2014-03-05 |
MARKET DATA |
No 44 (2326) |
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 |
1 487,50 |
1 561,30 |
116 |
3 060,00 |
3 098,70 |
32 |
4 547,50 |
4 659,99 |
148 |
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 |
100,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
99,12 |
99,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,03 |
103,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
96,27 |
96,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,37 |
105,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
94,65 |
94,53 |
94,58 |
94,61 |
94,58 |
94,61 |
94,59 |
265 000 |
250,65 |
5 |
PS0416 |
PL0000106340 |
104,05 |
103,88 |
103,90 |
104,06 |
103,90 |
104,06 |
103,99 |
105 000 |
113,73 |
7 |
OK0716 |
PL0000107926 |
93,04 |
91,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,09 |
103,88 |
103,95 |
103,98 |
103,95 |
103,98 |
103,97 |
70 000 |
73,99 |
5 |
PS0417 |
PL0000107058 |
104,39 |
104,06 |
104,10 |
104,13 |
104,10 |
104,13 |
104,11 |
75 000 |
81,17 |
5 |
DS1017 |
PL0000104543 |
106,36 |
105,91 |
105,89 |
106,32 |
105,88 |
106,32 |
106,07 |
55 000 |
59,39 |
5 |
PS0418 |
PL0000107314 |
103,95 |
100,58 |
101,10 |
101,10 |
101,10 |
101,10 |
101,10 |
10 000 |
10,43 |
1 |
PS0718 |
PL0000107595 |
95,85 |
95,30 |
95,35 |
95,63 |
95,26 |
95,63 |
95,42 |
75 000 |
72,72 |
7 |
DS1019 |
PL0000105441 |
108,70 |
108,00 |
108,20 |
108,20 |
108,20 |
108,20 |
108,20 |
10 000 |
11,02 |
1 |
DS1020 |
PL0000106126 |
107,78 |
106,96 |
106,99 |
107,40 |
106,99 |
107,40 |
107,15 |
85 000 |
92,70 |
8 |
DS1021 |
PL0000106670 |
110,87 |
109,82 |
109,75 |
110,66 |
109,71 |
110,66 |
109,99 |
170 000 |
190,54 |
15 |
WS0922 |
PL0000102646 |
111,34 |
110,17 |
110,51 |
111,37 |
110,51 |
111,37 |
110,64 |
140 000 |
158,54 |
14 |
DS1023 |
PL0000107264 |
98,40 |
97,25 |
97,25 |
98,95 |
97,25 |
98,35 |
97,72 |
210 000 |
208,27 |
24 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
111,54 |
110,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,35 |
104,50 |
104,50 |
104,50 |
104,50 |
104,50 |
104,50 |
10 000 |
13,62 |
2 |
IZ0823 |
PL0000105359 |
104,35 |
104,25 |
104,35 |
104,48 |
104,30 |
104,48 |
104,38 |
87 500 |
107,50 |
8 |
WZ0115 |
PL0000106480 |
100,04 |
100,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,80 |
99,84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,43 |
99,44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
98,97 |
98,96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,90 |
97,89 |
97,93 |
97,95 |
97,93 |
97,95 |
97,95 |
45 000 |
44,21 |
3 |
WZ0124 |
PL0000107454 |
96,70 |
96,68 |
96,70 |
96,80 |
96,70 |
96,80 |
96,76 |
75 000 |
72,80 |
6 |
TOTAL |
1 487 500 |
1 561,30 |
116 |
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 |
109,15 |
109,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,25 |
119,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
101,90 |
102,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
114,70 |
115,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
113,50 |
113,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
117,00 |
118,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
110,10 |
110,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
102,80 |
103,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
105,70 |
106,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
122,38 |
123,38 |
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 |
99,05 |
99,14 |
2,50 |
2,26 |
99,10 |
2,37 |
WZ0115 |
PL0000106480 |
100,00 |
100,09 |
--- |
--- |
100,05 |
--- |
PS0415 |
PL0000105953 |
102,95 |
103,04 |
2,81 |
2,73 |
103,00 |
2,77 |
OK0715 |
PL0000107405 |
96,14 |
96,25 |
2,89 |
2,80 |
96,20 |
2,84 |
DS1015 |
PL0000103602 |
105,21 |
105,30 |
2,92 |
2,87 |
105,26 |
2,89 |
OK0116 |
PL0000107587 |
94,47 |
94,59 |
3,06 |
2,99 |
94,53 |
3,02 |
PS0416 |
PL0000106340 |
103,82 |
103,92 |
3,11 |
3,07 |
103,87 |
3,09 |
OK0716 |
PL0000107926 |
92,82 |
92,95 |
3,17 |
3,11 |
92,89 |
3,14 |
IZ0816 |
PL0000103529 |
103,99 |
104,70 |
--- |
--- |
104,35 |
--- |
PS1016 |
PL0000106795 |
103,81 |
103,93 |
3,21 |
3,16 |
103,87 |
3,19 |
WZ0117 |
PL0000106936 |
99,71 |
99,92 |
--- |
--- |
99,82 |
--- |
PS0417 |
PL0000107058 |
104,02 |
104,15 |
3,37 |
3,33 |
104,09 |
3,35 |
DS1017 |
PL0000104543 |
105,86 |
106,03 |
3,50 |
3,45 |
105,95 |
3,47 |
WZ0118 |
PL0000104717 |
99,30 |
99,53 |
--- |
--- |
99,42 |
--- |
PS0418 |
PL0000107314 |
100,51 |
100,71 |
3,61 |
3,56 |
100,61 |
3,58 |
PS0718 |
PL0000107595 |
95,22 |
95,40 |
3,70 |
3,65 |
95,31 |
3,67 |
WZ0119 |
PL0000107603 |
98,81 |
99,02 |
--- |
--- |
98,92 |
--- |
DS1019 |
PL0000105441 |
107,88 |
108,15 |
3,91 |
3,86 |
108,02 |
3,88 |
DS1020 |
PL0000106126 |
106,78 |
107,06 |
4,06 |
4,01 |
106,92 |
4,03 |
WZ0121 |
PL0000106068 |
97,71 |
97,99 |
--- |
--- |
97,85 |
--- |
DS1021 |
PL0000106670 |
109,71 |
110,00 |
4,23 |
4,19 |
109,86 |
4,21 |
WS0922 |
PL0000102646 |
110,13 |
110,41 |
4,30 |
4,26 |
110,27 |
4,28 |
IZ0823 |
PL0000105359 |
103,66 |
104,47 |
--- |
--- |
104,07 |
--- |
DS1023 |
PL0000107264 |
97,12 |
97,38 |
4,37 |
4,33 |
97,25 |
4,35 |
WZ0124 |
PL0000107454 |
96,49 |
96,76 |
--- |
--- |
96,63 |
--- |
WS0429 |
PL0000105391 |
110,29 |
111,05 |
4,77 |
4,71 |
110,67 |
4,74 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
99,05 |
99,15 |
2,50 |
2,24 |
99,10 |
2,37 |
WZ0115 |
PL0000106480 |
100,02 |
100,07 |
--- |
--- |
100,05 |
--- |
PS0415 |
PL0000105953 |
103,01 |
103,09 |
2,76 |
2,69 |
103,05 |
2,72 |
OK0715 |
PL0000107405 |
96,21 |
96,35 |
2,83 |
2,72 |
96,28 |
2,78 |
DS1015 |
PL0000103602 |
105,32 |
105,42 |
2,86 |
2,80 |
105,37 |
2,83 |
OK0116 |
PL0000107587 |
94,61 |
94,70 |
2,98 |
2,93 |
94,66 |
2,95 |
PS0416 |
PL0000106340 |
104,02 |
104,15 |
3,02 |
2,96 |
104,09 |
2,99 |
OK0716 |
PL0000107926 |
93,02 |
93,16 |
3,08 |
3,01 |
93,09 |
3,05 |
IZ0816 |
PL0000103529 |
104,11 |
104,78 |
--- |
--- |
104,45 |
--- |
PS1016 |
PL0000106795 |
104,05 |
104,22 |
3,12 |
3,05 |
104,14 |
3,08 |
WZ0117 |
PL0000106936 |
99,74 |
99,89 |
--- |
--- |
99,82 |
--- |
PS0417 |
PL0000107058 |
104,34 |
104,51 |
3,26 |
3,21 |
104,43 |
3,24 |
DS1017 |
PL0000104543 |
106,31 |
106,49 |
3,37 |
3,32 |
106,40 |
3,34 |
WZ0118 |
PL0000104717 |
99,36 |
99,51 |
--- |
--- |
99,44 |
--- |
PS0418 |
PL0000107314 |
101,07 |
101,24 |
3,46 |
3,42 |
101,16 |
3,44 |
PS0718 |
PL0000107595 |
95,81 |
96,01 |
3,54 |
3,49 |
95,91 |
3,52 |
WZ0119 |
PL0000107603 |
98,86 |
99,06 |
--- |
--- |
98,96 |
--- |
DS1019 |
PL0000105441 |
108,66 |
108,93 |
3,76 |
3,71 |
108,80 |
3,73 |
DS1020 |
PL0000106126 |
107,63 |
108,07 |
3,91 |
3,84 |
107,85 |
3,88 |
WZ0121 |
PL0000106068 |
97,75 |
98,04 |
--- |
--- |
97,90 |
--- |
DS1021 |
PL0000106670 |
110,81 |
111,13 |
4,07 |
4,02 |
110,97 |
4,04 |
WS0922 |
PL0000102646 |
111,29 |
111,72 |
4,15 |
4,09 |
111,51 |
4,12 |
IZ0823 |
PL0000105359 |
104,01 |
104,58 |
--- |
--- |
104,30 |
--- |
DS1023 |
PL0000107264 |
98,33 |
98,73 |
4,21 |
4,16 |
98,53 |
4,18 |
WZ0124 |
PL0000107454 |
96,63 |
96,90 |
--- |
--- |
96,77 |
--- |
WS0429 |
PL0000105391 |
110,73 |
114,28 |
4,74 |
4,43 |
112,51 |
4,58 |
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 |
2,250 |
2,250 |
2,250 |
90 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,100 |
2,100 |
2,100 |
20 |
PS0718 |
PL0000107595 |
0/1 |
1 |
2,260 |
2,260 |
2,260 |
225 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
10 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
50 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,260 |
2,260 |
2,260 |
15 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
80 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
285 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
90 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,260 |
2,260 |
2,260 |
25 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,260 |
2,260 |
2,260 |
15 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,300 |
2,300 |
2,300 |
20 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,110 |
2,110 |
2,110 |
100 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
2,300 |
2,300 |
2,300 |
70 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
2,260 |
2,300 |
2,276 |
100 |
DS1020 |
PL0000106126 |
2/9 |
7 |
2,300 |
2,300 |
2,300 |
140 |
PS1016 |
PL0000106795 |
2/9 |
7 |
2,300 |
2,300 |
2,300 |
230 |
PS0418 |
PL0000107314 |
2/9 |
7 |
2,200 |
2,300 |
2,259 |
220 |
OK0715 |
PL0000107405 |
2/9 |
7 |
2,350 |
2,350 |
2,350 |
105 |
WZ0117 |
PL0000106936 |
2/9 |
7 |
2,300 |
2,300 |
2,300 |
50 |
TOTAL |
1 940 |
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 |
320 |
GCZ |
G.C. Poland |
1/2 |
1 |
2,500 |
2,500 |
2,500 |
800 |
TOTAL |
1 120 |