2014-03-19 |
MARKET DATA |
No 54 (2336) |
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 |
2 960,00 |
3 048,20 |
159 |
2 420,00 |
2 518,09 |
23 |
5 380,00 |
5 566,28 |
182 |
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 |
100,33 |
100,34 |
100,33 |
100,34 |
100,34 |
225 000 |
237,46 |
8 |
OK0714 |
PL0000107009 |
99,25 |
99,20 |
99,25 |
99,25 |
99,20 |
99,20 |
99,22 |
412 500 |
409,30 |
16 |
PS0415 |
PL0000105953 |
102,96 |
102,97 |
102,98 |
102,98 |
102,98 |
102,98 |
102,98 |
210 000 |
226,70 |
3 |
OK0715 |
PL0000107405 |
96,41 |
96,41 |
96,41 |
96,41 |
96,41 |
96,41 |
96,41 |
10 000 |
9,64 |
1 |
DS1015 |
PL0000103602 |
105,30 |
105,30 |
105,28 |
105,30 |
105,28 |
105,30 |
105,29 |
92 500 |
99,73 |
5 |
OK0116 |
PL0000107587 |
94,84 |
94,82 |
94,84 |
94,84 |
94,84 |
94,84 |
94,84 |
35 000 |
33,19 |
2 |
PS0416 |
PL0000106340 |
104,07 |
104,05 |
104,05 |
104,05 |
104,04 |
104,04 |
104,05 |
30 000 |
32,57 |
3 |
OK0716 |
PL0000107926 |
93,24 |
93,18 |
93,18 |
93,23 |
93,17 |
93,23 |
93,20 |
492 500 |
459,03 |
17 |
PS1016 |
PL0000106795 |
104,13 |
104,06 |
104,10 |
104,13 |
104,10 |
104,13 |
104,11 |
105 000 |
111,33 |
7 |
PS0417 |
PL0000107058 |
104,44 |
104,34 |
104,44 |
104,44 |
104,32 |
104,40 |
104,39 |
165 000 |
179,32 |
12 |
DS1017 |
PL0000104543 |
106,38 |
106,24 |
106,31 |
106,36 |
106,26 |
106,36 |
106,34 |
285 000 |
309,10 |
22 |
PS0418 |
PL0000107314 |
101,05 |
100,89 |
100,97 |
101,00 |
100,97 |
100,97 |
100,98 |
30 000 |
31,31 |
3 |
PS0718 |
PL0000107595 |
95,87 |
95,68 |
95,80 |
95,87 |
95,67 |
95,82 |
95,76 |
245 000 |
238,63 |
20 |
DS1019 |
PL0000105441 |
108,62 |
108,41 |
108,64 |
108,64 |
108,45 |
108,60 |
108,58 |
45 000 |
49,86 |
5 |
DS1020 |
PL0000106126 |
107,61 |
107,37 |
107,69 |
107,69 |
107,69 |
107,69 |
107,69 |
10 000 |
10,98 |
1 |
DS1021 |
PL0000106670 |
110,66 |
110,44 |
110,64 |
110,64 |
110,39 |
110,54 |
110,48 |
45 000 |
50,76 |
4 |
WS0922 |
PL0000102646 |
111,25 |
110,97 |
111,30 |
111,30 |
111,03 |
111,12 |
111,17 |
25 000 |
28,50 |
3 |
DS1023 |
PL0000107264 |
98,37 |
98,08 |
98,40 |
98,40 |
98,14 |
98,14 |
98,21 |
120 000 |
119,78 |
10 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
112,55 |
112,31 |
112,55 |
112,55 |
112,55 |
112,55 |
112,55 |
10 000 |
11,77 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,70 |
104,65 |
104,70 |
104,70 |
104,60 |
104,60 |
104,65 |
87 500 |
119,51 |
6 |
IZ0823 |
PL0000105359 |
104,30 |
104,35 |
104,30 |
104,30 |
104,30 |
104,30 |
104,30 |
5 000 |
6,15 |
1 |
WZ0115 |
PL0000106480 |
100,04 |
100,05 |
100,05 |
100,05 |
100,05 |
100,05 |
100,05 |
25 000 |
25,12 |
2 |
WZ0117 |
PL0000106936 |
99,79 |
99,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,37 |
99,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
98,95 |
98,96 |
98,96 |
98,97 |
98,96 |
98,97 |
98,97 |
250 000 |
248,45 |
7 |
WZ0121 |
PL0000106068 |
97,95 |
98,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,73 |
96,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
2 960 000 |
3 048,20 |
159 |
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 |
105,87 |
105,90 |
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 |
119,15 |
119,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
101,80 |
102,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
114,85 |
115,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
113,60 |
114,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
117,10 |
118,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
110,65 |
111,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
102,85 |
103,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
105,50 |
106,50 |
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 |
99,21 |
99,28 |
2,31 |
2,10 |
99,25 |
2,19 |
WZ0115 |
PL0000106480 |
100,02 |
100,08 |
--- |
--- |
100,05 |
--- |
PS0415 |
PL0000105953 |
102,93 |
103,00 |
2,74 |
2,68 |
102,97 |
2,71 |
OK0715 |
PL0000107405 |
96,38 |
96,45 |
2,78 |
2,72 |
96,42 |
2,75 |
DS1015 |
PL0000103602 |
105,26 |
105,34 |
2,82 |
2,77 |
105,30 |
2,79 |
OK0116 |
PL0000107587 |
94,81 |
94,90 |
2,92 |
2,87 |
94,86 |
2,89 |
PS0416 |
PL0000106340 |
104,04 |
104,12 |
2,98 |
2,94 |
104,08 |
2,96 |
OK0716 |
PL0000107926 |
93,18 |
93,29 |
3,05 |
3,00 |
93,24 |
3,03 |
IZ0816 |
PL0000103529 |
104,42 |
105,00 |
--- |
--- |
104,71 |
--- |
PS1016 |
PL0000106795 |
104,07 |
104,16 |
3,08 |
3,05 |
104,12 |
3,07 |
WZ0117 |
PL0000106936 |
99,74 |
99,92 |
--- |
--- |
99,83 |
--- |
PS0417 |
PL0000107058 |
104,41 |
104,48 |
3,23 |
3,20 |
104,45 |
3,21 |
DS1017 |
PL0000104543 |
106,32 |
106,43 |
3,35 |
3,32 |
106,38 |
3,33 |
WZ0118 |
PL0000104717 |
99,28 |
99,49 |
--- |
--- |
99,39 |
--- |
PS0418 |
PL0000107314 |
100,98 |
101,12 |
3,49 |
3,45 |
101,05 |
3,47 |
PS0718 |
PL0000107595 |
95,79 |
95,91 |
3,56 |
3,53 |
95,85 |
3,54 |
WZ0119 |
PL0000107603 |
98,89 |
99,04 |
--- |
--- |
98,97 |
--- |
DS1019 |
PL0000105441 |
108,56 |
108,72 |
3,77 |
3,74 |
108,64 |
3,75 |
DS1020 |
PL0000106126 |
107,50 |
107,71 |
3,93 |
3,89 |
107,61 |
3,91 |
WZ0121 |
PL0000106068 |
97,90 |
98,15 |
--- |
--- |
98,03 |
--- |
DS1021 |
PL0000106670 |
110,55 |
110,77 |
4,10 |
4,07 |
110,66 |
4,08 |
WS0922 |
PL0000102646 |
111,15 |
111,34 |
4,16 |
4,14 |
111,25 |
4,15 |
IZ0823 |
PL0000105359 |
103,83 |
104,81 |
--- |
--- |
104,32 |
--- |
DS1023 |
PL0000107264 |
98,26 |
98,45 |
4,22 |
4,19 |
98,36 |
4,21 |
WZ0124 |
PL0000107454 |
96,65 |
96,90 |
--- |
--- |
96,78 |
--- |
WS0429 |
PL0000105391 |
112,20 |
113,11 |
4,61 |
4,53 |
112,66 |
4,57 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
99,17 |
99,23 |
2,42 |
2,25 |
99,20 |
2,34 |
WZ0115 |
PL0000106480 |
100,02 |
100,07 |
--- |
--- |
100,05 |
--- |
PS0415 |
PL0000105953 |
102,94 |
103,00 |
2,73 |
2,68 |
102,97 |
2,71 |
OK0715 |
PL0000107405 |
96,38 |
96,45 |
2,78 |
2,72 |
96,42 |
2,75 |
DS1015 |
PL0000103602 |
105,27 |
105,33 |
2,81 |
2,77 |
105,30 |
2,79 |
OK0116 |
PL0000107587 |
94,80 |
94,88 |
2,93 |
2,88 |
94,84 |
2,91 |
PS0416 |
PL0000106340 |
104,02 |
104,11 |
2,99 |
2,94 |
104,07 |
2,96 |
OK0716 |
PL0000107926 |
93,20 |
93,27 |
3,04 |
3,01 |
93,24 |
3,03 |
IZ0816 |
PL0000103529 |
104,24 |
104,81 |
--- |
--- |
104,53 |
--- |
PS1016 |
PL0000106795 |
104,07 |
104,16 |
3,08 |
3,05 |
104,12 |
3,07 |
WZ0117 |
PL0000106936 |
99,75 |
99,89 |
--- |
--- |
99,82 |
--- |
PS0417 |
PL0000107058 |
104,35 |
104,44 |
3,25 |
3,21 |
104,40 |
3,23 |
DS1017 |
PL0000104543 |
106,28 |
106,40 |
3,36 |
3,32 |
106,34 |
3,34 |
WZ0118 |
PL0000104717 |
99,29 |
99,44 |
--- |
--- |
99,37 |
--- |
PS0418 |
PL0000107314 |
100,89 |
101,03 |
3,51 |
3,47 |
100,96 |
3,49 |
PS0718 |
PL0000107595 |
95,69 |
95,84 |
3,58 |
3,55 |
95,77 |
3,56 |
WZ0119 |
PL0000107603 |
98,89 |
99,00 |
--- |
--- |
98,95 |
--- |
DS1019 |
PL0000105441 |
108,43 |
108,61 |
3,79 |
3,76 |
108,52 |
3,78 |
DS1020 |
PL0000106126 |
107,40 |
107,61 |
3,95 |
3,91 |
107,51 |
3,93 |
WZ0121 |
PL0000106068 |
97,89 |
98,18 |
--- |
--- |
98,04 |
--- |
DS1021 |
PL0000106670 |
110,38 |
110,59 |
4,12 |
4,09 |
110,49 |
4,11 |
WS0922 |
PL0000102646 |
110,93 |
111,14 |
4,19 |
4,16 |
111,04 |
4,17 |
IZ0823 |
PL0000105359 |
103,72 |
104,64 |
--- |
--- |
104,18 |
--- |
DS1023 |
PL0000107264 |
98,01 |
98,20 |
4,25 |
4,23 |
98,11 |
4,24 |
WZ0124 |
PL0000107454 |
96,66 |
96,82 |
--- |
--- |
96,74 |
--- |
WS0429 |
PL0000105391 |
111,81 |
112,74 |
4,64 |
4,56 |
112,28 |
4,60 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
2,380 |
2,380 |
2,380 |
20 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,050 |
2,050 |
2,050 |
200 |
PS0718 |
PL0000107595 |
0/1 |
1 |
2,380 |
2,380 |
2,380 |
10 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
2,380 |
2,380 |
2,380 |
20 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
100 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
110 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
180 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,300 |
2,300 |
2,300 |
100 |
PS0414 |
PL0000105433 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
140 |
PS0416 |
PL0000106340 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
15 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
200 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
50 |
OK0716 |
PL0000107926 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
40 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
85 |
PS1016 |
PL0000106795 |
2/9 |
7 |
2,150 |
2,300 |
2,225 |
400 |
PS0418 |
PL0000107314 |
2/9 |
7 |
2,400 |
2,400 |
2,400 |
150 |
TOTAL |
1 820 |
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 |