2014-01-08 |
MARKET DATA |
No 4 (2286) |
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 |
1 620,00 |
1 621,48 |
78 |
2 265,00 |
2 345,67 |
23 |
3 885,00 |
3 967,15 |
101 |
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 |
99,92 |
99,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
100,97 |
100,99 |
100,97 |
100,97 |
100,97 |
100,97 |
100,97 |
2 500 |
2,63 |
1 |
OK0714 |
PL0000107009 |
98,72 |
98,77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,52 |
103,58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
95,90 |
95,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,00 |
105,98 |
105,98 |
106,00 |
105,98 |
106,00 |
105,99 |
190 000 |
203,93 |
6 |
OK0116 |
PL0000107587 |
94,23 |
94,10 |
94,10 |
94,25 |
94,10 |
94,23 |
94,19 |
750 000 |
706,45 |
25 |
PS0416 |
PL0000106340 |
104,32 |
104,30 |
104,31 |
104,33 |
104,31 |
104,33 |
104,32 |
195 000 |
210,38 |
8 |
PS1016 |
PL0000106795 |
104,20 |
104,20 |
104,21 |
104,21 |
104,21 |
104,21 |
104,21 |
40 000 |
42,08 |
2 |
PS0417 |
PL0000107058 |
104,33 |
104,29 |
104,29 |
104,32 |
104,29 |
104,32 |
104,31 |
65 000 |
70,00 |
5 |
DS1017 |
PL0000104543 |
106,25 |
106,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
100,55 |
100,58 |
100,60 |
100,66 |
100,60 |
100,66 |
100,63 |
35 000 |
36,16 |
4 |
PS0718 |
PL0000107595 |
95,10 |
95,00 |
94,99 |
95,15 |
94,99 |
95,15 |
95,07 |
217 500 |
209,30 |
13 |
DS1019 |
PL0000105441 |
108,00 |
108,00 |
107,96 |
108,00 |
107,96 |
108,00 |
107,98 |
20 000 |
21,83 |
2 |
DS1020 |
PL0000106126 |
106,35 |
106,51 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,23 |
109,34 |
109,23 |
109,23 |
109,23 |
109,23 |
109,23 |
10 000 |
11,04 |
1 |
WS0922 |
PL0000102646 |
109,45 |
109,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
96,40 |
96,40 |
96,50 |
96,50 |
96,50 |
96,50 |
96,50 |
25 000 |
24,34 |
3 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
110,20 |
110,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
103,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,85 |
105,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
105,75 |
105,60 |
105,60 |
105,90 |
105,60 |
105,90 |
105,81 |
55 000 |
68,23 |
6 |
WZ0115 |
PL0000106480 |
100,05 |
100,07 |
100,07 |
100,07 |
100,07 |
100,07 |
100,07 |
5 000 |
5,07 |
1 |
WZ0117 |
PL0000106936 |
99,69 |
99,77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,30 |
99,35 |
99,35 |
99,35 |
99,35 |
99,35 |
99,35 |
10 000 |
10,06 |
1 |
WZ0119 |
PL0000107603 |
98,92 |
98,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,81 |
97,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,52 |
96,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 620 000 |
1 621,48 |
78 |
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 |
100,25 |
100,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
106,30 |
106,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,20 |
109,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,50 |
119,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
100,40 |
100,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
113,00 |
113,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
111,00 |
111,50 |
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 |
108,35 |
108,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
104,15 |
104,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
120,95 |
121,90 |
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 |
100,96 |
101,02 |
2,30 |
2,10 |
100,99 |
2,20 |
OK0714 |
PL0000107009 |
98,70 |
98,81 |
2,45 |
2,24 |
98,76 |
2,34 |
WZ0115 |
PL0000106480 |
100,01 |
100,10 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
103,49 |
103,61 |
2,69 |
2,60 |
103,55 |
2,65 |
OK0715 |
PL0000107405 |
95,87 |
95,97 |
2,78 |
2,71 |
95,92 |
2,75 |
DS1015 |
PL0000103602 |
105,90 |
106,00 |
2,81 |
2,75 |
105,95 |
2,78 |
OK0116 |
PL0000107587 |
94,08 |
94,16 |
3,03 |
2,99 |
94,12 |
3,01 |
PS0416 |
PL0000106340 |
104,15 |
104,32 |
3,08 |
3,01 |
104,24 |
3,04 |
IZ0816 |
PL0000103529 |
104,56 |
105,32 |
--- |
--- |
104,94 |
--- |
PS1016 |
PL0000106795 |
104,04 |
104,23 |
3,20 |
3,13 |
104,14 |
3,17 |
WZ0117 |
PL0000106936 |
99,64 |
99,80 |
--- |
--- |
99,72 |
--- |
PS0417 |
PL0000107058 |
104,17 |
104,33 |
3,38 |
3,33 |
104,25 |
3,35 |
DS1017 |
PL0000104543 |
106,06 |
106,30 |
3,51 |
3,44 |
106,18 |
3,47 |
WZ0118 |
PL0000104717 |
99,24 |
99,43 |
--- |
--- |
99,34 |
--- |
PS0418 |
PL0000107314 |
100,40 |
100,62 |
3,64 |
3,59 |
100,51 |
3,61 |
PS0718 |
PL0000107595 |
94,87 |
95,08 |
3,75 |
3,69 |
94,98 |
3,72 |
WZ0119 |
PL0000107603 |
98,85 |
99,04 |
--- |
--- |
98,95 |
--- |
DS1019 |
PL0000105441 |
107,76 |
108,02 |
3,97 |
3,92 |
107,89 |
3,94 |
DS1020 |
PL0000106126 |
106,20 |
106,58 |
4,18 |
4,11 |
106,39 |
4,14 |
WZ0121 |
PL0000106068 |
97,69 |
97,96 |
--- |
--- |
97,83 |
--- |
DS1021 |
PL0000106670 |
109,10 |
109,44 |
4,34 |
4,29 |
109,27 |
4,32 |
WS0922 |
PL0000102646 |
109,26 |
109,59 |
4,44 |
4,39 |
109,43 |
4,41 |
IZ0823 |
PL0000105359 |
105,24 |
105,99 |
--- |
--- |
105,62 |
--- |
DS1023 |
PL0000107264 |
96,22 |
96,51 |
4,48 |
4,44 |
96,37 |
4,46 |
WZ0124 |
PL0000107454 |
96,43 |
96,77 |
--- |
--- |
96,60 |
--- |
WS0429 |
PL0000105391 |
109,66 |
110,98 |
4,84 |
4,72 |
110,32 |
4,78 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0414 |
PL0000105433 |
100,96 |
101,01 |
2,30 |
2,13 |
100,99 |
2,20 |
OK0714 |
PL0000107009 |
98,70 |
98,81 |
2,45 |
2,24 |
98,76 |
2,34 |
WZ0115 |
PL0000106480 |
100,02 |
100,10 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
103,50 |
103,61 |
2,69 |
2,60 |
103,56 |
2,64 |
OK0715 |
PL0000107405 |
95,88 |
95,97 |
2,78 |
2,71 |
95,93 |
2,74 |
DS1015 |
PL0000103602 |
105,90 |
106,00 |
2,81 |
2,75 |
105,95 |
2,78 |
OK0116 |
PL0000107587 |
94,20 |
94,29 |
2,97 |
2,92 |
94,25 |
2,94 |
PS0416 |
PL0000106340 |
104,29 |
104,37 |
3,02 |
2,98 |
104,33 |
3,00 |
IZ0816 |
PL0000103529 |
104,63 |
105,24 |
--- |
--- |
104,94 |
--- |
PS1016 |
PL0000106795 |
104,13 |
104,33 |
3,17 |
3,10 |
104,23 |
3,13 |
WZ0117 |
PL0000106936 |
99,66 |
99,80 |
--- |
--- |
99,73 |
--- |
PS0417 |
PL0000107058 |
104,28 |
104,41 |
3,35 |
3,30 |
104,35 |
3,32 |
DS1017 |
PL0000104543 |
106,18 |
106,39 |
3,47 |
3,42 |
106,29 |
3,44 |
WZ0118 |
PL0000104717 |
99,26 |
99,40 |
--- |
--- |
99,33 |
--- |
PS0418 |
PL0000107314 |
100,52 |
100,69 |
3,61 |
3,57 |
100,61 |
3,59 |
PS0718 |
PL0000107595 |
94,99 |
95,19 |
3,72 |
3,66 |
95,09 |
3,69 |
WZ0119 |
PL0000107603 |
98,86 |
99,04 |
--- |
--- |
98,95 |
--- |
DS1019 |
PL0000105441 |
107,84 |
108,13 |
3,95 |
3,90 |
107,99 |
3,92 |
DS1020 |
PL0000106126 |
106,24 |
106,66 |
4,17 |
4,10 |
106,45 |
4,13 |
WZ0121 |
PL0000106068 |
97,74 |
97,97 |
--- |
--- |
97,86 |
--- |
DS1021 |
PL0000106670 |
109,10 |
109,42 |
4,34 |
4,30 |
109,26 |
4,32 |
WS0922 |
PL0000102646 |
109,35 |
109,68 |
4,43 |
4,38 |
109,52 |
4,40 |
IZ0823 |
PL0000105359 |
105,55 |
106,15 |
--- |
--- |
105,85 |
--- |
DS1023 |
PL0000107264 |
96,20 |
96,56 |
4,48 |
4,44 |
96,38 |
4,46 |
WZ0124 |
PL0000107454 |
96,46 |
96,72 |
--- |
--- |
96,59 |
--- |
WS0429 |
PL0000105391 |
109,77 |
110,87 |
4,83 |
4,73 |
110,32 |
4,78 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
70 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
50 |
OK0714 |
PL0000107009 |
1/2 |
1 |
2,170 |
2,170 |
2,170 |
80 |
PS0417 |
PL0000107058 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
60 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
60 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
350 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
35 |
WZ0117 |
PL0000106936 |
0/7 |
7 |
2,200 |
2,200 |
2,200 |
60 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
20 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,180 |
2,180 |
2,180 |
35 |
PS0416 |
PL0000106340 |
1/8 |
7 |
2,200 |
2,200 |
2,200 |
135 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,150 |
2,250 |
2,165 |
520 |
OK0715 |
PL0000107405 |
1/8 |
7 |
2,200 |
2,200 |
2,200 |
30 |
PS1016 |
PL0000106795 |
2/9 |
7 |
2,200 |
2,200 |
2,200 |
160 |
TOTAL |
1 665 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
2,450 |
2,450 |
2,450 |
600 |
TOTAL |
600 |