2014-01-29 |
MARKET DATA |
No 19 (2301) |
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 |
3 092,50 |
3 184,33 |
188 |
3 965,00 |
4 079,09 |
25 |
7 057,50 |
7 263,42 |
213 |
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 |
100,71 |
100,81 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
98,86 |
98,87 |
98,87 |
98,87 |
98,87 |
98,87 |
98,87 |
10 000 |
9,89 |
1 |
PS0415 |
PL0000105953 |
103,27 |
103,26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
95,91 |
95,90 |
95,89 |
95,89 |
95,86 |
95,87 |
95,87 |
60 000 |
57,52 |
3 |
DS1015 |
PL0000103602 |
105,53 |
105,46 |
105,41 |
105,41 |
105,36 |
105,36 |
105,39 |
235 000 |
251,64 |
10 |
OK0116 |
PL0000107587 |
94,23 |
94,05 |
94,21 |
94,21 |
94,05 |
94,05 |
94,14 |
240 000 |
225,93 |
11 |
PS0416 |
PL0000106340 |
104,00 |
103,92 |
104,02 |
104,03 |
103,91 |
103,91 |
103,98 |
150 000 |
161,74 |
7 |
OK0716 |
PL0000107926 |
92,76 |
92,64 |
92,68 |
92,68 |
92,68 |
92,68 |
92,68 |
20 000 |
18,54 |
2 |
PS1016 |
PL0000106795 |
103,95 |
103,70 |
103,93 |
103,93 |
103,66 |
103,66 |
103,79 |
275 000 |
288,92 |
21 |
PS0417 |
PL0000107058 |
104,05 |
103,74 |
104,03 |
104,03 |
103,55 |
103,55 |
103,77 |
310 000 |
333,04 |
24 |
DS1017 |
PL0000104543 |
106,00 |
105,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
100,65 |
100,18 |
100,57 |
100,57 |
100,05 |
100,05 |
100,45 |
100 000 |
103,34 |
6 |
PS0718 |
PL0000107595 |
95,26 |
94,60 |
95,24 |
95,24 |
94,65 |
94,65 |
95,00 |
160 000 |
154,08 |
12 |
DS1019 |
PL0000105441 |
108,15 |
107,47 |
108,00 |
108,00 |
108,00 |
108,00 |
108,00 |
100 000 |
109,48 |
6 |
DS1020 |
PL0000106126 |
106,85 |
106,19 |
106,89 |
106,89 |
106,70 |
106,70 |
106,72 |
105 000 |
113,54 |
7 |
DS1021 |
PL0000106670 |
109,75 |
109,05 |
109,55 |
109,65 |
108,85 |
108,85 |
109,54 |
65 000 |
72,20 |
6 |
WS0922 |
PL0000102646 |
109,96 |
109,30 |
109,90 |
109,90 |
109,25 |
109,25 |
109,68 |
250 000 |
279,31 |
19 |
DS1023 |
PL0000107264 |
96,90 |
96,25 |
96,98 |
96,98 |
95,80 |
95,80 |
96,72 |
300 000 |
293,38 |
17 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
111,14 |
110,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,80 |
104,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
105,72 |
105,80 |
105,72 |
105,72 |
105,62 |
105,62 |
105,67 |
20 000 |
24,78 |
2 |
WZ0115 |
PL0000106480 |
100,05 |
100,02 |
100,05 |
100,05 |
100,02 |
100,02 |
100,03 |
287 500 |
287,71 |
7 |
WZ0117 |
PL0000106936 |
99,71 |
99,70 |
99,60 |
99,60 |
99,60 |
99,60 |
99,60 |
10 000 |
9,96 |
1 |
WZ0118 |
PL0000104717 |
99,38 |
99,34 |
99,25 |
99,25 |
99,25 |
99,25 |
99,25 |
10 000 |
9,93 |
1 |
WZ0119 |
PL0000107603 |
99,05 |
98,96 |
99,05 |
99,05 |
98,92 |
98,92 |
98,99 |
295 000 |
292,15 |
17 |
WZ0121 |
PL0000106068 |
97,70 |
97,50 |
97,64 |
97,64 |
97,25 |
97,25 |
97,37 |
40 000 |
38,97 |
4 |
WZ0124 |
PL0000107454 |
96,63 |
96,55 |
96,60 |
96,60 |
96,35 |
96,35 |
96,53 |
50 000 |
48,29 |
4 |
TOTAL |
3 092 500 |
3 184,33 |
188 |
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) |
EUR0216 |
XS0242491230 |
106,10 |
106,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,20 |
109,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,90 |
119,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
100,70 |
100,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
113,35 |
113,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
111,35 |
111,75 |
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 |
108,60 |
109,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
100,50 |
100,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
103,60 |
104,00 |
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 |
98,80 |
98,92 |
2,53 |
2,28 |
98,86 |
2,41 |
WZ0115 |
PL0000106480 |
100,02 |
100,10 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
103,24 |
103,36 |
2,77 |
2,68 |
103,30 |
2,72 |
OK0715 |
PL0000107405 |
95,88 |
95,98 |
2,88 |
2,81 |
95,93 |
2,85 |
DS1015 |
PL0000103602 |
105,51 |
105,62 |
2,92 |
2,86 |
105,57 |
2,89 |
OK0116 |
PL0000107587 |
94,20 |
94,30 |
3,06 |
3,00 |
94,25 |
3,03 |
PS0416 |
PL0000106340 |
103,95 |
104,05 |
3,13 |
3,08 |
104,00 |
3,11 |
IZ0816 |
PL0000103529 |
104,51 |
105,26 |
--- |
--- |
104,89 |
--- |
PS1016 |
PL0000106795 |
103,88 |
104,05 |
3,23 |
3,17 |
103,97 |
3,20 |
WZ0117 |
PL0000106936 |
99,63 |
99,86 |
--- |
--- |
99,75 |
--- |
PS0417 |
PL0000107058 |
104,00 |
104,17 |
3,41 |
3,36 |
104,09 |
3,38 |
DS1017 |
PL0000104543 |
105,96 |
106,13 |
3,51 |
3,46 |
106,05 |
3,49 |
WZ0118 |
PL0000104717 |
99,27 |
99,53 |
--- |
--- |
99,40 |
--- |
PS0418 |
PL0000107314 |
100,60 |
100,80 |
3,59 |
3,54 |
100,70 |
3,56 |
PS0718 |
PL0000107595 |
95,21 |
95,43 |
3,67 |
3,62 |
95,32 |
3,65 |
WZ0119 |
PL0000107603 |
99,00 |
99,20 |
--- |
--- |
99,10 |
--- |
DS1019 |
PL0000105441 |
108,08 |
108,32 |
3,89 |
3,85 |
108,20 |
3,87 |
DS1020 |
PL0000106126 |
106,79 |
107,06 |
4,07 |
4,02 |
106,93 |
4,05 |
WZ0121 |
PL0000106068 |
97,61 |
97,95 |
--- |
--- |
97,78 |
--- |
DS1021 |
PL0000106670 |
109,59 |
109,89 |
4,26 |
4,22 |
109,74 |
4,24 |
WS0922 |
PL0000102646 |
109,91 |
110,25 |
4,34 |
4,30 |
110,08 |
4,32 |
IZ0823 |
PL0000105359 |
105,37 |
106,15 |
--- |
--- |
105,76 |
--- |
DS1023 |
PL0000107264 |
96,85 |
97,15 |
4,40 |
4,36 |
97,00 |
4,38 |
WZ0124 |
PL0000107454 |
96,54 |
96,93 |
--- |
--- |
96,74 |
--- |
WS0429 |
PL0000105391 |
110,74 |
112,04 |
4,74 |
4,63 |
111,39 |
4,68 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
98,83 |
98,92 |
2,47 |
2,28 |
98,88 |
2,36 |
WZ0115 |
PL0000106480 |
99,98 |
100,07 |
--- |
--- |
100,03 |
--- |
PS0415 |
PL0000105953 |
103,20 |
103,31 |
2,81 |
2,72 |
103,26 |
2,76 |
OK0715 |
PL0000107405 |
95,80 |
95,92 |
2,94 |
2,86 |
95,86 |
2,90 |
DS1015 |
PL0000103602 |
105,38 |
105,51 |
3,00 |
2,92 |
105,45 |
2,96 |
OK0116 |
PL0000107587 |
94,06 |
94,17 |
3,14 |
3,07 |
94,12 |
3,10 |
PS0416 |
PL0000106340 |
103,82 |
103,95 |
3,19 |
3,13 |
103,89 |
3,16 |
IZ0816 |
PL0000103529 |
104,00 |
105,03 |
--- |
--- |
104,52 |
--- |
PS1016 |
PL0000106795 |
103,68 |
103,83 |
3,31 |
3,25 |
103,76 |
3,28 |
WZ0117 |
PL0000106936 |
99,55 |
99,76 |
--- |
--- |
99,66 |
--- |
PS0417 |
PL0000107058 |
103,60 |
103,82 |
3,54 |
3,47 |
103,71 |
3,51 |
DS1017 |
PL0000104543 |
105,43 |
105,66 |
3,66 |
3,59 |
105,55 |
3,62 |
WZ0118 |
PL0000104717 |
99,18 |
99,41 |
--- |
--- |
99,30 |
--- |
PS0418 |
PL0000107314 |
100,00 |
100,27 |
3,74 |
3,67 |
100,14 |
3,71 |
PS0718 |
PL0000107595 |
94,59 |
94,84 |
3,83 |
3,77 |
94,72 |
3,80 |
WZ0119 |
PL0000107603 |
98,80 |
99,08 |
--- |
--- |
98,94 |
--- |
DS1019 |
PL0000105441 |
107,28 |
107,55 |
4,05 |
3,99 |
107,42 |
4,02 |
DS1020 |
PL0000106126 |
105,94 |
106,33 |
4,21 |
4,15 |
106,14 |
4,18 |
WZ0121 |
PL0000106068 |
97,32 |
97,60 |
--- |
--- |
97,46 |
--- |
DS1021 |
PL0000106670 |
108,83 |
109,11 |
4,37 |
4,33 |
108,97 |
4,35 |
WS0922 |
PL0000102646 |
109,14 |
109,41 |
4,45 |
4,41 |
109,28 |
4,43 |
IZ0823 |
PL0000105359 |
105,14 |
105,99 |
--- |
--- |
105,57 |
--- |
DS1023 |
PL0000107264 |
96,07 |
96,38 |
4,50 |
4,46 |
96,23 |
4,48 |
WZ0124 |
PL0000107454 |
96,30 |
96,67 |
--- |
--- |
96,49 |
--- |
WS0429 |
PL0000105391 |
109,77 |
111,09 |
4,82 |
4,71 |
110,43 |
4,77 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
2,600 |
2,600 |
2,600 |
180 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,350 |
2,550 |
2,455 |
380 |
DS1015 |
PL0000103602 |
1/2 |
1 |
2,350 |
2,350 |
2,350 |
10 |
WS0429 |
PL0000105391 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
30 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
20 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
90 |
OK0116 |
PL0000107587 |
1/2 |
1 |
2,500 |
2,500 |
2,500 |
220 |
DS1023 |
PL0000107264 |
0/5 |
5 |
2,500 |
2,500 |
2,500 |
270 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,300 |
2,300 |
2,300 |
200 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
190 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
55 |
WS0922 |
PL0000102646 |
2/9 |
7 |
2,150 |
2,150 |
2,150 |
120 |
DS1023 |
PL0000107264 |
2/9 |
7 |
2,150 |
2,150 |
2,150 |
200 |
TOTAL |
1 965 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/2 |
2 |
2,550 |
2,900 |
2,725 |
2 000 |
TOTAL |
2 000 |