2014-04-14 |
MARKET DATA |
No 72 (2354) |
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 |
45,00 |
49,63 |
6 |
2 525,00 |
2 657,90 |
23 |
2 570,00 |
2 707,53 |
29 |
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 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
99,36 |
99,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,79 |
102,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
96,60 |
96,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,07 |
105,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
95,04 |
95,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,00 |
104,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
93,52 |
93,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,16 |
104,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,56 |
104,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,65 |
106,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,48 |
101,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
96,42 |
96,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
109,64 |
109,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,69 |
108,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,00 |
112,00 |
111,950 |
111,950 |
111,950 |
111,950 |
111,950 |
30 000 |
34,40 |
4 |
WS0922 |
PL0000102646 |
112,38 |
112,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
99,60 |
99,65 |
99,650 |
99,650 |
99,650 |
99,650 |
99,650 |
15 000 |
15,23 |
2 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
114,02 |
114,20 |
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 |
104,21 |
104,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,40 |
104,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,05 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,81 |
99,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,44 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,02 |
99,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,12 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,84 |
96,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
45 000 |
49,63 |
6 |
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 |
99,34 |
99,41 |
2,43 |
2,17 |
99,38 |
2,28 |
WZ0115 |
PL0000106480 |
100,04 |
100,08 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
102,76 |
102,82 |
2,73 |
2,67 |
102,79 |
2,70 |
OK0715 |
PL0000107405 |
96,59 |
96,65 |
2,76 |
2,71 |
96,62 |
2,74 |
DS1015 |
PL0000103602 |
105,05 |
105,13 |
2,80 |
2,75 |
105,09 |
2,78 |
OK0116 |
PL0000107587 |
95,01 |
95,10 |
2,92 |
2,87 |
95,06 |
2,89 |
PS0416 |
PL0000106340 |
103,97 |
104,08 |
2,95 |
2,89 |
104,03 |
2,92 |
OK0716 |
PL0000107926 |
93,48 |
93,59 |
3,01 |
2,95 |
93,54 |
2,98 |
IZ0816 |
PL0000103529 |
104,08 |
104,55 |
--- |
--- |
104,32 |
--- |
PS1016 |
PL0000106795 |
104,13 |
104,25 |
3,02 |
2,97 |
104,19 |
2,99 |
WZ0117 |
PL0000106936 |
99,78 |
99,87 |
--- |
--- |
99,83 |
--- |
PS0417 |
PL0000107058 |
104,52 |
104,64 |
3,16 |
3,12 |
104,58 |
3,14 |
DS1017 |
PL0000104543 |
106,56 |
106,69 |
3,24 |
3,20 |
106,63 |
3,22 |
WZ0118 |
PL0000104717 |
99,41 |
99,53 |
--- |
--- |
99,47 |
--- |
PS0418 |
PL0000107314 |
101,44 |
101,61 |
3,36 |
3,31 |
101,53 |
3,33 |
PS0718 |
PL0000107595 |
96,38 |
96,56 |
3,42 |
3,37 |
96,47 |
3,40 |
WZ0119 |
PL0000107603 |
98,97 |
99,12 |
--- |
--- |
99,05 |
--- |
DS1019 |
PL0000105441 |
109,59 |
109,78 |
3,55 |
3,52 |
109,69 |
3,53 |
DS1020 |
PL0000106126 |
108,65 |
108,89 |
3,73 |
3,69 |
108,77 |
3,71 |
WZ0121 |
PL0000106068 |
98,07 |
98,21 |
--- |
--- |
98,14 |
--- |
DS1021 |
PL0000106670 |
111,92 |
112,20 |
3,89 |
3,85 |
112,06 |
3,87 |
WS0922 |
PL0000102646 |
112,33 |
112,54 |
3,99 |
3,97 |
112,44 |
3,98 |
IZ0823 |
PL0000105359 |
104,23 |
104,82 |
--- |
--- |
104,53 |
--- |
DS1023 |
PL0000107264 |
99,55 |
99,80 |
4,05 |
4,02 |
99,68 |
4,04 |
WZ0124 |
PL0000107454 |
96,79 |
96,96 |
--- |
--- |
96,88 |
--- |
WS0429 |
PL0000105391 |
113,91 |
114,67 |
4,46 |
4,39 |
114,29 |
4,42 |
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 |
2,43 |
2,20 |
99,37 |
2,31 |
WZ0115 |
PL0000106480 |
100,04 |
100,08 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
102,76 |
102,81 |
2,73 |
2,68 |
102,79 |
2,70 |
OK0715 |
PL0000107405 |
96,59 |
96,65 |
2,76 |
2,71 |
96,62 |
2,74 |
DS1015 |
PL0000103602 |
105,05 |
105,11 |
2,80 |
2,76 |
105,08 |
2,78 |
OK0116 |
PL0000107587 |
95,01 |
95,09 |
2,92 |
2,87 |
95,05 |
2,90 |
PS0416 |
PL0000106340 |
103,98 |
104,07 |
2,94 |
2,90 |
104,03 |
2,92 |
OK0716 |
PL0000107926 |
93,50 |
93,57 |
3,00 |
2,96 |
93,54 |
2,98 |
IZ0816 |
PL0000103529 |
104,04 |
104,54 |
--- |
--- |
104,29 |
--- |
PS1016 |
PL0000106795 |
104,15 |
104,25 |
3,01 |
2,97 |
104,20 |
2,99 |
WZ0117 |
PL0000106936 |
99,79 |
99,86 |
--- |
--- |
99,83 |
--- |
PS0417 |
PL0000107058 |
104,51 |
104,62 |
3,16 |
3,12 |
104,57 |
3,14 |
DS1017 |
PL0000104543 |
106,55 |
106,69 |
3,25 |
3,20 |
106,62 |
3,22 |
WZ0118 |
PL0000104717 |
99,41 |
99,52 |
--- |
--- |
99,47 |
--- |
PS0418 |
PL0000107314 |
101,42 |
101,62 |
3,36 |
3,31 |
101,52 |
3,34 |
PS0718 |
PL0000107595 |
96,37 |
96,58 |
3,42 |
3,37 |
96,48 |
3,39 |
WZ0119 |
PL0000107603 |
98,97 |
99,11 |
--- |
--- |
99,04 |
--- |
DS1019 |
PL0000105441 |
109,53 |
109,73 |
3,56 |
3,52 |
109,63 |
3,54 |
DS1020 |
PL0000106126 |
108,59 |
108,93 |
3,74 |
3,68 |
108,76 |
3,71 |
WZ0121 |
PL0000106068 |
98,08 |
98,20 |
--- |
--- |
98,14 |
--- |
DS1021 |
PL0000106670 |
111,77 |
112,09 |
3,91 |
3,86 |
111,93 |
3,88 |
WS0922 |
PL0000102646 |
112,20 |
112,54 |
4,01 |
3,97 |
112,37 |
3,99 |
IZ0823 |
PL0000105359 |
104,20 |
104,82 |
--- |
--- |
104,51 |
--- |
DS1023 |
PL0000107264 |
99,49 |
99,70 |
4,06 |
4,03 |
99,60 |
4,05 |
WZ0124 |
PL0000107454 |
96,80 |
96,95 |
--- |
--- |
96,88 |
--- |
WS0429 |
PL0000105391 |
113,75 |
114,33 |
4,47 |
4,42 |
114,04 |
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) |
(%) |
(%) |
(%) |
PS1016 |
PL0000106795 |
0/1 |
1 |
2,100 |
2,100 |
2,100 |
80 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,250 |
2,250 |
2,250 |
65 |
OK0116 |
PL0000107587 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
5 |
PS0718 |
PL0000107595 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
30 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
200 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
180 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,360 |
2,360 |
2,360 |
35 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,360 |
2,360 |
2,360 |
230 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,360 |
2,360 |
2,360 |
30 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,300 |
2,300 |
2,300 |
90 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
115 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
185 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
90 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
55 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
95 |
DS1019 |
PL0000105441 |
2/9 |
7 |
2,150 |
2,150 |
2,150 |
180 |
PS1016 |
PL0000106795 |
2/9 |
7 |
2,250 |
2,250 |
2,250 |
260 |
TOTAL |
1 925 |
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 |
2,560 |
2,560 |
2,560 |
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.