2014-01-10 |
MARKET DATA |
No 6 (2288) |
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 |
1 120,00 |
1 109,97 |
66 |
2 745,00 |
2 720,39 |
28 |
3 865,00 |
3 830,36 |
94 |
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 |
99,93 |
99,93 |
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 |
98,78 |
98,84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,51 |
103,58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
96,00 |
96,03 |
96,03 |
96,03 |
96,03 |
96,03 |
96,03 |
5 000 |
4,80 |
1 |
DS1015 |
PL0000103602 |
106,01 |
106,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
94,33 |
94,33 |
94,33 |
94,35 |
94,33 |
94,35 |
94,33 |
290 000 |
273,56 |
6 |
PS0416 |
PL0000106340 |
104,48 |
104,42 |
104,45 |
104,50 |
104,45 |
104,50 |
104,47 |
105 000 |
113,49 |
5 |
PS1016 |
PL0000106795 |
104,40 |
104,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,64 |
104,59 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,67 |
106,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,01 |
100,88 |
101,02 |
101,02 |
101,02 |
101,02 |
101,02 |
15 000 |
15,56 |
1 |
PS0718 |
PL0000107595 |
95,65 |
95,25 |
95,40 |
95,65 |
95,40 |
95,50 |
95,54 |
215 000 |
207,95 |
18 |
DS1019 |
PL0000105441 |
108,45 |
108,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,75 |
106,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,52 |
109,40 |
109,65 |
109,65 |
109,65 |
109,65 |
109,65 |
5 000 |
5,55 |
1 |
WS0922 |
PL0000102646 |
109,80 |
109,55 |
109,70 |
109,81 |
109,70 |
109,81 |
109,75 |
30 000 |
33,46 |
3 |
DS1023 |
PL0000107264 |
96,80 |
96,50 |
96,52 |
96,80 |
96,52 |
96,80 |
96,71 |
230 000 |
224,47 |
23 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
111,31 |
110,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
104,50 |
108,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,75 |
105,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
105,80 |
105,95 |
105,95 |
105,95 |
105,95 |
105,95 |
105,95 |
35 000 |
43,48 |
3 |
WZ0115 |
PL0000106480 |
100,07 |
100,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,79 |
99,84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,41 |
99,43 |
99,43 |
99,43 |
99,43 |
99,43 |
99,43 |
50 000 |
50,35 |
1 |
WZ0119 |
PL0000107603 |
99,02 |
99,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,87 |
98,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,80 |
96,78 |
96,78 |
96,82 |
96,78 |
96,82 |
96,80 |
140 000 |
137,30 |
4 |
TOTAL |
1 120 000 |
1 109,97 |
66 |
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 |
119,15 |
119,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
100,35 |
100,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
112,65 |
112,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
110,75 |
111,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
113,85 |
114,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
107,75 |
108,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
103,55 |
103,95 |
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 |
100,99 |
2,27 |
2,07 |
100,96 |
2,17 |
OK0714 |
PL0000107009 |
98,76 |
98,87 |
2,39 |
2,17 |
98,82 |
2,27 |
WZ0115 |
PL0000106480 |
100,04 |
100,14 |
--- |
--- |
100,09 |
--- |
PS0415 |
PL0000105953 |
103,48 |
103,61 |
2,68 |
2,58 |
103,55 |
2,62 |
OK0715 |
PL0000107405 |
95,95 |
96,06 |
2,75 |
2,67 |
96,01 |
2,70 |
DS1015 |
PL0000103602 |
105,96 |
106,04 |
2,76 |
2,71 |
106,00 |
2,73 |
OK0116 |
PL0000107587 |
94,26 |
94,37 |
2,95 |
2,90 |
94,32 |
2,92 |
PS0416 |
PL0000106340 |
104,35 |
104,51 |
2,99 |
2,91 |
104,43 |
2,95 |
IZ0816 |
PL0000103529 |
104,51 |
105,29 |
--- |
--- |
104,90 |
--- |
PS1016 |
PL0000106795 |
104,27 |
104,48 |
3,11 |
3,04 |
104,38 |
3,07 |
WZ0117 |
PL0000106936 |
99,75 |
99,93 |
--- |
--- |
99,84 |
--- |
PS0417 |
PL0000107058 |
104,42 |
104,63 |
3,30 |
3,23 |
104,53 |
3,26 |
DS1017 |
PL0000104543 |
106,41 |
106,64 |
3,41 |
3,34 |
106,53 |
3,37 |
WZ0118 |
PL0000104717 |
99,33 |
99,51 |
--- |
--- |
99,42 |
--- |
PS0418 |
PL0000107314 |
100,67 |
100,91 |
3,57 |
3,51 |
100,79 |
3,54 |
PS0718 |
PL0000107595 |
95,16 |
95,38 |
3,68 |
3,62 |
95,27 |
3,65 |
WZ0119 |
PL0000107603 |
98,95 |
99,18 |
--- |
--- |
99,07 |
--- |
DS1019 |
PL0000105441 |
108,05 |
108,36 |
3,91 |
3,85 |
108,21 |
3,88 |
DS1020 |
PL0000106126 |
106,35 |
106,74 |
4,15 |
4,09 |
106,55 |
4,12 |
WZ0121 |
PL0000106068 |
97,78 |
98,08 |
--- |
--- |
97,93 |
--- |
DS1021 |
PL0000106670 |
109,16 |
109,47 |
4,33 |
4,29 |
109,32 |
4,31 |
WS0922 |
PL0000102646 |
109,30 |
109,65 |
4,43 |
4,38 |
109,48 |
4,41 |
IZ0823 |
PL0000105359 |
105,51 |
106,22 |
--- |
--- |
105,87 |
--- |
DS1023 |
PL0000107264 |
96,24 |
96,61 |
4,48 |
4,43 |
96,43 |
4,45 |
WZ0124 |
PL0000107454 |
96,65 |
96,93 |
--- |
--- |
96,79 |
--- |
WS0429 |
PL0000105391 |
109,87 |
110,83 |
4,82 |
4,73 |
110,35 |
4,77 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0414 |
PL0000105433 |
100,92 |
100,99 |
2,31 |
2,07 |
100,96 |
2,17 |
OK0714 |
PL0000107009 |
98,76 |
98,86 |
2,39 |
2,19 |
98,81 |
2,29 |
WZ0115 |
PL0000106480 |
100,04 |
100,13 |
--- |
--- |
100,09 |
--- |
PS0415 |
PL0000105953 |
103,49 |
103,60 |
2,67 |
2,59 |
103,55 |
2,62 |
OK0715 |
PL0000107405 |
95,98 |
96,07 |
2,73 |
2,66 |
96,03 |
2,69 |
DS1015 |
PL0000103602 |
105,99 |
106,11 |
2,74 |
2,67 |
106,05 |
2,71 |
OK0116 |
PL0000107587 |
94,31 |
94,38 |
2,93 |
2,89 |
94,35 |
2,91 |
PS0416 |
PL0000106340 |
104,44 |
104,54 |
2,95 |
2,90 |
104,49 |
2,92 |
IZ0816 |
PL0000103529 |
104,61 |
105,27 |
--- |
--- |
104,94 |
--- |
PS1016 |
PL0000106795 |
104,37 |
104,58 |
3,08 |
3,00 |
104,48 |
3,04 |
WZ0117 |
PL0000106936 |
99,75 |
99,89 |
--- |
--- |
99,82 |
--- |
PS0417 |
PL0000107058 |
104,60 |
104,82 |
3,24 |
3,17 |
104,71 |
3,21 |
DS1017 |
PL0000104543 |
106,63 |
106,84 |
3,35 |
3,29 |
106,74 |
3,32 |
WZ0118 |
PL0000104717 |
99,34 |
99,51 |
--- |
--- |
99,43 |
--- |
PS0418 |
PL0000107314 |
100,96 |
101,15 |
3,50 |
3,45 |
101,06 |
3,47 |
PS0718 |
PL0000107595 |
95,49 |
95,69 |
3,59 |
3,54 |
95,59 |
3,57 |
WZ0119 |
PL0000107603 |
98,94 |
99,14 |
--- |
--- |
99,04 |
--- |
DS1019 |
PL0000105441 |
108,41 |
108,69 |
3,84 |
3,79 |
108,55 |
3,82 |
DS1020 |
PL0000106126 |
106,71 |
107,06 |
4,09 |
4,03 |
106,89 |
4,06 |
WZ0121 |
PL0000106068 |
97,81 |
98,07 |
--- |
--- |
97,94 |
--- |
DS1021 |
PL0000106670 |
109,46 |
109,84 |
4,29 |
4,23 |
109,65 |
4,26 |
WS0922 |
PL0000102646 |
109,60 |
109,98 |
4,39 |
4,34 |
109,79 |
4,37 |
IZ0823 |
PL0000105359 |
105,61 |
106,14 |
--- |
--- |
105,88 |
--- |
DS1023 |
PL0000107264 |
96,64 |
96,92 |
4,43 |
4,39 |
96,78 |
4,41 |
WZ0124 |
PL0000107454 |
96,72 |
96,92 |
--- |
--- |
96,82 |
--- |
WS0429 |
PL0000105391 |
110,25 |
111,95 |
4,78 |
4,64 |
111,10 |
4,71 |
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 |
3/4 |
1 |
2,250 |
2,250 |
2,250 |
25 |
DS1019 |
PL0000105441 |
3/4 |
1 |
2,150 |
2,150 |
2,150 |
70 |
DS1020 |
PL0000106126 |
3/4 |
1 |
2,150 |
2,150 |
2,150 |
5 |
OK0714 |
PL0000107009 |
3/4 |
1 |
2,200 |
2,200 |
2,200 |
45 |
DS1023 |
PL0000107264 |
3/4 |
1 |
2,150 |
2,170 |
2,162 |
195 |
PS0418 |
PL0000107314 |
3/4 |
1 |
2,150 |
2,150 |
2,150 |
30 |
OK0116 |
PL0000107587 |
3/4 |
1 |
2,200 |
2,200 |
2,200 |
990 |
OK0714 |
PL0000107009 |
0/3 |
3 |
2,250 |
2,250 |
2,250 |
65 |
PS0718 |
PL0000107595 |
0/3 |
3 |
2,150 |
2,150 |
2,150 |
20 |
DS1015 |
PL0000103602 |
3/10 |
7 |
2,150 |
2,150 |
2,150 |
35 |
DS1017 |
PL0000104543 |
3/10 |
7 |
2,200 |
2,250 |
2,225 |
80 |
OK0714 |
PL0000107009 |
3/10 |
7 |
2,250 |
2,250 |
2,250 |
65 |
OK0116 |
PL0000107587 |
3/10 |
7 |
2,200 |
2,200 |
2,200 |
120 |
TOTAL |
1 745 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/3 |
3 |
2,500 |
2,500 |
2,500 |
1 000 |
TOTAL |
1 000 |