2014-04-29 |
MARKET DATA |
No 81 (2363) |
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 |
365,00 |
368,54 |
31 |
1 025,00 |
1 061,11 |
8 |
1 390,00 |
1 429,65 |
39 |
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 |
99,49 |
99,49 |
99,490 |
99,490 |
99,490 |
99,490 |
99,490 |
5 000 |
4,97 |
1 |
PS0415 |
PL0000105953 |
102,69 |
102,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
96,78 |
96,80 |
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 |
95,19 |
95,20 |
95,190 |
95,190 |
95,180 |
95,180 |
95,182 |
25 000 |
23,80 |
3 |
PS0416 |
PL0000106340 |
103,95 |
103,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
93,65 |
93,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,08 |
104,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,43 |
104,44 |
104,420 |
104,420 |
104,420 |
104,420 |
104,420 |
5 000 |
5,23 |
1 |
DS1017 |
PL0000104543 |
106,40 |
106,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,21 |
101,19 |
101,240 |
101,240 |
101,240 |
101,240 |
101,240 |
35 000 |
35,46 |
3 |
PS0718 |
PL0000107595 |
96,17 |
96,08 |
96,110 |
96,160 |
96,050 |
96,160 |
96,123 |
95 000 |
93,15 |
8 |
DS1019 |
PL0000105441 |
109,07 |
109,04 |
109,000 |
109,150 |
109,000 |
109,150 |
109,114 |
45 000 |
50,38 |
4 |
DS1020 |
PL0000106126 |
108,11 |
108,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,34 |
111,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,73 |
111,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
99,10 |
99,00 |
99,050 |
99,050 |
99,050 |
99,050 |
99,050 |
10 000 |
10,11 |
1 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
113,35 |
113,49 |
113,610 |
113,610 |
113,610 |
113,610 |
113,610 |
10 000 |
11,37 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,00 |
104,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,20 |
104,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,06 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,83 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,42 |
99,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,17 |
99,17 |
99,160 |
99,160 |
99,160 |
99,160 |
99,160 |
100 000 |
99,89 |
5 |
WZ0121 |
PL0000106068 |
98,30 |
98,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,00 |
96,96 |
96,940 |
96,940 |
96,940 |
96,940 |
96,940 |
35 000 |
34,18 |
4 |
TOTAL |
365 000 |
368,54 |
31 |
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 |
108,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,85 |
119,25 |
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 |
116,10 |
116,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
115,65 |
116,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
118,20 |
118,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
113,00 |
113,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
105,00 |
105,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
107,90 |
108,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
124,00 |
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 |
100,09 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
102,67 |
102,73 |
2,70 |
2,64 |
102,70 |
2,67 |
OK0715 |
PL0000107405 |
96,75 |
96,84 |
2,72 |
2,64 |
96,80 |
2,68 |
DS1015 |
PL0000103602 |
104,99 |
105,07 |
2,75 |
2,69 |
105,03 |
2,72 |
OK0116 |
PL0000107587 |
95,17 |
95,25 |
2,90 |
2,85 |
95,21 |
2,87 |
PS0416 |
PL0000106340 |
103,94 |
104,02 |
2,92 |
2,88 |
103,98 |
2,90 |
OK0716 |
PL0000107926 |
93,58 |
93,70 |
3,02 |
2,96 |
93,64 |
2,99 |
IZ0816 |
PL0000103529 |
103,85 |
104,28 |
--- |
--- |
104,07 |
--- |
PS1016 |
PL0000106795 |
104,05 |
104,17 |
3,02 |
2,97 |
104,11 |
3,00 |
WZ0117 |
PL0000106936 |
99,81 |
99,87 |
--- |
--- |
99,84 |
--- |
PS0417 |
PL0000107058 |
104,39 |
104,58 |
3,18 |
3,11 |
104,49 |
3,14 |
DS1017 |
PL0000104543 |
106,36 |
106,56 |
3,28 |
3,22 |
106,46 |
3,25 |
WZ0118 |
PL0000104717 |
99,40 |
99,51 |
--- |
--- |
99,46 |
--- |
PS0418 |
PL0000107314 |
101,14 |
101,34 |
3,44 |
3,38 |
101,24 |
3,41 |
PS0718 |
PL0000107595 |
96,04 |
96,24 |
3,52 |
3,47 |
96,14 |
3,49 |
WZ0119 |
PL0000107603 |
99,07 |
99,21 |
--- |
--- |
99,14 |
--- |
DS1019 |
PL0000105441 |
108,97 |
109,23 |
3,66 |
3,61 |
109,10 |
3,63 |
DS1020 |
PL0000106126 |
108,01 |
108,34 |
3,82 |
3,77 |
108,18 |
3,80 |
WZ0121 |
PL0000106068 |
98,26 |
98,41 |
--- |
--- |
98,34 |
--- |
DS1021 |
PL0000106670 |
111,08 |
111,43 |
4,00 |
3,95 |
111,26 |
3,97 |
WS0922 |
PL0000102646 |
111,55 |
111,87 |
4,09 |
4,05 |
111,71 |
4,07 |
IZ0823 |
PL0000105359 |
103,99 |
104,61 |
--- |
--- |
104,30 |
--- |
DS1023 |
PL0000107264 |
98,89 |
99,16 |
4,14 |
4,10 |
99,03 |
4,12 |
WZ0124 |
PL0000107454 |
96,91 |
97,05 |
--- |
--- |
96,98 |
--- |
WS0429 |
PL0000105391 |
113,15 |
113,78 |
4,52 |
4,46 |
113,47 |
4,49 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,05 |
100,08 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
102,66 |
102,72 |
2,71 |
2,65 |
102,69 |
2,68 |
OK0715 |
PL0000107405 |
96,76 |
96,82 |
2,71 |
2,66 |
96,79 |
2,69 |
DS1015 |
PL0000103602 |
104,98 |
105,05 |
2,75 |
2,71 |
105,02 |
2,73 |
OK0116 |
PL0000107587 |
95,16 |
95,24 |
2,90 |
2,85 |
95,20 |
2,88 |
PS0416 |
PL0000106340 |
103,94 |
104,02 |
2,92 |
2,88 |
103,98 |
2,90 |
OK0716 |
PL0000107926 |
93,62 |
93,70 |
3,00 |
2,96 |
93,66 |
2,98 |
IZ0816 |
PL0000103529 |
103,82 |
104,23 |
--- |
--- |
104,03 |
--- |
PS1016 |
PL0000106795 |
104,06 |
104,16 |
3,02 |
2,98 |
104,11 |
3,00 |
WZ0117 |
PL0000106936 |
99,81 |
99,87 |
--- |
--- |
99,84 |
--- |
PS0417 |
PL0000107058 |
104,38 |
104,55 |
3,18 |
3,12 |
104,47 |
3,15 |
DS1017 |
PL0000104543 |
106,37 |
106,56 |
3,28 |
3,22 |
106,47 |
3,25 |
WZ0118 |
PL0000104717 |
99,39 |
99,50 |
--- |
--- |
99,45 |
--- |
PS0418 |
PL0000107314 |
101,16 |
101,33 |
3,43 |
3,38 |
101,25 |
3,41 |
PS0718 |
PL0000107595 |
96,10 |
96,24 |
3,50 |
3,47 |
96,17 |
3,49 |
WZ0119 |
PL0000107603 |
99,11 |
99,21 |
--- |
--- |
99,16 |
--- |
DS1019 |
PL0000105441 |
109,02 |
109,23 |
3,65 |
3,61 |
109,13 |
3,63 |
DS1020 |
PL0000106126 |
108,05 |
108,39 |
3,82 |
3,76 |
108,22 |
3,79 |
WZ0121 |
PL0000106068 |
98,26 |
98,38 |
--- |
--- |
98,32 |
--- |
DS1021 |
PL0000106670 |
111,17 |
111,48 |
3,99 |
3,94 |
111,33 |
3,96 |
WS0922 |
PL0000102646 |
111,67 |
112,01 |
4,07 |
4,03 |
111,84 |
4,05 |
IZ0823 |
PL0000105359 |
104,08 |
104,68 |
--- |
--- |
104,38 |
--- |
DS1023 |
PL0000107264 |
99,03 |
99,27 |
4,12 |
4,09 |
99,15 |
4,10 |
WZ0124 |
PL0000107454 |
96,86 |
97,00 |
--- |
--- |
96,93 |
--- |
WS0429 |
PL0000105391 |
113,25 |
113,85 |
4,51 |
4,46 |
113,55 |
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) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,300 |
2,300 |
2,300 |
10 |
OK0716 |
PL0000107926 |
1/3 |
2 |
2,350 |
2,350 |
2,350 |
200 |
DS1015 |
PL0000103602 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
15 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
5 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
25 |
WZ0117 |
PL0000106936 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
50 |
PS1016 |
PL0000106795 |
3/10 |
7 |
2,200 |
2,220 |
2,209 |
720 |
TOTAL |
1 025 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.