2014-03-25 |
MARKET DATA |
No 58 (2340) |
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 |
835,00 |
856,18 |
59 |
1 475,00 |
1 548,14 |
21 |
2 310,00 |
2 404,32 |
80 |
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 |
100,28 |
100,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
99,21 |
99,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,93 |
102,92 |
102,93 |
102,93 |
102,92 |
102,92 |
102,92 |
85 000 |
91,79 |
3 |
OK0715 |
PL0000107405 |
96,44 |
96,43 |
96,44 |
96,44 |
96,44 |
96,44 |
96,44 |
10 000 |
9,64 |
1 |
DS1015 |
PL0000103602 |
105,20 |
105,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
94,82 |
94,82 |
94,82 |
94,83 |
94,82 |
94,83 |
94,83 |
150 000 |
142,24 |
3 |
PS0416 |
PL0000106340 |
104,01 |
103,93 |
103,98 |
104,01 |
103,91 |
103,91 |
103,98 |
70 000 |
76,01 |
6 |
OK0716 |
PL0000107926 |
93,21 |
93,14 |
93,19 |
93,19 |
93,18 |
93,18 |
93,18 |
65 000 |
60,57 |
4 |
PS1016 |
PL0000106795 |
104,05 |
103,96 |
104,02 |
104,02 |
103,96 |
103,99 |
103,99 |
70 000 |
74,19 |
7 |
PS0417 |
PL0000107058 |
104,29 |
104,17 |
104,17 |
104,17 |
104,17 |
104,17 |
104,17 |
10 000 |
10,85 |
1 |
DS1017 |
PL0000104543 |
106,26 |
106,11 |
106,24 |
106,24 |
106,12 |
106,12 |
106,16 |
50 000 |
54,18 |
4 |
PS0418 |
PL0000107314 |
100,90 |
100,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
95,76 |
95,65 |
95,84 |
95,84 |
95,60 |
95,60 |
95,73 |
45 000 |
43,84 |
5 |
DS1019 |
PL0000105441 |
108,45 |
108,31 |
108,36 |
108,38 |
108,35 |
108,38 |
108,37 |
40 000 |
44,27 |
4 |
DS1020 |
PL0000106126 |
107,45 |
107,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,53 |
110,41 |
110,51 |
110,51 |
110,43 |
110,45 |
110,46 |
30 000 |
33,86 |
3 |
WS0922 |
PL0000102646 |
111,12 |
110,22 |
111,13 |
111,15 |
111,13 |
111,15 |
111,14 |
35 000 |
39,92 |
3 |
DS1023 |
PL0000107264 |
98,24 |
98,10 |
98,17 |
98,30 |
98,10 |
98,10 |
98,23 |
155 000 |
154,85 |
13 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
112,33 |
112,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
87,07 |
125,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,50 |
104,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
103,75 |
103,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,04 |
100,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,81 |
99,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,38 |
99,37 |
99,40 |
99,40 |
99,40 |
99,40 |
99,40 |
20 000 |
19,97 |
2 |
WZ0119 |
PL0000107603 |
98,90 |
98,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,92 |
97,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,71 |
96,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
835 000 |
856,18 |
59 |
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 |
105,55 |
105,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,75 |
109,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,90 |
119,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
101,90 |
102,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
114,90 |
115,20 |
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 |
111,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
102,76 |
103,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
105,50 |
106,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
122,15 |
123,00 |
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 |
99,19 |
99,25 |
2,48 |
2,30 |
99,22 |
2,39 |
WZ0115 |
PL0000106480 |
100,02 |
100,08 |
--- |
--- |
100,05 |
--- |
PS0415 |
PL0000105953 |
102,90 |
102,97 |
2,73 |
2,67 |
102,94 |
2,69 |
OK0715 |
PL0000107405 |
96,42 |
96,49 |
2,78 |
2,73 |
96,46 |
2,75 |
DS1015 |
PL0000103602 |
105,18 |
105,27 |
2,83 |
2,78 |
105,23 |
2,80 |
OK0116 |
PL0000107587 |
94,79 |
94,88 |
2,96 |
2,91 |
94,84 |
2,93 |
PS0416 |
PL0000106340 |
103,94 |
104,01 |
3,01 |
2,98 |
103,98 |
2,99 |
OK0716 |
PL0000107926 |
93,17 |
93,24 |
3,08 |
3,05 |
93,21 |
3,06 |
IZ0816 |
PL0000103529 |
104,28 |
104,82 |
--- |
--- |
104,55 |
--- |
PS1016 |
PL0000106795 |
104,00 |
104,10 |
3,10 |
3,06 |
104,05 |
3,08 |
WZ0117 |
PL0000106936 |
99,76 |
99,88 |
--- |
--- |
99,82 |
--- |
PS0417 |
PL0000107058 |
104,25 |
104,36 |
3,27 |
3,23 |
104,31 |
3,25 |
DS1017 |
PL0000104543 |
106,21 |
106,37 |
3,37 |
3,32 |
106,29 |
3,35 |
WZ0118 |
PL0000104717 |
99,30 |
99,44 |
--- |
--- |
99,37 |
--- |
PS0418 |
PL0000107314 |
100,85 |
101,02 |
3,52 |
3,47 |
100,94 |
3,50 |
PS0718 |
PL0000107595 |
95,70 |
95,87 |
3,59 |
3,54 |
95,79 |
3,56 |
WZ0119 |
PL0000107603 |
98,85 |
99,03 |
--- |
--- |
98,94 |
--- |
DS1019 |
PL0000105441 |
108,39 |
108,59 |
3,80 |
3,76 |
108,49 |
3,78 |
DS1020 |
PL0000106126 |
107,33 |
107,59 |
3,96 |
3,91 |
107,46 |
3,93 |
WZ0121 |
PL0000106068 |
97,86 |
98,11 |
--- |
--- |
97,99 |
--- |
DS1021 |
PL0000106670 |
110,37 |
110,62 |
4,12 |
4,09 |
110,50 |
4,10 |
WS0922 |
PL0000102646 |
110,92 |
111,20 |
4,19 |
4,15 |
111,06 |
4,17 |
IZ0823 |
PL0000105359 |
103,40 |
104,11 |
--- |
--- |
103,76 |
--- |
DS1023 |
PL0000107264 |
98,08 |
98,30 |
4,24 |
4,21 |
98,19 |
4,23 |
WZ0124 |
PL0000107454 |
96,64 |
96,85 |
--- |
--- |
96,75 |
--- |
WS0429 |
PL0000105391 |
111,90 |
112,97 |
4,63 |
4,54 |
112,44 |
4,58 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
99,18 |
99,25 |
2,51 |
2,30 |
99,22 |
2,39 |
WZ0115 |
PL0000106480 |
100,02 |
100,07 |
--- |
--- |
100,05 |
--- |
PS0415 |
PL0000105953 |
102,87 |
102,94 |
2,76 |
2,69 |
102,91 |
2,72 |
OK0715 |
PL0000107405 |
96,40 |
96,45 |
2,80 |
2,76 |
96,43 |
2,77 |
DS1015 |
PL0000103602 |
105,17 |
105,24 |
2,84 |
2,80 |
105,21 |
2,81 |
OK0116 |
PL0000107587 |
94,77 |
94,85 |
2,97 |
2,93 |
94,81 |
2,95 |
PS0416 |
PL0000106340 |
103,91 |
103,98 |
3,02 |
2,99 |
103,95 |
3,01 |
OK0716 |
PL0000107926 |
93,12 |
93,19 |
3,10 |
3,07 |
93,16 |
3,09 |
IZ0816 |
PL0000103529 |
104,29 |
104,69 |
--- |
--- |
104,49 |
--- |
PS1016 |
PL0000106795 |
103,95 |
104,02 |
3,12 |
3,09 |
103,99 |
3,11 |
WZ0117 |
PL0000106936 |
99,76 |
99,87 |
--- |
--- |
99,82 |
--- |
PS0417 |
PL0000107058 |
104,11 |
104,22 |
3,32 |
3,28 |
104,17 |
3,30 |
DS1017 |
PL0000104543 |
106,08 |
106,23 |
3,41 |
3,37 |
106,16 |
3,39 |
WZ0118 |
PL0000104717 |
99,31 |
99,43 |
--- |
--- |
99,37 |
--- |
PS0418 |
PL0000107314 |
100,70 |
100,86 |
3,56 |
3,52 |
100,78 |
3,54 |
PS0718 |
PL0000107595 |
95,56 |
95,70 |
3,62 |
3,59 |
95,63 |
3,60 |
WZ0119 |
PL0000107603 |
98,86 |
99,02 |
--- |
--- |
98,94 |
--- |
DS1019 |
PL0000105441 |
108,23 |
108,41 |
3,83 |
3,79 |
108,32 |
3,81 |
DS1020 |
PL0000106126 |
107,18 |
107,43 |
3,98 |
3,94 |
107,31 |
3,96 |
WZ0121 |
PL0000106068 |
97,88 |
98,06 |
--- |
--- |
97,97 |
--- |
DS1021 |
PL0000106670 |
110,26 |
110,48 |
4,14 |
4,11 |
110,37 |
4,12 |
WS0922 |
PL0000102646 |
110,81 |
111,06 |
4,20 |
4,17 |
110,94 |
4,19 |
IZ0823 |
PL0000105359 |
103,44 |
104,23 |
--- |
--- |
103,84 |
--- |
DS1023 |
PL0000107264 |
97,92 |
98,17 |
4,26 |
4,23 |
98,05 |
4,25 |
WZ0124 |
PL0000107454 |
96,66 |
96,84 |
--- |
--- |
96,75 |
--- |
WS0429 |
PL0000105391 |
111,76 |
112,62 |
4,64 |
4,57 |
112,19 |
4,61 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0417 |
PL0000107058 |
0/1 |
1 |
2,380 |
2,380 |
2,380 |
10 |
OK0715 |
PL0000107405 |
0/1 |
1 |
2,380 |
2,380 |
2,380 |
30 |
PS0718 |
PL0000107595 |
0/1 |
1 |
2,380 |
2,380 |
2,380 |
30 |
OK0716 |
PL0000107926 |
0/1 |
1 |
2,380 |
2,380 |
2,380 |
10 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
75 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,050 |
2,050 |
2,050 |
65 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
95 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
50 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
175 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
185 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
40 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,050 |
2,300 |
2,139 |
70 |
PS0417 |
PL0000107058 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
40 |
OK0116 |
PL0000107587 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
180 |
PS0414 |
PL0000105433 |
2/9 |
7 |
2,300 |
2,300 |
2,300 |
10 |
PS1016 |
PL0000106795 |
2/9 |
7 |
2,100 |
2,100 |
2,100 |
280 |
PS0418 |
PL0000107314 |
2/9 |
7 |
2,380 |
2,380 |
2,380 |
80 |
PS0718 |
PL0000107595 |
2/9 |
7 |
2,380 |
2,380 |
2,380 |
50 |
TOTAL |
1 475 |