2014-02-03 |
MARKET DATA |
No 22 (2304) |
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 |
570,00 |
577,53 |
50 |
1 595,00 |
1 619,29 |
19 |
2 165,00 |
2 196,83 |
69 |
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 |
100,74 |
100,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
98,86 |
98,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,13 |
103,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
95,76 |
95,78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,23 |
105,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
94,03 |
94,03 |
94,07 |
94,07 |
94,01 |
94,01 |
94,06 |
20 000 |
18,81 |
2 |
PS0416 |
PL0000106340 |
103,65 |
103,71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
92,58 |
69,00 |
92,50 |
92,50 |
92,50 |
92,50 |
92,50 |
20 000 |
18,50 |
2 |
PS1016 |
PL0000106795 |
103,34 |
103,39 |
103,42 |
103,45 |
103,42 |
103,45 |
103,44 |
115 000 |
120,50 |
7 |
PS0417 |
PL0000107058 |
103,24 |
103,20 |
103,30 |
103,30 |
103,22 |
103,22 |
103,28 |
50 000 |
53,50 |
3 |
DS1017 |
PL0000104543 |
104,86 |
104,86 |
104,81 |
104,81 |
104,80 |
104,80 |
104,80 |
30 000 |
31,89 |
3 |
PS0418 |
PL0000107314 |
99,25 |
99,17 |
99,17 |
99,30 |
99,17 |
99,30 |
99,21 |
40 000 |
40,86 |
4 |
PS0718 |
PL0000107595 |
93,86 |
93,75 |
93,86 |
93,86 |
93,85 |
93,85 |
93,86 |
100 000 |
95,19 |
10 |
DS1019 |
PL0000105441 |
106,35 |
106,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,91 |
104,79 |
105,00 |
105,01 |
105,00 |
105,01 |
105,00 |
30 000 |
31,95 |
3 |
DS1021 |
PL0000106670 |
107,70 |
107,61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
108,00 |
107,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
94,95 |
94,73 |
94,82 |
95,00 |
94,82 |
94,90 |
94,90 |
70 000 |
67,22 |
6 |
WS0428 |
PL0000107611 |
80,00 |
90,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
108,35 |
108,30 |
108,65 |
108,65 |
108,40 |
108,40 |
108,46 |
35 000 |
39,54 |
4 |
WS0437 |
PL0000104857 |
97,00 |
115,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,48 |
104,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
103,85 |
103,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,00 |
100,01 |
100,00 |
100,00 |
100,00 |
100,00 |
100,00 |
20 000 |
20,02 |
1 |
WZ0117 |
PL0000106936 |
99,60 |
99,65 |
99,65 |
99,67 |
99,65 |
99,67 |
99,66 |
30 000 |
29,92 |
4 |
WZ0118 |
PL0000104717 |
99,18 |
99,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,01 |
99,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,42 |
97,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,20 |
96,26 |
96,30 |
96,30 |
96,30 |
96,30 |
96,30 |
10 000 |
9,64 |
1 |
TOTAL |
570 000 |
577,53 |
50 |
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 |
106,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,15 |
109,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,90 |
119,15 |
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 |
113,40 |
113,70 |
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 |
0,00 |
0,00 |
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 |
98,85 |
98,96 |
2,50 |
2,26 |
98,91 |
2,37 |
WZ0115 |
PL0000106480 |
99,95 |
100,07 |
--- |
--- |
100,01 |
--- |
PS0415 |
PL0000105953 |
103,09 |
103,20 |
2,87 |
2,78 |
103,15 |
2,82 |
OK0715 |
PL0000107405 |
95,72 |
95,82 |
3,03 |
2,96 |
95,77 |
2,99 |
DS1015 |
PL0000103602 |
105,18 |
105,33 |
3,09 |
3,00 |
105,26 |
3,04 |
OK0116 |
PL0000107587 |
93,95 |
94,10 |
3,22 |
3,14 |
94,03 |
3,17 |
PS0416 |
PL0000106340 |
103,58 |
103,76 |
3,29 |
3,21 |
103,67 |
3,25 |
IZ0816 |
PL0000103529 |
104,08 |
105,09 |
--- |
--- |
104,59 |
--- |
PS1016 |
PL0000106795 |
103,24 |
103,44 |
3,47 |
3,39 |
103,34 |
3,43 |
WZ0117 |
PL0000106936 |
99,56 |
99,78 |
--- |
--- |
99,67 |
--- |
PS0417 |
PL0000107058 |
103,11 |
103,30 |
3,70 |
3,64 |
103,21 |
3,67 |
DS1017 |
PL0000104543 |
104,71 |
104,93 |
3,86 |
3,79 |
104,82 |
3,83 |
WZ0118 |
PL0000104717 |
99,12 |
99,40 |
--- |
--- |
99,26 |
--- |
PS0418 |
PL0000107314 |
99,11 |
99,35 |
3,98 |
3,91 |
99,23 |
3,95 |
PS0718 |
PL0000107595 |
93,63 |
93,92 |
4,08 |
4,01 |
93,78 |
4,04 |
WZ0119 |
PL0000107603 |
98,86 |
99,15 |
--- |
--- |
99,01 |
--- |
DS1019 |
PL0000105441 |
106,13 |
106,39 |
4,26 |
4,21 |
106,26 |
4,24 |
DS1020 |
PL0000106126 |
104,64 |
105,00 |
4,43 |
4,37 |
104,82 |
4,40 |
WZ0121 |
PL0000106068 |
97,32 |
97,65 |
--- |
--- |
97,49 |
--- |
DS1021 |
PL0000106670 |
107,40 |
107,79 |
4,58 |
4,52 |
107,60 |
4,55 |
WS0922 |
PL0000102646 |
107,63 |
108,01 |
4,65 |
4,60 |
107,82 |
4,62 |
IZ0823 |
PL0000105359 |
103,39 |
104,51 |
--- |
--- |
103,95 |
--- |
DS1023 |
PL0000107264 |
94,63 |
95,04 |
4,70 |
4,64 |
94,84 |
4,67 |
WZ0124 |
PL0000107454 |
96,03 |
96,38 |
--- |
--- |
96,21 |
--- |
WS0429 |
PL0000105391 |
107,56 |
108,83 |
5,02 |
4,91 |
108,20 |
4,96 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
98,85 |
98,96 |
2,50 |
2,26 |
98,91 |
2,37 |
WZ0115 |
PL0000106480 |
99,95 |
100,06 |
--- |
--- |
100,01 |
--- |
PS0415 |
PL0000105953 |
103,09 |
103,19 |
2,87 |
2,79 |
103,14 |
2,83 |
OK0715 |
PL0000107405 |
95,74 |
95,87 |
3,01 |
2,92 |
95,81 |
2,96 |
DS1015 |
PL0000103602 |
105,20 |
105,34 |
3,08 |
3,00 |
105,27 |
3,04 |
OK0116 |
PL0000107587 |
93,99 |
94,11 |
3,20 |
3,13 |
94,05 |
3,16 |
PS0416 |
PL0000106340 |
103,62 |
103,77 |
3,27 |
3,20 |
103,70 |
3,23 |
IZ0816 |
PL0000103529 |
104,05 |
105,03 |
--- |
--- |
104,54 |
--- |
PS1016 |
PL0000106795 |
103,30 |
103,45 |
3,45 |
3,39 |
103,38 |
3,42 |
WZ0117 |
PL0000106936 |
99,56 |
99,73 |
--- |
--- |
99,65 |
--- |
PS0417 |
PL0000107058 |
103,18 |
103,34 |
3,68 |
3,62 |
103,26 |
3,65 |
DS1017 |
PL0000104543 |
104,80 |
105,00 |
3,83 |
3,77 |
104,90 |
3,80 |
WZ0118 |
PL0000104717 |
99,11 |
99,40 |
--- |
--- |
99,26 |
--- |
PS0418 |
PL0000107314 |
99,19 |
99,38 |
3,96 |
3,91 |
99,29 |
3,93 |
PS0718 |
PL0000107595 |
93,71 |
93,92 |
4,06 |
4,01 |
93,82 |
4,03 |
WZ0119 |
PL0000107603 |
98,91 |
99,15 |
--- |
--- |
99,03 |
--- |
DS1019 |
PL0000105441 |
106,27 |
106,47 |
4,24 |
4,20 |
106,37 |
4,22 |
DS1020 |
PL0000106126 |
104,78 |
105,07 |
4,40 |
4,36 |
104,93 |
4,38 |
WZ0121 |
PL0000106068 |
97,37 |
97,73 |
--- |
--- |
97,55 |
--- |
DS1021 |
PL0000106670 |
107,54 |
107,89 |
4,56 |
4,51 |
107,72 |
4,53 |
WS0922 |
PL0000102646 |
107,81 |
108,10 |
4,62 |
4,58 |
107,96 |
4,60 |
IZ0823 |
PL0000105359 |
103,14 |
104,33 |
--- |
--- |
103,74 |
--- |
DS1023 |
PL0000107264 |
94,80 |
95,08 |
4,67 |
4,64 |
94,94 |
4,65 |
WZ0124 |
PL0000107454 |
96,12 |
96,42 |
--- |
--- |
96,27 |
--- |
WS0429 |
PL0000105391 |
108,00 |
108,89 |
4,98 |
4,90 |
108,45 |
4,94 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0429 |
PL0000105391 |
0/1 |
1 |
2,000 |
2,000 |
2,000 |
40 |
PS0416 |
PL0000106340 |
0/1 |
1 |
2,150 |
2,250 |
2,241 |
160 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,300 |
2,300 |
2,300 |
50 |
OK0116 |
PL0000107587 |
0/1 |
1 |
2,300 |
2,300 |
2,300 |
55 |
PS0718 |
PL0000107595 |
0/1 |
1 |
2,150 |
2,150 |
2,150 |
60 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
280 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
55 |
DS1019 |
PL0000105441 |
0/2 |
2 |
2,250 |
2,250 |
2,250 |
70 |
OK0116 |
PL0000107587 |
0/2 |
2 |
2,250 |
2,250 |
2,250 |
140 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,200 |
2,200 |
2,200 |
100 |
PS0415 |
PL0000105953 |
1/8 |
7 |
2,280 |
2,280 |
2,280 |
255 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
60 |
PS0416 |
PL0000106340 |
1/8 |
7 |
2,200 |
2,200 |
2,200 |
15 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
45 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
15 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
2,170 |
2,200 |
2,176 |
195 |
TOTAL |
1 595 |