2014-02-06 |
MARKET DATA |
No 25 (2307) |
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 |
1 977,50 |
1 987,50 |
142 |
2 300,00 |
2 373,19 |
26 |
4 277,50 |
4 360,69 |
168 |
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 |
100,64 |
100,72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
98,95 |
98,96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,15 |
103,16 |
103,15 |
103,15 |
103,13 |
103,13 |
103,14 |
140 000 |
150,53 |
4 |
OK0715 |
PL0000107405 |
95,90 |
95,90 |
95,90 |
95,90 |
95,90 |
95,90 |
95,90 |
150 000 |
143,85 |
5 |
DS1015 |
PL0000103602 |
105,30 |
105,33 |
105,34 |
105,34 |
105,34 |
105,34 |
105,34 |
55 000 |
58,96 |
3 |
OK0116 |
PL0000107587 |
94,20 |
94,22 |
94,22 |
94,27 |
94,22 |
94,27 |
94,25 |
95 000 |
89,54 |
6 |
PS0416 |
PL0000106340 |
103,90 |
103,88 |
103,89 |
103,89 |
103,89 |
103,89 |
103,89 |
70 000 |
75,51 |
4 |
OK0716 |
PL0000107926 |
92,60 |
92,59 |
92,64 |
92,64 |
92,58 |
92,61 |
92,61 |
165 000 |
152,80 |
9 |
PS1016 |
PL0000106795 |
103,68 |
103,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,76 |
103,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,62 |
105,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
100,14 |
99,91 |
99,91 |
100,13 |
99,91 |
100,05 |
100,06 |
140 000 |
144,27 |
13 |
PS0718 |
PL0000107595 |
94,80 |
94,56 |
94,70 |
94,90 |
94,69 |
94,90 |
94,79 |
215 000 |
206,75 |
22 |
DS1019 |
PL0000105441 |
107,38 |
107,06 |
107,36 |
107,47 |
107,20 |
107,47 |
107,37 |
40 000 |
43,60 |
4 |
DS1020 |
PL0000106126 |
105,97 |
105,67 |
105,88 |
105,88 |
105,88 |
105,88 |
105,88 |
10 000 |
10,74 |
1 |
DS1021 |
PL0000106670 |
108,80 |
108,56 |
108,57 |
109,00 |
108,57 |
109,00 |
108,76 |
130 000 |
143,60 |
13 |
WS0922 |
PL0000102646 |
109,25 |
109,03 |
109,00 |
109,25 |
109,00 |
109,25 |
109,08 |
75 000 |
83,47 |
5 |
DS1023 |
PL0000107264 |
96,30 |
95,96 |
95,96 |
96,38 |
95,95 |
96,38 |
96,14 |
355 000 |
345,51 |
33 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
109,42 |
109,13 |
109,58 |
109,58 |
109,58 |
109,58 |
109,58 |
10 000 |
11,42 |
1 |
WS0437 |
PL0000104857 |
103,00 |
0,00 |
103,00 |
103,00 |
103,00 |
103,00 |
103,00 |
2 500 |
2,67 |
1 |
IZ0816 |
PL0000103529 |
104,44 |
104,81 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,15 |
104,05 |
104,75 |
104,75 |
104,75 |
104,75 |
104,75 |
10 000 |
12,30 |
1 |
WZ0115 |
PL0000106480 |
100,00 |
100,01 |
100,01 |
100,01 |
100,01 |
100,01 |
100,01 |
20 000 |
20,03 |
1 |
WZ0117 |
PL0000106936 |
99,71 |
99,72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,28 |
99,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,00 |
98,85 |
98,90 |
99,00 |
98,90 |
99,00 |
98,96 |
270 000 |
267,52 |
14 |
WZ0121 |
PL0000106068 |
97,72 |
97,62 |
97,60 |
97,70 |
97,60 |
97,70 |
97,62 |
25 000 |
24,44 |
2 |
WZ0124 |
PL0000107454 |
96,48 |
96,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 977 500 |
1 987,50 |
142 |
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 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
0,00 |
0,00 |
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 |
98,90 |
98,99 |
2,46 |
2,26 |
98,95 |
2,35 |
WZ0115 |
PL0000106480 |
99,98 |
100,07 |
--- |
--- |
100,03 |
--- |
PS0415 |
PL0000105953 |
103,13 |
103,21 |
2,81 |
2,74 |
103,17 |
2,77 |
OK0715 |
PL0000107405 |
95,87 |
96,01 |
2,95 |
2,84 |
95,94 |
2,90 |
DS1015 |
PL0000103602 |
105,24 |
105,40 |
3,03 |
2,94 |
105,32 |
2,99 |
OK0116 |
PL0000107587 |
94,14 |
94,27 |
3,14 |
3,06 |
94,21 |
3,10 |
PS0416 |
PL0000106340 |
103,75 |
103,91 |
3,20 |
3,13 |
103,83 |
3,16 |
IZ0816 |
PL0000103529 |
103,95 |
105,46 |
--- |
--- |
104,71 |
--- |
PS1016 |
PL0000106795 |
103,55 |
103,71 |
3,35 |
3,28 |
103,63 |
3,31 |
WZ0117 |
PL0000106936 |
99,57 |
99,83 |
--- |
--- |
99,70 |
--- |
PS0417 |
PL0000107058 |
103,63 |
103,80 |
3,52 |
3,47 |
103,72 |
3,49 |
DS1017 |
PL0000104543 |
105,48 |
105,68 |
3,63 |
3,58 |
105,58 |
3,61 |
WZ0118 |
PL0000104717 |
99,15 |
99,42 |
--- |
--- |
99,29 |
--- |
PS0418 |
PL0000107314 |
99,96 |
100,12 |
3,75 |
3,71 |
100,04 |
3,73 |
PS0718 |
PL0000107595 |
94,49 |
94,73 |
3,87 |
3,80 |
94,61 |
3,83 |
WZ0119 |
PL0000107603 |
98,81 |
99,02 |
--- |
--- |
98,92 |
--- |
DS1019 |
PL0000105441 |
107,03 |
107,24 |
4,09 |
4,05 |
107,14 |
4,07 |
DS1020 |
PL0000106126 |
105,57 |
105,87 |
4,27 |
4,22 |
105,72 |
4,24 |
WZ0121 |
PL0000106068 |
97,45 |
97,75 |
--- |
--- |
97,60 |
--- |
DS1021 |
PL0000106670 |
108,36 |
108,70 |
4,44 |
4,39 |
108,53 |
4,41 |
WS0922 |
PL0000102646 |
108,82 |
109,16 |
4,49 |
4,44 |
108,99 |
4,46 |
IZ0823 |
PL0000105359 |
102,73 |
105,25 |
--- |
--- |
103,99 |
--- |
DS1023 |
PL0000107264 |
95,77 |
96,11 |
4,54 |
4,50 |
95,94 |
4,52 |
WZ0124 |
PL0000107454 |
96,30 |
96,66 |
--- |
--- |
96,48 |
--- |
WS0429 |
PL0000105391 |
108,16 |
109,65 |
4,97 |
4,83 |
108,91 |
4,90 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
98,90 |
99,00 |
2,46 |
2,23 |
98,95 |
2,35 |
WZ0115 |
PL0000106480 |
99,97 |
100,05 |
--- |
--- |
100,01 |
--- |
PS0415 |
PL0000105953 |
103,11 |
103,18 |
2,82 |
2,76 |
103,15 |
2,79 |
OK0715 |
PL0000107405 |
95,83 |
95,93 |
2,98 |
2,90 |
95,88 |
2,94 |
DS1015 |
PL0000103602 |
105,26 |
105,38 |
3,02 |
2,95 |
105,32 |
2,99 |
OK0116 |
PL0000107587 |
94,17 |
94,31 |
3,12 |
3,04 |
94,24 |
3,08 |
PS0416 |
PL0000106340 |
103,84 |
103,98 |
3,16 |
3,09 |
103,91 |
3,13 |
IZ0816 |
PL0000103529 |
103,91 |
105,53 |
--- |
--- |
104,72 |
--- |
PS1016 |
PL0000106795 |
103,62 |
103,84 |
3,32 |
3,23 |
103,73 |
3,28 |
WZ0117 |
PL0000106936 |
99,61 |
99,81 |
--- |
--- |
99,71 |
--- |
PS0417 |
PL0000107058 |
103,65 |
103,88 |
3,52 |
3,44 |
103,77 |
3,48 |
DS1017 |
PL0000104543 |
105,49 |
105,75 |
3,63 |
3,56 |
105,62 |
3,59 |
WZ0118 |
PL0000104717 |
99,20 |
99,51 |
--- |
--- |
99,36 |
--- |
PS0418 |
PL0000107314 |
100,01 |
100,19 |
3,74 |
3,69 |
100,10 |
3,72 |
PS0718 |
PL0000107595 |
94,63 |
94,87 |
3,83 |
3,77 |
94,75 |
3,80 |
WZ0119 |
PL0000107603 |
98,93 |
99,11 |
--- |
--- |
99,02 |
--- |
DS1019 |
PL0000105441 |
107,23 |
107,46 |
4,05 |
4,00 |
107,35 |
4,03 |
DS1020 |
PL0000106126 |
105,84 |
106,20 |
4,22 |
4,16 |
106,02 |
4,19 |
WZ0121 |
PL0000106068 |
97,63 |
97,89 |
--- |
--- |
97,76 |
--- |
DS1021 |
PL0000106670 |
108,71 |
109,04 |
4,39 |
4,34 |
108,88 |
4,36 |
WS0922 |
PL0000102646 |
109,03 |
109,40 |
4,46 |
4,41 |
109,22 |
4,43 |
IZ0823 |
PL0000105359 |
103,54 |
104,96 |
--- |
--- |
104,25 |
--- |
DS1023 |
PL0000107264 |
96,04 |
96,38 |
4,51 |
4,46 |
96,21 |
4,49 |
WZ0124 |
PL0000107454 |
96,32 |
96,61 |
--- |
--- |
96,47 |
--- |
WS0429 |
PL0000105391 |
108,67 |
109,96 |
4,92 |
4,81 |
109,32 |
4,86 |
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 |
2,270 |
2,270 |
2,270 |
100 |
PS0718 |
PL0000107595 |
0/1 |
1 |
2,320 |
2,320 |
2,320 |
50 |
WS0922 |
PL0000102646 |
1/4 |
3 |
2,260 |
2,260 |
2,260 |
260 |
DS1023 |
PL0000107264 |
1/4 |
3 |
2,220 |
2,260 |
2,256 |
295 |
OK0116 |
PL0000107587 |
1/4 |
3 |
2,300 |
2,300 |
2,300 |
95 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,260 |
2,260 |
2,260 |
220 |
DS1015 |
PL0000103602 |
1/8 |
7 |
2,300 |
2,300 |
2,300 |
30 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,300 |
2,300 |
2,300 |
45 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,260 |
2,260 |
2,260 |
130 |
PS0416 |
PL0000106340 |
1/8 |
7 |
2,260 |
2,300 |
2,289 |
55 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,200 |
2,200 |
2,200 |
35 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,260 |
2,260 |
2,260 |
20 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
65 |
PS0718 |
PL0000107595 |
1/8 |
7 |
2,320 |
2,320 |
2,320 |
100 |
TOTAL |
1 500 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
2,500 |
2,500 |
2,500 |
800 |
TOTAL |
800 |