2014-03-11 |
MARKET DATA |
No 48 (2330) |
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 |
700,00 |
718,35 |
51 |
3 270,00 |
3 361,02 |
37 |
3 970,00 |
4 079,37 |
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 |
100,37 |
100,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
99,13 |
99,14 |
99,13 |
99,13 |
99,13 |
99,13 |
99,13 |
115 000 |
114,00 |
3 |
PS0415 |
PL0000105953 |
103,00 |
103,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
96,31 |
96,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,29 |
105,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
94,68 |
94,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,02 |
103,99 |
104,01 |
104,01 |
103,97 |
104,00 |
103,99 |
40 000 |
43,36 |
4 |
OK0716 |
PL0000107926 |
93,06 |
93,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,04 |
104,00 |
104,00 |
104,00 |
104,00 |
104,00 |
104,00 |
20 000 |
21,16 |
2 |
PS0417 |
PL0000107058 |
104,20 |
104,08 |
104,10 |
104,15 |
104,10 |
104,15 |
104,11 |
70 000 |
75,81 |
2 |
DS1017 |
PL0000104543 |
106,10 |
105,94 |
105,98 |
105,98 |
105,96 |
105,96 |
105,97 |
20 000 |
21,59 |
2 |
PS0418 |
PL0000107314 |
100,85 |
100,69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
95,61 |
95,45 |
95,52 |
95,52 |
95,50 |
95,51 |
95,51 |
75 000 |
72,82 |
5 |
DS1019 |
PL0000105441 |
108,43 |
108,20 |
108,38 |
108,38 |
108,18 |
108,18 |
108,28 |
20 000 |
22,08 |
2 |
DS1020 |
PL0000106126 |
107,35 |
107,12 |
107,29 |
107,29 |
107,29 |
107,29 |
107,29 |
10 000 |
10,93 |
1 |
DS1021 |
PL0000106670 |
110,58 |
110,26 |
110,47 |
110,47 |
110,44 |
110,44 |
110,45 |
35 000 |
39,43 |
4 |
WS0922 |
PL0000102646 |
111,16 |
110,82 |
110,93 |
110,95 |
110,93 |
110,95 |
110,94 |
30 000 |
34,09 |
3 |
DS1023 |
PL0000107264 |
98,25 |
97,89 |
98,29 |
98,29 |
97,85 |
98,07 |
98,01 |
120 000 |
119,44 |
13 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
111,90 |
111,78 |
111,75 |
111,75 |
111,75 |
111,75 |
111,75 |
10 000 |
11,68 |
1 |
WS0437 |
PL0000104857 |
103,00 |
113,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,20 |
104,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,00 |
104,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,04 |
100,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,75 |
99,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,42 |
99,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
98,96 |
98,96 |
98,94 |
98,94 |
98,94 |
98,94 |
98,94 |
10 000 |
9,93 |
1 |
WZ0121 |
PL0000106068 |
98,03 |
98,03 |
98,03 |
98,03 |
98,03 |
98,03 |
98,03 |
50 000 |
49,19 |
2 |
WZ0124 |
PL0000107454 |
96,87 |
96,80 |
96,79 |
96,79 |
96,75 |
96,75 |
96,77 |
75 000 |
72,84 |
6 |
TOTAL |
700 000 |
718,35 |
51 |
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 |
109,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,25 |
119,55 |
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 |
114,90 |
115,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
113,40 |
113,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
117,00 |
117,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
110,25 |
110,75 |
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 |
105,20 |
105,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
122,50 |
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 |
99,10 |
99,17 |
2,47 |
2,28 |
99,14 |
2,36 |
WZ0115 |
PL0000106480 |
100,02 |
100,10 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
102,97 |
103,03 |
2,76 |
2,70 |
103,00 |
2,73 |
OK0715 |
PL0000107405 |
96,29 |
96,36 |
2,80 |
2,75 |
96,33 |
2,77 |
DS1015 |
PL0000103602 |
105,26 |
105,35 |
2,86 |
2,81 |
105,31 |
2,83 |
OK0116 |
PL0000107587 |
94,65 |
94,75 |
2,98 |
2,92 |
94,70 |
2,95 |
PS0416 |
PL0000106340 |
103,99 |
104,07 |
3,02 |
2,98 |
104,03 |
3,00 |
OK0716 |
PL0000107926 |
93,03 |
93,14 |
3,10 |
3,04 |
93,09 |
3,07 |
IZ0816 |
PL0000103529 |
104,07 |
104,83 |
--- |
--- |
104,45 |
--- |
PS1016 |
PL0000106795 |
104,01 |
104,11 |
3,12 |
3,08 |
104,06 |
3,10 |
WZ0117 |
PL0000106936 |
99,71 |
99,90 |
--- |
--- |
99,81 |
--- |
PS0417 |
PL0000107058 |
104,16 |
104,29 |
3,32 |
3,27 |
104,23 |
3,29 |
DS1017 |
PL0000104543 |
106,06 |
106,20 |
3,43 |
3,39 |
106,13 |
3,41 |
WZ0118 |
PL0000104717 |
99,37 |
99,62 |
--- |
--- |
99,50 |
--- |
PS0418 |
PL0000107314 |
100,80 |
100,96 |
3,53 |
3,49 |
100,88 |
3,51 |
PS0718 |
PL0000107595 |
95,56 |
95,73 |
3,61 |
3,57 |
95,65 |
3,59 |
WZ0119 |
PL0000107603 |
98,90 |
99,09 |
--- |
--- |
99,00 |
--- |
DS1019 |
PL0000105441 |
108,38 |
108,57 |
3,81 |
3,77 |
108,48 |
3,79 |
DS1020 |
PL0000106126 |
107,29 |
107,53 |
3,97 |
3,93 |
107,41 |
3,95 |
WZ0121 |
PL0000106068 |
97,91 |
98,24 |
--- |
--- |
98,08 |
--- |
DS1021 |
PL0000106670 |
110,51 |
110,73 |
4,11 |
4,08 |
110,62 |
4,09 |
WS0922 |
PL0000102646 |
111,09 |
111,34 |
4,17 |
4,14 |
111,22 |
4,15 |
IZ0823 |
PL0000105359 |
103,67 |
104,66 |
--- |
--- |
104,17 |
--- |
DS1023 |
PL0000107264 |
98,17 |
98,42 |
4,23 |
4,20 |
98,30 |
4,21 |
WZ0124 |
PL0000107454 |
96,76 |
97,01 |
--- |
--- |
96,89 |
--- |
WS0429 |
PL0000105391 |
111,70 |
112,66 |
4,65 |
4,57 |
112,18 |
4,61 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
99,11 |
99,16 |
2,45 |
2,31 |
99,14 |
2,36 |
WZ0115 |
PL0000106480 |
100,01 |
100,09 |
--- |
--- |
100,05 |
--- |
PS0415 |
PL0000105953 |
102,96 |
103,04 |
2,77 |
2,70 |
103,00 |
2,73 |
OK0715 |
PL0000107405 |
96,27 |
96,35 |
2,82 |
2,76 |
96,31 |
2,79 |
DS1015 |
PL0000103602 |
105,26 |
105,34 |
2,86 |
2,81 |
105,30 |
2,84 |
OK0116 |
PL0000107587 |
94,63 |
94,73 |
2,99 |
2,94 |
94,68 |
2,96 |
PS0416 |
PL0000106340 |
103,95 |
104,04 |
3,04 |
3,00 |
104,00 |
3,01 |
OK0716 |
PL0000107926 |
93,00 |
93,10 |
3,11 |
3,06 |
93,05 |
3,09 |
IZ0816 |
PL0000103529 |
104,02 |
104,83 |
--- |
--- |
104,43 |
--- |
PS1016 |
PL0000106795 |
103,95 |
104,05 |
3,15 |
3,11 |
104,00 |
3,13 |
WZ0117 |
PL0000106936 |
99,70 |
99,87 |
--- |
--- |
99,79 |
--- |
PS0417 |
PL0000107058 |
104,06 |
104,18 |
3,35 |
3,31 |
104,12 |
3,33 |
DS1017 |
PL0000104543 |
105,96 |
106,10 |
3,46 |
3,42 |
106,03 |
3,44 |
WZ0118 |
PL0000104717 |
99,36 |
99,54 |
--- |
--- |
99,45 |
--- |
PS0418 |
PL0000107314 |
100,70 |
100,86 |
3,56 |
3,52 |
100,78 |
3,54 |
PS0718 |
PL0000107595 |
95,46 |
95,62 |
3,64 |
3,60 |
95,54 |
3,62 |
WZ0119 |
PL0000107603 |
98,86 |
99,01 |
--- |
--- |
98,94 |
--- |
DS1019 |
PL0000105441 |
108,24 |
108,43 |
3,84 |
3,80 |
108,34 |
3,82 |
DS1020 |
PL0000106126 |
107,13 |
107,32 |
4,00 |
3,96 |
107,23 |
3,98 |
WZ0121 |
PL0000106068 |
97,90 |
98,14 |
--- |
--- |
98,02 |
--- |
DS1021 |
PL0000106670 |
110,19 |
110,44 |
4,15 |
4,12 |
110,32 |
4,14 |
WS0922 |
PL0000102646 |
110,84 |
111,05 |
4,20 |
4,18 |
110,95 |
4,19 |
IZ0823 |
PL0000105359 |
103,67 |
104,71 |
--- |
--- |
104,19 |
--- |
DS1023 |
PL0000107264 |
97,91 |
98,09 |
4,26 |
4,24 |
98,00 |
4,25 |
WZ0124 |
PL0000107454 |
96,68 |
96,90 |
--- |
--- |
96,79 |
--- |
WS0429 |
PL0000105391 |
111,37 |
112,37 |
4,68 |
4,59 |
111,87 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
2,330 |
2,330 |
2,330 |
60 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,330 |
2,330 |
2,330 |
20 |
PS0417 |
PL0000107058 |
0/1 |
1 |
2,330 |
2,330 |
2,330 |
20 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,100 |
2,200 |
2,127 |
110 |
OK0116 |
PL0000107587 |
0/1 |
1 |
2,330 |
2,330 |
2,330 |
200 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,350 |
2,350 |
2,350 |
60 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
135 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,150 |
2,200 |
2,163 |
275 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
85 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
2,330 |
2,330 |
2,330 |
20 |
PS1016 |
PL0000106795 |
2/3 |
1 |
2,150 |
2,150 |
2,150 |
160 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
160 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
20 |
PS0416 |
PL0000106340 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
30 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,250 |
2,260 |
2,255 |
400 |
PS0417 |
PL0000107058 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
20 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,100 |
2,100 |
2,100 |
85 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,300 |
2,300 |
2,300 |
60 |
OK0116 |
PL0000107587 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
20 |
PS0718 |
PL0000107595 |
1/8 |
7 |
2,330 |
2,350 |
2,347 |
60 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
50 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
200 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
20 |
TOTAL |
2 270 |
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 |
2,530 |
2,530 |
2,530 |
1 000 |
TOTAL |
1 000 |