2014-04-03 |
MARKET DATA |
No 65 (2347) |
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 |
1 405,00 |
1 438,15 |
81 |
2 430,00 |
2 535,23 |
29 |
3 835,00 |
3 973,37 |
110 |
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 |
100,16 |
100,17 |
100,160 |
100,160 |
100,160 |
100,160 |
100,160 |
30 000 |
31,69 |
2 |
OK0714 |
PL0000107009 |
99,28 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,82 |
102,81 |
102,820 |
102,820 |
102,810 |
102,810 |
102,812 |
155 000 |
167,46 |
5 |
OK0715 |
PL0000107405 |
96,48 |
96,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,13 |
105,13 |
105,130 |
105,130 |
105,120 |
105,120 |
105,123 |
40 000 |
43,18 |
2 |
OK0116 |
PL0000107587 |
94,90 |
94,88 |
94,910 |
94,910 |
94,900 |
94,900 |
94,904 |
185 000 |
175,57 |
11 |
PS0416 |
PL0000106340 |
103,93 |
103,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
93,33 |
93,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,98 |
103,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,45 |
104,35 |
104,370 |
104,440 |
104,370 |
104,440 |
104,408 |
200 000 |
217,85 |
13 |
DS1017 |
PL0000104543 |
106,43 |
106,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,17 |
101,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
96,15 |
95,93 |
95,970 |
96,150 |
95,970 |
96,150 |
96,110 |
45 000 |
44,04 |
4 |
DS1019 |
PL0000105441 |
108,91 |
108,72 |
109,050 |
109,050 |
109,050 |
109,050 |
109,050 |
15 000 |
16,73 |
1 |
DS1020 |
PL0000106126 |
107,81 |
107,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,80 |
110,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,20 |
110,95 |
110,950 |
110,980 |
110,950 |
110,980 |
110,956 |
70 000 |
79,83 |
3 |
DS1023 |
PL0000107264 |
98,35 |
98,05 |
98,050 |
98,350 |
98,000 |
98,350 |
98,153 |
265 000 |
264,87 |
23 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
112,02 |
111,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,26 |
104,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,29 |
104,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,04 |
100,05 |
100,050 |
100,050 |
100,040 |
100,050 |
100,043 |
115 000 |
115,67 |
4 |
WZ0117 |
PL0000106936 |
99,80 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,35 |
99,35 |
99,360 |
99,360 |
99,360 |
99,360 |
99,360 |
10 000 |
9,99 |
1 |
WZ0119 |
PL0000107603 |
98,95 |
98,89 |
98,960 |
98,960 |
98,960 |
98,960 |
98,960 |
135 000 |
134,33 |
6 |
WZ0121 |
PL0000106068 |
97,96 |
97,95 |
97,960 |
97,980 |
97,960 |
97,980 |
97,972 |
60 000 |
59,11 |
3 |
WZ0124 |
PL0000107454 |
96,71 |
96,73 |
96,750 |
96,760 |
96,750 |
96,760 |
96,754 |
80 000 |
77,84 |
3 |
TOTAL |
1 405 000 |
1 438,15 |
81 |
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 |
105,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,65 |
109,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,80 |
119,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
102,20 |
102,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
115,45 |
115,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
114,45 |
114,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
117,50 |
118,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
111,45 |
112,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
103,50 |
103,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
106,50 |
107,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
122,75 |
123,75 |
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 |
99,25 |
99,32 |
2,53 |
2,29 |
99,29 |
2,39 |
WZ0115 |
PL0000106480 |
100,02 |
100,07 |
--- |
--- |
100,05 |
--- |
PS0415 |
PL0000105953 |
102,78 |
102,83 |
2,77 |
2,72 |
102,81 |
2,74 |
OK0715 |
PL0000107405 |
96,43 |
96,51 |
2,84 |
2,77 |
96,47 |
2,81 |
DS1015 |
PL0000103602 |
105,09 |
105,17 |
2,83 |
2,78 |
105,13 |
2,80 |
OK0116 |
PL0000107587 |
94,84 |
94,92 |
2,98 |
2,93 |
94,88 |
2,96 |
PS0416 |
PL0000106340 |
103,88 |
103,98 |
3,01 |
2,96 |
103,93 |
2,99 |
OK0716 |
PL0000107926 |
93,25 |
93,33 |
3,08 |
3,04 |
93,29 |
3,06 |
IZ0816 |
PL0000103529 |
104,07 |
104,59 |
--- |
--- |
104,33 |
--- |
PS1016 |
PL0000106795 |
103,91 |
104,00 |
3,12 |
3,08 |
103,96 |
3,10 |
WZ0117 |
PL0000106936 |
99,75 |
99,83 |
--- |
--- |
99,79 |
--- |
PS0417 |
PL0000107058 |
104,25 |
104,37 |
3,26 |
3,22 |
104,31 |
3,24 |
DS1017 |
PL0000104543 |
106,21 |
106,38 |
3,36 |
3,31 |
106,30 |
3,33 |
WZ0118 |
PL0000104717 |
99,28 |
99,38 |
--- |
--- |
99,33 |
--- |
PS0418 |
PL0000107314 |
100,89 |
101,12 |
3,51 |
3,45 |
101,01 |
3,48 |
PS0718 |
PL0000107595 |
95,78 |
96,00 |
3,57 |
3,51 |
95,89 |
3,54 |
WZ0119 |
PL0000107603 |
98,81 |
98,92 |
--- |
--- |
98,87 |
--- |
DS1019 |
PL0000105441 |
108,51 |
108,79 |
3,77 |
3,71 |
108,65 |
3,74 |
DS1020 |
PL0000106126 |
107,38 |
107,66 |
3,94 |
3,89 |
107,52 |
3,92 |
WZ0121 |
PL0000106068 |
97,86 |
97,99 |
--- |
--- |
97,93 |
--- |
DS1021 |
PL0000106670 |
110,31 |
110,62 |
4,13 |
4,08 |
110,47 |
4,10 |
WS0922 |
PL0000102646 |
110,75 |
111,04 |
4,21 |
4,17 |
110,90 |
4,19 |
IZ0823 |
PL0000105359 |
103,97 |
104,82 |
--- |
--- |
104,40 |
--- |
DS1023 |
PL0000107264 |
97,86 |
98,17 |
4,27 |
4,23 |
98,02 |
4,25 |
WZ0124 |
PL0000107454 |
96,62 |
96,77 |
--- |
--- |
96,70 |
--- |
WS0429 |
PL0000105391 |
111,42 |
112,22 |
4,67 |
4,60 |
111,82 |
4,64 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
99,26 |
99,32 |
2,50 |
2,29 |
99,29 |
2,39 |
WZ0115 |
PL0000106480 |
100,02 |
100,07 |
--- |
--- |
100,05 |
--- |
PS0415 |
PL0000105953 |
102,79 |
102,83 |
2,76 |
2,72 |
102,81 |
2,74 |
OK0715 |
PL0000107405 |
96,46 |
96,52 |
2,81 |
2,77 |
96,49 |
2,79 |
DS1015 |
PL0000103602 |
105,10 |
105,18 |
2,82 |
2,77 |
105,14 |
2,80 |
OK0116 |
PL0000107587 |
94,86 |
94,93 |
2,97 |
2,93 |
94,90 |
2,95 |
PS0416 |
PL0000106340 |
103,91 |
104,01 |
3,00 |
2,95 |
103,96 |
2,97 |
OK0716 |
PL0000107926 |
93,31 |
93,39 |
3,05 |
3,02 |
93,35 |
3,04 |
IZ0816 |
PL0000103529 |
104,10 |
104,62 |
--- |
--- |
104,36 |
--- |
PS1016 |
PL0000106795 |
103,96 |
104,06 |
3,10 |
3,06 |
104,01 |
3,08 |
WZ0117 |
PL0000106936 |
99,76 |
99,84 |
--- |
--- |
99,80 |
--- |
PS0417 |
PL0000107058 |
104,41 |
104,50 |
3,20 |
3,17 |
104,46 |
3,19 |
DS1017 |
PL0000104543 |
106,38 |
106,55 |
3,31 |
3,26 |
106,47 |
3,28 |
WZ0118 |
PL0000104717 |
99,31 |
99,43 |
--- |
--- |
99,37 |
--- |
PS0418 |
PL0000107314 |
101,11 |
101,27 |
3,45 |
3,41 |
101,19 |
3,43 |
PS0718 |
PL0000107595 |
96,09 |
96,27 |
3,49 |
3,44 |
96,18 |
3,47 |
WZ0119 |
PL0000107603 |
98,90 |
98,98 |
--- |
--- |
98,94 |
--- |
DS1019 |
PL0000105441 |
108,87 |
109,08 |
3,70 |
3,66 |
108,98 |
3,68 |
DS1020 |
PL0000106126 |
107,74 |
108,11 |
3,88 |
3,82 |
107,93 |
3,85 |
WZ0121 |
PL0000106068 |
97,90 |
98,07 |
--- |
--- |
97,99 |
--- |
DS1021 |
PL0000106670 |
110,71 |
110,97 |
4,07 |
4,03 |
110,84 |
4,05 |
WS0922 |
PL0000102646 |
111,04 |
111,42 |
4,17 |
4,12 |
111,23 |
4,14 |
IZ0823 |
PL0000105359 |
104,05 |
104,81 |
--- |
--- |
104,43 |
--- |
DS1023 |
PL0000107264 |
98,16 |
98,37 |
4,23 |
4,21 |
98,27 |
4,22 |
WZ0124 |
PL0000107454 |
96,66 |
96,82 |
--- |
--- |
96,74 |
--- |
WS0429 |
PL0000105391 |
111,84 |
112,70 |
4,64 |
4,56 |
112,27 |
4,60 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0418 |
PL0000107314 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
80 |
DS1020 |
PL0000106126 |
1/4 |
3 |
2,360 |
2,360 |
2,360 |
70 |
PS0417 |
PL0000107058 |
1/4 |
3 |
2,360 |
2,360 |
2,360 |
30 |
DS1023 |
PL0000107264 |
1/4 |
3 |
2,100 |
2,100 |
2,100 |
100 |
PS0418 |
PL0000107314 |
1/4 |
3 |
2,330 |
2,380 |
2,351 |
170 |
PS0718 |
PL0000107595 |
1/4 |
3 |
2,360 |
2,360 |
2,360 |
205 |
DS1015 |
PL0000103602 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
15 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
100 |
PS0414 |
PL0000105433 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
140 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
20 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
135 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,300 |
2,300 |
2,300 |
160 |
OK0715 |
PL0000107405 |
1/8 |
7 |
2,360 |
2,400 |
2,396 |
110 |
PS0718 |
PL0000107595 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
50 |
OK0716 |
PL0000107926 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
50 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
2,360 |
2,400 |
2,392 |
50 |
DS1017 |
PL0000104543 |
4/11 |
7 |
2,380 |
2,380 |
2,380 |
70 |
PS0416 |
PL0000106340 |
4/11 |
7 |
2,380 |
2,380 |
2,380 |
520 |
PS1016 |
PL0000106795 |
4/11 |
7 |
2,150 |
2,200 |
2,165 |
285 |
PS0418 |
PL0000107314 |
4/11 |
7 |
2,380 |
2,380 |
2,380 |
70 |
TOTAL |
2 430 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.