2014-01-13 |
MARKET DATA |
No 7 (2289) |
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 |
1 240,00 |
1 279,67 |
82 |
1 415,00 |
1 458,21 |
22 |
2 655,00 |
2 737,89 |
104 |
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 |
99,94 |
99,93 |
99,93 |
99,93 |
99,93 |
99,93 |
15 000 |
14,99 |
1 |
PS0414 |
PL0000105433 |
100,94 |
100,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
98,79 |
98,78 |
98,78 |
98,78 |
98,75 |
98,75 |
98,78 |
180 000 |
177,80 |
4 |
PS0415 |
PL0000105953 |
103,51 |
103,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
96,00 |
95,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,00 |
106,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
94,33 |
94,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,45 |
104,47 |
104,45 |
104,45 |
104,45 |
104,45 |
104,45 |
45 000 |
48,64 |
1 |
PS1016 |
PL0000106795 |
104,41 |
104,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,72 |
104,75 |
104,71 |
104,71 |
104,71 |
104,71 |
104,71 |
70 000 |
75,71 |
2 |
DS1017 |
PL0000104543 |
106,75 |
106,72 |
106,68 |
106,68 |
106,68 |
106,68 |
106,68 |
20 000 |
21,57 |
1 |
PS0418 |
PL0000107314 |
101,13 |
101,07 |
101,07 |
101,15 |
101,07 |
101,15 |
101,10 |
45 000 |
46,72 |
3 |
PS0718 |
PL0000107595 |
95,70 |
95,63 |
95,67 |
95,74 |
95,67 |
95,74 |
95,70 |
80 000 |
77,51 |
5 |
DS1019 |
PL0000105441 |
108,68 |
108,63 |
108,63 |
108,80 |
108,63 |
108,80 |
108,68 |
170 000 |
186,85 |
16 |
DS1020 |
PL0000106126 |
107,21 |
107,07 |
107,15 |
107,15 |
107,15 |
107,15 |
107,15 |
5 000 |
5,42 |
1 |
DS1021 |
PL0000106670 |
110,14 |
109,87 |
110,05 |
110,15 |
110,05 |
110,08 |
110,09 |
45 000 |
50,12 |
3 |
WS0922 |
PL0000102646 |
110,30 |
110,02 |
110,15 |
110,30 |
110,15 |
110,30 |
110,23 |
125 000 |
140,04 |
6 |
DS1023 |
PL0000107264 |
97,30 |
96,95 |
96,95 |
97,40 |
96,95 |
97,17 |
97,20 |
360 000 |
353,16 |
34 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
111,35 |
111,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
105,20 |
108,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,00 |
105,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
105,90 |
105,95 |
105,95 |
105,95 |
105,95 |
105,95 |
105,95 |
10 000 |
12,42 |
1 |
WZ0115 |
PL0000106480 |
100,06 |
100,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,79 |
99,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,42 |
99,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,04 |
99,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,95 |
98,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,87 |
96,88 |
96,88 |
96,90 |
96,88 |
96,90 |
96,89 |
70 000 |
68,72 |
4 |
TOTAL |
1 240 000 |
1 279,67 |
82 |
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 |
119,20 |
106,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
119,20 |
100,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,20 |
100,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
100,50 |
100,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
114,00 |
111,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
114,00 |
108,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
114,00 |
108,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
107,95 |
108,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
120,50 |
104,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
120,50 |
121,50 |
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 |
100,92 |
101,00 |
2,27 |
2,00 |
100,96 |
2,14 |
OK0714 |
PL0000107009 |
98,77 |
98,88 |
2,38 |
2,16 |
98,83 |
2,26 |
WZ0115 |
PL0000106480 |
100,04 |
100,14 |
--- |
--- |
100,09 |
--- |
PS0415 |
PL0000105953 |
103,49 |
103,60 |
2,67 |
2,58 |
103,55 |
2,62 |
OK0715 |
PL0000107405 |
95,96 |
96,08 |
2,74 |
2,66 |
96,02 |
2,70 |
DS1015 |
PL0000103602 |
105,99 |
106,10 |
2,73 |
2,67 |
106,05 |
2,70 |
OK0116 |
PL0000107587 |
94,30 |
94,41 |
2,94 |
2,88 |
94,36 |
2,90 |
PS0416 |
PL0000106340 |
104,42 |
104,57 |
2,95 |
2,88 |
104,50 |
2,92 |
IZ0816 |
PL0000103529 |
104,59 |
105,28 |
--- |
--- |
104,94 |
--- |
PS1016 |
PL0000106795 |
104,37 |
104,60 |
3,08 |
2,99 |
104,49 |
3,03 |
WZ0117 |
PL0000106936 |
99,73 |
99,90 |
--- |
--- |
99,82 |
--- |
PS0417 |
PL0000107058 |
104,60 |
104,81 |
3,24 |
3,17 |
104,71 |
3,20 |
DS1017 |
PL0000104543 |
106,63 |
106,85 |
3,34 |
3,28 |
106,74 |
3,31 |
WZ0118 |
PL0000104717 |
99,31 |
99,53 |
--- |
--- |
99,42 |
--- |
PS0418 |
PL0000107314 |
100,97 |
101,21 |
3,50 |
3,44 |
101,09 |
3,47 |
PS0718 |
PL0000107595 |
95,49 |
95,71 |
3,59 |
3,54 |
95,60 |
3,57 |
WZ0119 |
PL0000107603 |
98,95 |
99,17 |
--- |
--- |
99,06 |
--- |
DS1019 |
PL0000105441 |
108,44 |
108,68 |
3,84 |
3,79 |
108,56 |
3,81 |
DS1020 |
PL0000106126 |
106,82 |
107,21 |
4,07 |
4,01 |
107,02 |
4,04 |
WZ0121 |
PL0000106068 |
97,80 |
98,11 |
--- |
--- |
97,96 |
--- |
DS1021 |
PL0000106670 |
109,60 |
109,96 |
4,27 |
4,21 |
109,78 |
4,24 |
WS0922 |
PL0000102646 |
109,85 |
110,16 |
4,36 |
4,32 |
110,01 |
4,34 |
IZ0823 |
PL0000105359 |
105,60 |
106,16 |
--- |
--- |
105,88 |
--- |
DS1023 |
PL0000107264 |
96,82 |
97,06 |
4,40 |
4,37 |
96,94 |
4,39 |
WZ0124 |
PL0000107454 |
96,73 |
96,97 |
--- |
--- |
96,85 |
--- |
WS0429 |
PL0000105391 |
109,69 |
111,83 |
4,83 |
4,65 |
110,76 |
4,74 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0414 |
PL0000105433 |
100,90 |
100,97 |
2,34 |
2,10 |
100,94 |
2,20 |
OK0714 |
PL0000107009 |
98,74 |
98,80 |
2,44 |
2,32 |
98,77 |
2,38 |
WZ0115 |
PL0000106480 |
100,03 |
100,12 |
--- |
--- |
100,08 |
--- |
PS0415 |
PL0000105953 |
103,48 |
103,59 |
2,67 |
2,59 |
103,54 |
2,63 |
OK0715 |
PL0000107405 |
95,98 |
96,09 |
2,73 |
2,65 |
96,04 |
2,69 |
DS1015 |
PL0000103602 |
105,98 |
106,07 |
2,74 |
2,69 |
106,03 |
2,71 |
OK0116 |
PL0000107587 |
94,30 |
94,38 |
2,94 |
2,89 |
94,34 |
2,92 |
PS0416 |
PL0000106340 |
104,40 |
104,52 |
2,96 |
2,91 |
104,46 |
2,93 |
IZ0816 |
PL0000103529 |
104,69 |
105,30 |
--- |
--- |
105,00 |
--- |
PS1016 |
PL0000106795 |
104,35 |
104,58 |
3,08 |
3,00 |
104,47 |
3,04 |
WZ0117 |
PL0000106936 |
99,75 |
99,87 |
--- |
--- |
99,81 |
--- |
PS0417 |
PL0000107058 |
104,66 |
104,80 |
3,22 |
3,18 |
104,73 |
3,20 |
DS1017 |
PL0000104543 |
106,65 |
106,84 |
3,34 |
3,29 |
106,75 |
3,31 |
WZ0118 |
PL0000104717 |
99,36 |
99,51 |
--- |
--- |
99,44 |
--- |
PS0418 |
PL0000107314 |
101,06 |
101,24 |
3,47 |
3,43 |
101,15 |
3,45 |
PS0718 |
PL0000107595 |
95,58 |
95,79 |
3,57 |
3,52 |
95,69 |
3,54 |
WZ0119 |
PL0000107603 |
98,97 |
99,17 |
--- |
--- |
99,07 |
--- |
DS1019 |
PL0000105441 |
108,62 |
108,84 |
3,80 |
3,76 |
108,73 |
3,78 |
DS1020 |
PL0000106126 |
107,03 |
107,44 |
4,04 |
3,97 |
107,24 |
4,00 |
WZ0121 |
PL0000106068 |
97,86 |
98,09 |
--- |
--- |
97,98 |
--- |
DS1021 |
PL0000106670 |
109,98 |
110,29 |
4,21 |
4,17 |
110,14 |
4,19 |
WS0922 |
PL0000102646 |
110,10 |
110,39 |
4,32 |
4,29 |
110,25 |
4,30 |
IZ0823 |
PL0000105359 |
105,65 |
106,18 |
--- |
--- |
105,92 |
--- |
DS1023 |
PL0000107264 |
97,11 |
97,36 |
4,37 |
4,33 |
97,24 |
4,35 |
WZ0124 |
PL0000107454 |
96,76 |
97,01 |
--- |
--- |
96,89 |
--- |
WS0429 |
PL0000105391 |
111,08 |
112,04 |
4,71 |
4,63 |
111,56 |
4,67 |
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 |
2,180 |
2,180 |
2,180 |
160 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,170 |
2,170 |
2,170 |
25 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
20 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,170 |
2,250 |
2,233 |
190 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
50 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,150 |
2,170 |
2,163 |
40 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
20 |
PS0415 |
PL0000105953 |
1/8 |
7 |
2,300 |
2,300 |
2,300 |
30 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,200 |
2,250 |
2,222 |
45 |
OK0714 |
PL0000107009 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
25 |
WZ0115 |
PL0000106480 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
10 |
TOTAL |
615 |
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 |
2,490 |
2,490 |
2,490 |
800 |
TOTAL |
800 |