2014-02-05 |
MARKET DATA |
No 24 (2306) |
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 |
1 362,50 |
1 387,62 |
114 |
3 000,00 |
3 016,75 |
26 |
4 362,50 |
4 404,37 |
140 |
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 |
100,67 |
100,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
98,88 |
98,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,20 |
103,18 |
103,18 |
103,18 |
103,17 |
103,17 |
103,17 |
142 500 |
153,21 |
6 |
OK0715 |
PL0000107405 |
95,93 |
95,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,35 |
105,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
94,22 |
94,19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,85 |
103,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
92,55 |
92,50 |
92,50 |
92,55 |
92,50 |
92,55 |
92,51 |
55 000 |
50,88 |
4 |
PS1016 |
PL0000106795 |
103,67 |
103,63 |
103,68 |
103,68 |
103,65 |
103,65 |
103,66 |
50 000 |
52,51 |
3 |
PS0417 |
PL0000107058 |
103,70 |
103,61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,61 |
105,41 |
105,48 |
105,48 |
105,48 |
105,48 |
105,48 |
10 000 |
10,70 |
1 |
PS0418 |
PL0000107314 |
100,13 |
99,87 |
100,11 |
100,13 |
99,87 |
99,88 |
100,06 |
230 000 |
236,94 |
20 |
PS0718 |
PL0000107595 |
94,63 |
94,47 |
94,50 |
94,71 |
94,50 |
94,54 |
94,57 |
345 000 |
330,92 |
28 |
DS1019 |
PL0000105441 |
107,28 |
107,01 |
107,01 |
107,26 |
107,01 |
107,18 |
107,13 |
55 000 |
59,79 |
5 |
DS1020 |
PL0000106126 |
105,95 |
105,66 |
106,08 |
106,08 |
105,83 |
105,83 |
105,96 |
20 000 |
21,49 |
2 |
DS1021 |
PL0000106670 |
108,70 |
108,42 |
108,67 |
108,78 |
108,67 |
108,78 |
108,75 |
80 000 |
88,32 |
8 |
WS0922 |
PL0000102646 |
109,00 |
108,72 |
108,80 |
109,09 |
108,80 |
108,85 |
108,96 |
105 000 |
116,67 |
10 |
DS1023 |
PL0000107264 |
96,03 |
95,66 |
95,85 |
96,15 |
95,85 |
95,85 |
95,96 |
235 000 |
228,22 |
23 |
WS0428 |
PL0000107611 |
77,97 |
78,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
109,09 |
108,98 |
109,05 |
109,05 |
108,95 |
108,95 |
109,00 |
20 000 |
22,71 |
2 |
WS0437 |
PL0000104857 |
103,00 |
129,15 |
103,00 |
103,00 |
103,00 |
103,00 |
103,00 |
5 000 |
5,35 |
1 |
IZ0816 |
PL0000103529 |
104,29 |
104,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
103,88 |
104,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,00 |
100,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,64 |
99,69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,23 |
99,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
98,95 |
99,00 |
98,95 |
98,95 |
98,95 |
98,95 |
98,95 |
10 000 |
9,90 |
1 |
WZ0121 |
PL0000106068 |
97,55 |
97,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,40 |
96,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 362 500 |
1 387,62 |
114 |
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 |
106,15 |
106,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,20 |
106,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,25 |
109,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
119,25 |
101,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
114,60 |
114,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
114,60 |
112,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
116,00 |
117,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
109,25 |
110,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
102,00 |
102,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
104,65 |
105,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
121,50 |
122,50 |
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 |
98,86 |
98,97 |
2,51 |
2,26 |
98,92 |
2,37 |
WZ0115 |
PL0000106480 |
99,98 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0415 |
PL0000105953 |
103,15 |
103,24 |
2,81 |
2,73 |
103,20 |
2,77 |
OK0715 |
PL0000107405 |
95,85 |
96,02 |
2,95 |
2,82 |
95,94 |
2,88 |
DS1015 |
PL0000103602 |
105,25 |
105,43 |
3,04 |
2,94 |
105,34 |
2,99 |
OK0116 |
PL0000107587 |
94,13 |
94,26 |
3,13 |
3,05 |
94,20 |
3,09 |
PS0416 |
PL0000106340 |
103,73 |
103,89 |
3,22 |
3,14 |
103,81 |
3,18 |
IZ0816 |
PL0000103529 |
103,85 |
104,86 |
--- |
--- |
104,36 |
--- |
PS1016 |
PL0000106795 |
103,53 |
103,73 |
3,36 |
3,28 |
103,63 |
3,32 |
WZ0117 |
PL0000106936 |
99,58 |
99,78 |
--- |
--- |
99,68 |
--- |
PS0417 |
PL0000107058 |
103,58 |
103,79 |
3,54 |
3,47 |
103,69 |
3,51 |
DS1017 |
PL0000104543 |
105,36 |
105,59 |
3,67 |
3,61 |
105,48 |
3,64 |
WZ0118 |
PL0000104717 |
99,13 |
99,38 |
--- |
--- |
99,26 |
--- |
PS0418 |
PL0000107314 |
99,79 |
100,05 |
3,80 |
3,73 |
99,92 |
3,77 |
PS0718 |
PL0000107595 |
94,43 |
94,63 |
3,88 |
3,83 |
94,53 |
3,85 |
WZ0119 |
PL0000107603 |
98,88 |
99,06 |
--- |
--- |
98,97 |
--- |
DS1019 |
PL0000105441 |
106,98 |
107,26 |
4,10 |
4,04 |
107,12 |
4,07 |
DS1020 |
PL0000106126 |
105,53 |
105,97 |
4,28 |
4,20 |
105,75 |
4,24 |
WZ0121 |
PL0000106068 |
97,46 |
97,75 |
--- |
--- |
97,61 |
--- |
DS1021 |
PL0000106670 |
108,28 |
108,63 |
4,45 |
4,40 |
108,46 |
4,42 |
WS0922 |
PL0000102646 |
108,56 |
108,88 |
4,52 |
4,48 |
108,72 |
4,50 |
IZ0823 |
PL0000105359 |
103,24 |
104,31 |
--- |
--- |
103,78 |
--- |
DS1023 |
PL0000107264 |
95,52 |
95,93 |
4,58 |
4,52 |
95,73 |
4,55 |
WZ0124 |
PL0000107454 |
96,25 |
96,57 |
--- |
--- |
96,41 |
--- |
WS0429 |
PL0000105391 |
108,49 |
109,35 |
4,94 |
4,86 |
108,92 |
4,90 |
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 |
2,51 |
2,28 |
98,91 |
2,39 |
WZ0115 |
PL0000106480 |
99,97 |
100,05 |
--- |
--- |
100,01 |
--- |
PS0415 |
PL0000105953 |
103,15 |
103,21 |
2,81 |
2,76 |
103,18 |
2,78 |
OK0715 |
PL0000107405 |
95,85 |
95,97 |
2,95 |
2,86 |
95,91 |
2,90 |
DS1015 |
PL0000103602 |
105,28 |
105,42 |
3,02 |
2,94 |
105,35 |
2,98 |
OK0116 |
PL0000107587 |
94,12 |
94,24 |
3,13 |
3,07 |
94,18 |
3,10 |
PS0416 |
PL0000106340 |
103,77 |
103,91 |
3,20 |
3,13 |
103,84 |
3,16 |
IZ0816 |
PL0000103529 |
103,83 |
105,61 |
--- |
--- |
104,72 |
--- |
PS1016 |
PL0000106795 |
103,55 |
103,69 |
3,35 |
3,30 |
103,62 |
3,32 |
WZ0117 |
PL0000106936 |
99,59 |
99,78 |
--- |
--- |
99,69 |
--- |
PS0417 |
PL0000107058 |
103,50 |
103,70 |
3,57 |
3,50 |
103,60 |
3,54 |
DS1017 |
PL0000104543 |
105,34 |
105,56 |
3,68 |
3,61 |
105,45 |
3,65 |
WZ0118 |
PL0000104717 |
99,15 |
99,39 |
--- |
--- |
99,27 |
--- |
PS0418 |
PL0000107314 |
99,79 |
99,97 |
3,80 |
3,75 |
99,88 |
3,78 |
PS0718 |
PL0000107595 |
94,38 |
94,57 |
3,89 |
3,84 |
94,48 |
3,87 |
WZ0119 |
PL0000107603 |
98,86 |
99,06 |
--- |
--- |
98,96 |
--- |
DS1019 |
PL0000105441 |
106,93 |
107,11 |
4,11 |
4,07 |
107,02 |
4,09 |
DS1020 |
PL0000106126 |
105,41 |
105,75 |
4,30 |
4,24 |
105,58 |
4,27 |
WZ0121 |
PL0000106068 |
97,45 |
97,71 |
--- |
--- |
97,58 |
--- |
DS1021 |
PL0000106670 |
108,28 |
108,60 |
4,45 |
4,40 |
108,44 |
4,43 |
WS0922 |
PL0000102646 |
108,63 |
108,94 |
4,51 |
4,47 |
108,79 |
4,49 |
IZ0823 |
PL0000105359 |
103,46 |
104,43 |
--- |
--- |
103,95 |
--- |
DS1023 |
PL0000107264 |
95,64 |
95,97 |
4,56 |
4,52 |
95,81 |
4,54 |
WZ0124 |
PL0000107454 |
96,31 |
96,61 |
--- |
--- |
96,46 |
--- |
WS0429 |
PL0000105391 |
108,35 |
109,30 |
4,95 |
4,86 |
108,83 |
4,91 |
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 |
2,250 |
2,250 |
2,250 |
130 |
DS1015 |
PL0000103602 |
0/1 |
1 |
2,260 |
2,260 |
2,260 |
10 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,210 |
2,210 |
2,210 |
210 |
OK0715 |
PL0000107405 |
0/1 |
1 |
2,210 |
2,260 |
2,223 |
40 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
200 |
WS0429 |
PL0000105391 |
1/2 |
1 |
2,050 |
2,050 |
2,050 |
10 |
PS0417 |
PL0000107058 |
1/2 |
1 |
2,250 |
2,260 |
2,255 |
60 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,180 |
2,250 |
2,237 |
195 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
10 |
OK0116 |
PL0000107587 |
1/2 |
1 |
2,350 |
2,350 |
2,350 |
95 |
PS0415 |
PL0000105953 |
2/6 |
4 |
2,300 |
2,300 |
2,300 |
185 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,260 |
2,260 |
2,260 |
35 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,260 |
2,260 |
2,260 |
35 |
PS0416 |
PL0000106340 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
70 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,200 |
2,200 |
2,200 |
325 |
OK0715 |
PL0000107405 |
1/8 |
7 |
2,260 |
2,260 |
2,260 |
20 |
DS1017 |
PL0000104543 |
2/9 |
7 |
2,300 |
2,300 |
2,300 |
140 |
PS0418 |
PL0000107314 |
2/9 |
7 |
2,300 |
2,300 |
2,300 |
150 |
OK0116 |
PL0000107587 |
2/9 |
7 |
2,300 |
2,300 |
2,300 |
1 080 |
TOTAL |
3 000 |