2014-03-18 |
MARKET DATA |
No 53 (2335) |
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 |
2 525,00 |
2 597,69 |
168 |
1 295,00 |
1 392,18 |
25 |
3 820,00 |
3 989,87 |
193 |
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 |
100,34 |
100,34 |
100,34 |
100,34 |
100,34 |
100,34 |
5 000 |
5,28 |
1 |
OK0714 |
PL0000107009 |
99,23 |
99,19 |
99,19 |
99,24 |
99,19 |
99,24 |
99,22 |
335 000 |
332,37 |
17 |
PS0415 |
PL0000105953 |
102,96 |
102,96 |
102,96 |
102,96 |
102,96 |
102,96 |
102,96 |
10 000 |
10,79 |
1 |
OK0715 |
PL0000107405 |
96,37 |
96,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,28 |
105,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
94,85 |
94,83 |
94,85 |
94,85 |
94,85 |
94,85 |
94,85 |
25 000 |
23,71 |
2 |
PS0416 |
PL0000106340 |
104,14 |
104,05 |
104,05 |
104,14 |
104,05 |
104,10 |
104,11 |
270 000 |
293,27 |
12 |
OK0716 |
PL0000107926 |
93,23 |
93,16 |
93,17 |
93,26 |
93,17 |
93,26 |
93,22 |
392 500 |
365,87 |
18 |
PS1016 |
PL0000106795 |
104,16 |
104,08 |
104,09 |
104,13 |
104,09 |
104,13 |
104,12 |
160 000 |
169,63 |
9 |
PS0417 |
PL0000107058 |
104,52 |
104,33 |
104,33 |
104,49 |
104,33 |
104,44 |
104,42 |
190 000 |
206,53 |
14 |
DS1017 |
PL0000104543 |
106,44 |
106,24 |
106,34 |
106,40 |
106,34 |
106,39 |
106,38 |
175 000 |
189,84 |
12 |
PS0418 |
PL0000107314 |
101,14 |
100,93 |
101,05 |
101,05 |
101,03 |
101,04 |
101,04 |
80 000 |
83,53 |
7 |
PS0718 |
PL0000107595 |
95,90 |
95,71 |
95,76 |
95,90 |
95,76 |
95,76 |
95,80 |
135 000 |
131,52 |
14 |
DS1019 |
PL0000105441 |
108,68 |
108,38 |
108,44 |
108,65 |
108,44 |
108,60 |
108,55 |
50 000 |
55,38 |
5 |
DS1020 |
PL0000106126 |
107,64 |
107,34 |
107,64 |
107,64 |
107,59 |
107,59 |
107,62 |
40 000 |
43,89 |
3 |
DS1021 |
PL0000106670 |
110,67 |
110,37 |
110,77 |
110,77 |
110,54 |
110,65 |
110,65 |
27 500 |
31,06 |
3 |
WS0922 |
PL0000102646 |
111,25 |
110,91 |
110,94 |
111,31 |
110,94 |
111,31 |
111,19 |
80 000 |
91,20 |
8 |
DS1023 |
PL0000107264 |
98,37 |
98,07 |
98,07 |
98,41 |
98,07 |
98,34 |
98,28 |
325 000 |
324,60 |
29 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
112,51 |
111,99 |
112,46 |
112,50 |
112,38 |
112,38 |
112,45 |
30 000 |
35,29 |
3 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,60 |
104,65 |
104,65 |
104,68 |
104,65 |
104,68 |
104,66 |
30 000 |
40,97 |
2 |
IZ0823 |
PL0000105359 |
104,30 |
104,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,05 |
100,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,80 |
99,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,32 |
99,44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
98,94 |
98,95 |
98,95 |
98,96 |
98,95 |
98,96 |
98,95 |
60 000 |
59,61 |
2 |
WZ0121 |
PL0000106068 |
98,00 |
97,99 |
97,99 |
98,02 |
97,99 |
98,00 |
98,01 |
105 000 |
103,33 |
6 |
WZ0124 |
PL0000107454 |
96,70 |
96,78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
2 525 000 |
2 597,69 |
168 |
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 |
105,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,85 |
109,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,10 |
119,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
101,80 |
102,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
114,80 |
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 |
110,45 |
111,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
102,60 |
103,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
105,35 |
106,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
122,35 |
123,35 |
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 |
99,17 |
99,25 |
2,41 |
2,17 |
99,21 |
2,29 |
WZ0115 |
PL0000106480 |
100,00 |
100,08 |
--- |
--- |
100,04 |
--- |
PS0415 |
PL0000105953 |
102,93 |
103,01 |
2,75 |
2,68 |
102,97 |
2,71 |
OK0715 |
PL0000107405 |
96,35 |
96,43 |
2,80 |
2,73 |
96,39 |
2,77 |
DS1015 |
PL0000103602 |
105,26 |
105,35 |
2,82 |
2,77 |
105,31 |
2,79 |
OK0116 |
PL0000107587 |
94,78 |
94,87 |
2,94 |
2,88 |
94,83 |
2,91 |
PS0416 |
PL0000106340 |
104,01 |
104,10 |
2,99 |
2,95 |
104,06 |
2,97 |
OK0716 |
PL0000107926 |
93,13 |
93,23 |
3,07 |
3,03 |
93,18 |
3,05 |
IZ0816 |
PL0000103529 |
104,25 |
104,96 |
--- |
--- |
104,61 |
--- |
PS1016 |
PL0000106795 |
104,05 |
104,15 |
3,09 |
3,06 |
104,10 |
3,07 |
WZ0117 |
PL0000106936 |
99,70 |
99,88 |
--- |
--- |
99,79 |
--- |
PS0417 |
PL0000107058 |
104,36 |
104,47 |
3,24 |
3,21 |
104,42 |
3,22 |
DS1017 |
PL0000104543 |
106,22 |
106,36 |
3,38 |
3,34 |
106,29 |
3,36 |
WZ0118 |
PL0000104717 |
99,26 |
99,50 |
--- |
--- |
99,38 |
--- |
PS0418 |
PL0000107314 |
100,90 |
101,06 |
3,51 |
3,46 |
100,98 |
3,49 |
PS0718 |
PL0000107595 |
95,68 |
95,82 |
3,59 |
3,55 |
95,75 |
3,57 |
WZ0119 |
PL0000107603 |
98,80 |
99,00 |
--- |
--- |
98,90 |
--- |
DS1019 |
PL0000105441 |
108,33 |
108,53 |
3,81 |
3,77 |
108,43 |
3,79 |
DS1020 |
PL0000106126 |
107,24 |
107,50 |
3,97 |
3,93 |
107,37 |
3,95 |
WZ0121 |
PL0000106068 |
97,80 |
98,06 |
--- |
--- |
97,93 |
--- |
DS1021 |
PL0000106670 |
110,35 |
110,62 |
4,13 |
4,09 |
110,49 |
4,11 |
WS0922 |
PL0000102646 |
110,91 |
111,16 |
4,19 |
4,16 |
111,04 |
4,18 |
IZ0823 |
PL0000105359 |
103,76 |
104,75 |
--- |
--- |
104,26 |
--- |
DS1023 |
PL0000107264 |
98,02 |
98,23 |
4,25 |
4,22 |
98,13 |
4,24 |
WZ0124 |
PL0000107454 |
96,59 |
96,84 |
--- |
--- |
96,72 |
--- |
WS0429 |
PL0000105391 |
111,34 |
112,64 |
4,68 |
4,57 |
111,99 |
4,62 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
99,21 |
99,26 |
2,29 |
2,14 |
99,24 |
2,20 |
WZ0115 |
PL0000106480 |
100,02 |
100,09 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
102,94 |
103,00 |
2,74 |
2,69 |
102,97 |
2,71 |
OK0715 |
PL0000107405 |
96,35 |
96,42 |
2,80 |
2,74 |
96,39 |
2,77 |
DS1015 |
PL0000103602 |
105,26 |
105,33 |
2,82 |
2,78 |
105,30 |
2,80 |
OK0116 |
PL0000107587 |
94,79 |
94,88 |
2,93 |
2,88 |
94,84 |
2,90 |
PS0416 |
PL0000106340 |
104,05 |
104,13 |
2,97 |
2,93 |
104,09 |
2,95 |
OK0716 |
PL0000107926 |
93,17 |
93,27 |
3,06 |
3,01 |
93,22 |
3,03 |
IZ0816 |
PL0000103529 |
104,29 |
104,92 |
--- |
--- |
104,61 |
--- |
PS1016 |
PL0000106795 |
104,08 |
104,16 |
3,08 |
3,05 |
104,12 |
3,07 |
WZ0117 |
PL0000106936 |
99,74 |
99,92 |
--- |
--- |
99,83 |
--- |
PS0417 |
PL0000107058 |
104,40 |
104,49 |
3,23 |
3,20 |
104,45 |
3,21 |
DS1017 |
PL0000104543 |
106,32 |
106,42 |
3,35 |
3,32 |
106,37 |
3,33 |
WZ0118 |
PL0000104717 |
99,27 |
99,49 |
--- |
--- |
99,38 |
--- |
PS0418 |
PL0000107314 |
100,98 |
101,12 |
3,49 |
3,45 |
101,05 |
3,47 |
PS0718 |
PL0000107595 |
95,78 |
95,93 |
3,56 |
3,52 |
95,86 |
3,54 |
WZ0119 |
PL0000107603 |
98,87 |
99,01 |
--- |
--- |
98,94 |
--- |
DS1019 |
PL0000105441 |
108,54 |
108,71 |
3,77 |
3,74 |
108,63 |
3,76 |
DS1020 |
PL0000106126 |
107,50 |
107,72 |
3,93 |
3,89 |
107,61 |
3,91 |
WZ0121 |
PL0000106068 |
97,91 |
98,12 |
--- |
--- |
98,02 |
--- |
DS1021 |
PL0000106670 |
110,54 |
110,78 |
4,10 |
4,07 |
110,66 |
4,08 |
WS0922 |
PL0000102646 |
111,15 |
111,36 |
4,16 |
4,13 |
111,26 |
4,15 |
IZ0823 |
PL0000105359 |
103,98 |
104,96 |
--- |
--- |
104,47 |
--- |
DS1023 |
PL0000107264 |
98,24 |
98,45 |
4,22 |
4,19 |
98,35 |
4,21 |
WZ0124 |
PL0000107454 |
96,64 |
96,86 |
--- |
--- |
96,75 |
--- |
WS0429 |
PL0000105391 |
112,12 |
113,04 |
4,61 |
4,53 |
112,58 |
4,57 |
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 |
1/2 |
1 |
2,360 |
2,360 |
2,360 |
60 |
PS0416 |
PL0000106340 |
1/2 |
1 |
2,360 |
2,360 |
2,360 |
10 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
40 |
PS0417 |
PL0000107058 |
1/2 |
1 |
2,300 |
2,390 |
2,366 |
170 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,000 |
2,050 |
2,036 |
70 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
2,360 |
2,360 |
2,360 |
20 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
130 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
2,360 |
2,360 |
2,360 |
20 |
DS1017 |
PL0000104543 |
2/3 |
1 |
2,250 |
2,350 |
2,263 |
230 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
170 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
30 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
185 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
40 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,200 |
2,250 |
2,230 |
25 |
PS0417 |
PL0000107058 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
40 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,300 |
2,300 |
2,300 |
5 |
WZ0117 |
PL0000106936 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
50 |
TOTAL |
1 295 |