2014-02-20 |
MARKET DATA |
No 35 (2317) |
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 |
957,50 |
964,71 |
70 |
1 555,00 |
1 620,31 |
17 |
2 512,50 |
2 585,02 |
87 |
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 |
100,52 |
100,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
99,03 |
99,05 |
99,05 |
99,05 |
99,05 |
99,05 |
99,05 |
35 000 |
34,67 |
2 |
PS0415 |
PL0000105953 |
103,06 |
103,06 |
103,07 |
103,07 |
103,05 |
103,05 |
103,06 |
20 000 |
21,53 |
2 |
OK0715 |
PL0000107405 |
96,01 |
96,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,20 |
105,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
94,37 |
94,39 |
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 |
92,62 |
92,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,74 |
103,77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,83 |
103,68 |
103,73 |
103,81 |
103,73 |
103,81 |
103,78 |
170 000 |
183,18 |
8 |
DS1017 |
PL0000104543 |
105,60 |
105,49 |
105,55 |
105,60 |
105,55 |
105,60 |
105,56 |
30 000 |
32,19 |
2 |
PS0418 |
PL0000107314 |
100,02 |
99,90 |
99,83 |
100,02 |
99,82 |
100,02 |
99,89 |
50 000 |
51,51 |
6 |
PS0718 |
PL0000107595 |
94,66 |
94,55 |
94,50 |
94,73 |
94,48 |
94,73 |
94,60 |
175 000 |
168,11 |
11 |
DS1019 |
PL0000105441 |
107,26 |
107,16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,86 |
105,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
108,72 |
108,59 |
108,59 |
108,72 |
108,59 |
108,72 |
108,66 |
25 000 |
27,65 |
3 |
WS0922 |
PL0000102646 |
109,05 |
108,95 |
109,12 |
109,12 |
109,01 |
109,01 |
109,07 |
20 000 |
22,30 |
2 |
DS1023 |
PL0000107264 |
96,03 |
95,70 |
95,70 |
96,05 |
95,65 |
96,00 |
95,85 |
315 000 |
306,13 |
31 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
108,47 |
109,12 |
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 |
104,00 |
104,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
103,78 |
104,19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,03 |
100,03 |
100,02 |
100,02 |
100,02 |
100,02 |
100,02 |
107 500 |
107,76 |
2 |
WZ0117 |
PL0000106936 |
99,73 |
99,78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,31 |
99,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
98,98 |
99,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,69 |
97,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,52 |
96,59 |
96,52 |
96,52 |
96,52 |
96,52 |
96,52 |
10 000 |
9,67 |
1 |
TOTAL |
957 500 |
964,71 |
70 |
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 |
106,05 |
106,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,20 |
109,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,40 |
119,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
101,65 |
102,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
114,70 |
115,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
112,75 |
113,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
116,25 |
117,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
109,60 |
110,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
102,45 |
102,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
105,10 |
105,69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
122,00 |
123,00 |
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 |
99,00 |
99,08 |
2,44 |
2,24 |
99,04 |
2,34 |
WZ0115 |
PL0000106480 |
99,99 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0415 |
PL0000105953 |
103,03 |
103,09 |
2,81 |
2,76 |
103,06 |
2,78 |
OK0715 |
PL0000107405 |
95,99 |
96,07 |
2,94 |
2,88 |
96,03 |
2,91 |
DS1015 |
PL0000103602 |
105,16 |
105,29 |
3,01 |
2,93 |
105,23 |
2,97 |
OK0116 |
PL0000107587 |
94,31 |
94,42 |
3,10 |
3,04 |
94,37 |
3,07 |
PS0416 |
PL0000106340 |
103,79 |
103,90 |
3,15 |
3,10 |
103,85 |
3,12 |
OK0716 |
PL0000107926 |
92,53 |
92,71 |
3,27 |
3,18 |
92,62 |
3,22 |
IZ0816 |
PL0000103529 |
103,80 |
104,72 |
--- |
--- |
104,26 |
--- |
PS1016 |
PL0000106795 |
103,66 |
103,80 |
3,28 |
3,23 |
103,73 |
3,26 |
WZ0117 |
PL0000106936 |
99,66 |
99,83 |
--- |
--- |
99,75 |
--- |
PS0417 |
PL0000107058 |
103,59 |
103,76 |
3,52 |
3,47 |
103,68 |
3,49 |
DS1017 |
PL0000104543 |
105,38 |
105,58 |
3,65 |
3,59 |
105,48 |
3,62 |
WZ0118 |
PL0000104717 |
99,26 |
99,46 |
--- |
--- |
99,36 |
--- |
PS0418 |
PL0000107314 |
99,86 |
100,02 |
3,78 |
3,74 |
99,94 |
3,76 |
PS0718 |
PL0000107595 |
94,46 |
94,63 |
3,88 |
3,84 |
94,55 |
3,86 |
WZ0119 |
PL0000107603 |
98,90 |
99,14 |
--- |
--- |
99,02 |
--- |
DS1019 |
PL0000105441 |
107,02 |
107,26 |
4,08 |
4,03 |
107,14 |
4,06 |
DS1020 |
PL0000106126 |
105,63 |
105,90 |
4,25 |
4,21 |
105,77 |
4,23 |
WZ0121 |
PL0000106068 |
97,57 |
97,81 |
--- |
--- |
97,69 |
--- |
DS1021 |
PL0000106670 |
108,49 |
108,74 |
4,41 |
4,38 |
108,62 |
4,39 |
WS0922 |
PL0000102646 |
108,80 |
109,10 |
4,48 |
4,44 |
108,95 |
4,46 |
IZ0823 |
PL0000105359 |
103,45 |
104,51 |
--- |
--- |
103,98 |
--- |
DS1023 |
PL0000107264 |
95,74 |
95,97 |
4,55 |
4,52 |
95,86 |
4,53 |
WZ0124 |
PL0000107454 |
96,42 |
96,67 |
--- |
--- |
96,55 |
--- |
WS0429 |
PL0000105391 |
107,79 |
109,84 |
5,00 |
4,82 |
108,82 |
4,91 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
99,01 |
99,10 |
2,42 |
2,20 |
99,06 |
2,29 |
WZ0115 |
PL0000106480 |
100,00 |
100,06 |
--- |
--- |
100,03 |
--- |
PS0415 |
PL0000105953 |
103,03 |
103,09 |
2,81 |
2,76 |
103,06 |
2,78 |
OK0715 |
PL0000107405 |
95,99 |
96,08 |
2,94 |
2,87 |
96,04 |
2,90 |
DS1015 |
PL0000103602 |
105,18 |
105,30 |
3,00 |
2,93 |
105,24 |
2,96 |
OK0116 |
PL0000107587 |
94,33 |
94,44 |
3,09 |
3,03 |
94,39 |
3,06 |
PS0416 |
PL0000106340 |
103,82 |
103,94 |
3,14 |
3,08 |
103,88 |
3,11 |
OK0716 |
PL0000107926 |
92,58 |
92,76 |
3,24 |
3,16 |
92,67 |
3,20 |
IZ0816 |
PL0000103529 |
103,80 |
104,72 |
--- |
--- |
104,26 |
--- |
PS1016 |
PL0000106795 |
103,71 |
103,85 |
3,26 |
3,21 |
103,78 |
3,24 |
WZ0117 |
PL0000106936 |
99,66 |
99,83 |
--- |
--- |
99,75 |
--- |
PS0417 |
PL0000107058 |
103,77 |
103,91 |
3,46 |
3,42 |
103,84 |
3,44 |
DS1017 |
PL0000104543 |
105,55 |
105,71 |
3,60 |
3,55 |
105,63 |
3,58 |
WZ0118 |
PL0000104717 |
99,28 |
99,49 |
--- |
--- |
99,39 |
--- |
PS0418 |
PL0000107314 |
99,96 |
100,08 |
3,76 |
3,72 |
100,02 |
3,74 |
PS0718 |
PL0000107595 |
94,59 |
94,76 |
3,85 |
3,81 |
94,68 |
3,83 |
WZ0119 |
PL0000107603 |
98,92 |
99,09 |
--- |
--- |
99,01 |
--- |
DS1019 |
PL0000105441 |
107,18 |
107,35 |
4,05 |
4,02 |
107,27 |
4,03 |
DS1020 |
PL0000106126 |
105,71 |
106,00 |
4,24 |
4,19 |
105,86 |
4,22 |
WZ0121 |
PL0000106068 |
97,61 |
97,85 |
--- |
--- |
97,73 |
--- |
DS1021 |
PL0000106670 |
108,61 |
108,82 |
4,40 |
4,36 |
108,72 |
4,38 |
WS0922 |
PL0000102646 |
108,99 |
109,21 |
4,46 |
4,43 |
109,10 |
4,44 |
IZ0823 |
PL0000105359 |
103,50 |
104,57 |
--- |
--- |
104,04 |
--- |
DS1023 |
PL0000107264 |
95,93 |
96,17 |
4,52 |
4,49 |
96,05 |
4,51 |
WZ0124 |
PL0000107454 |
96,44 |
96,67 |
--- |
--- |
96,56 |
--- |
WS0429 |
PL0000105391 |
107,87 |
111,18 |
4,99 |
4,70 |
109,53 |
4,84 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
0/1 |
1 |
2,260 |
2,260 |
2,260 |
10 |
DS1023 |
PL0000107264 |
1/4 |
3 |
2,260 |
2,300 |
2,280 |
110 |
OK0116 |
PL0000107587 |
0/4 |
4 |
2,350 |
2,350 |
2,350 |
30 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,260 |
2,260 |
2,260 |
230 |
DS1015 |
PL0000103602 |
1/8 |
7 |
2,260 |
2,260 |
2,260 |
310 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,260 |
2,260 |
2,260 |
75 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,260 |
2,260 |
2,260 |
60 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,260 |
2,260 |
2,260 |
150 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,200 |
2,200 |
2,200 |
65 |
OK0715 |
PL0000107405 |
1/8 |
7 |
2,200 |
2,260 |
2,239 |
160 |
OK0116 |
PL0000107587 |
1/8 |
7 |
2,300 |
2,300 |
2,300 |
65 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
2,260 |
2,260 |
2,260 |
30 |
DS1017 |
PL0000104543 |
4/11 |
7 |
2,280 |
2,280 |
2,280 |
140 |
DS1023 |
PL0000107264 |
4/11 |
7 |
2,300 |
2,300 |
2,300 |
120 |
TOTAL |
1 555 |