2014-04-22 |
MARKET DATA |
No 76 (2358) |
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 |
660,00 |
664,68 |
34 |
2 720,00 |
2 874,14 |
36 |
3 380,00 |
3 538,82 |
70 |
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 |
99,42 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,71 |
102,73 |
102,730 |
102,730 |
102,730 |
102,730 |
102,730 |
100 000 |
102,73 |
1 |
OK0715 |
PL0000107405 |
96,67 |
96,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,00 |
105,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
95,01 |
95,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,86 |
103,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
93,44 |
93,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,00 |
104,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,31 |
104,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,30 |
106,27 |
106,300 |
106,310 |
106,300 |
106,310 |
106,308 |
40 000 |
43,56 |
2 |
PS0418 |
PL0000107314 |
101,08 |
101,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
96,00 |
96,04 |
96,000 |
96,000 |
95,990 |
95,990 |
95,993 |
30 000 |
29,36 |
2 |
DS1019 |
PL0000105441 |
109,02 |
109,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,93 |
108,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,20 |
111,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,64 |
111,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
99,05 |
99,04 |
99,070 |
99,070 |
99,030 |
99,040 |
99,043 |
80 000 |
80,82 |
7 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
113,03 |
113,34 |
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 |
103,90 |
104,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,00 |
104,22 |
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 |
99,83 |
99,83 |
99,830 |
99,830 |
99,830 |
99,830 |
99,830 |
15 000 |
15,07 |
1 |
WZ0118 |
PL0000104717 |
99,46 |
99,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,09 |
99,07 |
99,070 |
99,120 |
99,070 |
99,100 |
99,088 |
295 000 |
294,28 |
13 |
WZ0121 |
PL0000106068 |
98,20 |
98,15 |
98,150 |
98,200 |
98,150 |
98,200 |
98,174 |
100 000 |
98,84 |
8 |
WZ0124 |
PL0000107454 |
96,85 |
96,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
660 000 |
664,68 |
34 |
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 |
105,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,70 |
109,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,00 |
119,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
102,30 |
102,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,25 |
116,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
115,40 |
115,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
118,35 |
119,25 |
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 |
104,95 |
106,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
108,00 |
109,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
124,75 |
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 |
99,40 |
99,47 |
2,39 |
2,11 |
99,44 |
2,23 |
WZ0115 |
PL0000106480 |
100,04 |
100,08 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
102,68 |
102,75 |
2,74 |
2,67 |
102,72 |
2,70 |
OK0715 |
PL0000107405 |
96,63 |
96,73 |
2,78 |
2,69 |
96,68 |
2,73 |
DS1015 |
PL0000103602 |
104,97 |
105,06 |
2,81 |
2,75 |
105,02 |
2,78 |
OK0116 |
PL0000107587 |
94,98 |
95,09 |
2,98 |
2,91 |
95,04 |
2,94 |
PS0416 |
PL0000106340 |
103,84 |
103,96 |
2,99 |
2,92 |
103,90 |
2,95 |
OK0716 |
PL0000107926 |
93,41 |
93,53 |
3,07 |
3,01 |
93,47 |
3,04 |
IZ0816 |
PL0000103529 |
103,65 |
104,21 |
--- |
--- |
103,93 |
--- |
PS1016 |
PL0000106795 |
103,96 |
104,10 |
3,07 |
3,02 |
104,03 |
3,04 |
WZ0117 |
PL0000106936 |
99,78 |
99,86 |
--- |
--- |
99,82 |
--- |
PS0417 |
PL0000107058 |
104,25 |
104,42 |
3,23 |
3,18 |
104,34 |
3,20 |
DS1017 |
PL0000104543 |
106,12 |
106,32 |
3,36 |
3,30 |
106,22 |
3,33 |
WZ0118 |
PL0000104717 |
99,41 |
99,52 |
--- |
--- |
99,47 |
--- |
PS0418 |
PL0000107314 |
100,99 |
101,21 |
3,48 |
3,42 |
101,10 |
3,45 |
PS0718 |
PL0000107595 |
95,92 |
96,13 |
3,55 |
3,49 |
96,03 |
3,52 |
WZ0119 |
PL0000107603 |
98,98 |
99,10 |
--- |
--- |
99,04 |
--- |
DS1019 |
PL0000105441 |
108,89 |
109,15 |
3,68 |
3,63 |
109,02 |
3,65 |
DS1020 |
PL0000106126 |
107,85 |
108,16 |
3,85 |
3,80 |
108,01 |
3,83 |
WZ0121 |
PL0000106068 |
98,06 |
98,20 |
--- |
--- |
98,13 |
--- |
DS1021 |
PL0000106670 |
111,09 |
111,42 |
4,00 |
3,95 |
111,26 |
3,98 |
WS0922 |
PL0000102646 |
111,54 |
111,89 |
4,09 |
4,05 |
111,72 |
4,07 |
IZ0823 |
PL0000105359 |
103,72 |
104,39 |
--- |
--- |
104,06 |
--- |
DS1023 |
PL0000107264 |
98,89 |
99,19 |
4,14 |
4,10 |
99,04 |
4,12 |
WZ0124 |
PL0000107454 |
96,76 |
96,93 |
--- |
--- |
96,85 |
--- |
WS0429 |
PL0000105391 |
112,80 |
113,54 |
4,55 |
4,49 |
113,17 |
4,52 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
99,40 |
99,46 |
2,39 |
2,15 |
99,43 |
2,27 |
WZ0115 |
PL0000106480 |
100,04 |
100,08 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
102,69 |
102,74 |
2,73 |
2,68 |
102,72 |
2,70 |
OK0715 |
PL0000107405 |
96,65 |
96,73 |
2,76 |
2,69 |
96,69 |
2,72 |
DS1015 |
PL0000103602 |
104,97 |
105,04 |
2,81 |
2,76 |
105,01 |
2,78 |
OK0116 |
PL0000107587 |
94,99 |
95,08 |
2,97 |
2,91 |
95,04 |
2,94 |
PS0416 |
PL0000106340 |
103,83 |
103,93 |
2,99 |
2,94 |
103,88 |
2,96 |
OK0716 |
PL0000107926 |
93,42 |
93,52 |
3,06 |
3,02 |
93,47 |
3,04 |
IZ0816 |
PL0000103529 |
103,74 |
104,20 |
--- |
--- |
103,97 |
--- |
PS1016 |
PL0000106795 |
103,98 |
104,08 |
3,06 |
3,02 |
104,03 |
3,04 |
WZ0117 |
PL0000106936 |
99,81 |
99,88 |
--- |
--- |
99,85 |
--- |
PS0417 |
PL0000107058 |
104,23 |
104,42 |
3,24 |
3,18 |
104,33 |
3,21 |
DS1017 |
PL0000104543 |
106,13 |
106,36 |
3,36 |
3,29 |
106,25 |
3,32 |
WZ0118 |
PL0000104717 |
99,43 |
99,52 |
--- |
--- |
99,48 |
--- |
PS0418 |
PL0000107314 |
101,02 |
101,23 |
3,47 |
3,41 |
101,13 |
3,44 |
PS0718 |
PL0000107595 |
95,96 |
96,13 |
3,54 |
3,49 |
96,05 |
3,51 |
WZ0119 |
PL0000107603 |
99,06 |
99,16 |
--- |
--- |
99,11 |
--- |
DS1019 |
PL0000105441 |
108,91 |
109,20 |
3,68 |
3,62 |
109,06 |
3,65 |
DS1020 |
PL0000106126 |
107,88 |
108,21 |
3,85 |
3,79 |
108,05 |
3,82 |
WZ0121 |
PL0000106068 |
98,15 |
98,30 |
--- |
--- |
98,23 |
--- |
DS1021 |
PL0000106670 |
111,11 |
111,45 |
4,00 |
3,95 |
111,28 |
3,97 |
WS0922 |
PL0000102646 |
111,58 |
111,91 |
4,09 |
4,05 |
111,75 |
4,07 |
IZ0823 |
PL0000105359 |
103,80 |
104,41 |
--- |
--- |
104,11 |
--- |
DS1023 |
PL0000107264 |
98,99 |
99,19 |
4,13 |
4,10 |
99,09 |
4,11 |
WZ0124 |
PL0000107454 |
96,81 |
96,94 |
--- |
--- |
96,88 |
--- |
WS0429 |
PL0000105391 |
112,90 |
113,54 |
4,54 |
4,49 |
113,22 |
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 |
2,250 |
2,360 |
2,326 |
320 |
DS1019 |
PL0000105441 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
115 |
PS0416 |
PL0000106340 |
0/1 |
1 |
2,300 |
2,480 |
2,435 |
200 |
PS1016 |
PL0000106795 |
0/1 |
1 |
2,250 |
2,250 |
2,250 |
10 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
85 |
PS0718 |
PL0000107595 |
0/1 |
1 |
2,410 |
2,410 |
2,410 |
5 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,260 |
2,260 |
2,260 |
70 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,250 |
2,350 |
2,259 |
220 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,230 |
2,230 |
2,230 |
300 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
15 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,360 |
2,360 |
2,360 |
175 |
OK0716 |
PL0000107926 |
1/2 |
1 |
2,360 |
2,360 |
2,360 |
5 |
DS1015 |
PL0000103602 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
25 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
300 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,250 |
2,360 |
2,355 |
120 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
5 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,300 |
2,300 |
2,300 |
280 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
210 |
OK0116 |
PL0000107587 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
50 |
OK0716 |
PL0000107926 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
200 |
WZ0117 |
PL0000106936 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
10 |
TOTAL |
2 720 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.