2014-02-21 |
MARKET DATA |
No 36 (2318) |
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 |
1 380,00 |
1 423,30 |
116 |
1 150,00 |
1 183,02 |
13 |
2 530,00 |
2 606,32 |
129 |
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 |
100,51 |
100,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
99,04 |
99,08 |
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 |
20 000 |
21,53 |
2 |
OK0715 |
PL0000107405 |
96,05 |
96,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,24 |
105,28 |
105,23 |
105,23 |
105,23 |
105,23 |
105,23 |
10 000 |
10,74 |
1 |
OK0116 |
PL0000107587 |
94,43 |
94,44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,91 |
103,91 |
103,91 |
103,91 |
103,90 |
103,90 |
103,91 |
27 500 |
29,73 |
2 |
OK0716 |
PL0000107926 |
92,80 |
92,75 |
92,75 |
92,95 |
92,75 |
92,95 |
92,86 |
145 000 |
134,65 |
14 |
PS1016 |
PL0000106795 |
103,88 |
103,84 |
103,86 |
103,92 |
103,86 |
103,92 |
103,90 |
185 000 |
195,17 |
13 |
PS0417 |
PL0000107058 |
104,10 |
103,89 |
103,95 |
104,10 |
103,95 |
104,05 |
104,04 |
170 000 |
183,64 |
8 |
DS1017 |
PL0000104543 |
105,87 |
105,70 |
105,87 |
105,90 |
105,80 |
105,90 |
105,85 |
105 000 |
113,00 |
7 |
PS0418 |
PL0000107314 |
100,42 |
100,10 |
100,41 |
100,41 |
100,40 |
100,40 |
100,40 |
55 000 |
56,95 |
4 |
PS0718 |
PL0000107595 |
95,06 |
94,76 |
94,85 |
95,05 |
94,83 |
95,05 |
94,90 |
175 000 |
168,66 |
15 |
DS1019 |
PL0000105441 |
107,77 |
107,37 |
107,40 |
107,46 |
107,40 |
107,46 |
107,42 |
50 000 |
54,63 |
5 |
DS1020 |
PL0000106126 |
106,42 |
106,00 |
106,10 |
106,10 |
106,10 |
106,10 |
106,10 |
20 000 |
21,57 |
2 |
DS1021 |
PL0000106670 |
109,35 |
108,84 |
108,95 |
109,35 |
108,80 |
109,30 |
108,95 |
120 000 |
133,07 |
13 |
WS0922 |
PL0000102646 |
109,62 |
109,27 |
109,39 |
109,74 |
109,38 |
109,74 |
109,55 |
57 500 |
64,39 |
7 |
DS1023 |
PL0000107264 |
96,60 |
96,22 |
96,25 |
96,68 |
96,25 |
96,68 |
96,49 |
195 000 |
190,79 |
21 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
109,41 |
109,46 |
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 |
104,20 |
104,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,05 |
104,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,03 |
100,04 |
100,03 |
100,03 |
100,03 |
100,03 |
100,03 |
35 000 |
35,09 |
1 |
WZ0117 |
PL0000106936 |
99,70 |
99,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,35 |
99,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,02 |
99,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,73 |
97,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,55 |
96,61 |
96,62 |
96,62 |
96,62 |
96,62 |
96,62 |
10 000 |
9,69 |
1 |
TOTAL |
1 380 000 |
1 423,30 |
116 |
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 |
106,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,30 |
109,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,45 |
119,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
101,70 |
102,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
114,85 |
115,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
112,60 |
113,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
116,30 |
117,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
109,40 |
110,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
102,25 |
102,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
105,10 |
105,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
121,75 |
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 |
99,02 |
99,11 |
2,41 |
2,19 |
99,07 |
2,28 |
WZ0115 |
PL0000106480 |
99,99 |
100,07 |
--- |
--- |
100,03 |
--- |
PS0415 |
PL0000105953 |
103,03 |
103,09 |
2,80 |
2,75 |
103,06 |
2,78 |
OK0715 |
PL0000107405 |
96,02 |
96,11 |
2,92 |
2,85 |
96,07 |
2,88 |
DS1015 |
PL0000103602 |
105,20 |
105,31 |
2,98 |
2,91 |
105,26 |
2,94 |
OK0116 |
PL0000107587 |
94,36 |
94,46 |
3,08 |
3,02 |
94,41 |
3,05 |
PS0416 |
PL0000106340 |
103,83 |
103,95 |
3,13 |
3,07 |
103,89 |
3,10 |
OK0716 |
PL0000107926 |
92,62 |
92,78 |
3,23 |
3,15 |
92,70 |
3,19 |
IZ0816 |
PL0000103529 |
103,75 |
104,81 |
--- |
--- |
104,28 |
--- |
PS1016 |
PL0000106795 |
103,74 |
103,88 |
3,25 |
3,20 |
103,81 |
3,22 |
WZ0117 |
PL0000106936 |
99,67 |
99,84 |
--- |
--- |
99,76 |
--- |
PS0417 |
PL0000107058 |
103,84 |
103,99 |
3,44 |
3,39 |
103,92 |
3,41 |
DS1017 |
PL0000104543 |
105,60 |
105,75 |
3,58 |
3,54 |
105,68 |
3,56 |
WZ0118 |
PL0000104717 |
99,28 |
99,49 |
--- |
--- |
99,39 |
--- |
PS0418 |
PL0000107314 |
100,03 |
100,19 |
3,74 |
3,69 |
100,11 |
3,72 |
PS0718 |
PL0000107595 |
94,68 |
94,85 |
3,83 |
3,78 |
94,77 |
3,81 |
WZ0119 |
PL0000107603 |
98,93 |
99,15 |
--- |
--- |
99,04 |
--- |
DS1019 |
PL0000105441 |
107,31 |
107,51 |
4,02 |
3,99 |
107,41 |
4,00 |
DS1020 |
PL0000106126 |
105,92 |
106,17 |
4,21 |
4,16 |
106,05 |
4,18 |
WZ0121 |
PL0000106068 |
97,62 |
97,86 |
--- |
--- |
97,74 |
--- |
DS1021 |
PL0000106670 |
108,80 |
109,02 |
4,37 |
4,33 |
108,91 |
4,35 |
WS0922 |
PL0000102646 |
109,20 |
109,45 |
4,43 |
4,40 |
109,33 |
4,41 |
IZ0823 |
PL0000105359 |
103,61 |
104,65 |
--- |
--- |
104,13 |
--- |
DS1023 |
PL0000107264 |
96,18 |
96,43 |
4,49 |
4,46 |
96,31 |
4,47 |
WZ0124 |
PL0000107454 |
96,45 |
96,70 |
--- |
--- |
96,58 |
--- |
WS0429 |
PL0000105391 |
107,95 |
111,14 |
4,98 |
4,70 |
109,55 |
4,84 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
99,02 |
99,11 |
2,41 |
2,19 |
99,07 |
2,28 |
WZ0115 |
PL0000106480 |
100,00 |
100,07 |
--- |
--- |
100,04 |
--- |
PS0415 |
PL0000105953 |
103,05 |
103,10 |
2,79 |
2,74 |
103,08 |
2,76 |
OK0715 |
PL0000107405 |
96,03 |
96,11 |
2,91 |
2,85 |
96,07 |
2,88 |
DS1015 |
PL0000103602 |
105,22 |
105,35 |
2,97 |
2,89 |
105,29 |
2,93 |
OK0116 |
PL0000107587 |
94,40 |
94,50 |
3,05 |
3,00 |
94,45 |
3,03 |
PS0416 |
PL0000106340 |
103,88 |
103,99 |
3,11 |
3,06 |
103,94 |
3,08 |
OK0716 |
PL0000107926 |
92,72 |
92,92 |
3,18 |
3,09 |
92,82 |
3,14 |
IZ0816 |
PL0000103529 |
103,88 |
104,78 |
--- |
--- |
104,33 |
--- |
PS1016 |
PL0000106795 |
103,83 |
103,98 |
3,22 |
3,16 |
103,91 |
3,19 |
WZ0117 |
PL0000106936 |
99,67 |
99,87 |
--- |
--- |
99,77 |
--- |
PS0417 |
PL0000107058 |
104,01 |
104,16 |
3,38 |
3,34 |
104,09 |
3,36 |
DS1017 |
PL0000104543 |
105,76 |
105,93 |
3,54 |
3,49 |
105,85 |
3,51 |
WZ0118 |
PL0000104717 |
99,31 |
99,53 |
--- |
--- |
99,42 |
--- |
PS0418 |
PL0000107314 |
100,30 |
100,47 |
3,67 |
3,62 |
100,39 |
3,64 |
PS0718 |
PL0000107595 |
94,95 |
95,14 |
3,76 |
3,71 |
95,05 |
3,73 |
WZ0119 |
PL0000107603 |
98,96 |
99,11 |
--- |
--- |
99,04 |
--- |
DS1019 |
PL0000105441 |
107,60 |
107,88 |
3,97 |
3,91 |
107,74 |
3,94 |
DS1020 |
PL0000106126 |
106,29 |
106,57 |
4,14 |
4,10 |
106,43 |
4,12 |
WZ0121 |
PL0000106068 |
97,66 |
97,92 |
--- |
--- |
97,79 |
--- |
DS1021 |
PL0000106670 |
109,23 |
109,51 |
4,30 |
4,26 |
109,37 |
4,28 |
WS0922 |
PL0000102646 |
109,49 |
109,79 |
4,39 |
4,35 |
109,64 |
4,37 |
IZ0823 |
PL0000105359 |
103,72 |
104,76 |
--- |
--- |
104,24 |
--- |
DS1023 |
PL0000107264 |
96,49 |
96,74 |
4,45 |
4,42 |
96,62 |
4,43 |
WZ0124 |
PL0000107454 |
96,48 |
96,73 |
--- |
--- |
96,61 |
--- |
WS0429 |
PL0000105391 |
107,86 |
111,21 |
4,99 |
4,69 |
109,54 |
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) |
(%) |
(%) |
(%) |
PS1016 |
PL0000106795 |
3/4 |
1 |
2,250 |
2,250 |
2,250 |
30 |
DS1023 |
PL0000107264 |
3/4 |
1 |
2,250 |
2,250 |
2,250 |
55 |
PS0418 |
PL0000107314 |
3/4 |
1 |
2,270 |
2,270 |
2,270 |
20 |
DS1023 |
PL0000107264 |
0/3 |
3 |
2,300 |
2,300 |
2,300 |
40 |
DS1019 |
PL0000105441 |
3/10 |
7 |
2,260 |
2,260 |
2,260 |
20 |
PS0416 |
PL0000106340 |
3/10 |
7 |
2,300 |
2,300 |
2,300 |
50 |
PS1016 |
PL0000106795 |
3/10 |
7 |
2,210 |
2,210 |
2,210 |
200 |
PS0417 |
PL0000107058 |
3/10 |
7 |
2,260 |
2,260 |
2,260 |
70 |
DS1023 |
PL0000107264 |
3/10 |
7 |
2,260 |
2,260 |
2,260 |
210 |
PS0418 |
PL0000107314 |
3/10 |
7 |
2,220 |
2,220 |
2,220 |
200 |
PS0718 |
PL0000107595 |
3/10 |
7 |
2,260 |
2,260 |
2,260 |
55 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
2,260 |
2,260 |
2,260 |
50 |
PS0415 |
PL0000105953 |
4/11 |
7 |
2,260 |
2,260 |
2,260 |
150 |
TOTAL |
1 150 |