2014-02-28 |
MARKET DATA |
No 41 (2323) |
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 |
1 075,00 |
1 122,57 |
82 |
370,00 |
391,64 |
8 |
1 445,00 |
1 514,22 |
90 |
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 |
100,45 |
100,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
99,07 |
99,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,05 |
103,04 |
103,05 |
103,05 |
103,02 |
103,02 |
103,03 |
195 000 |
210,10 |
5 |
OK0715 |
PL0000107405 |
96,15 |
96,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,27 |
105,26 |
105,28 |
105,28 |
105,28 |
105,28 |
105,28 |
30 000 |
32,26 |
2 |
OK0116 |
PL0000107587 |
94,53 |
94,53 |
94,52 |
94,52 |
94,52 |
94,52 |
94,52 |
45 000 |
42,53 |
2 |
PS0416 |
PL0000106340 |
103,90 |
103,89 |
103,90 |
103,90 |
103,87 |
103,87 |
103,89 |
40 000 |
43,27 |
4 |
OK0716 |
PL0000107926 |
92,91 |
92,91 |
92,88 |
92,88 |
92,88 |
92,88 |
92,88 |
20 000 |
18,58 |
2 |
PS1016 |
PL0000106795 |
103,90 |
103,89 |
103,91 |
103,91 |
103,89 |
103,89 |
103,90 |
30 000 |
31,68 |
3 |
PS0417 |
PL0000107058 |
104,10 |
104,06 |
104,10 |
104,10 |
104,02 |
104,02 |
104,06 |
120 000 |
129,76 |
6 |
DS1017 |
PL0000104543 |
106,03 |
105,95 |
106,03 |
106,03 |
106,00 |
106,01 |
106,01 |
65 000 |
70,12 |
4 |
PS0418 |
PL0000107314 |
100,65 |
100,57 |
100,65 |
100,65 |
100,62 |
100,62 |
100,64 |
15 000 |
15,58 |
2 |
PS0718 |
PL0000107595 |
95,35 |
95,28 |
95,38 |
95,38 |
95,25 |
95,30 |
95,33 |
65 000 |
62,95 |
5 |
DS1019 |
PL0000105441 |
108,23 |
108,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,81 |
106,70 |
106,72 |
106,80 |
106,72 |
106,76 |
106,76 |
55 000 |
59,75 |
6 |
DS1021 |
PL0000106670 |
109,90 |
109,81 |
109,81 |
110,00 |
109,80 |
110,00 |
109,83 |
55 000 |
61,53 |
8 |
WS0922 |
PL0000102646 |
110,17 |
110,09 |
110,13 |
110,20 |
110,09 |
110,09 |
110,16 |
65 000 |
73,26 |
7 |
DS1023 |
PL0000107264 |
97,18 |
97,05 |
97,00 |
97,22 |
97,00 |
97,17 |
97,09 |
207 500 |
204,43 |
19 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
110,30 |
110,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
104,00 |
108,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,30 |
104,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
103,99 |
104,26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,05 |
100,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,86 |
99,89 |
99,90 |
99,90 |
99,90 |
99,90 |
99,90 |
2 500 |
2,50 |
1 |
WZ0118 |
PL0000104717 |
99,50 |
99,52 |
99,52 |
99,52 |
99,52 |
99,52 |
99,52 |
5 000 |
4,99 |
1 |
WZ0119 |
PL0000107603 |
99,04 |
99,00 |
99,00 |
99,00 |
99,00 |
99,00 |
99,00 |
45 000 |
44,68 |
3 |
WZ0121 |
PL0000106068 |
97,91 |
97,96 |
97,96 |
97,96 |
97,96 |
97,96 |
97,96 |
5 000 |
4,91 |
1 |
WZ0124 |
PL0000107454 |
96,63 |
96,65 |
96,66 |
96,66 |
96,66 |
96,66 |
96,66 |
10 000 |
9,69 |
1 |
TOTAL |
1 075 000 |
1 122,57 |
82 |
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 |
105,90 |
106,10 |
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 |
119,50 |
119,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
102,00 |
102,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
115,10 |
115,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
113,80 |
114,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
117,50 |
118,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
110,75 |
111,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
103,20 |
103,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
106,10 |
106,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
123,40 |
124,40 |
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 |
2,47 |
2,27 |
99,08 |
2,37 |
WZ0115 |
PL0000106480 |
100,02 |
100,11 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
103,02 |
103,09 |
2,77 |
2,71 |
103,06 |
2,74 |
OK0715 |
PL0000107405 |
96,13 |
96,23 |
2,88 |
2,80 |
96,18 |
2,84 |
DS1015 |
PL0000103602 |
105,23 |
105,33 |
2,93 |
2,87 |
105,28 |
2,90 |
OK0116 |
PL0000107587 |
94,50 |
94,58 |
3,03 |
2,98 |
94,54 |
3,01 |
PS0416 |
PL0000106340 |
103,86 |
103,97 |
3,10 |
3,05 |
103,92 |
3,07 |
OK0716 |
PL0000107926 |
92,79 |
93,02 |
3,17 |
3,07 |
92,91 |
3,12 |
IZ0816 |
PL0000103529 |
103,86 |
105,03 |
--- |
--- |
104,45 |
--- |
PS1016 |
PL0000106795 |
103,86 |
103,98 |
3,19 |
3,15 |
103,92 |
3,17 |
WZ0117 |
PL0000106936 |
99,76 |
99,94 |
--- |
--- |
99,85 |
--- |
PS0417 |
PL0000107058 |
104,02 |
104,13 |
3,37 |
3,34 |
104,08 |
3,35 |
DS1017 |
PL0000104543 |
105,94 |
106,13 |
3,48 |
3,42 |
106,04 |
3,45 |
WZ0118 |
PL0000104717 |
99,42 |
99,68 |
--- |
--- |
99,55 |
--- |
PS0418 |
PL0000107314 |
100,56 |
100,74 |
3,60 |
3,55 |
100,65 |
3,57 |
PS0718 |
PL0000107595 |
95,25 |
95,43 |
3,69 |
3,64 |
95,34 |
3,66 |
WZ0119 |
PL0000107603 |
98,98 |
99,14 |
--- |
--- |
99,06 |
--- |
DS1019 |
PL0000105441 |
108,03 |
108,31 |
3,88 |
3,83 |
108,17 |
3,85 |
DS1020 |
PL0000106126 |
106,65 |
106,94 |
4,08 |
4,03 |
106,80 |
4,05 |
WZ0121 |
PL0000106068 |
97,74 |
98,10 |
--- |
--- |
97,92 |
--- |
DS1021 |
PL0000106670 |
109,68 |
110,01 |
4,23 |
4,19 |
109,85 |
4,21 |
WS0922 |
PL0000102646 |
109,92 |
110,21 |
4,33 |
4,29 |
110,07 |
4,31 |
IZ0823 |
PL0000105359 |
103,47 |
104,76 |
--- |
--- |
104,12 |
--- |
DS1023 |
PL0000107264 |
96,93 |
97,20 |
4,39 |
4,36 |
97,07 |
4,37 |
WZ0124 |
PL0000107454 |
96,54 |
96,75 |
--- |
--- |
96,65 |
--- |
WS0429 |
PL0000105391 |
109,43 |
110,88 |
4,85 |
4,72 |
110,16 |
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 |
99,12 |
2,47 |
2,27 |
99,08 |
2,37 |
WZ0115 |
PL0000106480 |
100,02 |
100,11 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
103,00 |
103,06 |
2,79 |
2,74 |
103,03 |
2,76 |
OK0715 |
PL0000107405 |
96,13 |
96,22 |
2,88 |
2,81 |
96,18 |
2,84 |
DS1015 |
PL0000103602 |
105,22 |
105,31 |
2,93 |
2,88 |
105,27 |
2,90 |
OK0116 |
PL0000107587 |
94,49 |
94,57 |
3,03 |
2,99 |
94,53 |
3,01 |
PS0416 |
PL0000106340 |
103,84 |
103,94 |
3,11 |
3,06 |
103,89 |
3,09 |
OK0716 |
PL0000107926 |
92,81 |
92,97 |
3,17 |
3,09 |
92,89 |
3,13 |
IZ0816 |
PL0000103529 |
104,05 |
104,93 |
--- |
--- |
104,49 |
--- |
PS1016 |
PL0000106795 |
103,86 |
103,97 |
3,19 |
3,15 |
103,92 |
3,17 |
WZ0117 |
PL0000106936 |
99,76 |
99,94 |
--- |
--- |
99,85 |
--- |
PS0417 |
PL0000107058 |
104,02 |
104,16 |
3,37 |
3,33 |
104,09 |
3,35 |
DS1017 |
PL0000104543 |
105,90 |
106,08 |
3,49 |
3,44 |
105,99 |
3,46 |
WZ0118 |
PL0000104717 |
99,40 |
99,59 |
--- |
--- |
99,50 |
--- |
PS0418 |
PL0000107314 |
100,51 |
100,69 |
3,61 |
3,56 |
100,60 |
3,59 |
PS0718 |
PL0000107595 |
95,19 |
95,36 |
3,70 |
3,66 |
95,28 |
3,68 |
WZ0119 |
PL0000107603 |
98,87 |
99,06 |
--- |
--- |
98,97 |
--- |
DS1019 |
PL0000105441 |
107,97 |
108,19 |
3,89 |
3,85 |
108,08 |
3,87 |
DS1020 |
PL0000106126 |
106,72 |
106,95 |
4,07 |
4,03 |
106,84 |
4,05 |
WZ0121 |
PL0000106068 |
97,83 |
98,05 |
--- |
--- |
97,94 |
--- |
DS1021 |
PL0000106670 |
109,81 |
110,05 |
4,21 |
4,18 |
109,93 |
4,20 |
WS0922 |
PL0000102646 |
110,07 |
110,34 |
4,31 |
4,27 |
110,21 |
4,29 |
IZ0823 |
PL0000105359 |
103,65 |
104,58 |
--- |
--- |
104,12 |
--- |
DS1023 |
PL0000107264 |
97,09 |
97,33 |
4,37 |
4,34 |
97,21 |
4,36 |
WZ0124 |
PL0000107454 |
96,55 |
96,70 |
--- |
--- |
96,63 |
--- |
WS0429 |
PL0000105391 |
109,69 |
110,70 |
4,83 |
4,74 |
110,20 |
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) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
3/4 |
1 |
2,250 |
2,300 |
2,288 |
40 |
PS0418 |
PL0000107314 |
3/4 |
1 |
2,200 |
2,200 |
2,200 |
130 |
OK0116 |
PL0000107587 |
0/3 |
3 |
2,250 |
2,250 |
2,250 |
10 |
PS0416 |
PL0000106340 |
3/10 |
7 |
2,300 |
2,300 |
2,300 |
50 |
PS1016 |
PL0000106795 |
3/10 |
7 |
2,200 |
2,200 |
2,200 |
90 |
PS0417 |
PL0000107058 |
3/10 |
7 |
2,200 |
2,200 |
2,200 |
30 |
PS0418 |
PL0000107314 |
3/10 |
7 |
2,200 |
2,200 |
2,200 |
20 |
TOTAL |
370 |