2014-01-28 |
MARKET DATA |
No 18 (2300) |
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 |
1 732,50 |
1 872,54 |
97 |
675,00 |
680,93 |
11 |
2 407,50 |
2 553,47 |
108 |
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 |
100,75 |
100,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
98,82 |
98,84 |
98,84 |
98,84 |
98,84 |
98,84 |
98,84 |
25 000 |
24,71 |
1 |
PS0415 |
PL0000105953 |
103,27 |
103,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
95,91 |
95,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,58 |
105,58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
94,27 |
94,22 |
94,27 |
94,27 |
94,22 |
94,22 |
94,26 |
70 000 |
65,98 |
3 |
PS0416 |
PL0000106340 |
104,07 |
104,01 |
104,07 |
104,07 |
103,97 |
103,97 |
104,02 |
440 000 |
474,59 |
18 |
OK0716 |
PL0000107926 |
92,70 |
92,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,02 |
103,98 |
103,98 |
103,98 |
103,98 |
103,98 |
103,98 |
50 000 |
52,62 |
2 |
PS0417 |
PL0000107058 |
104,09 |
104,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,98 |
106,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
100,60 |
100,60 |
100,60 |
100,60 |
100,55 |
100,60 |
100,59 |
130 000 |
134,51 |
6 |
PS0718 |
PL0000107595 |
95,20 |
95,20 |
95,17 |
95,20 |
95,15 |
95,15 |
95,18 |
155 000 |
149,54 |
10 |
DS1019 |
PL0000105441 |
108,02 |
108,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,08 |
106,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,55 |
109,41 |
109,50 |
109,55 |
109,48 |
109,50 |
109,50 |
215 000 |
238,72 |
15 |
WS0922 |
PL0000102646 |
110,27 |
109,64 |
109,72 |
109,95 |
109,72 |
109,95 |
109,79 |
105 000 |
117,41 |
10 |
DS1023 |
PL0000107264 |
105,36 |
96,56 |
96,50 |
96,75 |
96,50 |
96,75 |
96,68 |
80 000 |
78,20 |
8 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
111,00 |
110,83 |
110,88 |
111,08 |
110,88 |
111,07 |
110,97 |
50 000 |
57,69 |
5 |
WS0437 |
PL0000104857 |
104,50 |
106,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,10 |
105,08 |
105,10 |
105,10 |
105,10 |
105,10 |
105,10 |
117 500 |
160,30 |
4 |
IZ0823 |
PL0000105359 |
105,94 |
105,85 |
106,14 |
106,14 |
105,78 |
105,78 |
105,97 |
100 000 |
124,25 |
6 |
WZ0115 |
PL0000106480 |
100,06 |
100,06 |
100,06 |
100,06 |
100,06 |
100,06 |
100,06 |
75 000 |
75,07 |
1 |
WZ0117 |
PL0000106936 |
99,71 |
99,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,38 |
99,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,08 |
99,07 |
99,07 |
99,09 |
99,06 |
99,06 |
99,08 |
120 000 |
118,94 |
8 |
WZ0121 |
PL0000106068 |
97,74 |
97,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,75 |
96,84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 732 500 |
1 872,54 |
97 |
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 |
106,40 |
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 |
118,85 |
119,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
100,65 |
100,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
113,35 |
113,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
111,15 |
111,50 |
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 |
108,50 |
109,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
100,40 |
100,70 |
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 |
98,81 |
98,89 |
2,50 |
2,33 |
98,85 |
2,41 |
WZ0115 |
PL0000106480 |
100,02 |
100,11 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
103,23 |
103,35 |
2,79 |
2,69 |
103,29 |
2,74 |
OK0715 |
PL0000107405 |
95,86 |
95,98 |
2,89 |
2,81 |
95,92 |
2,85 |
DS1015 |
PL0000103602 |
105,54 |
105,66 |
2,91 |
2,84 |
105,60 |
2,88 |
OK0116 |
PL0000107587 |
94,22 |
94,32 |
3,04 |
2,99 |
94,27 |
3,02 |
PS0416 |
PL0000106340 |
104,02 |
104,13 |
3,10 |
3,05 |
104,08 |
3,07 |
IZ0816 |
PL0000103529 |
104,69 |
105,28 |
--- |
--- |
104,99 |
--- |
PS1016 |
PL0000106795 |
103,94 |
104,12 |
3,21 |
3,15 |
104,03 |
3,18 |
WZ0117 |
PL0000106936 |
99,66 |
99,85 |
--- |
--- |
99,76 |
--- |
PS0417 |
PL0000107058 |
104,02 |
104,19 |
3,41 |
3,35 |
104,11 |
3,38 |
DS1017 |
PL0000104543 |
105,88 |
106,09 |
3,53 |
3,48 |
105,99 |
3,50 |
WZ0118 |
PL0000104717 |
99,32 |
99,53 |
--- |
--- |
99,43 |
--- |
PS0418 |
PL0000107314 |
100,45 |
100,68 |
3,63 |
3,57 |
100,57 |
3,60 |
PS0718 |
PL0000107595 |
95,03 |
95,28 |
3,72 |
3,66 |
95,16 |
3,69 |
WZ0119 |
PL0000107603 |
99,00 |
99,18 |
--- |
--- |
99,09 |
--- |
DS1019 |
PL0000105441 |
107,86 |
108,10 |
3,94 |
3,89 |
107,98 |
3,91 |
DS1020 |
PL0000106126 |
106,44 |
106,73 |
4,13 |
4,08 |
106,59 |
4,10 |
WZ0121 |
PL0000106068 |
97,67 |
97,94 |
--- |
--- |
97,81 |
--- |
DS1021 |
PL0000106670 |
109,19 |
109,50 |
4,32 |
4,27 |
109,35 |
4,30 |
WS0922 |
PL0000102646 |
109,44 |
109,77 |
4,41 |
4,36 |
109,61 |
4,38 |
IZ0823 |
PL0000105359 |
105,69 |
106,22 |
--- |
--- |
105,96 |
--- |
DS1023 |
PL0000107264 |
96,39 |
96,68 |
4,46 |
4,42 |
96,54 |
4,44 |
WZ0124 |
PL0000107454 |
96,62 |
97,03 |
--- |
--- |
96,83 |
--- |
WS0429 |
PL0000105391 |
110,28 |
111,12 |
4,78 |
4,71 |
110,70 |
4,74 |
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 |
2,50 |
2,33 |
98,85 |
2,41 |
WZ0115 |
PL0000106480 |
100,02 |
100,09 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
103,24 |
103,32 |
2,78 |
2,71 |
103,28 |
2,75 |
OK0715 |
PL0000107405 |
95,86 |
95,95 |
2,89 |
2,83 |
95,91 |
2,86 |
DS1015 |
PL0000103602 |
105,52 |
105,62 |
2,92 |
2,87 |
105,57 |
2,90 |
OK0116 |
PL0000107587 |
94,15 |
94,26 |
3,08 |
3,02 |
94,21 |
3,05 |
PS0416 |
PL0000106340 |
103,92 |
104,04 |
3,14 |
3,09 |
103,98 |
3,12 |
IZ0816 |
PL0000103529 |
104,69 |
105,31 |
--- |
--- |
105,00 |
--- |
PS1016 |
PL0000106795 |
103,88 |
104,00 |
3,24 |
3,19 |
103,94 |
3,21 |
WZ0117 |
PL0000106936 |
99,66 |
99,84 |
--- |
--- |
99,75 |
--- |
PS0417 |
PL0000107058 |
103,94 |
104,07 |
3,43 |
3,39 |
104,01 |
3,41 |
DS1017 |
PL0000104543 |
105,86 |
106,06 |
3,54 |
3,48 |
105,96 |
3,51 |
WZ0118 |
PL0000104717 |
99,31 |
99,50 |
--- |
--- |
99,41 |
--- |
PS0418 |
PL0000107314 |
100,50 |
100,65 |
3,61 |
3,58 |
100,58 |
3,59 |
PS0718 |
PL0000107595 |
95,10 |
95,27 |
3,70 |
3,66 |
95,19 |
3,68 |
WZ0119 |
PL0000107603 |
99,01 |
99,16 |
--- |
--- |
99,09 |
--- |
DS1019 |
PL0000105441 |
107,95 |
108,13 |
3,92 |
3,89 |
108,04 |
3,90 |
DS1020 |
PL0000106126 |
106,53 |
106,81 |
4,11 |
4,07 |
106,67 |
4,09 |
WZ0121 |
PL0000106068 |
97,66 |
97,91 |
--- |
--- |
97,79 |
--- |
DS1021 |
PL0000106670 |
109,44 |
109,63 |
4,28 |
4,26 |
109,54 |
4,27 |
WS0922 |
PL0000102646 |
109,74 |
109,96 |
4,37 |
4,34 |
109,85 |
4,35 |
IZ0823 |
PL0000105359 |
105,52 |
106,15 |
--- |
--- |
105,84 |
--- |
DS1023 |
PL0000107264 |
96,65 |
96,87 |
4,43 |
4,40 |
96,76 |
4,41 |
WZ0124 |
PL0000107454 |
96,58 |
96,92 |
--- |
--- |
96,75 |
--- |
WS0429 |
PL0000105391 |
110,60 |
111,46 |
4,75 |
4,68 |
111,03 |
4,71 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,100 |
2,100 |
2,100 |
20 |
PS0718 |
PL0000107595 |
0/1 |
1 |
2,100 |
2,100 |
2,100 |
10 |
WS0429 |
PL0000105391 |
1/2 |
1 |
2,000 |
2,000 |
2,000 |
20 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,170 |
2,170 |
2,170 |
150 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
35 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,350 |
2,350 |
2,350 |
25 |
OK0116 |
PL0000107587 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
190 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,200 |
2,200 |
2,200 |
50 |
OK0714 |
PL0000107009 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
35 |
OK0715 |
PL0000107405 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
10 |
PS0418 |
PL0000107314 |
2/9 |
7 |
2,200 |
2,200 |
2,200 |
130 |
TOTAL |
675 |