2014-02-13 |
MARKET DATA |
No 30 (2312) |
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 |
610,00 |
609,40 |
53 |
860,00 |
875,48 |
15 |
1 470,00 |
1 484,88 |
68 |
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 |
100,56 |
100,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
98,96 |
99,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,07 |
103,07 |
103,06 |
103,06 |
103,06 |
103,06 |
103,06 |
30 000 |
32,27 |
2 |
OK0715 |
PL0000107405 |
95,91 |
95,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,22 |
105,26 |
105,22 |
105,22 |
105,21 |
105,21 |
105,21 |
45 000 |
48,24 |
3 |
OK0116 |
PL0000107587 |
94,30 |
94,30 |
94,30 |
94,30 |
94,30 |
94,30 |
94,30 |
40 000 |
37,72 |
2 |
PS0416 |
PL0000106340 |
103,82 |
103,84 |
103,82 |
103,82 |
103,80 |
103,80 |
103,81 |
35 000 |
37,76 |
2 |
OK0716 |
PL0000107926 |
92,60 |
92,65 |
92,60 |
92,60 |
92,60 |
92,60 |
92,60 |
10 000 |
9,26 |
1 |
PS1016 |
PL0000106795 |
103,70 |
103,69 |
103,72 |
103,74 |
103,72 |
103,74 |
103,73 |
20 000 |
21,05 |
2 |
PS0417 |
PL0000107058 |
103,55 |
103,53 |
103,50 |
103,50 |
103,50 |
103,50 |
103,50 |
10 000 |
10,74 |
1 |
DS1017 |
PL0000104543 |
105,37 |
105,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
99,84 |
99,81 |
99,82 |
99,82 |
99,81 |
99,81 |
99,82 |
20 000 |
20,58 |
2 |
PS0718 |
PL0000107595 |
94,53 |
94,45 |
94,50 |
94,51 |
94,42 |
94,51 |
94,45 |
165 000 |
158,19 |
17 |
DS1019 |
PL0000105441 |
107,10 |
107,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,73 |
105,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,55 |
108,45 |
108,55 |
108,57 |
108,45 |
108,57 |
108,52 |
30 000 |
33,10 |
3 |
WS0922 |
PL0000102646 |
108,98 |
108,93 |
108,98 |
108,98 |
108,98 |
108,98 |
108,98 |
10 000 |
11,13 |
1 |
DS1023 |
PL0000107264 |
95,93 |
95,80 |
95,80 |
96,03 |
95,75 |
95,88 |
95,86 |
195 000 |
189,38 |
17 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
108,75 |
108,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,15 |
104,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
103,90 |
104,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,01 |
100,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,71 |
99,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,35 |
99,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
98,95 |
99,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,63 |
97,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,50 |
96,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
610 000 |
609,40 |
53 |
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 |
106,00 |
106,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,10 |
109,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,30 |
119,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
101,50 |
101,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
114,40 |
114,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
112,30 |
112,70 |
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 |
98,94 |
99,04 |
2,47 |
2,24 |
98,99 |
2,36 |
WZ0115 |
PL0000106480 |
99,98 |
100,08 |
--- |
--- |
100,03 |
--- |
PS0415 |
PL0000105953 |
103,03 |
103,12 |
2,85 |
2,77 |
103,08 |
2,81 |
OK0715 |
PL0000107405 |
95,87 |
95,99 |
2,99 |
2,90 |
95,93 |
2,94 |
DS1015 |
PL0000103602 |
105,18 |
105,32 |
3,03 |
2,95 |
105,25 |
2,99 |
OK0116 |
PL0000107587 |
94,21 |
94,35 |
3,13 |
3,05 |
94,28 |
3,09 |
PS0416 |
PL0000106340 |
103,79 |
103,93 |
3,17 |
3,10 |
103,86 |
3,13 |
OK0716 |
PL0000107926 |
92,56 |
92,73 |
3,23 |
3,15 |
92,65 |
3,18 |
IZ0816 |
PL0000103529 |
103,83 |
104,88 |
--- |
--- |
104,36 |
--- |
PS1016 |
PL0000106795 |
103,62 |
103,75 |
3,31 |
3,26 |
103,69 |
3,28 |
WZ0117 |
PL0000106936 |
99,62 |
99,87 |
--- |
--- |
99,75 |
--- |
PS0417 |
PL0000107058 |
103,45 |
103,63 |
3,58 |
3,52 |
103,54 |
3,55 |
DS1017 |
PL0000104543 |
105,26 |
105,48 |
3,69 |
3,63 |
105,37 |
3,66 |
WZ0118 |
PL0000104717 |
99,25 |
99,50 |
--- |
--- |
99,38 |
--- |
PS0418 |
PL0000107314 |
99,78 |
99,99 |
3,80 |
3,75 |
99,89 |
3,77 |
PS0718 |
PL0000107595 |
94,45 |
94,65 |
3,88 |
3,83 |
94,55 |
3,86 |
WZ0119 |
PL0000107603 |
98,90 |
99,14 |
--- |
--- |
99,02 |
--- |
DS1019 |
PL0000105441 |
107,01 |
107,28 |
4,09 |
4,03 |
107,15 |
4,06 |
DS1020 |
PL0000106126 |
105,58 |
105,88 |
4,27 |
4,21 |
105,73 |
4,24 |
WZ0121 |
PL0000106068 |
97,54 |
97,84 |
--- |
--- |
97,69 |
--- |
DS1021 |
PL0000106670 |
108,34 |
108,69 |
4,44 |
4,39 |
108,52 |
4,41 |
WS0922 |
PL0000102646 |
108,79 |
109,17 |
4,49 |
4,44 |
108,98 |
4,46 |
IZ0823 |
PL0000105359 |
103,56 |
104,61 |
--- |
--- |
104,09 |
--- |
DS1023 |
PL0000107264 |
95,73 |
96,08 |
4,55 |
4,50 |
95,91 |
4,53 |
WZ0124 |
PL0000107454 |
96,35 |
96,70 |
--- |
--- |
96,53 |
--- |
WS0429 |
PL0000105391 |
108,31 |
109,38 |
4,95 |
4,86 |
108,85 |
4,90 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
98,94 |
99,04 |
2,47 |
2,24 |
98,99 |
2,36 |
WZ0115 |
PL0000106480 |
99,97 |
100,08 |
--- |
--- |
100,03 |
--- |
PS0415 |
PL0000105953 |
103,04 |
103,10 |
2,84 |
2,79 |
103,07 |
2,82 |
OK0715 |
PL0000107405 |
95,87 |
95,98 |
2,99 |
2,90 |
95,93 |
2,94 |
DS1015 |
PL0000103602 |
105,18 |
105,30 |
3,03 |
2,96 |
105,24 |
3,00 |
OK0116 |
PL0000107587 |
94,20 |
94,32 |
3,13 |
3,06 |
94,26 |
3,10 |
PS0416 |
PL0000106340 |
103,78 |
103,87 |
3,17 |
3,13 |
103,83 |
3,15 |
OK0716 |
PL0000107926 |
92,50 |
92,69 |
3,25 |
3,17 |
92,60 |
3,21 |
IZ0816 |
PL0000103529 |
103,86 |
104,78 |
--- |
--- |
104,32 |
--- |
PS1016 |
PL0000106795 |
103,64 |
103,79 |
3,30 |
3,24 |
103,72 |
3,27 |
WZ0117 |
PL0000106936 |
99,64 |
99,86 |
--- |
--- |
99,75 |
--- |
PS0417 |
PL0000107058 |
103,49 |
103,64 |
3,56 |
3,51 |
103,57 |
3,54 |
DS1017 |
PL0000104543 |
105,27 |
105,46 |
3,69 |
3,63 |
105,37 |
3,66 |
WZ0118 |
PL0000104717 |
99,29 |
99,49 |
--- |
--- |
99,39 |
--- |
PS0418 |
PL0000107314 |
99,74 |
99,92 |
3,81 |
3,77 |
99,83 |
3,79 |
PS0718 |
PL0000107595 |
94,43 |
94,61 |
3,89 |
3,84 |
94,52 |
3,86 |
WZ0119 |
PL0000107603 |
98,90 |
99,10 |
--- |
--- |
99,00 |
--- |
DS1019 |
PL0000105441 |
107,03 |
107,22 |
4,08 |
4,05 |
107,13 |
4,06 |
DS1020 |
PL0000106126 |
105,55 |
105,84 |
4,27 |
4,22 |
105,70 |
4,25 |
WZ0121 |
PL0000106068 |
97,56 |
97,84 |
--- |
--- |
97,70 |
--- |
DS1021 |
PL0000106670 |
108,38 |
108,65 |
4,43 |
4,39 |
108,52 |
4,41 |
WS0922 |
PL0000102646 |
108,81 |
109,09 |
4,49 |
4,45 |
108,95 |
4,47 |
IZ0823 |
PL0000105359 |
103,62 |
104,64 |
--- |
--- |
104,13 |
--- |
DS1023 |
PL0000107264 |
95,75 |
95,97 |
4,55 |
4,52 |
95,86 |
4,53 |
WZ0124 |
PL0000107454 |
96,32 |
96,71 |
--- |
--- |
96,52 |
--- |
WS0429 |
PL0000105391 |
108,50 |
109,28 |
4,94 |
4,87 |
108,89 |
4,90 |
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 |
1/4 |
3 |
2,250 |
2,300 |
2,275 |
80 |
PS0418 |
PL0000107314 |
1/4 |
3 |
2,210 |
2,210 |
2,210 |
10 |
OK0715 |
PL0000107405 |
1/4 |
3 |
2,260 |
2,260 |
2,260 |
10 |
OK0116 |
PL0000107587 |
1/4 |
3 |
2,300 |
2,350 |
2,321 |
175 |
DS1015 |
PL0000103602 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
30 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,250 |
2,300 |
2,298 |
125 |
PS0416 |
PL0000106340 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
20 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,210 |
2,250 |
2,238 |
115 |
OK0715 |
PL0000107405 |
1/8 |
7 |
2,300 |
2,300 |
2,300 |
55 |
PS0718 |
PL0000107595 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
40 |
PS0416 |
PL0000106340 |
4/11 |
7 |
2,340 |
2,340 |
2,340 |
200 |
TOTAL |
860 |