2014-03-20 |
MARKET DATA |
No 55 (2337) |
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 |
1 885,00 |
1 965,09 |
122 |
1 905,00 |
1 983,82 |
22 |
3 790,00 |
3 948,91 |
144 |
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 |
100,31 |
100,32 |
100,31 |
100,31 |
100,31 |
100,31 |
100,31 |
462 500 |
488,20 |
13 |
OK0714 |
PL0000107009 |
99,20 |
99,20 |
99,20 |
99,20 |
99,20 |
99,20 |
99,20 |
50 000 |
49,60 |
2 |
PS0415 |
PL0000105953 |
102,94 |
102,94 |
102,93 |
102,94 |
102,93 |
102,94 |
102,94 |
15 000 |
16,19 |
2 |
OK0715 |
PL0000107405 |
96,39 |
96,39 |
96,39 |
96,39 |
96,39 |
96,39 |
96,39 |
10 000 |
9,64 |
1 |
DS1015 |
PL0000103602 |
105,22 |
105,20 |
105,22 |
105,22 |
105,22 |
105,22 |
105,22 |
10 000 |
10,78 |
1 |
OK0116 |
PL0000107587 |
94,78 |
94,76 |
94,80 |
94,81 |
94,79 |
94,80 |
94,81 |
100 000 |
94,81 |
5 |
PS0416 |
PL0000106340 |
103,97 |
103,92 |
103,91 |
103,92 |
103,91 |
103,92 |
103,91 |
35 000 |
37,97 |
3 |
OK0716 |
PL0000107926 |
93,16 |
93,11 |
93,16 |
93,16 |
93,11 |
93,11 |
93,14 |
45 000 |
41,91 |
3 |
PS1016 |
PL0000106795 |
104,00 |
103,93 |
103,98 |
104,00 |
103,92 |
104,00 |
103,97 |
195 000 |
206,54 |
10 |
PS0417 |
PL0000107058 |
104,26 |
104,16 |
104,25 |
104,27 |
104,25 |
104,27 |
104,26 |
55 000 |
59,72 |
3 |
DS1017 |
PL0000104543 |
106,15 |
106,05 |
106,07 |
106,18 |
106,07 |
106,08 |
106,13 |
155 000 |
167,85 |
13 |
PS0418 |
PL0000107314 |
100,74 |
100,62 |
100,71 |
100,71 |
100,64 |
100,64 |
100,68 |
105 000 |
109,30 |
8 |
PS0718 |
PL0000107595 |
95,54 |
95,40 |
95,54 |
95,54 |
95,30 |
95,50 |
95,44 |
150 000 |
145,65 |
11 |
DS1019 |
PL0000105441 |
108,21 |
108,05 |
108,18 |
108,23 |
108,05 |
108,05 |
108,14 |
25 000 |
27,60 |
3 |
DS1020 |
PL0000106126 |
107,14 |
106,91 |
107,14 |
107,14 |
106,81 |
106,81 |
107,02 |
30 000 |
32,75 |
3 |
DS1021 |
PL0000106670 |
110,00 |
109,83 |
109,86 |
110,03 |
109,75 |
109,95 |
109,96 |
140 000 |
157,25 |
12 |
WS0922 |
PL0000102646 |
110,50 |
110,34 |
110,36 |
110,50 |
110,36 |
110,50 |
110,47 |
30 000 |
34,00 |
5 |
DS1023 |
PL0000107264 |
97,56 |
97,43 |
97,71 |
97,71 |
97,50 |
97,51 |
97,60 |
187 500 |
186,08 |
17 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
111,40 |
111,36 |
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 |
104,29 |
104,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
103,90 |
103,81 |
103,90 |
103,90 |
103,69 |
103,69 |
103,75 |
17 500 |
21,41 |
2 |
WZ0115 |
PL0000106480 |
100,04 |
100,05 |
100,04 |
100,05 |
100,04 |
100,05 |
100,04 |
67 500 |
67,82 |
5 |
WZ0117 |
PL0000106936 |
99,79 |
99,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,30 |
99,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
98,92 |
98,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,90 |
97,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,67 |
96,71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 885 000 |
1 965,09 |
122 |
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 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
0,00 |
0,00 |
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 |
99,16 |
99,25 |
2,51 |
2,24 |
99,21 |
2,36 |
WZ0115 |
PL0000106480 |
100,01 |
100,08 |
--- |
--- |
100,05 |
--- |
PS0415 |
PL0000105953 |
102,91 |
102,98 |
2,74 |
2,68 |
102,95 |
2,71 |
OK0715 |
PL0000107405 |
96,33 |
96,42 |
2,84 |
2,76 |
96,38 |
2,80 |
DS1015 |
PL0000103602 |
105,18 |
105,28 |
2,85 |
2,79 |
105,23 |
2,82 |
OK0116 |
PL0000107587 |
94,73 |
94,84 |
2,98 |
2,92 |
94,79 |
2,95 |
PS0416 |
PL0000106340 |
103,94 |
104,04 |
3,02 |
2,97 |
103,99 |
2,99 |
OK0716 |
PL0000107926 |
93,12 |
93,22 |
3,09 |
3,05 |
93,17 |
3,07 |
IZ0816 |
PL0000103529 |
104,10 |
104,80 |
--- |
--- |
104,45 |
--- |
PS1016 |
PL0000106795 |
103,95 |
104,07 |
3,13 |
3,08 |
104,01 |
3,10 |
WZ0117 |
PL0000106936 |
99,70 |
99,88 |
--- |
--- |
99,79 |
--- |
PS0417 |
PL0000107058 |
104,17 |
104,32 |
3,30 |
3,25 |
104,25 |
3,28 |
DS1017 |
PL0000104543 |
106,11 |
106,22 |
3,40 |
3,37 |
106,17 |
3,39 |
WZ0118 |
PL0000104717 |
99,26 |
99,47 |
--- |
--- |
99,37 |
--- |
PS0418 |
PL0000107314 |
100,65 |
100,82 |
3,57 |
3,53 |
100,74 |
3,55 |
PS0718 |
PL0000107595 |
95,44 |
95,62 |
3,65 |
3,60 |
95,53 |
3,63 |
WZ0119 |
PL0000107603 |
98,85 |
99,03 |
--- |
--- |
98,94 |
--- |
DS1019 |
PL0000105441 |
108,11 |
108,27 |
3,85 |
3,82 |
108,19 |
3,84 |
DS1020 |
PL0000106126 |
107,00 |
107,21 |
4,01 |
3,98 |
107,11 |
3,99 |
WZ0121 |
PL0000106068 |
97,86 |
98,13 |
--- |
--- |
98,00 |
--- |
DS1021 |
PL0000106670 |
109,82 |
110,05 |
4,20 |
4,17 |
109,94 |
4,19 |
WS0922 |
PL0000102646 |
110,32 |
110,56 |
4,27 |
4,24 |
110,44 |
4,25 |
IZ0823 |
PL0000105359 |
103,60 |
104,46 |
--- |
--- |
104,03 |
--- |
DS1023 |
PL0000107264 |
97,40 |
97,66 |
4,33 |
4,30 |
97,53 |
4,31 |
WZ0124 |
PL0000107454 |
96,54 |
96,78 |
--- |
--- |
96,66 |
--- |
WS0429 |
PL0000105391 |
110,64 |
111,72 |
4,74 |
4,65 |
111,18 |
4,69 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
99,16 |
99,24 |
2,51 |
2,27 |
99,20 |
2,39 |
WZ0115 |
PL0000106480 |
100,02 |
100,07 |
--- |
--- |
100,05 |
--- |
PS0415 |
PL0000105953 |
102,89 |
102,97 |
2,76 |
2,69 |
102,93 |
2,72 |
OK0715 |
PL0000107405 |
96,36 |
96,44 |
2,81 |
2,75 |
96,40 |
2,78 |
DS1015 |
PL0000103602 |
105,15 |
105,23 |
2,87 |
2,82 |
105,19 |
2,84 |
OK0116 |
PL0000107587 |
94,71 |
94,81 |
3,00 |
2,94 |
94,76 |
2,97 |
PS0416 |
PL0000106340 |
103,87 |
103,97 |
3,05 |
3,00 |
103,92 |
3,03 |
OK0716 |
PL0000107926 |
93,08 |
93,17 |
3,11 |
3,07 |
93,13 |
3,09 |
IZ0816 |
PL0000103529 |
104,06 |
104,73 |
--- |
--- |
104,40 |
--- |
PS1016 |
PL0000106795 |
103,92 |
104,00 |
3,14 |
3,11 |
103,96 |
3,12 |
WZ0117 |
PL0000106936 |
99,73 |
99,89 |
--- |
--- |
99,81 |
--- |
PS0417 |
PL0000107058 |
104,06 |
104,26 |
3,34 |
3,27 |
104,16 |
3,31 |
DS1017 |
PL0000104543 |
105,96 |
106,12 |
3,45 |
3,40 |
106,04 |
3,42 |
WZ0118 |
PL0000104717 |
99,25 |
99,48 |
--- |
--- |
99,37 |
--- |
PS0418 |
PL0000107314 |
100,56 |
100,72 |
3,60 |
3,55 |
100,64 |
3,58 |
PS0718 |
PL0000107595 |
95,33 |
95,51 |
3,68 |
3,63 |
95,42 |
3,66 |
WZ0119 |
PL0000107603 |
98,84 |
99,01 |
--- |
--- |
98,93 |
--- |
DS1019 |
PL0000105441 |
107,91 |
108,17 |
3,89 |
3,84 |
108,04 |
3,87 |
DS1020 |
PL0000106126 |
106,78 |
107,06 |
4,05 |
4,00 |
106,92 |
4,03 |
WZ0121 |
PL0000106068 |
97,85 |
98,08 |
--- |
--- |
97,97 |
--- |
DS1021 |
PL0000106670 |
109,78 |
110,06 |
4,21 |
4,17 |
109,92 |
4,19 |
WS0922 |
PL0000102646 |
110,22 |
110,52 |
4,28 |
4,24 |
110,37 |
4,26 |
IZ0823 |
PL0000105359 |
103,12 |
104,15 |
--- |
--- |
103,64 |
--- |
DS1023 |
PL0000107264 |
97,31 |
97,55 |
4,34 |
4,31 |
97,43 |
4,33 |
WZ0124 |
PL0000107454 |
96,60 |
96,83 |
--- |
--- |
96,72 |
--- |
WS0429 |
PL0000105391 |
110,95 |
111,84 |
4,71 |
4,64 |
111,40 |
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 |
0/1 |
1 |
2,050 |
2,050 |
2,050 |
120 |
DS1017 |
PL0000104543 |
1/4 |
3 |
2,300 |
2,300 |
2,300 |
85 |
DS1020 |
PL0000106126 |
1/4 |
3 |
2,250 |
2,250 |
2,250 |
30 |
PS0416 |
PL0000106340 |
1/4 |
3 |
2,400 |
2,400 |
2,400 |
90 |
PS1016 |
PL0000106795 |
1/4 |
3 |
2,150 |
2,200 |
2,177 |
365 |
DS1023 |
PL0000107264 |
1/4 |
3 |
2,000 |
2,000 |
2,000 |
150 |
PS0418 |
PL0000107314 |
1/4 |
3 |
2,250 |
2,250 |
2,250 |
60 |
PS0718 |
PL0000107595 |
1/4 |
3 |
2,380 |
2,380 |
2,380 |
80 |
DS1015 |
PL0000103602 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
130 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,300 |
2,300 |
2,300 |
5 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,300 |
2,300 |
2,300 |
20 |
PS0416 |
PL0000106340 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
240 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,200 |
2,250 |
2,244 |
270 |
OK0715 |
PL0000107405 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
120 |
PS0718 |
PL0000107595 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
120 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
20 |
TOTAL |
1 905 |