2014-05-15 |
MARKET DATA |
No 92 (2374) |
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 |
2 712,50 |
2 850,55 |
209 |
905,00 |
971,48 |
14 |
3 617,50 |
3 822,03 |
223 |
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 |
99,59 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,64 |
102,64 |
102,630 |
102,630 |
102,630 |
102,630 |
102,630 |
10 000 |
10,30 |
1 |
OK0715 |
PL0000107405 |
96,94 |
96,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,90 |
104,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
95,55 |
95,53 |
95,530 |
95,550 |
95,510 |
95,510 |
95,535 |
495 000 |
472,90 |
19 |
PS0416 |
PL0000106340 |
104,15 |
104,15 |
104,170 |
104,170 |
104,170 |
104,170 |
104,170 |
25 000 |
26,12 |
1 |
OK0716 |
PL0000107926 |
94,14 |
94,13 |
94,140 |
94,140 |
94,140 |
94,140 |
94,140 |
10 000 |
9,41 |
1 |
PS1016 |
PL0000106795 |
104,51 |
104,48 |
104,480 |
104,560 |
104,420 |
104,420 |
104,497 |
270 000 |
289,38 |
15 |
PS0417 |
PL0000107058 |
105,19 |
105,14 |
105,160 |
105,190 |
105,160 |
105,190 |
105,180 |
190 000 |
200,43 |
14 |
DS1017 |
PL0000104543 |
107,37 |
107,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,51 |
102,19 |
102,450 |
102,500 |
102,350 |
102,460 |
102,458 |
250 000 |
256,76 |
20 |
PS0718 |
PL0000107595 |
97,62 |
97,27 |
97,450 |
97,580 |
97,000 |
97,130 |
97,404 |
215 000 |
213,81 |
20 |
PS0719 |
PL0000108148 |
100,00 |
99,82 |
99,950 |
99,950 |
99,820 |
99,820 |
99,916 |
80 000 |
82,06 |
7 |
DS1019 |
PL0000105441 |
111,06 |
110,53 |
110,940 |
110,950 |
110,940 |
110,950 |
110,945 |
20 000 |
22,81 |
2 |
DS1020 |
PL0000106126 |
110,63 |
110,05 |
110,440 |
110,600 |
110,220 |
110,220 |
110,522 |
215 000 |
243,99 |
20 |
DS1021 |
PL0000106670 |
114,20 |
104,50 |
114,140 |
114,350 |
113,840 |
113,840 |
114,163 |
222 500 |
261,23 |
22 |
WS0922 |
PL0000102646 |
115,10 |
114,45 |
114,900 |
114,960 |
114,200 |
114,200 |
114,763 |
145 000 |
171,84 |
16 |
DS1023 |
PL0000107264 |
102,63 |
101,95 |
102,470 |
102,555 |
101,840 |
101,950 |
102,253 |
305 000 |
318,76 |
33 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
118,70 |
118,37 |
118,250 |
118,350 |
118,250 |
118,350 |
118,300 |
20 000 |
23,74 |
2 |
WS0437 |
PL0000104857 |
113,00 |
121,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,31 |
104,00 |
103,850 |
103,850 |
103,850 |
103,850 |
103,850 |
25 000 |
34,11 |
1 |
IZ0823 |
PL0000105359 |
105,40 |
105,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,07 |
100,09 |
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 |
99,63 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,28 |
99,27 |
99,280 |
99,280 |
99,270 |
99,270 |
99,279 |
70 000 |
70,09 |
4 |
WZ0121 |
PL0000106068 |
98,69 |
98,71 |
98,730 |
98,730 |
98,730 |
98,730 |
98,730 |
10 000 |
9,96 |
1 |
WZ0124 |
PL0000107454 |
97,52 |
97,50 |
97,500 |
97,560 |
97,500 |
97,520 |
97,541 |
135 000 |
132,84 |
10 |
TOTAL |
2 712 500 |
2 850,55 |
209 |
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 |
108,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,00 |
119,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
102,35 |
102,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,40 |
116,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
116,30 |
117,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
119,00 |
120,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
113,50 |
114,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
105,75 |
107,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
108,75 |
109,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
124,75 |
126,00 |
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 |
102,62 |
102,69 |
2,62 |
2,54 |
102,66 |
2,57 |
OK0715 |
PL0000107405 |
96,91 |
97,03 |
2,69 |
2,58 |
96,97 |
2,63 |
DS1015 |
PL0000103602 |
104,86 |
104,98 |
2,73 |
2,65 |
104,92 |
2,69 |
OK0116 |
PL0000107587 |
95,48 |
95,57 |
2,78 |
2,72 |
95,53 |
2,75 |
PS0416 |
PL0000106340 |
104,06 |
104,19 |
2,81 |
2,74 |
104,13 |
2,77 |
OK0716 |
PL0000107926 |
94,05 |
94,18 |
2,85 |
2,78 |
94,12 |
2,81 |
IZ0816 |
PL0000103529 |
103,77 |
104,42 |
--- |
--- |
104,10 |
--- |
PS1016 |
PL0000106795 |
104,34 |
104,50 |
2,87 |
2,80 |
104,42 |
2,84 |
WZ0117 |
PL0000106936 |
99,83 |
99,92 |
--- |
--- |
99,88 |
--- |
PS0417 |
PL0000107058 |
104,98 |
105,21 |
2,95 |
2,87 |
105,10 |
2,91 |
DS1017 |
PL0000104543 |
107,15 |
107,43 |
3,02 |
2,94 |
107,29 |
2,98 |
WZ0118 |
PL0000104717 |
99,60 |
99,71 |
--- |
--- |
99,66 |
--- |
PS0418 |
PL0000107314 |
102,29 |
102,51 |
3,12 |
3,06 |
102,40 |
3,09 |
PS0718 |
PL0000107595 |
97,46 |
97,69 |
3,15 |
3,09 |
97,58 |
3,12 |
WZ0119 |
PL0000107603 |
99,25 |
99,34 |
--- |
--- |
99,30 |
--- |
DS1019 |
PL0000105441 |
110,80 |
111,10 |
3,29 |
3,23 |
110,95 |
3,26 |
DS1020 |
PL0000106126 |
110,29 |
110,63 |
3,43 |
3,38 |
110,46 |
3,41 |
WZ0121 |
PL0000106068 |
98,58 |
98,80 |
--- |
--- |
98,69 |
--- |
DS1021 |
PL0000106670 |
113,73 |
114,18 |
3,61 |
3,54 |
113,96 |
3,57 |
WS0922 |
PL0000102646 |
114,62 |
115,07 |
3,68 |
3,62 |
114,85 |
3,65 |
IZ0823 |
PL0000105359 |
105,12 |
105,86 |
--- |
--- |
105,49 |
--- |
DS1023 |
PL0000107264 |
102,22 |
102,53 |
3,71 |
3,67 |
102,38 |
3,69 |
WZ0124 |
PL0000107454 |
97,42 |
97,58 |
--- |
--- |
97,50 |
--- |
WS0429 |
PL0000105391 |
118,10 |
118,79 |
4,10 |
4,05 |
118,45 |
4,07 |
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 |
102,68 |
2,63 |
2,55 |
102,65 |
2,59 |
OK0715 |
PL0000107405 |
96,92 |
97,02 |
2,68 |
2,59 |
96,97 |
2,63 |
DS1015 |
PL0000103602 |
104,86 |
104,97 |
2,73 |
2,65 |
104,92 |
2,69 |
OK0116 |
PL0000107587 |
95,50 |
95,58 |
2,77 |
2,71 |
95,54 |
2,74 |
PS0416 |
PL0000106340 |
104,06 |
104,22 |
2,81 |
2,72 |
104,14 |
2,77 |
OK0716 |
PL0000107926 |
94,06 |
94,22 |
2,84 |
2,76 |
94,14 |
2,80 |
IZ0816 |
PL0000103529 |
103,64 |
104,20 |
--- |
--- |
103,92 |
--- |
PS1016 |
PL0000106795 |
104,41 |
104,56 |
2,84 |
2,78 |
104,49 |
2,81 |
WZ0117 |
PL0000106936 |
99,84 |
99,92 |
--- |
--- |
99,88 |
--- |
PS0417 |
PL0000107058 |
104,95 |
105,19 |
2,96 |
2,88 |
105,07 |
2,92 |
DS1017 |
PL0000104543 |
107,02 |
107,29 |
3,06 |
2,98 |
107,16 |
3,02 |
WZ0118 |
PL0000104717 |
99,58 |
99,70 |
--- |
--- |
99,64 |
--- |
PS0418 |
PL0000107314 |
102,14 |
102,37 |
3,16 |
3,10 |
102,26 |
3,13 |
PS0718 |
PL0000107595 |
97,20 |
97,43 |
3,22 |
3,16 |
97,32 |
3,19 |
WZ0119 |
PL0000107603 |
99,24 |
99,33 |
--- |
--- |
99,29 |
--- |
DS1019 |
PL0000105441 |
110,44 |
110,85 |
3,36 |
3,28 |
110,65 |
3,32 |
DS1020 |
PL0000106126 |
109,92 |
110,32 |
3,50 |
3,43 |
110,12 |
3,46 |
WZ0121 |
PL0000106068 |
98,63 |
98,81 |
--- |
--- |
98,72 |
--- |
DS1021 |
PL0000106670 |
111,57 |
112,01 |
3,92 |
3,85 |
111,79 |
3,89 |
WS0922 |
PL0000102646 |
114,40 |
114,94 |
3,71 |
3,64 |
114,67 |
3,67 |
IZ0823 |
PL0000105359 |
105,25 |
105,80 |
--- |
--- |
105,53 |
--- |
DS1023 |
PL0000107264 |
102,00 |
102,39 |
3,74 |
3,69 |
102,20 |
3,71 |
WZ0124 |
PL0000107454 |
97,48 |
97,69 |
--- |
--- |
97,59 |
--- |
WS0429 |
PL0000105391 |
117,92 |
119,39 |
4,12 |
4,00 |
118,66 |
4,06 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,330 |
2,330 |
2,330 |
15 |
WS0429 |
PL0000105391 |
1/4 |
3 |
2,300 |
2,300 |
2,300 |
20 |
DS1019 |
PL0000105441 |
1/4 |
3 |
2,350 |
2,350 |
2,350 |
60 |
DS1021 |
PL0000106670 |
1/4 |
3 |
2,330 |
2,330 |
2,330 |
170 |
DS1023 |
PL0000107264 |
1/4 |
3 |
2,300 |
2,300 |
2,300 |
5 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
30 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,300 |
2,330 |
2,313 |
90 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
20 |
OK0715 |
PL0000107405 |
1/8 |
7 |
2,330 |
2,350 |
2,340 |
110 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
85 |
TOTAL |
605 |
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 |
2,530 |
2,530 |
2,530 |
300 |
TOTAL |
300 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.