2014-04-15 |
MARKET DATA |
No 73 (2355) |
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 |
1 060,00 |
1 153,04 |
80 |
2 375,00 |
2 534,14 |
20 |
3 435,00 |
3 687,18 |
100 |
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 |
100,07 |
100,08 |
100,060 |
100,060 |
100,060 |
100,060 |
100,060 |
7 500 |
7,93 |
1 |
OK0714 |
PL0000107009 |
99,37 |
99,39 |
99,370 |
99,370 |
99,370 |
99,370 |
99,370 |
10 000 |
9,94 |
1 |
PS0415 |
PL0000105953 |
102,77 |
102,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
96,61 |
96,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,06 |
105,06 |
105,050 |
105,050 |
105,050 |
105,050 |
105,050 |
15 000 |
16,21 |
1 |
OK0116 |
PL0000107587 |
95,06 |
95,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,01 |
103,95 |
103,960 |
103,960 |
103,950 |
103,950 |
103,954 |
115 000 |
125,17 |
6 |
OK0716 |
PL0000107926 |
93,53 |
93,49 |
93,550 |
93,550 |
93,550 |
93,550 |
93,550 |
25 000 |
23,39 |
1 |
PS1016 |
PL0000106795 |
104,20 |
104,15 |
104,230 |
104,230 |
104,230 |
104,230 |
104,230 |
25 000 |
26,62 |
2 |
PS0417 |
PL0000107058 |
104,58 |
104,49 |
104,620 |
104,630 |
104,410 |
104,410 |
104,579 |
115 000 |
125,61 |
4 |
DS1017 |
PL0000104543 |
106,64 |
106,45 |
106,380 |
106,380 |
106,270 |
106,270 |
106,317 |
30 000 |
32,65 |
3 |
PS0418 |
PL0000107314 |
101,52 |
101,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
96,46 |
96,28 |
96,485 |
96,485 |
96,250 |
96,250 |
96,455 |
177 500 |
174,44 |
14 |
DS1019 |
PL0000105441 |
109,65 |
109,33 |
109,750 |
109,750 |
109,470 |
109,470 |
109,534 |
235 000 |
263,57 |
17 |
DS1020 |
PL0000106126 |
108,78 |
108,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,11 |
111,81 |
112,110 |
112,110 |
111,600 |
111,600 |
111,663 |
95 000 |
108,68 |
9 |
WS0922 |
PL0000102646 |
112,41 |
112,19 |
112,100 |
112,100 |
112,100 |
112,100 |
112,100 |
30 000 |
34,60 |
2 |
DS1023 |
PL0000107264 |
99,65 |
99,25 |
99,750 |
99,750 |
99,150 |
99,150 |
99,356 |
100 000 |
101,26 |
11 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
114,01 |
113,70 |
113,400 |
113,400 |
113,400 |
113,400 |
113,400 |
10 000 |
11,90 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,18 |
104,25 |
104,110 |
104,110 |
104,000 |
104,000 |
104,079 |
55 000 |
74,94 |
5 |
IZ0823 |
PL0000105359 |
104,40 |
104,45 |
104,350 |
104,350 |
104,350 |
104,350 |
104,350 |
5 000 |
6,17 |
1 |
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 |
99,05 |
99,020 |
99,020 |
99,020 |
99,020 |
99,020 |
10 000 |
9,96 |
1 |
WZ0121 |
PL0000106068 |
98,11 |
98,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,85 |
96,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 060 000 |
1 153,04 |
80 |
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 |
105,40 |
105,70 |
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 |
119,05 |
119,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
102,45 |
102,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,50 |
116,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
115,35 |
115,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
118,25 |
119,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
112,75 |
113,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
104,85 |
105,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
107,85 |
108,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
124,00 |
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 |
99,35 |
99,41 |
2,41 |
2,19 |
99,38 |
2,30 |
WZ0115 |
PL0000106480 |
100,04 |
100,08 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
102,76 |
102,80 |
2,72 |
2,68 |
102,78 |
2,70 |
OK0715 |
PL0000107405 |
96,60 |
96,67 |
2,76 |
2,70 |
96,64 |
2,72 |
DS1015 |
PL0000103602 |
105,04 |
105,12 |
2,80 |
2,75 |
105,08 |
2,78 |
OK0116 |
PL0000107587 |
95,04 |
95,12 |
2,91 |
2,86 |
95,08 |
2,88 |
PS0416 |
PL0000106340 |
103,99 |
104,07 |
2,93 |
2,89 |
104,03 |
2,91 |
OK0716 |
PL0000107926 |
93,49 |
93,58 |
3,00 |
2,96 |
93,54 |
2,98 |
IZ0816 |
PL0000103529 |
104,01 |
104,57 |
--- |
--- |
104,29 |
--- |
PS1016 |
PL0000106795 |
104,14 |
104,25 |
3,01 |
2,97 |
104,20 |
2,99 |
WZ0117 |
PL0000106936 |
99,79 |
99,87 |
--- |
--- |
99,83 |
--- |
PS0417 |
PL0000107058 |
104,51 |
104,64 |
3,16 |
3,11 |
104,58 |
3,13 |
DS1017 |
PL0000104543 |
106,51 |
106,71 |
3,26 |
3,20 |
106,61 |
3,23 |
WZ0118 |
PL0000104717 |
99,40 |
99,52 |
--- |
--- |
99,46 |
--- |
PS0418 |
PL0000107314 |
101,44 |
101,65 |
3,36 |
3,30 |
101,55 |
3,33 |
PS0718 |
PL0000107595 |
96,39 |
96,60 |
3,42 |
3,36 |
96,50 |
3,39 |
WZ0119 |
PL0000107603 |
99,00 |
99,11 |
--- |
--- |
99,06 |
--- |
DS1019 |
PL0000105441 |
109,55 |
109,78 |
3,56 |
3,51 |
109,67 |
3,54 |
DS1020 |
PL0000106126 |
108,58 |
108,94 |
3,74 |
3,68 |
108,76 |
3,71 |
WZ0121 |
PL0000106068 |
98,07 |
98,22 |
--- |
--- |
98,15 |
--- |
DS1021 |
PL0000106670 |
111,78 |
112,15 |
3,91 |
3,85 |
111,97 |
3,88 |
WS0922 |
PL0000102646 |
112,21 |
112,58 |
4,01 |
3,96 |
112,40 |
3,98 |
IZ0823 |
PL0000105359 |
104,12 |
104,91 |
--- |
--- |
104,52 |
--- |
DS1023 |
PL0000107264 |
99,46 |
99,79 |
4,06 |
4,02 |
99,63 |
4,04 |
WZ0124 |
PL0000107454 |
96,79 |
96,99 |
--- |
--- |
96,89 |
--- |
WS0429 |
PL0000105391 |
113,70 |
114,54 |
4,47 |
4,40 |
114,12 |
4,44 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
99,35 |
99,41 |
2,41 |
2,19 |
99,38 |
2,30 |
WZ0115 |
PL0000106480 |
100,04 |
100,08 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
102,75 |
102,80 |
2,73 |
2,68 |
102,78 |
2,70 |
OK0715 |
PL0000107405 |
96,60 |
96,67 |
2,76 |
2,70 |
96,64 |
2,72 |
DS1015 |
PL0000103602 |
105,03 |
105,11 |
2,81 |
2,76 |
105,07 |
2,78 |
OK0116 |
PL0000107587 |
95,02 |
95,10 |
2,92 |
2,87 |
95,06 |
2,89 |
PS0416 |
PL0000106340 |
103,97 |
104,06 |
2,94 |
2,90 |
104,02 |
2,92 |
OK0716 |
PL0000107926 |
93,48 |
93,57 |
3,01 |
2,97 |
93,53 |
2,99 |
IZ0816 |
PL0000103529 |
104,01 |
104,54 |
--- |
--- |
104,28 |
--- |
PS1016 |
PL0000106795 |
104,13 |
104,22 |
3,02 |
2,98 |
104,18 |
2,99 |
WZ0117 |
PL0000106936 |
99,79 |
99,87 |
--- |
--- |
99,83 |
--- |
PS0417 |
PL0000107058 |
104,47 |
104,60 |
3,17 |
3,13 |
104,54 |
3,15 |
DS1017 |
PL0000104543 |
106,44 |
106,63 |
3,28 |
3,22 |
106,54 |
3,25 |
WZ0118 |
PL0000104717 |
99,41 |
99,53 |
--- |
--- |
99,47 |
--- |
PS0418 |
PL0000107314 |
101,32 |
101,50 |
3,39 |
3,34 |
101,41 |
3,37 |
PS0718 |
PL0000107595 |
96,26 |
96,41 |
3,45 |
3,41 |
96,34 |
3,43 |
WZ0119 |
PL0000107603 |
98,99 |
99,10 |
--- |
--- |
99,05 |
--- |
DS1019 |
PL0000105441 |
109,45 |
109,60 |
3,58 |
3,55 |
109,53 |
3,56 |
DS1020 |
PL0000106126 |
108,49 |
108,76 |
3,75 |
3,71 |
108,63 |
3,73 |
WZ0121 |
PL0000106068 |
98,06 |
98,19 |
--- |
--- |
98,13 |
--- |
DS1021 |
PL0000106670 |
111,70 |
111,90 |
3,92 |
3,89 |
111,80 |
3,90 |
WS0922 |
PL0000102646 |
112,05 |
112,30 |
4,03 |
4,00 |
112,18 |
4,01 |
IZ0823 |
PL0000105359 |
104,23 |
104,79 |
--- |
--- |
104,51 |
--- |
DS1023 |
PL0000107264 |
99,36 |
99,62 |
4,08 |
4,04 |
99,49 |
4,06 |
WZ0124 |
PL0000107454 |
96,78 |
96,94 |
--- |
--- |
96,86 |
--- |
WS0429 |
PL0000105391 |
113,49 |
114,27 |
4,49 |
4,43 |
113,88 |
4,46 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
5 |
PS1016 |
PL0000106795 |
0/1 |
1 |
2,100 |
2,100 |
2,100 |
150 |
PS0417 |
PL0000107058 |
0/1 |
1 |
2,450 |
2,450 |
2,450 |
10 |
PS0418 |
PL0000107314 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
115 |
OK0116 |
PL0000107587 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
5 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,150 |
2,200 |
2,183 |
240 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,360 |
2,360 |
2,360 |
205 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,370 |
2,370 |
2,370 |
80 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,360 |
2,360 |
2,360 |
230 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,250 |
2,360 |
2,323 |
120 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
465 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
200 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
125 |
OK0116 |
PL0000107587 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
50 |
PS1016 |
PL0000106795 |
2/9 |
7 |
2,150 |
2,250 |
2,235 |
375 |
TOTAL |
2 375 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.