2014-04-25 |
MARKET DATA |
No 79 (2361) |
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 |
515,00 |
537,18 |
32 |
215,00 |
224,33 |
4 |
730,00 |
761,52 |
36 |
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 |
99,46 |
99,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,71 |
102,72 |
102,720 |
102,720 |
102,720 |
102,720 |
102,720 |
100 000 |
102,78 |
3 |
OK0715 |
PL0000107405 |
96,73 |
96,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,03 |
105,01 |
105,020 |
105,030 |
105,020 |
105,030 |
105,027 |
90 000 |
97,41 |
3 |
OK0116 |
PL0000107587 |
95,14 |
95,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,92 |
103,96 |
103,970 |
103,990 |
103,970 |
103,990 |
103,981 |
70 000 |
72,83 |
4 |
OK0716 |
PL0000107926 |
93,58 |
93,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,07 |
104,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,43 |
104,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,40 |
106,35 |
106,350 |
106,360 |
106,350 |
106,360 |
106,356 |
50 000 |
54,52 |
2 |
PS0418 |
PL0000107314 |
101,18 |
101,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
96,15 |
96,05 |
96,000 |
96,150 |
96,000 |
96,150 |
96,106 |
40 000 |
39,20 |
3 |
DS1019 |
PL0000105441 |
109,09 |
109,07 |
109,140 |
109,140 |
109,140 |
109,140 |
109,140 |
10 000 |
11,19 |
1 |
DS1020 |
PL0000106126 |
108,14 |
108,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,30 |
111,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,75 |
111,76 |
111,780 |
111,800 |
111,780 |
111,800 |
111,790 |
20 000 |
23,04 |
2 |
DS1023 |
PL0000107264 |
99,10 |
99,05 |
99,150 |
99,150 |
99,050 |
99,120 |
99,101 |
110 000 |
111,25 |
11 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
113,39 |
113,50 |
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 |
104,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,67 |
104,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,05 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,82 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,45 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,15 |
99,18 |
99,150 |
99,150 |
99,130 |
99,130 |
99,140 |
25 000 |
24,96 |
3 |
WZ0121 |
PL0000106068 |
98,30 |
98,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,92 |
97,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
515 000 |
537,18 |
32 |
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 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
0,00 |
0,00 |
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 |
99,43 |
99,50 |
2,41 |
2,11 |
99,47 |
2,24 |
WZ0115 |
PL0000106480 |
100,04 |
100,08 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
102,66 |
102,74 |
2,74 |
2,66 |
102,70 |
2,70 |
OK0715 |
PL0000107405 |
96,70 |
96,79 |
2,75 |
2,67 |
96,75 |
2,70 |
DS1015 |
PL0000103602 |
104,94 |
105,04 |
2,80 |
2,73 |
104,99 |
2,77 |
OK0116 |
PL0000107587 |
95,07 |
95,17 |
2,94 |
2,88 |
95,12 |
2,91 |
PS0416 |
PL0000106340 |
103,86 |
103,99 |
2,97 |
2,90 |
103,93 |
2,93 |
OK0716 |
PL0000107926 |
93,51 |
93,63 |
3,04 |
2,98 |
93,57 |
3,01 |
IZ0816 |
PL0000103529 |
103,55 |
104,26 |
--- |
--- |
103,91 |
--- |
PS1016 |
PL0000106795 |
104,01 |
104,16 |
3,04 |
2,98 |
104,09 |
3,01 |
WZ0117 |
PL0000106936 |
99,78 |
99,87 |
--- |
--- |
99,83 |
--- |
PS0417 |
PL0000107058 |
104,25 |
104,50 |
3,23 |
3,15 |
104,38 |
3,19 |
DS1017 |
PL0000104543 |
106,15 |
106,38 |
3,34 |
3,28 |
106,27 |
3,31 |
WZ0118 |
PL0000104717 |
99,42 |
99,54 |
--- |
--- |
99,48 |
--- |
PS0418 |
PL0000107314 |
100,92 |
101,19 |
3,50 |
3,42 |
101,06 |
3,46 |
PS0718 |
PL0000107595 |
95,84 |
96,13 |
3,57 |
3,49 |
95,99 |
3,53 |
WZ0119 |
PL0000107603 |
99,10 |
99,24 |
--- |
--- |
99,17 |
--- |
DS1019 |
PL0000105441 |
108,80 |
109,11 |
3,69 |
3,63 |
108,96 |
3,66 |
DS1020 |
PL0000106126 |
107,81 |
108,20 |
3,86 |
3,79 |
108,01 |
3,83 |
WZ0121 |
PL0000106068 |
98,26 |
98,45 |
--- |
--- |
98,36 |
--- |
DS1021 |
PL0000106670 |
110,93 |
111,35 |
4,02 |
3,96 |
111,14 |
3,99 |
WS0922 |
PL0000102646 |
111,50 |
111,93 |
4,10 |
4,04 |
111,72 |
4,07 |
IZ0823 |
PL0000105359 |
103,92 |
104,79 |
--- |
--- |
104,36 |
--- |
DS1023 |
PL0000107264 |
98,77 |
99,12 |
4,15 |
4,11 |
98,95 |
4,13 |
WZ0124 |
PL0000107454 |
96,87 |
97,09 |
--- |
--- |
96,98 |
--- |
WS0429 |
PL0000105391 |
112,97 |
113,75 |
4,53 |
4,47 |
113,36 |
4,50 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0714 |
PL0000107009 |
99,44 |
99,51 |
2,36 |
2,07 |
99,48 |
2,19 |
WZ0115 |
PL0000106480 |
100,04 |
100,09 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
102,69 |
102,75 |
2,71 |
2,65 |
102,72 |
2,68 |
OK0715 |
PL0000107405 |
96,71 |
96,81 |
2,74 |
2,65 |
96,76 |
2,70 |
DS1015 |
PL0000103602 |
105,00 |
105,06 |
2,76 |
2,72 |
105,03 |
2,74 |
OK0116 |
PL0000107587 |
95,11 |
95,20 |
2,92 |
2,86 |
95,16 |
2,89 |
PS0416 |
PL0000106340 |
103,91 |
104,01 |
2,94 |
2,89 |
103,96 |
2,92 |
OK0716 |
PL0000107926 |
93,54 |
93,65 |
3,02 |
2,97 |
93,60 |
3,00 |
IZ0816 |
PL0000103529 |
103,86 |
104,24 |
--- |
--- |
104,05 |
--- |
PS1016 |
PL0000106795 |
104,04 |
104,16 |
3,03 |
2,98 |
104,10 |
3,01 |
WZ0117 |
PL0000106936 |
99,79 |
99,87 |
--- |
--- |
99,83 |
--- |
PS0417 |
PL0000107058 |
104,39 |
104,58 |
3,18 |
3,12 |
104,49 |
3,15 |
DS1017 |
PL0000104543 |
106,36 |
106,52 |
3,28 |
3,24 |
106,44 |
3,26 |
WZ0118 |
PL0000104717 |
99,41 |
99,52 |
--- |
--- |
99,47 |
--- |
PS0418 |
PL0000107314 |
101,14 |
101,31 |
3,44 |
3,39 |
101,23 |
3,41 |
PS0718 |
PL0000107595 |
96,07 |
96,19 |
3,51 |
3,48 |
96,13 |
3,49 |
WZ0119 |
PL0000107603 |
99,09 |
99,22 |
--- |
--- |
99,16 |
--- |
DS1019 |
PL0000105441 |
108,98 |
109,19 |
3,66 |
3,62 |
109,09 |
3,64 |
DS1020 |
PL0000106126 |
108,00 |
108,37 |
3,83 |
3,76 |
108,19 |
3,80 |
WZ0121 |
PL0000106068 |
98,27 |
98,42 |
--- |
--- |
98,35 |
--- |
DS1021 |
PL0000106670 |
111,06 |
111,45 |
4,00 |
3,95 |
111,26 |
3,97 |
WS0922 |
PL0000102646 |
111,62 |
111,84 |
4,08 |
4,05 |
111,73 |
4,07 |
IZ0823 |
PL0000105359 |
104,11 |
104,73 |
--- |
--- |
104,42 |
--- |
DS1023 |
PL0000107264 |
98,98 |
99,15 |
4,13 |
4,10 |
99,07 |
4,12 |
WZ0124 |
PL0000107454 |
96,82 |
97,06 |
--- |
--- |
96,94 |
--- |
WS0429 |
PL0000105391 |
113,09 |
113,75 |
4,52 |
4,47 |
113,42 |
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) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
3/4 |
1 |
2,200 |
2,200 |
2,200 |
100 |
WZ0117 |
PL0000106936 |
3/4 |
1 |
2,400 |
2,400 |
2,400 |
60 |
WZ0119 |
PL0000107603 |
3/4 |
1 |
2,100 |
2,100 |
2,100 |
50 |
WZ0117 |
PL0000106936 |
0/4 |
4 |
2,400 |
2,400 |
2,400 |
5 |
TOTAL |
215 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.