2014-04-28 |
MARKET DATA |
No 80 (2362) |
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 |
342,50 |
352,37 |
18 |
720,00 |
768,96 |
12 |
1 062,50 |
1 121,33 |
30 |
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 |
99,48 |
99,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,70 |
102,70 |
102,700 |
102,700 |
102,700 |
102,700 |
102,700 |
70 000 |
71,94 |
1 |
OK0715 |
PL0000107405 |
96,76 |
96,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,01 |
105,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
95,17 |
95,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,96 |
103,98 |
103,980 |
103,980 |
103,980 |
103,980 |
103,980 |
50 000 |
52,02 |
2 |
OK0716 |
PL0000107926 |
93,60 |
93,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,10 |
104,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,42 |
104,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,39 |
106,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,21 |
101,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
96,15 |
96,06 |
96,150 |
96,175 |
96,150 |
96,150 |
96,155 |
50 000 |
49,03 |
4 |
DS1019 |
PL0000105441 |
109,05 |
109,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,08 |
108,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,38 |
111,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,75 |
111,80 |
111,750 |
111,750 |
111,750 |
111,750 |
111,750 |
10 000 |
11,52 |
1 |
DS1023 |
PL0000107264 |
99,10 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
113,46 |
113,54 |
113,660 |
113,690 |
113,660 |
113,690 |
113,678 |
32 500 |
36,97 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,95 |
104,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,30 |
104,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,06 |
100,06 |
100,060 |
100,060 |
100,060 |
100,060 |
100,060 |
70 000 |
70,54 |
4 |
WZ0117 |
PL0000106936 |
99,84 |
99,85 |
99,850 |
99,850 |
99,850 |
99,850 |
99,850 |
60 000 |
60,34 |
4 |
WZ0118 |
PL0000104717 |
99,44 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,09 |
99,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,30 |
98,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,96 |
97,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
342 500 |
352,37 |
18 |
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 |
105,30 |
105,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,60 |
108,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,90 |
119,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
102,10 |
102,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,15 |
116,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
115,60 |
116,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
118,00 |
119,00 |
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 |
105,00 |
105,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
108,00 |
108,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
124,25 |
125,25 |
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) |
(%) |
WZ0115 |
PL0000106480 |
100,04 |
100,08 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
102,67 |
102,73 |
2,72 |
2,66 |
102,70 |
2,69 |
OK0715 |
PL0000107405 |
96,73 |
96,82 |
2,73 |
2,65 |
96,78 |
2,68 |
DS1015 |
PL0000103602 |
105,00 |
105,08 |
2,75 |
2,70 |
105,04 |
2,73 |
OK0116 |
PL0000107587 |
95,15 |
95,24 |
2,90 |
2,84 |
95,20 |
2,87 |
PS0416 |
PL0000106340 |
103,91 |
104,04 |
2,94 |
2,87 |
103,98 |
2,90 |
OK0716 |
PL0000107926 |
93,58 |
93,67 |
3,01 |
2,96 |
93,63 |
2,98 |
IZ0816 |
PL0000103529 |
103,72 |
104,25 |
--- |
--- |
103,99 |
--- |
PS1016 |
PL0000106795 |
104,07 |
104,18 |
3,02 |
2,97 |
104,13 |
2,99 |
WZ0117 |
PL0000106936 |
99,81 |
99,87 |
--- |
--- |
99,84 |
--- |
PS0417 |
PL0000107058 |
104,38 |
104,55 |
3,19 |
3,13 |
104,47 |
3,15 |
DS1017 |
PL0000104543 |
106,31 |
106,48 |
3,30 |
3,25 |
106,40 |
3,27 |
WZ0118 |
PL0000104717 |
99,40 |
99,52 |
--- |
--- |
99,46 |
--- |
PS0418 |
PL0000107314 |
101,09 |
101,28 |
3,45 |
3,40 |
101,19 |
3,42 |
PS0718 |
PL0000107595 |
96,02 |
96,23 |
3,52 |
3,47 |
96,13 |
3,49 |
WZ0119 |
PL0000107603 |
99,07 |
99,22 |
--- |
--- |
99,15 |
--- |
DS1019 |
PL0000105441 |
108,97 |
109,19 |
3,66 |
3,62 |
109,08 |
3,64 |
DS1020 |
PL0000106126 |
108,00 |
108,29 |
3,83 |
3,78 |
108,15 |
3,80 |
WZ0121 |
PL0000106068 |
98,28 |
98,44 |
--- |
--- |
98,36 |
--- |
DS1021 |
PL0000106670 |
111,11 |
111,42 |
4,00 |
3,95 |
111,27 |
3,97 |
WS0922 |
PL0000102646 |
111,66 |
111,93 |
4,08 |
4,04 |
111,80 |
4,06 |
IZ0823 |
PL0000105359 |
104,08 |
104,73 |
--- |
--- |
104,41 |
--- |
DS1023 |
PL0000107264 |
98,94 |
99,24 |
4,13 |
4,09 |
99,09 |
4,11 |
WZ0124 |
PL0000107454 |
96,92 |
97,08 |
--- |
--- |
97,00 |
--- |
WS0429 |
PL0000105391 |
113,07 |
113,77 |
4,53 |
4,47 |
113,42 |
4,50 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,04 |
100,08 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
102,68 |
102,74 |
2,71 |
2,65 |
102,71 |
2,68 |
OK0715 |
PL0000107405 |
96,73 |
96,82 |
2,73 |
2,65 |
96,78 |
2,68 |
DS1015 |
PL0000103602 |
105,00 |
105,08 |
2,75 |
2,70 |
105,04 |
2,73 |
OK0116 |
PL0000107587 |
95,15 |
95,23 |
2,90 |
2,85 |
95,19 |
2,87 |
PS0416 |
PL0000106340 |
103,94 |
104,03 |
2,93 |
2,88 |
103,99 |
2,90 |
OK0716 |
PL0000107926 |
93,58 |
93,67 |
3,01 |
2,96 |
93,63 |
2,98 |
IZ0816 |
PL0000103529 |
103,79 |
104,28 |
--- |
--- |
104,04 |
--- |
PS1016 |
PL0000106795 |
104,06 |
104,17 |
3,02 |
2,98 |
104,12 |
3,00 |
WZ0117 |
PL0000106936 |
99,82 |
99,87 |
--- |
--- |
99,85 |
--- |
PS0417 |
PL0000107058 |
104,39 |
104,58 |
3,18 |
3,12 |
104,49 |
3,15 |
DS1017 |
PL0000104543 |
106,37 |
106,55 |
3,28 |
3,23 |
106,46 |
3,25 |
WZ0118 |
PL0000104717 |
99,42 |
99,51 |
--- |
--- |
99,47 |
--- |
PS0418 |
PL0000107314 |
101,17 |
101,35 |
3,43 |
3,38 |
101,26 |
3,40 |
PS0718 |
PL0000107595 |
96,10 |
96,22 |
3,50 |
3,47 |
96,16 |
3,49 |
WZ0119 |
PL0000107603 |
99,07 |
99,21 |
--- |
--- |
99,14 |
--- |
DS1019 |
PL0000105441 |
109,00 |
109,17 |
3,65 |
3,62 |
109,09 |
3,64 |
DS1020 |
PL0000106126 |
108,03 |
108,36 |
3,82 |
3,77 |
108,20 |
3,79 |
WZ0121 |
PL0000106068 |
98,28 |
98,42 |
--- |
--- |
98,35 |
--- |
DS1021 |
PL0000106670 |
111,13 |
111,49 |
3,99 |
3,94 |
111,31 |
3,97 |
WS0922 |
PL0000102646 |
111,65 |
111,95 |
4,08 |
4,04 |
111,80 |
4,06 |
IZ0823 |
PL0000105359 |
104,12 |
104,74 |
--- |
--- |
104,43 |
--- |
DS1023 |
PL0000107264 |
99,00 |
99,26 |
4,12 |
4,09 |
99,13 |
4,11 |
WZ0124 |
PL0000107454 |
96,92 |
97,08 |
--- |
--- |
97,00 |
--- |
WS0429 |
PL0000105391 |
113,29 |
113,89 |
4,51 |
4,46 |
113,59 |
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) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
75 |
PS0416 |
PL0000106340 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
10 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
25 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
65 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,200 |
2,300 |
2,261 |
165 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,200 |
2,200 |
2,200 |
40 |
DS1017 |
PL0000104543 |
2/9 |
7 |
2,200 |
2,200 |
2,200 |
100 |
PS1016 |
PL0000106795 |
2/9 |
7 |
2,300 |
2,300 |
2,300 |
180 |
WZ0117 |
PL0000106936 |
2/9 |
7 |
2,350 |
2,350 |
2,350 |
60 |
TOTAL |
720 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.