2014-03-06 |
MARKET DATA |
No 45 (2327) |
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 |
1 702,50 |
1 766,95 |
144 |
2 295,00 |
2 393,12 |
28 |
3 997,50 |
4 160,06 |
172 |
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 |
100,40 |
100,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
99,12 |
99,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,06 |
103,04 |
103,06 |
103,06 |
103,06 |
103,06 |
103,06 |
50 000 |
53,93 |
1 |
OK0715 |
PL0000107405 |
96,29 |
96,32 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,38 |
105,34 |
105,33 |
105,33 |
105,32 |
105,32 |
105,33 |
17 500 |
18,84 |
2 |
OK0116 |
PL0000107587 |
94,68 |
94,68 |
94,68 |
94,68 |
94,66 |
94,66 |
94,67 |
20 000 |
18,93 |
2 |
PS0416 |
PL0000106340 |
104,06 |
104,08 |
104,02 |
104,06 |
104,02 |
104,06 |
104,04 |
35 000 |
37,94 |
3 |
OK0716 |
PL0000107926 |
93,10 |
93,07 |
93,07 |
93,10 |
93,06 |
93,08 |
93,09 |
150 000 |
139,63 |
7 |
PS1016 |
PL0000106795 |
104,15 |
104,05 |
104,06 |
104,13 |
104,06 |
104,07 |
104,09 |
25 000 |
26,47 |
3 |
PS0417 |
PL0000107058 |
104,51 |
104,24 |
104,45 |
104,45 |
104,24 |
104,27 |
104,37 |
155 000 |
168,21 |
11 |
DS1017 |
PL0000104543 |
106,50 |
106,24 |
106,45 |
106,45 |
106,28 |
106,28 |
106,30 |
85 000 |
92,02 |
7 |
PS0418 |
PL0000107314 |
101,27 |
101,01 |
101,25 |
101,25 |
100,92 |
100,92 |
101,08 |
35 000 |
36,53 |
3 |
PS0718 |
PL0000107595 |
96,02 |
95,79 |
96,02 |
96,02 |
95,69 |
95,70 |
95,89 |
105 000 |
102,33 |
10 |
DS1019 |
PL0000105441 |
108,95 |
108,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,07 |
107,62 |
108,05 |
108,05 |
107,54 |
107,54 |
107,88 |
30 000 |
32,95 |
3 |
DS1021 |
PL0000106670 |
111,28 |
110,61 |
111,19 |
111,29 |
110,80 |
110,80 |
111,15 |
175 000 |
198,26 |
18 |
WS0922 |
PL0000102646 |
111,95 |
111,43 |
111,65 |
111,70 |
111,30 |
111,30 |
111,49 |
75 000 |
85,60 |
8 |
DS1023 |
PL0000107264 |
99,00 |
98,45 |
98,95 |
99,00 |
98,39 |
98,39 |
98,80 |
402 500 |
403,65 |
41 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
112,76 |
112,68 |
113,00 |
113,09 |
112,90 |
113,09 |
113,00 |
50 000 |
59,01 |
6 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,56 |
104,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,74 |
104,40 |
104,50 |
104,50 |
104,50 |
104,50 |
104,50 |
10 000 |
12,30 |
1 |
WZ0115 |
PL0000106480 |
100,05 |
100,06 |
100,06 |
100,06 |
100,06 |
100,06 |
100,06 |
10 000 |
10,04 |
1 |
WZ0117 |
PL0000106936 |
99,79 |
99,81 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,47 |
99,45 |
99,46 |
99,46 |
99,42 |
99,42 |
99,43 |
22 500 |
22,45 |
2 |
WZ0119 |
PL0000107603 |
99,00 |
98,96 |
99,00 |
99,01 |
98,95 |
98,95 |
98,96 |
230 000 |
228,37 |
13 |
WZ0121 |
PL0000106068 |
97,98 |
98,00 |
97,95 |
97,95 |
97,95 |
97,95 |
97,95 |
5 000 |
4,91 |
1 |
WZ0124 |
PL0000107454 |
96,80 |
96,80 |
96,78 |
96,78 |
96,78 |
96,78 |
96,78 |
15 000 |
14,57 |
1 |
TOTAL |
1 702 500 |
1 766,95 |
144 |
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 |
109,20 |
109,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,40 |
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 |
114,80 |
115,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
113,50 |
113,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
117,00 |
117,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
110,00 |
110,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
102,75 |
103,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
105,20 |
106,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
122,35 |
123,35 |
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 |
99,06 |
99,18 |
2,53 |
2,20 |
99,12 |
2,37 |
WZ0115 |
PL0000106480 |
100,02 |
100,09 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
103,02 |
103,12 |
2,73 |
2,64 |
103,07 |
2,69 |
OK0715 |
PL0000107405 |
96,25 |
96,39 |
2,82 |
2,71 |
96,32 |
2,76 |
DS1015 |
PL0000103602 |
105,34 |
105,46 |
2,83 |
2,75 |
105,40 |
2,79 |
OK0116 |
PL0000107587 |
94,63 |
94,77 |
2,98 |
2,90 |
94,70 |
2,94 |
PS0416 |
PL0000106340 |
104,02 |
104,16 |
3,01 |
2,94 |
104,09 |
2,98 |
OK0716 |
PL0000107926 |
93,04 |
93,18 |
3,08 |
3,01 |
93,11 |
3,05 |
IZ0816 |
PL0000103529 |
104,17 |
104,93 |
--- |
--- |
104,55 |
--- |
PS1016 |
PL0000106795 |
104,10 |
104,26 |
3,09 |
3,03 |
104,18 |
3,06 |
WZ0117 |
PL0000106936 |
99,73 |
99,93 |
--- |
--- |
99,83 |
--- |
PS0417 |
PL0000107058 |
104,40 |
104,55 |
3,24 |
3,19 |
104,48 |
3,22 |
DS1017 |
PL0000104543 |
106,38 |
106,56 |
3,34 |
3,29 |
106,47 |
3,32 |
WZ0118 |
PL0000104717 |
99,31 |
99,52 |
--- |
--- |
99,42 |
--- |
PS0418 |
PL0000107314 |
101,14 |
101,31 |
3,44 |
3,40 |
101,23 |
3,42 |
PS0718 |
PL0000107595 |
95,88 |
96,07 |
3,53 |
3,48 |
95,98 |
3,50 |
WZ0119 |
PL0000107603 |
98,91 |
99,07 |
--- |
--- |
98,99 |
--- |
DS1019 |
PL0000105441 |
108,82 |
109,07 |
3,73 |
3,68 |
108,95 |
3,70 |
DS1020 |
PL0000106126 |
107,94 |
108,19 |
3,86 |
3,82 |
108,07 |
3,84 |
WZ0121 |
PL0000106068 |
97,79 |
98,06 |
--- |
--- |
97,93 |
--- |
DS1021 |
PL0000106670 |
110,88 |
111,29 |
4,06 |
4,00 |
111,09 |
4,03 |
WS0922 |
PL0000102646 |
111,57 |
111,99 |
4,11 |
4,05 |
111,78 |
4,08 |
IZ0823 |
PL0000105359 |
104,10 |
104,94 |
--- |
--- |
104,52 |
--- |
DS1023 |
PL0000107264 |
98,63 |
98,94 |
4,17 |
4,13 |
98,79 |
4,15 |
WZ0124 |
PL0000107454 |
96,63 |
96,91 |
--- |
--- |
96,77 |
--- |
WS0429 |
PL0000105391 |
110,79 |
115,22 |
4,73 |
4,35 |
113,01 |
4,54 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
99,08 |
99,18 |
2,47 |
2,20 |
99,13 |
2,34 |
WZ0115 |
PL0000106480 |
100,02 |
100,09 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
103,01 |
103,08 |
2,74 |
2,68 |
103,05 |
2,71 |
OK0715 |
PL0000107405 |
96,21 |
96,36 |
2,85 |
2,73 |
96,29 |
2,79 |
DS1015 |
PL0000103602 |
105,28 |
105,37 |
2,86 |
2,81 |
105,33 |
2,83 |
OK0116 |
PL0000107587 |
94,58 |
94,72 |
3,01 |
2,93 |
94,65 |
2,97 |
PS0416 |
PL0000106340 |
103,97 |
104,12 |
3,04 |
2,96 |
104,05 |
3,00 |
OK0716 |
PL0000107926 |
92,97 |
93,11 |
3,11 |
3,05 |
93,04 |
3,08 |
IZ0816 |
PL0000103529 |
104,09 |
104,90 |
--- |
--- |
104,50 |
--- |
PS1016 |
PL0000106795 |
103,94 |
104,10 |
3,15 |
3,09 |
104,02 |
3,12 |
WZ0117 |
PL0000106936 |
99,71 |
99,86 |
--- |
--- |
99,79 |
--- |
PS0417 |
PL0000107058 |
104,15 |
104,31 |
3,32 |
3,27 |
104,23 |
3,30 |
DS1017 |
PL0000104543 |
106,09 |
106,30 |
3,43 |
3,37 |
106,20 |
3,40 |
WZ0118 |
PL0000104717 |
99,35 |
99,51 |
--- |
--- |
99,43 |
--- |
PS0418 |
PL0000107314 |
100,86 |
101,08 |
3,52 |
3,46 |
100,97 |
3,49 |
PS0718 |
PL0000107595 |
95,61 |
95,83 |
3,60 |
3,54 |
95,72 |
3,57 |
WZ0119 |
PL0000107603 |
98,89 |
99,02 |
--- |
--- |
98,96 |
--- |
DS1019 |
PL0000105441 |
108,48 |
108,71 |
3,79 |
3,75 |
108,60 |
3,77 |
DS1020 |
PL0000106126 |
107,46 |
107,79 |
3,94 |
3,89 |
107,63 |
3,91 |
WZ0121 |
PL0000106068 |
97,85 |
98,08 |
--- |
--- |
97,97 |
--- |
DS1021 |
PL0000106670 |
110,51 |
110,81 |
4,11 |
4,07 |
110,66 |
4,09 |
WS0922 |
PL0000102646 |
111,15 |
111,53 |
4,16 |
4,11 |
111,34 |
4,14 |
IZ0823 |
PL0000105359 |
103,89 |
104,74 |
--- |
--- |
104,32 |
--- |
DS1023 |
PL0000107264 |
98,28 |
98,57 |
4,22 |
4,18 |
98,43 |
4,20 |
WZ0124 |
PL0000107454 |
96,65 |
96,90 |
--- |
--- |
96,78 |
--- |
WS0429 |
PL0000105391 |
110,96 |
113,35 |
4,72 |
4,51 |
112,16 |
4,61 |
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 |
2,310 |
2,310 |
2,310 |
40 |
DS1021 |
PL0000106670 |
0/1 |
1 |
2,310 |
2,310 |
2,310 |
35 |
PS1016 |
PL0000106795 |
0/1 |
1 |
2,200 |
2,200 |
2,200 |
110 |
WS0922 |
PL0000102646 |
1/4 |
3 |
2,150 |
2,150 |
2,150 |
20 |
DS1020 |
PL0000106126 |
1/4 |
3 |
2,310 |
2,310 |
2,310 |
60 |
DS1021 |
PL0000106670 |
1/4 |
3 |
2,310 |
2,310 |
2,310 |
10 |
DS1023 |
PL0000107264 |
1/4 |
3 |
2,200 |
2,250 |
2,245 |
220 |
WZ0121 |
PL0000106068 |
1/4 |
3 |
2,310 |
2,310 |
2,310 |
20 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,310 |
2,310 |
2,310 |
120 |
DS1015 |
PL0000103602 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
240 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,310 |
2,310 |
2,310 |
15 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,300 |
2,310 |
2,310 |
250 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,200 |
2,200 |
2,200 |
75 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
2,310 |
2,310 |
2,310 |
105 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
2,300 |
2,300 |
2,300 |
130 |
OK0116 |
PL0000107587 |
4/11 |
7 |
2,350 |
2,350 |
2,350 |
245 |
TOTAL |
1 695 |
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 |