2014-04-10 |
MARKET DATA |
No 70 (2352) |
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 |
1 002,50 |
1 006,15 |
69 |
4 960,00 |
5 099,79 |
29 |
5 962,50 |
6 105,94 |
98 |
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 |
100,09 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
99,35 |
99,38 |
99,350 |
99,350 |
99,350 |
99,350 |
99,350 |
2 500 |
2,48 |
1 |
PS0415 |
PL0000105953 |
102,80 |
102,80 |
102,800 |
102,800 |
102,800 |
102,800 |
102,800 |
5 000 |
5,41 |
1 |
OK0715 |
PL0000107405 |
96,60 |
96,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,10 |
105,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
95,05 |
95,05 |
95,040 |
95,040 |
95,040 |
95,040 |
95,040 |
35 000 |
33,26 |
2 |
PS0416 |
PL0000106340 |
104,02 |
104,02 |
104,040 |
104,040 |
104,020 |
104,020 |
104,026 |
35 000 |
38,11 |
2 |
OK0716 |
PL0000107926 |
93,57 |
93,53 |
93,540 |
93,540 |
93,530 |
93,530 |
93,536 |
225 000 |
210,46 |
7 |
PS1016 |
PL0000106795 |
104,25 |
104,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,74 |
104,69 |
104,690 |
104,690 |
104,650 |
104,650 |
104,666 |
42 500 |
46,44 |
4 |
DS1017 |
PL0000104543 |
106,83 |
106,80 |
106,820 |
106,820 |
106,810 |
106,820 |
106,816 |
65 000 |
71,03 |
6 |
PS0418 |
PL0000107314 |
101,80 |
101,74 |
101,750 |
101,750 |
101,750 |
101,750 |
101,750 |
15 000 |
15,81 |
1 |
PS0718 |
PL0000107595 |
96,75 |
96,65 |
96,750 |
96,820 |
96,650 |
96,660 |
96,761 |
370 000 |
364,68 |
25 |
DS1019 |
PL0000105441 |
110,06 |
109,93 |
110,000 |
110,000 |
110,000 |
110,000 |
110,000 |
10 000 |
11,26 |
1 |
DS1020 |
PL0000106126 |
109,15 |
109,06 |
108,990 |
108,990 |
108,990 |
108,990 |
108,990 |
20 000 |
22,29 |
1 |
DS1021 |
PL0000106670 |
112,37 |
112,13 |
112,500 |
112,500 |
112,200 |
112,200 |
112,311 |
42 500 |
48,88 |
5 |
WS0922 |
PL0000102646 |
112,77 |
112,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
100,00 |
99,75 |
99,750 |
100,000 |
99,750 |
100,000 |
99,941 |
85 000 |
86,54 |
9 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
114,52 |
114,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
107,50 |
114,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,32 |
104,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,85 |
105,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,06 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,82 |
99,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,45 |
99,45 |
99,450 |
99,460 |
99,450 |
99,460 |
99,454 |
25 000 |
25,01 |
2 |
WZ0119 |
PL0000107603 |
99,05 |
99,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,15 |
98,16 |
98,170 |
98,170 |
98,170 |
98,170 |
98,170 |
10 000 |
9,88 |
1 |
WZ0124 |
PL0000107454 |
96,87 |
96,89 |
96,870 |
96,870 |
96,870 |
96,870 |
96,870 |
15 000 |
14,62 |
1 |
TOTAL |
1 002 500 |
1 006,15 |
69 |
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 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
0,00 |
0,00 |
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 |
99,33 |
99,41 |
2,41 |
2,12 |
99,37 |
2,27 |
WZ0115 |
PL0000106480 |
100,04 |
100,09 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
102,77 |
102,83 |
2,73 |
2,68 |
102,80 |
2,71 |
OK0715 |
PL0000107405 |
96,59 |
96,66 |
2,75 |
2,69 |
96,63 |
2,72 |
DS1015 |
PL0000103602 |
105,08 |
105,15 |
2,79 |
2,75 |
105,12 |
2,77 |
OK0116 |
PL0000107587 |
95,02 |
95,12 |
2,91 |
2,84 |
95,07 |
2,88 |
PS0416 |
PL0000106340 |
103,99 |
104,12 |
2,94 |
2,88 |
104,06 |
2,91 |
OK0716 |
PL0000107926 |
93,53 |
93,65 |
2,97 |
2,92 |
93,59 |
2,95 |
IZ0816 |
PL0000103529 |
104,16 |
104,66 |
--- |
--- |
104,41 |
--- |
PS1016 |
PL0000106795 |
104,19 |
104,35 |
3,00 |
2,93 |
104,27 |
2,96 |
WZ0117 |
PL0000106936 |
99,78 |
99,88 |
--- |
--- |
99,83 |
--- |
PS0417 |
PL0000107058 |
104,66 |
104,80 |
3,11 |
3,06 |
104,73 |
3,09 |
DS1017 |
PL0000104543 |
106,72 |
106,92 |
3,20 |
3,14 |
106,82 |
3,17 |
WZ0118 |
PL0000104717 |
99,40 |
99,51 |
--- |
--- |
99,46 |
--- |
PS0418 |
PL0000107314 |
101,65 |
101,85 |
3,30 |
3,25 |
101,75 |
3,28 |
PS0718 |
PL0000107595 |
96,60 |
96,80 |
3,36 |
3,31 |
96,70 |
3,34 |
WZ0119 |
PL0000107603 |
98,97 |
99,10 |
--- |
--- |
99,04 |
--- |
DS1019 |
PL0000105441 |
109,96 |
110,15 |
3,48 |
3,45 |
110,06 |
3,46 |
DS1020 |
PL0000106126 |
108,96 |
109,26 |
3,67 |
3,63 |
109,11 |
3,65 |
WZ0121 |
PL0000106068 |
98,04 |
98,21 |
--- |
--- |
98,13 |
--- |
DS1021 |
PL0000106670 |
112,10 |
112,38 |
3,86 |
3,82 |
112,24 |
3,84 |
WS0922 |
PL0000102646 |
112,53 |
112,86 |
3,97 |
3,92 |
112,70 |
3,95 |
IZ0823 |
PL0000105359 |
104,52 |
105,31 |
--- |
--- |
104,92 |
--- |
DS1023 |
PL0000107264 |
99,75 |
100,03 |
4,03 |
3,99 |
99,89 |
4,01 |
WZ0124 |
PL0000107454 |
96,73 |
96,94 |
--- |
--- |
96,84 |
--- |
WS0429 |
PL0000105391 |
114,08 |
114,88 |
4,44 |
4,37 |
114,48 |
4,41 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
99,33 |
99,40 |
2,41 |
2,16 |
99,37 |
2,27 |
WZ0115 |
PL0000106480 |
100,04 |
100,09 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
102,78 |
102,83 |
2,72 |
2,68 |
102,81 |
2,70 |
OK0715 |
PL0000107405 |
96,59 |
96,65 |
2,75 |
2,70 |
96,62 |
2,72 |
DS1015 |
PL0000103602 |
105,07 |
105,14 |
2,80 |
2,76 |
105,11 |
2,78 |
OK0116 |
PL0000107587 |
95,00 |
95,08 |
2,92 |
2,87 |
95,04 |
2,89 |
PS0416 |
PL0000106340 |
103,98 |
104,08 |
2,95 |
2,90 |
104,03 |
2,92 |
OK0716 |
PL0000107926 |
93,47 |
93,56 |
3,00 |
2,96 |
93,52 |
2,98 |
IZ0816 |
PL0000103529 |
104,17 |
104,65 |
--- |
--- |
104,41 |
--- |
PS1016 |
PL0000106795 |
104,15 |
104,27 |
3,01 |
2,96 |
104,21 |
2,99 |
WZ0117 |
PL0000106936 |
99,79 |
99,87 |
--- |
--- |
99,83 |
--- |
PS0417 |
PL0000107058 |
104,59 |
104,78 |
3,13 |
3,07 |
104,69 |
3,10 |
DS1017 |
PL0000104543 |
106,65 |
106,84 |
3,22 |
3,16 |
106,75 |
3,19 |
WZ0118 |
PL0000104717 |
99,41 |
99,52 |
--- |
--- |
99,47 |
--- |
PS0418 |
PL0000107314 |
101,62 |
101,84 |
3,31 |
3,25 |
101,73 |
3,28 |
PS0718 |
PL0000107595 |
96,55 |
96,71 |
3,38 |
3,33 |
96,63 |
3,35 |
WZ0119 |
PL0000107603 |
98,99 |
99,12 |
--- |
--- |
99,06 |
--- |
DS1019 |
PL0000105441 |
109,85 |
110,05 |
3,50 |
3,47 |
109,95 |
3,48 |
DS1020 |
PL0000106126 |
108,91 |
109,21 |
3,68 |
3,63 |
109,06 |
3,66 |
WZ0121 |
PL0000106068 |
98,07 |
98,21 |
--- |
--- |
98,14 |
--- |
DS1021 |
PL0000106670 |
112,09 |
112,31 |
3,86 |
3,83 |
112,20 |
3,85 |
WS0922 |
PL0000102646 |
112,59 |
112,85 |
3,96 |
3,93 |
112,72 |
3,94 |
IZ0823 |
PL0000105359 |
104,57 |
105,29 |
--- |
--- |
104,93 |
--- |
DS1023 |
PL0000107264 |
99,77 |
100,02 |
4,02 |
3,99 |
99,90 |
4,01 |
WZ0124 |
PL0000107454 |
96,78 |
96,94 |
--- |
--- |
96,86 |
--- |
WS0429 |
PL0000105391 |
114,19 |
115,01 |
4,43 |
4,36 |
114,60 |
4,40 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
350 |
PS1016 |
PL0000106795 |
0/1 |
1 |
2,100 |
2,100 |
2,100 |
115 |
PS0418 |
PL0000107314 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
270 |
OK0116 |
PL0000107587 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
120 |
DS1017 |
PL0000104543 |
1/4 |
3 |
2,250 |
2,250 |
2,250 |
170 |
DS1020 |
PL0000106126 |
1/4 |
3 |
2,360 |
2,360 |
2,360 |
210 |
DS1021 |
PL0000106670 |
1/4 |
3 |
2,370 |
2,370 |
2,370 |
40 |
PS1016 |
PL0000106795 |
1/4 |
3 |
2,300 |
2,300 |
2,300 |
20 |
OK0715 |
PL0000107405 |
1/4 |
3 |
2,360 |
2,360 |
2,360 |
180 |
PS1016 |
PL0000106795 |
4/12 |
8 |
2,180 |
2,180 |
2,180 |
300 |
DS1017 |
PL0000104543 |
1/12 |
11 |
2,360 |
2,360 |
2,360 |
100 |
DS1020 |
PL0000106126 |
1/12 |
11 |
2,360 |
2,360 |
2,360 |
200 |
OK0715 |
PL0000107405 |
1/12 |
11 |
2,360 |
2,360 |
2,360 |
40 |
PS0718 |
PL0000107595 |
1/12 |
11 |
2,380 |
2,400 |
2,397 |
175 |
WZ0121 |
PL0000106068 |
1/12 |
11 |
2,360 |
2,360 |
2,360 |
70 |
TOTAL |
2 360 |
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 |
2,550 |
2,560 |
2,552 |
2 600 |
TOTAL |
2 600 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.