2014-05-07 |
MARKET DATA |
No 86 (2368) |
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 |
1 017,50 |
1 040,56 |
68 |
650,00 |
685,55 |
10 |
1 667,50 |
1 726,11 |
78 |
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 |
99,54 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,64 |
102,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
96,84 |
96,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,94 |
104,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
95,34 |
95,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,02 |
104,01 |
104,040 |
104,040 |
104,040 |
104,040 |
104,040 |
60 000 |
62,54 |
2 |
OK0716 |
PL0000107926 |
93,83 |
93,83 |
93,850 |
93,850 |
93,850 |
93,850 |
93,850 |
25 000 |
23,46 |
1 |
PS1016 |
PL0000106795 |
104,20 |
104,20 |
104,210 |
104,210 |
104,210 |
104,210 |
104,210 |
25 000 |
26,69 |
1 |
PS0417 |
PL0000107058 |
104,70 |
104,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,76 |
106,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,80 |
101,63 |
101,810 |
101,810 |
101,800 |
101,800 |
101,804 |
40 000 |
40,78 |
3 |
PS0718 |
PL0000107595 |
96,78 |
96,55 |
96,560 |
96,800 |
96,560 |
96,800 |
96,719 |
355 000 |
350,36 |
14 |
DS1019 |
PL0000105441 |
109,84 |
109,63 |
109,760 |
109,760 |
109,740 |
109,740 |
109,754 |
35 000 |
39,45 |
2 |
DS1020 |
PL0000106126 |
109,14 |
108,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,62 |
112,11 |
112,120 |
112,350 |
112,120 |
112,350 |
112,197 |
15 000 |
17,29 |
2 |
WS0922 |
PL0000102646 |
113,22 |
112,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
100,60 |
99,76 |
100,020 |
100,650 |
100,020 |
100,650 |
100,344 |
220 000 |
225,48 |
22 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
115,73 |
114,78 |
115,130 |
116,000 |
115,130 |
116,000 |
115,520 |
40 000 |
46,30 |
4 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,10 |
104,23 |
104,100 |
104,100 |
104,080 |
104,080 |
104,093 |
15 000 |
20,49 |
2 |
IZ0823 |
PL0000105359 |
104,80 |
104,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,07 |
100,07 |
100,070 |
100,070 |
100,070 |
100,070 |
100,070 |
7 500 |
7,56 |
1 |
WZ0117 |
PL0000106936 |
99,85 |
99,85 |
99,850 |
99,860 |
99,850 |
99,860 |
99,858 |
60 000 |
60,38 |
4 |
WZ0118 |
PL0000104717 |
99,49 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,13 |
99,13 |
99,140 |
99,140 |
99,130 |
99,140 |
99,139 |
105 000 |
104,92 |
8 |
WZ0121 |
PL0000106068 |
98,29 |
98,30 |
98,300 |
98,300 |
98,300 |
98,300 |
98,300 |
15 000 |
14,86 |
2 |
WZ0124 |
PL0000107454 |
96,96 |
96,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 017 500 |
1 040,56 |
68 |
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 |
105,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,65 |
108,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,90 |
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 |
116,15 |
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 |
118,40 |
118,85 |
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 |
105,15 |
105,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
108,00 |
108,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
123,80 |
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 |
102,62 |
102,68 |
2,70 |
2,64 |
102,65 |
2,67 |
OK0715 |
PL0000107405 |
96,82 |
96,89 |
2,70 |
2,64 |
96,86 |
2,67 |
DS1015 |
PL0000103602 |
104,92 |
105,00 |
2,75 |
2,70 |
104,96 |
2,72 |
OK0116 |
PL0000107587 |
95,29 |
95,37 |
2,85 |
2,80 |
95,33 |
2,83 |
PS0416 |
PL0000106340 |
103,95 |
104,04 |
2,89 |
2,85 |
104,00 |
2,87 |
OK0716 |
PL0000107926 |
93,76 |
93,86 |
2,95 |
2,90 |
93,81 |
2,93 |
IZ0816 |
PL0000103529 |
103,83 |
104,35 |
--- |
--- |
104,09 |
--- |
PS1016 |
PL0000106795 |
104,11 |
104,22 |
2,98 |
2,94 |
104,17 |
2,96 |
WZ0117 |
PL0000106936 |
99,79 |
99,89 |
--- |
--- |
99,84 |
--- |
PS0417 |
PL0000107058 |
104,59 |
104,73 |
3,10 |
3,05 |
104,66 |
3,08 |
DS1017 |
PL0000104543 |
106,60 |
106,73 |
3,20 |
3,16 |
106,67 |
3,18 |
WZ0118 |
PL0000104717 |
99,43 |
99,57 |
--- |
--- |
99,50 |
--- |
PS0418 |
PL0000107314 |
101,49 |
101,67 |
3,34 |
3,29 |
101,58 |
3,31 |
PS0718 |
PL0000107595 |
96,43 |
96,58 |
3,42 |
3,38 |
96,51 |
3,40 |
WZ0119 |
PL0000107603 |
99,09 |
99,20 |
--- |
--- |
99,15 |
--- |
DS1019 |
PL0000105441 |
109,49 |
109,69 |
3,55 |
3,51 |
109,59 |
3,53 |
DS1020 |
PL0000106126 |
108,77 |
109,03 |
3,69 |
3,65 |
108,90 |
3,67 |
WZ0121 |
PL0000106068 |
98,22 |
98,39 |
--- |
--- |
98,31 |
--- |
DS1021 |
PL0000106670 |
111,93 |
112,18 |
3,87 |
3,84 |
112,06 |
3,85 |
WS0922 |
PL0000102646 |
112,60 |
112,85 |
3,95 |
3,91 |
112,73 |
3,93 |
IZ0823 |
PL0000105359 |
104,31 |
104,96 |
--- |
--- |
104,64 |
--- |
DS1023 |
PL0000107264 |
99,82 |
100,05 |
4,02 |
3,99 |
99,94 |
4,00 |
WZ0124 |
PL0000107454 |
96,89 |
97,05 |
--- |
--- |
96,97 |
--- |
WS0429 |
PL0000105391 |
114,51 |
115,22 |
4,40 |
4,34 |
114,87 |
4,37 |
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 |
2,69 |
2,64 |
102,66 |
2,66 |
OK0715 |
PL0000107405 |
96,82 |
96,90 |
2,70 |
2,63 |
96,86 |
2,67 |
DS1015 |
PL0000103602 |
104,93 |
105,00 |
2,74 |
2,70 |
104,97 |
2,72 |
OK0116 |
PL0000107587 |
95,30 |
95,37 |
2,85 |
2,80 |
95,34 |
2,82 |
PS0416 |
PL0000106340 |
103,98 |
104,06 |
2,88 |
2,84 |
104,02 |
2,86 |
OK0716 |
PL0000107926 |
93,77 |
93,93 |
2,95 |
2,87 |
93,85 |
2,91 |
IZ0816 |
PL0000103529 |
103,88 |
104,36 |
--- |
--- |
104,12 |
--- |
PS1016 |
PL0000106795 |
104,15 |
104,26 |
2,97 |
2,92 |
104,21 |
2,94 |
WZ0117 |
PL0000106936 |
99,82 |
99,88 |
--- |
--- |
99,85 |
--- |
PS0417 |
PL0000107058 |
104,67 |
104,83 |
3,07 |
3,02 |
104,75 |
3,04 |
DS1017 |
PL0000104543 |
106,68 |
106,86 |
3,17 |
3,12 |
106,77 |
3,15 |
WZ0118 |
PL0000104717 |
99,45 |
99,56 |
--- |
--- |
99,51 |
--- |
PS0418 |
PL0000107314 |
101,65 |
101,90 |
3,30 |
3,23 |
101,78 |
3,26 |
PS0718 |
PL0000107595 |
96,65 |
96,82 |
3,36 |
3,32 |
96,74 |
3,34 |
WZ0119 |
PL0000107603 |
99,09 |
99,16 |
--- |
--- |
99,13 |
--- |
DS1019 |
PL0000105441 |
109,80 |
109,92 |
3,49 |
3,47 |
109,86 |
3,48 |
DS1020 |
PL0000106126 |
109,06 |
109,41 |
3,64 |
3,59 |
109,24 |
3,61 |
WZ0121 |
PL0000106068 |
98,22 |
98,39 |
--- |
--- |
98,31 |
--- |
DS1021 |
PL0000106670 |
112,39 |
112,70 |
3,80 |
3,76 |
112,55 |
3,78 |
WS0922 |
PL0000102646 |
113,00 |
113,37 |
3,89 |
3,85 |
113,19 |
3,87 |
IZ0823 |
PL0000105359 |
104,59 |
105,27 |
--- |
--- |
104,93 |
--- |
DS1023 |
PL0000107264 |
100,32 |
100,55 |
3,95 |
3,92 |
100,44 |
3,94 |
WZ0124 |
PL0000107454 |
96,92 |
97,05 |
--- |
--- |
96,99 |
--- |
WS0429 |
PL0000105391 |
115,31 |
116,03 |
4,33 |
4,27 |
115,67 |
4,30 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
0/1 |
1 |
0,800 |
0,800 |
0,800 |
40 |
WS0429 |
PL0000105391 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
20 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
150 |
PS0418 |
PL0000107314 |
0/2 |
2 |
2,350 |
2,350 |
2,350 |
100 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,300 |
2,400 |
2,395 |
105 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,230 |
2,230 |
2,230 |
35 |
PS1016 |
PL0000106795 |
2/9 |
7 |
2,220 |
2,220 |
2,220 |
200 |
TOTAL |
650 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.