2014-03-07 |
MARKET DATA |
No 46 (2328) |
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 |
690,00 |
730,83 |
57 |
3 365,00 |
3 439,36 |
31 |
4 055,00 |
4 170,19 |
88 |
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 |
100,39 |
100,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
99,11 |
99,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
103,02 |
103,02 |
103,02 |
103,02 |
103,02 |
103,02 |
103,02 |
105 000 |
113,23 |
3 |
OK0715 |
PL0000107405 |
96,27 |
96,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,30 |
105,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
94,64 |
94,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,04 |
103,98 |
104,04 |
104,04 |
103,95 |
103,95 |
103,99 |
65 000 |
70,44 |
6 |
OK0716 |
PL0000107926 |
93,03 |
93,00 |
93,02 |
93,03 |
92,98 |
92,98 |
93,01 |
50 000 |
46,51 |
6 |
PS1016 |
PL0000106795 |
104,00 |
103,96 |
104,04 |
104,04 |
104,04 |
104,04 |
104,04 |
10 000 |
10,58 |
1 |
PS0417 |
PL0000107058 |
104,26 |
104,07 |
104,25 |
104,25 |
104,19 |
104,19 |
104,21 |
50 000 |
54,19 |
4 |
DS1017 |
PL0000104543 |
106,21 |
105,96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,00 |
100,77 |
100,95 |
100,95 |
100,95 |
100,95 |
100,95 |
25 000 |
26,06 |
1 |
PS0718 |
PL0000107595 |
95,76 |
95,50 |
95,80 |
95,82 |
95,59 |
95,59 |
95,75 |
95 000 |
92,45 |
8 |
DS1019 |
PL0000105441 |
108,68 |
108,30 |
108,62 |
108,62 |
108,15 |
108,15 |
108,53 |
25 000 |
27,65 |
3 |
DS1020 |
PL0000106126 |
107,64 |
107,17 |
107,57 |
107,57 |
107,14 |
107,14 |
107,32 |
25 000 |
27,32 |
3 |
DS1021 |
PL0000106670 |
110,70 |
110,35 |
110,80 |
110,80 |
110,75 |
110,75 |
110,77 |
30 000 |
33,88 |
2 |
WS0922 |
PL0000102646 |
111,50 |
110,91 |
111,50 |
111,55 |
110,90 |
110,90 |
111,38 |
120 000 |
136,85 |
12 |
DS1023 |
PL0000107264 |
98,50 |
97,95 |
98,43 |
98,43 |
98,00 |
98,00 |
98,21 |
45 000 |
44,87 |
5 |
WS0428 |
PL0000107611 |
80,28 |
81,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
112,32 |
111,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
78,82 |
130,77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,39 |
104,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,30 |
104,25 |
104,15 |
104,15 |
104,15 |
104,15 |
104,15 |
10 000 |
12,26 |
1 |
WZ0115 |
PL0000106480 |
100,05 |
100,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,76 |
99,81 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,38 |
99,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
98,95 |
98,96 |
98,95 |
98,95 |
98,95 |
98,95 |
98,95 |
25 000 |
24,82 |
1 |
WZ0121 |
PL0000106068 |
97,90 |
98,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,80 |
96,85 |
96,80 |
96,80 |
96,80 |
96,80 |
96,80 |
10 000 |
9,71 |
1 |
TOTAL |
690 000 |
730,83 |
57 |
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 |
106,15 |
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 |
119,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
101,90 |
102,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
114,80 |
115,20 |
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 |
117,20 |
118,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
110,50 |
111,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
102,70 |
103,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
105,40 |
106,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
122,50 |
123,50 |
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 |
99,09 |
99,19 |
2,46 |
2,19 |
99,14 |
2,33 |
WZ0115 |
PL0000106480 |
100,01 |
100,09 |
--- |
--- |
100,05 |
--- |
PS0415 |
PL0000105953 |
102,99 |
103,07 |
2,75 |
2,68 |
103,03 |
2,72 |
OK0715 |
PL0000107405 |
96,23 |
96,35 |
2,84 |
2,75 |
96,29 |
2,79 |
DS1015 |
PL0000103602 |
105,28 |
105,39 |
2,86 |
2,79 |
105,34 |
2,82 |
OK0116 |
PL0000107587 |
94,60 |
94,74 |
3,00 |
2,92 |
94,67 |
2,96 |
PS0416 |
PL0000106340 |
104,00 |
104,11 |
3,02 |
2,97 |
104,06 |
2,99 |
OK0716 |
PL0000107926 |
92,98 |
93,11 |
3,11 |
3,05 |
93,05 |
3,08 |
IZ0816 |
PL0000103529 |
104,03 |
104,93 |
--- |
--- |
104,48 |
--- |
PS1016 |
PL0000106795 |
103,94 |
104,09 |
3,15 |
3,09 |
104,02 |
3,12 |
WZ0117 |
PL0000106936 |
99,69 |
99,87 |
--- |
--- |
99,78 |
--- |
PS0417 |
PL0000107058 |
104,17 |
104,32 |
3,32 |
3,27 |
104,25 |
3,29 |
DS1017 |
PL0000104543 |
106,10 |
106,30 |
3,42 |
3,37 |
106,20 |
3,39 |
WZ0118 |
PL0000104717 |
99,32 |
99,51 |
--- |
--- |
99,42 |
--- |
PS0418 |
PL0000107314 |
100,88 |
101,07 |
3,51 |
3,46 |
100,98 |
3,49 |
PS0718 |
PL0000107595 |
95,64 |
95,83 |
3,59 |
3,54 |
95,74 |
3,56 |
WZ0119 |
PL0000107603 |
98,88 |
99,02 |
--- |
--- |
98,95 |
--- |
DS1019 |
PL0000105441 |
108,46 |
108,72 |
3,79 |
3,75 |
108,59 |
3,77 |
DS1020 |
PL0000106126 |
107,46 |
107,71 |
3,94 |
3,90 |
107,59 |
3,92 |
WZ0121 |
PL0000106068 |
97,84 |
98,08 |
--- |
--- |
97,96 |
--- |
DS1021 |
PL0000106670 |
110,56 |
110,87 |
4,10 |
4,06 |
110,72 |
4,08 |
WS0922 |
PL0000102646 |
111,34 |
111,59 |
4,14 |
4,11 |
111,47 |
4,12 |
IZ0823 |
PL0000105359 |
103,77 |
104,73 |
--- |
--- |
104,25 |
--- |
DS1023 |
PL0000107264 |
98,30 |
98,62 |
4,21 |
4,17 |
98,46 |
4,19 |
WZ0124 |
PL0000107454 |
96,68 |
96,92 |
--- |
--- |
96,80 |
--- |
WS0429 |
PL0000105391 |
110,26 |
113,96 |
4,78 |
4,46 |
112,11 |
4,61 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
99,10 |
99,18 |
2,44 |
2,22 |
99,14 |
2,33 |
WZ0115 |
PL0000106480 |
100,02 |
100,09 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
102,99 |
103,06 |
2,75 |
2,69 |
103,03 |
2,72 |
OK0715 |
PL0000107405 |
96,20 |
96,32 |
2,86 |
2,77 |
96,26 |
2,82 |
DS1015 |
PL0000103602 |
105,23 |
105,33 |
2,89 |
2,83 |
105,28 |
2,86 |
OK0116 |
PL0000107587 |
94,53 |
94,66 |
3,04 |
2,97 |
94,60 |
3,00 |
PS0416 |
PL0000106340 |
103,90 |
104,01 |
3,07 |
3,01 |
103,96 |
3,04 |
OK0716 |
PL0000107926 |
92,94 |
93,03 |
3,13 |
3,09 |
92,99 |
3,11 |
IZ0816 |
PL0000103529 |
104,07 |
104,77 |
--- |
--- |
104,42 |
--- |
PS1016 |
PL0000106795 |
103,89 |
104,02 |
3,17 |
3,12 |
103,96 |
3,14 |
WZ0117 |
PL0000106936 |
99,69 |
99,87 |
--- |
--- |
99,78 |
--- |
PS0417 |
PL0000107058 |
103,99 |
104,17 |
3,38 |
3,32 |
104,08 |
3,35 |
DS1017 |
PL0000104543 |
105,94 |
106,10 |
3,47 |
3,42 |
106,02 |
3,45 |
WZ0118 |
PL0000104717 |
99,33 |
99,51 |
--- |
--- |
99,42 |
--- |
PS0418 |
PL0000107314 |
100,70 |
100,90 |
3,56 |
3,51 |
100,80 |
3,53 |
PS0718 |
PL0000107595 |
95,45 |
95,66 |
3,64 |
3,59 |
95,56 |
3,61 |
WZ0119 |
PL0000107603 |
98,88 |
99,01 |
--- |
--- |
98,95 |
--- |
DS1019 |
PL0000105441 |
108,30 |
108,51 |
3,83 |
3,79 |
108,41 |
3,80 |
DS1020 |
PL0000106126 |
107,18 |
107,47 |
3,99 |
3,94 |
107,33 |
3,96 |
WZ0121 |
PL0000106068 |
97,85 |
98,07 |
--- |
--- |
97,96 |
--- |
DS1021 |
PL0000106670 |
110,28 |
110,63 |
4,14 |
4,09 |
110,46 |
4,12 |
WS0922 |
PL0000102646 |
110,96 |
111,24 |
4,19 |
4,15 |
111,10 |
4,17 |
IZ0823 |
PL0000105359 |
103,64 |
104,53 |
--- |
--- |
104,09 |
--- |
DS1023 |
PL0000107264 |
98,00 |
98,26 |
4,25 |
4,22 |
98,13 |
4,24 |
WZ0124 |
PL0000107454 |
96,72 |
96,91 |
--- |
--- |
96,82 |
--- |
WS0429 |
PL0000105391 |
110,71 |
112,93 |
4,74 |
4,54 |
111,82 |
4,64 |
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 |
3/4 |
1 |
2,330 |
2,330 |
2,330 |
40 |
DS1023 |
PL0000107264 |
3/4 |
1 |
2,150 |
2,150 |
2,150 |
20 |
OK0116 |
PL0000107587 |
3/4 |
1 |
2,330 |
2,330 |
2,330 |
20 |
DS1019 |
PL0000105441 |
0/3 |
3 |
2,330 |
2,330 |
2,330 |
50 |
OK0716 |
PL0000107926 |
0/3 |
3 |
2,330 |
2,330 |
2,330 |
20 |
WZ0117 |
PL0000106936 |
0/3 |
3 |
2,330 |
2,330 |
2,330 |
130 |
PS1016 |
PL0000106795 |
0/4 |
4 |
2,330 |
2,330 |
2,330 |
120 |
WS0922 |
PL0000102646 |
3/10 |
7 |
2,330 |
2,330 |
2,330 |
20 |
DS1017 |
PL0000104543 |
3/10 |
7 |
2,330 |
2,330 |
2,330 |
275 |
PS0416 |
PL0000106340 |
3/10 |
7 |
2,330 |
2,330 |
2,330 |
10 |
OK0714 |
PL0000107009 |
3/10 |
7 |
2,330 |
2,330 |
2,330 |
80 |
PS0417 |
PL0000107058 |
3/10 |
7 |
2,330 |
2,330 |
2,330 |
60 |
DS1023 |
PL0000107264 |
3/10 |
7 |
2,150 |
2,150 |
2,150 |
115 |
OK0715 |
PL0000107405 |
3/10 |
7 |
2,330 |
2,330 |
2,330 |
95 |
OK0116 |
PL0000107587 |
3/10 |
7 |
2,330 |
2,330 |
2,330 |
125 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
2,330 |
2,330 |
2,330 |
230 |
WZ0117 |
PL0000106936 |
3/10 |
7 |
2,330 |
2,330 |
2,330 |
130 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
2,330 |
2,330 |
2,330 |
25 |
TOTAL |
1 565 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/3 |
3 |
2,530 |
2,540 |
2,531 |
1 800 |
TOTAL |
1 800 |