2014-02-14 |
MARKET DATA |
No 31 (2313) |
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 |
1 162,50 |
1 196,90 |
86 |
1 090,00 |
1 098,61 |
15 |
2 252,50 |
2 295,51 |
101 |
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 |
100,58 |
100,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
98,97 |
99,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,09 |
103,08 |
103,10 |
103,10 |
103,09 |
103,09 |
103,09 |
100 000 |
107,60 |
3 |
OK0715 |
PL0000107405 |
95,99 |
95,97 |
95,98 |
95,99 |
95,98 |
95,99 |
95,99 |
55 000 |
52,79 |
4 |
DS1015 |
PL0000103602 |
105,27 |
105,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
94,36 |
94,32 |
94,32 |
94,32 |
94,32 |
94,32 |
94,32 |
20 000 |
18,86 |
1 |
PS0416 |
PL0000106340 |
103,90 |
103,85 |
103,86 |
103,86 |
103,86 |
103,86 |
103,86 |
10 000 |
10,80 |
1 |
OK0716 |
PL0000107926 |
92,70 |
92,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,80 |
103,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,84 |
103,61 |
103,73 |
103,87 |
103,72 |
103,84 |
103,78 |
245 000 |
263,80 |
17 |
DS1017 |
PL0000104543 |
105,59 |
105,42 |
105,56 |
105,56 |
105,56 |
105,56 |
105,56 |
55 000 |
58,98 |
3 |
PS0418 |
PL0000107314 |
100,10 |
99,88 |
99,94 |
100,11 |
99,94 |
100,11 |
100,00 |
30 000 |
30,92 |
3 |
PS0718 |
PL0000107595 |
94,85 |
94,57 |
94,65 |
94,85 |
94,65 |
94,79 |
94,79 |
225 000 |
216,49 |
16 |
DS1019 |
PL0000105441 |
107,47 |
107,19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,13 |
105,79 |
106,07 |
106,07 |
106,07 |
106,07 |
106,07 |
10 000 |
10,77 |
1 |
DS1021 |
PL0000106670 |
108,98 |
108,64 |
108,64 |
109,06 |
108,64 |
108,98 |
108,95 |
167 500 |
185,56 |
14 |
WS0922 |
PL0000102646 |
109,36 |
109,05 |
109,35 |
109,35 |
109,35 |
109,35 |
109,35 |
10 000 |
11,17 |
1 |
DS1023 |
PL0000107264 |
96,33 |
95,95 |
95,95 |
96,35 |
95,95 |
96,25 |
96,24 |
235 000 |
229,16 |
22 |
WS0428 |
PL0000107611 |
78,42 |
79,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
110,00 |
109,19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
74,49 |
130,58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,10 |
104,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,10 |
104,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,02 |
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 |
98,98 |
99,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,65 |
97,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,52 |
96,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 162 500 |
1 196,90 |
86 |
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 |
109,20 |
109,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,30 |
119,70 |
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 |
114,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
112,40 |
112,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
116,20 |
117,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
109,40 |
109,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
102,15 |
102,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
105,00 |
105,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
121,75 |
122,20 |
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 |
98,93 |
99,05 |
2,51 |
2,23 |
98,99 |
2,37 |
WZ0115 |
PL0000106480 |
99,97 |
100,08 |
--- |
--- |
100,03 |
--- |
PS0415 |
PL0000105953 |
103,03 |
103,10 |
2,84 |
2,79 |
103,07 |
2,81 |
OK0715 |
PL0000107405 |
95,87 |
95,99 |
2,99 |
2,90 |
95,93 |
2,95 |
DS1015 |
PL0000103602 |
105,16 |
105,29 |
3,04 |
2,96 |
105,23 |
3,00 |
OK0116 |
PL0000107587 |
94,20 |
94,34 |
3,14 |
3,06 |
94,27 |
3,10 |
PS0416 |
PL0000106340 |
103,77 |
103,88 |
3,17 |
3,12 |
103,83 |
3,15 |
OK0716 |
PL0000107926 |
92,50 |
92,68 |
3,26 |
3,17 |
92,59 |
3,22 |
IZ0816 |
PL0000103529 |
103,83 |
104,78 |
--- |
--- |
104,31 |
--- |
PS1016 |
PL0000106795 |
103,64 |
103,79 |
3,30 |
3,24 |
103,72 |
3,27 |
WZ0117 |
PL0000106936 |
99,62 |
99,85 |
--- |
--- |
99,74 |
--- |
PS0417 |
PL0000107058 |
103,48 |
103,65 |
3,57 |
3,51 |
103,57 |
3,54 |
DS1017 |
PL0000104543 |
105,27 |
105,47 |
3,68 |
3,63 |
105,37 |
3,66 |
WZ0118 |
PL0000104717 |
99,26 |
99,50 |
--- |
--- |
99,38 |
--- |
PS0418 |
PL0000107314 |
99,73 |
99,94 |
3,82 |
3,76 |
99,84 |
3,79 |
PS0718 |
PL0000107595 |
94,45 |
94,63 |
3,88 |
3,84 |
94,54 |
3,86 |
WZ0119 |
PL0000107603 |
98,93 |
99,14 |
--- |
--- |
99,04 |
--- |
DS1019 |
PL0000105441 |
107,00 |
107,24 |
4,09 |
4,04 |
107,12 |
4,06 |
DS1020 |
PL0000106126 |
105,54 |
105,87 |
4,27 |
4,22 |
105,71 |
4,24 |
WZ0121 |
PL0000106068 |
97,55 |
97,85 |
--- |
--- |
97,70 |
--- |
DS1021 |
PL0000106670 |
108,40 |
108,71 |
4,43 |
4,38 |
108,56 |
4,41 |
WS0922 |
PL0000102646 |
108,81 |
109,12 |
4,48 |
4,44 |
108,97 |
4,46 |
IZ0823 |
PL0000105359 |
103,50 |
104,59 |
--- |
--- |
104,05 |
--- |
DS1023 |
PL0000107264 |
95,75 |
96,09 |
4,55 |
4,50 |
95,92 |
4,52 |
WZ0124 |
PL0000107454 |
96,38 |
96,71 |
--- |
--- |
96,55 |
--- |
WS0429 |
PL0000105391 |
108,02 |
109,58 |
4,98 |
4,84 |
108,80 |
4,91 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
98,93 |
99,06 |
2,51 |
2,21 |
99,00 |
2,35 |
WZ0115 |
PL0000106480 |
99,99 |
100,08 |
--- |
--- |
100,04 |
--- |
PS0415 |
PL0000105953 |
103,06 |
103,13 |
2,82 |
2,76 |
103,10 |
2,79 |
OK0715 |
PL0000107405 |
95,97 |
96,03 |
2,92 |
2,87 |
96,00 |
2,90 |
DS1015 |
PL0000103602 |
105,23 |
105,36 |
3,00 |
2,92 |
105,30 |
2,96 |
OK0116 |
PL0000107587 |
94,33 |
94,42 |
3,06 |
3,01 |
94,38 |
3,04 |
PS0416 |
PL0000106340 |
103,86 |
104,00 |
3,13 |
3,07 |
103,93 |
3,10 |
OK0716 |
PL0000107926 |
92,63 |
92,82 |
3,20 |
3,11 |
92,73 |
3,15 |
IZ0816 |
PL0000103529 |
103,88 |
104,79 |
--- |
--- |
104,34 |
--- |
PS1016 |
PL0000106795 |
103,73 |
103,89 |
3,26 |
3,20 |
103,81 |
3,23 |
WZ0117 |
PL0000106936 |
99,63 |
99,89 |
--- |
--- |
99,76 |
--- |
PS0417 |
PL0000107058 |
103,72 |
103,87 |
3,49 |
3,44 |
103,80 |
3,46 |
DS1017 |
PL0000104543 |
105,50 |
105,69 |
3,62 |
3,57 |
105,60 |
3,59 |
WZ0118 |
PL0000104717 |
99,30 |
99,50 |
--- |
--- |
99,40 |
--- |
PS0418 |
PL0000107314 |
100,00 |
100,20 |
3,74 |
3,69 |
100,10 |
3,72 |
PS0718 |
PL0000107595 |
94,70 |
94,88 |
3,82 |
3,77 |
94,79 |
3,79 |
WZ0119 |
PL0000107603 |
98,93 |
99,14 |
--- |
--- |
99,04 |
--- |
DS1019 |
PL0000105441 |
107,30 |
107,52 |
4,03 |
3,99 |
107,41 |
4,01 |
DS1020 |
PL0000106126 |
105,87 |
106,17 |
4,22 |
4,17 |
106,02 |
4,19 |
WZ0121 |
PL0000106068 |
97,58 |
97,87 |
--- |
--- |
97,73 |
--- |
DS1021 |
PL0000106670 |
108,77 |
109,01 |
4,37 |
4,34 |
108,89 |
4,36 |
WS0922 |
PL0000102646 |
109,11 |
109,38 |
4,44 |
4,41 |
109,25 |
4,43 |
IZ0823 |
PL0000105359 |
103,65 |
104,65 |
--- |
--- |
104,15 |
--- |
DS1023 |
PL0000107264 |
96,03 |
96,33 |
4,51 |
4,47 |
96,18 |
4,49 |
WZ0124 |
PL0000107454 |
96,44 |
96,76 |
--- |
--- |
96,60 |
--- |
WS0429 |
PL0000105391 |
108,09 |
111,55 |
4,97 |
4,67 |
109,82 |
4,82 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ0117 |
PL0000106936 |
3/4 |
1 |
2,370 |
2,370 |
2,370 |
60 |
PS0718 |
PL0000107595 |
0/3 |
3 |
2,300 |
2,350 |
2,325 |
80 |
DS1017 |
PL0000104543 |
3/10 |
7 |
2,350 |
2,350 |
2,350 |
90 |
DS1019 |
PL0000105441 |
3/10 |
7 |
2,350 |
2,350 |
2,350 |
100 |
DS1021 |
PL0000106670 |
3/10 |
7 |
2,350 |
2,350 |
2,350 |
10 |
DS1023 |
PL0000107264 |
3/10 |
7 |
2,350 |
2,350 |
2,350 |
115 |
OK0116 |
PL0000107587 |
3/10 |
7 |
2,300 |
2,300 |
2,300 |
245 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
2,350 |
2,350 |
2,350 |
25 |
WZ0115 |
PL0000106480 |
3/10 |
7 |
2,350 |
2,350 |
2,350 |
40 |
PS0415 |
PL0000105953 |
4/11 |
7 |
2,350 |
2,350 |
2,350 |
200 |
OK0116 |
PL0000107587 |
4/11 |
7 |
2,350 |
2,350 |
2,350 |
50 |
WZ0121 |
PL0000106068 |
4/11 |
7 |
2,350 |
2,350 |
2,350 |
75 |
TOTAL |
1 090 |