2014-05-02 |
MARKET DATA |
No 83 (2365) |
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 |
345,00 |
364,95 |
27 |
330,00 |
336,60 |
4 |
675,00 |
701,56 |
31 |
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 |
99,52 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,67 |
102,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
96,83 |
96,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,97 |
104,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
95,26 |
95,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,01 |
104,00 |
104,000 |
104,000 |
104,000 |
104,000 |
104,000 |
15 000 |
15,62 |
1 |
OK0716 |
PL0000107926 |
93,73 |
93,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,19 |
104,12 |
104,120 |
104,150 |
104,120 |
104,150 |
104,127 |
45 000 |
47,99 |
3 |
PS0417 |
PL0000107058 |
104,60 |
104,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,62 |
106,48 |
106,570 |
106,570 |
106,570 |
106,570 |
106,570 |
15 000 |
16,40 |
1 |
PS0418 |
PL0000107314 |
101,60 |
101,50 |
101,690 |
101,690 |
101,690 |
101,690 |
101,690 |
15 000 |
15,27 |
1 |
PS0718 |
PL0000107595 |
96,52 |
96,35 |
96,350 |
96,370 |
96,340 |
96,370 |
96,358 |
115 000 |
113,06 |
7 |
DS1019 |
PL0000105441 |
109,56 |
109,35 |
109,400 |
109,660 |
109,370 |
109,660 |
109,477 |
30 000 |
33,72 |
3 |
DS1020 |
PL0000106126 |
108,85 |
108,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,88 |
111,62 |
111,620 |
111,670 |
111,620 |
111,670 |
111,650 |
25 000 |
28,67 |
2 |
WS0922 |
PL0000102646 |
112,65 |
112,25 |
112,250 |
112,620 |
112,250 |
112,620 |
112,473 |
30 000 |
34,81 |
3 |
DS1023 |
PL0000107264 |
99,85 |
99,45 |
99,630 |
99,700 |
99,500 |
99,700 |
99,566 |
35 000 |
35,59 |
4 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
114,50 |
114,10 |
114,280 |
114,280 |
114,280 |
114,280 |
114,280 |
10 000 |
11,45 |
1 |
WS0437 |
PL0000104857 |
107,50 |
115,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,05 |
104,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,70 |
104,80 |
104,600 |
104,600 |
104,600 |
104,600 |
104,600 |
10 000 |
12,39 |
1 |
WZ0115 |
PL0000106480 |
100,06 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,82 |
99,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,45 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,13 |
99,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,25 |
98,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,91 |
96,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
345 000 |
364,95 |
27 |
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) |
(%) |
WZ0115 |
PL0000106480 |
100,05 |
100,08 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
102,66 |
102,71 |
2,68 |
2,63 |
102,69 |
2,65 |
OK0715 |
PL0000107405 |
96,80 |
96,89 |
2,70 |
2,63 |
96,85 |
2,66 |
DS1015 |
PL0000103602 |
104,94 |
105,03 |
2,76 |
2,70 |
104,99 |
2,72 |
OK0116 |
PL0000107587 |
95,23 |
95,31 |
2,88 |
2,83 |
95,27 |
2,85 |
PS0416 |
PL0000106340 |
103,99 |
104,05 |
2,88 |
2,85 |
104,02 |
2,87 |
OK0716 |
PL0000107926 |
93,72 |
93,83 |
2,96 |
2,91 |
93,78 |
2,93 |
IZ0816 |
PL0000103529 |
103,90 |
104,52 |
--- |
--- |
104,21 |
--- |
PS1016 |
PL0000106795 |
104,16 |
104,23 |
2,97 |
2,94 |
104,20 |
2,95 |
WZ0117 |
PL0000106936 |
99,80 |
99,88 |
--- |
--- |
99,84 |
--- |
PS0417 |
PL0000107058 |
104,57 |
104,75 |
3,11 |
3,05 |
104,66 |
3,08 |
DS1017 |
PL0000104543 |
106,59 |
106,79 |
3,20 |
3,15 |
106,69 |
3,18 |
WZ0118 |
PL0000104717 |
99,38 |
99,55 |
--- |
--- |
99,47 |
--- |
PS0418 |
PL0000107314 |
101,53 |
101,72 |
3,33 |
3,28 |
101,63 |
3,30 |
PS0718 |
PL0000107595 |
96,48 |
96,68 |
3,41 |
3,35 |
96,58 |
3,38 |
WZ0119 |
PL0000107603 |
99,07 |
99,22 |
--- |
--- |
99,15 |
--- |
DS1019 |
PL0000105441 |
109,52 |
109,70 |
3,55 |
3,51 |
109,61 |
3,53 |
DS1020 |
PL0000106126 |
108,69 |
108,95 |
3,71 |
3,66 |
108,82 |
3,69 |
WZ0121 |
PL0000106068 |
98,22 |
98,40 |
--- |
--- |
98,31 |
--- |
DS1021 |
PL0000106670 |
111,77 |
112,08 |
3,90 |
3,85 |
111,93 |
3,87 |
WS0922 |
PL0000102646 |
112,43 |
112,75 |
3,97 |
3,93 |
112,59 |
3,95 |
IZ0823 |
PL0000105359 |
104,15 |
104,96 |
--- |
--- |
104,56 |
--- |
DS1023 |
PL0000107264 |
99,70 |
100,03 |
4,03 |
3,99 |
99,87 |
4,01 |
WZ0124 |
PL0000107454 |
96,84 |
97,03 |
--- |
--- |
96,94 |
--- |
WS0429 |
PL0000105391 |
114,27 |
115,01 |
4,42 |
4,36 |
114,64 |
4,39 |
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 |
102,64 |
102,71 |
2,70 |
2,63 |
102,68 |
2,66 |
OK0715 |
PL0000107405 |
96,81 |
96,90 |
2,69 |
2,62 |
96,86 |
2,65 |
DS1015 |
PL0000103602 |
104,92 |
105,02 |
2,77 |
2,70 |
104,97 |
2,74 |
OK0116 |
PL0000107587 |
95,21 |
95,32 |
2,89 |
2,82 |
95,27 |
2,85 |
PS0416 |
PL0000106340 |
103,91 |
104,05 |
2,92 |
2,85 |
103,98 |
2,89 |
OK0716 |
PL0000107926 |
93,67 |
93,79 |
2,99 |
2,93 |
93,73 |
2,96 |
IZ0816 |
PL0000103529 |
103,85 |
104,49 |
--- |
--- |
104,17 |
--- |
PS1016 |
PL0000106795 |
104,02 |
104,18 |
3,03 |
2,96 |
104,10 |
2,99 |
WZ0117 |
PL0000106936 |
99,80 |
99,89 |
--- |
--- |
99,85 |
--- |
PS0417 |
PL0000107058 |
104,44 |
104,68 |
3,16 |
3,07 |
104,56 |
3,11 |
DS1017 |
PL0000104543 |
106,44 |
106,71 |
3,25 |
3,17 |
106,58 |
3,21 |
WZ0118 |
PL0000104717 |
99,43 |
99,56 |
--- |
--- |
99,50 |
--- |
PS0418 |
PL0000107314 |
101,40 |
101,66 |
3,36 |
3,29 |
101,53 |
3,33 |
PS0718 |
PL0000107595 |
96,39 |
96,55 |
3,43 |
3,39 |
96,47 |
3,41 |
WZ0119 |
PL0000107603 |
99,09 |
99,23 |
--- |
--- |
99,16 |
--- |
DS1019 |
PL0000105441 |
109,40 |
109,64 |
3,57 |
3,53 |
109,52 |
3,55 |
DS1020 |
PL0000106126 |
108,53 |
108,90 |
3,73 |
3,67 |
108,72 |
3,70 |
WZ0121 |
PL0000106068 |
98,22 |
98,40 |
--- |
--- |
98,31 |
--- |
DS1021 |
PL0000106670 |
111,60 |
112,00 |
3,92 |
3,86 |
111,80 |
3,89 |
WS0922 |
PL0000102646 |
112,44 |
112,67 |
3,97 |
3,94 |
112,56 |
3,95 |
IZ0823 |
PL0000105359 |
104,10 |
105,01 |
--- |
--- |
104,56 |
--- |
DS1023 |
PL0000107264 |
99,49 |
99,86 |
4,06 |
4,01 |
99,68 |
4,04 |
WZ0124 |
PL0000107454 |
96,86 |
97,03 |
--- |
--- |
96,95 |
--- |
WS0429 |
PL0000105391 |
114,18 |
114,97 |
4,43 |
4,36 |
114,58 |
4,40 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
3/4 |
1 |
2,300 |
2,300 |
2,300 |
35 |
PS0418 |
PL0000107314 |
3/5 |
2 |
2,300 |
2,300 |
2,300 |
35 |
DS1017 |
PL0000104543 |
3/10 |
7 |
2,350 |
2,350 |
2,350 |
80 |
OK0715 |
PL0000107405 |
3/10 |
7 |
2,350 |
2,350 |
2,350 |
180 |
TOTAL |
330 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.