2014-03-26 |
MARKET DATA |
No 59 (2341) |
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 |
1 612,50 |
1 690,43 |
107 |
2 920,00 |
3 030,66 |
33 |
4 532,50 |
4 721,08 |
140 |
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 |
100,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
99,22 |
99,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,89 |
102,90 |
102,89 |
102,90 |
102,89 |
102,89 |
102,89 |
255 000 |
275,32 |
10 |
OK0715 |
PL0000107405 |
96,43 |
96,43 |
96,43 |
96,43 |
96,43 |
96,43 |
96,43 |
45 000 |
43,39 |
3 |
DS1015 |
PL0000103602 |
105,18 |
105,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
94,85 |
94,84 |
94,85 |
94,85 |
94,85 |
94,85 |
94,85 |
10 000 |
9,49 |
1 |
PS0416 |
PL0000106340 |
103,99 |
103,95 |
103,97 |
103,99 |
103,94 |
103,94 |
103,97 |
190 000 |
206,31 |
9 |
OK0716 |
PL0000107926 |
93,18 |
93,18 |
93,19 |
93,20 |
93,19 |
93,20 |
93,19 |
130 000 |
121,15 |
6 |
PS1016 |
PL0000106795 |
104,03 |
103,99 |
104,03 |
104,04 |
104,00 |
104,00 |
104,02 |
130 000 |
137,83 |
7 |
PS0417 |
PL0000107058 |
104,22 |
104,13 |
104,15 |
104,20 |
104,13 |
104,19 |
104,16 |
132 500 |
143,83 |
7 |
DS1017 |
PL0000104543 |
106,23 |
106,13 |
106,16 |
106,23 |
106,15 |
106,23 |
106,18 |
170 000 |
184,27 |
10 |
PS0418 |
PL0000107314 |
100,86 |
100,77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
95,71 |
95,60 |
95,62 |
95,71 |
95,58 |
95,70 |
95,66 |
155 000 |
150,89 |
13 |
DS1019 |
PL0000105441 |
108,44 |
108,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,48 |
107,25 |
107,38 |
107,50 |
107,38 |
107,50 |
107,42 |
30 000 |
32,89 |
2 |
DS1021 |
PL0000106670 |
110,60 |
110,36 |
110,56 |
110,65 |
110,56 |
110,59 |
110,61 |
90 000 |
101,73 |
9 |
WS0922 |
PL0000102646 |
111,15 |
110,93 |
111,05 |
111,10 |
110,89 |
111,10 |
111,00 |
45 000 |
51,27 |
5 |
DS1023 |
PL0000107264 |
98,28 |
98,05 |
98,06 |
98,35 |
98,00 |
98,35 |
98,22 |
220 000 |
219,80 |
24 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
112,28 |
112,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
104,00 |
112,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,50 |
104,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
103,90 |
104,05 |
104,05 |
104,05 |
104,05 |
104,05 |
104,05 |
10 000 |
12,27 |
1 |
WZ0115 |
PL0000106480 |
100,05 |
100,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,79 |
99,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,35 |
99,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
98,91 |
98,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,92 |
98,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,71 |
96,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 612 500 |
1 690,43 |
107 |
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 |
105,90 |
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 |
102,00 |
102,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
115,00 |
115,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
113,75 |
114,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
117,15 |
118,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
110,60 |
111,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
102,80 |
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 |
99,18 |
99,25 |
2,54 |
2,32 |
99,22 |
2,41 |
WZ0115 |
PL0000106480 |
100,02 |
100,08 |
--- |
--- |
100,05 |
--- |
PS0415 |
PL0000105953 |
102,86 |
102,94 |
2,76 |
2,69 |
102,90 |
2,73 |
OK0715 |
PL0000107405 |
96,39 |
96,46 |
2,81 |
2,76 |
96,43 |
2,78 |
DS1015 |
PL0000103602 |
105,15 |
105,22 |
2,85 |
2,80 |
105,19 |
2,82 |
OK0116 |
PL0000107587 |
94,79 |
94,87 |
2,97 |
2,92 |
94,83 |
2,94 |
PS0416 |
PL0000106340 |
103,89 |
103,97 |
3,03 |
2,99 |
103,93 |
3,01 |
OK0716 |
PL0000107926 |
93,12 |
93,20 |
3,11 |
3,07 |
93,16 |
3,09 |
IZ0816 |
PL0000103529 |
104,29 |
104,77 |
--- |
--- |
104,53 |
--- |
PS1016 |
PL0000106795 |
103,94 |
104,03 |
3,13 |
3,09 |
103,99 |
3,11 |
WZ0117 |
PL0000106936 |
99,76 |
99,86 |
--- |
--- |
99,81 |
--- |
PS0417 |
PL0000107058 |
104,07 |
104,16 |
3,33 |
3,30 |
104,12 |
3,31 |
DS1017 |
PL0000104543 |
106,04 |
106,17 |
3,42 |
3,38 |
106,11 |
3,40 |
WZ0118 |
PL0000104717 |
99,30 |
99,42 |
--- |
--- |
99,36 |
--- |
PS0418 |
PL0000107314 |
100,67 |
100,82 |
3,57 |
3,53 |
100,75 |
3,55 |
PS0718 |
PL0000107595 |
95,52 |
95,68 |
3,63 |
3,59 |
95,60 |
3,61 |
WZ0119 |
PL0000107603 |
98,87 |
99,01 |
--- |
--- |
98,94 |
--- |
DS1019 |
PL0000105441 |
108,16 |
108,33 |
3,84 |
3,81 |
108,25 |
3,82 |
DS1020 |
PL0000106126 |
107,12 |
107,32 |
3,99 |
3,96 |
107,22 |
3,97 |
WZ0121 |
PL0000106068 |
97,87 |
98,05 |
--- |
--- |
97,96 |
--- |
DS1021 |
PL0000106670 |
110,20 |
110,42 |
4,15 |
4,11 |
110,31 |
4,13 |
WS0922 |
PL0000102646 |
110,78 |
111,00 |
4,21 |
4,18 |
110,89 |
4,19 |
IZ0823 |
PL0000105359 |
103,33 |
104,22 |
--- |
--- |
103,78 |
--- |
DS1023 |
PL0000107264 |
97,91 |
98,10 |
4,27 |
4,24 |
98,01 |
4,25 |
WZ0124 |
PL0000107454 |
96,66 |
96,84 |
--- |
--- |
96,75 |
--- |
WS0429 |
PL0000105391 |
111,58 |
112,63 |
4,66 |
4,57 |
112,11 |
4,61 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
99,20 |
99,25 |
2,47 |
2,32 |
99,23 |
2,38 |
WZ0115 |
PL0000106480 |
100,03 |
100,08 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
102,86 |
102,92 |
2,76 |
2,71 |
102,89 |
2,73 |
OK0715 |
PL0000107405 |
96,41 |
96,46 |
2,80 |
2,76 |
96,44 |
2,77 |
DS1015 |
PL0000103602 |
105,15 |
105,22 |
2,85 |
2,80 |
105,19 |
2,82 |
OK0116 |
PL0000107587 |
94,78 |
94,86 |
2,97 |
2,93 |
94,82 |
2,95 |
PS0416 |
PL0000106340 |
103,93 |
103,99 |
3,01 |
2,98 |
103,96 |
3,00 |
OK0716 |
PL0000107926 |
93,15 |
93,22 |
3,09 |
3,06 |
93,19 |
3,07 |
IZ0816 |
PL0000103529 |
104,37 |
104,77 |
--- |
--- |
104,57 |
--- |
PS1016 |
PL0000106795 |
103,97 |
104,06 |
3,11 |
3,08 |
104,02 |
3,09 |
WZ0117 |
PL0000106936 |
99,76 |
99,85 |
--- |
--- |
99,81 |
--- |
PS0417 |
PL0000107058 |
104,16 |
104,27 |
3,30 |
3,26 |
104,22 |
3,28 |
DS1017 |
PL0000104543 |
106,13 |
106,29 |
3,39 |
3,35 |
106,21 |
3,37 |
WZ0118 |
PL0000104717 |
99,30 |
99,42 |
--- |
--- |
99,36 |
--- |
PS0418 |
PL0000107314 |
100,80 |
101,02 |
3,53 |
3,47 |
100,91 |
3,50 |
PS0718 |
PL0000107595 |
95,63 |
95,83 |
3,60 |
3,55 |
95,73 |
3,58 |
WZ0119 |
PL0000107603 |
98,86 |
99,00 |
--- |
--- |
98,93 |
--- |
DS1019 |
PL0000105441 |
108,35 |
108,62 |
3,80 |
3,75 |
108,49 |
3,78 |
DS1020 |
PL0000106126 |
107,30 |
107,68 |
3,96 |
3,90 |
107,49 |
3,93 |
WZ0121 |
PL0000106068 |
97,87 |
98,05 |
--- |
--- |
97,96 |
--- |
DS1021 |
PL0000106670 |
110,53 |
110,75 |
4,10 |
4,07 |
110,64 |
4,08 |
WS0922 |
PL0000102646 |
111,04 |
111,28 |
4,17 |
4,14 |
111,16 |
4,16 |
IZ0823 |
PL0000105359 |
103,67 |
104,29 |
--- |
--- |
103,98 |
--- |
DS1023 |
PL0000107264 |
98,15 |
98,36 |
4,23 |
4,21 |
98,26 |
4,22 |
WZ0124 |
PL0000107454 |
96,66 |
96,81 |
--- |
--- |
96,74 |
--- |
WS0429 |
PL0000105391 |
112,06 |
112,86 |
4,62 |
4,55 |
112,46 |
4,58 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0416 |
PL0000106340 |
0/1 |
1 |
2,480 |
2,480 |
2,480 |
10 |
OK0715 |
PL0000107405 |
0/1 |
1 |
2,380 |
2,380 |
2,380 |
10 |
OK0116 |
PL0000107587 |
0/1 |
1 |
2,400 |
2,500 |
2,444 |
180 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
220 |
PS0416 |
PL0000106340 |
1/2 |
1 |
2,400 |
2,480 |
2,446 |
35 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
15 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
80 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
110 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
10 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
105 |
PS1016 |
PL0000106795 |
2/5 |
3 |
2,250 |
2,250 |
2,250 |
235 |
PS0718 |
PL0000107595 |
2/5 |
3 |
2,420 |
2,420 |
2,420 |
85 |
PS0416 |
PL0000106340 |
1/5 |
4 |
2,400 |
2,400 |
2,400 |
180 |
PS0414 |
PL0000105433 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
35 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
20 |
PS0416 |
PL0000106340 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
15 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,250 |
2,260 |
2,253 |
250 |
OK0716 |
PL0000107926 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
45 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
35 |
DS1017 |
PL0000104543 |
2/9 |
7 |
2,380 |
2,380 |
2,380 |
255 |
PS1016 |
PL0000106795 |
2/9 |
7 |
2,250 |
2,260 |
2,256 |
500 |
OK0714 |
PL0000107009 |
2/9 |
7 |
2,350 |
2,350 |
2,350 |
490 |
TOTAL |
2 920 |