2014-01-20 |
MARKET DATA |
No 12 (2294) |
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 |
727,50 |
744,78 |
43 |
450,00 |
462,63 |
10 |
1 177,50 |
1 207,41 |
53 |
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 |
99,98 |
99,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
100,84 |
100,83 |
100,84 |
100,84 |
100,84 |
100,84 |
100,84 |
60 000 |
63,08 |
2 |
OK0714 |
PL0000107009 |
98,78 |
98,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,43 |
103,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
96,00 |
96,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,90 |
105,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
94,39 |
94,38 |
94,39 |
94,39 |
94,37 |
94,38 |
94,38 |
250 000 |
235,94 |
10 |
PS0416 |
PL0000106340 |
104,41 |
104,40 |
104,41 |
104,41 |
104,40 |
104,40 |
104,40 |
37 500 |
40,55 |
2 |
PS1016 |
PL0000106795 |
104,38 |
104,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,69 |
104,70 |
104,68 |
104,68 |
104,66 |
104,66 |
104,67 |
40 000 |
43,28 |
3 |
DS1017 |
PL0000104543 |
106,71 |
106,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,20 |
101,18 |
101,17 |
101,18 |
101,15 |
101,18 |
101,16 |
95 000 |
98,75 |
6 |
PS0718 |
PL0000107595 |
95,70 |
95,69 |
95,70 |
95,70 |
95,70 |
95,70 |
95,70 |
15 000 |
14,54 |
2 |
DS1019 |
PL0000105441 |
108,65 |
108,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,42 |
107,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,35 |
110,30 |
110,33 |
110,36 |
110,33 |
110,36 |
110,35 |
80 000 |
89,40 |
5 |
WS0922 |
PL0000102646 |
110,58 |
110,48 |
110,55 |
110,57 |
110,55 |
110,57 |
110,56 |
22 500 |
25,31 |
2 |
DS1023 |
PL0000107264 |
97,55 |
97,47 |
97,45 |
97,55 |
97,37 |
97,55 |
97,46 |
42 500 |
41,83 |
5 |
WS0428 |
PL0000107611 |
80,10 |
80,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
111,90 |
111,85 |
111,85 |
112,00 |
111,85 |
112,00 |
111,95 |
15 000 |
17,44 |
2 |
WS0437 |
PL0000104857 |
105,50 |
109,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,41 |
105,54 |
105,55 |
105,55 |
105,55 |
105,55 |
105,55 |
5 000 |
6,85 |
1 |
IZ0823 |
PL0000105359 |
105,95 |
106,05 |
106,15 |
106,15 |
106,15 |
106,15 |
106,15 |
15 000 |
18,67 |
1 |
WZ0115 |
PL0000106480 |
100,07 |
100,09 |
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 |
99,36 |
99,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,02 |
99,13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,97 |
98,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,86 |
96,94 |
96,94 |
96,94 |
96,94 |
96,94 |
96,94 |
50 000 |
49,14 |
2 |
TOTAL |
727 500 |
744,78 |
43 |
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 |
106,20 |
106,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,10 |
106,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,10 |
109,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
119,10 |
100,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
113,10 |
113,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
113,10 |
111,35 |
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 |
114,15 |
108,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
108,10 |
100,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
103,80 |
100,75 |
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 |
100,81 |
100,88 |
2,45 |
2,18 |
100,85 |
2,30 |
OK0714 |
PL0000107009 |
98,75 |
98,83 |
2,51 |
2,35 |
98,79 |
2,43 |
WZ0115 |
PL0000106480 |
100,04 |
100,15 |
--- |
--- |
100,10 |
--- |
PS0415 |
PL0000105953 |
103,40 |
103,51 |
2,70 |
2,61 |
103,46 |
2,65 |
OK0715 |
PL0000107405 |
95,98 |
96,07 |
2,77 |
2,70 |
96,03 |
2,73 |
DS1015 |
PL0000103602 |
105,87 |
105,99 |
2,77 |
2,70 |
105,93 |
2,73 |
OK0116 |
PL0000107587 |
94,35 |
94,43 |
2,94 |
2,89 |
94,39 |
2,92 |
PS0416 |
PL0000106340 |
104,37 |
104,50 |
2,96 |
2,90 |
104,44 |
2,93 |
IZ0816 |
PL0000103529 |
105,11 |
105,71 |
--- |
--- |
105,41 |
--- |
PS1016 |
PL0000106795 |
104,33 |
104,56 |
3,08 |
2,99 |
104,45 |
3,03 |
WZ0117 |
PL0000106936 |
99,72 |
99,89 |
--- |
--- |
99,81 |
--- |
PS0417 |
PL0000107058 |
104,61 |
104,82 |
3,23 |
3,16 |
104,72 |
3,19 |
DS1017 |
PL0000104543 |
106,65 |
106,83 |
3,33 |
3,28 |
106,74 |
3,31 |
WZ0118 |
PL0000104717 |
99,28 |
99,50 |
--- |
--- |
99,39 |
--- |
PS0418 |
PL0000107314 |
101,12 |
101,31 |
3,46 |
3,41 |
101,22 |
3,43 |
PS0718 |
PL0000107595 |
95,61 |
95,84 |
3,57 |
3,51 |
95,73 |
3,54 |
WZ0119 |
PL0000107603 |
98,94 |
99,22 |
--- |
--- |
99,08 |
--- |
DS1019 |
PL0000105441 |
108,61 |
108,84 |
3,80 |
3,76 |
108,73 |
3,78 |
DS1020 |
PL0000106126 |
107,29 |
107,55 |
3,99 |
3,95 |
107,42 |
3,97 |
WZ0121 |
PL0000106068 |
97,82 |
98,17 |
--- |
--- |
98,00 |
--- |
DS1021 |
PL0000106670 |
110,16 |
110,48 |
4,18 |
4,14 |
110,32 |
4,16 |
WS0922 |
PL0000102646 |
110,35 |
110,69 |
4,29 |
4,24 |
110,52 |
4,27 |
IZ0823 |
PL0000105359 |
105,61 |
106,45 |
--- |
--- |
106,03 |
--- |
DS1023 |
PL0000107264 |
97,40 |
97,64 |
4,33 |
4,30 |
97,52 |
4,31 |
WZ0124 |
PL0000107454 |
96,69 |
97,10 |
--- |
--- |
96,90 |
--- |
WS0429 |
PL0000105391 |
111,52 |
112,33 |
4,67 |
4,60 |
111,93 |
4,64 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0414 |
PL0000105433 |
100,80 |
100,86 |
2,48 |
2,26 |
100,83 |
2,37 |
OK0714 |
PL0000107009 |
98,76 |
98,82 |
2,49 |
2,37 |
98,79 |
2,43 |
WZ0115 |
PL0000106480 |
100,04 |
100,12 |
--- |
--- |
100,08 |
--- |
PS0415 |
PL0000105953 |
103,41 |
103,47 |
2,69 |
2,64 |
103,44 |
2,66 |
OK0715 |
PL0000107405 |
95,98 |
96,04 |
2,77 |
2,72 |
96,01 |
2,74 |
DS1015 |
PL0000103602 |
105,86 |
105,94 |
2,77 |
2,73 |
105,90 |
2,75 |
OK0116 |
PL0000107587 |
94,35 |
94,42 |
2,94 |
2,90 |
94,39 |
2,92 |
PS0416 |
PL0000106340 |
104,36 |
104,45 |
2,96 |
2,92 |
104,41 |
2,94 |
IZ0816 |
PL0000103529 |
105,17 |
105,80 |
--- |
--- |
105,49 |
--- |
PS1016 |
PL0000106795 |
104,36 |
104,48 |
3,07 |
3,02 |
104,42 |
3,05 |
WZ0117 |
PL0000106936 |
99,74 |
99,87 |
--- |
--- |
99,81 |
--- |
PS0417 |
PL0000107058 |
104,63 |
104,75 |
3,22 |
3,18 |
104,69 |
3,20 |
DS1017 |
PL0000104543 |
106,65 |
106,78 |
3,33 |
3,29 |
106,72 |
3,31 |
WZ0118 |
PL0000104717 |
99,32 |
99,49 |
--- |
--- |
99,41 |
--- |
PS0418 |
PL0000107314 |
101,13 |
101,24 |
3,45 |
3,43 |
101,19 |
3,44 |
PS0718 |
PL0000107595 |
95,62 |
95,77 |
3,56 |
3,53 |
95,70 |
3,54 |
WZ0119 |
PL0000107603 |
98,97 |
99,18 |
--- |
--- |
99,08 |
--- |
DS1019 |
PL0000105441 |
108,61 |
108,77 |
3,80 |
3,77 |
108,69 |
3,79 |
DS1020 |
PL0000106126 |
107,33 |
107,54 |
3,98 |
3,95 |
107,44 |
3,97 |
WZ0121 |
PL0000106068 |
97,85 |
98,10 |
--- |
--- |
97,98 |
--- |
DS1021 |
PL0000106670 |
110,24 |
110,43 |
4,17 |
4,14 |
110,34 |
4,16 |
WS0922 |
PL0000102646 |
110,45 |
110,62 |
4,28 |
4,25 |
110,54 |
4,26 |
IZ0823 |
PL0000105359 |
105,75 |
106,35 |
--- |
--- |
106,05 |
--- |
DS1023 |
PL0000107264 |
97,37 |
97,58 |
4,33 |
4,30 |
97,48 |
4,32 |
WZ0124 |
PL0000107454 |
96,79 |
97,01 |
--- |
--- |
96,90 |
--- |
WS0429 |
PL0000105391 |
111,57 |
112,31 |
4,67 |
4,60 |
111,94 |
4,64 |
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 |
0/1 |
1 |
2,050 |
2,050 |
2,050 |
20 |
PS0415 |
PL0000105953 |
0/1 |
1 |
2,050 |
2,050 |
2,050 |
40 |
OK0715 |
PL0000107405 |
0/1 |
1 |
2,050 |
2,050 |
2,050 |
40 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,180 |
2,180 |
2,180 |
50 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,180 |
2,180 |
2,180 |
140 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,050 |
2,050 |
2,050 |
40 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,170 |
2,170 |
2,170 |
20 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,200 |
2,200 |
2,200 |
40 |
PS0718 |
PL0000107595 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
60 |
TOTAL |
450 |