2014-01-23 |
MARKET DATA |
No 15 (2297) |
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 |
2 245,00 |
2 340,92 |
118 |
2 770,00 |
2 923,85 |
22 |
5 015,00 |
5 264,77 |
140 |
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 |
100,78 |
100,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
98,83 |
98,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,34 |
103,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
95,96 |
95,97 |
95,97 |
95,97 |
95,97 |
95,97 |
95,97 |
25 000 |
23,99 |
1 |
DS1015 |
PL0000103602 |
105,73 |
105,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
94,36 |
94,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,30 |
104,29 |
104,30 |
104,30 |
104,30 |
104,30 |
104,30 |
10 000 |
10,81 |
1 |
PS1016 |
PL0000106795 |
104,30 |
104,30 |
104,27 |
104,27 |
104,27 |
104,27 |
104,27 |
5 000 |
5,27 |
1 |
PS0417 |
PL0000107058 |
104,45 |
104,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,47 |
106,45 |
106,50 |
106,50 |
106,48 |
106,48 |
106,49 |
97 500 |
105,14 |
6 |
PS0418 |
PL0000107314 |
101,03 |
101,00 |
100,95 |
101,05 |
100,95 |
101,05 |
101,02 |
320 000 |
332,37 |
19 |
PS0718 |
PL0000107595 |
95,56 |
95,57 |
95,50 |
95,60 |
95,49 |
95,60 |
95,56 |
127 500 |
123,46 |
9 |
DS1019 |
PL0000105441 |
108,54 |
108,54 |
108,55 |
108,55 |
108,55 |
108,55 |
108,55 |
90 000 |
98,97 |
3 |
DS1020 |
PL0000106126 |
107,26 |
107,20 |
107,35 |
107,35 |
107,17 |
107,19 |
107,22 |
55 000 |
59,71 |
5 |
DS1021 |
PL0000106670 |
110,14 |
110,08 |
110,13 |
110,18 |
110,13 |
110,14 |
110,15 |
55 000 |
61,40 |
7 |
WS0922 |
PL0000102646 |
110,45 |
110,35 |
110,43 |
110,50 |
110,43 |
110,45 |
110,46 |
165 000 |
185,54 |
12 |
DS1023 |
PL0000107264 |
97,30 |
97,24 |
97,35 |
97,35 |
97,19 |
97,35 |
97,27 |
190 000 |
186,77 |
13 |
WS0428 |
PL0000107611 |
80,00 |
90,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
111,51 |
111,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
105,70 |
106,60 |
105,70 |
105,70 |
105,70 |
105,70 |
105,70 |
5 000 |
5,47 |
1 |
IZ0816 |
PL0000103529 |
105,37 |
105,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
106,20 |
106,15 |
106,20 |
106,24 |
106,20 |
106,20 |
106,22 |
205 000 |
255,31 |
11 |
WZ0115 |
PL0000106480 |
100,07 |
100,07 |
100,07 |
100,07 |
100,07 |
100,07 |
100,07 |
45 000 |
45,04 |
2 |
WZ0117 |
PL0000106936 |
99,78 |
99,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,50 |
99,45 |
99,46 |
99,50 |
99,46 |
99,50 |
99,49 |
160 000 |
159,21 |
8 |
WZ0119 |
PL0000107603 |
99,12 |
99,05 |
99,05 |
99,17 |
99,05 |
99,17 |
99,12 |
570 000 |
565,07 |
10 |
WZ0121 |
PL0000106068 |
98,05 |
97,98 |
98,00 |
98,05 |
98,00 |
98,05 |
98,03 |
95 000 |
93,15 |
8 |
WZ0124 |
PL0000107454 |
96,91 |
96,92 |
96,94 |
96,94 |
96,94 |
96,94 |
96,94 |
25 000 |
24,24 |
1 |
TOTAL |
2 245 000 |
2 340,92 |
118 |
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 |
106,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,25 |
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 |
100,65 |
100,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
113,20 |
113,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
0,00 |
0,00 |
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 |
108,40 |
108,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
100,55 |
100,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
103,55 |
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 |
100,75 |
100,82 |
2,51 |
2,23 |
100,79 |
2,35 |
OK0714 |
PL0000107009 |
98,78 |
98,86 |
2,52 |
2,35 |
98,82 |
2,43 |
WZ0115 |
PL0000106480 |
100,03 |
100,10 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
103,28 |
103,39 |
2,76 |
2,68 |
103,34 |
2,72 |
OK0715 |
PL0000107405 |
95,92 |
96,02 |
2,83 |
2,76 |
95,97 |
2,80 |
DS1015 |
PL0000103602 |
105,68 |
105,78 |
2,85 |
2,79 |
105,73 |
2,82 |
OK0116 |
PL0000107587 |
94,32 |
94,44 |
2,98 |
2,91 |
94,38 |
2,94 |
PS0416 |
PL0000106340 |
104,23 |
104,35 |
3,01 |
2,96 |
104,29 |
2,98 |
IZ0816 |
PL0000103529 |
105,05 |
105,70 |
--- |
--- |
105,38 |
--- |
PS1016 |
PL0000106795 |
104,24 |
104,38 |
3,10 |
3,05 |
104,31 |
3,08 |
WZ0117 |
PL0000106936 |
99,71 |
99,88 |
--- |
--- |
99,80 |
--- |
PS0417 |
PL0000107058 |
104,34 |
104,54 |
3,31 |
3,24 |
104,44 |
3,28 |
DS1017 |
PL0000104543 |
106,36 |
106,53 |
3,40 |
3,36 |
106,45 |
3,38 |
WZ0118 |
PL0000104717 |
99,36 |
99,52 |
--- |
--- |
99,44 |
--- |
PS0418 |
PL0000107314 |
100,92 |
101,05 |
3,51 |
3,47 |
100,99 |
3,49 |
PS0718 |
PL0000107595 |
95,45 |
95,61 |
3,61 |
3,57 |
95,53 |
3,59 |
WZ0119 |
PL0000107603 |
98,93 |
99,16 |
--- |
--- |
99,05 |
--- |
DS1019 |
PL0000105441 |
108,41 |
108,60 |
3,83 |
3,80 |
108,51 |
3,82 |
DS1020 |
PL0000106126 |
107,09 |
107,41 |
4,02 |
3,97 |
107,25 |
4,00 |
WZ0121 |
PL0000106068 |
97,73 |
98,04 |
--- |
--- |
97,89 |
--- |
DS1021 |
PL0000106670 |
109,92 |
110,19 |
4,22 |
4,18 |
110,06 |
4,19 |
WS0922 |
PL0000102646 |
110,22 |
110,46 |
4,30 |
4,27 |
110,34 |
4,29 |
IZ0823 |
PL0000105359 |
105,81 |
106,45 |
--- |
--- |
106,13 |
--- |
DS1023 |
PL0000107264 |
97,06 |
97,36 |
4,37 |
4,33 |
97,21 |
4,35 |
WZ0124 |
PL0000107454 |
96,68 |
97,05 |
--- |
--- |
96,87 |
--- |
WS0429 |
PL0000105391 |
111,14 |
112,01 |
4,70 |
4,63 |
111,58 |
4,67 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0414 |
PL0000105433 |
100,75 |
100,81 |
2,51 |
2,27 |
100,78 |
2,39 |
OK0714 |
PL0000107009 |
98,81 |
98,87 |
2,46 |
2,33 |
98,84 |
2,39 |
WZ0115 |
PL0000106480 |
100,04 |
100,11 |
--- |
--- |
100,08 |
--- |
PS0415 |
PL0000105953 |
103,31 |
103,38 |
2,74 |
2,68 |
103,35 |
2,71 |
OK0715 |
PL0000107405 |
95,93 |
96,01 |
2,83 |
2,77 |
95,97 |
2,80 |
DS1015 |
PL0000103602 |
105,69 |
105,78 |
2,84 |
2,79 |
105,74 |
2,81 |
OK0116 |
PL0000107587 |
94,33 |
94,41 |
2,97 |
2,93 |
94,37 |
2,95 |
PS0416 |
PL0000106340 |
104,21 |
104,34 |
3,02 |
2,96 |
104,28 |
2,99 |
IZ0816 |
PL0000103529 |
105,18 |
105,70 |
--- |
--- |
105,44 |
--- |
PS1016 |
PL0000106795 |
104,26 |
104,38 |
3,10 |
3,05 |
104,32 |
3,08 |
WZ0117 |
PL0000106936 |
99,74 |
99,90 |
--- |
--- |
99,82 |
--- |
PS0417 |
PL0000107058 |
104,39 |
104,49 |
3,29 |
3,26 |
104,44 |
3,28 |
DS1017 |
PL0000104543 |
106,34 |
106,49 |
3,41 |
3,37 |
106,42 |
3,39 |
WZ0118 |
PL0000104717 |
99,42 |
99,57 |
--- |
--- |
99,50 |
--- |
PS0418 |
PL0000107314 |
100,98 |
101,10 |
3,49 |
3,46 |
101,04 |
3,48 |
PS0718 |
PL0000107595 |
95,49 |
95,65 |
3,60 |
3,56 |
95,57 |
3,58 |
WZ0119 |
PL0000107603 |
99,05 |
99,24 |
--- |
--- |
99,15 |
--- |
DS1019 |
PL0000105441 |
108,49 |
108,67 |
3,82 |
3,79 |
108,58 |
3,80 |
DS1020 |
PL0000106126 |
107,19 |
107,40 |
4,01 |
3,97 |
107,30 |
3,99 |
WZ0121 |
PL0000106068 |
97,95 |
98,16 |
--- |
--- |
98,06 |
--- |
DS1021 |
PL0000106670 |
110,04 |
110,24 |
4,20 |
4,17 |
110,14 |
4,18 |
WS0922 |
PL0000102646 |
110,37 |
110,60 |
4,28 |
4,25 |
110,49 |
4,27 |
IZ0823 |
PL0000105359 |
105,94 |
106,48 |
--- |
--- |
106,21 |
--- |
DS1023 |
PL0000107264 |
97,24 |
97,47 |
4,35 |
4,32 |
97,36 |
4,33 |
WZ0124 |
PL0000107454 |
96,81 |
97,00 |
--- |
--- |
96,91 |
--- |
WS0429 |
PL0000105391 |
111,16 |
112,00 |
4,70 |
4,63 |
111,58 |
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) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
0/1 |
1 |
2,250 |
2,250 |
2,250 |
15 |
PS0415 |
PL0000105953 |
0/1 |
1 |
2,250 |
2,250 |
2,250 |
5 |
PS1016 |
PL0000106795 |
0/1 |
1 |
2,150 |
2,180 |
2,177 |
190 |
PS1016 |
PL0000106795 |
1/4 |
3 |
2,150 |
2,150 |
2,150 |
190 |
OK0714 |
PL0000107009 |
1/4 |
3 |
2,250 |
2,250 |
2,250 |
30 |
PS0718 |
PL0000107595 |
1/4 |
3 |
2,250 |
2,250 |
2,250 |
60 |
DS1023 |
PL0000107264 |
0/4 |
4 |
2,250 |
2,250 |
2,250 |
120 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,180 |
2,180 |
2,180 |
5 |
PS0415 |
PL0000105953 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
255 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
20 |
PS0416 |
PL0000106340 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
80 |
TOTAL |
970 |
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 |
2,500 |
2,500 |
2,500 |
1 800 |
TOTAL |
1 800 |