2014-05-05 |
MARKET DATA |
No 84 (2366) |
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 |
280,00 |
282,98 |
10 |
1 565,00 |
1 583,06 |
10 |
1 845,00 |
1 866,04 |
20 |
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 |
99,53 |
99,520 |
99,520 |
99,520 |
99,520 |
99,520 |
145 000 |
144,30 |
4 |
PS0415 |
PL0000105953 |
102,66 |
102,69 |
102,660 |
102,660 |
102,660 |
102,660 |
102,660 |
10 000 |
10,28 |
1 |
OK0715 |
PL0000107405 |
96,83 |
96,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,95 |
104,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
95,27 |
95,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,98 |
104,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
93,75 |
93,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,14 |
104,18 |
104,200 |
104,210 |
104,200 |
104,210 |
104,204 |
40 000 |
42,69 |
2 |
PS0417 |
PL0000107058 |
104,60 |
104,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,63 |
106,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,61 |
101,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
96,56 |
96,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
109,58 |
109,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,81 |
108,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,97 |
112,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,62 |
112,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
99,78 |
99,88 |
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 |
114,62 |
114,90 |
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 |
104,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,21 |
104,70 |
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 |
85 000 |
85,70 |
3 |
WZ0117 |
PL0000106936 |
99,80 |
99,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,43 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,10 |
99,20 |
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 |
97,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
280 000 |
282,98 |
10 |
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 |
108,65 |
108,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,95 |
119,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
102,15 |
102,45 |
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 |
115,70 |
116,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
118,35 |
118,80 |
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 |
104,85 |
105,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
108,00 |
108,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
124,00 |
125,00 |
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 |
100,04 |
100,08 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
102,64 |
102,71 |
2,69 |
2,62 |
102,68 |
2,65 |
OK0715 |
PL0000107405 |
96,79 |
96,90 |
2,72 |
2,62 |
96,85 |
2,67 |
DS1015 |
PL0000103602 |
104,91 |
105,04 |
2,77 |
2,68 |
104,98 |
2,72 |
OK0116 |
PL0000107587 |
95,23 |
95,34 |
2,88 |
2,81 |
95,29 |
2,84 |
PS0416 |
PL0000106340 |
103,94 |
104,06 |
2,91 |
2,84 |
104,00 |
2,87 |
OK0716 |
PL0000107926 |
93,70 |
93,83 |
2,98 |
2,91 |
93,77 |
2,94 |
IZ0816 |
PL0000103529 |
103,75 |
104,28 |
--- |
--- |
104,02 |
--- |
PS1016 |
PL0000106795 |
104,05 |
104,21 |
3,01 |
2,95 |
104,13 |
2,98 |
WZ0117 |
PL0000106936 |
99,79 |
99,88 |
--- |
--- |
99,84 |
--- |
PS0417 |
PL0000107058 |
104,50 |
104,74 |
3,13 |
3,05 |
104,62 |
3,09 |
DS1017 |
PL0000104543 |
106,51 |
106,78 |
3,23 |
3,15 |
106,65 |
3,19 |
WZ0118 |
PL0000104717 |
99,41 |
99,55 |
--- |
--- |
99,48 |
--- |
PS0418 |
PL0000107314 |
101,52 |
101,79 |
3,33 |
3,26 |
101,66 |
3,29 |
PS0718 |
PL0000107595 |
96,49 |
96,76 |
3,40 |
3,33 |
96,63 |
3,37 |
WZ0119 |
PL0000107603 |
99,07 |
99,22 |
--- |
--- |
99,15 |
--- |
DS1019 |
PL0000105441 |
109,52 |
109,82 |
3,55 |
3,49 |
109,67 |
3,52 |
DS1020 |
PL0000106126 |
108,68 |
109,06 |
3,71 |
3,65 |
108,87 |
3,68 |
WZ0121 |
PL0000106068 |
98,23 |
98,40 |
--- |
--- |
98,32 |
--- |
DS1021 |
PL0000106670 |
111,78 |
112,21 |
3,89 |
3,83 |
112,00 |
3,86 |
WS0922 |
PL0000102646 |
112,49 |
112,86 |
3,96 |
3,91 |
112,68 |
3,94 |
IZ0823 |
PL0000105359 |
104,06 |
104,95 |
--- |
--- |
104,51 |
--- |
DS1023 |
PL0000107264 |
99,69 |
100,11 |
4,04 |
3,98 |
99,90 |
4,01 |
WZ0124 |
PL0000107454 |
96,87 |
97,02 |
--- |
--- |
96,95 |
--- |
WS0429 |
PL0000105391 |
113,71 |
115,74 |
4,47 |
4,30 |
114,73 |
4,38 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,04 |
100,09 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
102,64 |
102,71 |
2,69 |
2,62 |
102,68 |
2,65 |
OK0715 |
PL0000107405 |
96,81 |
96,89 |
2,70 |
2,63 |
96,85 |
2,67 |
DS1015 |
PL0000103602 |
104,94 |
105,00 |
2,75 |
2,71 |
104,97 |
2,73 |
OK0116 |
PL0000107587 |
95,26 |
95,33 |
2,86 |
2,82 |
95,30 |
2,84 |
PS0416 |
PL0000106340 |
103,96 |
104,04 |
2,89 |
2,85 |
104,00 |
2,87 |
OK0716 |
PL0000107926 |
93,73 |
93,84 |
2,96 |
2,91 |
93,79 |
2,93 |
IZ0816 |
PL0000103529 |
103,81 |
104,30 |
--- |
--- |
104,06 |
--- |
PS1016 |
PL0000106795 |
104,12 |
104,23 |
2,98 |
2,94 |
104,18 |
2,96 |
WZ0117 |
PL0000106936 |
99,78 |
99,88 |
--- |
--- |
99,83 |
--- |
PS0417 |
PL0000107058 |
104,56 |
104,73 |
3,11 |
3,05 |
104,65 |
3,08 |
DS1017 |
PL0000104543 |
106,58 |
106,72 |
3,21 |
3,17 |
106,65 |
3,19 |
WZ0118 |
PL0000104717 |
99,41 |
99,55 |
--- |
--- |
99,48 |
--- |
PS0418 |
PL0000107314 |
101,55 |
101,73 |
3,32 |
3,28 |
101,64 |
3,30 |
PS0718 |
PL0000107595 |
96,50 |
96,68 |
3,40 |
3,35 |
96,59 |
3,38 |
WZ0119 |
PL0000107603 |
99,07 |
99,22 |
--- |
--- |
99,15 |
--- |
DS1019 |
PL0000105441 |
109,50 |
109,72 |
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 |
98,41 |
--- |
--- |
98,32 |
--- |
DS1021 |
PL0000106670 |
111,89 |
112,14 |
3,88 |
3,84 |
112,02 |
3,86 |
WS0922 |
PL0000102646 |
112,48 |
112,80 |
3,96 |
3,92 |
112,64 |
3,94 |
IZ0823 |
PL0000105359 |
104,07 |
104,85 |
--- |
--- |
104,46 |
--- |
DS1023 |
PL0000107264 |
99,66 |
99,96 |
4,04 |
4,00 |
99,81 |
4,02 |
WZ0124 |
PL0000107454 |
96,86 |
97,03 |
--- |
--- |
96,95 |
--- |
WS0429 |
PL0000105391 |
114,19 |
115,26 |
4,43 |
4,34 |
114,73 |
4,38 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0418 |
PL0000107314 |
0/1 |
1 |
2,250 |
2,250 |
2,250 |
65 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
30 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
140 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,220 |
2,220 |
2,220 |
15 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
80 |
OK0716 |
PL0000107926 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
55 |
PS1016 |
PL0000106795 |
2/9 |
7 |
2,300 |
2,300 |
2,300 |
180 |
TOTAL |
565 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
2,530 |
2,540 |
2,536 |
1 000 |
TOTAL |
1 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.