2014-01-21 |
MARKET DATA |
No 13 (2295) |
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 |
2 302,50 |
2 368,39 |
96 |
2 230,00 |
2 366,48 |
22 |
4 532,50 |
4 734,87 |
118 |
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 |
100,82 |
100,81 |
100,82 |
100,82 |
100,81 |
100,81 |
100,81 |
217 500 |
228,62 |
7 |
OK0714 |
PL0000107009 |
98,79 |
98,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,42 |
103,36 |
103,41 |
103,41 |
103,35 |
103,38 |
103,39 |
480 000 |
516,01 |
14 |
OK0715 |
PL0000107405 |
96,00 |
95,95 |
95,98 |
95,98 |
95,95 |
95,95 |
95,96 |
385 000 |
369,46 |
9 |
DS1015 |
PL0000103602 |
105,87 |
105,80 |
105,80 |
105,80 |
105,78 |
105,78 |
105,79 |
50 000 |
53,67 |
2 |
OK0116 |
PL0000107587 |
94,40 |
94,36 |
94,40 |
94,40 |
94,37 |
94,37 |
94,37 |
170 000 |
160,44 |
5 |
PS0416 |
PL0000106340 |
104,39 |
104,33 |
104,39 |
104,39 |
104,35 |
104,35 |
104,37 |
60 000 |
64,87 |
2 |
PS1016 |
PL0000106795 |
104,39 |
104,35 |
104,37 |
104,37 |
104,32 |
104,35 |
104,34 |
117 500 |
123,98 |
5 |
PS0417 |
PL0000107058 |
104,61 |
104,54 |
104,60 |
104,60 |
104,57 |
104,57 |
104,59 |
100 000 |
108,14 |
8 |
DS1017 |
PL0000104543 |
106,66 |
106,60 |
106,66 |
106,66 |
106,66 |
106,66 |
106,66 |
30 000 |
32,39 |
1 |
PS0418 |
PL0000107314 |
101,13 |
101,01 |
101,08 |
101,08 |
101,00 |
101,00 |
101,05 |
35 000 |
36,35 |
3 |
PS0718 |
PL0000107595 |
95,62 |
95,55 |
95,56 |
95,60 |
95,56 |
95,60 |
95,58 |
40 000 |
38,73 |
3 |
DS1019 |
PL0000105441 |
108,56 |
108,51 |
108,51 |
108,62 |
108,51 |
108,62 |
108,58 |
15 000 |
16,49 |
2 |
DS1020 |
PL0000106126 |
107,31 |
107,26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,28 |
110,09 |
110,28 |
110,28 |
110,10 |
110,10 |
110,14 |
115 000 |
128,29 |
10 |
WS0922 |
PL0000102646 |
110,52 |
110,34 |
110,49 |
110,49 |
110,35 |
110,35 |
110,42 |
45 000 |
50,55 |
5 |
DS1023 |
PL0000107264 |
97,43 |
97,20 |
97,32 |
97,34 |
97,13 |
97,20 |
97,23 |
195 000 |
191,52 |
12 |
WS0428 |
PL0000107611 |
76,00 |
86,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
111,71 |
111,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
105,70 |
110,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,40 |
105,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
106,10 |
106,15 |
106,18 |
106,18 |
106,18 |
106,18 |
106,18 |
10 000 |
12,45 |
1 |
WZ0115 |
PL0000106480 |
100,07 |
100,08 |
100,07 |
100,07 |
100,07 |
100,07 |
100,07 |
37 500 |
37,53 |
1 |
WZ0117 |
PL0000106936 |
99,77 |
99,79 |
99,77 |
99,77 |
99,77 |
99,77 |
99,77 |
30 000 |
29,93 |
1 |
WZ0118 |
PL0000104717 |
99,40 |
99,42 |
99,40 |
99,40 |
99,39 |
99,39 |
99,40 |
170 000 |
168,97 |
5 |
WZ0119 |
PL0000107603 |
99,02 |
99,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,93 |
98,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,86 |
96,91 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
2 302 500 |
2 368,39 |
96 |
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 |
106,10 |
106,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,10 |
109,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,00 |
119,20 |
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 |
113,20 |
113,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
111,15 |
111,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
114,35 |
115,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
108,25 |
108,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
100,55 |
100,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
103,80 |
104,20 |
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 |
100,80 |
100,86 |
2,45 |
2,22 |
100,83 |
2,34 |
OK0714 |
PL0000107009 |
98,76 |
98,82 |
2,50 |
2,38 |
98,79 |
2,44 |
WZ0115 |
PL0000106480 |
100,04 |
100,12 |
--- |
--- |
100,08 |
--- |
PS0415 |
PL0000105953 |
103,39 |
103,47 |
2,70 |
2,63 |
103,43 |
2,67 |
OK0715 |
PL0000107405 |
95,97 |
96,05 |
2,78 |
2,72 |
96,01 |
2,75 |
DS1015 |
PL0000103602 |
105,84 |
105,94 |
2,78 |
2,72 |
105,89 |
2,75 |
OK0116 |
PL0000107587 |
94,35 |
94,43 |
2,94 |
2,90 |
94,39 |
2,92 |
PS0416 |
PL0000106340 |
104,35 |
104,43 |
2,96 |
2,93 |
104,39 |
2,95 |
IZ0816 |
PL0000103529 |
105,20 |
105,86 |
--- |
--- |
105,53 |
--- |
PS1016 |
PL0000106795 |
104,35 |
104,46 |
3,07 |
3,03 |
104,41 |
3,05 |
WZ0117 |
PL0000106936 |
99,72 |
99,88 |
--- |
--- |
99,80 |
--- |
PS0417 |
PL0000107058 |
104,53 |
104,67 |
3,25 |
3,21 |
104,60 |
3,23 |
DS1017 |
PL0000104543 |
106,59 |
106,73 |
3,35 |
3,31 |
106,66 |
3,33 |
WZ0118 |
PL0000104717 |
99,29 |
99,48 |
--- |
--- |
99,39 |
--- |
PS0418 |
PL0000107314 |
101,06 |
101,20 |
3,47 |
3,44 |
101,13 |
3,45 |
PS0718 |
PL0000107595 |
95,55 |
95,70 |
3,58 |
3,55 |
95,63 |
3,56 |
WZ0119 |
PL0000107603 |
98,96 |
99,19 |
--- |
--- |
99,08 |
--- |
DS1019 |
PL0000105441 |
108,51 |
108,69 |
3,82 |
3,79 |
108,60 |
3,80 |
DS1020 |
PL0000106126 |
107,21 |
107,44 |
4,00 |
3,97 |
107,33 |
3,98 |
WZ0121 |
PL0000106068 |
97,84 |
98,08 |
--- |
--- |
97,96 |
--- |
DS1021 |
PL0000106670 |
110,15 |
110,34 |
4,18 |
4,16 |
110,25 |
4,17 |
WS0922 |
PL0000102646 |
110,35 |
110,59 |
4,29 |
4,26 |
110,47 |
4,27 |
IZ0823 |
PL0000105359 |
105,73 |
106,36 |
--- |
--- |
106,05 |
--- |
DS1023 |
PL0000107264 |
97,27 |
97,52 |
4,34 |
4,31 |
97,40 |
4,33 |
WZ0124 |
PL0000107454 |
96,80 |
97,04 |
--- |
--- |
96,92 |
--- |
WS0429 |
PL0000105391 |
111,34 |
112,17 |
4,69 |
4,62 |
111,76 |
4,65 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0414 |
PL0000105433 |
100,78 |
100,84 |
2,53 |
2,30 |
100,81 |
2,41 |
OK0714 |
PL0000107009 |
98,76 |
98,83 |
2,50 |
2,36 |
98,80 |
2,42 |
WZ0115 |
PL0000106480 |
100,04 |
100,10 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
103,33 |
103,40 |
2,75 |
2,69 |
103,37 |
2,71 |
OK0715 |
PL0000107405 |
95,91 |
95,98 |
2,82 |
2,77 |
95,95 |
2,79 |
DS1015 |
PL0000103602 |
105,75 |
105,84 |
2,83 |
2,78 |
105,80 |
2,80 |
OK0116 |
PL0000107587 |
94,31 |
94,40 |
2,96 |
2,92 |
94,36 |
2,94 |
PS0416 |
PL0000106340 |
104,27 |
104,38 |
3,00 |
2,95 |
104,33 |
2,97 |
IZ0816 |
PL0000103529 |
105,20 |
105,75 |
--- |
--- |
105,48 |
--- |
PS1016 |
PL0000106795 |
104,25 |
104,39 |
3,11 |
3,06 |
104,32 |
3,08 |
WZ0117 |
PL0000106936 |
99,70 |
99,84 |
--- |
--- |
99,77 |
--- |
PS0417 |
PL0000107058 |
104,43 |
104,62 |
3,28 |
3,22 |
104,53 |
3,25 |
DS1017 |
PL0000104543 |
106,46 |
106,65 |
3,38 |
3,33 |
106,56 |
3,35 |
WZ0118 |
PL0000104717 |
99,33 |
99,47 |
--- |
--- |
99,40 |
--- |
PS0418 |
PL0000107314 |
100,95 |
101,09 |
3,50 |
3,46 |
101,02 |
3,48 |
PS0718 |
PL0000107595 |
95,48 |
95,62 |
3,60 |
3,57 |
95,55 |
3,58 |
WZ0119 |
PL0000107603 |
98,91 |
99,12 |
--- |
--- |
99,02 |
--- |
DS1019 |
PL0000105441 |
108,42 |
108,58 |
3,84 |
3,81 |
108,50 |
3,82 |
DS1020 |
PL0000106126 |
107,08 |
107,34 |
4,03 |
3,98 |
107,21 |
4,00 |
WZ0121 |
PL0000106068 |
97,80 |
98,06 |
--- |
--- |
97,93 |
--- |
DS1021 |
PL0000106670 |
109,94 |
110,19 |
4,21 |
4,18 |
110,07 |
4,20 |
WS0922 |
PL0000102646 |
110,17 |
110,42 |
4,31 |
4,28 |
110,30 |
4,29 |
IZ0823 |
PL0000105359 |
105,78 |
106,40 |
--- |
--- |
106,09 |
--- |
DS1023 |
PL0000107264 |
97,11 |
97,29 |
4,37 |
4,34 |
97,20 |
4,35 |
WZ0124 |
PL0000107454 |
96,79 |
96,99 |
--- |
--- |
96,89 |
--- |
WS0429 |
PL0000105391 |
111,21 |
111,92 |
4,70 |
4,64 |
111,57 |
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) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
0/1 |
1 |
2,100 |
2,100 |
2,100 |
40 |
DS1017 |
PL0000104543 |
0/1 |
1 |
2,100 |
2,100 |
2,100 |
40 |
PS0415 |
PL0000105953 |
0/1 |
1 |
2,100 |
2,100 |
2,100 |
45 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,100 |
2,200 |
2,180 |
50 |
PS1016 |
PL0000106795 |
0/1 |
1 |
2,150 |
2,180 |
2,171 |
155 |
WZ0119 |
PL0000107603 |
0/1 |
1 |
2,150 |
2,150 |
2,150 |
20 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
40 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
35 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,180 |
2,180 |
2,180 |
85 |
DS1017 |
PL0000104543 |
0/2 |
2 |
2,250 |
2,250 |
2,250 |
40 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,100 |
2,100 |
2,100 |
30 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,180 |
2,180 |
2,180 |
45 |
OK0714 |
PL0000107009 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
35 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,180 |
2,180 |
2,180 |
120 |
TOTAL |
780 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/2 |
1 |
2,520 |
2,520 |
2,520 |
1 450 |
TOTAL |
1 450 |