2014-03-04 |
MARKET DATA |
No 43 (2325) |
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 |
755,00 |
787,36 |
60 |
895,00 |
919,92 |
17 |
1 650,00 |
1 707,28 |
77 |
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 |
100,44 |
100,49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
99,07 |
99,09 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,98 |
102,99 |
102,95 |
102,98 |
102,95 |
102,98 |
102,96 |
45 000 |
48,47 |
2 |
OK0715 |
PL0000107405 |
96,21 |
96,15 |
96,20 |
96,20 |
96,19 |
96,19 |
96,20 |
50 000 |
48,10 |
3 |
DS1015 |
PL0000103602 |
105,24 |
105,19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
94,56 |
94,48 |
94,52 |
94,60 |
94,52 |
94,55 |
94,56 |
85 000 |
80,37 |
5 |
PS0416 |
PL0000106340 |
103,86 |
103,79 |
103,82 |
103,87 |
103,82 |
103,87 |
103,85 |
90 000 |
97,35 |
5 |
OK0716 |
PL0000107926 |
92,85 |
92,75 |
92,80 |
92,80 |
92,80 |
92,80 |
92,80 |
10 000 |
9,28 |
1 |
PS1016 |
PL0000106795 |
103,86 |
103,76 |
103,76 |
103,78 |
103,76 |
103,78 |
103,77 |
35 000 |
36,92 |
3 |
PS0417 |
PL0000107058 |
104,18 |
103,87 |
104,15 |
104,15 |
104,12 |
104,12 |
104,13 |
30 000 |
32,47 |
3 |
DS1017 |
PL0000104543 |
106,01 |
105,72 |
106,00 |
106,00 |
106,00 |
106,00 |
106,00 |
5 000 |
5,39 |
1 |
PS0418 |
PL0000107314 |
100,58 |
100,30 |
100,30 |
100,57 |
100,30 |
100,57 |
100,40 |
40 000 |
41,45 |
4 |
PS0718 |
PL0000107595 |
95,38 |
95,00 |
94,95 |
95,29 |
94,95 |
95,29 |
95,12 |
20 000 |
19,33 |
2 |
DS1019 |
PL0000105441 |
108,04 |
107,62 |
107,56 |
107,56 |
107,56 |
107,56 |
107,56 |
20 000 |
21,91 |
2 |
DS1020 |
PL0000106126 |
106,87 |
106,50 |
106,88 |
106,97 |
106,88 |
106,97 |
106,93 |
100 000 |
108,83 |
9 |
DS1021 |
PL0000106670 |
109,85 |
109,35 |
109,40 |
109,96 |
109,40 |
109,85 |
109,74 |
75 000 |
83,87 |
6 |
WS0922 |
PL0000102646 |
110,25 |
109,70 |
109,83 |
110,27 |
109,83 |
110,27 |
109,98 |
30 000 |
33,77 |
3 |
DS1023 |
PL0000107264 |
97,26 |
96,68 |
96,68 |
97,27 |
96,68 |
97,25 |
97,06 |
110 000 |
108,36 |
10 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
110,52 |
109,77 |
109,95 |
109,95 |
109,95 |
109,95 |
109,95 |
10 000 |
11,49 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,25 |
104,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
103,95 |
104,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,03 |
100,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,77 |
99,84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,43 |
99,47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
98,90 |
98,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,84 |
97,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,56 |
96,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
755 000 |
787,36 |
60 |
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 |
106,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,15 |
109,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,35 |
119,75 |
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 |
114,75 |
115,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
113,60 |
114,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
117,25 |
118,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
110,20 |
110,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
103,00 |
103,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
105,80 |
106,50 |
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 |
99,04 |
99,14 |
2,51 |
2,25 |
99,09 |
2,38 |
WZ0115 |
PL0000106480 |
99,99 |
100,09 |
--- |
--- |
100,04 |
--- |
PS0415 |
PL0000105953 |
102,93 |
103,02 |
2,84 |
2,76 |
102,98 |
2,79 |
OK0715 |
PL0000107405 |
96,10 |
96,22 |
2,91 |
2,82 |
96,16 |
2,86 |
DS1015 |
PL0000103602 |
105,12 |
105,23 |
2,98 |
2,92 |
105,18 |
2,95 |
OK0116 |
PL0000107587 |
94,41 |
94,53 |
3,09 |
3,02 |
94,47 |
3,06 |
PS0416 |
PL0000106340 |
103,72 |
103,85 |
3,16 |
3,10 |
103,79 |
3,13 |
OK0716 |
PL0000107926 |
92,71 |
92,86 |
3,22 |
3,15 |
92,79 |
3,18 |
IZ0816 |
PL0000103529 |
104,03 |
104,77 |
--- |
--- |
104,40 |
--- |
PS1016 |
PL0000106795 |
103,68 |
103,83 |
3,26 |
3,20 |
103,76 |
3,23 |
WZ0117 |
PL0000106936 |
99,72 |
99,92 |
--- |
--- |
99,82 |
--- |
PS0417 |
PL0000107058 |
103,83 |
103,98 |
3,44 |
3,39 |
103,91 |
3,41 |
DS1017 |
PL0000104543 |
105,62 |
105,83 |
3,57 |
3,51 |
105,73 |
3,53 |
WZ0118 |
PL0000104717 |
99,38 |
99,58 |
--- |
--- |
99,48 |
--- |
PS0418 |
PL0000107314 |
100,23 |
100,44 |
3,68 |
3,63 |
100,34 |
3,66 |
PS0718 |
PL0000107595 |
94,94 |
95,14 |
3,77 |
3,72 |
95,04 |
3,74 |
WZ0119 |
PL0000107603 |
98,81 |
99,03 |
--- |
--- |
98,92 |
--- |
DS1019 |
PL0000105441 |
107,56 |
107,80 |
3,97 |
3,92 |
107,68 |
3,95 |
DS1020 |
PL0000106126 |
106,35 |
106,65 |
4,13 |
4,08 |
106,50 |
4,10 |
WZ0121 |
PL0000106068 |
97,66 |
98,00 |
--- |
--- |
97,83 |
--- |
DS1021 |
PL0000106670 |
109,22 |
109,52 |
4,30 |
4,26 |
109,37 |
4,28 |
WS0922 |
PL0000102646 |
109,61 |
109,91 |
4,37 |
4,33 |
109,76 |
4,35 |
IZ0823 |
PL0000105359 |
103,60 |
104,46 |
--- |
--- |
104,03 |
--- |
DS1023 |
PL0000107264 |
96,61 |
96,95 |
4,43 |
4,39 |
96,78 |
4,41 |
WZ0124 |
PL0000107454 |
96,42 |
96,75 |
--- |
--- |
96,59 |
--- |
WS0429 |
PL0000105391 |
109,05 |
110,14 |
4,88 |
4,79 |
109,60 |
4,84 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
99,05 |
99,13 |
2,48 |
2,27 |
99,09 |
2,38 |
WZ0115 |
PL0000106480 |
100,00 |
100,08 |
--- |
--- |
100,04 |
--- |
PS0415 |
PL0000105953 |
102,96 |
103,04 |
2,81 |
2,74 |
103,00 |
2,77 |
OK0715 |
PL0000107405 |
96,18 |
96,27 |
2,85 |
2,78 |
96,23 |
2,81 |
DS1015 |
PL0000103602 |
105,21 |
105,30 |
2,93 |
2,87 |
105,26 |
2,90 |
OK0116 |
PL0000107587 |
94,50 |
94,61 |
3,04 |
2,97 |
94,56 |
3,00 |
PS0416 |
PL0000106340 |
103,82 |
103,94 |
3,12 |
3,06 |
103,88 |
3,09 |
OK0716 |
PL0000107926 |
92,78 |
92,91 |
3,19 |
3,13 |
92,85 |
3,15 |
IZ0816 |
PL0000103529 |
104,03 |
104,76 |
--- |
--- |
104,40 |
--- |
PS1016 |
PL0000106795 |
103,80 |
103,92 |
3,21 |
3,17 |
103,86 |
3,19 |
WZ0117 |
PL0000106936 |
99,73 |
99,91 |
--- |
--- |
99,82 |
--- |
PS0417 |
PL0000107058 |
104,06 |
104,19 |
3,36 |
3,32 |
104,13 |
3,34 |
DS1017 |
PL0000104543 |
105,87 |
106,05 |
3,49 |
3,44 |
105,96 |
3,47 |
WZ0118 |
PL0000104717 |
99,32 |
99,52 |
--- |
--- |
99,42 |
--- |
PS0418 |
PL0000107314 |
100,54 |
100,69 |
3,60 |
3,56 |
100,62 |
3,58 |
PS0718 |
PL0000107595 |
95,23 |
95,40 |
3,69 |
3,65 |
95,32 |
3,67 |
WZ0119 |
PL0000107603 |
98,85 |
99,01 |
--- |
--- |
98,93 |
--- |
DS1019 |
PL0000105441 |
107,98 |
108,16 |
3,89 |
3,86 |
108,07 |
3,87 |
DS1020 |
PL0000106126 |
106,81 |
107,09 |
4,05 |
4,00 |
106,95 |
4,03 |
WZ0121 |
PL0000106068 |
97,72 |
97,99 |
--- |
--- |
97,86 |
--- |
DS1021 |
PL0000106670 |
109,76 |
110,00 |
4,22 |
4,19 |
109,88 |
4,20 |
WS0922 |
PL0000102646 |
110,19 |
110,45 |
4,29 |
4,26 |
110,32 |
4,28 |
IZ0823 |
PL0000105359 |
103,63 |
104,45 |
--- |
--- |
104,04 |
--- |
DS1023 |
PL0000107264 |
97,20 |
97,42 |
4,36 |
4,33 |
97,31 |
4,34 |
WZ0124 |
PL0000107454 |
96,49 |
96,74 |
--- |
--- |
96,62 |
--- |
WS0429 |
PL0000105391 |
110,09 |
111,22 |
4,79 |
4,69 |
110,66 |
4,74 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,260 |
2,260 |
2,260 |
20 |
DS1015 |
PL0000103602 |
1/2 |
1 |
2,260 |
2,260 |
2,260 |
5 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
10 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,260 |
2,300 |
2,287 |
30 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
30 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,260 |
2,260 |
2,260 |
85 |
DS1015 |
PL0000103602 |
1/8 |
7 |
2,260 |
2,260 |
2,260 |
40 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,260 |
2,260 |
2,260 |
95 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,260 |
2,260 |
2,260 |
20 |
PS0416 |
PL0000106340 |
1/8 |
7 |
2,300 |
2,300 |
2,300 |
20 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
2,260 |
2,260 |
2,260 |
40 |
TOTAL |
395 |
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 |
500 |
TOTAL |
500 |