2014-03-10 |
MARKET DATA |
No 47 (2329) |
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 |
1 000,00 |
1 065,45 |
72 |
1 400,00 |
1 477,90 |
21 |
2 400,00 |
2 543,35 |
93 |
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 |
100,45 |
100,39 |
100,45 |
100,45 |
100,38 |
100,39 |
100,41 |
22 500 |
23,73 |
3 |
OK0714 |
PL0000107009 |
99,12 |
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 |
10 000 |
10,79 |
1 |
OK0715 |
PL0000107405 |
96,31 |
96,31 |
96,31 |
96,31 |
96,30 |
96,31 |
96,31 |
22 500 |
21,67 |
3 |
DS1015 |
PL0000103602 |
105,32 |
105,29 |
105,30 |
105,32 |
105,30 |
105,32 |
105,30 |
60 000 |
64,61 |
2 |
OK0116 |
PL0000107587 |
94,70 |
94,63 |
94,64 |
94,65 |
94,64 |
94,65 |
94,65 |
40 000 |
37,86 |
2 |
PS0416 |
PL0000106340 |
104,05 |
103,98 |
103,99 |
104,07 |
103,99 |
104,07 |
104,03 |
275 000 |
298,17 |
14 |
OK0716 |
PL0000107926 |
93,10 |
93,00 |
93,10 |
93,10 |
93,10 |
93,10 |
93,10 |
10 000 |
9,31 |
1 |
PS1016 |
PL0000106795 |
104,08 |
103,98 |
104,04 |
104,04 |
104,04 |
104,04 |
104,04 |
50 000 |
52,92 |
2 |
PS0417 |
PL0000107058 |
104,24 |
104,03 |
104,04 |
104,25 |
104,04 |
104,25 |
104,14 |
85 000 |
92,07 |
6 |
DS1017 |
PL0000104543 |
106,17 |
105,92 |
105,94 |
106,07 |
105,94 |
106,07 |
106,00 |
130 000 |
140,39 |
9 |
PS0418 |
PL0000107314 |
100,92 |
100,72 |
100,82 |
100,84 |
100,82 |
100,84 |
100,83 |
20 000 |
20,83 |
2 |
PS0718 |
PL0000107595 |
95,68 |
95,49 |
95,60 |
95,63 |
95,60 |
95,63 |
95,61 |
35 000 |
34,01 |
3 |
DS1019 |
PL0000105441 |
108,53 |
108,29 |
108,28 |
108,45 |
108,28 |
108,45 |
108,38 |
30 000 |
33,14 |
3 |
DS1020 |
PL0000106126 |
107,46 |
107,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,70 |
110,34 |
110,59 |
110,72 |
110,59 |
110,72 |
110,67 |
30 000 |
33,85 |
3 |
WS0922 |
PL0000102646 |
111,32 |
110,92 |
111,17 |
111,39 |
111,17 |
111,39 |
111,32 |
60 000 |
68,40 |
5 |
DS1023 |
PL0000107264 |
98,37 |
97,96 |
97,97 |
98,46 |
97,97 |
98,20 |
98,22 |
100 000 |
99,73 |
11 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
112,20 |
111,74 |
111,86 |
111,86 |
111,86 |
111,86 |
111,86 |
10 000 |
11,69 |
1 |
WS0437 |
PL0000104857 |
103,00 |
125,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,30 |
104,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,17 |
104,30 |
104,34 |
104,34 |
104,34 |
104,34 |
104,34 |
10 000 |
12,29 |
1 |
WZ0115 |
PL0000106480 |
100,04 |
100,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,78 |
99,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,45 |
99,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,09 |
99,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,95 |
98,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,85 |
96,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 000 000 |
1 065,45 |
72 |
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 |
119,45 |
119,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
101,85 |
102,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
114,80 |
115,00 |
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 |
117,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
110,00 |
110,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
102,50 |
103,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
105,00 |
105,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
122,25 |
123,25 |
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 |
99,18 |
2,48 |
2,24 |
99,14 |
2,35 |
WZ0115 |
PL0000106480 |
100,01 |
100,10 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
102,98 |
103,06 |
2,76 |
2,68 |
103,02 |
2,72 |
OK0715 |
PL0000107405 |
96,22 |
96,34 |
2,85 |
2,76 |
96,28 |
2,81 |
DS1015 |
PL0000103602 |
105,23 |
105,32 |
2,88 |
2,83 |
105,28 |
2,85 |
OK0116 |
PL0000107587 |
94,56 |
94,68 |
3,03 |
2,96 |
94,62 |
2,99 |
PS0416 |
PL0000106340 |
103,90 |
104,02 |
3,06 |
3,01 |
103,96 |
3,04 |
OK0716 |
PL0000107926 |
92,93 |
93,06 |
3,14 |
3,08 |
93,00 |
3,11 |
IZ0816 |
PL0000103529 |
104,02 |
104,78 |
--- |
--- |
104,40 |
--- |
PS1016 |
PL0000106795 |
103,90 |
104,03 |
3,17 |
3,12 |
103,97 |
3,14 |
WZ0117 |
PL0000106936 |
99,69 |
99,89 |
--- |
--- |
99,79 |
--- |
PS0417 |
PL0000107058 |
103,99 |
104,15 |
3,38 |
3,32 |
104,07 |
3,35 |
DS1017 |
PL0000104543 |
105,90 |
106,07 |
3,48 |
3,43 |
105,99 |
3,45 |
WZ0118 |
PL0000104717 |
99,31 |
99,54 |
--- |
--- |
99,43 |
--- |
PS0418 |
PL0000107314 |
100,60 |
100,83 |
3,59 |
3,53 |
100,72 |
3,55 |
PS0718 |
PL0000107595 |
95,37 |
95,60 |
3,66 |
3,60 |
95,49 |
3,63 |
WZ0119 |
PL0000107603 |
98,87 |
99,06 |
--- |
--- |
98,97 |
--- |
DS1019 |
PL0000105441 |
108,18 |
108,39 |
3,85 |
3,81 |
108,29 |
3,83 |
DS1020 |
PL0000106126 |
107,02 |
107,29 |
4,01 |
3,97 |
107,16 |
3,99 |
WZ0121 |
PL0000106068 |
97,79 |
98,10 |
--- |
--- |
97,95 |
--- |
DS1021 |
PL0000106670 |
110,06 |
110,43 |
4,17 |
4,12 |
110,25 |
4,15 |
WS0922 |
PL0000102646 |
110,66 |
111,02 |
4,23 |
4,18 |
110,84 |
4,20 |
IZ0823 |
PL0000105359 |
103,64 |
104,53 |
--- |
--- |
104,09 |
--- |
DS1023 |
PL0000107264 |
97,72 |
98,07 |
4,29 |
4,24 |
97,90 |
4,27 |
WZ0124 |
PL0000107454 |
96,69 |
97,03 |
--- |
--- |
96,86 |
--- |
WS0429 |
PL0000105391 |
110,98 |
112,09 |
4,71 |
4,62 |
111,54 |
4,66 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
99,10 |
99,17 |
2,46 |
2,26 |
99,14 |
2,35 |
WZ0115 |
PL0000106480 |
100,01 |
100,11 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
102,98 |
103,06 |
2,76 |
2,68 |
103,02 |
2,72 |
OK0715 |
PL0000107405 |
96,28 |
96,36 |
2,81 |
2,74 |
96,32 |
2,77 |
DS1015 |
PL0000103602 |
105,28 |
105,35 |
2,85 |
2,81 |
105,32 |
2,83 |
OK0116 |
PL0000107587 |
94,64 |
94,74 |
2,98 |
2,93 |
94,69 |
2,95 |
PS0416 |
PL0000106340 |
103,98 |
104,07 |
3,03 |
2,98 |
104,03 |
3,00 |
OK0716 |
PL0000107926 |
93,00 |
93,12 |
3,11 |
3,05 |
93,06 |
3,08 |
IZ0816 |
PL0000103529 |
104,13 |
104,84 |
--- |
--- |
104,49 |
--- |
PS1016 |
PL0000106795 |
104,01 |
104,10 |
3,12 |
3,09 |
104,06 |
3,10 |
WZ0117 |
PL0000106936 |
99,73 |
99,89 |
--- |
--- |
99,81 |
--- |
PS0417 |
PL0000107058 |
104,12 |
104,24 |
3,33 |
3,29 |
104,18 |
3,31 |
DS1017 |
PL0000104543 |
106,02 |
106,15 |
3,44 |
3,41 |
106,09 |
3,42 |
WZ0118 |
PL0000104717 |
99,40 |
99,61 |
--- |
--- |
99,51 |
--- |
PS0418 |
PL0000107314 |
100,75 |
100,90 |
3,55 |
3,51 |
100,83 |
3,53 |
PS0718 |
PL0000107595 |
95,50 |
95,66 |
3,63 |
3,59 |
95,58 |
3,61 |
WZ0119 |
PL0000107603 |
98,89 |
99,09 |
--- |
--- |
98,99 |
--- |
DS1019 |
PL0000105441 |
108,30 |
108,48 |
3,82 |
3,79 |
108,39 |
3,81 |
DS1020 |
PL0000106126 |
107,22 |
107,44 |
3,98 |
3,94 |
107,33 |
3,96 |
WZ0121 |
PL0000106068 |
97,88 |
98,15 |
--- |
--- |
98,02 |
--- |
DS1021 |
PL0000106670 |
110,42 |
110,62 |
4,12 |
4,09 |
110,52 |
4,11 |
WS0922 |
PL0000102646 |
111,01 |
111,25 |
4,18 |
4,15 |
111,13 |
4,17 |
IZ0823 |
PL0000105359 |
103,75 |
104,59 |
--- |
--- |
104,17 |
--- |
DS1023 |
PL0000107264 |
98,07 |
98,30 |
4,24 |
4,21 |
98,19 |
4,23 |
WZ0124 |
PL0000107454 |
96,74 |
97,09 |
--- |
--- |
96,92 |
--- |
WS0429 |
PL0000105391 |
111,60 |
112,55 |
4,66 |
4,58 |
112,08 |
4,62 |
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 |
0/1 |
1 |
2,330 |
2,330 |
2,330 |
35 |
DS1021 |
PL0000106670 |
0/1 |
1 |
2,330 |
2,330 |
2,330 |
70 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,200 |
2,200 |
2,200 |
30 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
10 |
PS0416 |
PL0000106340 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
10 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
155 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
45 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
50 |
DS1019 |
PL0000105441 |
0/2 |
2 |
2,330 |
2,330 |
2,330 |
40 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
5 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
105 |
DS1021 |
PL0000106670 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
30 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,300 |
2,300 |
2,300 |
200 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,280 |
2,280 |
2,280 |
225 |
OK0715 |
PL0000107405 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
85 |
OK0116 |
PL0000107587 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
65 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
50 |
DS1019 |
PL0000105441 |
2/9 |
7 |
2,350 |
2,350 |
2,350 |
185 |
PS0418 |
PL0000107314 |
2/9 |
7 |
2,350 |
2,350 |
2,350 |
5 |
TOTAL |
1 400 |