2014-05-06 |
MARKET DATA |
No 85 (2367) |
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 |
565,00 |
593,98 |
38 |
2 410,00 |
2 404,42 |
14 |
2 975,00 |
2 998,41 |
52 |
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 |
99,53 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,66 |
102,66 |
102,660 |
102,660 |
102,660 |
102,660 |
102,660 |
10 000 |
10,29 |
1 |
OK0715 |
PL0000107405 |
96,83 |
96,87 |
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 |
95,29 |
95,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,98 |
104,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
93,76 |
93,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,16 |
104,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,62 |
104,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,62 |
106,60 |
106,610 |
106,630 |
106,610 |
106,630 |
106,620 |
55 000 |
60,18 |
3 |
PS0418 |
PL0000107314 |
101,60 |
101,52 |
101,570 |
101,570 |
101,570 |
101,570 |
101,570 |
10 000 |
10,17 |
1 |
PS0718 |
PL0000107595 |
96,57 |
96,47 |
96,490 |
96,500 |
96,480 |
96,500 |
96,490 |
180 000 |
177,22 |
9 |
DS1019 |
PL0000105441 |
109,56 |
109,44 |
109,460 |
109,480 |
109,460 |
109,480 |
109,467 |
65 000 |
73,06 |
4 |
DS1020 |
PL0000106126 |
108,80 |
108,69 |
108,730 |
108,730 |
108,700 |
108,730 |
108,718 |
85 000 |
94,79 |
7 |
DS1021 |
PL0000106670 |
111,94 |
111,87 |
111,800 |
111,800 |
111,770 |
111,770 |
111,780 |
30 000 |
34,46 |
2 |
WS0922 |
PL0000102646 |
112,61 |
112,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
99,85 |
99,70 |
99,700 |
99,840 |
99,700 |
99,840 |
99,807 |
120 000 |
122,33 |
10 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
114,66 |
114,50 |
114,550 |
114,550 |
114,550 |
114,550 |
114,550 |
10 000 |
11,48 |
1 |
WS0437 |
PL0000104857 |
107,00 |
115,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,00 |
104,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,25 |
104,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,06 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,82 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,44 |
99,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,15 |
99,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,25 |
98,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,92 |
97,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
565 000 |
593,98 |
38 |
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 |
105,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,60 |
108,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,95 |
119,40 |
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 |
116,50 |
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 |
118,40 |
118,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
112,90 |
113,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
104,80 |
105,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
107,85 |
108,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
123,75 |
124,75 |
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 |
100,09 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
102,63 |
102,69 |
2,70 |
2,63 |
102,66 |
2,67 |
OK0715 |
PL0000107405 |
96,82 |
96,89 |
2,70 |
2,64 |
96,86 |
2,66 |
DS1015 |
PL0000103602 |
104,93 |
105,00 |
2,75 |
2,70 |
104,97 |
2,72 |
OK0116 |
PL0000107587 |
95,27 |
95,35 |
2,86 |
2,81 |
95,31 |
2,84 |
PS0416 |
PL0000106340 |
103,96 |
104,05 |
2,89 |
2,85 |
104,01 |
2,87 |
OK0716 |
PL0000107926 |
93,74 |
93,84 |
2,96 |
2,91 |
93,79 |
2,93 |
IZ0816 |
PL0000103529 |
103,79 |
104,35 |
--- |
--- |
104,07 |
--- |
PS1016 |
PL0000106795 |
104,14 |
104,24 |
2,97 |
2,93 |
104,19 |
2,95 |
WZ0117 |
PL0000106936 |
99,80 |
99,88 |
--- |
--- |
99,84 |
--- |
PS0417 |
PL0000107058 |
104,57 |
104,71 |
3,11 |
3,06 |
104,64 |
3,08 |
DS1017 |
PL0000104543 |
106,57 |
106,71 |
3,21 |
3,17 |
106,64 |
3,19 |
WZ0118 |
PL0000104717 |
99,42 |
99,56 |
--- |
--- |
99,49 |
--- |
PS0418 |
PL0000107314 |
101,56 |
101,72 |
3,32 |
3,28 |
101,64 |
3,30 |
PS0718 |
PL0000107595 |
96,53 |
96,69 |
3,39 |
3,35 |
96,61 |
3,37 |
WZ0119 |
PL0000107603 |
99,10 |
99,22 |
--- |
--- |
99,16 |
--- |
DS1019 |
PL0000105441 |
109,53 |
109,69 |
3,54 |
3,51 |
109,61 |
3,53 |
DS1020 |
PL0000106126 |
108,74 |
108,97 |
3,70 |
3,66 |
108,86 |
3,68 |
WZ0121 |
PL0000106068 |
98,22 |
98,41 |
--- |
--- |
98,32 |
--- |
DS1021 |
PL0000106670 |
111,86 |
112,13 |
3,88 |
3,84 |
112,00 |
3,86 |
WS0922 |
PL0000102646 |
112,53 |
112,80 |
3,96 |
3,92 |
112,67 |
3,94 |
IZ0823 |
PL0000105359 |
104,14 |
104,90 |
--- |
--- |
104,52 |
--- |
DS1023 |
PL0000107264 |
99,71 |
99,94 |
4,03 |
4,00 |
99,83 |
4,02 |
WZ0124 |
PL0000107454 |
96,88 |
97,03 |
--- |
--- |
96,96 |
--- |
WS0429 |
PL0000105391 |
114,25 |
114,94 |
4,42 |
4,37 |
114,60 |
4,39 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,05 |
100,09 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
102,63 |
102,68 |
2,70 |
2,64 |
102,66 |
2,67 |
OK0715 |
PL0000107405 |
96,82 |
96,89 |
2,70 |
2,64 |
96,86 |
2,66 |
DS1015 |
PL0000103602 |
104,94 |
105,00 |
2,74 |
2,70 |
104,97 |
2,72 |
OK0116 |
PL0000107587 |
95,27 |
95,34 |
2,86 |
2,82 |
95,31 |
2,84 |
PS0416 |
PL0000106340 |
103,96 |
104,04 |
2,89 |
2,85 |
104,00 |
2,87 |
OK0716 |
PL0000107926 |
93,73 |
93,83 |
2,96 |
2,92 |
93,78 |
2,94 |
IZ0816 |
PL0000103529 |
103,80 |
104,33 |
--- |
--- |
104,07 |
--- |
PS1016 |
PL0000106795 |
104,10 |
104,21 |
2,99 |
2,94 |
104,16 |
2,96 |
WZ0117 |
PL0000106936 |
99,80 |
99,88 |
--- |
--- |
99,84 |
--- |
PS0417 |
PL0000107058 |
104,59 |
104,71 |
3,10 |
3,06 |
104,65 |
3,08 |
DS1017 |
PL0000104543 |
106,58 |
106,69 |
3,20 |
3,17 |
106,64 |
3,19 |
WZ0118 |
PL0000104717 |
99,42 |
99,56 |
--- |
--- |
99,49 |
--- |
PS0418 |
PL0000107314 |
101,48 |
101,63 |
3,34 |
3,30 |
101,56 |
3,32 |
PS0718 |
PL0000107595 |
96,42 |
96,54 |
3,42 |
3,39 |
96,48 |
3,41 |
WZ0119 |
PL0000107603 |
99,10 |
99,19 |
--- |
--- |
99,15 |
--- |
DS1019 |
PL0000105441 |
109,40 |
109,59 |
3,57 |
3,53 |
109,50 |
3,55 |
DS1020 |
PL0000106126 |
108,70 |
108,90 |
3,70 |
3,67 |
108,80 |
3,69 |
WZ0121 |
PL0000106068 |
98,22 |
98,41 |
--- |
--- |
98,32 |
--- |
DS1021 |
PL0000106670 |
111,83 |
112,09 |
3,89 |
3,85 |
111,96 |
3,87 |
WS0922 |
PL0000102646 |
112,50 |
112,74 |
3,96 |
3,93 |
112,62 |
3,95 |
IZ0823 |
PL0000105359 |
104,16 |
104,87 |
--- |
--- |
104,52 |
--- |
DS1023 |
PL0000107264 |
99,73 |
99,98 |
4,03 |
4,00 |
99,86 |
4,01 |
WZ0124 |
PL0000107454 |
96,89 |
97,03 |
--- |
--- |
96,96 |
--- |
WS0429 |
PL0000105391 |
114,43 |
115,14 |
4,41 |
4,35 |
114,79 |
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) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
0/1 |
1 |
2,150 |
2,150 |
2,150 |
120 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,230 |
2,230 |
2,230 |
135 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,300 |
2,300 |
2,300 |
65 |
PS0416 |
PL0000106340 |
1/8 |
7 |
2,420 |
2,420 |
2,420 |
50 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,230 |
2,230 |
2,230 |
40 |
WZ0117 |
PL0000106936 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
60 |
TOTAL |
470 |
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 |
2,500 |
2,510 |
2,507 |
1 940 |
TOTAL |
1 940 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.