0,00 |
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 (9:30 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0414 |
PL0000105433 |
100,98 |
101,05 |
2,32 |
2,09 |
101,02 |
2,19 |
OK0714 |
PL0000107009 |
98,65 |
98,77 |
2,51 |
2,28 |
98,71 |
2,40 |
WZ0115 |
PL0000106480 |
100,00 |
100,10 |
--- |
--- |
100,05 |
--- |
PS0415 |
PL0000105953 |
103,47 |
103,62 |
2,73 |
2,61 |
103,55 |
2,66 |
OK0715 |
PL0000107405 |
95,78 |
95,92 |
2,83 |
2,73 |
95,85 |
2,78 |
DS1015 |
PL0000103602 |
105,93 |
106,06 |
2,81 |
2,74 |
106,00 |
2,77 |
OK0116 |
PL0000107587 |
93,98 |
94,14 |
3,08 |
2,99 |
94,06 |
3,03 |
PS0416 |
PL0000106340 |
104,12 |
104,32 |
3,10 |
3,01 |
104,22 |
3,06 |
IZ0816 |
PL0000103529 |
104,62 |
105,43 |
--- |
--- |
105,03 |
--- |
PS1016 |
PL0000106795 |
104,04 |
104,27 |
3,21 |
3,12 |
104,16 |
3,17 |
WZ0117 |
PL0000106936 |
99,62 |
99,82 |
--- |
--- |
99,72 |
--- |
PS0417 |
PL0000107058 |
104,21 |
104,47 |
3,37 |
3,29 |
104,34 |
3,33 |
DS1017 |
PL0000104543 |
106,16 |
106,42 |
3,48 |
3,41 |
106,29 |
3,45 |
WZ0118 |
PL0000104717 |
99,19 |
99,45 |
--- |
--- |
99,32 |
--- |
PS0418 |
PL0000107314 |
100,49 |
100,75 |
3,62 |
3,55 |
100,62 |
3,59 |
PS0718 |
PL0000107595 |
95,02 |
95,25 |
3,71 |
3,65 |
95,14 |
3,68 |
WZ0119 |
PL0000107603 |
98,79 |
99,04 |
--- |
--- |
98,92 |
--- |
DS1019 |
PL0000105441 |
107,94 |
108,24 |
3,94 |
3,88 |
108,09 |
3,91 |
DS1020 |
PL0000106126 |
106,64 |
107,08 |
4,10 |
4,03 |
106,86 |
4,07 |
WZ0121 |
PL0000106068 |
97,54 |
97,91 |
--- |
--- |
97,73 |
--- |
DS1021 |
PL0000106670 |
109,58 |
110,01 |
4,27 |
4,21 |
109,80 |
4,24 |
WS0922 |
PL0000102646 |
109,70 |
110,17 |
4,38 |
4,32 |
109,94 |
4,35 |
IZ0823 |
PL0000105359 |
105,09 |
105,92 |
--- |
--- |
105,51 |
--- |
DS1023 |
PL0000107264 |
96,67 |
97,08 |
4,42 |
4,37 |
96,88 |
4,39 |
WZ0124 |
PL0000107454 |
96,65 |
97,04 |
--- |
--- |
96,85 |
--- |
WS0429 |
PL0000105391 |
110,17 |
113,36 |
4,79 |
4,52 |
111,77 |
4,65 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0414 |
PL0000105433 |
100,99 |
101,05 |
2,29 |
2,09 |
101,02 |
2,19 |
OK0714 |
PL0000107009 |
98,66 |
98,75 |
2,49 |
2,32 |
98,71 |
2,40 |
WZ0115 |
PL0000106480 |
100,02 |
100,08 |
--- |
--- |
100,05 |
--- |
PS0415 |
PL0000105953 |
103,49 |
103,61 |
2,71 |
2,62 |
103,55 |
2,66 |
OK0715 |
PL0000107405 |
95,83 |
95,93 |
2,79 |
2,73 |
95,88 |
2,76 |
DS1015 |
PL0000103602 |
105,93 |
106,03 |
2,81 |
2,75 |
105,98 |
2,78 |
OK0116 |
PL0000107587 |
94,03 |
94,13 |
3,05 |
3,00 |
94,08 |
3,02 |
PS0416 |
PL0000106340 |
104,14 |
104,31 |
3,09 |
3,02 |
104,23 |
3,05 |
IZ0816 |
PL0000103529 |
104,63 |
105,43 |
--- |
--- |
105,03 |
--- |
PS1016 |
PL0000106795 |
104,02 |
104,24 |
3,22 |
3,14 |
104,13 |
3,18 |
WZ0117 |
PL0000106936 |
99,63 |
99,78 |
--- |
--- |
99,71 |
--- |
PS0417 |
PL0000107058 |
104,18 |
104,42 |
3,38 |
3,30 |
104,30 |
3,34 |
DS1017 |
PL0000104543 |
106,16 |
106,37 |
3,48 |
3,43 |
106,27 |
3,45 |
WZ0118 |
PL0000104717 |
99,24 |
99,43 |
--- |
--- |
99,34 |
--- |
PS0418 |
PL0000107314 |
100,43 |
100,68 |
3,63 |
3,57 |
100,56 |
3,60 |
PS0718 |
PL0000107595 |
95,00 |
95,21 |
3,71 |
3,66 |
95,11 |
3,68 |
WZ0119 |
PL0000107603 |
98,83 |
99,03 |
--- |
--- |
98,93 |
--- |
DS1019 |
PL0000105441 |
107,92 |
108,21 |
3,94 |
3,89 |
108,07 |
3,91 |
DS1020 |
PL0000106126 |
106,55 |
106,94 |
4,12 |
4,06 |
106,75 |
4,09 |
WZ0121 |
PL0000106068 |
97,60 |
97,91 |
--- |
--- |
97,76 |
--- |
DS1021 |
PL0000106670 |
109,48 |
109,79 |
4,29 |
4,24 |
109,64 |
4,26 |
WS0922 |
PL0000102646 |
109,67 |
110,04 |
4,38 |
4,33 |
109,86 |
4,36 |
IZ0823 |
PL0000105359 |
105,18 |
105,89 |
--- |
--- |
105,54 |
--- |
DS1023 |
PL0000107264 |
96,60 |
96,94 |
4,43 |
4,39 |
96,77 |
4,41 |
WZ0124 |
PL0000107454 |
96,57 |
96,95 |
--- |
--- |
96,76 |
--- |
WS0429 |
PL0000105391 |
110,27 |
111,13 |
4,78 |
4,71 |
110,70 |
4,74 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,100 |
2,100 |
2,100 |
20 |
PS0418 |
PL0000107314 |
0/1 |
1 |
2,000 |
2,000 |
2,000 |
10 |
PS0718 |
PL0000107595 |
0/1 |
1 |
2,180 |
2,180 |
2,180 |
75 |
DS1023 |
PL0000107264 |
1/5 |
4 |
2,100 |
2,100 |
2,100 |
20 |
PS0418 |
PL0000107314 |
1/5 |
4 |
2,100 |
2,100 |
2,100 |
10 |
PS0718 |
PL0000107595 |
1/5 |
4 |
2,170 |
2,170 |
2,170 |
90 |
DS1023 |
PL0000107264 |
0/5 |
5 |
2,150 |
2,150 |
2,150 |
20 |
DS1023 |
PL0000107264 |
0/6 |
6 |
2,100 |
2,100 |
2,100 |
40 |
OK0714 |
PL0000107009 |
0/7 |
7 |
2,180 |
2,180 |
2,180 |
75 |
OK0715 |
PL0000107405 |
0/7 |
7 |
2,200 |
2,200 |
2,200 |
35 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,150 |
2,250 |
2,219 |
390 |
PS0718 |
PL0000107595 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
25 |
PS0415 |
PL0000105953 |
5/12 |
7 |
2,210 |
2,210 |
2,210 |
50 |
OK0714 |
PL0000107009 |
5/12 |
7 |
2,180 |
2,180 |
2,180 |
55 |
TOTAL |
915 |
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 |
2,450 |
2,480 |
2,468 |
2 400 |
GCZ |
G.C. Poland |
0/5 |
5 |
2,450 |
2,450 |
2,450 |
900 |
TOTAL |
3 300 |