2014-01-27 |
MARKET DATA |
No 17 (2299) |
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 |
1 340,00 |
1 419,18 |
99 |
1 095,00 |
1 156,68 |
14 |
2 435,00 |
2 575,86 |
113 |
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 |
100,94 |
100,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
98,83 |
98,84 |
98,84 |
98,84 |
98,84 |
98,84 |
98,84 |
25 000 |
24,71 |
1 |
PS0415 |
PL0000105953 |
103,30 |
103,28 |
103,28 |
103,28 |
103,28 |
103,28 |
103,28 |
10 000 |
10,75 |
1 |
OK0715 |
PL0000107405 |
95,90 |
95,91 |
95,91 |
95,91 |
95,91 |
95,91 |
95,91 |
10 000 |
9,59 |
1 |
DS1015 |
PL0000103602 |
105,62 |
105,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
94,28 |
94,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,15 |
104,08 |
104,12 |
104,12 |
104,05 |
104,05 |
104,10 |
330 000 |
356,13 |
17 |
PS1016 |
PL0000106795 |
104,06 |
104,06 |
104,09 |
104,09 |
104,06 |
104,08 |
104,07 |
65 000 |
68,46 |
5 |
PS0417 |
PL0000107058 |
104,07 |
103,96 |
104,00 |
104,13 |
103,98 |
104,13 |
104,00 |
75 000 |
80,73 |
5 |
DS1017 |
PL0000104543 |
106,00 |
105,82 |
105,82 |
105,83 |
105,82 |
105,83 |
105,83 |
30 000 |
32,16 |
3 |
PS0418 |
PL0000107314 |
100,60 |
100,42 |
100,55 |
100,57 |
100,35 |
100,50 |
100,49 |
165 000 |
170,53 |
12 |
PS0718 |
PL0000107595 |
95,16 |
94,99 |
94,89 |
95,12 |
94,89 |
95,12 |
95,07 |
90 000 |
86,72 |
6 |
DS1019 |
PL0000105441 |
107,99 |
107,75 |
107,83 |
107,99 |
107,83 |
107,99 |
107,91 |
20 000 |
21,87 |
2 |
DS1020 |
PL0000106126 |
106,64 |
106,39 |
106,42 |
106,42 |
106,36 |
106,36 |
106,38 |
45 000 |
48,49 |
5 |
DS1021 |
PL0000106670 |
109,53 |
109,20 |
109,22 |
109,22 |
109,09 |
109,10 |
109,13 |
110 000 |
121,71 |
10 |
WS0922 |
PL0000102646 |
109,77 |
109,40 |
109,73 |
109,73 |
109,38 |
109,38 |
109,51 |
90 000 |
100,37 |
10 |
DS1023 |
PL0000107264 |
96,69 |
96,35 |
96,67 |
96,67 |
96,30 |
96,30 |
96,44 |
135 000 |
131,61 |
14 |
WS0428 |
PL0000107611 |
80,00 |
90,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
110,46 |
110,45 |
110,40 |
110,40 |
110,40 |
110,40 |
110,40 |
10 000 |
11,48 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,15 |
105,00 |
105,15 |
105,15 |
105,00 |
105,00 |
105,10 |
30 000 |
40,93 |
3 |
IZ0823 |
PL0000105359 |
105,95 |
105,85 |
105,95 |
105,95 |
105,95 |
105,95 |
105,95 |
15 000 |
18,63 |
1 |
WZ0115 |
PL0000106480 |
100,06 |
100,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,76 |
99,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,41 |
99,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,05 |
99,06 |
99,15 |
99,15 |
99,06 |
99,06 |
99,14 |
85 000 |
84,30 |
2 |
WZ0121 |
PL0000106068 |
97,84 |
97,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,70 |
96,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 340 000 |
1 419,18 |
99 |
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 |
106,05 |
106,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,10 |
109,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,00 |
119,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
100,60 |
100,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
113,15 |
113,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
111,10 |
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 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
0,00 |
0,00 |
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) |
(%) |
OK0714 |
PL0000107009 |
98,79 |
98,88 |
2,53 |
2,34 |
98,84 |
2,42 |
WZ0115 |
PL0000106480 |
100,03 |
100,11 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
103,24 |
103,34 |
2,78 |
2,70 |
103,29 |
2,74 |
OK0715 |
PL0000107405 |
95,85 |
95,96 |
2,90 |
2,82 |
95,91 |
2,85 |
DS1015 |
PL0000103602 |
105,56 |
105,69 |
2,91 |
2,83 |
105,63 |
2,87 |
OK0116 |
PL0000107587 |
94,19 |
94,32 |
3,06 |
2,98 |
94,26 |
3,02 |
PS0416 |
PL0000106340 |
104,05 |
104,19 |
3,09 |
3,02 |
104,12 |
3,06 |
IZ0816 |
PL0000103529 |
104,44 |
105,76 |
--- |
--- |
105,10 |
--- |
PS1016 |
PL0000106795 |
103,95 |
104,14 |
3,21 |
3,14 |
104,05 |
3,17 |
WZ0117 |
PL0000106936 |
99,68 |
99,85 |
--- |
--- |
99,77 |
--- |
PS0417 |
PL0000107058 |
103,92 |
104,10 |
3,44 |
3,38 |
104,01 |
3,41 |
DS1017 |
PL0000104543 |
105,84 |
106,05 |
3,55 |
3,49 |
105,95 |
3,52 |
WZ0118 |
PL0000104717 |
99,35 |
99,54 |
--- |
--- |
99,45 |
--- |
PS0418 |
PL0000107314 |
100,42 |
100,62 |
3,64 |
3,58 |
100,52 |
3,61 |
PS0718 |
PL0000107595 |
94,95 |
95,20 |
3,74 |
3,68 |
95,08 |
3,71 |
WZ0119 |
PL0000107603 |
99,00 |
99,24 |
--- |
--- |
99,12 |
--- |
DS1019 |
PL0000105441 |
107,75 |
108,01 |
3,96 |
3,91 |
107,88 |
3,93 |
DS1020 |
PL0000106126 |
106,34 |
106,68 |
4,15 |
4,09 |
106,51 |
4,12 |
WZ0121 |
PL0000106068 |
97,69 |
98,01 |
--- |
--- |
97,85 |
--- |
DS1021 |
PL0000106670 |
109,24 |
109,54 |
4,31 |
4,27 |
109,39 |
4,29 |
WS0922 |
PL0000102646 |
109,45 |
109,79 |
4,41 |
4,36 |
109,62 |
4,38 |
IZ0823 |
PL0000105359 |
105,69 |
106,47 |
--- |
--- |
106,08 |
--- |
DS1023 |
PL0000107264 |
96,36 |
96,72 |
4,46 |
4,42 |
96,54 |
4,44 |
WZ0124 |
PL0000107454 |
96,62 |
96,99 |
--- |
--- |
96,81 |
--- |
WS0429 |
PL0000105391 |
110,01 |
112,02 |
4,80 |
4,63 |
111,02 |
4,71 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
98,81 |
98,89 |
2,48 |
2,31 |
98,85 |
2,40 |
WZ0115 |
PL0000106480 |
100,04 |
100,10 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
103,27 |
103,35 |
2,76 |
2,70 |
103,31 |
2,73 |
OK0715 |
PL0000107405 |
95,86 |
95,96 |
2,89 |
2,82 |
95,91 |
2,85 |
DS1015 |
PL0000103602 |
105,57 |
105,65 |
2,90 |
2,85 |
105,61 |
2,88 |
OK0116 |
PL0000107587 |
94,20 |
94,30 |
3,05 |
2,99 |
94,25 |
3,02 |
PS0416 |
PL0000106340 |
103,99 |
104,11 |
3,11 |
3,06 |
104,05 |
3,09 |
IZ0816 |
PL0000103529 |
104,77 |
105,34 |
--- |
--- |
105,06 |
--- |
PS1016 |
PL0000106795 |
103,95 |
104,08 |
3,21 |
3,16 |
104,02 |
3,18 |
WZ0117 |
PL0000106936 |
99,65 |
99,84 |
--- |
--- |
99,75 |
--- |
PS0417 |
PL0000107058 |
103,97 |
104,12 |
3,43 |
3,38 |
104,05 |
3,40 |
DS1017 |
PL0000104543 |
105,78 |
105,98 |
3,56 |
3,51 |
105,88 |
3,53 |
WZ0118 |
PL0000104717 |
99,32 |
99,53 |
--- |
--- |
99,43 |
--- |
PS0418 |
PL0000107314 |
100,35 |
100,49 |
3,65 |
3,62 |
100,42 |
3,64 |
PS0718 |
PL0000107595 |
94,92 |
95,10 |
3,75 |
3,70 |
95,01 |
3,72 |
WZ0119 |
PL0000107603 |
98,99 |
99,21 |
--- |
--- |
99,10 |
--- |
DS1019 |
PL0000105441 |
107,68 |
107,93 |
3,97 |
3,92 |
107,81 |
3,95 |
DS1020 |
PL0000106126 |
106,26 |
106,54 |
4,16 |
4,11 |
106,40 |
4,14 |
WZ0121 |
PL0000106068 |
97,71 |
97,96 |
--- |
--- |
97,84 |
--- |
DS1021 |
PL0000106670 |
109,00 |
109,30 |
4,35 |
4,30 |
109,15 |
4,33 |
WS0922 |
PL0000102646 |
109,23 |
109,47 |
4,43 |
4,40 |
109,35 |
4,42 |
IZ0823 |
PL0000105359 |
105,49 |
106,14 |
--- |
--- |
105,82 |
--- |
DS1023 |
PL0000107264 |
96,15 |
96,47 |
4,49 |
4,45 |
96,31 |
4,47 |
WZ0124 |
PL0000107454 |
96,56 |
96,95 |
--- |
--- |
96,76 |
--- |
WS0429 |
PL0000105391 |
109,74 |
111,29 |
4,83 |
4,69 |
110,52 |
4,76 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ0119 |
PL0000107603 |
0/1 |
1 |
1,500 |
1,500 |
1,500 |
70 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
30 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,180 |
2,180 |
2,180 |
95 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
50 |
DS1023 |
PL0000107264 |
0/2 |
2 |
2,200 |
2,200 |
2,200 |
100 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,200 |
2,200 |
2,200 |
120 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
45 |
PS0415 |
PL0000105953 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
375 |
PS0416 |
PL0000106340 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
20 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,800 |
1,800 |
1,800 |
160 |
OK0714 |
PL0000107009 |
1/8 |
7 |
2,100 |
2,100 |
2,100 |
10 |
PS0417 |
PL0000107058 |
1/8 |
7 |
2,100 |
2,100 |
2,100 |
20 |
TOTAL |
1 095 |