2014-04-23 |
MARKET DATA |
No 77 (2359) |
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 |
1 860,00 |
1 864,26 |
92 |
2 970,00 |
3 169,98 |
25 |
4 830,00 |
5 034,24 |
117 |
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 |
99,43 |
99,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,71 |
102,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
96,69 |
96,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,99 |
105,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
95,05 |
95,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,88 |
103,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
93,49 |
93,44 |
93,460 |
93,510 |
93,420 |
93,510 |
93,451 |
435 000 |
406,51 |
17 |
PS1016 |
PL0000106795 |
104,03 |
103,96 |
103,970 |
104,040 |
103,960 |
104,040 |
103,970 |
440 000 |
467,89 |
10 |
PS0417 |
PL0000107058 |
104,34 |
104,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,30 |
106,28 |
106,350 |
106,380 |
106,350 |
106,380 |
106,365 |
20 000 |
21,80 |
2 |
PS0418 |
PL0000107314 |
101,10 |
100,98 |
101,010 |
101,010 |
101,010 |
101,010 |
101,010 |
30 000 |
30,30 |
1 |
PS0718 |
PL0000107595 |
96,03 |
95,93 |
95,910 |
96,030 |
95,900 |
96,020 |
95,952 |
310 000 |
303,27 |
18 |
DS1019 |
PL0000105441 |
109,05 |
109,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,00 |
108,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,30 |
111,27 |
111,300 |
111,300 |
111,250 |
111,250 |
111,292 |
65 000 |
74,20 |
9 |
WS0922 |
PL0000102646 |
111,75 |
111,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
99,12 |
98,95 |
99,020 |
99,180 |
98,950 |
99,160 |
99,135 |
140 000 |
141,58 |
12 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
113,30 |
113,18 |
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 |
103,95 |
104,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,06 |
100,06 |
100,070 |
100,070 |
100,060 |
100,060 |
100,060 |
105 000 |
105,77 |
3 |
WZ0117 |
PL0000106936 |
99,84 |
99,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,49 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,20 |
99,14 |
99,220 |
99,250 |
99,180 |
99,190 |
99,235 |
120 000 |
119,89 |
7 |
WZ0121 |
PL0000106068 |
98,33 |
98,26 |
98,270 |
98,350 |
98,270 |
98,350 |
98,319 |
195 000 |
193,04 |
13 |
WZ0124 |
PL0000107454 |
96,94 |
96,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 860 000 |
1 864,26 |
92 |
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 |
108,65 |
108,95 |
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 |
102,25 |
102,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,25 |
116,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
115,50 |
115,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
118,40 |
119,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
113,00 |
113,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
104,95 |
105,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
107,90 |
108,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
124,50 |
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 |
2,42 |
2,14 |
99,44 |
2,26 |
WZ0115 |
PL0000106480 |
100,04 |
100,08 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
102,67 |
102,75 |
2,76 |
2,68 |
102,71 |
2,72 |
OK0715 |
PL0000107405 |
96,65 |
96,75 |
2,76 |
2,68 |
96,70 |
2,72 |
DS1015 |
PL0000103602 |
104,97 |
105,05 |
2,80 |
2,75 |
105,01 |
2,78 |
OK0116 |
PL0000107587 |
95,01 |
95,09 |
2,96 |
2,91 |
95,05 |
2,94 |
PS0416 |
PL0000106340 |
103,83 |
103,95 |
2,99 |
2,93 |
103,89 |
2,96 |
OK0716 |
PL0000107926 |
93,42 |
93,48 |
3,07 |
3,04 |
93,45 |
3,05 |
IZ0816 |
PL0000103529 |
103,61 |
104,20 |
--- |
--- |
103,91 |
--- |
PS1016 |
PL0000106795 |
103,94 |
104,03 |
3,08 |
3,04 |
103,99 |
3,06 |
WZ0117 |
PL0000106936 |
99,80 |
99,88 |
--- |
--- |
99,84 |
--- |
PS0417 |
PL0000107058 |
104,21 |
104,38 |
3,25 |
3,19 |
104,30 |
3,22 |
DS1017 |
PL0000104543 |
106,19 |
106,34 |
3,34 |
3,29 |
106,27 |
3,31 |
WZ0118 |
PL0000104717 |
99,44 |
99,56 |
--- |
--- |
99,50 |
--- |
PS0418 |
PL0000107314 |
100,92 |
101,15 |
3,50 |
3,43 |
101,04 |
3,46 |
PS0718 |
PL0000107595 |
95,86 |
96,04 |
3,56 |
3,52 |
95,95 |
3,54 |
WZ0119 |
PL0000107603 |
99,07 |
99,18 |
--- |
--- |
99,13 |
--- |
DS1019 |
PL0000105441 |
108,82 |
109,10 |
3,69 |
3,64 |
108,96 |
3,67 |
DS1020 |
PL0000106126 |
107,78 |
108,11 |
3,87 |
3,81 |
107,95 |
3,84 |
WZ0121 |
PL0000106068 |
98,16 |
98,32 |
--- |
--- |
98,24 |
--- |
DS1021 |
PL0000106670 |
110,99 |
111,36 |
4,02 |
3,96 |
111,18 |
3,99 |
WS0922 |
PL0000102646 |
111,50 |
111,80 |
4,10 |
4,06 |
111,65 |
4,08 |
IZ0823 |
PL0000105359 |
103,65 |
104,43 |
--- |
--- |
104,04 |
--- |
DS1023 |
PL0000107264 |
98,96 |
99,19 |
4,13 |
4,10 |
99,08 |
4,11 |
WZ0124 |
PL0000107454 |
96,82 |
97,00 |
--- |
--- |
96,91 |
--- |
WS0429 |
PL0000105391 |
112,92 |
113,56 |
4,54 |
4,49 |
113,24 |
4,51 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
99,41 |
99,47 |
2,38 |
2,14 |
99,44 |
2,26 |
WZ0115 |
PL0000106480 |
100,04 |
100,08 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
102,69 |
102,74 |
2,74 |
2,69 |
102,72 |
2,71 |
OK0715 |
PL0000107405 |
96,67 |
96,74 |
2,75 |
2,69 |
96,71 |
2,71 |
DS1015 |
PL0000103602 |
104,97 |
105,05 |
2,80 |
2,75 |
105,01 |
2,78 |
OK0116 |
PL0000107587 |
95,03 |
95,12 |
2,95 |
2,89 |
95,08 |
2,92 |
PS0416 |
PL0000106340 |
103,85 |
103,98 |
2,98 |
2,92 |
103,92 |
2,95 |
OK0716 |
PL0000107926 |
93,46 |
93,54 |
3,05 |
3,01 |
93,50 |
3,03 |
IZ0816 |
PL0000103529 |
103,74 |
104,30 |
--- |
--- |
104,02 |
--- |
PS1016 |
PL0000106795 |
104,01 |
104,14 |
3,05 |
3,00 |
104,08 |
3,02 |
WZ0117 |
PL0000106936 |
99,79 |
99,87 |
--- |
--- |
99,83 |
--- |
PS0417 |
PL0000107058 |
104,31 |
104,47 |
3,22 |
3,16 |
104,39 |
3,19 |
DS1017 |
PL0000104543 |
106,26 |
106,45 |
3,32 |
3,26 |
106,36 |
3,29 |
WZ0118 |
PL0000104717 |
99,44 |
99,54 |
--- |
--- |
99,49 |
--- |
PS0418 |
PL0000107314 |
101,07 |
101,21 |
3,46 |
3,42 |
101,14 |
3,44 |
PS0718 |
PL0000107595 |
95,96 |
96,09 |
3,54 |
3,50 |
96,03 |
3,52 |
WZ0119 |
PL0000107603 |
99,12 |
99,26 |
--- |
--- |
99,19 |
--- |
DS1019 |
PL0000105441 |
108,96 |
109,20 |
3,67 |
3,62 |
109,08 |
3,64 |
DS1020 |
PL0000106126 |
107,90 |
108,27 |
3,85 |
3,78 |
108,09 |
3,81 |
WZ0121 |
PL0000106068 |
98,29 |
98,46 |
--- |
--- |
98,38 |
--- |
DS1021 |
PL0000106670 |
111,21 |
111,41 |
3,98 |
3,96 |
111,31 |
3,97 |
WS0922 |
PL0000102646 |
111,61 |
112,00 |
4,08 |
4,03 |
111,81 |
4,06 |
IZ0823 |
PL0000105359 |
103,73 |
104,49 |
--- |
--- |
104,11 |
--- |
DS1023 |
PL0000107264 |
99,05 |
99,21 |
4,12 |
4,10 |
99,13 |
4,11 |
WZ0124 |
PL0000107454 |
96,88 |
97,10 |
--- |
--- |
96,99 |
--- |
WS0429 |
PL0000105391 |
113,03 |
113,66 |
4,53 |
4,48 |
113,35 |
4,50 |
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 |
450 |
WZ0117 |
PL0000106936 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
60 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
100 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
85 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,360 |
2,360 |
2,360 |
175 |
OK0716 |
PL0000107926 |
1/2 |
1 |
2,360 |
2,360 |
2,360 |
5 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
2,360 |
2,360 |
2,360 |
60 |
DS1019 |
PL0000105441 |
2/9 |
7 |
2,250 |
2,250 |
2,250 |
15 |
PS1016 |
PL0000106795 |
2/9 |
7 |
2,150 |
2,200 |
2,175 |
800 |
DS1015 |
PL0000103602 |
1/9 |
8 |
2,360 |
2,360 |
2,360 |
30 |
DS1017 |
PL0000104543 |
1/9 |
8 |
2,300 |
2,300 |
2,300 |
120 |
DS1019 |
PL0000105441 |
1/9 |
8 |
2,250 |
2,360 |
2,318 |
265 |
DS1020 |
PL0000106126 |
1/9 |
8 |
2,360 |
2,360 |
2,360 |
405 |
PS1016 |
PL0000106795 |
1/9 |
8 |
2,200 |
2,300 |
2,232 |
95 |
OK0715 |
PL0000107405 |
1/9 |
8 |
2,400 |
2,400 |
2,400 |
200 |
WZ0121 |
PL0000106068 |
1/9 |
8 |
2,360 |
2,360 |
2,360 |
30 |
WZ0119 |
PL0000107603 |
1/9 |
8 |
2,400 |
2,400 |
2,400 |
75 |
TOTAL |
2 970 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.