2014-05-09 |
MARKET DATA |
No 88 (2370) |
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 |
905,00 |
928,72 |
56 |
370,00 |
378,04 |
5 |
1 275,00 |
1 306,76 |
61 |
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 |
99,57 |
99,55 |
99,550 |
99,550 |
99,550 |
99,550 |
99,550 |
110 000 |
109,51 |
2 |
PS0415 |
PL0000105953 |
102,64 |
102,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
96,88 |
96,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,93 |
104,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
95,35 |
95,35 |
95,350 |
95,350 |
95,330 |
95,330 |
95,337 |
190 000 |
181,14 |
5 |
PS0416 |
PL0000106340 |
104,03 |
104,02 |
104,000 |
104,000 |
104,000 |
104,000 |
104,000 |
110 000 |
114,67 |
5 |
OK0716 |
PL0000107926 |
93,89 |
93,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,24 |
104,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,85 |
104,80 |
104,820 |
104,850 |
104,800 |
104,850 |
104,822 |
90 000 |
94,55 |
6 |
DS1017 |
PL0000104543 |
106,99 |
106,87 |
106,990 |
106,990 |
106,970 |
106,970 |
106,983 |
15 000 |
16,48 |
2 |
PS0418 |
PL0000107314 |
102,04 |
101,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
97,07 |
96,90 |
97,050 |
97,050 |
96,900 |
96,900 |
97,002 |
165 000 |
163,35 |
12 |
DS1019 |
PL0000105441 |
110,30 |
110,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,71 |
109,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
113,20 |
113,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,00 |
113,80 |
113,930 |
113,970 |
113,830 |
113,900 |
113,899 |
110 000 |
129,31 |
11 |
DS1023 |
PL0000107264 |
101,31 |
101,09 |
101,370 |
101,410 |
101,000 |
101,000 |
101,277 |
90 000 |
93,12 |
10 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
116,79 |
116,51 |
116,720 |
116,720 |
116,720 |
116,720 |
116,720 |
10 000 |
11,70 |
2 |
WS0437 |
PL0000104857 |
110,50 |
117,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,00 |
104,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
105,25 |
105,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,07 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,86 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,55 |
99,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,25 |
99,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,42 |
98,45 |
98,450 |
98,450 |
98,450 |
98,450 |
98,450 |
15 000 |
14,89 |
1 |
WZ0124 |
PL0000107454 |
97,25 |
97,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
905 000 |
928,72 |
56 |
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 |
105,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,60 |
108,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,00 |
119,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
102,30 |
102,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,35 |
116,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
116,00 |
116,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
118,60 |
119,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
113,10 |
113,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
105,10 |
105,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
108,00 |
108,75 |
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 |
100,06 |
100,10 |
--- |
--- |
100,08 |
--- |
PS0415 |
PL0000105953 |
102,61 |
102,68 |
2,68 |
2,60 |
102,65 |
2,64 |
OK0715 |
PL0000107405 |
96,87 |
96,97 |
2,69 |
2,60 |
96,92 |
2,64 |
DS1015 |
PL0000103602 |
104,90 |
104,99 |
2,74 |
2,68 |
104,95 |
2,71 |
OK0116 |
PL0000107587 |
95,34 |
95,43 |
2,84 |
2,78 |
95,39 |
2,81 |
PS0416 |
PL0000106340 |
104,00 |
104,08 |
2,86 |
2,82 |
104,04 |
2,84 |
OK0716 |
PL0000107926 |
93,86 |
94,00 |
2,92 |
2,85 |
93,93 |
2,88 |
IZ0816 |
PL0000103529 |
103,91 |
104,48 |
--- |
--- |
104,20 |
--- |
PS1016 |
PL0000106795 |
104,22 |
104,34 |
2,93 |
2,88 |
104,28 |
2,91 |
WZ0117 |
PL0000106936 |
99,81 |
99,92 |
--- |
--- |
99,87 |
--- |
PS0417 |
PL0000107058 |
104,83 |
104,98 |
3,01 |
2,96 |
104,91 |
2,98 |
DS1017 |
PL0000104543 |
106,92 |
107,09 |
3,10 |
3,05 |
107,01 |
3,07 |
WZ0118 |
PL0000104717 |
99,51 |
99,63 |
--- |
--- |
99,57 |
--- |
PS0418 |
PL0000107314 |
101,96 |
102,14 |
3,21 |
3,16 |
102,05 |
3,19 |
PS0718 |
PL0000107595 |
96,97 |
97,13 |
3,28 |
3,24 |
97,05 |
3,26 |
WZ0119 |
PL0000107603 |
99,20 |
99,29 |
--- |
--- |
99,25 |
--- |
DS1019 |
PL0000105441 |
110,20 |
110,40 |
3,41 |
3,37 |
110,30 |
3,39 |
DS1020 |
PL0000106126 |
109,60 |
109,93 |
3,55 |
3,50 |
109,77 |
3,52 |
WZ0121 |
PL0000106068 |
98,35 |
98,51 |
--- |
--- |
98,43 |
--- |
DS1021 |
PL0000106670 |
113,13 |
113,44 |
3,70 |
3,65 |
113,29 |
3,67 |
WS0922 |
PL0000102646 |
113,95 |
114,25 |
3,77 |
3,73 |
114,10 |
3,75 |
IZ0823 |
PL0000105359 |
105,01 |
105,71 |
--- |
--- |
105,36 |
--- |
DS1023 |
PL0000107264 |
101,21 |
101,49 |
3,84 |
3,80 |
101,35 |
3,82 |
WZ0124 |
PL0000107454 |
97,14 |
97,37 |
--- |
--- |
97,26 |
--- |
WS0429 |
PL0000105391 |
116,52 |
117,50 |
4,23 |
4,15 |
117,01 |
4,19 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,06 |
100,10 |
--- |
--- |
100,08 |
--- |
PS0415 |
PL0000105953 |
102,61 |
102,67 |
2,68 |
2,61 |
102,64 |
2,65 |
OK0715 |
PL0000107405 |
96,86 |
96,96 |
2,69 |
2,61 |
96,91 |
2,65 |
DS1015 |
PL0000103602 |
104,87 |
104,95 |
2,76 |
2,71 |
104,91 |
2,73 |
OK0116 |
PL0000107587 |
95,28 |
95,37 |
2,88 |
2,82 |
95,33 |
2,85 |
PS0416 |
PL0000106340 |
103,98 |
104,04 |
2,87 |
2,84 |
104,01 |
2,85 |
OK0716 |
PL0000107926 |
93,81 |
93,95 |
2,94 |
2,87 |
93,88 |
2,91 |
IZ0816 |
PL0000103529 |
103,90 |
104,49 |
--- |
--- |
104,20 |
--- |
PS1016 |
PL0000106795 |
104,17 |
104,27 |
2,95 |
2,91 |
104,22 |
2,93 |
WZ0117 |
PL0000106936 |
99,82 |
99,92 |
--- |
--- |
99,87 |
--- |
PS0417 |
PL0000107058 |
104,72 |
104,83 |
3,05 |
3,01 |
104,78 |
3,03 |
DS1017 |
PL0000104543 |
106,74 |
106,90 |
3,15 |
3,10 |
106,82 |
3,13 |
WZ0118 |
PL0000104717 |
99,52 |
99,64 |
--- |
--- |
99,58 |
--- |
PS0418 |
PL0000107314 |
101,74 |
101,95 |
3,27 |
3,21 |
101,85 |
3,24 |
PS0718 |
PL0000107595 |
96,81 |
96,93 |
3,32 |
3,29 |
96,87 |
3,31 |
WZ0119 |
PL0000107603 |
99,22 |
99,29 |
--- |
--- |
99,26 |
--- |
DS1019 |
PL0000105441 |
109,92 |
110,10 |
3,47 |
3,43 |
110,01 |
3,45 |
DS1020 |
PL0000106126 |
109,25 |
109,58 |
3,61 |
3,56 |
109,42 |
3,58 |
WZ0121 |
PL0000106068 |
98,38 |
98,53 |
--- |
--- |
98,46 |
--- |
DS1021 |
PL0000106670 |
112,72 |
113,10 |
3,75 |
3,70 |
112,91 |
3,73 |
WS0922 |
PL0000102646 |
113,50 |
113,83 |
3,83 |
3,78 |
113,67 |
3,80 |
IZ0823 |
PL0000105359 |
105,00 |
105,73 |
--- |
--- |
105,37 |
--- |
DS1023 |
PL0000107264 |
100,92 |
101,15 |
3,88 |
3,85 |
101,04 |
3,86 |
WZ0124 |
PL0000107454 |
97,20 |
97,39 |
--- |
--- |
97,30 |
--- |
WS0429 |
PL0000105391 |
116,10 |
116,75 |
4,27 |
4,21 |
116,43 |
4,24 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0429 |
PL0000105391 |
3/4 |
1 |
2,250 |
2,250 |
2,250 |
25 |
PS0418 |
PL0000107314 |
3/4 |
1 |
2,350 |
2,350 |
2,350 |
75 |
DS1019 |
PL0000105441 |
3/10 |
7 |
2,230 |
2,230 |
2,230 |
20 |
OK0715 |
PL0000107405 |
3/10 |
7 |
2,400 |
2,400 |
2,400 |
115 |
PS0418 |
PL0000107314 |
4/11 |
7 |
2,370 |
2,370 |
2,370 |
135 |
TOTAL |
370 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.