2014-03-14 |
MARKET DATA |
No 51 (2333) |
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 |
1 222,50 |
1 274,12 |
80 |
1 495,00 |
1 527,02 |
17 |
2 717,50 |
2 801,14 |
97 |
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 |
100,33 |
100,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
99,15 |
99,17 |
99,15 |
99,15 |
99,15 |
99,15 |
99,15 |
10 000 |
9,92 |
1 |
PS0415 |
PL0000105953 |
102,96 |
102,95 |
102,95 |
102,96 |
102,94 |
102,96 |
102,95 |
135 000 |
145,63 |
5 |
OK0715 |
PL0000107405 |
96,35 |
96,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,29 |
105,28 |
105,29 |
105,29 |
105,29 |
105,29 |
105,29 |
5 000 |
5,39 |
1 |
OK0116 |
PL0000107587 |
94,77 |
94,73 |
94,75 |
94,75 |
94,75 |
94,75 |
94,75 |
20 000 |
18,95 |
1 |
PS0416 |
PL0000106340 |
104,02 |
103,96 |
103,96 |
104,05 |
103,96 |
104,05 |
104,02 |
175 000 |
189,87 |
9 |
OK0716 |
PL0000107926 |
93,09 |
93,04 |
93,09 |
93,09 |
93,06 |
93,07 |
93,07 |
175 000 |
162,87 |
7 |
PS1016 |
PL0000106795 |
104,02 |
103,94 |
103,97 |
104,07 |
103,97 |
104,02 |
104,04 |
105 000 |
111,21 |
6 |
PS0417 |
PL0000107058 |
104,16 |
104,03 |
104,04 |
104,15 |
104,04 |
104,15 |
104,09 |
142 500 |
154,40 |
10 |
DS1017 |
PL0000104543 |
106,03 |
105,85 |
105,87 |
105,98 |
105,87 |
105,98 |
105,97 |
45 000 |
48,62 |
3 |
PS0418 |
PL0000107314 |
100,72 |
100,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
95,50 |
95,35 |
95,36 |
95,38 |
95,35 |
95,38 |
95,36 |
75 000 |
72,73 |
5 |
DS1019 |
PL0000105441 |
108,18 |
107,89 |
107,88 |
108,16 |
107,84 |
108,07 |
108,02 |
80 000 |
88,16 |
9 |
DS1020 |
PL0000106126 |
107,08 |
106,82 |
107,00 |
107,04 |
107,00 |
107,04 |
107,03 |
15 000 |
16,36 |
2 |
DS1021 |
PL0000106670 |
109,96 |
109,80 |
109,84 |
109,84 |
109,75 |
109,80 |
109,79 |
60 000 |
67,23 |
5 |
WS0922 |
PL0000102646 |
110,57 |
110,39 |
110,35 |
110,63 |
110,35 |
110,63 |
110,44 |
30 000 |
33,96 |
3 |
DS1023 |
PL0000107264 |
97,73 |
97,52 |
97,55 |
97,85 |
97,48 |
97,85 |
97,63 |
150 000 |
148,81 |
13 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
111,19 |
111,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,55 |
104,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,10 |
104,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,03 |
100,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,71 |
99,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,30 |
99,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
98,85 |
98,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,90 |
97,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,63 |
96,69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 222 500 |
1 274,12 |
80 |
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 |
105,65 |
106,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,90 |
109,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,00 |
119,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
101,75 |
102,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
114,70 |
115,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
113,50 |
114,00 |
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 |
111,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
102,40 |
103,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
105,00 |
106,25 |
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 |
99,13 |
99,20 |
2,48 |
2,28 |
99,17 |
2,37 |
WZ0115 |
PL0000106480 |
99,99 |
100,07 |
--- |
--- |
100,03 |
--- |
PS0415 |
PL0000105953 |
102,92 |
102,97 |
2,77 |
2,73 |
102,95 |
2,74 |
OK0715 |
PL0000107405 |
96,30 |
96,39 |
2,82 |
2,75 |
96,35 |
2,79 |
DS1015 |
PL0000103602 |
105,21 |
105,31 |
2,86 |
2,80 |
105,26 |
2,83 |
OK0116 |
PL0000107587 |
94,68 |
94,78 |
2,99 |
2,93 |
94,73 |
2,96 |
PS0416 |
PL0000106340 |
103,90 |
104,01 |
3,05 |
3,00 |
103,96 |
3,02 |
OK0716 |
PL0000107926 |
92,94 |
93,07 |
3,16 |
3,10 |
93,01 |
3,12 |
IZ0816 |
PL0000103529 |
104,26 |
104,93 |
--- |
--- |
104,60 |
--- |
PS1016 |
PL0000106795 |
103,89 |
104,00 |
3,16 |
3,12 |
103,95 |
3,14 |
WZ0117 |
PL0000106936 |
99,66 |
99,84 |
--- |
--- |
99,75 |
--- |
PS0417 |
PL0000107058 |
103,98 |
104,08 |
3,37 |
3,34 |
104,03 |
3,36 |
DS1017 |
PL0000104543 |
105,81 |
105,91 |
3,50 |
3,47 |
105,86 |
3,48 |
WZ0118 |
PL0000104717 |
99,22 |
99,43 |
--- |
--- |
99,33 |
--- |
PS0418 |
PL0000107314 |
100,48 |
100,64 |
3,62 |
3,58 |
100,56 |
3,60 |
PS0718 |
PL0000107595 |
95,26 |
95,41 |
3,69 |
3,65 |
95,34 |
3,67 |
WZ0119 |
PL0000107603 |
98,79 |
99,02 |
--- |
--- |
98,91 |
--- |
DS1019 |
PL0000105441 |
107,87 |
108,04 |
3,90 |
3,87 |
107,96 |
3,89 |
DS1020 |
PL0000106126 |
106,72 |
106,94 |
4,06 |
4,02 |
106,83 |
4,04 |
WZ0121 |
PL0000106068 |
97,80 |
98,04 |
--- |
--- |
97,92 |
--- |
DS1021 |
PL0000106670 |
109,69 |
109,96 |
4,23 |
4,19 |
109,83 |
4,21 |
WS0922 |
PL0000102646 |
110,20 |
110,48 |
4,29 |
4,25 |
110,34 |
4,27 |
IZ0823 |
PL0000105359 |
103,55 |
104,56 |
--- |
--- |
104,06 |
--- |
DS1023 |
PL0000107264 |
97,39 |
97,62 |
4,33 |
4,30 |
97,51 |
4,32 |
WZ0124 |
PL0000107454 |
96,44 |
96,76 |
--- |
--- |
96,60 |
--- |
WS0429 |
PL0000105391 |
110,65 |
111,46 |
4,74 |
4,67 |
111,06 |
4,71 |
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 |
2,48 |
2,28 |
99,17 |
2,37 |
WZ0115 |
PL0000106480 |
100,01 |
100,07 |
--- |
--- |
100,04 |
--- |
PS0415 |
PL0000105953 |
102,94 |
103,00 |
2,75 |
2,70 |
102,97 |
2,73 |
OK0715 |
PL0000107405 |
96,33 |
96,41 |
2,80 |
2,74 |
96,37 |
2,77 |
DS1015 |
PL0000103602 |
105,25 |
105,33 |
2,84 |
2,79 |
105,29 |
2,81 |
OK0116 |
PL0000107587 |
94,73 |
94,81 |
2,96 |
2,91 |
94,77 |
2,93 |
PS0416 |
PL0000106340 |
103,99 |
104,08 |
3,01 |
2,96 |
104,04 |
2,98 |
OK0716 |
PL0000107926 |
93,04 |
93,12 |
3,11 |
3,07 |
93,08 |
3,09 |
IZ0816 |
PL0000103529 |
104,39 |
104,99 |
--- |
--- |
104,69 |
--- |
PS1016 |
PL0000106795 |
103,98 |
104,08 |
3,13 |
3,09 |
104,03 |
3,11 |
WZ0117 |
PL0000106936 |
99,67 |
99,84 |
--- |
--- |
99,76 |
--- |
PS0417 |
PL0000107058 |
104,06 |
104,22 |
3,35 |
3,29 |
104,14 |
3,32 |
DS1017 |
PL0000104543 |
105,97 |
106,14 |
3,45 |
3,40 |
106,06 |
3,43 |
WZ0118 |
PL0000104717 |
99,25 |
99,45 |
--- |
--- |
99,35 |
--- |
PS0418 |
PL0000107314 |
100,63 |
100,84 |
3,58 |
3,52 |
100,74 |
3,55 |
PS0718 |
PL0000107595 |
95,44 |
95,64 |
3,65 |
3,60 |
95,54 |
3,62 |
WZ0119 |
PL0000107603 |
98,78 |
99,01 |
--- |
--- |
98,90 |
--- |
DS1019 |
PL0000105441 |
108,05 |
108,29 |
3,87 |
3,82 |
108,17 |
3,84 |
DS1020 |
PL0000106126 |
106,90 |
107,21 |
4,03 |
3,98 |
107,06 |
4,00 |
WZ0121 |
PL0000106068 |
97,82 |
98,03 |
--- |
--- |
97,93 |
--- |
DS1021 |
PL0000106670 |
109,87 |
110,20 |
4,20 |
4,15 |
110,04 |
4,17 |
WS0922 |
PL0000102646 |
110,44 |
110,77 |
4,26 |
4,21 |
110,61 |
4,23 |
IZ0823 |
PL0000105359 |
103,73 |
104,68 |
--- |
--- |
104,21 |
--- |
DS1023 |
PL0000107264 |
97,58 |
97,87 |
4,31 |
4,27 |
97,73 |
4,29 |
WZ0124 |
PL0000107454 |
96,54 |
96,79 |
--- |
--- |
96,67 |
--- |
WS0429 |
PL0000105391 |
110,78 |
111,93 |
4,73 |
4,63 |
111,36 |
4,68 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
3/4 |
1 |
2,000 |
2,000 |
2,000 |
200 |
DS1020 |
PL0000106126 |
0/3 |
3 |
2,360 |
2,360 |
2,360 |
40 |
DS1023 |
PL0000107264 |
0/3 |
3 |
2,000 |
2,000 |
2,000 |
90 |
DS1017 |
PL0000104543 |
3/10 |
7 |
2,400 |
2,400 |
2,400 |
160 |
DS1019 |
PL0000105441 |
3/10 |
7 |
2,360 |
2,360 |
2,360 |
25 |
DS1020 |
PL0000106126 |
3/10 |
7 |
2,360 |
2,400 |
2,389 |
140 |
PS0416 |
PL0000106340 |
3/10 |
7 |
2,400 |
2,400 |
2,400 |
30 |
DS1021 |
PL0000106670 |
3/10 |
7 |
2,360 |
2,360 |
2,360 |
25 |
OK0714 |
PL0000107009 |
3/10 |
7 |
2,360 |
2,360 |
2,360 |
65 |
PS0417 |
PL0000107058 |
3/10 |
7 |
2,400 |
2,400 |
2,400 |
20 |
PS0418 |
PL0000107314 |
3/10 |
7 |
2,300 |
2,300 |
2,300 |
70 |
PS0718 |
PL0000107595 |
3/10 |
7 |
2,390 |
2,390 |
2,390 |
30 |
WZ0118 |
PL0000104717 |
3/10 |
7 |
2,380 |
2,380 |
2,380 |
200 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
2,400 |
2,400 |
2,400 |
200 |
DS1023 |
PL0000107264 |
4/11 |
7 |
2,000 |
2,000 |
2,000 |
200 |
TOTAL |
1 495 |