2014-02-26 |
MARKET DATA |
No 39 (2321) |
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 |
860,00 |
878,26 |
54 |
1 445,00 |
1 477,10 |
15 |
2 305,00 |
2 355,35 |
69 |
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 |
100,47 |
100,53 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
99,06 |
99,07 |
99,06 |
99,06 |
99,06 |
99,06 |
99,06 |
10 000 |
9,91 |
1 |
PS0415 |
PL0000105953 |
103,06 |
103,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
96,10 |
96,13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,26 |
105,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
94,49 |
94,49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,90 |
103,91 |
103,90 |
103,90 |
103,90 |
103,90 |
103,90 |
10 000 |
10,81 |
1 |
OK0716 |
PL0000107926 |
92,88 |
92,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,88 |
103,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,06 |
104,01 |
104,00 |
104,00 |
104,00 |
104,00 |
104,00 |
50 000 |
54,01 |
1 |
DS1017 |
PL0000104543 |
105,98 |
105,96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
100,60 |
100,52 |
100,55 |
100,55 |
100,48 |
100,48 |
100,50 |
135 000 |
139,97 |
13 |
PS0718 |
PL0000107595 |
95,27 |
95,23 |
95,27 |
95,27 |
95,17 |
95,17 |
95,20 |
155 000 |
149,87 |
8 |
DS1019 |
PL0000105441 |
108,03 |
107,35 |
107,95 |
107,95 |
107,49 |
107,49 |
107,79 |
30 000 |
32,91 |
3 |
DS1020 |
PL0000106126 |
106,58 |
106,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,60 |
108,78 |
109,60 |
109,60 |
109,58 |
109,58 |
109,59 |
20 000 |
22,32 |
2 |
WS0922 |
PL0000102646 |
109,75 |
109,23 |
109,70 |
109,76 |
109,70 |
109,75 |
109,74 |
100 000 |
112,23 |
9 |
DS1023 |
PL0000107264 |
96,70 |
96,66 |
96,60 |
96,74 |
96,60 |
96,70 |
96,71 |
100 000 |
98,09 |
8 |
WS0428 |
PL0000107611 |
78,48 |
79,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
109,79 |
109,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
77,58 |
128,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,30 |
104,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,05 |
104,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,04 |
100,05 |
100,04 |
100,04 |
100,04 |
100,04 |
100,04 |
120 000 |
120,35 |
3 |
WZ0117 |
PL0000106936 |
99,82 |
99,86 |
99,90 |
99,90 |
99,90 |
99,90 |
99,90 |
20 000 |
20,03 |
1 |
WZ0118 |
PL0000104717 |
99,45 |
99,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,04 |
99,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,85 |
97,87 |
97,95 |
97,95 |
97,95 |
97,95 |
97,95 |
90 000 |
88,38 |
2 |
WZ0124 |
PL0000107454 |
96,60 |
96,63 |
96,63 |
96,63 |
96,63 |
96,63 |
96,63 |
20 000 |
19,38 |
2 |
TOTAL |
860 000 |
878,26 |
54 |
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 |
106,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,25 |
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 |
101,90 |
102,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
115,00 |
115,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
113,30 |
113,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
116,80 |
117,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
110,00 |
110,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
102,60 |
103,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
105,60 |
106,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
122,50 |
124,00 |
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 |
99,04 |
99,12 |
2,41 |
2,20 |
99,08 |
2,31 |
WZ0115 |
PL0000106480 |
100,00 |
100,07 |
--- |
--- |
100,04 |
--- |
PS0415 |
PL0000105953 |
103,05 |
103,11 |
2,77 |
2,72 |
103,08 |
2,74 |
OK0715 |
PL0000107405 |
96,09 |
96,17 |
2,88 |
2,82 |
96,13 |
2,85 |
DS1015 |
PL0000103602 |
105,24 |
105,34 |
2,94 |
2,88 |
105,29 |
2,91 |
OK0116 |
PL0000107587 |
94,45 |
94,54 |
3,04 |
2,99 |
94,50 |
3,01 |
PS0416 |
PL0000106340 |
103,88 |
103,99 |
3,10 |
3,05 |
103,94 |
3,07 |
OK0716 |
PL0000107926 |
92,82 |
92,98 |
3,15 |
3,07 |
92,90 |
3,11 |
IZ0816 |
PL0000103529 |
104,07 |
104,90 |
--- |
--- |
104,49 |
--- |
PS1016 |
PL0000106795 |
103,86 |
104,01 |
3,20 |
3,14 |
103,94 |
3,17 |
WZ0117 |
PL0000106936 |
99,73 |
99,93 |
--- |
--- |
99,83 |
--- |
PS0417 |
PL0000107058 |
104,03 |
104,17 |
3,37 |
3,33 |
104,10 |
3,35 |
DS1017 |
PL0000104543 |
105,95 |
106,12 |
3,48 |
3,43 |
106,04 |
3,45 |
WZ0118 |
PL0000104717 |
99,39 |
99,61 |
--- |
--- |
99,50 |
--- |
PS0418 |
PL0000107314 |
100,56 |
100,75 |
3,60 |
3,55 |
100,66 |
3,57 |
PS0718 |
PL0000107595 |
95,22 |
95,40 |
3,69 |
3,64 |
95,31 |
3,67 |
WZ0119 |
PL0000107603 |
98,96 |
99,14 |
--- |
--- |
99,05 |
--- |
DS1019 |
PL0000105441 |
107,99 |
108,24 |
3,89 |
3,84 |
108,12 |
3,87 |
DS1020 |
PL0000106126 |
106,52 |
106,84 |
4,10 |
4,05 |
106,68 |
4,08 |
WZ0121 |
PL0000106068 |
97,68 |
97,95 |
--- |
--- |
97,82 |
--- |
DS1021 |
PL0000106670 |
109,50 |
109,79 |
4,26 |
4,22 |
109,65 |
4,24 |
WS0922 |
PL0000102646 |
109,70 |
110,01 |
4,36 |
4,32 |
109,86 |
4,34 |
IZ0823 |
PL0000105359 |
103,80 |
104,88 |
--- |
--- |
104,34 |
--- |
DS1023 |
PL0000107264 |
96,64 |
96,96 |
4,43 |
4,39 |
96,80 |
4,41 |
WZ0124 |
PL0000107454 |
96,51 |
96,74 |
--- |
--- |
96,63 |
--- |
WS0429 |
PL0000105391 |
108,74 |
111,44 |
4,91 |
4,67 |
110,09 |
4,79 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
99,04 |
99,09 |
2,41 |
2,28 |
99,07 |
2,33 |
WZ0115 |
PL0000106480 |
100,01 |
100,08 |
--- |
--- |
100,05 |
--- |
PS0415 |
PL0000105953 |
103,05 |
103,10 |
2,77 |
2,72 |
103,08 |
2,74 |
OK0715 |
PL0000107405 |
96,08 |
96,15 |
2,89 |
2,84 |
96,12 |
2,86 |
DS1015 |
PL0000103602 |
105,24 |
105,32 |
2,94 |
2,89 |
105,28 |
2,92 |
OK0116 |
PL0000107587 |
94,45 |
94,53 |
3,04 |
2,99 |
94,49 |
3,02 |
PS0416 |
PL0000106340 |
103,85 |
103,95 |
3,11 |
3,07 |
103,90 |
3,09 |
OK0716 |
PL0000107926 |
92,82 |
92,96 |
3,15 |
3,08 |
92,89 |
3,11 |
IZ0816 |
PL0000103529 |
104,03 |
104,89 |
--- |
--- |
104,46 |
--- |
PS1016 |
PL0000106795 |
103,82 |
103,95 |
3,22 |
3,17 |
103,89 |
3,19 |
WZ0117 |
PL0000106936 |
99,77 |
99,92 |
--- |
--- |
99,85 |
--- |
PS0417 |
PL0000107058 |
103,96 |
104,10 |
3,40 |
3,35 |
104,03 |
3,37 |
DS1017 |
PL0000104543 |
105,84 |
106,03 |
3,51 |
3,46 |
105,94 |
3,48 |
WZ0118 |
PL0000104717 |
99,42 |
99,69 |
--- |
--- |
99,56 |
--- |
PS0418 |
PL0000107314 |
100,46 |
100,61 |
3,62 |
3,58 |
100,54 |
3,60 |
PS0718 |
PL0000107595 |
95,12 |
95,31 |
3,72 |
3,67 |
95,22 |
3,69 |
WZ0119 |
PL0000107603 |
98,97 |
99,13 |
--- |
--- |
99,05 |
--- |
DS1019 |
PL0000105441 |
107,89 |
108,10 |
3,91 |
3,87 |
108,00 |
3,89 |
DS1020 |
PL0000106126 |
106,37 |
106,64 |
4,13 |
4,08 |
106,51 |
4,10 |
WZ0121 |
PL0000106068 |
97,76 |
98,11 |
--- |
--- |
97,94 |
--- |
DS1021 |
PL0000106670 |
109,40 |
109,65 |
4,28 |
4,24 |
109,53 |
4,26 |
WS0922 |
PL0000102646 |
109,66 |
109,90 |
4,37 |
4,33 |
109,78 |
4,35 |
IZ0823 |
PL0000105359 |
103,78 |
104,80 |
--- |
--- |
104,29 |
--- |
DS1023 |
PL0000107264 |
96,58 |
96,87 |
4,44 |
4,40 |
96,73 |
4,42 |
WZ0124 |
PL0000107454 |
96,54 |
96,76 |
--- |
--- |
96,65 |
--- |
WS0429 |
PL0000105391 |
109,19 |
110,52 |
4,87 |
4,75 |
109,86 |
4,81 |
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 |
0/1 |
1 |
1,800 |
1,800 |
1,800 |
110 |
WZ0117 |
PL0000106936 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
80 |
PS0416 |
PL0000106340 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
210 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
160 |
PS0417 |
PL0000107058 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
40 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,050 |
2,050 |
2,050 |
20 |
OK0116 |
PL0000107587 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
185 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
50 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
10 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
180 |
PS0416 |
PL0000106340 |
2/9 |
7 |
2,350 |
2,350 |
2,350 |
200 |
TOTAL |
1 245 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
2,000 |
2,000 |
2,000 |
200 |
TOTAL |
200 |