2014-01-22 |
MARKET DATA |
No 14 (2296) |
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 |
1 140,00 |
1 209,90 |
85 |
2 110,00 |
2 108,89 |
20 |
3 250,00 |
3 318,79 |
105 |
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) |
PS0414 |
PL0000105433 |
100,80 |
100,81 |
100,81 |
100,81 |
100,81 |
100,81 |
100,81 |
5 000 |
5,26 |
1 |
OK0714 |
PL0000107009 |
98,79 |
98,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,34 |
103,34 |
103,34 |
103,34 |
103,33 |
103,33 |
103,33 |
55 000 |
59,10 |
4 |
OK0715 |
PL0000107405 |
95,95 |
95,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,76 |
105,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
94,35 |
94,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,29 |
104,29 |
104,29 |
104,29 |
104,28 |
104,28 |
104,29 |
20 000 |
21,61 |
2 |
PS1016 |
PL0000106795 |
104,32 |
104,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,51 |
104,46 |
104,45 |
104,45 |
104,45 |
104,45 |
104,45 |
10 000 |
10,80 |
1 |
DS1017 |
PL0000104543 |
106,55 |
106,49 |
106,55 |
106,55 |
106,50 |
106,50 |
106,52 |
65 000 |
70,09 |
5 |
PS0418 |
PL0000107314 |
101,04 |
100,98 |
101,05 |
101,05 |
100,98 |
100,98 |
101,02 |
60 000 |
62,30 |
5 |
PS0718 |
PL0000107595 |
95,55 |
95,50 |
95,50 |
95,57 |
95,50 |
95,55 |
95,54 |
125 000 |
120,99 |
7 |
DS1019 |
PL0000105441 |
108,51 |
108,39 |
108,53 |
108,53 |
108,35 |
108,39 |
108,43 |
175 000 |
192,15 |
15 |
DS1020 |
PL0000106126 |
107,29 |
107,16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,15 |
110,01 |
110,05 |
110,16 |
109,95 |
110,15 |
110,11 |
190 000 |
211,93 |
13 |
WS0922 |
PL0000102646 |
110,32 |
110,20 |
110,26 |
110,30 |
110,20 |
110,30 |
110,26 |
195 000 |
218,78 |
16 |
DS1023 |
PL0000107264 |
97,22 |
97,16 |
97,25 |
97,26 |
97,11 |
97,22 |
97,16 |
235 000 |
230,67 |
15 |
WS0428 |
PL0000107611 |
80,00 |
86,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
111,47 |
111,59 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
97,00 |
115,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,45 |
105,47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
106,15 |
106,18 |
106,18 |
106,18 |
106,18 |
106,18 |
106,18 |
5 000 |
6,22 |
1 |
WZ0115 |
PL0000106480 |
100,06 |
100,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,76 |
99,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,40 |
99,42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,01 |
99,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,90 |
98,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,88 |
96,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 140 000 |
1 209,90 |
85 |
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 |
106,15 |
106,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,20 |
109,20 |
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 |
100,60 |
100,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
113,20 |
113,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
111,10 |
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 |
108,50 |
108,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
100,55 |
100,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
103,75 |
103,90 |
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 |
100,77 |
100,83 |
2,53 |
2,30 |
100,80 |
2,42 |
OK0714 |
PL0000107009 |
98,76 |
98,83 |
2,52 |
2,37 |
98,80 |
2,44 |
WZ0115 |
PL0000106480 |
100,03 |
100,11 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
103,30 |
103,37 |
2,76 |
2,71 |
103,34 |
2,73 |
OK0715 |
PL0000107405 |
95,91 |
96,00 |
2,83 |
2,76 |
95,96 |
2,79 |
DS1015 |
PL0000103602 |
105,72 |
105,80 |
2,84 |
2,79 |
105,76 |
2,82 |
OK0116 |
PL0000107587 |
94,33 |
94,41 |
2,96 |
2,91 |
94,37 |
2,94 |
PS0416 |
PL0000106340 |
104,26 |
104,36 |
3,00 |
2,96 |
104,31 |
2,98 |
IZ0816 |
PL0000103529 |
105,19 |
105,73 |
--- |
--- |
105,46 |
--- |
PS1016 |
PL0000106795 |
104,25 |
104,38 |
3,11 |
3,06 |
104,32 |
3,08 |
WZ0117 |
PL0000106936 |
99,71 |
99,87 |
--- |
--- |
99,79 |
--- |
PS0417 |
PL0000107058 |
104,44 |
104,60 |
3,28 |
3,23 |
104,52 |
3,25 |
DS1017 |
PL0000104543 |
106,48 |
106,63 |
3,37 |
3,33 |
106,56 |
3,35 |
WZ0118 |
PL0000104717 |
99,33 |
99,49 |
--- |
--- |
99,41 |
--- |
PS0418 |
PL0000107314 |
100,97 |
101,11 |
3,49 |
3,46 |
101,04 |
3,48 |
PS0718 |
PL0000107595 |
95,49 |
95,65 |
3,60 |
3,56 |
95,57 |
3,58 |
WZ0119 |
PL0000107603 |
98,93 |
99,15 |
--- |
--- |
99,04 |
--- |
DS1019 |
PL0000105441 |
108,40 |
108,58 |
3,84 |
3,80 |
108,49 |
3,82 |
DS1020 |
PL0000106126 |
107,13 |
107,34 |
4,02 |
3,98 |
107,24 |
4,00 |
WZ0121 |
PL0000106068 |
97,82 |
98,05 |
--- |
--- |
97,94 |
--- |
DS1021 |
PL0000106670 |
110,01 |
110,21 |
4,20 |
4,17 |
110,11 |
4,19 |
WS0922 |
PL0000102646 |
110,26 |
110,48 |
4,30 |
4,27 |
110,37 |
4,29 |
IZ0823 |
PL0000105359 |
105,82 |
106,38 |
--- |
--- |
106,10 |
--- |
DS1023 |
PL0000107264 |
97,16 |
97,40 |
4,36 |
4,33 |
97,28 |
4,34 |
WZ0124 |
PL0000107454 |
96,81 |
97,01 |
--- |
--- |
96,91 |
--- |
WS0429 |
PL0000105391 |
111,20 |
112,01 |
4,70 |
4,63 |
111,61 |
4,66 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0414 |
PL0000105433 |
100,78 |
100,83 |
2,50 |
2,30 |
100,81 |
2,38 |
OK0714 |
PL0000107009 |
98,77 |
98,84 |
2,50 |
2,35 |
98,81 |
2,42 |
WZ0115 |
PL0000106480 |
100,04 |
100,10 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
103,32 |
103,38 |
2,75 |
2,70 |
103,35 |
2,72 |
OK0715 |
PL0000107405 |
95,92 |
96,00 |
2,82 |
2,76 |
95,96 |
2,79 |
DS1015 |
PL0000103602 |
105,72 |
105,81 |
2,84 |
2,79 |
105,77 |
2,81 |
OK0116 |
PL0000107587 |
94,32 |
94,40 |
2,96 |
2,92 |
94,36 |
2,94 |
PS0416 |
PL0000106340 |
104,27 |
104,36 |
3,00 |
2,96 |
104,32 |
2,98 |
IZ0816 |
PL0000103529 |
105,23 |
105,72 |
--- |
--- |
105,48 |
--- |
PS1016 |
PL0000106795 |
104,28 |
104,39 |
3,09 |
3,05 |
104,34 |
3,07 |
WZ0117 |
PL0000106936 |
99,72 |
99,86 |
--- |
--- |
99,79 |
--- |
PS0417 |
PL0000107058 |
104,42 |
104,58 |
3,29 |
3,23 |
104,50 |
3,26 |
DS1017 |
PL0000104543 |
106,46 |
106,59 |
3,38 |
3,34 |
106,53 |
3,36 |
WZ0118 |
PL0000104717 |
99,34 |
99,46 |
--- |
--- |
99,40 |
--- |
PS0418 |
PL0000107314 |
100,96 |
101,08 |
3,50 |
3,47 |
101,02 |
3,48 |
PS0718 |
PL0000107595 |
95,51 |
95,66 |
3,59 |
3,56 |
95,59 |
3,57 |
WZ0119 |
PL0000107603 |
98,94 |
99,12 |
--- |
--- |
99,03 |
--- |
DS1019 |
PL0000105441 |
108,44 |
108,63 |
3,83 |
3,80 |
108,54 |
3,81 |
DS1020 |
PL0000106126 |
107,20 |
107,44 |
4,01 |
3,97 |
107,32 |
3,99 |
WZ0121 |
PL0000106068 |
97,83 |
98,05 |
--- |
--- |
97,94 |
--- |
DS1021 |
PL0000106670 |
110,06 |
110,24 |
4,20 |
4,17 |
110,15 |
4,18 |
WS0922 |
PL0000102646 |
110,25 |
110,43 |
4,30 |
4,28 |
110,34 |
4,29 |
IZ0823 |
PL0000105359 |
105,86 |
106,42 |
--- |
--- |
106,14 |
--- |
DS1023 |
PL0000107264 |
97,16 |
97,38 |
4,36 |
4,33 |
97,27 |
4,34 |
WZ0124 |
PL0000107454 |
96,79 |
96,99 |
--- |
--- |
96,89 |
--- |
WS0429 |
PL0000105391 |
111,27 |
112,12 |
4,69 |
4,62 |
111,70 |
4,66 |
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 |
2,150 |
2,180 |
2,153 |
180 |
OK0714 |
PL0000107009 |
0/1 |
1 |
2,150 |
2,150 |
2,150 |
35 |
PS0415 |
PL0000105953 |
1/2 |
1 |
2,260 |
2,260 |
2,260 |
150 |
OK0714 |
PL0000107009 |
1/2 |
1 |
2,250 |
2,300 |
2,275 |
280 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,150 |
2,250 |
2,172 |
990 |
PS0415 |
PL0000105953 |
2/5 |
3 |
2,250 |
2,250 |
2,250 |
20 |
DS1015 |
PL0000103602 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
45 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,180 |
2,180 |
2,180 |
15 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,180 |
2,180 |
2,180 |
20 |
PS0417 |
PL0000107058 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
155 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
70 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
110 |
PS0718 |
PL0000107595 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
40 |
TOTAL |
2 110 |