2014-05-12 |
MARKET DATA |
No 89 (2371) |
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 |
315,00 |
332,31 |
21 |
3 120,00 |
3 377,55 |
34 |
3 435,00 |
3 709,86 |
55 |
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 |
99,56 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,62 |
102,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
96,87 |
96,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,93 |
104,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
95,33 |
95,33 |
95,330 |
95,330 |
95,320 |
95,320 |
95,327 |
55 000 |
52,43 |
2 |
PS0416 |
PL0000106340 |
103,97 |
104,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
93,85 |
93,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,20 |
104,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,73 |
104,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,82 |
106,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,85 |
101,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
96,88 |
96,82 |
96,850 |
96,850 |
96,850 |
96,850 |
96,850 |
15 000 |
14,83 |
1 |
DS1019 |
PL0000105441 |
110,07 |
109,95 |
110,060 |
110,070 |
110,060 |
110,070 |
110,068 |
50 000 |
56,55 |
3 |
DS1020 |
PL0000106126 |
109,51 |
109,42 |
109,550 |
109,570 |
109,490 |
109,490 |
109,551 |
80 000 |
89,95 |
5 |
DS1021 |
PL0000106670 |
112,93 |
112,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,65 |
113,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
101,07 |
100,86 |
101,070 |
101,070 |
100,840 |
100,840 |
101,019 |
110 000 |
113,54 |
9 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
116,30 |
116,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
110,50 |
117,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,05 |
104,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
105,40 |
105,50 |
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 |
99,87 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,57 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,26 |
99,27 |
99,270 |
99,270 |
99,270 |
99,270 |
99,270 |
5 000 |
5,00 |
1 |
WZ0121 |
PL0000106068 |
98,45 |
98,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,26 |
97,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
315 000 |
332,31 |
21 |
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 |
118,90 |
119,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
102,25 |
102,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,25 |
116,55 |
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 |
118,50 |
119,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
113,10 |
113,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
105,15 |
105,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
107,95 |
108,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
123,85 |
124,85 |
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 |
102,60 |
102,67 |
2,68 |
2,61 |
102,64 |
2,64 |
OK0715 |
PL0000107405 |
96,86 |
96,95 |
2,70 |
2,62 |
96,91 |
2,66 |
DS1015 |
PL0000103602 |
104,87 |
104,95 |
2,75 |
2,70 |
104,91 |
2,73 |
OK0116 |
PL0000107587 |
95,30 |
95,37 |
2,87 |
2,83 |
95,34 |
2,84 |
PS0416 |
PL0000106340 |
103,95 |
104,05 |
2,88 |
2,83 |
104,00 |
2,85 |
OK0716 |
PL0000107926 |
93,80 |
93,93 |
2,95 |
2,89 |
93,87 |
2,92 |
IZ0816 |
PL0000103529 |
103,94 |
104,45 |
--- |
--- |
104,20 |
--- |
PS1016 |
PL0000106795 |
104,15 |
104,26 |
2,96 |
2,91 |
104,21 |
2,93 |
WZ0117 |
PL0000106936 |
99,82 |
99,92 |
--- |
--- |
99,87 |
--- |
PS0417 |
PL0000107058 |
104,70 |
104,82 |
3,05 |
3,01 |
104,76 |
3,03 |
DS1017 |
PL0000104543 |
106,75 |
106,90 |
3,15 |
3,10 |
106,83 |
3,12 |
WZ0118 |
PL0000104717 |
99,54 |
99,64 |
--- |
--- |
99,59 |
--- |
PS0418 |
PL0000107314 |
101,78 |
101,96 |
3,26 |
3,21 |
101,87 |
3,23 |
PS0718 |
PL0000107595 |
96,82 |
96,93 |
3,32 |
3,29 |
96,88 |
3,30 |
WZ0119 |
PL0000107603 |
99,22 |
99,32 |
--- |
--- |
99,27 |
--- |
DS1019 |
PL0000105441 |
109,94 |
110,12 |
3,46 |
3,43 |
110,03 |
3,44 |
DS1020 |
PL0000106126 |
109,30 |
109,57 |
3,60 |
3,56 |
109,44 |
3,58 |
WZ0121 |
PL0000106068 |
98,38 |
98,54 |
--- |
--- |
98,46 |
--- |
DS1021 |
PL0000106670 |
112,73 |
113,03 |
3,75 |
3,71 |
112,88 |
3,73 |
WS0922 |
PL0000102646 |
113,44 |
113,75 |
3,83 |
3,79 |
113,60 |
3,81 |
IZ0823 |
PL0000105359 |
105,06 |
105,70 |
--- |
--- |
105,38 |
--- |
DS1023 |
PL0000107264 |
100,92 |
101,14 |
3,88 |
3,85 |
101,03 |
3,86 |
WZ0124 |
PL0000107454 |
97,21 |
97,43 |
--- |
--- |
97,32 |
--- |
WS0429 |
PL0000105391 |
116,04 |
116,79 |
4,27 |
4,21 |
116,42 |
4,24 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,06 |
100,09 |
--- |
--- |
100,08 |
--- |
PS0415 |
PL0000105953 |
102,60 |
102,66 |
2,68 |
2,62 |
102,63 |
2,65 |
OK0715 |
PL0000107405 |
96,86 |
96,95 |
2,70 |
2,62 |
96,91 |
2,66 |
DS1015 |
PL0000103602 |
104,87 |
104,93 |
2,75 |
2,71 |
104,90 |
2,73 |
OK0116 |
PL0000107587 |
95,28 |
95,35 |
2,88 |
2,84 |
95,32 |
2,86 |
PS0416 |
PL0000106340 |
103,94 |
104,03 |
2,89 |
2,84 |
103,99 |
2,86 |
OK0716 |
PL0000107926 |
93,80 |
93,91 |
2,95 |
2,90 |
93,86 |
2,92 |
IZ0816 |
PL0000103529 |
103,94 |
104,43 |
--- |
--- |
104,19 |
--- |
PS1016 |
PL0000106795 |
104,14 |
104,24 |
2,96 |
2,92 |
104,19 |
2,94 |
WZ0117 |
PL0000106936 |
99,85 |
99,92 |
--- |
--- |
99,89 |
--- |
PS0417 |
PL0000107058 |
104,65 |
104,77 |
3,07 |
3,03 |
104,71 |
3,05 |
DS1017 |
PL0000104543 |
106,70 |
106,87 |
3,16 |
3,11 |
106,79 |
3,13 |
WZ0118 |
PL0000104717 |
99,54 |
99,65 |
--- |
--- |
99,60 |
--- |
PS0418 |
PL0000107314 |
101,68 |
101,89 |
3,29 |
3,23 |
101,79 |
3,26 |
PS0718 |
PL0000107595 |
96,72 |
96,86 |
3,35 |
3,31 |
96,79 |
3,33 |
WZ0119 |
PL0000107603 |
99,24 |
99,31 |
--- |
--- |
99,28 |
--- |
DS1019 |
PL0000105441 |
109,80 |
109,99 |
3,49 |
3,45 |
109,90 |
3,47 |
DS1020 |
PL0000106126 |
109,19 |
109,46 |
3,62 |
3,57 |
109,33 |
3,60 |
WZ0121 |
PL0000106068 |
98,40 |
98,52 |
--- |
--- |
98,46 |
--- |
DS1021 |
PL0000106670 |
112,59 |
112,89 |
3,77 |
3,73 |
112,74 |
3,75 |
WS0922 |
PL0000102646 |
113,28 |
113,57 |
3,86 |
3,82 |
113,43 |
3,84 |
IZ0823 |
PL0000105359 |
105,19 |
105,70 |
--- |
--- |
105,45 |
--- |
DS1023 |
PL0000107264 |
100,74 |
100,98 |
3,90 |
3,87 |
100,86 |
3,88 |
WZ0124 |
PL0000107454 |
97,20 |
97,46 |
--- |
--- |
97,33 |
--- |
WS0429 |
PL0000105391 |
115,85 |
116,43 |
4,29 |
4,24 |
116,14 |
4,26 |
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 |
2,330 |
2,330 |
2,330 |
20 |
DS1019 |
PL0000105441 |
0/1 |
1 |
2,330 |
2,330 |
2,330 |
10 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,330 |
2,330 |
2,330 |
25 |
DS1021 |
PL0000106670 |
0/1 |
1 |
2,330 |
2,330 |
2,330 |
15 |
PS0417 |
PL0000107058 |
0/1 |
1 |
2,330 |
2,330 |
2,330 |
45 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,330 |
2,330 |
2,330 |
190 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,330 |
2,330 |
2,330 |
160 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,330 |
2,330 |
2,330 |
15 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,330 |
2,330 |
2,330 |
235 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,330 |
2,330 |
2,330 |
200 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,330 |
2,330 |
2,330 |
60 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,370 |
2,370 |
2,370 |
150 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
2,330 |
2,330 |
2,330 |
40 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
20 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
120 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
410 |
DS1021 |
PL0000106670 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
10 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
190 |
OK0716 |
PL0000107926 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
20 |
WZ0117 |
PL0000106936 |
1/8 |
7 |
2,420 |
2,420 |
2,420 |
60 |
DS1017 |
PL0000104543 |
2/9 |
7 |
2,370 |
2,370 |
2,370 |
65 |
DS1020 |
PL0000106126 |
2/9 |
7 |
2,330 |
2,330 |
2,330 |
180 |
PS1016 |
PL0000106795 |
2/9 |
7 |
2,250 |
2,250 |
2,250 |
30 |
WZ0121 |
PL0000106068 |
2/9 |
7 |
2,380 |
2,380 |
2,380 |
150 |
TOTAL |
2 420 |
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 |
2,520 |
2,509 |
700 |
TOTAL |
700 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.