2014-02-27 |
MARKET DATA |
No 40 (2322) |
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 |
1 865,00 |
1 954,49 |
133 |
1 455,00 |
1 486,39 |
17 |
3 320,00 |
3 440,88 |
150 |
T-bonds EUR |
4,00 |
4,25 |
2 |
0,00 |
0,00 |
0 |
4,00 |
4,25 |
2 |
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 |
100,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
99,08 |
99,08 |
99,08 |
99,08 |
99,08 |
99,08 |
99,08 |
60 000 |
59,45 |
2 |
PS0415 |
PL0000105953 |
103,06 |
103,05 |
103,05 |
103,05 |
103,04 |
103,05 |
103,04 |
195 000 |
210,10 |
7 |
OK0715 |
PL0000107405 |
96,15 |
96,13 |
96,14 |
96,14 |
96,14 |
96,14 |
96,14 |
10 000 |
9,61 |
1 |
DS1015 |
PL0000103602 |
105,27 |
105,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
94,51 |
94,48 |
94,49 |
94,49 |
94,49 |
94,49 |
94,49 |
85 000 |
80,32 |
5 |
PS0416 |
PL0000106340 |
103,90 |
103,87 |
103,86 |
103,89 |
103,86 |
103,89 |
103,87 |
135 000 |
146,00 |
7 |
OK0716 |
PL0000107926 |
92,86 |
92,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,90 |
103,85 |
103,84 |
103,91 |
103,84 |
103,90 |
103,88 |
245 000 |
258,63 |
15 |
PS0417 |
PL0000107058 |
104,11 |
103,96 |
104,04 |
104,04 |
103,95 |
103,95 |
103,99 |
40 000 |
43,22 |
5 |
DS1017 |
PL0000104543 |
106,01 |
105,85 |
105,82 |
105,82 |
105,82 |
105,82 |
105,82 |
10 000 |
10,77 |
1 |
PS0418 |
PL0000107314 |
100,63 |
100,45 |
100,40 |
100,59 |
100,40 |
100,59 |
100,49 |
30 000 |
31,11 |
3 |
PS0718 |
PL0000107595 |
95,31 |
95,12 |
95,25 |
95,30 |
95,13 |
95,30 |
95,18 |
215 000 |
207,90 |
15 |
DS1019 |
PL0000105441 |
108,13 |
107,85 |
108,00 |
108,00 |
108,00 |
108,00 |
108,00 |
10 000 |
10,99 |
1 |
DS1020 |
PL0000106126 |
106,74 |
106,41 |
106,64 |
106,65 |
106,40 |
106,41 |
106,56 |
55 000 |
59,63 |
6 |
DS1021 |
PL0000106670 |
109,78 |
109,39 |
109,55 |
109,86 |
109,55 |
109,82 |
109,65 |
130 000 |
145,18 |
10 |
WS0922 |
PL0000102646 |
110,01 |
109,65 |
109,88 |
109,95 |
109,75 |
109,95 |
109,83 |
160 000 |
179,78 |
13 |
DS1023 |
PL0000107264 |
97,00 |
96,62 |
96,85 |
97,05 |
96,62 |
97,00 |
96,85 |
375 000 |
368,51 |
33 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
110,16 |
109,78 |
110,25 |
110,25 |
110,25 |
110,25 |
110,25 |
30 000 |
34,55 |
3 |
WS0437 |
PL0000104857 |
87,07 |
125,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,35 |
104,35 |
104,20 |
104,48 |
104,20 |
104,48 |
104,39 |
40 000 |
54,39 |
3 |
IZ0823 |
PL0000105359 |
104,08 |
104,20 |
104,05 |
104,05 |
104,03 |
104,03 |
104,04 |
20 000 |
24,48 |
2 |
WZ0115 |
PL0000106480 |
100,05 |
100,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,83 |
99,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,50 |
99,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,05 |
99,06 |
99,08 |
99,08 |
99,08 |
99,08 |
99,08 |
20 000 |
19,87 |
1 |
WZ0121 |
PL0000106068 |
97,86 |
97,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,65 |
96,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 865 000 |
1 954,49 |
133 |
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 |
106,01 |
106,00 |
106,01 |
106,00 |
106,01 |
106,01 |
4 000 |
4,25 |
2 |
EUR0317 |
XS0498285351 |
109,30 |
109,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,55 |
119,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
102,10 |
102,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
115,15 |
115,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
113,85 |
114,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
117,50 |
118,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
110,75 |
111,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
103,35 |
103,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
106,25 |
106,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
123,50 |
124,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
4 000 |
4,25 |
2 |
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 |
99,06 |
99,12 |
2,41 |
2,25 |
99,09 |
2,33 |
WZ0115 |
PL0000106480 |
100,01 |
100,09 |
--- |
--- |
100,05 |
--- |
PS0415 |
PL0000105953 |
103,05 |
103,11 |
2,75 |
2,70 |
103,08 |
2,72 |
OK0715 |
PL0000107405 |
96,11 |
96,20 |
2,89 |
2,82 |
96,16 |
2,85 |
DS1015 |
PL0000103602 |
105,24 |
105,33 |
2,93 |
2,87 |
105,29 |
2,90 |
OK0116 |
PL0000107587 |
94,47 |
94,56 |
3,04 |
2,99 |
94,52 |
3,01 |
PS0416 |
PL0000106340 |
103,87 |
103,97 |
3,10 |
3,05 |
103,92 |
3,08 |
OK0716 |
PL0000107926 |
92,78 |
93,02 |
3,18 |
3,06 |
92,90 |
3,12 |
IZ0816 |
PL0000103529 |
103,98 |
104,78 |
--- |
--- |
104,38 |
--- |
PS1016 |
PL0000106795 |
103,84 |
103,97 |
3,20 |
3,15 |
103,91 |
3,18 |
WZ0117 |
PL0000106936 |
99,78 |
99,94 |
--- |
--- |
99,86 |
--- |
PS0417 |
PL0000107058 |
104,00 |
104,11 |
3,38 |
3,35 |
104,06 |
3,36 |
DS1017 |
PL0000104543 |
105,88 |
106,05 |
3,50 |
3,45 |
105,97 |
3,47 |
WZ0118 |
PL0000104717 |
99,42 |
99,69 |
--- |
--- |
99,56 |
--- |
PS0418 |
PL0000107314 |
100,50 |
100,67 |
3,61 |
3,57 |
100,59 |
3,59 |
PS0718 |
PL0000107595 |
95,19 |
95,35 |
3,70 |
3,66 |
95,27 |
3,68 |
WZ0119 |
PL0000107603 |
98,98 |
99,14 |
--- |
--- |
99,06 |
--- |
DS1019 |
PL0000105441 |
107,91 |
108,14 |
3,91 |
3,86 |
108,03 |
3,88 |
DS1020 |
PL0000106126 |
106,50 |
106,75 |
4,11 |
4,06 |
106,63 |
4,08 |
WZ0121 |
PL0000106068 |
97,79 |
98,15 |
--- |
--- |
97,97 |
--- |
DS1021 |
PL0000106670 |
109,48 |
109,76 |
4,26 |
4,22 |
109,62 |
4,24 |
WS0922 |
PL0000102646 |
109,78 |
109,96 |
4,35 |
4,33 |
109,87 |
4,34 |
IZ0823 |
PL0000105359 |
103,79 |
104,78 |
--- |
--- |
104,29 |
--- |
DS1023 |
PL0000107264 |
96,73 |
96,97 |
4,42 |
4,39 |
96,85 |
4,40 |
WZ0124 |
PL0000107454 |
96,55 |
96,78 |
--- |
--- |
96,67 |
--- |
WS0429 |
PL0000105391 |
109,41 |
110,43 |
4,85 |
4,76 |
109,92 |
4,81 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
99,05 |
99,11 |
2,43 |
2,28 |
99,08 |
2,35 |
WZ0115 |
PL0000106480 |
100,02 |
100,11 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
103,03 |
103,08 |
2,77 |
2,72 |
103,06 |
2,74 |
OK0715 |
PL0000107405 |
96,13 |
96,19 |
2,87 |
2,82 |
96,16 |
2,85 |
DS1015 |
PL0000103602 |
105,25 |
105,33 |
2,92 |
2,87 |
105,29 |
2,90 |
OK0116 |
PL0000107587 |
94,49 |
94,57 |
3,03 |
2,98 |
94,53 |
3,01 |
PS0416 |
PL0000106340 |
103,87 |
103,95 |
3,10 |
3,06 |
103,91 |
3,08 |
OK0716 |
PL0000107926 |
92,82 |
92,99 |
3,16 |
3,08 |
92,91 |
3,12 |
IZ0816 |
PL0000103529 |
103,98 |
104,75 |
--- |
--- |
104,37 |
--- |
PS1016 |
PL0000106795 |
103,87 |
103,97 |
3,19 |
3,15 |
103,92 |
3,17 |
WZ0117 |
PL0000106936 |
99,79 |
99,92 |
--- |
--- |
99,86 |
--- |
PS0417 |
PL0000107058 |
104,05 |
104,18 |
3,37 |
3,32 |
104,12 |
3,34 |
DS1017 |
PL0000104543 |
105,96 |
106,10 |
3,47 |
3,43 |
106,03 |
3,45 |
WZ0118 |
PL0000104717 |
99,44 |
99,64 |
--- |
--- |
99,54 |
--- |
PS0418 |
PL0000107314 |
100,58 |
100,72 |
3,59 |
3,56 |
100,65 |
3,57 |
PS0718 |
PL0000107595 |
95,26 |
95,40 |
3,68 |
3,65 |
95,33 |
3,66 |
WZ0119 |
PL0000107603 |
98,99 |
99,12 |
--- |
--- |
99,06 |
--- |
DS1019 |
PL0000105441 |
108,07 |
108,27 |
3,87 |
3,84 |
108,17 |
3,86 |
DS1020 |
PL0000106126 |
106,67 |
106,89 |
4,08 |
4,04 |
106,78 |
4,06 |
WZ0121 |
PL0000106068 |
97,79 |
98,11 |
--- |
--- |
97,95 |
--- |
DS1021 |
PL0000106670 |
109,71 |
109,96 |
4,23 |
4,19 |
109,84 |
4,21 |
WS0922 |
PL0000102646 |
109,95 |
110,19 |
4,33 |
4,29 |
110,07 |
4,31 |
IZ0823 |
PL0000105359 |
103,69 |
104,57 |
--- |
--- |
104,13 |
--- |
DS1023 |
PL0000107264 |
96,92 |
97,18 |
4,39 |
4,36 |
97,05 |
4,38 |
WZ0124 |
PL0000107454 |
96,57 |
96,77 |
--- |
--- |
96,67 |
--- |
WS0429 |
PL0000105391 |
109,64 |
110,89 |
4,83 |
4,72 |
110,27 |
4,78 |
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 |
0/1 |
1 |
2,400 |
2,400 |
2,400 |
15 |
PS1016 |
PL0000106795 |
1/4 |
3 |
2,200 |
2,200 |
2,200 |
200 |
WZ0117 |
PL0000106936 |
1/4 |
3 |
2,350 |
2,350 |
2,350 |
130 |
WZ0119 |
PL0000107603 |
0/7 |
7 |
2,150 |
2,150 |
2,150 |
40 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,200 |
2,200 |
2,200 |
20 |
PS0416 |
PL0000106340 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
200 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,200 |
2,350 |
2,298 |
260 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,200 |
2,350 |
2,320 |
125 |
OK0715 |
PL0000107405 |
1/8 |
7 |
2,250 |
2,350 |
2,336 |
185 |
OK0116 |
PL0000107587 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
150 |
PS0718 |
PL0000107595 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
80 |
WZ0117 |
PL0000106936 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
50 |
TOTAL |
1 455 |