2014-04-30 |
MARKET DATA |
No 82 (2364) |
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 |
735,00 |
783,92 |
64 |
185,00 |
184,85 |
3 |
920,00 |
968,77 |
67 |
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 |
99,51 |
99,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,67 |
102,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
96,81 |
96,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,97 |
105,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
95,25 |
95,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,97 |
104,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
93,71 |
93,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,15 |
104,13 |
104,140 |
104,140 |
104,140 |
104,140 |
104,140 |
25 000 |
26,66 |
1 |
PS0417 |
PL0000107058 |
104,62 |
104,52 |
104,630 |
104,640 |
104,630 |
104,640 |
104,638 |
60 000 |
62,86 |
4 |
DS1017 |
PL0000104543 |
106,67 |
106,54 |
106,650 |
106,650 |
106,650 |
106,650 |
106,650 |
10 000 |
10,94 |
1 |
PS0418 |
PL0000107314 |
101,60 |
101,34 |
101,690 |
101,690 |
101,690 |
101,690 |
101,690 |
10 000 |
10,18 |
1 |
PS0718 |
PL0000107595 |
96,55 |
96,28 |
96,370 |
96,600 |
96,370 |
96,600 |
96,515 |
185 000 |
182,15 |
15 |
DS1019 |
PL0000105441 |
109,61 |
109,22 |
109,280 |
109,680 |
109,280 |
109,680 |
109,372 |
32 500 |
36,49 |
3 |
DS1020 |
PL0000106126 |
108,98 |
108,32 |
108,360 |
108,610 |
108,360 |
108,610 |
108,415 |
85 000 |
94,50 |
8 |
DS1021 |
PL0000106670 |
111,90 |
111,47 |
111,500 |
111,900 |
111,500 |
111,900 |
111,689 |
185 000 |
212,22 |
16 |
WS0922 |
PL0000102646 |
112,52 |
111,99 |
112,470 |
112,500 |
112,470 |
112,500 |
112,487 |
22 500 |
26,10 |
3 |
DS1023 |
PL0000107264 |
99,76 |
99,20 |
99,200 |
99,770 |
99,200 |
99,680 |
99,523 |
110 000 |
111,79 |
11 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
114,40 |
113,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
107,50 |
114,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,15 |
104,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,60 |
104,60 |
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 |
99,84 |
99,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,47 |
99,48 |
99,490 |
99,490 |
99,490 |
99,490 |
99,490 |
10 000 |
10,02 |
1 |
WZ0119 |
PL0000107603 |
99,16 |
99,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,25 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,90 |
96,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
735 000 |
783,92 |
64 |
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 |
105,25 |
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 |
118,95 |
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 |
116,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
115,70 |
116,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
118,35 |
118,75 |
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 |
105,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
108,00 |
108,40 |
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 |
102,64 |
102,71 |
2,71 |
2,64 |
102,68 |
2,67 |
OK0715 |
PL0000107405 |
96,78 |
96,86 |
2,71 |
2,65 |
96,82 |
2,68 |
DS1015 |
PL0000103602 |
104,95 |
105,04 |
2,76 |
2,70 |
105,00 |
2,72 |
OK0116 |
PL0000107587 |
95,19 |
95,28 |
2,90 |
2,84 |
95,24 |
2,87 |
PS0416 |
PL0000106340 |
103,92 |
104,03 |
2,92 |
2,86 |
103,98 |
2,89 |
OK0716 |
PL0000107926 |
93,63 |
93,76 |
3,00 |
2,94 |
93,70 |
2,97 |
IZ0816 |
PL0000103529 |
103,82 |
104,36 |
--- |
--- |
104,09 |
--- |
PS1016 |
PL0000106795 |
104,04 |
104,17 |
3,02 |
2,97 |
104,11 |
2,99 |
WZ0117 |
PL0000106936 |
99,81 |
99,88 |
--- |
--- |
99,85 |
--- |
PS0417 |
PL0000107058 |
104,41 |
104,57 |
3,17 |
3,11 |
104,49 |
3,14 |
DS1017 |
PL0000104543 |
106,38 |
106,58 |
3,27 |
3,21 |
106,48 |
3,24 |
WZ0118 |
PL0000104717 |
99,39 |
99,50 |
--- |
--- |
99,45 |
--- |
PS0418 |
PL0000107314 |
101,17 |
101,39 |
3,43 |
3,37 |
101,28 |
3,40 |
PS0718 |
PL0000107595 |
96,16 |
96,33 |
3,49 |
3,44 |
96,25 |
3,47 |
WZ0119 |
PL0000107603 |
99,08 |
99,23 |
--- |
--- |
99,16 |
--- |
DS1019 |
PL0000105441 |
109,04 |
109,29 |
3,64 |
3,59 |
109,17 |
3,62 |
DS1020 |
PL0000106126 |
108,10 |
108,37 |
3,81 |
3,76 |
108,24 |
3,78 |
WZ0121 |
PL0000106068 |
98,22 |
98,39 |
--- |
--- |
98,31 |
--- |
DS1021 |
PL0000106670 |
111,24 |
111,52 |
3,97 |
3,93 |
111,38 |
3,95 |
WS0922 |
PL0000102646 |
111,73 |
112,05 |
4,06 |
4,02 |
111,89 |
4,04 |
IZ0823 |
PL0000105359 |
104,05 |
104,74 |
--- |
--- |
104,40 |
--- |
DS1023 |
PL0000107264 |
99,06 |
99,31 |
4,12 |
4,08 |
99,19 |
4,10 |
WZ0124 |
PL0000107454 |
96,81 |
97,01 |
--- |
--- |
96,91 |
--- |
WS0429 |
PL0000105391 |
113,29 |
114,01 |
4,51 |
4,44 |
113,65 |
4,48 |
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 |
102,65 |
102,71 |
2,70 |
2,64 |
102,68 |
2,67 |
OK0715 |
PL0000107405 |
96,79 |
96,87 |
2,71 |
2,64 |
96,83 |
2,67 |
DS1015 |
PL0000103602 |
104,95 |
105,04 |
2,76 |
2,70 |
105,00 |
2,72 |
OK0116 |
PL0000107587 |
95,23 |
95,30 |
2,87 |
2,83 |
95,27 |
2,85 |
PS0416 |
PL0000106340 |
103,95 |
104,06 |
2,91 |
2,85 |
104,01 |
2,87 |
OK0716 |
PL0000107926 |
93,69 |
93,80 |
2,97 |
2,92 |
93,75 |
2,94 |
IZ0816 |
PL0000103529 |
103,86 |
104,37 |
--- |
--- |
104,12 |
--- |
PS1016 |
PL0000106795 |
104,13 |
104,24 |
2,98 |
2,94 |
104,19 |
2,96 |
WZ0117 |
PL0000106936 |
99,82 |
99,88 |
--- |
--- |
99,85 |
--- |
PS0417 |
PL0000107058 |
104,53 |
104,71 |
3,13 |
3,06 |
104,62 |
3,10 |
DS1017 |
PL0000104543 |
106,59 |
106,76 |
3,21 |
3,16 |
106,68 |
3,18 |
WZ0118 |
PL0000104717 |
99,44 |
99,52 |
--- |
--- |
99,48 |
--- |
PS0418 |
PL0000107314 |
101,52 |
101,70 |
3,33 |
3,28 |
101,61 |
3,31 |
PS0718 |
PL0000107595 |
96,47 |
96,59 |
3,41 |
3,38 |
96,53 |
3,39 |
WZ0119 |
PL0000107603 |
99,09 |
99,21 |
--- |
--- |
99,15 |
--- |
DS1019 |
PL0000105441 |
109,50 |
109,71 |
3,55 |
3,51 |
109,61 |
3,53 |
DS1020 |
PL0000106126 |
108,67 |
108,95 |
3,71 |
3,66 |
108,81 |
3,69 |
WZ0121 |
PL0000106068 |
98,22 |
98,39 |
--- |
--- |
98,31 |
--- |
DS1021 |
PL0000106670 |
111,72 |
112,04 |
3,90 |
3,86 |
111,88 |
3,88 |
WS0922 |
PL0000102646 |
112,30 |
112,59 |
3,99 |
3,95 |
112,45 |
3,97 |
IZ0823 |
PL0000105359 |
104,32 |
104,90 |
--- |
--- |
104,61 |
--- |
DS1023 |
PL0000107264 |
99,61 |
99,84 |
4,05 |
4,02 |
99,73 |
4,03 |
WZ0124 |
PL0000107454 |
96,86 |
97,00 |
--- |
--- |
96,93 |
--- |
WS0429 |
PL0000105391 |
114,06 |
114,77 |
4,44 |
4,38 |
114,42 |
4,41 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
2/9 |
7 |
2,350 |
2,350 |
2,350 |
30 |
PS0418 |
PL0000107314 |
2/9 |
7 |
2,300 |
2,300 |
2,300 |
50 |
OK0715 |
PL0000107405 |
2/9 |
7 |
2,350 |
2,350 |
2,350 |
105 |
TOTAL |
185 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.