2014-01-15 |
MARKET DATA |
No 9 (2291) |
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 |
1 157,50 |
1 201,84 |
64 |
1 395,00 |
1 421,07 |
17 |
2 552,50 |
2 622,91 |
81 |
T-bonds EUR |
1,00 |
1,10 |
1 |
0,00 |
0,00 |
0 |
1,00 |
1,10 |
1 |
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 |
99,95 |
99,95 |
99,94 |
99,95 |
99,94 |
99,95 |
99,95 |
247 500 |
247,37 |
4 |
PS0414 |
PL0000105433 |
100,89 |
100,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
98,77 |
98,78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,50 |
103,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
95,99 |
96,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,96 |
105,95 |
105,94 |
105,94 |
105,93 |
105,93 |
105,93 |
200 000 |
214,77 |
5 |
OK0116 |
PL0000107587 |
94,35 |
94,35 |
94,35 |
94,36 |
94,35 |
94,36 |
94,35 |
40 000 |
37,74 |
3 |
PS0416 |
PL0000106340 |
104,44 |
104,44 |
104,41 |
104,41 |
104,41 |
104,41 |
104,41 |
45 000 |
48,63 |
1 |
PS1016 |
PL0000106795 |
104,42 |
104,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,50 |
104,69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,70 |
106,71 |
106,73 |
106,74 |
106,73 |
106,74 |
106,73 |
35 000 |
37,78 |
3 |
PS0418 |
PL0000107314 |
101,18 |
101,09 |
101,13 |
101,13 |
101,12 |
101,12 |
101,13 |
25 000 |
25,97 |
2 |
PS0718 |
PL0000107595 |
95,67 |
95,54 |
95,58 |
95,65 |
95,58 |
95,62 |
95,61 |
65 000 |
62,93 |
4 |
DS1019 |
PL0000105441 |
108,70 |
108,54 |
108,74 |
108,75 |
108,54 |
108,54 |
108,65 |
65 000 |
71,44 |
5 |
DS1020 |
PL0000106126 |
107,20 |
107,08 |
107,20 |
107,28 |
107,20 |
107,28 |
107,22 |
12 500 |
13,55 |
2 |
DS1021 |
PL0000106670 |
110,05 |
109,93 |
110,05 |
110,05 |
109,84 |
109,84 |
109,99 |
35 000 |
38,96 |
4 |
WS0922 |
PL0000102646 |
110,35 |
109,88 |
110,20 |
110,35 |
109,86 |
109,86 |
110,15 |
85 000 |
95,18 |
7 |
DS1023 |
PL0000107264 |
97,31 |
96,85 |
97,15 |
97,32 |
97,04 |
97,04 |
97,19 |
177 500 |
174,15 |
13 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
111,47 |
111,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
105,00 |
108,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,15 |
105,11 |
105,25 |
105,25 |
105,25 |
105,25 |
105,25 |
5 000 |
6,83 |
1 |
IZ0823 |
PL0000105359 |
105,90 |
106,00 |
106,10 |
106,10 |
106,00 |
106,00 |
106,08 |
25 000 |
31,09 |
3 |
WZ0115 |
PL0000106480 |
100,07 |
100,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,77 |
99,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,40 |
99,43 |
99,40 |
99,40 |
99,39 |
99,39 |
99,39 |
35 000 |
35,24 |
4 |
WZ0119 |
PL0000107603 |
99,04 |
99,03 |
99,04 |
99,04 |
99,03 |
99,03 |
99,03 |
60 000 |
60,20 |
3 |
WZ0121 |
PL0000106068 |
97,90 |
98,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,86 |
96,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 157 500 |
1 201,84 |
64 |
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 |
106,35 |
106,35 |
106,35 |
106,35 |
106,35 |
106,35 |
1 000 |
1,10 |
1 |
EUR0317 |
XS0498285351 |
109,25 |
109,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,20 |
119,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
100,55 |
100,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
112,95 |
113,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
110,85 |
111,30 |
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 |
108,00 |
108,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
103,65 |
104,05 |
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 |
1 000 |
1,10 |
1 |
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 |
100,86 |
100,94 |
2,42 |
2,14 |
100,90 |
2,28 |
OK0714 |
PL0000107009 |
98,74 |
98,81 |
2,46 |
2,33 |
98,78 |
2,39 |
WZ0115 |
PL0000106480 |
100,03 |
100,13 |
--- |
--- |
100,08 |
--- |
PS0415 |
PL0000105953 |
103,45 |
103,55 |
2,69 |
2,61 |
103,50 |
2,65 |
OK0715 |
PL0000107405 |
95,96 |
96,04 |
2,75 |
2,70 |
96,00 |
2,73 |
DS1015 |
PL0000103602 |
105,92 |
106,02 |
2,76 |
2,71 |
105,97 |
2,73 |
OK0116 |
PL0000107587 |
94,31 |
94,39 |
2,94 |
2,90 |
94,35 |
2,92 |
PS0416 |
PL0000106340 |
104,37 |
104,50 |
2,97 |
2,91 |
104,44 |
2,94 |
IZ0816 |
PL0000103529 |
104,67 |
105,39 |
--- |
--- |
105,03 |
--- |
PS1016 |
PL0000106795 |
104,35 |
104,51 |
3,08 |
3,02 |
104,43 |
3,05 |
WZ0117 |
PL0000106936 |
99,73 |
99,89 |
--- |
--- |
99,81 |
--- |
PS0417 |
PL0000107058 |
104,54 |
104,76 |
3,26 |
3,19 |
104,65 |
3,22 |
DS1017 |
PL0000104543 |
106,55 |
106,77 |
3,36 |
3,30 |
106,66 |
3,33 |
WZ0118 |
PL0000104717 |
99,31 |
99,50 |
--- |
--- |
99,41 |
--- |
PS0418 |
PL0000107314 |
100,93 |
101,17 |
3,51 |
3,45 |
101,05 |
3,48 |
PS0718 |
PL0000107595 |
95,49 |
95,69 |
3,59 |
3,54 |
95,59 |
3,57 |
WZ0119 |
PL0000107603 |
98,96 |
99,16 |
--- |
--- |
99,06 |
--- |
DS1019 |
PL0000105441 |
108,42 |
108,68 |
3,84 |
3,79 |
108,55 |
3,82 |
DS1020 |
PL0000106126 |
106,82 |
107,21 |
4,07 |
4,01 |
107,02 |
4,04 |
WZ0121 |
PL0000106068 |
97,84 |
98,10 |
--- |
--- |
97,97 |
--- |
DS1021 |
PL0000106670 |
109,68 |
110,08 |
4,25 |
4,20 |
109,88 |
4,23 |
WS0922 |
PL0000102646 |
109,88 |
110,21 |
4,35 |
4,31 |
110,05 |
4,33 |
IZ0823 |
PL0000105359 |
105,69 |
106,31 |
--- |
--- |
106,00 |
--- |
DS1023 |
PL0000107264 |
96,84 |
97,20 |
4,40 |
4,35 |
97,02 |
4,38 |
WZ0124 |
PL0000107454 |
96,79 |
97,05 |
--- |
--- |
96,92 |
--- |
WS0429 |
PL0000105391 |
111,01 |
111,81 |
4,72 |
4,65 |
111,41 |
4,68 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0414 |
PL0000105433 |
100,85 |
100,93 |
2,46 |
2,18 |
100,89 |
2,32 |
OK0714 |
PL0000107009 |
98,74 |
98,80 |
2,46 |
2,35 |
98,77 |
2,40 |
WZ0115 |
PL0000106480 |
100,03 |
100,13 |
--- |
--- |
100,08 |
--- |
PS0415 |
PL0000105953 |
103,47 |
103,53 |
2,67 |
2,62 |
103,50 |
2,65 |
OK0715 |
PL0000107405 |
95,95 |
96,03 |
2,76 |
2,70 |
95,99 |
2,73 |
DS1015 |
PL0000103602 |
105,90 |
105,97 |
2,77 |
2,73 |
105,94 |
2,75 |
OK0116 |
PL0000107587 |
94,29 |
94,38 |
2,95 |
2,90 |
94,34 |
2,92 |
PS0416 |
PL0000106340 |
104,36 |
104,47 |
2,97 |
2,92 |
104,42 |
2,95 |
IZ0816 |
PL0000103529 |
104,93 |
105,61 |
--- |
--- |
105,27 |
--- |
PS1016 |
PL0000106795 |
104,32 |
104,48 |
3,09 |
3,03 |
104,40 |
3,06 |
WZ0117 |
PL0000106936 |
99,72 |
99,88 |
--- |
--- |
99,80 |
--- |
PS0417 |
PL0000107058 |
104,55 |
104,74 |
3,25 |
3,19 |
104,65 |
3,22 |
DS1017 |
PL0000104543 |
106,59 |
106,77 |
3,35 |
3,30 |
106,68 |
3,33 |
WZ0118 |
PL0000104717 |
99,33 |
99,50 |
--- |
--- |
99,42 |
--- |
PS0418 |
PL0000107314 |
101,01 |
101,16 |
3,49 |
3,45 |
101,09 |
3,47 |
PS0718 |
PL0000107595 |
95,45 |
95,64 |
3,60 |
3,56 |
95,55 |
3,58 |
WZ0119 |
PL0000107603 |
98,95 |
99,17 |
--- |
--- |
99,06 |
--- |
DS1019 |
PL0000105441 |
108,48 |
108,64 |
3,83 |
3,80 |
108,56 |
3,81 |
DS1020 |
PL0000106126 |
106,99 |
107,21 |
4,04 |
4,01 |
107,10 |
4,02 |
WZ0121 |
PL0000106068 |
97,81 |
98,10 |
--- |
--- |
97,96 |
--- |
DS1021 |
PL0000106670 |
109,73 |
110,02 |
4,25 |
4,21 |
109,88 |
4,23 |
WS0922 |
PL0000102646 |
109,85 |
110,15 |
4,36 |
4,32 |
110,00 |
4,34 |
IZ0823 |
PL0000105359 |
105,69 |
106,26 |
--- |
--- |
105,98 |
--- |
DS1023 |
PL0000107264 |
96,86 |
97,11 |
4,40 |
4,37 |
96,99 |
4,38 |
WZ0124 |
PL0000107454 |
96,78 |
97,03 |
--- |
--- |
96,91 |
--- |
WS0429 |
PL0000105391 |
110,86 |
111,68 |
4,73 |
4,66 |
111,27 |
4,69 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS1016 |
PL0000106795 |
0/1 |
1 |
2,170 |
2,170 |
2,170 |
150 |
WZ0117 |
PL0000106936 |
0/1 |
1 |
2,250 |
2,250 |
2,250 |
60 |
DS1015 |
PL0000103602 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
60 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,180 |
2,180 |
2,180 |
200 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,190 |
2,190 |
2,190 |
5 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
280 |
DS1017 |
PL0000104543 |
0/7 |
7 |
2,170 |
2,170 |
2,170 |
15 |
PS0414 |
PL0000105433 |
0/7 |
7 |
2,170 |
2,170 |
2,170 |
10 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,180 |
2,250 |
2,233 |
40 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,180 |
2,180 |
2,180 |
5 |
PS0415 |
PL0000105953 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
105 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
120 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
105 |
OK0116 |
PL0000107587 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
240 |
TOTAL |
1 395 |