2014-03-28 |
MARKET DATA |
No 61 (2343) |
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 |
2 082,50 |
2 194,15 |
175 |
1 740,00 |
1 834,01 |
24 |
3 822,50 |
4 028,16 |
199 |
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 |
100,25 |
100,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
99,24 |
99,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,87 |
102,87 |
102,86 |
102,86 |
102,86 |
102,86 |
102,86 |
10 000 |
10,80 |
1 |
OK0715 |
PL0000107405 |
96,45 |
96,47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,15 |
105,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
94,87 |
94,85 |
94,85 |
94,85 |
94,84 |
94,84 |
94,85 |
75 000 |
71,14 |
5 |
PS0416 |
PL0000106340 |
103,98 |
103,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
93,29 |
93,24 |
93,27 |
93,32 |
93,27 |
93,27 |
93,30 |
230 000 |
214,59 |
15 |
PS1016 |
PL0000106795 |
104,04 |
104,02 |
104,04 |
104,04 |
104,00 |
104,04 |
104,03 |
70 000 |
74,26 |
6 |
PS0417 |
PL0000107058 |
104,30 |
104,26 |
104,26 |
104,33 |
104,25 |
104,33 |
104,27 |
140 000 |
152,20 |
9 |
DS1017 |
PL0000104543 |
106,32 |
106,29 |
106,36 |
106,37 |
106,29 |
106,29 |
106,32 |
45 000 |
48,87 |
3 |
PS0418 |
PL0000107314 |
101,08 |
100,97 |
101,06 |
101,06 |
100,86 |
100,86 |
100,98 |
95 000 |
99,26 |
8 |
PS0718 |
PL0000107595 |
95,96 |
95,85 |
95,95 |
96,00 |
95,80 |
95,80 |
95,96 |
200 000 |
195,35 |
18 |
DS1019 |
PL0000105441 |
108,80 |
108,61 |
108,80 |
108,85 |
108,65 |
108,65 |
108,78 |
450 000 |
500,21 |
36 |
DS1020 |
PL0000106126 |
107,81 |
107,72 |
107,87 |
107,93 |
107,63 |
107,63 |
107,86 |
160 000 |
176,21 |
16 |
DS1021 |
PL0000106670 |
110,91 |
110,74 |
110,70 |
110,98 |
110,69 |
110,85 |
110,85 |
92 500 |
104,84 |
8 |
WS0922 |
PL0000102646 |
111,40 |
111,35 |
111,36 |
111,44 |
111,30 |
111,44 |
111,38 |
135 000 |
154,41 |
11 |
DS1023 |
PL0000107264 |
98,58 |
98,50 |
98,40 |
98,65 |
98,40 |
98,40 |
98,56 |
315 000 |
315,91 |
34 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
112,78 |
112,87 |
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 |
104,55 |
104,65 |
104,67 |
104,67 |
104,55 |
104,55 |
104,62 |
30 000 |
41,01 |
3 |
IZ0823 |
PL0000105359 |
103,95 |
104,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,04 |
100,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,80 |
99,81 |
99,80 |
99,80 |
99,80 |
99,80 |
99,80 |
35 000 |
35,10 |
2 |
WZ0118 |
PL0000104717 |
99,32 |
99,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
98,90 |
98,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,90 |
98,00 |
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 |
2 082 500 |
2 194,15 |
175 |
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 |
105,60 |
105,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,90 |
109,05 |
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 |
102,50 |
102,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
115,60 |
116,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
114,50 |
115,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
117,50 |
118,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
111,25 |
112,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
103,60 |
104,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
106,25 |
107,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
123,00 |
124,25 |
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 |
2,53 |
2,30 |
99,25 |
2,40 |
WZ0115 |
PL0000106480 |
100,02 |
100,08 |
--- |
--- |
100,05 |
--- |
PS0415 |
PL0000105953 |
102,84 |
102,91 |
2,76 |
2,69 |
102,88 |
2,72 |
OK0715 |
PL0000107405 |
96,43 |
96,50 |
2,80 |
2,75 |
96,47 |
2,77 |
DS1015 |
PL0000103602 |
105,13 |
105,22 |
2,84 |
2,78 |
105,18 |
2,81 |
OK0116 |
PL0000107587 |
94,83 |
94,91 |
2,96 |
2,91 |
94,87 |
2,94 |
PS0416 |
PL0000106340 |
103,91 |
104,01 |
3,01 |
2,96 |
103,96 |
2,99 |
OK0716 |
PL0000107926 |
93,19 |
93,27 |
3,09 |
3,05 |
93,23 |
3,07 |
IZ0816 |
PL0000103529 |
104,28 |
104,81 |
--- |
--- |
104,55 |
--- |
PS1016 |
PL0000106795 |
103,98 |
104,09 |
3,10 |
3,06 |
104,04 |
3,08 |
WZ0117 |
PL0000106936 |
99,76 |
99,86 |
--- |
--- |
99,81 |
--- |
PS0417 |
PL0000107058 |
104,23 |
104,35 |
3,27 |
3,23 |
104,29 |
3,25 |
DS1017 |
PL0000104543 |
106,21 |
106,41 |
3,36 |
3,31 |
106,31 |
3,34 |
WZ0118 |
PL0000104717 |
99,28 |
99,41 |
--- |
--- |
99,35 |
--- |
PS0418 |
PL0000107314 |
100,87 |
101,14 |
3,51 |
3,44 |
101,01 |
3,48 |
PS0718 |
PL0000107595 |
95,77 |
96,04 |
3,57 |
3,50 |
95,91 |
3,53 |
WZ0119 |
PL0000107603 |
98,86 |
99,00 |
--- |
--- |
98,93 |
--- |
DS1019 |
PL0000105441 |
108,52 |
108,82 |
3,77 |
3,71 |
108,67 |
3,74 |
DS1020 |
PL0000106126 |
107,56 |
107,95 |
3,91 |
3,85 |
107,76 |
3,88 |
WZ0121 |
PL0000106068 |
97,86 |
98,04 |
--- |
--- |
97,95 |
--- |
DS1021 |
PL0000106670 |
110,67 |
111,06 |
4,08 |
4,02 |
110,87 |
4,05 |
WS0922 |
PL0000102646 |
111,27 |
111,59 |
4,14 |
4,10 |
111,43 |
4,12 |
IZ0823 |
PL0000105359 |
103,60 |
104,40 |
--- |
--- |
104,00 |
--- |
DS1023 |
PL0000107264 |
98,39 |
98,77 |
4,20 |
4,15 |
98,58 |
4,18 |
WZ0124 |
PL0000107454 |
96,65 |
96,82 |
--- |
--- |
96,74 |
--- |
WS0429 |
PL0000105391 |
112,28 |
113,35 |
4,60 |
4,51 |
112,82 |
4,55 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
99,22 |
99,28 |
2,50 |
2,30 |
99,25 |
2,40 |
WZ0115 |
PL0000106480 |
100,03 |
100,07 |
--- |
--- |
100,05 |
--- |
PS0415 |
PL0000105953 |
102,84 |
102,89 |
2,76 |
2,71 |
102,87 |
2,73 |
OK0715 |
PL0000107405 |
96,43 |
96,50 |
2,80 |
2,75 |
96,47 |
2,77 |
DS1015 |
PL0000103602 |
105,14 |
105,22 |
2,83 |
2,78 |
105,18 |
2,81 |
OK0116 |
PL0000107587 |
94,82 |
94,90 |
2,97 |
2,92 |
94,86 |
2,94 |
PS0416 |
PL0000106340 |
103,93 |
104,03 |
3,00 |
2,95 |
103,98 |
2,98 |
OK0716 |
PL0000107926 |
93,24 |
93,32 |
3,07 |
3,03 |
93,28 |
3,05 |
IZ0816 |
PL0000103529 |
104,36 |
104,79 |
--- |
--- |
104,58 |
--- |
PS1016 |
PL0000106795 |
103,98 |
104,07 |
3,10 |
3,07 |
104,03 |
3,08 |
WZ0117 |
PL0000106936 |
99,76 |
99,85 |
--- |
--- |
99,81 |
--- |
PS0417 |
PL0000107058 |
104,27 |
104,39 |
3,26 |
3,22 |
104,33 |
3,24 |
DS1017 |
PL0000104543 |
106,19 |
106,39 |
3,37 |
3,31 |
106,29 |
3,34 |
WZ0118 |
PL0000104717 |
99,28 |
99,41 |
--- |
--- |
99,35 |
--- |
PS0418 |
PL0000107314 |
100,86 |
101,11 |
3,52 |
3,45 |
100,99 |
3,48 |
PS0718 |
PL0000107595 |
95,77 |
95,92 |
3,57 |
3,53 |
95,85 |
3,55 |
WZ0119 |
PL0000107603 |
98,86 |
98,98 |
--- |
--- |
98,92 |
--- |
DS1019 |
PL0000105441 |
108,62 |
108,82 |
3,75 |
3,71 |
108,72 |
3,73 |
DS1020 |
PL0000106126 |
107,61 |
107,85 |
3,91 |
3,87 |
107,73 |
3,89 |
WZ0121 |
PL0000106068 |
97,86 |
98,04 |
--- |
--- |
97,95 |
--- |
DS1021 |
PL0000106670 |
110,65 |
110,93 |
4,08 |
4,04 |
110,79 |
4,06 |
WS0922 |
PL0000102646 |
111,19 |
111,49 |
4,15 |
4,11 |
111,34 |
4,13 |
IZ0823 |
PL0000105359 |
103,74 |
104,55 |
--- |
--- |
104,15 |
--- |
DS1023 |
PL0000107264 |
98,42 |
98,61 |
4,20 |
4,17 |
98,52 |
4,19 |
WZ0124 |
PL0000107454 |
96,67 |
96,83 |
--- |
--- |
96,75 |
--- |
WS0429 |
PL0000105391 |
112,29 |
113,36 |
4,60 |
4,51 |
112,83 |
4,55 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
3/4 |
1 |
2,300 |
2,300 |
2,300 |
100 |
DS1021 |
PL0000106670 |
3/4 |
1 |
2,380 |
2,400 |
2,387 |
70 |
OK0715 |
PL0000107405 |
3/4 |
1 |
2,380 |
2,380 |
2,380 |
10 |
PS0416 |
PL0000106340 |
0/3 |
3 |
2,400 |
2,400 |
2,400 |
35 |
DS1021 |
PL0000106670 |
0/3 |
3 |
2,380 |
2,380 |
2,380 |
35 |
PS1016 |
PL0000106795 |
0/3 |
3 |
2,350 |
2,350 |
2,350 |
30 |
OK0714 |
PL0000107009 |
0/3 |
3 |
2,380 |
2,380 |
2,380 |
20 |
OK0715 |
PL0000107405 |
0/3 |
3 |
2,350 |
2,350 |
2,350 |
10 |
OK0716 |
PL0000107926 |
0/3 |
3 |
2,380 |
2,380 |
2,380 |
50 |
DS1017 |
PL0000104543 |
3/10 |
7 |
2,380 |
2,380 |
2,380 |
110 |
DS1019 |
PL0000105441 |
3/10 |
7 |
2,380 |
2,380 |
2,380 |
20 |
DS1020 |
PL0000106126 |
3/10 |
7 |
2,380 |
2,380 |
2,380 |
270 |
PS0416 |
PL0000106340 |
3/10 |
7 |
2,370 |
2,400 |
2,381 |
160 |
PS1016 |
PL0000106795 |
3/10 |
7 |
2,150 |
2,150 |
2,150 |
60 |
OK0715 |
PL0000107405 |
3/10 |
7 |
2,380 |
2,380 |
2,380 |
20 |
OK0116 |
PL0000107587 |
3/10 |
7 |
2,380 |
2,380 |
2,380 |
85 |
PS0718 |
PL0000107595 |
3/10 |
7 |
2,380 |
2,380 |
2,380 |
75 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
2,380 |
2,380 |
2,380 |
180 |
PS1016 |
PL0000106795 |
4/11 |
7 |
2,150 |
2,150 |
2,150 |
400 |
TOTAL |
1 740 |