2014-04-11 |
MARKET DATA |
No 71 (2353) |
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 |
310,00 |
338,00 |
30 |
1 930,00 |
2 041,21 |
28 |
2 240,00 |
2 379,21 |
58 |
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 |
100,08 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
99,36 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,79 |
102,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
96,60 |
96,62 |
96,620 |
96,620 |
96,620 |
96,620 |
96,620 |
25 000 |
24,16 |
2 |
DS1015 |
PL0000103602 |
105,08 |
105,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
95,03 |
95,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,00 |
104,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
93,51 |
93,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,18 |
104,19 |
104,210 |
104,210 |
104,190 |
104,190 |
104,202 |
50 000 |
53,22 |
4 |
PS0417 |
PL0000107058 |
104,62 |
104,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,73 |
106,64 |
106,770 |
106,770 |
106,730 |
106,730 |
106,750 |
20 000 |
21,84 |
2 |
PS0418 |
PL0000107314 |
101,66 |
101,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
96,66 |
96,50 |
96,580 |
96,580 |
96,580 |
96,580 |
96,580 |
10 000 |
9,84 |
1 |
DS1019 |
PL0000105441 |
109,96 |
109,75 |
109,800 |
109,800 |
109,800 |
109,800 |
109,800 |
20 000 |
22,48 |
2 |
DS1020 |
PL0000106126 |
109,09 |
108,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,26 |
112,10 |
112,260 |
112,260 |
112,260 |
112,260 |
112,260 |
15 000 |
17,25 |
3 |
WS0922 |
PL0000102646 |
112,65 |
112,50 |
112,590 |
112,590 |
112,550 |
112,570 |
112,567 |
90 000 |
104,20 |
7 |
DS1023 |
PL0000107264 |
99,86 |
99,72 |
99,820 |
99,900 |
99,700 |
99,700 |
99,791 |
35 000 |
35,59 |
6 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
114,38 |
114,47 |
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 |
104,28 |
104,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,82 |
104,72 |
104,650 |
104,650 |
104,650 |
104,650 |
104,650 |
20 000 |
24,73 |
2 |
WZ0115 |
PL0000106480 |
100,06 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,82 |
99,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,44 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,04 |
99,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,12 |
98,16 |
98,160 |
98,160 |
98,160 |
98,160 |
98,160 |
25 000 |
24,69 |
1 |
WZ0124 |
PL0000107454 |
96,84 |
96,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
310 000 |
338,00 |
30 |
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 |
105,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,70 |
109,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,10 |
119,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
102,45 |
102,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,50 |
116,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
115,40 |
115,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
118,50 |
119,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
113,00 |
114,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
105,25 |
106,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
107,75 |
108,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
124,50 |
125,50 |
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 |
99,40 |
2,44 |
2,18 |
99,37 |
2,29 |
WZ0115 |
PL0000106480 |
100,03 |
100,09 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
102,77 |
102,83 |
2,73 |
2,67 |
102,80 |
2,70 |
OK0715 |
PL0000107405 |
96,58 |
96,64 |
2,76 |
2,71 |
96,61 |
2,74 |
DS1015 |
PL0000103602 |
105,05 |
105,14 |
2,81 |
2,75 |
105,10 |
2,78 |
OK0116 |
PL0000107587 |
95,01 |
95,09 |
2,92 |
2,87 |
95,05 |
2,89 |
PS0416 |
PL0000106340 |
103,98 |
104,09 |
2,94 |
2,89 |
104,04 |
2,91 |
OK0716 |
PL0000107926 |
93,49 |
93,58 |
3,00 |
2,95 |
93,54 |
2,97 |
IZ0816 |
PL0000103529 |
104,13 |
104,63 |
--- |
--- |
104,38 |
--- |
PS1016 |
PL0000106795 |
104,15 |
104,27 |
3,01 |
2,96 |
104,21 |
2,99 |
WZ0117 |
PL0000106936 |
99,79 |
99,87 |
--- |
--- |
99,83 |
--- |
PS0417 |
PL0000107058 |
104,57 |
104,67 |
3,14 |
3,11 |
104,62 |
3,12 |
DS1017 |
PL0000104543 |
106,66 |
106,80 |
3,21 |
3,17 |
106,73 |
3,19 |
WZ0118 |
PL0000104717 |
99,41 |
99,52 |
--- |
--- |
99,47 |
--- |
PS0418 |
PL0000107314 |
101,61 |
101,77 |
3,31 |
3,27 |
101,69 |
3,29 |
PS0718 |
PL0000107595 |
96,55 |
96,70 |
3,38 |
3,34 |
96,63 |
3,35 |
WZ0119 |
PL0000107603 |
99,01 |
99,11 |
--- |
--- |
99,06 |
--- |
DS1019 |
PL0000105441 |
109,86 |
110,02 |
3,50 |
3,47 |
109,94 |
3,49 |
DS1020 |
PL0000106126 |
108,93 |
109,12 |
3,68 |
3,65 |
109,03 |
3,66 |
WZ0121 |
PL0000106068 |
98,08 |
98,22 |
--- |
--- |
98,15 |
--- |
DS1021 |
PL0000106670 |
112,13 |
112,35 |
3,86 |
3,82 |
112,24 |
3,84 |
WS0922 |
PL0000102646 |
112,57 |
112,81 |
3,96 |
3,93 |
112,69 |
3,95 |
IZ0823 |
PL0000105359 |
104,59 |
105,22 |
--- |
--- |
104,91 |
--- |
DS1023 |
PL0000107264 |
99,74 |
99,97 |
4,03 |
4,00 |
99,86 |
4,01 |
WZ0124 |
PL0000107454 |
96,78 |
96,96 |
--- |
--- |
96,87 |
--- |
WS0429 |
PL0000105391 |
114,14 |
114,92 |
4,44 |
4,37 |
114,53 |
4,40 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
99,34 |
99,40 |
2,40 |
2,18 |
99,37 |
2,29 |
WZ0115 |
PL0000106480 |
100,04 |
100,08 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
102,77 |
102,82 |
2,73 |
2,68 |
102,80 |
2,70 |
OK0715 |
PL0000107405 |
96,59 |
96,65 |
2,75 |
2,70 |
96,62 |
2,73 |
DS1015 |
PL0000103602 |
105,06 |
105,13 |
2,80 |
2,76 |
105,10 |
2,78 |
OK0116 |
PL0000107587 |
94,99 |
95,07 |
2,93 |
2,88 |
95,03 |
2,90 |
PS0416 |
PL0000106340 |
103,98 |
104,06 |
2,94 |
2,90 |
104,02 |
2,92 |
OK0716 |
PL0000107926 |
93,47 |
93,55 |
3,01 |
2,97 |
93,51 |
2,99 |
IZ0816 |
PL0000103529 |
104,04 |
104,54 |
--- |
--- |
104,29 |
--- |
PS1016 |
PL0000106795 |
104,13 |
104,23 |
3,02 |
2,98 |
104,18 |
3,00 |
WZ0117 |
PL0000106936 |
99,79 |
99,86 |
--- |
--- |
99,83 |
--- |
PS0417 |
PL0000107058 |
104,50 |
104,67 |
3,16 |
3,11 |
104,59 |
3,13 |
DS1017 |
PL0000104543 |
106,52 |
106,72 |
3,26 |
3,20 |
106,62 |
3,23 |
WZ0118 |
PL0000104717 |
99,42 |
99,51 |
--- |
--- |
99,47 |
--- |
PS0418 |
PL0000107314 |
101,41 |
101,67 |
3,37 |
3,30 |
101,54 |
3,33 |
PS0718 |
PL0000107595 |
96,38 |
96,60 |
3,42 |
3,36 |
96,49 |
3,39 |
WZ0119 |
PL0000107603 |
98,99 |
99,11 |
--- |
--- |
99,05 |
--- |
DS1019 |
PL0000105441 |
109,62 |
109,84 |
3,55 |
3,50 |
109,73 |
3,53 |
DS1020 |
PL0000106126 |
108,67 |
108,99 |
3,72 |
3,67 |
108,83 |
3,70 |
WZ0121 |
PL0000106068 |
98,08 |
98,21 |
--- |
--- |
98,15 |
--- |
DS1021 |
PL0000106670 |
111,88 |
112,26 |
3,89 |
3,84 |
112,07 |
3,86 |
WS0922 |
PL0000102646 |
112,26 |
112,55 |
4,00 |
3,96 |
112,41 |
3,98 |
IZ0823 |
PL0000105359 |
104,28 |
104,88 |
--- |
--- |
104,58 |
--- |
DS1023 |
PL0000107264 |
99,53 |
99,83 |
4,06 |
4,02 |
99,68 |
4,04 |
WZ0124 |
PL0000107454 |
96,77 |
96,94 |
--- |
--- |
96,86 |
--- |
WS0429 |
PL0000105391 |
113,89 |
114,69 |
4,46 |
4,39 |
114,29 |
4,42 |
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 |
3/4 |
1 |
2,250 |
2,250 |
2,250 |
50 |
DS1019 |
PL0000105441 |
3/4 |
1 |
2,000 |
2,150 |
2,078 |
135 |
DS1020 |
PL0000106126 |
3/4 |
1 |
2,360 |
2,360 |
2,360 |
20 |
DS1021 |
PL0000106670 |
3/4 |
1 |
2,360 |
2,360 |
2,360 |
65 |
PS0417 |
PL0000107058 |
3/4 |
1 |
2,360 |
2,360 |
2,360 |
30 |
PS0418 |
PL0000107314 |
3/4 |
1 |
2,360 |
2,360 |
2,360 |
175 |
OK0715 |
PL0000107405 |
3/4 |
1 |
2,360 |
2,360 |
2,360 |
180 |
PS0718 |
PL0000107595 |
3/4 |
1 |
2,300 |
2,300 |
2,300 |
20 |
DS1020 |
PL0000106126 |
0/3 |
3 |
2,360 |
2,360 |
2,360 |
15 |
PS0417 |
PL0000107058 |
0/3 |
3 |
2,360 |
2,360 |
2,360 |
30 |
OK0715 |
PL0000107405 |
0/3 |
3 |
2,360 |
2,360 |
2,360 |
90 |
PS1016 |
PL0000106795 |
4/11 |
7 |
2,150 |
2,200 |
2,170 |
500 |
WS0922 |
PL0000102646 |
3/11 |
8 |
2,360 |
2,360 |
2,360 |
10 |
DS1017 |
PL0000104543 |
3/11 |
8 |
2,350 |
2,350 |
2,350 |
80 |
DS1020 |
PL0000106126 |
3/11 |
8 |
2,360 |
2,360 |
2,360 |
190 |
PS1016 |
PL0000106795 |
3/11 |
8 |
2,250 |
2,250 |
2,250 |
20 |
DS1023 |
PL0000107264 |
3/11 |
8 |
2,250 |
2,250 |
2,250 |
25 |
PS0418 |
PL0000107314 |
3/11 |
8 |
2,400 |
2,400 |
2,400 |
150 |
OK0715 |
PL0000107405 |
3/11 |
8 |
2,360 |
2,360 |
2,360 |
20 |
WZ0121 |
PL0000106068 |
3/11 |
8 |
2,360 |
2,360 |
2,360 |
125 |
TOTAL |
1 930 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.