2014-02-04 |
MARKET DATA |
No 23 (2305) |
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 |
615,00 |
629,17 |
54 |
3 075,00 |
3 227,46 |
27 |
3 690,00 |
3 856,63 |
81 |
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 |
100,66 |
100,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
98,87 |
98,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,19 |
103,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
95,87 |
95,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,33 |
105,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
94,15 |
94,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,82 |
103,82 |
103,84 |
103,84 |
103,84 |
103,84 |
103,84 |
10 000 |
10,78 |
1 |
OK0716 |
PL0000107926 |
92,63 |
92,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,59 |
103,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,63 |
103,47 |
103,63 |
103,63 |
103,63 |
103,63 |
103,63 |
10 000 |
10,74 |
1 |
DS1017 |
PL0000104543 |
105,34 |
105,04 |
105,36 |
105,40 |
105,36 |
105,40 |
105,38 |
55 000 |
58,78 |
5 |
PS0418 |
PL0000107314 |
99,74 |
99,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
94,30 |
94,08 |
94,25 |
94,29 |
94,25 |
94,29 |
94,27 |
50 000 |
47,81 |
5 |
DS1019 |
PL0000105441 |
106,94 |
106,65 |
106,69 |
106,86 |
106,69 |
106,86 |
106,77 |
105 000 |
113,75 |
10 |
DS1020 |
PL0000106126 |
105,54 |
105,25 |
105,38 |
105,38 |
105,38 |
105,38 |
105,38 |
10 000 |
10,69 |
1 |
DS1021 |
PL0000106670 |
108,22 |
108,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
108,60 |
108,42 |
108,55 |
108,68 |
108,55 |
108,68 |
108,61 |
75 000 |
83,06 |
8 |
DS1023 |
PL0000107264 |
95,55 |
95,36 |
95,50 |
95,69 |
95,30 |
95,69 |
95,49 |
135 000 |
130,46 |
14 |
WS0428 |
PL0000107611 |
78,02 |
78,89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
108,77 |
108,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
73,27 |
127,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,29 |
104,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
103,50 |
103,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,00 |
100,01 |
100,01 |
100,01 |
100,01 |
100,01 |
100,01 |
30 000 |
30,03 |
2 |
WZ0117 |
PL0000106936 |
99,64 |
99,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,27 |
99,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,02 |
98,98 |
98,97 |
98,97 |
98,95 |
98,95 |
98,96 |
110 000 |
108,95 |
4 |
WZ0121 |
PL0000106068 |
97,65 |
97,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,45 |
96,40 |
96,45 |
96,45 |
96,40 |
96,40 |
96,42 |
25 000 |
24,13 |
3 |
TOTAL |
615 000 |
629,17 |
54 |
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 |
119,00 |
119,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
101,00 |
101,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
114,00 |
113,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
111,45 |
112,00 |
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 |
108,70 |
109,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
101,25 |
101,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
103,85 |
104,35 |
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 |
2,51 |
2,27 |
98,91 |
2,38 |
WZ0115 |
PL0000106480 |
99,96 |
100,07 |
--- |
--- |
100,02 |
--- |
PS0415 |
PL0000105953 |
103,11 |
103,23 |
2,85 |
2,75 |
103,17 |
2,80 |
OK0715 |
PL0000107405 |
95,79 |
95,94 |
2,98 |
2,87 |
95,87 |
2,92 |
DS1015 |
PL0000103602 |
105,22 |
105,39 |
3,06 |
2,96 |
105,31 |
3,01 |
OK0116 |
PL0000107587 |
94,04 |
94,20 |
3,17 |
3,08 |
94,12 |
3,13 |
PS0416 |
PL0000106340 |
103,71 |
103,88 |
3,23 |
3,15 |
103,80 |
3,18 |
IZ0816 |
PL0000103529 |
104,11 |
105,00 |
--- |
--- |
104,56 |
--- |
PS1016 |
PL0000106795 |
103,44 |
103,61 |
3,39 |
3,33 |
103,53 |
3,36 |
WZ0117 |
PL0000106936 |
99,57 |
99,78 |
--- |
--- |
99,68 |
--- |
PS0417 |
PL0000107058 |
103,30 |
103,50 |
3,64 |
3,57 |
103,40 |
3,60 |
DS1017 |
PL0000104543 |
104,93 |
105,17 |
3,79 |
3,73 |
105,05 |
3,76 |
WZ0118 |
PL0000104717 |
99,15 |
99,43 |
--- |
--- |
99,29 |
--- |
PS0418 |
PL0000107314 |
99,33 |
99,57 |
3,92 |
3,86 |
99,45 |
3,89 |
PS0718 |
PL0000107595 |
93,89 |
94,14 |
4,02 |
3,95 |
94,02 |
3,98 |
WZ0119 |
PL0000107603 |
98,93 |
99,19 |
--- |
--- |
99,06 |
--- |
DS1019 |
PL0000105441 |
106,47 |
106,72 |
4,20 |
4,15 |
106,60 |
4,17 |
DS1020 |
PL0000106126 |
105,05 |
105,37 |
4,36 |
4,30 |
105,21 |
4,33 |
WZ0121 |
PL0000106068 |
97,50 |
97,87 |
--- |
--- |
97,69 |
--- |
DS1021 |
PL0000106670 |
107,89 |
108,20 |
4,51 |
4,46 |
108,05 |
4,49 |
WS0922 |
PL0000102646 |
108,14 |
108,52 |
4,58 |
4,53 |
108,33 |
4,55 |
IZ0823 |
PL0000105359 |
103,23 |
104,23 |
--- |
--- |
103,73 |
--- |
DS1023 |
PL0000107264 |
95,15 |
95,49 |
4,63 |
4,58 |
95,32 |
4,60 |
WZ0124 |
PL0000107454 |
96,26 |
96,53 |
--- |
--- |
96,40 |
--- |
WS0429 |
PL0000105391 |
108,00 |
110,26 |
4,98 |
4,78 |
109,13 |
4,88 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
98,86 |
98,96 |
2,49 |
2,27 |
98,91 |
2,38 |
WZ0115 |
PL0000106480 |
99,97 |
100,05 |
--- |
--- |
100,01 |
--- |
PS0415 |
PL0000105953 |
103,16 |
103,23 |
2,80 |
2,75 |
103,20 |
2,77 |
OK0715 |
PL0000107405 |
95,84 |
95,97 |
2,95 |
2,85 |
95,91 |
2,90 |
DS1015 |
PL0000103602 |
105,29 |
105,43 |
3,02 |
2,94 |
105,36 |
2,98 |
OK0116 |
PL0000107587 |
94,11 |
94,23 |
3,13 |
3,07 |
94,17 |
3,10 |
PS0416 |
PL0000106340 |
103,74 |
103,89 |
3,21 |
3,14 |
103,82 |
3,18 |
IZ0816 |
PL0000103529 |
104,00 |
104,92 |
--- |
--- |
104,46 |
--- |
PS1016 |
PL0000106795 |
103,51 |
103,70 |
3,37 |
3,29 |
103,61 |
3,33 |
WZ0117 |
PL0000106936 |
99,57 |
99,78 |
--- |
--- |
99,68 |
--- |
PS0417 |
PL0000107058 |
103,47 |
103,67 |
3,58 |
3,51 |
103,57 |
3,55 |
DS1017 |
PL0000104543 |
105,20 |
105,44 |
3,72 |
3,65 |
105,32 |
3,68 |
WZ0118 |
PL0000104717 |
99,19 |
99,40 |
--- |
--- |
99,30 |
--- |
PS0418 |
PL0000107314 |
99,63 |
99,91 |
3,84 |
3,77 |
99,77 |
3,80 |
PS0718 |
PL0000107595 |
94,18 |
94,45 |
3,94 |
3,87 |
94,32 |
3,91 |
WZ0119 |
PL0000107603 |
98,88 |
99,07 |
--- |
--- |
98,98 |
--- |
DS1019 |
PL0000105441 |
106,85 |
107,12 |
4,12 |
4,07 |
106,99 |
4,10 |
DS1020 |
PL0000106126 |
105,35 |
105,71 |
4,31 |
4,25 |
105,53 |
4,28 |
WZ0121 |
PL0000106068 |
97,49 |
97,76 |
--- |
--- |
97,63 |
--- |
DS1021 |
PL0000106670 |
108,15 |
108,45 |
4,47 |
4,43 |
108,30 |
4,45 |
WS0922 |
PL0000102646 |
108,43 |
108,74 |
4,54 |
4,50 |
108,59 |
4,52 |
IZ0823 |
PL0000105359 |
103,24 |
104,21 |
--- |
--- |
103,73 |
--- |
DS1023 |
PL0000107264 |
95,33 |
95,73 |
4,60 |
4,55 |
95,53 |
4,58 |
WZ0124 |
PL0000107454 |
96,27 |
96,53 |
--- |
--- |
96,40 |
--- |
WS0429 |
PL0000105391 |
108,18 |
109,23 |
4,97 |
4,87 |
108,71 |
4,92 |
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 |
10 |
PS0416 |
PL0000106340 |
0/1 |
1 |
2,210 |
2,210 |
2,210 |
30 |
OK0715 |
PL0000107405 |
0/1 |
1 |
2,210 |
2,210 |
2,210 |
30 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
20 |
WS0429 |
PL0000105391 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
30 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,210 |
2,210 |
2,210 |
90 |
PS0416 |
PL0000106340 |
1/2 |
1 |
2,210 |
2,250 |
2,220 |
650 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
30 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
150 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,210 |
2,210 |
2,210 |
5 |
OK0116 |
PL0000107587 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
95 |
WZ0119 |
PL0000107603 |
0/7 |
7 |
2,150 |
2,150 |
2,150 |
35 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,210 |
2,210 |
2,210 |
50 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,150 |
2,280 |
2,225 |
840 |
PS0417 |
PL0000107058 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
90 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
70 |
OK0116 |
PL0000107587 |
1/8 |
7 |
2,180 |
2,300 |
2,280 |
150 |
PS0416 |
PL0000106340 |
2/9 |
7 |
2,300 |
2,300 |
2,300 |
500 |
PS1016 |
PL0000106795 |
2/9 |
7 |
2,200 |
2,200 |
2,200 |
200 |
TOTAL |
3 075 |