2014-02-07 |
MARKET DATA |
No 26 (2308) |
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 |
1 192,50 |
1 239,78 |
96 |
2 870,00 |
2 996,16 |
29 |
4 062,50 |
4 235,94 |
125 |
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 |
100,62 |
100,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
98,92 |
98,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,13 |
103,13 |
103,11 |
103,11 |
103,09 |
103,09 |
103,10 |
217 500 |
233,81 |
9 |
OK0715 |
PL0000107405 |
95,90 |
95,91 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,31 |
105,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
94,23 |
94,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,89 |
103,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
92,60 |
92,56 |
92,57 |
92,57 |
92,57 |
92,57 |
92,57 |
5 000 |
4,63 |
1 |
PS1016 |
PL0000106795 |
103,73 |
103,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,82 |
103,79 |
103,75 |
103,75 |
103,75 |
103,75 |
103,75 |
5 000 |
5,38 |
1 |
DS1017 |
PL0000104543 |
105,74 |
105,68 |
105,68 |
105,69 |
105,68 |
105,69 |
105,69 |
25 000 |
26,81 |
2 |
PS0418 |
PL0000107314 |
100,27 |
100,20 |
100,39 |
100,40 |
100,07 |
100,20 |
100,28 |
45 000 |
46,48 |
5 |
PS0718 |
PL0000107595 |
95,00 |
94,85 |
94,82 |
95,00 |
94,82 |
94,98 |
94,95 |
60 000 |
57,80 |
8 |
DS1019 |
PL0000105441 |
107,60 |
107,35 |
107,60 |
107,60 |
107,50 |
107,60 |
107,54 |
145 000 |
158,31 |
13 |
DS1020 |
PL0000106126 |
106,25 |
106,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,25 |
108,78 |
109,35 |
109,35 |
109,00 |
109,22 |
109,22 |
145 000 |
160,85 |
14 |
WS0922 |
PL0000102646 |
109,66 |
109,50 |
109,80 |
109,80 |
109,50 |
109,60 |
109,61 |
50 000 |
55,91 |
5 |
DS1023 |
PL0000107264 |
96,80 |
96,35 |
96,78 |
96,80 |
96,34 |
96,80 |
96,64 |
215 000 |
210,34 |
22 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
110,03 |
109,65 |
110,03 |
110,03 |
110,03 |
110,03 |
110,03 |
10 000 |
11,46 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,44 |
104,96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,15 |
104,50 |
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 |
10 000 |
10,01 |
1 |
WZ0117 |
PL0000106936 |
99,71 |
99,79 |
99,60 |
99,60 |
99,60 |
99,60 |
99,60 |
2 500 |
2,49 |
1 |
WZ0118 |
PL0000104717 |
99,39 |
99,31 |
99,40 |
99,40 |
99,40 |
99,40 |
99,40 |
45 000 |
44,79 |
2 |
WZ0119 |
PL0000107603 |
99,10 |
99,01 |
99,00 |
99,08 |
99,00 |
99,08 |
99,06 |
210 000 |
208,29 |
10 |
WZ0121 |
PL0000106068 |
97,74 |
97,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,50 |
96,50 |
96,35 |
96,35 |
96,35 |
96,35 |
96,35 |
2 500 |
2,41 |
1 |
TOTAL |
1 192 500 |
1 239,78 |
96 |
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 |
106,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,15 |
109,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,45 |
119,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
101,60 |
101,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
114,35 |
114,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
112,45 |
112,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
116,00 |
118,00 |
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 |
102,10 |
102,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
104,50 |
105,50 |
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 |
98,90 |
99,03 |
2,48 |
2,18 |
98,97 |
2,32 |
WZ0115 |
PL0000106480 |
99,97 |
100,05 |
--- |
--- |
100,01 |
--- |
PS0415 |
PL0000105953 |
103,09 |
103,18 |
2,83 |
2,76 |
103,14 |
2,79 |
OK0715 |
PL0000107405 |
95,87 |
95,96 |
2,95 |
2,89 |
95,92 |
2,92 |
DS1015 |
PL0000103602 |
105,27 |
105,42 |
3,01 |
2,92 |
105,35 |
2,96 |
OK0116 |
PL0000107587 |
94,22 |
94,35 |
3,09 |
3,02 |
94,29 |
3,06 |
PS0416 |
PL0000106340 |
103,86 |
104,02 |
3,15 |
3,07 |
103,94 |
3,11 |
IZ0816 |
PL0000103529 |
102,75 |
106,25 |
--- |
--- |
104,50 |
--- |
PS1016 |
PL0000106795 |
103,68 |
103,89 |
3,29 |
3,21 |
103,79 |
3,25 |
WZ0117 |
PL0000106936 |
99,62 |
99,84 |
--- |
--- |
99,73 |
--- |
PS0417 |
PL0000107058 |
103,73 |
103,95 |
3,49 |
3,42 |
103,84 |
3,45 |
DS1017 |
PL0000104543 |
105,63 |
105,87 |
3,59 |
3,52 |
105,75 |
3,56 |
WZ0118 |
PL0000104717 |
99,17 |
99,49 |
--- |
--- |
99,33 |
--- |
PS0418 |
PL0000107314 |
100,20 |
100,39 |
3,69 |
3,64 |
100,30 |
3,67 |
PS0718 |
PL0000107595 |
94,79 |
95,03 |
3,79 |
3,73 |
94,91 |
3,76 |
WZ0119 |
PL0000107603 |
98,94 |
99,12 |
--- |
--- |
99,03 |
--- |
DS1019 |
PL0000105441 |
107,50 |
107,70 |
4,00 |
3,96 |
107,60 |
3,98 |
DS1020 |
PL0000106126 |
106,10 |
106,44 |
4,18 |
4,12 |
106,27 |
4,15 |
WZ0121 |
PL0000106068 |
97,63 |
97,87 |
--- |
--- |
97,75 |
--- |
DS1021 |
PL0000106670 |
108,99 |
109,34 |
4,34 |
4,29 |
109,17 |
4,32 |
WS0922 |
PL0000102646 |
109,45 |
109,78 |
4,40 |
4,36 |
109,62 |
4,38 |
IZ0823 |
PL0000105359 |
103,62 |
104,85 |
--- |
--- |
104,24 |
--- |
DS1023 |
PL0000107264 |
96,47 |
96,82 |
4,45 |
4,40 |
96,65 |
4,43 |
WZ0124 |
PL0000107454 |
96,35 |
96,62 |
--- |
--- |
96,49 |
--- |
WS0429 |
PL0000105391 |
108,81 |
110,33 |
4,91 |
4,77 |
109,57 |
4,84 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
98,89 |
99,00 |
2,50 |
2,25 |
98,95 |
2,36 |
WZ0115 |
PL0000106480 |
99,98 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0415 |
PL0000105953 |
103,07 |
103,15 |
2,85 |
2,78 |
103,11 |
2,82 |
OK0715 |
PL0000107405 |
95,82 |
95,95 |
2,99 |
2,89 |
95,89 |
2,94 |
DS1015 |
PL0000103602 |
105,23 |
105,41 |
3,03 |
2,93 |
105,32 |
2,98 |
OK0116 |
PL0000107587 |
94,20 |
94,32 |
3,11 |
3,04 |
94,26 |
3,07 |
PS0416 |
PL0000106340 |
103,85 |
103,99 |
3,15 |
3,09 |
103,92 |
3,12 |
IZ0816 |
PL0000103529 |
103,75 |
106,16 |
--- |
--- |
104,96 |
--- |
PS1016 |
PL0000106795 |
103,69 |
103,89 |
3,29 |
3,21 |
103,79 |
3,25 |
WZ0117 |
PL0000106936 |
99,62 |
99,85 |
--- |
--- |
99,74 |
--- |
PS0417 |
PL0000107058 |
103,72 |
103,91 |
3,49 |
3,43 |
103,82 |
3,46 |
DS1017 |
PL0000104543 |
105,59 |
105,84 |
3,60 |
3,53 |
105,72 |
3,56 |
WZ0118 |
PL0000104717 |
99,28 |
99,48 |
--- |
--- |
99,38 |
--- |
PS0418 |
PL0000107314 |
100,17 |
100,39 |
3,70 |
3,64 |
100,28 |
3,67 |
PS0718 |
PL0000107595 |
94,84 |
95,11 |
3,78 |
3,71 |
94,98 |
3,74 |
WZ0119 |
PL0000107603 |
98,94 |
99,11 |
--- |
--- |
99,03 |
--- |
DS1019 |
PL0000105441 |
107,54 |
107,77 |
3,99 |
3,95 |
107,66 |
3,97 |
DS1020 |
PL0000106126 |
106,11 |
106,54 |
4,18 |
4,11 |
106,33 |
4,14 |
WZ0121 |
PL0000106068 |
97,64 |
97,92 |
--- |
--- |
97,78 |
--- |
DS1021 |
PL0000106670 |
109,10 |
109,40 |
4,33 |
4,28 |
109,25 |
4,31 |
WS0922 |
PL0000102646 |
109,60 |
109,94 |
4,38 |
4,34 |
109,77 |
4,36 |
IZ0823 |
PL0000105359 |
103,80 |
104,87 |
--- |
--- |
104,34 |
--- |
DS1023 |
PL0000107264 |
96,63 |
96,88 |
4,43 |
4,40 |
96,76 |
4,41 |
WZ0124 |
PL0000107454 |
96,32 |
96,72 |
--- |
--- |
96,52 |
--- |
WS0429 |
PL0000105391 |
109,00 |
110,43 |
4,89 |
4,76 |
109,72 |
4,83 |
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 |
3/4 |
1 |
2,150 |
2,260 |
2,250 |
215 |
PS0415 |
PL0000105953 |
3/4 |
1 |
2,260 |
2,260 |
2,260 |
180 |
DS1020 |
PL0000106126 |
3/4 |
1 |
2,260 |
2,260 |
2,260 |
120 |
PS1016 |
PL0000106795 |
3/4 |
1 |
2,250 |
2,250 |
2,250 |
10 |
DS1023 |
PL0000107264 |
3/4 |
1 |
2,270 |
2,270 |
2,270 |
55 |
PS0418 |
PL0000107314 |
3/4 |
1 |
2,210 |
2,210 |
2,210 |
20 |
OK0116 |
PL0000107587 |
3/4 |
1 |
2,300 |
2,300 |
2,300 |
95 |
PS0718 |
PL0000107595 |
3/4 |
1 |
2,260 |
2,300 |
2,275 |
150 |
WZ0121 |
PL0000106068 |
3/4 |
1 |
2,260 |
2,260 |
2,260 |
5 |
DS1023 |
PL0000107264 |
0/3 |
3 |
2,250 |
2,250 |
2,250 |
55 |
PS0718 |
PL0000107595 |
0/3 |
3 |
2,250 |
2,250 |
2,250 |
5 |
WZ0117 |
PL0000106936 |
0/3 |
3 |
2,260 |
2,260 |
2,260 |
5 |
OK0714 |
PL0000107009 |
0/7 |
7 |
2,000 |
2,000 |
2,000 |
135 |
WS0922 |
PL0000102646 |
3/10 |
7 |
2,260 |
2,260 |
2,260 |
100 |
DS1017 |
PL0000104543 |
3/10 |
7 |
2,260 |
2,260 |
2,260 |
90 |
DS1019 |
PL0000105441 |
3/10 |
7 |
2,260 |
2,260 |
2,260 |
20 |
PS0416 |
PL0000106340 |
3/10 |
7 |
2,290 |
2,290 |
2,290 |
200 |
OK0116 |
PL0000107587 |
3/10 |
7 |
2,250 |
2,250 |
2,250 |
245 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
2,260 |
2,260 |
2,260 |
25 |
WZ0117 |
PL0000106936 |
3/10 |
7 |
2,260 |
2,260 |
2,260 |
5 |
WZ0119 |
PL0000107603 |
3/10 |
7 |
2,260 |
2,260 |
2,260 |
60 |
PS0415 |
PL0000105953 |
4/11 |
7 |
2,300 |
2,300 |
2,300 |
200 |
WZ0117 |
PL0000106936 |
4/11 |
7 |
2,300 |
2,300 |
2,300 |
75 |
TOTAL |
2 070 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/3 |
3 |
2,530 |
2,530 |
2,530 |
800 |
TOTAL |
800 |