2014-04-02 |
MARKET DATA |
No 64 (2346) |
MARKET SUMMARY1 |
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 |
1 682,50 |
1 762,92 |
73 |
1 535,00 |
1 591,01 |
19 |
3 217,50 |
3 353,94 |
92 |
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 - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(PLN M) |
(pcs) |
PS0414 |
PL0000105433 |
100,23 |
100,20 |
100,230 |
100,230 |
100,190 |
100,200 |
100,197 |
510 000 |
538,64 |
11 |
OK0714 |
PL0000107009 |
99,26 |
99,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,83 |
102,84 |
102,830 |
102,830 |
102,830 |
102,830 |
102,830 |
147 500 |
159,32 |
5 |
OK0715 |
PL0000107405 |
96,47 |
96,48 |
96,470 |
96,480 |
96,470 |
96,480 |
96,476 |
25 000 |
24,12 |
3 |
DS1015 |
PL0000103602 |
105,17 |
105,17 |
105,170 |
105,170 |
105,170 |
105,170 |
105,170 |
100 000 |
107,94 |
1 |
OK0116 |
PL0000107587 |
94,89 |
94,87 |
94,870 |
94,870 |
94,870 |
94,870 |
94,870 |
35 000 |
33,20 |
2 |
PS0416 |
PL0000106340 |
103,95 |
103,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
93,31 |
93,30 |
93,310 |
93,310 |
93,280 |
93,280 |
93,286 |
135 000 |
125,94 |
5 |
PS1016 |
PL0000106795 |
104,00 |
103,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,37 |
104,35 |
104,410 |
104,410 |
104,330 |
104,330 |
104,350 |
225 000 |
244,86 |
14 |
DS1017 |
PL0000104543 |
106,36 |
106,36 |
106,400 |
106,400 |
106,360 |
106,360 |
106,373 |
140 000 |
152,16 |
8 |
PS0418 |
PL0000107314 |
101,12 |
101,07 |
101,100 |
101,100 |
101,100 |
101,100 |
101,100 |
20 000 |
20,93 |
2 |
PS0718 |
PL0000107595 |
95,96 |
95,95 |
95,950 |
95,950 |
95,950 |
95,950 |
95,950 |
25 000 |
24,42 |
2 |
DS1019 |
PL0000105441 |
108,75 |
108,78 |
108,840 |
108,840 |
108,840 |
108,840 |
108,840 |
10 000 |
11,13 |
1 |
DS1020 |
PL0000106126 |
107,68 |
107,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,70 |
110,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,10 |
111,05 |
111,000 |
111,000 |
111,000 |
111,000 |
111,000 |
10 000 |
11,40 |
1 |
DS1023 |
PL0000107264 |
98,20 |
98,16 |
98,250 |
98,300 |
98,250 |
98,290 |
98,282 |
170 000 |
170,08 |
9 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
112,22 |
112,04 |
112,220 |
112,220 |
111,900 |
111,900 |
112,068 |
40 000 |
46,99 |
4 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,40 |
104,30 |
104,400 |
104,400 |
104,400 |
104,400 |
104,400 |
5 000 |
6,82 |
1 |
IZ0823 |
PL0000105359 |
104,30 |
104,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,04 |
100,05 |
100,040 |
100,040 |
100,040 |
100,040 |
100,040 |
10 000 |
10,06 |
1 |
WZ0117 |
PL0000106936 |
99,79 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,35 |
99,35 |
99,350 |
99,350 |
99,350 |
99,350 |
99,350 |
75 000 |
74,90 |
3 |
WZ0119 |
PL0000107603 |
98,85 |
98,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,91 |
97,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,68 |
96,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 682 500 |
1 762,92 |
73 |
CASH MARKET SUMMARY - T-BONDS EUR |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(EUR M) |
(pcs) |
EUR0216 |
XS0242491230 |
105,45 |
105,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,70 |
109,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,85 |
119,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
102,30 |
102,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
115,35 |
115,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
114,25 |
114,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
117,00 |
118,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
111,10 |
111,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
103,55 |
104,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
106,30 |
107,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
123,00 |
124,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
FIXING - T-BONDS (9:30 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
99,24 |
99,29 |
2,50 |
2,33 |
99,27 |
2,40 |
WZ0115 |
PL0000106480 |
100,02 |
100,07 |
--- |
--- |
100,05 |
--- |
PS0415 |
PL0000105953 |
102,81 |
102,86 |
2,76 |
2,72 |
102,84 |
2,73 |
OK0715 |
PL0000107405 |
96,45 |
96,52 |
2,80 |
2,75 |
96,49 |
2,77 |
DS1015 |
PL0000103602 |
105,16 |
105,22 |
2,80 |
2,76 |
105,19 |
2,78 |
OK0116 |
PL0000107587 |
94,86 |
94,94 |
2,96 |
2,91 |
94,90 |
2,93 |
PS0416 |
PL0000106340 |
103,92 |
104,01 |
3,00 |
2,96 |
103,97 |
2,98 |
OK0716 |
PL0000107926 |
93,27 |
93,34 |
3,06 |
3,03 |
93,31 |
3,04 |
IZ0816 |
PL0000103529 |
104,18 |
104,71 |
--- |
--- |
104,45 |
--- |
PS1016 |
PL0000106795 |
103,95 |
104,04 |
3,11 |
3,07 |
104,00 |
3,09 |
WZ0117 |
PL0000106936 |
99,75 |
99,84 |
--- |
--- |
99,80 |
--- |
PS0417 |
PL0000107058 |
104,32 |
104,43 |
3,24 |
3,20 |
104,38 |
3,22 |
DS1017 |
PL0000104543 |
106,29 |
106,43 |
3,34 |
3,30 |
106,36 |
3,32 |
WZ0118 |
PL0000104717 |
99,28 |
99,39 |
--- |
--- |
99,34 |
--- |
PS0418 |
PL0000107314 |
101,02 |
101,20 |
3,47 |
3,42 |
101,11 |
3,45 |
PS0718 |
PL0000107595 |
95,87 |
96,07 |
3,55 |
3,49 |
95,97 |
3,52 |
WZ0119 |
PL0000107603 |
98,81 |
98,93 |
--- |
--- |
98,87 |
--- |
DS1019 |
PL0000105441 |
108,58 |
108,86 |
3,75 |
3,70 |
108,72 |
3,73 |
DS1020 |
PL0000106126 |
107,50 |
107,87 |
3,92 |
3,86 |
107,69 |
3,89 |
WZ0121 |
PL0000106068 |
97,87 |
98,02 |
--- |
--- |
97,95 |
--- |
DS1021 |
PL0000106670 |
110,49 |
110,84 |
4,10 |
4,05 |
110,67 |
4,07 |
WS0922 |
PL0000102646 |
110,93 |
111,23 |
4,18 |
4,14 |
111,08 |
4,16 |
IZ0823 |
PL0000105359 |
103,96 |
104,76 |
--- |
--- |
104,36 |
--- |
DS1023 |
PL0000107264 |
98,04 |
98,32 |
4,25 |
4,21 |
98,18 |
4,23 |
WZ0124 |
PL0000107454 |
96,63 |
96,78 |
--- |
--- |
96,71 |
--- |
WS0429 |
PL0000105391 |
111,90 |
112,69 |
4,63 |
4,56 |
112,30 |
4,60 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
99,24 |
99,28 |
2,50 |
2,36 |
99,26 |
2,43 |
WZ0115 |
PL0000106480 |
100,02 |
100,07 |
--- |
--- |
100,05 |
--- |
PS0415 |
PL0000105953 |
102,80 |
102,86 |
2,77 |
2,72 |
102,83 |
2,74 |
OK0715 |
PL0000107405 |
96,44 |
96,50 |
2,81 |
2,76 |
96,47 |
2,79 |
DS1015 |
PL0000103602 |
105,12 |
105,19 |
2,83 |
2,78 |
105,16 |
2,80 |
OK0116 |
PL0000107587 |
94,84 |
94,90 |
2,97 |
2,93 |
94,87 |
2,95 |
PS0416 |
PL0000106340 |
103,90 |
104,00 |
3,01 |
2,96 |
103,95 |
2,99 |
OK0716 |
PL0000107926 |
93,24 |
93,32 |
3,08 |
3,04 |
93,28 |
3,06 |
IZ0816 |
PL0000103529 |
104,14 |
104,62 |
--- |
--- |
104,38 |
--- |
PS1016 |
PL0000106795 |
103,93 |
104,02 |
3,12 |
3,08 |
103,98 |
3,10 |
WZ0117 |
PL0000106936 |
99,75 |
99,83 |
--- |
--- |
99,79 |
--- |
PS0417 |
PL0000107058 |
104,28 |
104,40 |
3,25 |
3,21 |
104,34 |
3,23 |
DS1017 |
PL0000104543 |
106,30 |
106,41 |
3,33 |
3,30 |
106,36 |
3,32 |
WZ0118 |
PL0000104717 |
99,30 |
99,39 |
--- |
--- |
99,35 |
--- |
PS0418 |
PL0000107314 |
100,93 |
101,11 |
3,50 |
3,45 |
101,02 |
3,47 |
PS0718 |
PL0000107595 |
95,84 |
95,99 |
3,55 |
3,51 |
95,92 |
3,53 |
WZ0119 |
PL0000107603 |
98,82 |
98,92 |
--- |
--- |
98,87 |
--- |
DS1019 |
PL0000105441 |
108,59 |
108,82 |
3,75 |
3,71 |
108,71 |
3,73 |
DS1020 |
PL0000106126 |
107,41 |
107,78 |
3,94 |
3,88 |
107,60 |
3,91 |
WZ0121 |
PL0000106068 |
97,87 |
98,00 |
--- |
--- |
97,94 |
--- |
DS1021 |
PL0000106670 |
110,37 |
110,74 |
4,12 |
4,06 |
110,56 |
4,09 |
WS0922 |
PL0000102646 |
110,81 |
111,15 |
4,20 |
4,15 |
110,98 |
4,18 |
IZ0823 |
PL0000105359 |
104,03 |
104,71 |
--- |
--- |
104,37 |
--- |
DS1023 |
PL0000107264 |
97,97 |
98,24 |
4,26 |
4,22 |
98,11 |
4,24 |
WZ0124 |
PL0000107454 |
96,63 |
96,77 |
--- |
--- |
96,70 |
--- |
WS0429 |
PL0000105391 |
111,52 |
112,36 |
4,66 |
4,59 |
111,94 |
4,63 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
35 |
DS1021 |
PL0000106670 |
0/1 |
1 |
2,400 |
2,400 |
2,400 |
35 |
OK0715 |
PL0000107405 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
10 |
PS0718 |
PL0000107595 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
35 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,270 |
2,270 |
2,270 |
155 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,360 |
2,360 |
2,360 |
115 |
PS0417 |
PL0000107058 |
1/2 |
1 |
2,360 |
2,360 |
2,360 |
50 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,350 |
2,350 |
2,350 |
150 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,360 |
2,380 |
2,369 |
365 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
185 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
80 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
5 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
60 |
OK0116 |
PL0000107587 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
150 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
35 |
PS0718 |
PL0000107595 |
2/9 |
7 |
2,360 |
2,360 |
2,360 |
70 |
TOTAL |
1 535 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.