2014-03-12 |
MARKET DATA |
No 49 (2331) |
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 |
1 467,50 |
1 531,00 |
118 |
1 795,00 |
1 914,52 |
28 |
3 262,50 |
3 445,52 |
146 |
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 |
100,35 |
100,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
99,13 |
99,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,98 |
103,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
96,31 |
96,33 |
96,31 |
96,31 |
96,31 |
96,31 |
96,31 |
10 000 |
9,63 |
1 |
DS1015 |
PL0000103602 |
105,28 |
105,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
94,73 |
94,70 |
94,73 |
94,75 |
94,73 |
94,75 |
94,74 |
65 000 |
61,58 |
5 |
PS0416 |
PL0000106340 |
104,02 |
103,97 |
103,99 |
104,02 |
103,96 |
104,02 |
104,00 |
145 000 |
157,22 |
10 |
OK0716 |
PL0000107926 |
93,06 |
93,03 |
93,03 |
93,06 |
93,03 |
93,06 |
93,06 |
75 000 |
69,79 |
4 |
PS1016 |
PL0000106795 |
104,03 |
103,96 |
103,97 |
104,04 |
103,96 |
104,04 |
104,00 |
290 000 |
306,90 |
17 |
PS0417 |
PL0000107058 |
104,24 |
104,02 |
104,02 |
104,24 |
104,02 |
104,24 |
104,14 |
110 000 |
119,18 |
8 |
DS1017 |
PL0000104543 |
106,06 |
105,88 |
106,06 |
106,06 |
105,99 |
105,99 |
106,04 |
30 000 |
32,42 |
3 |
PS0418 |
PL0000107314 |
100,79 |
100,60 |
100,59 |
100,74 |
100,58 |
100,74 |
100,60 |
40 000 |
41,57 |
4 |
PS0718 |
PL0000107595 |
95,54 |
95,35 |
95,35 |
95,57 |
95,32 |
95,57 |
95,38 |
135 000 |
130,91 |
13 |
DS1019 |
PL0000105441 |
108,31 |
108,08 |
108,21 |
108,21 |
108,10 |
108,20 |
108,18 |
75 000 |
82,72 |
8 |
DS1020 |
PL0000106126 |
107,26 |
106,99 |
107,10 |
107,26 |
107,08 |
107,26 |
107,20 |
80 000 |
87,37 |
7 |
DS1021 |
PL0000106670 |
110,35 |
110,07 |
110,23 |
110,35 |
110,13 |
110,35 |
110,27 |
60 000 |
67,48 |
7 |
WS0922 |
PL0000102646 |
110,95 |
110,63 |
110,77 |
110,95 |
110,60 |
110,95 |
110,71 |
90 000 |
102,08 |
8 |
DS1023 |
PL0000107264 |
98,07 |
97,75 |
97,71 |
98,09 |
97,70 |
98,07 |
97,88 |
225 000 |
223,69 |
20 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
111,77 |
111,64 |
111,66 |
111,66 |
111,66 |
111,66 |
111,66 |
10 000 |
11,67 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,40 |
104,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
103,85 |
104,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,03 |
100,07 |
100,03 |
100,03 |
100,03 |
100,03 |
100,03 |
2 500 |
2,51 |
1 |
WZ0117 |
PL0000106936 |
99,75 |
99,84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,41 |
99,49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
98,90 |
98,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,95 |
98,03 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,73 |
96,78 |
96,73 |
96,73 |
96,73 |
96,73 |
96,73 |
25 000 |
24,27 |
1 |
TOTAL |
1 467 500 |
1 531,00 |
118 |
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 |
105,85 |
106,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,15 |
109,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,30 |
119,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
101,85 |
102,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
114,85 |
115,25 |
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 |
116,90 |
117,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
110,20 |
110,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
102,45 |
103,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
105,15 |
105,75 |
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 |
99,11 |
99,16 |
2,46 |
2,32 |
99,14 |
2,38 |
WZ0115 |
PL0000106480 |
100,01 |
100,10 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
102,96 |
103,04 |
2,76 |
2,69 |
103,00 |
2,73 |
OK0715 |
PL0000107405 |
96,28 |
96,36 |
2,82 |
2,75 |
96,32 |
2,79 |
DS1015 |
PL0000103602 |
105,26 |
105,35 |
2,86 |
2,80 |
105,31 |
2,82 |
OK0116 |
PL0000107587 |
94,66 |
94,74 |
2,98 |
2,93 |
94,70 |
2,96 |
PS0416 |
PL0000106340 |
103,95 |
104,04 |
3,04 |
2,99 |
104,00 |
3,01 |
OK0716 |
PL0000107926 |
92,98 |
93,11 |
3,12 |
3,06 |
93,05 |
3,09 |
IZ0816 |
PL0000103529 |
104,21 |
104,78 |
--- |
--- |
104,50 |
--- |
PS1016 |
PL0000106795 |
103,95 |
104,04 |
3,14 |
3,11 |
104,00 |
3,12 |
WZ0117 |
PL0000106936 |
99,70 |
99,87 |
--- |
--- |
99,79 |
--- |
PS0417 |
PL0000107058 |
104,02 |
104,14 |
3,36 |
3,32 |
104,08 |
3,34 |
DS1017 |
PL0000104543 |
105,89 |
106,03 |
3,48 |
3,44 |
105,96 |
3,46 |
WZ0118 |
PL0000104717 |
99,35 |
99,53 |
--- |
--- |
99,44 |
--- |
PS0418 |
PL0000107314 |
100,63 |
100,79 |
3,58 |
3,54 |
100,71 |
3,56 |
PS0718 |
PL0000107595 |
95,42 |
95,58 |
3,65 |
3,61 |
95,50 |
3,63 |
WZ0119 |
PL0000107603 |
98,85 |
99,00 |
--- |
--- |
98,93 |
--- |
DS1019 |
PL0000105441 |
108,15 |
108,29 |
3,85 |
3,82 |
108,22 |
3,84 |
DS1020 |
PL0000106126 |
107,01 |
107,24 |
4,01 |
3,98 |
107,13 |
3,99 |
WZ0121 |
PL0000106068 |
97,89 |
98,12 |
--- |
--- |
98,01 |
--- |
DS1021 |
PL0000106670 |
110,09 |
110,27 |
4,17 |
4,14 |
110,18 |
4,16 |
WS0922 |
PL0000102646 |
110,67 |
110,88 |
4,23 |
4,20 |
110,78 |
4,21 |
IZ0823 |
PL0000105359 |
103,55 |
104,54 |
--- |
--- |
104,05 |
--- |
DS1023 |
PL0000107264 |
97,79 |
97,98 |
4,28 |
4,26 |
97,89 |
4,27 |
WZ0124 |
PL0000107454 |
96,66 |
96,87 |
--- |
--- |
96,77 |
--- |
WS0429 |
PL0000105391 |
111,14 |
112,11 |
4,70 |
4,61 |
111,63 |
4,66 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
99,11 |
99,17 |
2,46 |
2,30 |
99,14 |
2,38 |
WZ0115 |
PL0000106480 |
100,01 |
100,09 |
--- |
--- |
100,05 |
--- |
PS0415 |
PL0000105953 |
102,94 |
103,02 |
2,78 |
2,71 |
102,98 |
2,74 |
OK0715 |
PL0000107405 |
96,28 |
96,37 |
2,82 |
2,75 |
96,33 |
2,78 |
DS1015 |
PL0000103602 |
105,24 |
105,34 |
2,87 |
2,81 |
105,29 |
2,84 |
OK0116 |
PL0000107587 |
94,70 |
94,80 |
2,96 |
2,90 |
94,75 |
2,93 |
PS0416 |
PL0000106340 |
103,99 |
104,08 |
3,02 |
2,97 |
104,04 |
2,99 |
OK0716 |
PL0000107926 |
93,02 |
93,13 |
3,10 |
3,05 |
93,08 |
3,08 |
IZ0816 |
PL0000103529 |
104,14 |
104,86 |
--- |
--- |
104,50 |
--- |
PS1016 |
PL0000106795 |
103,99 |
104,11 |
3,13 |
3,08 |
104,05 |
3,10 |
WZ0117 |
PL0000106936 |
99,70 |
99,87 |
--- |
--- |
99,79 |
--- |
PS0417 |
PL0000107058 |
104,16 |
104,31 |
3,32 |
3,27 |
104,24 |
3,29 |
DS1017 |
PL0000104543 |
106,02 |
106,20 |
3,44 |
3,39 |
106,11 |
3,42 |
WZ0118 |
PL0000104717 |
99,35 |
99,53 |
--- |
--- |
99,44 |
--- |
PS0418 |
PL0000107314 |
100,73 |
100,91 |
3,55 |
3,50 |
100,82 |
3,53 |
PS0718 |
PL0000107595 |
95,50 |
95,71 |
3,63 |
3,57 |
95,61 |
3,60 |
WZ0119 |
PL0000107603 |
98,85 |
98,99 |
--- |
--- |
98,92 |
--- |
DS1019 |
PL0000105441 |
108,25 |
108,48 |
3,83 |
3,79 |
108,37 |
3,81 |
DS1020 |
PL0000106126 |
107,16 |
107,44 |
3,99 |
3,94 |
107,30 |
3,97 |
WZ0121 |
PL0000106068 |
97,89 |
98,09 |
--- |
--- |
97,99 |
--- |
DS1021 |
PL0000106670 |
110,24 |
110,46 |
4,15 |
4,12 |
110,35 |
4,13 |
WS0922 |
PL0000102646 |
110,87 |
111,07 |
4,20 |
4,17 |
110,97 |
4,19 |
IZ0823 |
PL0000105359 |
103,54 |
104,63 |
--- |
--- |
104,09 |
--- |
DS1023 |
PL0000107264 |
97,98 |
98,21 |
4,26 |
4,23 |
98,10 |
4,24 |
WZ0124 |
PL0000107454 |
96,63 |
96,83 |
--- |
--- |
96,73 |
--- |
WS0429 |
PL0000105391 |
111,43 |
112,56 |
4,67 |
4,58 |
112,00 |
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) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
40 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
40 |
PS1016 |
PL0000106795 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
130 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,100 |
2,100 |
2,100 |
150 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
35 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,360 |
2,360 |
2,360 |
20 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,360 |
2,380 |
2,361 |
520 |
PS0416 |
PL0000106340 |
1/2 |
1 |
2,390 |
2,390 |
2,390 |
30 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,150 |
2,360 |
2,331 |
225 |
PS0417 |
PL0000107058 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
40 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
40 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
2,360 |
2,360 |
2,360 |
20 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
95 |
PS0416 |
PL0000106340 |
1/8 |
7 |
2,350 |
2,380 |
2,374 |
100 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,210 |
2,360 |
2,285 |
200 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,300 |
2,400 |
2,359 |
85 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
25 |
TOTAL |
1 795 |