2014-04-16 |
MARKET DATA |
No 74 (2356) |
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 |
1 442,50 |
1 519,79 |
97 |
2 470,00 |
2 574,28 |
24 |
3 912,50 |
4 094,07 |
121 |
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 |
100,02 |
100,03 |
100,020 |
100,020 |
100,020 |
100,020 |
100,020 |
5 000 |
5,29 |
1 |
OK0714 |
PL0000107009 |
99,42 |
99,44 |
99,420 |
99,420 |
99,400 |
99,400 |
99,406 |
110 000 |
109,35 |
4 |
PS0415 |
PL0000105953 |
102,73 |
102,74 |
102,730 |
102,730 |
102,730 |
102,730 |
102,730 |
30 000 |
32,46 |
2 |
OK0715 |
PL0000107405 |
96,64 |
96,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,02 |
105,04 |
105,010 |
105,010 |
105,010 |
105,010 |
105,010 |
50 000 |
54,05 |
1 |
OK0116 |
PL0000107587 |
95,04 |
95,03 |
95,040 |
95,040 |
95,010 |
95,010 |
95,021 |
102 500 |
97,40 |
5 |
PS0416 |
PL0000106340 |
103,93 |
103,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
93,52 |
93,50 |
93,520 |
93,520 |
93,510 |
93,510 |
93,513 |
35 000 |
32,73 |
3 |
PS1016 |
PL0000106795 |
104,09 |
104,07 |
104,140 |
104,140 |
104,070 |
104,100 |
104,091 |
70 000 |
74,49 |
5 |
PS0417 |
PL0000107058 |
104,44 |
104,40 |
104,420 |
104,420 |
104,370 |
104,370 |
104,389 |
125 000 |
136,38 |
9 |
DS1017 |
PL0000104543 |
106,42 |
106,35 |
106,330 |
106,330 |
106,330 |
106,330 |
106,330 |
50 000 |
54,45 |
2 |
PS0418 |
PL0000107314 |
101,31 |
101,23 |
101,300 |
101,330 |
101,210 |
101,210 |
101,300 |
185 000 |
194,28 |
9 |
PS0718 |
PL0000107595 |
96,22 |
96,10 |
96,200 |
96,200 |
96,040 |
96,070 |
96,095 |
155 000 |
151,82 |
14 |
DS1019 |
PL0000105441 |
109,30 |
109,19 |
109,420 |
109,420 |
109,140 |
109,140 |
109,311 |
35 000 |
39,20 |
4 |
DS1020 |
PL0000106126 |
108,32 |
108,14 |
108,260 |
108,260 |
108,170 |
108,170 |
108,215 |
60 000 |
66,47 |
2 |
DS1021 |
PL0000106670 |
111,62 |
111,44 |
111,650 |
111,650 |
111,650 |
111,650 |
111,650 |
10 000 |
11,45 |
1 |
WS0922 |
PL0000102646 |
112,04 |
111,87 |
112,000 |
112,100 |
111,800 |
111,800 |
111,944 |
240 000 |
276,64 |
20 |
DS1023 |
PL0000107264 |
99,30 |
99,15 |
99,290 |
99,350 |
99,110 |
99,110 |
99,279 |
175 000 |
177,17 |
14 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
113,42 |
113,47 |
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 |
104,80 |
104,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,70 |
104,23 |
104,190 |
104,190 |
104,190 |
104,190 |
104,190 |
5 000 |
6,16 |
1 |
WZ0115 |
PL0000106480 |
100,05 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,80 |
99,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,43 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,00 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,08 |
98,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,80 |
96,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 442 500 |
1 519,79 |
97 |
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 |
105,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,63 |
109,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,00 |
119,35 |
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 |
116,30 |
116,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
115,20 |
115,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
118,15 |
119,00 |
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 |
104,80 |
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 |
99,39 |
99,47 |
2,38 |
2,07 |
99,43 |
2,23 |
WZ0115 |
PL0000106480 |
100,04 |
100,08 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
102,71 |
102,78 |
2,74 |
2,67 |
102,75 |
2,70 |
OK0715 |
PL0000107405 |
96,62 |
96,72 |
2,77 |
2,69 |
96,67 |
2,73 |
DS1015 |
PL0000103602 |
104,99 |
105,08 |
2,81 |
2,75 |
105,04 |
2,77 |
OK0116 |
PL0000107587 |
95,02 |
95,11 |
2,94 |
2,89 |
95,07 |
2,91 |
PS0416 |
PL0000106340 |
103,89 |
103,99 |
2,97 |
2,92 |
103,94 |
2,95 |
OK0716 |
PL0000107926 |
93,47 |
93,59 |
3,03 |
2,97 |
93,53 |
3,00 |
IZ0816 |
PL0000103529 |
103,72 |
104,30 |
--- |
--- |
104,01 |
--- |
PS1016 |
PL0000106795 |
104,06 |
104,19 |
3,03 |
2,98 |
104,13 |
3,01 |
WZ0117 |
PL0000106936 |
99,78 |
99,87 |
--- |
--- |
99,83 |
--- |
PS0417 |
PL0000107058 |
104,41 |
104,55 |
3,19 |
3,14 |
104,48 |
3,16 |
DS1017 |
PL0000104543 |
106,38 |
106,55 |
3,29 |
3,24 |
106,47 |
3,26 |
WZ0118 |
PL0000104717 |
99,40 |
99,52 |
--- |
--- |
99,46 |
--- |
PS0418 |
PL0000107314 |
101,28 |
101,44 |
3,40 |
3,36 |
101,36 |
3,38 |
PS0718 |
PL0000107595 |
96,17 |
96,38 |
3,48 |
3,42 |
96,28 |
3,45 |
WZ0119 |
PL0000107603 |
98,97 |
99,08 |
--- |
--- |
99,03 |
--- |
DS1019 |
PL0000105441 |
109,26 |
109,47 |
3,61 |
3,57 |
109,37 |
3,59 |
DS1020 |
PL0000106126 |
108,28 |
108,58 |
3,78 |
3,73 |
108,43 |
3,76 |
WZ0121 |
PL0000106068 |
98,04 |
98,19 |
--- |
--- |
98,12 |
--- |
DS1021 |
PL0000106670 |
111,50 |
111,83 |
3,94 |
3,90 |
111,67 |
3,92 |
WS0922 |
PL0000102646 |
111,88 |
112,18 |
4,05 |
4,01 |
112,03 |
4,03 |
IZ0823 |
PL0000105359 |
103,81 |
104,52 |
--- |
--- |
104,17 |
--- |
DS1023 |
PL0000107264 |
99,14 |
99,45 |
4,11 |
4,07 |
99,30 |
4,09 |
WZ0124 |
PL0000107454 |
96,75 |
96,92 |
--- |
--- |
96,84 |
--- |
WS0429 |
PL0000105391 |
113,19 |
113,98 |
4,52 |
4,45 |
113,59 |
4,48 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
99,38 |
99,46 |
2,42 |
2,11 |
99,42 |
2,27 |
WZ0115 |
PL0000106480 |
100,04 |
100,08 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
102,71 |
102,76 |
2,74 |
2,69 |
102,74 |
2,71 |
OK0715 |
PL0000107405 |
96,61 |
96,70 |
2,78 |
2,70 |
96,66 |
2,74 |
DS1015 |
PL0000103602 |
104,96 |
105,07 |
2,83 |
2,75 |
105,02 |
2,79 |
OK0116 |
PL0000107587 |
94,97 |
95,05 |
2,97 |
2,92 |
95,01 |
2,95 |
PS0416 |
PL0000106340 |
103,87 |
103,96 |
2,98 |
2,94 |
103,92 |
2,96 |
OK0716 |
PL0000107926 |
93,44 |
93,53 |
3,05 |
3,00 |
93,49 |
3,02 |
IZ0816 |
PL0000103529 |
103,78 |
104,33 |
--- |
--- |
104,06 |
--- |
PS1016 |
PL0000106795 |
103,99 |
104,09 |
3,06 |
3,02 |
104,04 |
3,04 |
WZ0117 |
PL0000106936 |
99,78 |
99,87 |
--- |
--- |
99,83 |
--- |
PS0417 |
PL0000107058 |
104,27 |
104,44 |
3,23 |
3,18 |
104,36 |
3,20 |
DS1017 |
PL0000104543 |
106,24 |
106,40 |
3,33 |
3,28 |
106,32 |
3,30 |
WZ0118 |
PL0000104717 |
99,40 |
99,52 |
--- |
--- |
99,46 |
--- |
PS0418 |
PL0000107314 |
101,13 |
101,29 |
3,44 |
3,40 |
101,21 |
3,42 |
PS0718 |
PL0000107595 |
96,03 |
96,19 |
3,52 |
3,47 |
96,11 |
3,49 |
WZ0119 |
PL0000107603 |
98,96 |
99,07 |
--- |
--- |
99,02 |
--- |
DS1019 |
PL0000105441 |
109,07 |
109,26 |
3,65 |
3,61 |
109,17 |
3,63 |
DS1020 |
PL0000106126 |
107,96 |
108,28 |
3,84 |
3,78 |
108,12 |
3,81 |
WZ0121 |
PL0000106068 |
98,04 |
98,17 |
--- |
--- |
98,11 |
--- |
DS1021 |
PL0000106670 |
111,27 |
111,52 |
3,98 |
3,94 |
111,40 |
3,96 |
WS0922 |
PL0000102646 |
111,63 |
111,95 |
4,08 |
4,04 |
111,79 |
4,06 |
IZ0823 |
PL0000105359 |
103,79 |
104,40 |
--- |
--- |
104,10 |
--- |
DS1023 |
PL0000107264 |
99,02 |
99,25 |
4,12 |
4,09 |
99,14 |
4,11 |
WZ0124 |
PL0000107454 |
96,75 |
96,91 |
--- |
--- |
96,83 |
--- |
WS0429 |
PL0000105391 |
112,85 |
113,63 |
4,55 |
4,48 |
113,24 |
4,51 |
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 |
2,100 |
2,200 |
2,161 |
180 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
5 |
DS1021 |
PL0000106670 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
25 |
PS0417 |
PL0000107058 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
180 |
PS0418 |
PL0000107314 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
115 |
PS0718 |
PL0000107595 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
30 |
DS1017 |
PL0000104543 |
1/6 |
5 |
2,200 |
2,200 |
2,200 |
50 |
PS0418 |
PL0000107314 |
1/6 |
5 |
2,300 |
2,360 |
2,351 |
320 |
OK0715 |
PL0000107405 |
1/6 |
5 |
2,360 |
2,360 |
2,360 |
180 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,320 |
2,320 |
2,320 |
50 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
40 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
120 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
70 |
OK0715 |
PL0000107405 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
200 |
OK0116 |
PL0000107587 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
55 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
35 |
WZ0115 |
PL0000106480 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
15 |
TOTAL |
1 670 |
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 |
2,540 |
2,540 |
2,540 |
800 |
TOTAL |
800 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.