2014-03-03 |
MARKET DATA |
No 42 (2324) |
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 |
1 855,00 |
1 942,97 |
123 |
1 405,00 |
1 439,13 |
20 |
3 260,00 |
3 382,09 |
143 |
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 |
100,43 |
100,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
99,07 |
99,07 |
99,07 |
99,07 |
99,07 |
99,07 |
99,07 |
50 000 |
49,54 |
1 |
PS0415 |
PL0000105953 |
103,00 |
102,99 |
102,99 |
103,02 |
102,93 |
102,98 |
102,99 |
640 000 |
689,39 |
16 |
OK0715 |
PL0000107405 |
96,12 |
96,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,13 |
105,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
94,47 |
94,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,78 |
103,78 |
103,76 |
103,80 |
103,73 |
103,80 |
103,77 |
70 000 |
75,65 |
4 |
OK0716 |
PL0000107926 |
92,77 |
92,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,75 |
103,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,96 |
103,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,76 |
105,61 |
105,64 |
105,64 |
105,60 |
105,61 |
105,61 |
80 000 |
86,00 |
5 |
PS0418 |
PL0000107314 |
100,36 |
100,13 |
100,06 |
100,30 |
100,06 |
100,29 |
100,24 |
165 000 |
170,71 |
17 |
PS0718 |
PL0000107595 |
95,10 |
94,84 |
94,92 |
95,10 |
94,80 |
95,10 |
94,95 |
285 000 |
274,95 |
27 |
DS1019 |
PL0000105441 |
107,74 |
107,56 |
107,60 |
107,73 |
107,60 |
107,73 |
107,65 |
62 500 |
68,51 |
6 |
DS1020 |
PL0000106126 |
106,62 |
106,20 |
106,20 |
106,25 |
106,20 |
106,25 |
106,22 |
30 000 |
32,43 |
3 |
DS1021 |
PL0000106670 |
109,44 |
109,13 |
109,36 |
109,39 |
109,36 |
109,39 |
109,37 |
60 000 |
66,86 |
6 |
WS0922 |
PL0000102646 |
109,78 |
109,44 |
109,30 |
109,70 |
109,29 |
109,70 |
109,58 |
165 000 |
185,05 |
15 |
DS1023 |
PL0000107264 |
96,82 |
96,31 |
96,50 |
96,95 |
96,45 |
96,90 |
96,74 |
190 000 |
186,54 |
20 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
109,48 |
109,02 |
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 |
104,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
103,90 |
104,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,03 |
100,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,83 |
99,84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,48 |
99,46 |
99,43 |
99,43 |
99,42 |
99,42 |
99,42 |
57 500 |
57,34 |
3 |
WZ0119 |
PL0000107603 |
98,97 |
98,94 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,78 |
97,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,53 |
96,53 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 855 000 |
1 942,97 |
123 |
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 |
105,85 |
106,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,20 |
109,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,40 |
119,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
101,90 |
102,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
114,90 |
115,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
113,75 |
114,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
117,00 |
118,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
110,30 |
111,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
102,75 |
103,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
105,80 |
106,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
122,75 |
123,75 |
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 |
99,10 |
2,54 |
2,33 |
99,06 |
2,44 |
WZ0115 |
PL0000106480 |
99,98 |
100,10 |
--- |
--- |
100,04 |
--- |
PS0415 |
PL0000105953 |
102,91 |
103,02 |
2,86 |
2,76 |
102,97 |
2,81 |
OK0715 |
PL0000107405 |
96,05 |
96,18 |
2,94 |
2,84 |
96,12 |
2,89 |
DS1015 |
PL0000103602 |
105,06 |
105,22 |
3,02 |
2,93 |
105,14 |
2,98 |
OK0116 |
PL0000107587 |
94,36 |
94,49 |
3,11 |
3,04 |
94,43 |
3,07 |
PS0416 |
PL0000106340 |
103,69 |
103,82 |
3,18 |
3,12 |
103,76 |
3,15 |
OK0716 |
PL0000107926 |
92,68 |
92,83 |
3,23 |
3,16 |
92,76 |
3,19 |
IZ0816 |
PL0000103529 |
103,96 |
104,83 |
--- |
--- |
104,40 |
--- |
PS1016 |
PL0000106795 |
103,63 |
103,82 |
3,28 |
3,21 |
103,73 |
3,24 |
WZ0117 |
PL0000106936 |
99,67 |
99,92 |
--- |
--- |
99,80 |
--- |
PS0417 |
PL0000107058 |
103,72 |
103,85 |
3,47 |
3,43 |
103,79 |
3,45 |
DS1017 |
PL0000104543 |
105,50 |
105,71 |
3,60 |
3,54 |
105,61 |
3,57 |
WZ0118 |
PL0000104717 |
99,32 |
99,63 |
--- |
--- |
99,48 |
--- |
PS0418 |
PL0000107314 |
100,05 |
100,31 |
3,73 |
3,66 |
100,18 |
3,70 |
PS0718 |
PL0000107595 |
94,69 |
94,94 |
3,83 |
3,77 |
94,82 |
3,80 |
WZ0119 |
PL0000107603 |
98,77 |
99,06 |
--- |
--- |
98,92 |
--- |
DS1019 |
PL0000105441 |
107,41 |
107,67 |
4,00 |
3,95 |
107,54 |
3,97 |
DS1020 |
PL0000106126 |
106,07 |
106,34 |
4,18 |
4,13 |
106,21 |
4,15 |
WZ0121 |
PL0000106068 |
97,58 |
97,97 |
--- |
--- |
97,78 |
--- |
DS1021 |
PL0000106670 |
109,02 |
109,35 |
4,33 |
4,28 |
109,19 |
4,31 |
WS0922 |
PL0000102646 |
109,27 |
109,65 |
4,42 |
4,37 |
109,46 |
4,39 |
IZ0823 |
PL0000105359 |
103,56 |
104,45 |
--- |
--- |
104,01 |
--- |
DS1023 |
PL0000107264 |
96,17 |
96,56 |
4,49 |
4,44 |
96,37 |
4,47 |
WZ0124 |
PL0000107454 |
96,35 |
96,78 |
--- |
--- |
96,57 |
--- |
WS0429 |
PL0000105391 |
108,16 |
110,44 |
4,97 |
4,76 |
109,30 |
4,86 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
99,04 |
99,11 |
2,49 |
2,31 |
99,08 |
2,39 |
WZ0115 |
PL0000106480 |
99,99 |
100,09 |
--- |
--- |
100,04 |
--- |
PS0415 |
PL0000105953 |
102,96 |
103,03 |
2,82 |
2,75 |
103,00 |
2,78 |
OK0715 |
PL0000107405 |
96,07 |
96,22 |
2,93 |
2,81 |
96,15 |
2,87 |
DS1015 |
PL0000103602 |
105,09 |
105,24 |
3,01 |
2,92 |
105,17 |
2,96 |
OK0116 |
PL0000107587 |
94,43 |
94,54 |
3,07 |
3,01 |
94,49 |
3,04 |
PS0416 |
PL0000106340 |
103,73 |
103,87 |
3,16 |
3,09 |
103,80 |
3,13 |
OK0716 |
PL0000107926 |
92,70 |
92,92 |
3,22 |
3,12 |
92,81 |
3,17 |
IZ0816 |
PL0000103529 |
103,99 |
104,88 |
--- |
--- |
104,44 |
--- |
PS1016 |
PL0000106795 |
103,70 |
103,86 |
3,25 |
3,19 |
103,78 |
3,22 |
WZ0117 |
PL0000106936 |
99,70 |
99,93 |
--- |
--- |
99,82 |
--- |
PS0417 |
PL0000107058 |
103,87 |
104,01 |
3,42 |
3,38 |
103,94 |
3,40 |
DS1017 |
PL0000104543 |
105,68 |
105,86 |
3,55 |
3,50 |
105,77 |
3,52 |
WZ0118 |
PL0000104717 |
99,35 |
99,59 |
--- |
--- |
99,47 |
--- |
PS0418 |
PL0000107314 |
100,28 |
100,48 |
3,67 |
3,62 |
100,38 |
3,64 |
PS0718 |
PL0000107595 |
94,96 |
95,19 |
3,76 |
3,70 |
95,08 |
3,73 |
WZ0119 |
PL0000107603 |
98,82 |
99,05 |
--- |
--- |
98,94 |
--- |
DS1019 |
PL0000105441 |
107,57 |
107,80 |
3,97 |
3,92 |
107,69 |
3,95 |
DS1020 |
PL0000106126 |
106,37 |
106,74 |
4,13 |
4,06 |
106,56 |
4,09 |
WZ0121 |
PL0000106068 |
97,64 |
98,01 |
--- |
--- |
97,83 |
--- |
DS1021 |
PL0000106670 |
109,34 |
109,59 |
4,28 |
4,25 |
109,47 |
4,26 |
WS0922 |
PL0000102646 |
109,65 |
110,03 |
4,37 |
4,32 |
109,84 |
4,34 |
IZ0823 |
PL0000105359 |
103,61 |
104,54 |
--- |
--- |
104,08 |
--- |
DS1023 |
PL0000107264 |
96,73 |
96,99 |
4,42 |
4,38 |
96,86 |
4,40 |
WZ0124 |
PL0000107454 |
96,39 |
96,76 |
--- |
--- |
96,58 |
--- |
WS0429 |
PL0000105391 |
108,26 |
111,28 |
4,96 |
4,69 |
109,77 |
4,82 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,260 |
2,260 |
2,260 |
10 |
DS1021 |
PL0000106670 |
0/1 |
1 |
2,270 |
2,270 |
2,270 |
25 |
PS0718 |
PL0000107595 |
0/1 |
1 |
2,260 |
2,260 |
2,260 |
40 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,260 |
2,260 |
2,260 |
15 |
DS1015 |
PL0000103602 |
1/2 |
1 |
2,260 |
2,260 |
2,260 |
5 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,270 |
2,270 |
2,270 |
40 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
55 |
OK0116 |
PL0000107587 |
1/2 |
1 |
2,260 |
2,260 |
2,260 |
130 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
2,260 |
2,260 |
2,260 |
15 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,260 |
2,260 |
2,260 |
10 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
90 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,150 |
2,300 |
2,246 |
130 |
DS1019 |
PL0000105441 |
2/9 |
7 |
2,300 |
2,300 |
2,300 |
240 |
TOTAL |
805 |
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 |
2,500 |
2,500 |
2,500 |
600 |
TOTAL |
600 |