2014-04-08 |
MARKET DATA |
No 68 (2350) |
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 |
920,00 |
992,27 |
63 |
4 090,00 |
4 361,87 |
41 |
5 010,00 |
5 354,14 |
104 |
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 |
100,13 |
100,14 |
100,140 |
100,140 |
100,140 |
100,140 |
100,140 |
170 000 |
179,61 |
3 |
OK0714 |
PL0000107009 |
99,32 |
99,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,81 |
102,82 |
102,810 |
102,810 |
102,810 |
102,810 |
102,810 |
35 000 |
37,83 |
3 |
OK0715 |
PL0000107405 |
96,55 |
96,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,12 |
105,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
95,01 |
95,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,02 |
104,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
93,48 |
93,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,17 |
104,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,74 |
104,66 |
104,680 |
104,680 |
104,670 |
104,670 |
104,672 |
50 000 |
54,61 |
3 |
DS1017 |
PL0000104543 |
106,85 |
106,76 |
106,850 |
106,850 |
106,760 |
106,760 |
106,792 |
50 000 |
54,60 |
4 |
PS0418 |
PL0000107314 |
101,73 |
101,67 |
101,710 |
101,710 |
101,650 |
101,670 |
101,682 |
65 000 |
68,43 |
5 |
PS0718 |
PL0000107595 |
96,69 |
96,63 |
96,690 |
96,700 |
96,630 |
96,640 |
96,669 |
45 000 |
44,30 |
4 |
DS1019 |
PL0000105441 |
110,00 |
109,86 |
109,860 |
110,020 |
109,860 |
109,900 |
109,949 |
280 000 |
314,90 |
27 |
DS1020 |
PL0000106126 |
109,08 |
108,96 |
109,080 |
109,080 |
109,050 |
109,050 |
109,059 |
35 000 |
39,01 |
3 |
DS1021 |
PL0000106670 |
111,94 |
111,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,35 |
112,33 |
112,410 |
112,420 |
112,410 |
112,420 |
112,418 |
40 000 |
46,22 |
2 |
DS1023 |
PL0000107264 |
99,57 |
99,50 |
99,620 |
99,630 |
99,620 |
99,630 |
99,628 |
50 000 |
50,73 |
3 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
113,96 |
114,01 |
113,790 |
113,790 |
113,790 |
113,790 |
113,790 |
5 000 |
5,97 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,39 |
104,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,66 |
104,89 |
104,650 |
104,650 |
104,650 |
104,650 |
104,650 |
5 000 |
6,18 |
1 |
WZ0115 |
PL0000106480 |
100,06 |
100,06 |
100,060 |
100,060 |
100,060 |
100,060 |
100,060 |
15 000 |
15,09 |
2 |
WZ0117 |
PL0000106936 |
99,83 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,44 |
99,47 |
99,440 |
99,440 |
99,440 |
99,440 |
99,440 |
25 000 |
25,00 |
1 |
WZ0119 |
PL0000107603 |
99,01 |
99,02 |
99,010 |
99,010 |
99,010 |
99,010 |
99,010 |
50 000 |
49,79 |
1 |
WZ0121 |
PL0000106068 |
98,07 |
98,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,79 |
96,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
920 000 |
992,27 |
63 |
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 |
109,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,90 |
119,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
102,35 |
102,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,00 |
116,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
115,00 |
115,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
0,00 |
0,00 |
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 |
99,30 |
99,35 |
2,43 |
2,25 |
99,33 |
2,32 |
WZ0115 |
PL0000106480 |
100,03 |
100,07 |
--- |
--- |
100,05 |
--- |
PS0415 |
PL0000105953 |
102,80 |
102,84 |
2,73 |
2,69 |
102,82 |
2,71 |
OK0715 |
PL0000107405 |
96,54 |
96,60 |
2,77 |
2,72 |
96,57 |
2,74 |
DS1015 |
PL0000103602 |
105,10 |
105,17 |
2,80 |
2,76 |
105,14 |
2,78 |
OK0116 |
PL0000107587 |
94,99 |
95,07 |
2,91 |
2,86 |
95,03 |
2,88 |
PS0416 |
PL0000106340 |
104,00 |
104,09 |
2,95 |
2,90 |
104,05 |
2,92 |
OK0716 |
PL0000107926 |
93,46 |
93,55 |
2,99 |
2,95 |
93,51 |
2,97 |
IZ0816 |
PL0000103529 |
104,13 |
104,71 |
--- |
--- |
104,42 |
--- |
PS1016 |
PL0000106795 |
104,12 |
104,26 |
3,03 |
2,98 |
104,19 |
3,00 |
WZ0117 |
PL0000106936 |
99,81 |
99,89 |
--- |
--- |
99,85 |
--- |
PS0417 |
PL0000107058 |
104,66 |
104,81 |
3,12 |
3,07 |
104,74 |
3,09 |
DS1017 |
PL0000104543 |
106,74 |
106,91 |
3,20 |
3,15 |
106,83 |
3,17 |
WZ0118 |
PL0000104717 |
99,38 |
99,50 |
--- |
--- |
99,44 |
--- |
PS0418 |
PL0000107314 |
101,66 |
101,87 |
3,30 |
3,25 |
101,77 |
3,27 |
PS0718 |
PL0000107595 |
96,61 |
96,80 |
3,36 |
3,31 |
96,71 |
3,33 |
WZ0119 |
PL0000107603 |
98,95 |
99,06 |
--- |
--- |
99,01 |
--- |
DS1019 |
PL0000105441 |
109,80 |
109,99 |
3,52 |
3,48 |
109,90 |
3,50 |
DS1020 |
PL0000106126 |
108,84 |
109,10 |
3,70 |
3,65 |
108,97 |
3,68 |
WZ0121 |
PL0000106068 |
98,01 |
98,20 |
--- |
--- |
98,11 |
--- |
DS1021 |
PL0000106670 |
111,68 |
112,03 |
3,92 |
3,87 |
111,86 |
3,90 |
WS0922 |
PL0000102646 |
112,15 |
112,47 |
4,02 |
3,98 |
112,31 |
4,00 |
IZ0823 |
PL0000105359 |
104,41 |
105,20 |
--- |
--- |
104,81 |
--- |
DS1023 |
PL0000107264 |
99,29 |
99,65 |
4,09 |
4,04 |
99,47 |
4,06 |
WZ0124 |
PL0000107454 |
96,73 |
96,91 |
--- |
--- |
96,82 |
--- |
WS0429 |
PL0000105391 |
113,40 |
114,23 |
4,50 |
4,43 |
113,82 |
4,46 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
99,30 |
99,36 |
2,43 |
2,22 |
99,33 |
2,32 |
WZ0115 |
PL0000106480 |
100,04 |
100,08 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
102,79 |
102,83 |
2,74 |
2,70 |
102,81 |
2,72 |
OK0715 |
PL0000107405 |
96,53 |
96,60 |
2,77 |
2,72 |
96,57 |
2,74 |
DS1015 |
PL0000103602 |
105,10 |
105,17 |
2,80 |
2,76 |
105,14 |
2,78 |
OK0116 |
PL0000107587 |
94,98 |
95,05 |
2,91 |
2,87 |
95,02 |
2,89 |
PS0416 |
PL0000106340 |
104,00 |
104,09 |
2,95 |
2,90 |
104,05 |
2,92 |
OK0716 |
PL0000107926 |
93,45 |
93,51 |
3,00 |
2,97 |
93,48 |
2,98 |
IZ0816 |
PL0000103529 |
104,21 |
104,67 |
--- |
--- |
104,44 |
--- |
PS1016 |
PL0000106795 |
104,12 |
104,25 |
3,03 |
2,98 |
104,19 |
3,00 |
WZ0117 |
PL0000106936 |
99,79 |
99,88 |
--- |
--- |
99,84 |
--- |
PS0417 |
PL0000107058 |
104,61 |
104,75 |
3,13 |
3,09 |
104,68 |
3,11 |
DS1017 |
PL0000104543 |
106,71 |
106,84 |
3,21 |
3,17 |
106,78 |
3,19 |
WZ0118 |
PL0000104717 |
99,39 |
99,50 |
--- |
--- |
99,45 |
--- |
PS0418 |
PL0000107314 |
101,63 |
101,74 |
3,31 |
3,28 |
101,69 |
3,29 |
PS0718 |
PL0000107595 |
96,59 |
96,72 |
3,36 |
3,33 |
96,66 |
3,34 |
WZ0119 |
PL0000107603 |
98,97 |
99,07 |
--- |
--- |
99,02 |
--- |
DS1019 |
PL0000105441 |
109,85 |
110,03 |
3,51 |
3,47 |
109,94 |
3,49 |
DS1020 |
PL0000106126 |
108,91 |
109,12 |
3,69 |
3,65 |
109,02 |
3,67 |
WZ0121 |
PL0000106068 |
98,02 |
98,22 |
--- |
--- |
98,12 |
--- |
DS1021 |
PL0000106670 |
111,87 |
112,08 |
3,90 |
3,87 |
111,98 |
3,88 |
WS0922 |
PL0000102646 |
112,27 |
112,49 |
4,00 |
3,97 |
112,38 |
3,99 |
IZ0823 |
PL0000105359 |
104,48 |
105,05 |
--- |
--- |
104,77 |
--- |
DS1023 |
PL0000107264 |
99,47 |
99,68 |
4,06 |
4,04 |
99,58 |
4,05 |
WZ0124 |
PL0000107454 |
96,72 |
96,91 |
--- |
--- |
96,82 |
--- |
WS0429 |
PL0000105391 |
113,57 |
114,41 |
4,49 |
4,41 |
113,99 |
4,45 |
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 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
60 |
PS0417 |
PL0000107058 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
65 |
PS0718 |
PL0000107595 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
185 |
DS1015 |
PL0000103602 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
95 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,250 |
2,300 |
2,267 |
45 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,200 |
2,360 |
2,252 |
465 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,360 |
2,360 |
2,360 |
295 |
PS0416 |
PL0000106340 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
80 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
200 |
PS0417 |
PL0000107058 |
1/2 |
1 |
2,360 |
2,360 |
2,360 |
40 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
65 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,360 |
2,360 |
2,360 |
320 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
65 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
20 |
PS0417 |
PL0000107058 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
60 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,300 |
2,300 |
2,300 |
55 |
OK0116 |
PL0000107587 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
100 |
OK0716 |
PL0000107926 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
50 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
10 |
DS1017 |
PL0000104543 |
2/9 |
7 |
2,250 |
2,250 |
2,250 |
180 |
DS1019 |
PL0000105441 |
2/9 |
7 |
2,250 |
2,250 |
2,250 |
515 |
PS1016 |
PL0000106795 |
2/9 |
7 |
2,250 |
2,250 |
2,250 |
320 |
PS0418 |
PL0000107314 |
2/9 |
7 |
2,300 |
2,300 |
2,300 |
200 |
TOTAL |
3 490 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
2,530 |
2,530 |
2,530 |
600 |
TOTAL |
600 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.