2014-01-09 |
MARKET DATA |
No 5 (2287) |
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 |
2 505,00 |
2 515,94 |
161 |
2 680,00 |
2 738,46 |
21 |
5 185,00 |
5 254,40 |
182 |
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 |
99,94 |
99,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
100,95 |
100,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
98,77 |
98,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,53 |
103,58 |
103,56 |
103,56 |
103,56 |
103,56 |
103,56 |
10 000 |
10,75 |
1 |
OK0715 |
PL0000107405 |
95,97 |
96,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,00 |
106,02 |
106,00 |
106,00 |
106,00 |
106,00 |
106,00 |
10 000 |
10,74 |
1 |
OK0116 |
PL0000107587 |
94,31 |
94,26 |
94,26 |
94,31 |
94,26 |
94,31 |
94,27 |
210 000 |
197,97 |
9 |
PS0416 |
PL0000106340 |
104,40 |
104,37 |
104,37 |
104,42 |
104,37 |
104,42 |
104,40 |
165 000 |
178,20 |
9 |
PS1016 |
PL0000106795 |
104,30 |
104,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,45 |
104,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,50 |
106,35 |
106,37 |
106,50 |
106,37 |
106,48 |
106,42 |
75 000 |
80,67 |
7 |
PS0418 |
PL0000107314 |
100,70 |
100,69 |
100,70 |
100,70 |
100,70 |
100,70 |
100,70 |
25 000 |
25,85 |
2 |
PS0718 |
PL0000107595 |
95,20 |
95,04 |
95,05 |
95,27 |
95,00 |
95,18 |
95,12 |
400 000 |
385,19 |
24 |
DS1019 |
PL0000105441 |
108,11 |
107,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,36 |
106,44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,23 |
109,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
109,50 |
109,44 |
109,35 |
109,55 |
109,23 |
109,39 |
109,43 |
242 500 |
269,65 |
26 |
DS1023 |
PL0000107264 |
96,42 |
96,24 |
96,15 |
96,44 |
96,15 |
96,42 |
96,30 |
607 500 |
590,35 |
43 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
110,10 |
110,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
104,00 |
108,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,82 |
105,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
105,71 |
105,85 |
105,85 |
105,85 |
105,85 |
105,85 |
105,85 |
10 000 |
12,41 |
1 |
WZ0115 |
PL0000106480 |
100,07 |
100,07 |
100,07 |
100,08 |
100,07 |
100,08 |
100,07 |
130 000 |
131,74 |
4 |
WZ0117 |
PL0000106936 |
99,78 |
99,77 |
99,80 |
99,83 |
99,80 |
99,83 |
99,82 |
375 000 |
379,09 |
14 |
WZ0118 |
PL0000104717 |
99,36 |
99,35 |
99,35 |
99,40 |
99,35 |
99,40 |
99,39 |
75 000 |
75,49 |
6 |
WZ0119 |
PL0000107603 |
99,01 |
99,00 |
99,00 |
99,05 |
99,00 |
99,05 |
99,02 |
50 000 |
50,14 |
5 |
WZ0121 |
PL0000106068 |
97,90 |
97,90 |
97,90 |
97,90 |
97,90 |
97,90 |
97,90 |
15 000 |
14,88 |
1 |
WZ0124 |
PL0000107454 |
96,72 |
96,55 |
96,55 |
96,70 |
96,55 |
96,70 |
96,64 |
105 000 |
102,80 |
8 |
TOTAL |
2 505 000 |
2 515,94 |
161 |
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 |
106,25 |
106,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,15 |
109,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,10 |
119,50 |
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 |
112,60 |
112,90 |
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 |
107,85 |
108,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
103,60 |
103,75 |
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 |
100,93 |
101,00 |
2,31 |
2,07 |
100,97 |
2,17 |
OK0714 |
PL0000107009 |
98,75 |
98,84 |
2,39 |
2,22 |
98,80 |
2,30 |
WZ0115 |
PL0000106480 |
100,02 |
100,10 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
103,48 |
103,62 |
2,68 |
2,58 |
103,55 |
2,63 |
OK0715 |
PL0000107405 |
95,95 |
96,06 |
2,74 |
2,66 |
96,01 |
2,70 |
DS1015 |
PL0000103602 |
105,95 |
106,06 |
2,77 |
2,70 |
106,01 |
2,73 |
OK0116 |
PL0000107587 |
94,21 |
94,30 |
2,98 |
2,93 |
94,26 |
2,95 |
PS0416 |
PL0000106340 |
104,29 |
104,40 |
3,01 |
2,96 |
104,35 |
2,99 |
IZ0816 |
PL0000103529 |
104,52 |
105,25 |
--- |
--- |
104,89 |
--- |
PS1016 |
PL0000106795 |
104,16 |
104,35 |
3,16 |
3,09 |
104,26 |
3,12 |
WZ0117 |
PL0000106936 |
99,66 |
99,82 |
--- |
--- |
99,74 |
--- |
PS0417 |
PL0000107058 |
104,26 |
104,47 |
3,35 |
3,28 |
104,37 |
3,31 |
DS1017 |
PL0000104543 |
106,21 |
106,40 |
3,46 |
3,41 |
106,31 |
3,43 |
WZ0118 |
PL0000104717 |
99,25 |
99,45 |
--- |
--- |
99,35 |
--- |
PS0418 |
PL0000107314 |
100,53 |
100,77 |
3,61 |
3,55 |
100,65 |
3,58 |
PS0718 |
PL0000107595 |
94,97 |
95,12 |
3,72 |
3,68 |
95,05 |
3,70 |
WZ0119 |
PL0000107603 |
98,84 |
99,07 |
--- |
--- |
98,96 |
--- |
DS1019 |
PL0000105441 |
107,75 |
108,01 |
3,97 |
3,92 |
107,88 |
3,94 |
DS1020 |
PL0000106126 |
106,13 |
106,50 |
4,19 |
4,13 |
106,32 |
4,15 |
WZ0121 |
PL0000106068 |
97,69 |
97,97 |
--- |
--- |
97,83 |
--- |
DS1021 |
PL0000106670 |
108,94 |
109,35 |
4,36 |
4,30 |
109,15 |
4,33 |
WS0922 |
PL0000102646 |
109,08 |
109,49 |
4,46 |
4,41 |
109,29 |
4,43 |
IZ0823 |
PL0000105359 |
105,40 |
106,06 |
--- |
--- |
105,73 |
--- |
DS1023 |
PL0000107264 |
96,02 |
96,36 |
4,51 |
4,46 |
96,19 |
4,49 |
WZ0124 |
PL0000107454 |
96,46 |
96,68 |
--- |
--- |
96,57 |
--- |
WS0429 |
PL0000105391 |
109,59 |
110,43 |
4,84 |
4,77 |
110,01 |
4,80 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0414 |
PL0000105433 |
100,93 |
100,99 |
2,31 |
2,10 |
100,96 |
2,20 |
OK0714 |
PL0000107009 |
98,75 |
98,84 |
2,39 |
2,22 |
98,80 |
2,30 |
WZ0115 |
PL0000106480 |
100,04 |
100,12 |
--- |
--- |
100,08 |
--- |
PS0415 |
PL0000105953 |
103,48 |
103,60 |
2,68 |
2,59 |
103,54 |
2,64 |
OK0715 |
PL0000107405 |
95,95 |
96,06 |
2,74 |
2,66 |
96,01 |
2,70 |
DS1015 |
PL0000103602 |
105,96 |
106,05 |
2,76 |
2,71 |
106,01 |
2,73 |
OK0116 |
PL0000107587 |
94,25 |
94,34 |
2,96 |
2,91 |
94,30 |
2,93 |
PS0416 |
PL0000106340 |
104,36 |
104,46 |
2,98 |
2,94 |
104,41 |
2,96 |
IZ0816 |
PL0000103529 |
104,63 |
105,29 |
--- |
--- |
104,96 |
--- |
PS1016 |
PL0000106795 |
104,26 |
104,47 |
3,12 |
3,04 |
104,37 |
3,08 |
WZ0117 |
PL0000106936 |
99,73 |
99,89 |
--- |
--- |
99,81 |
--- |
PS0417 |
PL0000107058 |
104,33 |
104,53 |
3,33 |
3,26 |
104,43 |
3,29 |
DS1017 |
PL0000104543 |
106,37 |
106,62 |
3,42 |
3,35 |
106,50 |
3,38 |
WZ0118 |
PL0000104717 |
99,30 |
99,48 |
--- |
--- |
99,39 |
--- |
PS0418 |
PL0000107314 |
100,56 |
100,78 |
3,60 |
3,54 |
100,67 |
3,57 |
PS0718 |
PL0000107595 |
95,12 |
95,34 |
3,68 |
3,63 |
95,23 |
3,66 |
WZ0119 |
PL0000107603 |
98,95 |
99,17 |
--- |
--- |
99,06 |
--- |
DS1019 |
PL0000105441 |
108,04 |
108,28 |
3,91 |
3,87 |
108,16 |
3,89 |
DS1020 |
PL0000106126 |
106,31 |
106,70 |
4,16 |
4,09 |
106,51 |
4,12 |
WZ0121 |
PL0000106068 |
97,83 |
98,03 |
--- |
--- |
97,93 |
--- |
DS1021 |
PL0000106670 |
109,17 |
109,51 |
4,33 |
4,28 |
109,34 |
4,31 |
WS0922 |
PL0000102646 |
109,22 |
109,59 |
4,44 |
4,39 |
109,41 |
4,42 |
IZ0823 |
PL0000105359 |
105,51 |
106,06 |
--- |
--- |
105,79 |
--- |
DS1023 |
PL0000107264 |
96,15 |
96,45 |
4,49 |
4,45 |
96,30 |
4,47 |
WZ0124 |
PL0000107454 |
96,65 |
96,86 |
--- |
--- |
96,76 |
--- |
WS0429 |
PL0000105391 |
109,88 |
110,74 |
4,82 |
4,74 |
110,31 |
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) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
1/4 |
3 |
2,200 |
2,200 |
2,200 |
75 |
DS1019 |
PL0000105441 |
1/4 |
3 |
2,150 |
2,150 |
2,150 |
70 |
OK0714 |
PL0000107009 |
1/4 |
3 |
2,250 |
2,250 |
2,250 |
80 |
PS0418 |
PL0000107314 |
1/4 |
3 |
2,150 |
2,160 |
2,159 |
345 |
PS0718 |
PL0000107595 |
1/4 |
3 |
2,250 |
2,250 |
2,250 |
90 |
DS1015 |
PL0000103602 |
1/8 |
7 |
2,150 |
2,250 |
2,243 |
205 |
PS0416 |
PL0000106340 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
295 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
185 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
120 |
OK0116 |
PL0000107587 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
55 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
2,200 |
2,200 |
2,200 |
120 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
40 |
TOTAL |
1 680 |
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 |
2,500 |
2,500 |
2,500 |
1 000 |
TOTAL |
1 000 |