2014-03-31 |
MARKET DATA |
No 62 (2344) |
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 |
852,50 |
881,83 |
66 |
1 170,00 |
1 266,48 |
16 |
2 022,50 |
2 148,31 |
82 |
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 |
100,24 |
100,25 |
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 |
102,85 |
102,86 |
102,86 |
102,86 |
102,86 |
102,86 |
102,86 |
2 500 |
2,70 |
1 |
OK0715 |
PL0000107405 |
96,46 |
96,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,16 |
105,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
94,85 |
94,85 |
94,86 |
94,86 |
94,86 |
94,86 |
94,86 |
25 000 |
23,72 |
1 |
PS0416 |
PL0000106340 |
103,94 |
103,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
93,26 |
93,26 |
93,26 |
93,26 |
93,26 |
93,26 |
93,26 |
10 000 |
9,33 |
1 |
PS1016 |
PL0000106795 |
103,99 |
103,99 |
103,98 |
104,01 |
103,98 |
104,01 |
104,00 |
180 000 |
190,93 |
7 |
PS0417 |
PL0000107058 |
104,30 |
104,28 |
104,30 |
104,30 |
104,29 |
104,29 |
104,30 |
20 000 |
21,75 |
2 |
DS1017 |
PL0000104543 |
106,29 |
106,22 |
106,22 |
106,22 |
106,22 |
106,22 |
106,22 |
20 000 |
21,70 |
1 |
PS0418 |
PL0000107314 |
100,95 |
100,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
95,90 |
95,81 |
95,77 |
95,93 |
95,77 |
95,93 |
95,87 |
70 000 |
68,31 |
6 |
DS1019 |
PL0000105441 |
108,68 |
108,57 |
108,65 |
108,70 |
108,65 |
108,70 |
108,69 |
100 000 |
111,08 |
9 |
DS1020 |
PL0000106126 |
107,59 |
107,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,70 |
110,63 |
110,66 |
110,80 |
110,66 |
110,80 |
110,68 |
35 000 |
39,61 |
2 |
WS0922 |
PL0000102646 |
111,16 |
111,12 |
111,10 |
111,10 |
111,10 |
111,10 |
111,10 |
20 000 |
22,82 |
2 |
DS1023 |
PL0000107264 |
98,32 |
98,20 |
98,25 |
98,30 |
98,21 |
98,29 |
98,26 |
270 000 |
270,00 |
26 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
112,41 |
112,44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
105,50 |
112,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,45 |
104,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,01 |
104,18 |
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 |
99,79 |
99,82 |
99,84 |
99,84 |
99,78 |
99,83 |
99,80 |
40 000 |
40,12 |
3 |
WZ0118 |
PL0000104717 |
99,35 |
99,36 |
99,37 |
99,37 |
99,35 |
99,37 |
99,36 |
35 000 |
34,95 |
3 |
WZ0119 |
PL0000107603 |
98,91 |
98,89 |
98,89 |
98,89 |
98,89 |
98,89 |
98,89 |
20 000 |
19,88 |
1 |
WZ0121 |
PL0000106068 |
97,91 |
97,96 |
97,90 |
97,90 |
97,90 |
97,90 |
97,90 |
5 000 |
4,92 |
1 |
WZ0124 |
PL0000107454 |
96,69 |
96,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
852 500 |
881,83 |
66 |
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 |
105,50 |
105,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,90 |
109,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,05 |
119,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
102,30 |
102,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
115,50 |
115,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
114,45 |
114,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
117,50 |
119,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
111,25 |
112,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
103,55 |
104,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
106,50 |
107,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
122,75 |
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 |
99,27 |
2,55 |
2,35 |
99,24 |
2,45 |
WZ0115 |
PL0000106480 |
100,02 |
100,07 |
--- |
--- |
100,05 |
--- |
PS0415 |
PL0000105953 |
102,83 |
102,89 |
2,76 |
2,70 |
102,86 |
2,73 |
OK0715 |
PL0000107405 |
96,43 |
96,49 |
2,81 |
2,76 |
96,46 |
2,78 |
DS1015 |
PL0000103602 |
105,13 |
105,21 |
2,83 |
2,78 |
105,17 |
2,81 |
OK0116 |
PL0000107587 |
94,83 |
94,90 |
2,97 |
2,92 |
94,87 |
2,94 |
PS0416 |
PL0000106340 |
103,91 |
103,99 |
3,01 |
2,97 |
103,95 |
2,99 |
OK0716 |
PL0000107926 |
93,22 |
93,30 |
3,08 |
3,04 |
93,26 |
3,06 |
IZ0816 |
PL0000103529 |
104,29 |
104,85 |
--- |
--- |
104,57 |
--- |
PS1016 |
PL0000106795 |
103,96 |
104,04 |
3,11 |
3,08 |
104,00 |
3,09 |
WZ0117 |
PL0000106936 |
99,75 |
99,86 |
--- |
--- |
99,81 |
--- |
PS0417 |
PL0000107058 |
104,23 |
104,33 |
3,27 |
3,24 |
104,28 |
3,25 |
DS1017 |
PL0000104543 |
106,12 |
106,27 |
3,39 |
3,35 |
106,20 |
3,37 |
WZ0118 |
PL0000104717 |
99,28 |
99,40 |
--- |
--- |
99,34 |
--- |
PS0418 |
PL0000107314 |
100,82 |
100,99 |
3,53 |
3,48 |
100,91 |
3,50 |
PS0718 |
PL0000107595 |
95,69 |
95,89 |
3,59 |
3,54 |
95,79 |
3,57 |
WZ0119 |
PL0000107603 |
98,86 |
98,99 |
--- |
--- |
98,93 |
--- |
DS1019 |
PL0000105441 |
108,48 |
108,68 |
3,77 |
3,74 |
108,58 |
3,76 |
DS1020 |
PL0000106126 |
107,48 |
107,74 |
3,93 |
3,88 |
107,61 |
3,91 |
WZ0121 |
PL0000106068 |
97,86 |
98,04 |
--- |
--- |
97,95 |
--- |
DS1021 |
PL0000106670 |
110,49 |
110,78 |
4,10 |
4,06 |
110,64 |
4,08 |
WS0922 |
PL0000102646 |
111,09 |
111,37 |
4,16 |
4,13 |
111,23 |
4,14 |
IZ0823 |
PL0000105359 |
103,61 |
104,41 |
--- |
--- |
104,01 |
--- |
DS1023 |
PL0000107264 |
98,25 |
98,51 |
4,22 |
4,19 |
98,38 |
4,20 |
WZ0124 |
PL0000107454 |
96,64 |
96,83 |
--- |
--- |
96,74 |
--- |
WS0429 |
PL0000105391 |
112,06 |
113,11 |
4,62 |
4,53 |
112,59 |
4,57 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
99,22 |
99,27 |
2,52 |
2,35 |
99,25 |
2,42 |
WZ0115 |
PL0000106480 |
100,02 |
100,07 |
--- |
--- |
100,05 |
--- |
PS0415 |
PL0000105953 |
102,82 |
102,88 |
2,77 |
2,71 |
102,85 |
2,74 |
OK0715 |
PL0000107405 |
96,43 |
96,49 |
2,81 |
2,76 |
96,46 |
2,78 |
DS1015 |
PL0000103602 |
105,13 |
105,21 |
2,83 |
2,78 |
105,17 |
2,81 |
OK0116 |
PL0000107587 |
94,82 |
94,89 |
2,97 |
2,93 |
94,86 |
2,95 |
PS0416 |
PL0000106340 |
103,91 |
103,98 |
3,01 |
2,98 |
103,95 |
2,99 |
OK0716 |
PL0000107926 |
93,22 |
93,29 |
3,08 |
3,05 |
93,26 |
3,06 |
IZ0816 |
PL0000103529 |
104,27 |
104,73 |
--- |
--- |
104,50 |
--- |
PS1016 |
PL0000106795 |
103,94 |
104,02 |
3,12 |
3,08 |
103,98 |
3,10 |
WZ0117 |
PL0000106936 |
99,75 |
99,85 |
--- |
--- |
99,80 |
--- |
PS0417 |
PL0000107058 |
104,24 |
104,33 |
3,27 |
3,24 |
104,29 |
3,25 |
DS1017 |
PL0000104543 |
106,18 |
106,35 |
3,37 |
3,32 |
106,27 |
3,35 |
WZ0118 |
PL0000104717 |
99,29 |
99,40 |
--- |
--- |
99,35 |
--- |
PS0418 |
PL0000107314 |
100,85 |
101,07 |
3,52 |
3,46 |
100,96 |
3,49 |
PS0718 |
PL0000107595 |
95,77 |
95,94 |
3,57 |
3,53 |
95,86 |
3,55 |
WZ0119 |
PL0000107603 |
98,81 |
98,93 |
--- |
--- |
98,87 |
--- |
DS1019 |
PL0000105441 |
108,52 |
108,70 |
3,77 |
3,73 |
108,61 |
3,75 |
DS1020 |
PL0000106126 |
107,48 |
107,76 |
3,93 |
3,88 |
107,62 |
3,90 |
WZ0121 |
PL0000106068 |
97,85 |
98,01 |
--- |
--- |
97,93 |
--- |
DS1021 |
PL0000106670 |
110,54 |
110,76 |
4,09 |
4,06 |
110,65 |
4,08 |
WS0922 |
PL0000102646 |
111,01 |
111,33 |
4,17 |
4,13 |
111,17 |
4,15 |
IZ0823 |
PL0000105359 |
103,59 |
104,40 |
--- |
--- |
104,00 |
--- |
DS1023 |
PL0000107264 |
98,17 |
98,32 |
4,23 |
4,21 |
98,25 |
4,22 |
WZ0124 |
PL0000107454 |
96,62 |
96,78 |
--- |
--- |
96,70 |
--- |
WS0429 |
PL0000105391 |
111,98 |
112,84 |
4,62 |
4,55 |
112,41 |
4,59 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,350 |
2,350 |
2,350 |
60 |
PS1016 |
PL0000106795 |
0/1 |
1 |
2,000 |
2,000 |
2,000 |
80 |
OK0714 |
PL0000107009 |
0/1 |
1 |
2,350 |
2,350 |
2,350 |
20 |
PS0417 |
PL0000107058 |
0/1 |
1 |
2,350 |
2,400 |
2,375 |
40 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
200 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,350 |
2,350 |
2,350 |
70 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
40 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,300 |
2,300 |
2,300 |
200 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
70 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
140 |
OK0715 |
PL0000107405 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
50 |
DS1017 |
PL0000104543 |
2/9 |
7 |
2,300 |
2,300 |
2,300 |
200 |
TOTAL |
1 170 |