2014-04-24 |
MARKET DATA |
No 78 (2360) |
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 |
760,00 |
797,99 |
53 |
1 545,00 |
1 599,79 |
18 |
2 305,00 |
2 397,78 |
71 |
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 |
99,45 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,71 |
102,71 |
102,710 |
102,710 |
102,710 |
102,710 |
102,710 |
100 000 |
102,76 |
1 |
OK0715 |
PL0000107405 |
96,72 |
96,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,99 |
105,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
95,08 |
95,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,88 |
103,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
93,55 |
93,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,05 |
104,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,45 |
104,40 |
104,450 |
104,450 |
104,430 |
104,430 |
104,435 |
55 000 |
57,46 |
6 |
DS1017 |
PL0000104543 |
106,44 |
106,40 |
106,510 |
106,510 |
106,510 |
106,510 |
106,510 |
25 000 |
27,29 |
1 |
PS0418 |
PL0000107314 |
101,24 |
101,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
96,17 |
96,08 |
96,080 |
96,180 |
96,070 |
96,070 |
96,092 |
240 000 |
235,17 |
15 |
DS1019 |
PL0000105441 |
109,23 |
109,11 |
109,120 |
109,200 |
109,120 |
109,200 |
109,188 |
120 000 |
134,37 |
10 |
DS1020 |
PL0000106126 |
108,27 |
108,14 |
108,170 |
108,170 |
108,170 |
108,170 |
108,170 |
10 000 |
11,08 |
1 |
DS1021 |
PL0000106670 |
111,47 |
111,39 |
111,410 |
111,410 |
111,410 |
111,410 |
111,410 |
10 000 |
11,43 |
1 |
WS0922 |
PL0000102646 |
112,12 |
111,90 |
112,010 |
112,120 |
112,010 |
112,040 |
112,059 |
100 000 |
115,48 |
10 |
DS1023 |
PL0000107264 |
99,35 |
99,18 |
99,220 |
99,250 |
99,200 |
99,200 |
99,224 |
50 000 |
50,63 |
5 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
113,78 |
113,62 |
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 |
104,00 |
104,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,40 |
104,31 |
104,450 |
104,450 |
104,450 |
104,450 |
104,450 |
10 000 |
12,36 |
1 |
WZ0115 |
PL0000106480 |
100,06 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,83 |
99,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,47 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,19 |
99,21 |
99,190 |
99,190 |
99,180 |
99,180 |
99,186 |
40 000 |
39,95 |
2 |
WZ0121 |
PL0000106068 |
98,32 |
98,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,93 |
97,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
760 000 |
797,99 |
53 |
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 |
105,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,60 |
108,85 |
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 |
102,25 |
102,50 |
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 |
115,75 |
116,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
118,50 |
119,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
113,00 |
113,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
105,00 |
105,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
108,00 |
108,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
124,25 |
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 |
99,42 |
99,52 |
2,42 |
2,00 |
99,47 |
2,21 |
WZ0115 |
PL0000106480 |
100,03 |
100,09 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
102,66 |
102,75 |
2,74 |
2,65 |
102,71 |
2,69 |
OK0715 |
PL0000107405 |
96,69 |
96,80 |
2,75 |
2,66 |
96,75 |
2,70 |
DS1015 |
PL0000103602 |
104,93 |
105,03 |
2,81 |
2,74 |
104,98 |
2,78 |
OK0116 |
PL0000107587 |
95,04 |
95,14 |
2,96 |
2,90 |
95,09 |
2,93 |
PS0416 |
PL0000106340 |
103,84 |
103,97 |
2,98 |
2,92 |
103,91 |
2,95 |
OK0716 |
PL0000107926 |
93,47 |
93,58 |
3,06 |
3,00 |
93,53 |
3,03 |
IZ0816 |
PL0000103529 |
103,70 |
104,26 |
--- |
--- |
103,98 |
--- |
PS1016 |
PL0000106795 |
103,97 |
104,14 |
3,06 |
2,99 |
104,06 |
3,02 |
WZ0117 |
PL0000106936 |
99,79 |
99,88 |
--- |
--- |
99,84 |
--- |
PS0417 |
PL0000107058 |
104,27 |
104,45 |
3,23 |
3,16 |
104,36 |
3,20 |
DS1017 |
PL0000104543 |
106,25 |
106,43 |
3,32 |
3,26 |
106,34 |
3,29 |
WZ0118 |
PL0000104717 |
99,43 |
99,53 |
--- |
--- |
99,48 |
--- |
PS0418 |
PL0000107314 |
101,04 |
101,23 |
3,46 |
3,41 |
101,14 |
3,44 |
PS0718 |
PL0000107595 |
95,95 |
96,12 |
3,54 |
3,50 |
96,04 |
3,52 |
WZ0119 |
PL0000107603 |
99,12 |
99,26 |
--- |
--- |
99,19 |
--- |
DS1019 |
PL0000105441 |
108,92 |
109,14 |
3,67 |
3,63 |
109,03 |
3,65 |
DS1020 |
PL0000106126 |
107,88 |
108,18 |
3,85 |
3,80 |
108,03 |
3,82 |
WZ0121 |
PL0000106068 |
98,29 |
98,44 |
--- |
--- |
98,37 |
--- |
DS1021 |
PL0000106670 |
111,11 |
111,44 |
4,00 |
3,95 |
111,28 |
3,97 |
WS0922 |
PL0000102646 |
111,63 |
111,94 |
4,08 |
4,04 |
111,79 |
4,06 |
IZ0823 |
PL0000105359 |
103,79 |
104,46 |
--- |
--- |
104,13 |
--- |
DS1023 |
PL0000107264 |
98,97 |
99,23 |
4,13 |
4,09 |
99,10 |
4,11 |
WZ0124 |
PL0000107454 |
96,88 |
97,10 |
--- |
--- |
96,99 |
--- |
WS0429 |
PL0000105391 |
113,04 |
113,78 |
4,53 |
4,47 |
113,41 |
4,50 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
99,43 |
99,50 |
2,38 |
2,08 |
99,47 |
2,21 |
WZ0115 |
PL0000106480 |
100,04 |
100,09 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
102,68 |
102,74 |
2,72 |
2,66 |
102,71 |
2,69 |
OK0715 |
PL0000107405 |
96,70 |
96,79 |
2,74 |
2,66 |
96,75 |
2,70 |
DS1015 |
PL0000103602 |
104,97 |
105,03 |
2,78 |
2,74 |
105,00 |
2,76 |
OK0116 |
PL0000107587 |
95,06 |
95,15 |
2,95 |
2,89 |
95,11 |
2,91 |
PS0416 |
PL0000106340 |
103,87 |
103,99 |
2,97 |
2,90 |
103,93 |
2,94 |
OK0716 |
PL0000107926 |
93,51 |
93,61 |
3,04 |
2,99 |
93,56 |
3,01 |
IZ0816 |
PL0000103529 |
103,88 |
104,40 |
--- |
--- |
104,14 |
--- |
PS1016 |
PL0000106795 |
104,01 |
104,17 |
3,04 |
2,98 |
104,09 |
3,01 |
WZ0117 |
PL0000106936 |
99,79 |
99,88 |
--- |
--- |
99,84 |
--- |
PS0417 |
PL0000107058 |
104,40 |
104,55 |
3,18 |
3,13 |
104,48 |
3,15 |
DS1017 |
PL0000104543 |
106,30 |
106,44 |
3,30 |
3,26 |
106,37 |
3,28 |
WZ0118 |
PL0000104717 |
99,44 |
99,54 |
--- |
--- |
99,49 |
--- |
PS0418 |
PL0000107314 |
101,01 |
101,23 |
3,47 |
3,41 |
101,12 |
3,44 |
PS0718 |
PL0000107595 |
96,00 |
96,13 |
3,53 |
3,49 |
96,07 |
3,51 |
WZ0119 |
PL0000107603 |
99,14 |
99,26 |
--- |
--- |
99,20 |
--- |
DS1019 |
PL0000105441 |
108,95 |
109,22 |
3,66 |
3,61 |
109,09 |
3,64 |
DS1020 |
PL0000106126 |
107,98 |
108,27 |
3,83 |
3,78 |
108,13 |
3,81 |
WZ0121 |
PL0000106068 |
98,27 |
98,43 |
--- |
--- |
98,35 |
--- |
DS1021 |
PL0000106670 |
111,10 |
111,44 |
4,00 |
3,95 |
111,27 |
3,97 |
WS0922 |
PL0000102646 |
111,71 |
112,03 |
4,07 |
4,03 |
111,87 |
4,05 |
IZ0823 |
PL0000105359 |
104,17 |
104,72 |
--- |
--- |
104,45 |
--- |
DS1023 |
PL0000107264 |
99,02 |
99,29 |
4,12 |
4,09 |
99,16 |
4,10 |
WZ0124 |
PL0000107454 |
96,90 |
97,09 |
--- |
--- |
97,00 |
--- |
WS0429 |
PL0000105391 |
113,37 |
113,96 |
4,50 |
4,45 |
113,67 |
4,48 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
0/1 |
1 |
2,200 |
2,200 |
2,200 |
30 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
155 |
OK0716 |
PL0000107926 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
75 |
WZ0117 |
PL0000106936 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
60 |
DS1017 |
PL0000104543 |
1/4 |
3 |
2,200 |
2,200 |
2,200 |
30 |
OK0715 |
PL0000107405 |
1/4 |
3 |
2,360 |
2,360 |
2,360 |
135 |
WZ0119 |
PL0000107603 |
1/4 |
3 |
2,300 |
2,300 |
2,300 |
50 |
DS1015 |
PL0000103602 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
75 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
255 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,150 |
2,300 |
2,209 |
320 |
OK0715 |
PL0000107405 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
105 |
OK0716 |
PL0000107926 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
155 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
40 |
WZ0117 |
PL0000106936 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
60 |
TOTAL |
1 545 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.