2014-04-17 |
MARKET DATA |
No 75 (2357) |
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 |
1 147,50 |
1 181,97 |
82 |
2 120,00 |
2 260,05 |
19 |
3 267,50 |
3 442,02 |
101 |
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) |
OK0714 |
PL0000107009 |
99,41 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,72 |
102,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
96,66 |
96,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,02 |
105,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
95,04 |
95,03 |
95,050 |
95,060 |
95,020 |
95,020 |
95,050 |
150 000 |
142,58 |
7 |
PS0416 |
PL0000106340 |
103,90 |
103,91 |
103,930 |
103,930 |
103,930 |
103,930 |
103,930 |
60 000 |
65,34 |
3 |
OK0716 |
PL0000107926 |
93,49 |
93,45 |
93,490 |
93,490 |
93,440 |
93,440 |
93,454 |
127 500 |
119,15 |
7 |
PS1016 |
PL0000106795 |
104,10 |
104,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,38 |
104,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,35 |
106,31 |
106,340 |
106,340 |
106,340 |
106,340 |
106,340 |
25 000 |
27,23 |
2 |
PS0418 |
PL0000107314 |
101,25 |
101,15 |
101,245 |
101,290 |
101,150 |
101,180 |
101,217 |
50 000 |
52,47 |
4 |
PS0718 |
PL0000107595 |
96,18 |
96,10 |
96,190 |
96,220 |
96,020 |
96,020 |
96,170 |
220 000 |
215,67 |
10 |
DS1019 |
PL0000105441 |
109,24 |
109,12 |
109,230 |
109,230 |
109,120 |
109,120 |
109,189 |
85 000 |
95,12 |
8 |
DS1020 |
PL0000106126 |
108,24 |
108,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,61 |
111,35 |
111,660 |
111,700 |
111,190 |
111,240 |
111,446 |
120 000 |
137,14 |
12 |
WS0922 |
PL0000102646 |
112,05 |
111,84 |
112,050 |
112,050 |
111,800 |
111,800 |
111,986 |
80 000 |
92,26 |
8 |
DS1023 |
PL0000107264 |
99,37 |
99,14 |
99,310 |
99,310 |
99,050 |
99,110 |
99,238 |
220 000 |
222,66 |
20 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
113,54 |
113,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
107,00 |
114,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,96 |
104,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,25 |
104,22 |
104,330 |
104,330 |
104,330 |
104,330 |
104,330 |
10 000 |
12,34 |
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 |
99,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,43 |
99,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,03 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,10 |
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 |
1 147 500 |
1 181,97 |
82 |
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 |
105,35 |
105,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,65 |
109,10 |
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 |
102,40 |
102,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,30 |
116,60 |
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 |
118,25 |
119,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
112,90 |
113,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
104,90 |
105,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
107,90 |
108,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
124,25 |
125,35 |
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 |
2,41 |
2,09 |
99,43 |
2,25 |
WZ0115 |
PL0000106480 |
100,04 |
100,08 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
102,69 |
102,76 |
2,75 |
2,68 |
102,73 |
2,71 |
OK0715 |
PL0000107405 |
96,62 |
96,72 |
2,78 |
2,69 |
96,67 |
2,74 |
DS1015 |
PL0000103602 |
104,97 |
105,06 |
2,81 |
2,76 |
105,02 |
2,78 |
OK0116 |
PL0000107587 |
94,97 |
95,06 |
2,98 |
2,92 |
95,02 |
2,95 |
PS0416 |
PL0000106340 |
103,83 |
103,95 |
3,00 |
2,94 |
103,89 |
2,97 |
OK0716 |
PL0000107926 |
93,44 |
93,53 |
3,05 |
3,01 |
93,49 |
3,03 |
IZ0816 |
PL0000103529 |
103,78 |
104,26 |
--- |
--- |
104,02 |
--- |
PS1016 |
PL0000106795 |
103,99 |
104,12 |
3,06 |
3,01 |
104,06 |
3,03 |
WZ0117 |
PL0000106936 |
99,79 |
99,85 |
--- |
--- |
99,82 |
--- |
PS0417 |
PL0000107058 |
104,29 |
104,45 |
3,23 |
3,17 |
104,37 |
3,20 |
DS1017 |
PL0000104543 |
106,26 |
106,43 |
3,32 |
3,27 |
106,35 |
3,29 |
WZ0118 |
PL0000104717 |
99,41 |
99,51 |
--- |
--- |
99,46 |
--- |
PS0418 |
PL0000107314 |
101,17 |
101,32 |
3,43 |
3,39 |
101,25 |
3,41 |
PS0718 |
PL0000107595 |
96,08 |
96,23 |
3,50 |
3,46 |
96,16 |
3,48 |
WZ0119 |
PL0000107603 |
98,99 |
99,08 |
--- |
--- |
99,04 |
--- |
DS1019 |
PL0000105441 |
109,07 |
109,30 |
3,65 |
3,60 |
109,19 |
3,62 |
DS1020 |
PL0000106126 |
108,03 |
108,34 |
3,82 |
3,77 |
108,19 |
3,80 |
WZ0121 |
PL0000106068 |
98,05 |
98,18 |
--- |
--- |
98,12 |
--- |
DS1021 |
PL0000106670 |
111,29 |
111,60 |
3,97 |
3,93 |
111,45 |
3,95 |
WS0922 |
PL0000102646 |
111,72 |
112,04 |
4,07 |
4,03 |
111,88 |
4,05 |
IZ0823 |
PL0000105359 |
103,75 |
104,34 |
--- |
--- |
104,05 |
--- |
DS1023 |
PL0000107264 |
99,08 |
99,36 |
4,11 |
4,08 |
99,22 |
4,10 |
WZ0124 |
PL0000107454 |
96,75 |
96,91 |
--- |
--- |
96,83 |
--- |
WS0429 |
PL0000105391 |
113,06 |
113,85 |
4,53 |
4,46 |
113,46 |
4,49 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
99,40 |
99,47 |
2,37 |
2,09 |
99,44 |
2,21 |
WZ0115 |
PL0000106480 |
100,04 |
100,08 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
102,69 |
102,76 |
2,75 |
2,68 |
102,73 |
2,71 |
OK0715 |
PL0000107405 |
96,64 |
96,73 |
2,76 |
2,68 |
96,69 |
2,72 |
DS1015 |
PL0000103602 |
104,98 |
105,06 |
2,81 |
2,76 |
105,02 |
2,78 |
OK0116 |
PL0000107587 |
94,98 |
95,06 |
2,97 |
2,92 |
95,02 |
2,95 |
PS0416 |
PL0000106340 |
103,83 |
103,94 |
3,00 |
2,94 |
103,89 |
2,97 |
OK0716 |
PL0000107926 |
93,41 |
93,51 |
3,07 |
3,02 |
93,46 |
3,04 |
IZ0816 |
PL0000103529 |
103,73 |
104,28 |
--- |
--- |
104,01 |
--- |
PS1016 |
PL0000106795 |
103,95 |
104,10 |
3,08 |
3,02 |
104,03 |
3,05 |
WZ0117 |
PL0000106936 |
99,79 |
99,85 |
--- |
--- |
99,82 |
--- |
PS0417 |
PL0000107058 |
104,28 |
104,44 |
3,23 |
3,17 |
104,36 |
3,20 |
DS1017 |
PL0000104543 |
106,19 |
106,38 |
3,34 |
3,29 |
106,29 |
3,31 |
WZ0118 |
PL0000104717 |
99,41 |
99,51 |
--- |
--- |
99,46 |
--- |
PS0418 |
PL0000107314 |
101,05 |
101,23 |
3,46 |
3,41 |
101,14 |
3,44 |
PS0718 |
PL0000107595 |
95,99 |
96,14 |
3,53 |
3,49 |
96,07 |
3,51 |
WZ0119 |
PL0000107603 |
98,98 |
99,08 |
--- |
--- |
99,03 |
--- |
DS1019 |
PL0000105441 |
108,97 |
109,17 |
3,66 |
3,63 |
109,07 |
3,65 |
DS1020 |
PL0000106126 |
107,93 |
108,19 |
3,84 |
3,80 |
108,06 |
3,82 |
WZ0121 |
PL0000106068 |
98,06 |
98,20 |
--- |
--- |
98,13 |
--- |
DS1021 |
PL0000106670 |
111,18 |
111,48 |
3,99 |
3,95 |
111,33 |
3,97 |
WS0922 |
PL0000102646 |
111,61 |
111,93 |
4,09 |
4,04 |
111,77 |
4,06 |
IZ0823 |
PL0000105359 |
103,98 |
104,46 |
--- |
--- |
104,22 |
--- |
DS1023 |
PL0000107264 |
99,00 |
99,21 |
4,12 |
4,10 |
99,11 |
4,11 |
WZ0124 |
PL0000107454 |
96,76 |
96,92 |
--- |
--- |
96,84 |
--- |
WS0429 |
PL0000105391 |
112,87 |
113,67 |
4,54 |
4,47 |
113,27 |
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) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
5/6 |
1 |
2,400 |
2,400 |
2,400 |
25 |
DS1017 |
PL0000104543 |
5/6 |
1 |
2,250 |
2,250 |
2,250 |
30 |
DS1020 |
PL0000106126 |
5/6 |
1 |
2,360 |
2,360 |
2,360 |
385 |
OK0715 |
PL0000107405 |
5/6 |
1 |
2,360 |
2,360 |
2,360 |
180 |
WZ0121 |
PL0000106068 |
5/6 |
1 |
2,360 |
2,360 |
2,360 |
180 |
WZ0117 |
PL0000106936 |
5/6 |
1 |
2,360 |
2,360 |
2,360 |
60 |
DS1020 |
PL0000106126 |
0/5 |
5 |
2,360 |
2,360 |
2,360 |
5 |
WZ0117 |
PL0000106936 |
0/5 |
5 |
2,400 |
2,400 |
2,400 |
60 |
WS0922 |
PL0000102646 |
5/12 |
7 |
2,360 |
2,360 |
2,360 |
100 |
DS1017 |
PL0000104543 |
5/12 |
7 |
2,250 |
2,300 |
2,275 |
360 |
DS1019 |
PL0000105441 |
5/12 |
7 |
2,220 |
2,220 |
2,220 |
40 |
DS1020 |
PL0000106126 |
5/12 |
7 |
2,360 |
2,360 |
2,360 |
60 |
OK0715 |
PL0000107405 |
5/12 |
7 |
2,360 |
2,360 |
2,360 |
20 |
DS1020 |
PL0000106126 |
6/13 |
7 |
2,360 |
2,360 |
2,360 |
400 |
PS1016 |
PL0000106795 |
6/13 |
7 |
2,220 |
2,250 |
2,237 |
35 |
WZ0121 |
PL0000106068 |
6/13 |
7 |
2,360 |
2,360 |
2,360 |
180 |
TOTAL |
2 120 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.