2014-01-03 |
MARKET DATA |
No 2 (2284) |
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 |
672,50 |
686,07 |
39 |
3 650,00 |
3 786,04 |
31 |
4 322,50 |
4 472,11 |
70 |
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 |
99,89 |
99,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
101,01 |
101,02 |
101,01 |
101,01 |
101,01 |
101,01 |
101,01 |
200 000 |
210,15 |
3 |
OK0714 |
PL0000107009 |
98,69 |
98,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,55 |
103,59 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
95,86 |
95,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,94 |
105,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
94,08 |
94,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,18 |
104,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,15 |
104,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,25 |
104,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,20 |
106,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
100,55 |
100,50 |
100,55 |
100,55 |
100,55 |
100,55 |
100,55 |
10 000 |
10,32 |
1 |
PS0718 |
PL0000107595 |
95,11 |
95,01 |
95,11 |
95,11 |
95,00 |
95,00 |
95,07 |
120 000 |
115,46 |
8 |
DS1019 |
PL0000105441 |
108,00 |
107,90 |
107,92 |
107,92 |
107,91 |
107,91 |
107,92 |
20 000 |
21,81 |
2 |
DS1020 |
PL0000106126 |
106,68 |
106,57 |
106,44 |
106,44 |
106,44 |
106,44 |
106,44 |
10 000 |
10,75 |
1 |
DS1021 |
PL0000106670 |
109,61 |
109,45 |
109,61 |
109,61 |
109,61 |
109,61 |
109,61 |
20 000 |
22,16 |
1 |
WS0922 |
PL0000102646 |
109,82 |
109,55 |
109,72 |
109,72 |
109,52 |
109,52 |
109,65 |
40 000 |
44,53 |
3 |
DS1023 |
PL0000107264 |
96,80 |
96,40 |
96,90 |
96,91 |
96,32 |
96,32 |
96,57 |
200 000 |
194,79 |
16 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
110,80 |
110,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
103,50 |
108,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,83 |
105,26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
105,55 |
105,67 |
105,42 |
105,42 |
105,42 |
105,42 |
105,42 |
15 000 |
18,54 |
1 |
WZ0115 |
PL0000106480 |
100,04 |
100,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,70 |
99,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,32 |
99,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
98,91 |
98,92 |
98,92 |
98,93 |
98,92 |
98,93 |
98,93 |
37 500 |
37,56 |
3 |
WZ0121 |
PL0000106068 |
97,70 |
97,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,68 |
96,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
672 500 |
686,07 |
39 |
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 |
100,99 |
101,04 |
2,26 |
2,10 |
101,02 |
2,16 |
OK0714 |
PL0000107009 |
98,66 |
98,76 |
2,50 |
2,31 |
98,71 |
2,41 |
WZ0115 |
PL0000106480 |
100,02 |
100,09 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
103,48 |
103,61 |
2,71 |
2,61 |
103,55 |
2,66 |
OK0715 |
PL0000107405 |
95,83 |
95,94 |
2,80 |
2,72 |
95,89 |
2,76 |
DS1015 |
PL0000103602 |
105,92 |
106,02 |
2,81 |
2,75 |
105,97 |
2,78 |
OK0116 |
PL0000107587 |
94,05 |
94,14 |
3,04 |
2,99 |
94,10 |
3,02 |
PS0416 |
PL0000106340 |
104,13 |
104,30 |
3,10 |
3,02 |
104,22 |
3,06 |
IZ0816 |
PL0000103529 |
104,61 |
105,44 |
--- |
--- |
105,03 |
--- |
PS1016 |
PL0000106795 |
104,07 |
104,27 |
3,20 |
3,12 |
104,17 |
3,16 |
WZ0117 |
PL0000106936 |
99,64 |
99,80 |
--- |
--- |
99,72 |
--- |
PS0417 |
PL0000107058 |
104,22 |
104,42 |
3,37 |
3,30 |
104,32 |
3,33 |
DS1017 |
PL0000104543 |
106,17 |
106,39 |
3,48 |
3,42 |
106,28 |
3,45 |
WZ0118 |
PL0000104717 |
99,23 |
99,43 |
--- |
--- |
99,33 |
--- |
PS0418 |
PL0000107314 |
100,48 |
100,71 |
3,62 |
3,56 |
100,60 |
3,59 |
PS0718 |
PL0000107595 |
95,06 |
95,26 |
3,70 |
3,65 |
95,16 |
3,67 |
WZ0119 |
PL0000107603 |
98,83 |
99,02 |
--- |
--- |
98,93 |
--- |
DS1019 |
PL0000105441 |
107,97 |
108,24 |
3,93 |
3,88 |
108,11 |
3,90 |
DS1020 |
PL0000106126 |
106,62 |
107,06 |
4,11 |
4,04 |
106,84 |
4,07 |
WZ0121 |
PL0000106068 |
97,59 |
97,93 |
--- |
--- |
97,76 |
--- |
DS1021 |
PL0000106670 |
109,56 |
109,93 |
4,28 |
4,22 |
109,75 |
4,25 |
WS0922 |
PL0000102646 |
109,78 |
110,16 |
4,37 |
4,32 |
109,97 |
4,34 |
IZ0823 |
PL0000105359 |
105,12 |
105,88 |
--- |
--- |
105,50 |
--- |
DS1023 |
PL0000107264 |
96,65 |
96,98 |
4,42 |
4,38 |
96,82 |
4,40 |
WZ0124 |
PL0000107454 |
96,55 |
97,03 |
--- |
--- |
96,79 |
--- |
WS0429 |
PL0000105391 |
110,51 |
113,19 |
4,76 |
4,53 |
111,85 |
4,64 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0414 |
PL0000105433 |
100,98 |
101,03 |
2,29 |
2,13 |
101,01 |
2,19 |
OK0714 |
PL0000107009 |
98,66 |
98,76 |
2,50 |
2,31 |
98,71 |
2,41 |
WZ0115 |
PL0000106480 |
100,02 |
100,09 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
103,50 |
103,61 |
2,70 |
2,61 |
103,56 |
2,65 |
OK0715 |
PL0000107405 |
95,84 |
95,94 |
2,79 |
2,72 |
95,89 |
2,76 |
DS1015 |
PL0000103602 |
105,91 |
106,00 |
2,81 |
2,76 |
105,96 |
2,79 |
OK0116 |
PL0000107587 |
94,02 |
94,13 |
3,06 |
3,00 |
94,08 |
3,03 |
PS0416 |
PL0000106340 |
104,16 |
104,30 |
3,08 |
3,02 |
104,23 |
3,05 |
IZ0816 |
PL0000103529 |
104,61 |
105,44 |
--- |
--- |
105,03 |
--- |
PS1016 |
PL0000106795 |
104,10 |
104,24 |
3,19 |
3,13 |
104,17 |
3,16 |
WZ0117 |
PL0000106936 |
99,65 |
99,79 |
--- |
--- |
99,72 |
--- |
PS0417 |
PL0000107058 |
104,15 |
104,37 |
3,39 |
3,32 |
104,26 |
3,35 |
DS1017 |
PL0000104543 |
106,08 |
106,32 |
3,50 |
3,44 |
106,20 |
3,47 |
WZ0118 |
PL0000104717 |
99,26 |
99,43 |
--- |
--- |
99,35 |
--- |
PS0418 |
PL0000107314 |
100,37 |
100,58 |
3,65 |
3,60 |
100,48 |
3,62 |
PS0718 |
PL0000107595 |
94,88 |
95,13 |
3,74 |
3,68 |
95,01 |
3,71 |
WZ0119 |
PL0000107603 |
98,84 |
99,03 |
--- |
--- |
98,94 |
--- |
DS1019 |
PL0000105441 |
107,80 |
108,02 |
3,96 |
3,92 |
107,91 |
3,94 |
DS1020 |
PL0000106126 |
106,24 |
106,61 |
4,17 |
4,11 |
106,43 |
4,14 |
WZ0121 |
PL0000106068 |
97,62 |
97,93 |
--- |
--- |
97,78 |
--- |
DS1021 |
PL0000106670 |
109,19 |
109,53 |
4,33 |
4,28 |
109,36 |
4,30 |
WS0922 |
PL0000102646 |
109,33 |
109,67 |
4,43 |
4,38 |
109,50 |
4,41 |
IZ0823 |
PL0000105359 |
105,17 |
105,88 |
--- |
--- |
105,53 |
--- |
DS1023 |
PL0000107264 |
96,21 |
96,55 |
4,48 |
4,44 |
96,38 |
4,46 |
WZ0124 |
PL0000107454 |
96,55 |
97,03 |
--- |
--- |
96,79 |
--- |
WS0429 |
PL0000105391 |
109,95 |
110,86 |
4,81 |
4,73 |
110,41 |
4,77 |
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 |
4/5 |
1 |
2,150 |
2,150 |
2,150 |
50 |
DS1015 |
PL0000103602 |
4/5 |
1 |
2,100 |
2,100 |
2,100 |
20 |
DS1017 |
PL0000104543 |
4/5 |
1 |
2,100 |
2,100 |
2,100 |
15 |
PS1016 |
PL0000106795 |
4/5 |
1 |
2,100 |
2,100 |
2,100 |
50 |
DS1023 |
PL0000107264 |
4/5 |
1 |
2,100 |
2,150 |
2,111 |
190 |
PS0418 |
PL0000107314 |
4/5 |
1 |
2,100 |
2,100 |
2,100 |
40 |
OK0116 |
PL0000107587 |
4/5 |
1 |
2,200 |
2,200 |
2,200 |
45 |
PS0718 |
PL0000107595 |
4/5 |
1 |
2,250 |
2,250 |
2,250 |
190 |
WZ0117 |
PL0000106936 |
4/5 |
1 |
2,200 |
2,200 |
2,200 |
60 |
PS0414 |
PL0000105433 |
0/5 |
5 |
2,100 |
2,100 |
2,100 |
10 |
DS1017 |
PL0000104543 |
4/11 |
7 |
2,200 |
2,200 |
2,200 |
55 |
PS0414 |
PL0000105433 |
4/11 |
7 |
2,150 |
2,150 |
2,150 |
265 |
DS1020 |
PL0000106126 |
4/11 |
7 |
2,150 |
2,150 |
2,150 |
40 |
PS0418 |
PL0000107314 |
4/11 |
7 |
2,150 |
2,150 |
2,150 |
580 |
WZ0121 |
PL0000106068 |
4/11 |
7 |
2,150 |
2,150 |
2,150 |
10 |
WZ0115 |
PL0000106480 |
4/11 |
7 |
2,250 |
2,250 |
2,250 |
10 |
WZ0117 |
PL0000106936 |
4/11 |
7 |
2,250 |
2,250 |
2,250 |
20 |
TOTAL |
1 650 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
4/5 |
1 |
2,470 |
2,470 |
2,470 |
2 000 |
TOTAL |
2 000 |