2014-03-13 |
MARKET DATA |
No 50 (2332) |
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 |
685,00 |
705,75 |
59 |
2 570,00 |
2 607,10 |
31 |
3 255,00 |
3 312,85 |
90 |
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 |
100,34 |
100,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
99,14 |
99,16 |
99,16 |
99,16 |
99,16 |
99,16 |
99,16 |
10 000 |
9,92 |
1 |
PS0415 |
PL0000105953 |
102,97 |
102,99 |
102,97 |
102,97 |
102,97 |
102,97 |
102,97 |
10 000 |
10,79 |
1 |
OK0715 |
PL0000107405 |
96,35 |
96,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,27 |
105,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
94,76 |
94,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,02 |
104,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
93,09 |
93,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,04 |
104,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,23 |
104,10 |
104,14 |
104,14 |
104,12 |
104,13 |
104,13 |
50 000 |
54,18 |
5 |
DS1017 |
PL0000104543 |
106,11 |
105,95 |
106,01 |
106,01 |
106,01 |
106,01 |
106,01 |
7 500 |
8,11 |
1 |
PS0418 |
PL0000107314 |
100,85 |
100,70 |
100,83 |
100,83 |
100,73 |
100,73 |
100,79 |
50 000 |
52,07 |
4 |
PS0718 |
PL0000107595 |
95,60 |
95,47 |
95,53 |
95,53 |
95,53 |
95,53 |
95,53 |
10 000 |
9,71 |
1 |
DS1019 |
PL0000105441 |
108,40 |
108,18 |
108,32 |
108,32 |
108,16 |
108,16 |
108,22 |
30 000 |
33,11 |
3 |
DS1020 |
PL0000106126 |
107,35 |
107,10 |
107,35 |
107,38 |
107,03 |
107,03 |
107,26 |
40 000 |
43,73 |
4 |
DS1021 |
PL0000106670 |
110,36 |
110,18 |
110,20 |
110,20 |
110,14 |
110,14 |
110,18 |
42 500 |
47,79 |
5 |
WS0922 |
PL0000102646 |
110,98 |
110,70 |
110,83 |
110,83 |
110,65 |
110,65 |
110,77 |
35 000 |
39,73 |
4 |
DS1023 |
PL0000107264 |
98,20 |
97,84 |
98,20 |
98,20 |
97,85 |
97,87 |
97,97 |
95 000 |
94,56 |
13 |
WS0428 |
PL0000107611 |
80,89 |
81,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
111,88 |
111,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,87 |
110,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,50 |
104,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,00 |
104,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,04 |
100,05 |
100,04 |
100,04 |
100,04 |
100,04 |
100,04 |
10 000 |
10,04 |
1 |
WZ0117 |
PL0000106936 |
99,75 |
99,82 |
99,75 |
99,75 |
99,74 |
99,74 |
99,74 |
35 000 |
35,04 |
2 |
WZ0118 |
PL0000104717 |
99,40 |
99,36 |
99,40 |
99,40 |
99,34 |
99,34 |
99,37 |
150 000 |
149,63 |
8 |
WZ0119 |
PL0000107603 |
98,91 |
98,96 |
98,90 |
98,90 |
98,90 |
98,90 |
98,90 |
25 000 |
24,82 |
1 |
WZ0121 |
PL0000106068 |
98,06 |
98,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,73 |
96,69 |
96,71 |
96,71 |
96,68 |
96,68 |
96,70 |
85 000 |
82,52 |
5 |
TOTAL |
685 000 |
705,75 |
59 |
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 |
105,80 |
106,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,00 |
109,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,25 |
119,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
101,85 |
102,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
114,85 |
115,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
113,40 |
113,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
117,00 |
118,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
110,40 |
110,90 |
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 |
105,25 |
105,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
122,38 |
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 |
99,12 |
99,20 |
2,49 |
2,26 |
99,16 |
2,38 |
WZ0115 |
PL0000106480 |
100,02 |
100,09 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
102,94 |
103,03 |
2,76 |
2,68 |
102,99 |
2,72 |
OK0715 |
PL0000107405 |
96,31 |
96,40 |
2,81 |
2,74 |
96,36 |
2,77 |
DS1015 |
PL0000103602 |
105,24 |
105,34 |
2,85 |
2,79 |
105,29 |
2,82 |
OK0116 |
PL0000107587 |
94,72 |
94,82 |
2,96 |
2,90 |
94,77 |
2,93 |
PS0416 |
PL0000106340 |
103,99 |
104,07 |
3,01 |
2,97 |
104,03 |
2,99 |
OK0716 |
PL0000107926 |
93,06 |
93,16 |
3,10 |
3,05 |
93,11 |
3,07 |
IZ0816 |
PL0000103529 |
104,26 |
104,80 |
--- |
--- |
104,53 |
--- |
PS1016 |
PL0000106795 |
104,00 |
104,10 |
3,12 |
3,08 |
104,05 |
3,10 |
WZ0117 |
PL0000106936 |
99,71 |
99,88 |
--- |
--- |
99,80 |
--- |
PS0417 |
PL0000107058 |
104,20 |
104,32 |
3,30 |
3,26 |
104,26 |
3,28 |
DS1017 |
PL0000104543 |
106,06 |
106,21 |
3,43 |
3,38 |
106,14 |
3,40 |
WZ0118 |
PL0000104717 |
99,36 |
99,50 |
--- |
--- |
99,43 |
--- |
PS0418 |
PL0000107314 |
100,80 |
100,97 |
3,53 |
3,49 |
100,89 |
3,51 |
PS0718 |
PL0000107595 |
95,55 |
95,72 |
3,62 |
3,57 |
95,64 |
3,59 |
WZ0119 |
PL0000107603 |
98,86 |
99,00 |
--- |
--- |
98,93 |
--- |
DS1019 |
PL0000105441 |
108,33 |
108,52 |
3,82 |
3,78 |
108,43 |
3,80 |
DS1020 |
PL0000106126 |
107,24 |
107,48 |
3,98 |
3,93 |
107,36 |
3,95 |
WZ0121 |
PL0000106068 |
97,91 |
98,13 |
--- |
--- |
98,02 |
--- |
DS1021 |
PL0000106670 |
110,30 |
110,55 |
4,14 |
4,10 |
110,43 |
4,12 |
WS0922 |
PL0000102646 |
110,92 |
111,17 |
4,19 |
4,16 |
111,05 |
4,18 |
IZ0823 |
PL0000105359 |
103,66 |
104,50 |
--- |
--- |
104,08 |
--- |
DS1023 |
PL0000107264 |
98,06 |
98,30 |
4,25 |
4,21 |
98,18 |
4,23 |
WZ0124 |
PL0000107454 |
96,66 |
96,88 |
--- |
--- |
96,77 |
--- |
WS0429 |
PL0000105391 |
111,59 |
112,76 |
4,66 |
4,56 |
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 |
99,13 |
99,20 |
2,46 |
2,26 |
99,17 |
2,35 |
WZ0115 |
PL0000106480 |
100,01 |
100,07 |
--- |
--- |
100,04 |
--- |
PS0415 |
PL0000105953 |
102,95 |
103,01 |
2,75 |
2,70 |
102,98 |
2,72 |
OK0715 |
PL0000107405 |
96,32 |
96,40 |
2,80 |
2,74 |
96,36 |
2,77 |
DS1015 |
PL0000103602 |
105,24 |
105,33 |
2,85 |
2,80 |
105,29 |
2,82 |
OK0116 |
PL0000107587 |
94,72 |
94,80 |
2,96 |
2,91 |
94,76 |
2,94 |
PS0416 |
PL0000106340 |
103,97 |
104,05 |
3,02 |
2,98 |
104,01 |
3,00 |
OK0716 |
PL0000107926 |
93,03 |
93,13 |
3,11 |
3,06 |
93,08 |
3,09 |
IZ0816 |
PL0000103529 |
104,32 |
104,89 |
--- |
--- |
104,61 |
--- |
PS1016 |
PL0000106795 |
103,97 |
104,08 |
3,13 |
3,09 |
104,03 |
3,11 |
WZ0117 |
PL0000106936 |
99,70 |
99,88 |
--- |
--- |
99,79 |
--- |
PS0417 |
PL0000107058 |
104,08 |
104,20 |
3,34 |
3,30 |
104,14 |
3,32 |
DS1017 |
PL0000104543 |
105,93 |
106,06 |
3,46 |
3,43 |
106,00 |
3,44 |
WZ0118 |
PL0000104717 |
99,31 |
99,47 |
--- |
--- |
99,39 |
--- |
PS0418 |
PL0000107314 |
100,65 |
100,81 |
3,57 |
3,53 |
100,73 |
3,55 |
PS0718 |
PL0000107595 |
95,41 |
95,58 |
3,65 |
3,61 |
95,50 |
3,63 |
WZ0119 |
PL0000107603 |
98,85 |
99,03 |
--- |
--- |
98,94 |
--- |
DS1019 |
PL0000105441 |
108,14 |
108,33 |
3,85 |
3,82 |
108,24 |
3,83 |
DS1020 |
PL0000106126 |
107,03 |
107,27 |
4,01 |
3,97 |
107,15 |
3,99 |
WZ0121 |
PL0000106068 |
97,86 |
98,09 |
--- |
--- |
97,98 |
--- |
DS1021 |
PL0000106670 |
110,08 |
110,28 |
4,17 |
4,14 |
110,18 |
4,15 |
WS0922 |
PL0000102646 |
110,61 |
110,86 |
4,23 |
4,20 |
110,74 |
4,22 |
IZ0823 |
PL0000105359 |
103,74 |
104,63 |
--- |
--- |
104,19 |
--- |
DS1023 |
PL0000107264 |
97,79 |
97,98 |
4,28 |
4,26 |
97,89 |
4,27 |
WZ0124 |
PL0000107454 |
96,62 |
96,79 |
--- |
--- |
96,71 |
--- |
WS0429 |
PL0000105391 |
111,24 |
112,11 |
4,69 |
4,61 |
111,68 |
4,65 |
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 |
2,360 |
2,360 |
2,360 |
40 |
OK0714 |
PL0000107009 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
170 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,000 |
2,000 |
2,000 |
80 |
WS0922 |
PL0000102646 |
1/4 |
3 |
2,360 |
2,360 |
2,360 |
40 |
DS1020 |
PL0000106126 |
1/4 |
3 |
2,360 |
2,390 |
2,370 |
60 |
PS0416 |
PL0000106340 |
1/4 |
3 |
2,360 |
2,400 |
2,392 |
100 |
PS0417 |
PL0000107058 |
1/4 |
3 |
2,360 |
2,360 |
2,360 |
10 |
WZ0121 |
PL0000106068 |
1/4 |
3 |
2,370 |
2,370 |
2,370 |
20 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
25 |
DS1015 |
PL0000103602 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
160 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
35 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,360 |
2,380 |
2,364 |
165 |
PS0416 |
PL0000106340 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
180 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,220 |
2,250 |
2,240 |
305 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
130 |
OK0715 |
PL0000107405 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
105 |
OK0116 |
PL0000107587 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
30 |
PS0718 |
PL0000107595 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
65 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
50 |
OK0116 |
PL0000107587 |
4/11 |
7 |
2,400 |
2,400 |
2,400 |
200 |
TOTAL |
1 970 |
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 |
2,550 |
2,550 |
2,550 |
600 |
TOTAL |
600 |