2014-05-13 |
MARKET DATA |
No 90 (2372) |
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 |
1 710,00 |
1 765,27 |
101 |
3 510,00 |
3 784,59 |
29 |
5 220,00 |
5 549,85 |
130 |
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 |
99,58 |
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 |
96,89 |
96,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,88 |
104,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
95,36 |
95,32 |
95,370 |
95,370 |
95,370 |
95,370 |
95,370 |
75 000 |
71,53 |
3 |
PS0416 |
PL0000106340 |
104,02 |
103,98 |
104,040 |
104,040 |
104,040 |
104,040 |
104,040 |
30 000 |
31,29 |
3 |
OK0716 |
PL0000107926 |
93,93 |
93,88 |
93,950 |
93,950 |
93,950 |
93,950 |
93,950 |
10 000 |
9,40 |
1 |
PS1016 |
PL0000106795 |
104,28 |
104,21 |
104,270 |
104,320 |
104,270 |
104,320 |
104,311 |
162 500 |
173,78 |
6 |
PS0417 |
PL0000107058 |
104,81 |
104,76 |
104,770 |
104,770 |
104,770 |
104,770 |
104,770 |
10 000 |
10,50 |
1 |
DS1017 |
PL0000104543 |
106,98 |
106,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,06 |
101,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
97,14 |
96,86 |
96,900 |
97,140 |
96,900 |
97,100 |
97,066 |
90 000 |
89,17 |
10 |
PS0719 |
PL0000108148 |
99,40 |
99,25 |
99,150 |
99,300 |
99,140 |
99,300 |
99,176 |
25 000 |
25,45 |
3 |
DS1019 |
PL0000105441 |
110,28 |
109,99 |
110,080 |
110,160 |
110,010 |
110,060 |
110,040 |
280 000 |
316,63 |
22 |
DS1020 |
PL0000106126 |
109,74 |
109,43 |
109,510 |
109,570 |
109,510 |
109,570 |
109,539 |
70 000 |
78,71 |
3 |
DS1021 |
PL0000106670 |
113,22 |
112,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,00 |
113,62 |
113,860 |
113,950 |
113,860 |
113,950 |
113,905 |
20 000 |
23,52 |
2 |
DS1023 |
PL0000107264 |
101,40 |
100,95 |
101,150 |
101,500 |
101,150 |
101,400 |
101,395 |
65 000 |
67,35 |
7 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
116,74 |
116,48 |
116,310 |
116,750 |
116,310 |
116,750 |
116,457 |
15 000 |
17,52 |
2 |
WS0437 |
PL0000104857 |
112,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,97 |
104,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
105,43 |
105,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,07 |
100,08 |
100,070 |
100,070 |
100,070 |
100,070 |
100,070 |
25 000 |
25,22 |
1 |
WZ0117 |
PL0000106936 |
99,88 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,64 |
99,60 |
99,600 |
99,640 |
99,600 |
99,630 |
99,631 |
60 000 |
60,27 |
5 |
WZ0119 |
PL0000107603 |
99,30 |
99,27 |
99,280 |
99,300 |
99,270 |
99,270 |
99,290 |
287 500 |
287,84 |
17 |
WZ0121 |
PL0000106068 |
98,60 |
98,48 |
98,560 |
98,580 |
98,560 |
98,580 |
98,577 |
60 000 |
59,64 |
5 |
WZ0124 |
PL0000107454 |
97,44 |
97,25 |
97,260 |
97,500 |
97,250 |
97,500 |
97,396 |
425 000 |
417,45 |
10 |
TOTAL |
1 710 000 |
1 765,27 |
101 |
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 |
119,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
102,35 |
102,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,30 |
116,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
116,10 |
116,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
118,75 |
119,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
113,25 |
113,70 |
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 |
108,50 |
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 |
100,05 |
100,10 |
--- |
--- |
100,08 |
--- |
PS0415 |
PL0000105953 |
102,60 |
102,65 |
2,67 |
2,62 |
102,63 |
2,64 |
OK0715 |
PL0000107405 |
96,87 |
96,95 |
2,70 |
2,63 |
96,91 |
2,66 |
DS1015 |
PL0000103602 |
104,86 |
104,92 |
2,76 |
2,71 |
104,89 |
2,73 |
OK0116 |
PL0000107587 |
95,30 |
95,35 |
2,87 |
2,84 |
95,33 |
2,86 |
PS0416 |
PL0000106340 |
103,93 |
104,01 |
2,89 |
2,85 |
103,97 |
2,87 |
OK0716 |
PL0000107926 |
93,82 |
93,91 |
2,95 |
2,90 |
93,87 |
2,92 |
IZ0816 |
PL0000103529 |
103,87 |
104,40 |
--- |
--- |
104,14 |
--- |
PS1016 |
PL0000106795 |
104,16 |
104,24 |
2,95 |
2,92 |
104,20 |
2,94 |
WZ0117 |
PL0000106936 |
99,84 |
99,92 |
--- |
--- |
99,88 |
--- |
PS0417 |
PL0000107058 |
104,68 |
104,80 |
3,06 |
3,02 |
104,74 |
3,04 |
DS1017 |
PL0000104543 |
106,76 |
106,93 |
3,14 |
3,09 |
106,85 |
3,11 |
WZ0118 |
PL0000104717 |
99,54 |
99,64 |
--- |
--- |
99,59 |
--- |
PS0418 |
PL0000107314 |
101,79 |
101,96 |
3,26 |
3,21 |
101,88 |
3,23 |
PS0718 |
PL0000107595 |
96,82 |
96,99 |
3,32 |
3,28 |
96,91 |
3,30 |
WZ0119 |
PL0000107603 |
99,21 |
99,30 |
--- |
--- |
99,26 |
--- |
DS1019 |
PL0000105441 |
109,97 |
110,18 |
3,45 |
3,41 |
110,08 |
3,43 |
DS1020 |
PL0000106126 |
109,44 |
109,64 |
3,58 |
3,54 |
109,54 |
3,56 |
WZ0121 |
PL0000106068 |
98,40 |
98,55 |
--- |
--- |
98,48 |
--- |
DS1021 |
PL0000106670 |
112,79 |
113,09 |
3,74 |
3,70 |
112,94 |
3,72 |
WS0922 |
PL0000102646 |
113,51 |
113,81 |
3,82 |
3,79 |
113,66 |
3,81 |
IZ0823 |
PL0000105359 |
105,06 |
105,74 |
--- |
--- |
105,40 |
--- |
DS1023 |
PL0000107264 |
100,99 |
101,24 |
3,87 |
3,84 |
101,12 |
3,85 |
WZ0124 |
PL0000107454 |
97,21 |
97,44 |
--- |
--- |
97,33 |
--- |
WS0429 |
PL0000105391 |
116,14 |
116,82 |
4,26 |
4,21 |
116,48 |
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 |
100,10 |
--- |
--- |
100,08 |
--- |
PS0415 |
PL0000105953 |
102,61 |
102,66 |
2,66 |
2,61 |
102,64 |
2,63 |
OK0715 |
PL0000107405 |
96,88 |
96,96 |
2,69 |
2,62 |
96,92 |
2,65 |
DS1015 |
PL0000103602 |
104,85 |
104,93 |
2,76 |
2,71 |
104,89 |
2,73 |
OK0116 |
PL0000107587 |
95,35 |
95,42 |
2,84 |
2,80 |
95,39 |
2,82 |
PS0416 |
PL0000106340 |
103,98 |
104,06 |
2,86 |
2,82 |
104,02 |
2,84 |
OK0716 |
PL0000107926 |
93,90 |
94,00 |
2,91 |
2,86 |
93,95 |
2,88 |
IZ0816 |
PL0000103529 |
103,86 |
104,45 |
--- |
--- |
104,16 |
--- |
PS1016 |
PL0000106795 |
104,25 |
104,35 |
2,91 |
2,87 |
104,30 |
2,89 |
WZ0117 |
PL0000106936 |
99,85 |
99,92 |
--- |
--- |
99,89 |
--- |
PS0417 |
PL0000107058 |
104,78 |
104,91 |
3,03 |
2,98 |
104,85 |
3,00 |
DS1017 |
PL0000104543 |
106,93 |
107,08 |
3,09 |
3,05 |
107,01 |
3,07 |
WZ0118 |
PL0000104717 |
99,60 |
99,74 |
--- |
--- |
99,67 |
--- |
PS0418 |
PL0000107314 |
101,98 |
102,17 |
3,20 |
3,15 |
102,08 |
3,18 |
PS0718 |
PL0000107595 |
97,01 |
97,18 |
3,27 |
3,23 |
97,10 |
3,25 |
WZ0119 |
PL0000107603 |
99,26 |
99,34 |
--- |
--- |
99,30 |
--- |
DS1019 |
PL0000105441 |
110,21 |
110,40 |
3,41 |
3,37 |
110,31 |
3,39 |
DS1020 |
PL0000106126 |
109,65 |
109,95 |
3,54 |
3,49 |
109,80 |
3,52 |
WZ0121 |
PL0000106068 |
98,56 |
98,94 |
--- |
--- |
98,75 |
--- |
DS1021 |
PL0000106670 |
113,09 |
113,36 |
3,70 |
3,66 |
113,23 |
3,68 |
WS0922 |
PL0000102646 |
113,78 |
114,05 |
3,79 |
3,75 |
113,92 |
3,77 |
IZ0823 |
PL0000105359 |
105,25 |
105,93 |
--- |
--- |
105,59 |
--- |
DS1023 |
PL0000107264 |
101,27 |
101,47 |
3,83 |
3,81 |
101,37 |
3,82 |
WZ0124 |
PL0000107454 |
97,39 |
97,57 |
--- |
--- |
97,48 |
--- |
WS0429 |
PL0000105391 |
116,50 |
117,22 |
4,23 |
4,17 |
116,86 |
4,20 |
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 |
2,280 |
2,280 |
2,280 |
25 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,330 |
2,330 |
2,330 |
25 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,350 |
2,350 |
2,350 |
105 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,300 |
2,330 |
2,326 |
105 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,330 |
2,330 |
2,330 |
500 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,330 |
2,330 |
2,330 |
220 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
125 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
20 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,370 |
2,370 |
2,370 |
90 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,300 |
2,350 |
2,316 |
145 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,300 |
2,330 |
2,306 |
370 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
200 |
PS0718 |
PL0000107595 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
60 |
DS1017 |
PL0000104543 |
2/9 |
7 |
2,350 |
2,380 |
2,356 |
500 |
TOTAL |
2 510 |
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 |
2,510 |
2,530 |
2,522 |
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.