2014-03-17 |
MARKET DATA |
No 52 (2334) |
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 |
905,00 |
950,42 |
69 |
1 955,00 |
2 016,62 |
28 |
2 860,00 |
2 967,04 |
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 |
100,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
99,17 |
99,17 |
99,16 |
99,17 |
99,16 |
99,17 |
99,17 |
70 000 |
69,42 |
6 |
PS0415 |
PL0000105953 |
102,95 |
102,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
96,36 |
96,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,28 |
105,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
94,78 |
94,78 |
94,79 |
94,79 |
94,79 |
94,79 |
94,79 |
30 000 |
28,44 |
1 |
PS0416 |
PL0000106340 |
104,03 |
104,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
93,13 |
93,10 |
93,08 |
93,15 |
93,08 |
93,15 |
93,11 |
75 000 |
69,83 |
3 |
PS1016 |
PL0000106795 |
104,05 |
104,02 |
104,04 |
104,04 |
104,01 |
104,04 |
104,03 |
85 000 |
90,03 |
6 |
PS0417 |
PL0000107058 |
104,35 |
104,16 |
104,23 |
104,33 |
104,23 |
104,33 |
104,29 |
185 000 |
200,83 |
12 |
DS1017 |
PL0000104543 |
106,21 |
106,14 |
106,15 |
106,20 |
106,15 |
106,20 |
106,18 |
175 000 |
189,46 |
13 |
PS0418 |
PL0000107314 |
100,89 |
100,85 |
100,89 |
100,90 |
100,89 |
100,90 |
100,90 |
35 000 |
36,49 |
3 |
PS0718 |
PL0000107595 |
95,66 |
95,58 |
95,58 |
95,58 |
95,58 |
95,58 |
95,58 |
20 000 |
19,44 |
1 |
DS1019 |
PL0000105441 |
108,32 |
108,29 |
108,33 |
108,33 |
108,33 |
108,33 |
108,33 |
10 000 |
11,05 |
1 |
DS1020 |
PL0000106126 |
107,23 |
107,18 |
107,28 |
107,29 |
107,20 |
107,20 |
107,24 |
60 000 |
65,59 |
6 |
DS1021 |
PL0000106670 |
110,28 |
110,18 |
110,20 |
110,28 |
110,19 |
110,28 |
110,24 |
65 000 |
73,14 |
7 |
WS0922 |
PL0000102646 |
110,84 |
110,77 |
110,77 |
110,85 |
110,77 |
110,85 |
110,80 |
15 000 |
17,04 |
2 |
DS1023 |
PL0000107264 |
98,00 |
97,78 |
97,90 |
98,03 |
97,90 |
98,03 |
97,99 |
80 000 |
79,66 |
8 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
111,52 |
111,60 |
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 |
104,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,15 |
104,47 |
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 |
99,75 |
99,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,32 |
99,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
98,85 |
98,94 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,85 |
97,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,65 |
96,72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
905 000 |
950,42 |
69 |
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 |
105,70 |
106,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,85 |
109,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,00 |
119,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
101,75 |
102,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
114,75 |
115,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
113,50 |
113,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
0,00 |
0,00 |
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 |
2,50 |
2,30 |
99,17 |
2,39 |
WZ0115 |
PL0000106480 |
100,01 |
100,08 |
--- |
--- |
100,05 |
--- |
PS0415 |
PL0000105953 |
102,93 |
103,01 |
2,76 |
2,68 |
102,97 |
2,72 |
OK0715 |
PL0000107405 |
96,32 |
96,43 |
2,81 |
2,73 |
96,38 |
2,77 |
DS1015 |
PL0000103602 |
105,24 |
105,33 |
2,84 |
2,78 |
105,29 |
2,81 |
OK0116 |
PL0000107587 |
94,71 |
94,83 |
2,97 |
2,90 |
94,77 |
2,94 |
PS0416 |
PL0000106340 |
103,95 |
104,05 |
3,02 |
2,98 |
104,00 |
3,00 |
OK0716 |
PL0000107926 |
93,05 |
93,16 |
3,11 |
3,06 |
93,11 |
3,08 |
IZ0816 |
PL0000103529 |
104,35 |
105,01 |
--- |
--- |
104,68 |
--- |
PS1016 |
PL0000106795 |
103,95 |
104,06 |
3,14 |
3,09 |
104,01 |
3,11 |
WZ0117 |
PL0000106936 |
99,69 |
99,87 |
--- |
--- |
99,78 |
--- |
PS0417 |
PL0000107058 |
104,15 |
104,27 |
3,31 |
3,27 |
104,21 |
3,29 |
DS1017 |
PL0000104543 |
106,00 |
106,18 |
3,44 |
3,39 |
106,09 |
3,42 |
WZ0118 |
PL0000104717 |
99,23 |
99,44 |
--- |
--- |
99,34 |
--- |
PS0418 |
PL0000107314 |
100,69 |
100,89 |
3,56 |
3,51 |
100,79 |
3,54 |
PS0718 |
PL0000107595 |
95,50 |
95,72 |
3,63 |
3,57 |
95,61 |
3,60 |
WZ0119 |
PL0000107603 |
98,77 |
98,99 |
--- |
--- |
98,88 |
--- |
DS1019 |
PL0000105441 |
108,13 |
108,37 |
3,85 |
3,81 |
108,25 |
3,83 |
DS1020 |
PL0000106126 |
107,10 |
107,37 |
4,00 |
3,95 |
107,24 |
3,97 |
WZ0121 |
PL0000106068 |
97,79 |
98,04 |
--- |
--- |
97,92 |
--- |
DS1021 |
PL0000106670 |
109,99 |
110,26 |
4,18 |
4,14 |
110,13 |
4,16 |
WS0922 |
PL0000102646 |
110,54 |
110,86 |
4,24 |
4,20 |
110,70 |
4,22 |
IZ0823 |
PL0000105359 |
103,82 |
104,70 |
--- |
--- |
104,26 |
--- |
DS1023 |
PL0000107264 |
97,73 |
98,01 |
4,29 |
4,25 |
97,87 |
4,27 |
WZ0124 |
PL0000107454 |
96,56 |
96,77 |
--- |
--- |
96,67 |
--- |
WS0429 |
PL0000105391 |
111,04 |
112,16 |
4,71 |
4,61 |
111,60 |
4,66 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
99,15 |
99,20 |
2,44 |
2,30 |
99,18 |
2,36 |
WZ0115 |
PL0000106480 |
100,01 |
100,08 |
--- |
--- |
100,05 |
--- |
PS0415 |
PL0000105953 |
102,93 |
103,00 |
2,76 |
2,69 |
102,97 |
2,72 |
OK0715 |
PL0000107405 |
96,34 |
96,41 |
2,80 |
2,74 |
96,38 |
2,77 |
DS1015 |
PL0000103602 |
105,25 |
105,33 |
2,83 |
2,78 |
105,29 |
2,81 |
OK0116 |
PL0000107587 |
94,74 |
94,82 |
2,96 |
2,91 |
94,78 |
2,93 |
PS0416 |
PL0000106340 |
103,98 |
104,06 |
3,01 |
2,97 |
104,02 |
2,99 |
OK0716 |
PL0000107926 |
93,08 |
93,18 |
3,09 |
3,05 |
93,13 |
3,07 |
IZ0816 |
PL0000103529 |
104,34 |
104,92 |
--- |
--- |
104,63 |
--- |
PS1016 |
PL0000106795 |
104,00 |
104,08 |
3,12 |
3,08 |
104,04 |
3,10 |
WZ0117 |
PL0000106936 |
99,71 |
99,87 |
--- |
--- |
99,79 |
--- |
PS0417 |
PL0000107058 |
104,25 |
104,36 |
3,28 |
3,24 |
104,31 |
3,26 |
DS1017 |
PL0000104543 |
106,17 |
106,27 |
3,39 |
3,36 |
106,22 |
3,38 |
WZ0118 |
PL0000104717 |
99,24 |
99,46 |
--- |
--- |
99,35 |
--- |
PS0418 |
PL0000107314 |
100,84 |
100,96 |
3,52 |
3,49 |
100,90 |
3,51 |
PS0718 |
PL0000107595 |
95,60 |
95,74 |
3,61 |
3,57 |
95,67 |
3,59 |
WZ0119 |
PL0000107603 |
98,80 |
98,99 |
--- |
--- |
98,90 |
--- |
DS1019 |
PL0000105441 |
108,27 |
108,42 |
3,83 |
3,80 |
108,35 |
3,81 |
DS1020 |
PL0000106126 |
107,15 |
107,36 |
3,99 |
3,95 |
107,26 |
3,97 |
WZ0121 |
PL0000106068 |
97,79 |
98,04 |
--- |
--- |
97,92 |
--- |
DS1021 |
PL0000106670 |
110,17 |
110,40 |
4,16 |
4,12 |
110,29 |
4,14 |
WS0922 |
PL0000102646 |
110,72 |
110,91 |
4,22 |
4,19 |
110,82 |
4,20 |
IZ0823 |
PL0000105359 |
103,84 |
104,72 |
--- |
--- |
104,28 |
--- |
DS1023 |
PL0000107264 |
97,89 |
98,07 |
4,27 |
4,24 |
97,98 |
4,26 |
WZ0124 |
PL0000107454 |
96,57 |
96,76 |
--- |
--- |
96,67 |
--- |
WS0429 |
PL0000105391 |
111,27 |
112,21 |
4,69 |
4,61 |
111,74 |
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) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,350 |
2,350 |
2,350 |
20 |
PS0416 |
PL0000106340 |
0/1 |
1 |
2,350 |
2,350 |
2,350 |
75 |
PS1016 |
PL0000106795 |
0/1 |
1 |
2,150 |
2,150 |
2,150 |
190 |
OK0714 |
PL0000107009 |
0/1 |
1 |
2,390 |
2,390 |
2,390 |
10 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,050 |
2,050 |
2,050 |
50 |
OK0715 |
PL0000107405 |
0/1 |
1 |
2,390 |
2,390 |
2,390 |
10 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,320 |
2,320 |
2,320 |
10 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,390 |
2,390 |
2,390 |
40 |
OK0714 |
PL0000107009 |
1/2 |
1 |
2,390 |
2,390 |
2,390 |
15 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,050 |
2,050 |
2,050 |
50 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
30 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,390 |
2,390 |
2,390 |
50 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,390 |
2,400 |
2,391 |
160 |
WZ0121 |
PL0000106068 |
0/2 |
2 |
2,350 |
2,350 |
2,350 |
20 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
65 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
20 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,390 |
2,390 |
2,390 |
205 |
PS0416 |
PL0000106340 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
90 |
PS0417 |
PL0000107058 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
20 |
OK0715 |
PL0000107405 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
30 |
OK0116 |
PL0000107587 |
1/8 |
7 |
2,390 |
2,390 |
2,390 |
75 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
50 |
PS1016 |
PL0000106795 |
2/9 |
7 |
2,150 |
2,150 |
2,150 |
70 |
TOTAL |
1 355 |
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 |
2,520 |
2,520 |
2,520 |
600 |
TOTAL |
600 |