2014-01-24 |
MARKET DATA |
No 16 (2298) |
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 |
2 647,50 |
2 743,59 |
132 |
775,00 |
817,25 |
9 |
3 422,50 |
3 560,84 |
141 |
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 |
100,76 |
100,79 |
100,79 |
100,79 |
100,79 |
100,79 |
100,79 |
127 500 |
134,09 |
2 |
OK0714 |
PL0000107009 |
98,82 |
98,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,33 |
103,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
95,94 |
95,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,72 |
105,71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
94,34 |
94,29 |
94,31 |
94,31 |
94,28 |
94,28 |
94,30 |
210 000 |
198,04 |
7 |
PS0416 |
PL0000106340 |
104,24 |
104,20 |
104,24 |
104,24 |
104,20 |
104,20 |
104,21 |
40 000 |
43,21 |
3 |
PS1016 |
PL0000106795 |
104,22 |
104,19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,32 |
104,20 |
104,21 |
104,21 |
104,20 |
104,20 |
104,21 |
20 000 |
21,56 |
2 |
DS1017 |
PL0000104543 |
106,48 |
106,17 |
106,21 |
106,25 |
106,18 |
106,25 |
106,20 |
120 000 |
129,07 |
7 |
PS0418 |
PL0000107314 |
101,00 |
100,65 |
100,95 |
100,95 |
100,65 |
100,65 |
100,82 |
280 000 |
290,30 |
18 |
PS0718 |
PL0000107595 |
95,52 |
95,30 |
95,47 |
95,47 |
95,40 |
95,40 |
95,44 |
130 000 |
125,74 |
10 |
DS1019 |
PL0000105441 |
108,48 |
108,18 |
108,44 |
108,44 |
108,33 |
108,33 |
108,39 |
70 000 |
76,88 |
6 |
DS1020 |
PL0000106126 |
107,18 |
106,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,03 |
109,71 |
109,95 |
109,95 |
109,82 |
109,92 |
109,91 |
95 000 |
105,84 |
5 |
WS0922 |
PL0000102646 |
110,37 |
109,93 |
110,34 |
110,34 |
109,89 |
110,05 |
110,19 |
375 000 |
420,70 |
25 |
DS1023 |
PL0000107264 |
97,17 |
96,80 |
97,15 |
97,15 |
96,80 |
96,90 |
96,96 |
395 000 |
387,10 |
31 |
WS0428 |
PL0000107611 |
80,00 |
90,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
111,30 |
111,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
104,00 |
106,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,17 |
105,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
106,10 |
106,15 |
106,15 |
106,20 |
106,15 |
106,15 |
106,16 |
130 000 |
161,81 |
5 |
WZ0115 |
PL0000106480 |
100,06 |
100,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,76 |
99,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,48 |
99,45 |
99,48 |
99,48 |
99,45 |
99,45 |
99,45 |
275 000 |
273,56 |
2 |
WZ0119 |
PL0000107603 |
99,11 |
99,07 |
99,11 |
99,15 |
99,07 |
99,14 |
99,13 |
320 000 |
317,29 |
6 |
WZ0121 |
PL0000106068 |
97,92 |
97,99 |
97,90 |
97,90 |
97,90 |
97,90 |
97,90 |
25 000 |
24,48 |
1 |
WZ0124 |
PL0000107454 |
96,88 |
96,88 |
96,88 |
96,88 |
96,85 |
96,85 |
96,87 |
35 000 |
33,91 |
2 |
TOTAL |
2 647 500 |
2 743,59 |
132 |
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 |
109,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,05 |
119,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
100,65 |
100,85 |
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 |
110,90 |
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 |
108,30 |
108,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
100,65 |
100,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
103,40 |
103,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
120,50 |
121,50 |
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 |
100,74 |
100,82 |
2,52 |
2,20 |
100,78 |
2,36 |
OK0714 |
PL0000107009 |
98,81 |
98,88 |
2,47 |
2,32 |
98,85 |
2,39 |
WZ0115 |
PL0000106480 |
100,04 |
100,11 |
--- |
--- |
100,08 |
--- |
PS0415 |
PL0000105953 |
103,25 |
103,36 |
2,78 |
2,69 |
103,31 |
2,73 |
OK0715 |
PL0000107405 |
95,90 |
96,01 |
2,85 |
2,77 |
95,96 |
2,81 |
DS1015 |
PL0000103602 |
105,65 |
105,77 |
2,86 |
2,79 |
105,71 |
2,83 |
OK0116 |
PL0000107587 |
94,32 |
94,41 |
2,98 |
2,93 |
94,37 |
2,95 |
PS0416 |
PL0000106340 |
104,20 |
104,31 |
3,02 |
2,97 |
104,26 |
2,99 |
IZ0816 |
PL0000103529 |
104,97 |
105,72 |
--- |
--- |
105,35 |
--- |
PS1016 |
PL0000106795 |
104,19 |
104,35 |
3,12 |
3,06 |
104,27 |
3,09 |
WZ0117 |
PL0000106936 |
99,71 |
99,88 |
--- |
--- |
99,80 |
--- |
PS0417 |
PL0000107058 |
104,29 |
104,44 |
3,32 |
3,28 |
104,37 |
3,30 |
DS1017 |
PL0000104543 |
106,30 |
106,48 |
3,42 |
3,37 |
106,39 |
3,39 |
WZ0118 |
PL0000104717 |
99,43 |
99,57 |
--- |
--- |
99,50 |
--- |
PS0418 |
PL0000107314 |
100,92 |
101,08 |
3,51 |
3,47 |
101,00 |
3,49 |
PS0718 |
PL0000107595 |
95,46 |
95,66 |
3,61 |
3,56 |
95,56 |
3,58 |
WZ0119 |
PL0000107603 |
99,05 |
99,26 |
--- |
--- |
99,16 |
--- |
DS1019 |
PL0000105441 |
108,41 |
108,62 |
3,83 |
3,79 |
108,52 |
3,81 |
DS1020 |
PL0000106126 |
107,12 |
107,38 |
4,02 |
3,97 |
107,25 |
4,00 |
WZ0121 |
PL0000106068 |
97,88 |
98,14 |
--- |
--- |
98,01 |
--- |
DS1021 |
PL0000106670 |
109,96 |
110,22 |
4,21 |
4,17 |
110,09 |
4,19 |
WS0922 |
PL0000102646 |
110,24 |
110,51 |
4,30 |
4,27 |
110,38 |
4,28 |
IZ0823 |
PL0000105359 |
105,82 |
106,51 |
--- |
--- |
106,17 |
--- |
DS1023 |
PL0000107264 |
97,11 |
97,40 |
4,37 |
4,33 |
97,26 |
4,35 |
WZ0124 |
PL0000107454 |
96,81 |
97,05 |
--- |
--- |
96,93 |
--- |
WS0429 |
PL0000105391 |
110,99 |
112,19 |
4,72 |
4,61 |
111,59 |
4,66 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0414 |
PL0000105433 |
100,73 |
100,82 |
2,56 |
2,20 |
100,78 |
2,36 |
OK0714 |
PL0000107009 |
98,80 |
98,89 |
2,49 |
2,30 |
98,85 |
2,39 |
WZ0115 |
PL0000106480 |
100,03 |
100,10 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
103,30 |
103,37 |
2,74 |
2,69 |
103,34 |
2,71 |
OK0715 |
PL0000107405 |
95,90 |
96,01 |
2,85 |
2,77 |
95,96 |
2,81 |
DS1015 |
PL0000103602 |
105,69 |
105,79 |
2,84 |
2,78 |
105,74 |
2,81 |
OK0116 |
PL0000107587 |
94,29 |
94,40 |
3,00 |
2,94 |
94,35 |
2,96 |
PS0416 |
PL0000106340 |
104,18 |
104,30 |
3,03 |
2,98 |
104,24 |
3,00 |
IZ0816 |
PL0000103529 |
104,91 |
105,52 |
--- |
--- |
105,22 |
--- |
PS1016 |
PL0000106795 |
104,14 |
104,28 |
3,14 |
3,09 |
104,21 |
3,11 |
WZ0117 |
PL0000106936 |
99,71 |
99,84 |
--- |
--- |
99,78 |
--- |
PS0417 |
PL0000107058 |
104,13 |
104,27 |
3,37 |
3,33 |
104,20 |
3,35 |
DS1017 |
PL0000104543 |
106,08 |
106,24 |
3,48 |
3,44 |
106,16 |
3,46 |
WZ0118 |
PL0000104717 |
99,36 |
99,54 |
--- |
--- |
99,45 |
--- |
PS0418 |
PL0000107314 |
100,61 |
100,82 |
3,59 |
3,53 |
100,72 |
3,56 |
PS0718 |
PL0000107595 |
95,15 |
95,38 |
3,69 |
3,63 |
95,27 |
3,66 |
WZ0119 |
PL0000107603 |
99,02 |
99,23 |
--- |
--- |
99,13 |
--- |
DS1019 |
PL0000105441 |
108,11 |
108,29 |
3,89 |
3,86 |
108,20 |
3,87 |
DS1020 |
PL0000106126 |
106,71 |
106,98 |
4,08 |
4,04 |
106,85 |
4,06 |
WZ0121 |
PL0000106068 |
97,83 |
98,08 |
--- |
--- |
97,96 |
--- |
DS1021 |
PL0000106670 |
109,56 |
109,84 |
4,27 |
4,23 |
109,70 |
4,25 |
WS0922 |
PL0000102646 |
109,78 |
110,09 |
4,36 |
4,32 |
109,94 |
4,34 |
IZ0823 |
PL0000105359 |
105,72 |
106,41 |
--- |
--- |
106,07 |
--- |
DS1023 |
PL0000107264 |
96,75 |
96,97 |
4,41 |
4,38 |
96,86 |
4,40 |
WZ0124 |
PL0000107454 |
96,72 |
96,96 |
--- |
--- |
96,84 |
--- |
WS0429 |
PL0000105391 |
110,59 |
111,77 |
4,75 |
4,65 |
111,18 |
4,70 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
3/4 |
1 |
2,180 |
2,180 |
2,180 |
100 |
PS0718 |
PL0000107595 |
3/4 |
1 |
2,180 |
2,250 |
2,218 |
110 |
DS1017 |
PL0000104543 |
0/3 |
3 |
2,200 |
2,200 |
2,200 |
15 |
OK0714 |
PL0000107009 |
0/3 |
3 |
2,200 |
2,200 |
2,200 |
140 |
PS0718 |
PL0000107595 |
0/3 |
3 |
2,250 |
2,250 |
2,250 |
60 |
WS0922 |
PL0000102646 |
3/10 |
7 |
2,250 |
2,250 |
2,250 |
155 |
DS1015 |
PL0000103602 |
3/10 |
7 |
2,250 |
2,250 |
2,250 |
120 |
DS1021 |
PL0000106670 |
3/10 |
7 |
2,250 |
2,250 |
2,250 |
75 |
TOTAL |
775 |