2014-05-16 |
MARKET DATA |
No 93 (2375) |
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 |
835,00 |
872,68 |
52 |
1 140,00 |
1 237,31 |
13 |
1 975,00 |
2 109,99 |
65 |
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 |
102,61 |
102,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
96,95 |
96,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,88 |
104,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
95,53 |
95,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,14 |
104,13 |
104,140 |
104,140 |
104,140 |
104,140 |
104,140 |
145 000 |
151,50 |
6 |
OK0716 |
PL0000107926 |
94,14 |
94,13 |
94,110 |
94,110 |
94,110 |
94,110 |
94,110 |
25 000 |
23,53 |
1 |
PS1016 |
PL0000106795 |
104,46 |
104,44 |
104,450 |
104,470 |
104,440 |
104,440 |
104,453 |
195 000 |
208,94 |
9 |
PS0417 |
PL0000107058 |
105,05 |
105,03 |
105,050 |
105,050 |
104,980 |
104,980 |
105,009 |
185 000 |
194,87 |
10 |
DS1017 |
PL0000104543 |
107,11 |
107,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,15 |
102,07 |
102,080 |
102,080 |
102,080 |
102,080 |
102,080 |
10 000 |
10,23 |
1 |
PS0718 |
PL0000107595 |
97,20 |
97,15 |
97,050 |
97,200 |
97,030 |
97,155 |
97,094 |
125 000 |
123,93 |
10 |
PS0719 |
PL0000108148 |
99,60 |
99,45 |
99,450 |
99,520 |
99,450 |
99,520 |
99,485 |
20 000 |
20,43 |
2 |
DS1019 |
PL0000105441 |
110,40 |
110,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,85 |
109,78 |
109,900 |
109,920 |
109,900 |
109,920 |
109,910 |
30 000 |
33,87 |
3 |
DS1021 |
PL0000106670 |
113,50 |
113,46 |
113,300 |
113,500 |
113,300 |
113,500 |
113,367 |
15 000 |
17,49 |
2 |
WS0922 |
PL0000102646 |
114,25 |
114,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
101,79 |
101,79 |
101,750 |
101,860 |
101,700 |
101,860 |
101,803 |
75 000 |
78,05 |
7 |
WS0428 |
PL0000107611 |
85,75 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
117,80 |
117,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
112,00 |
121,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,80 |
104,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
105,20 |
105,45 |
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 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,61 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,29 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,67 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,60 |
97,57 |
97,570 |
97,570 |
97,570 |
97,570 |
97,570 |
10 000 |
9,84 |
1 |
TOTAL |
835 000 |
872,68 |
52 |
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 |
105,20 |
105,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,60 |
108,85 |
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 |
102,40 |
102,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,40 |
118,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
116,35 |
117,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
119,00 |
119,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
113,50 |
114,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
105,75 |
106,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
108,75 |
110,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
124,75 |
125,75 |
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 |
102,58 |
102,67 |
2,65 |
2,56 |
102,63 |
2,60 |
OK0715 |
PL0000107405 |
96,91 |
97,02 |
2,69 |
2,60 |
96,97 |
2,64 |
DS1015 |
PL0000103602 |
104,82 |
104,94 |
2,75 |
2,67 |
104,88 |
2,71 |
OK0116 |
PL0000107587 |
95,44 |
95,56 |
2,81 |
2,73 |
95,50 |
2,77 |
PS0416 |
PL0000106340 |
104,01 |
104,15 |
2,83 |
2,76 |
104,08 |
2,79 |
OK0716 |
PL0000107926 |
94,00 |
94,16 |
2,87 |
2,79 |
94,08 |
2,83 |
IZ0816 |
PL0000103529 |
103,64 |
104,21 |
--- |
--- |
103,93 |
--- |
PS1016 |
PL0000106795 |
104,32 |
104,47 |
2,88 |
2,81 |
104,40 |
2,84 |
WZ0117 |
PL0000106936 |
99,81 |
99,92 |
--- |
--- |
99,87 |
--- |
PS0417 |
PL0000107058 |
104,87 |
105,06 |
2,99 |
2,92 |
104,97 |
2,95 |
DS1017 |
PL0000104543 |
106,87 |
107,08 |
3,10 |
3,04 |
106,98 |
3,07 |
WZ0118 |
PL0000104717 |
99,55 |
99,69 |
--- |
--- |
99,62 |
--- |
PS0418 |
PL0000107314 |
101,98 |
102,15 |
3,20 |
3,16 |
102,07 |
3,18 |
PS0718 |
PL0000107595 |
97,00 |
97,23 |
3,28 |
3,21 |
97,12 |
3,24 |
WZ0119 |
PL0000107603 |
99,23 |
99,32 |
--- |
--- |
99,28 |
--- |
DS1019 |
PL0000105441 |
110,13 |
110,43 |
3,42 |
3,36 |
110,28 |
3,39 |
DS1020 |
PL0000106126 |
109,48 |
109,87 |
3,57 |
3,50 |
109,68 |
3,53 |
WZ0121 |
PL0000106068 |
98,60 |
98,85 |
--- |
--- |
98,73 |
--- |
DS1021 |
PL0000106670 |
113,12 |
113,53 |
3,69 |
3,63 |
113,33 |
3,66 |
WS0922 |
PL0000102646 |
114,00 |
114,40 |
3,76 |
3,71 |
114,20 |
3,73 |
IZ0823 |
PL0000105359 |
105,01 |
105,63 |
--- |
--- |
105,32 |
--- |
DS1023 |
PL0000107264 |
101,50 |
101,86 |
3,80 |
3,76 |
101,68 |
3,78 |
WZ0124 |
PL0000107454 |
97,42 |
97,61 |
--- |
--- |
97,52 |
--- |
WS0429 |
PL0000105391 |
117,27 |
117,86 |
4,17 |
4,12 |
117,57 |
4,14 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,05 |
100,10 |
--- |
--- |
100,08 |
--- |
PS0415 |
PL0000105953 |
102,59 |
102,65 |
2,64 |
2,58 |
102,62 |
2,61 |
OK0715 |
PL0000107405 |
96,91 |
97,02 |
2,69 |
2,60 |
96,97 |
2,64 |
DS1015 |
PL0000103602 |
104,85 |
104,93 |
2,73 |
2,68 |
104,89 |
2,70 |
OK0116 |
PL0000107587 |
95,51 |
95,59 |
2,76 |
2,71 |
95,55 |
2,74 |
PS0416 |
PL0000106340 |
104,12 |
104,20 |
2,77 |
2,73 |
104,16 |
2,75 |
OK0716 |
PL0000107926 |
94,08 |
94,20 |
2,83 |
2,77 |
94,14 |
2,80 |
IZ0816 |
PL0000103529 |
103,69 |
104,20 |
--- |
--- |
103,95 |
--- |
PS1016 |
PL0000106795 |
104,39 |
104,56 |
2,85 |
2,78 |
104,48 |
2,81 |
WZ0117 |
PL0000106936 |
99,84 |
99,92 |
--- |
--- |
99,88 |
--- |
PS0417 |
PL0000107058 |
104,95 |
105,11 |
2,96 |
2,90 |
105,03 |
2,93 |
DS1017 |
PL0000104543 |
106,97 |
107,21 |
3,07 |
3,00 |
107,09 |
3,04 |
WZ0118 |
PL0000104717 |
99,57 |
99,71 |
--- |
--- |
99,64 |
--- |
PS0418 |
PL0000107314 |
101,98 |
102,22 |
3,20 |
3,14 |
102,10 |
3,17 |
PS0718 |
PL0000107595 |
97,06 |
97,24 |
3,26 |
3,21 |
97,15 |
3,24 |
WZ0119 |
PL0000107603 |
99,27 |
99,33 |
--- |
--- |
99,30 |
--- |
DS1019 |
PL0000105441 |
110,23 |
110,52 |
3,40 |
3,34 |
110,38 |
3,37 |
DS1020 |
PL0000106126 |
109,64 |
110,08 |
3,54 |
3,47 |
109,86 |
3,50 |
WZ0121 |
PL0000106068 |
98,58 |
98,80 |
--- |
--- |
98,69 |
--- |
DS1021 |
PL0000106670 |
113,24 |
113,58 |
3,68 |
3,63 |
113,41 |
3,65 |
WS0922 |
PL0000102646 |
114,07 |
114,52 |
3,75 |
3,69 |
114,30 |
3,72 |
IZ0823 |
PL0000105359 |
105,08 |
105,71 |
--- |
--- |
105,40 |
--- |
DS1023 |
PL0000107264 |
101,57 |
101,87 |
3,79 |
3,76 |
101,72 |
3,78 |
WZ0124 |
PL0000107454 |
97,53 |
97,74 |
--- |
--- |
97,64 |
--- |
WS0429 |
PL0000105391 |
117,27 |
118,00 |
4,17 |
4,11 |
117,64 |
4,14 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
3/4 |
1 |
2,330 |
2,330 |
2,330 |
200 |
PS1016 |
PL0000106795 |
3/4 |
1 |
2,350 |
2,350 |
2,350 |
60 |
PS0718 |
PL0000107595 |
3/4 |
1 |
2,330 |
2,330 |
2,330 |
240 |
DS1023 |
PL0000107264 |
0/3 |
3 |
2,330 |
2,330 |
2,330 |
45 |
DS1020 |
PL0000106126 |
3/10 |
7 |
2,330 |
2,330 |
2,330 |
10 |
DS1021 |
PL0000106670 |
3/10 |
7 |
2,330 |
2,350 |
2,345 |
40 |
PS1016 |
PL0000106795 |
3/10 |
7 |
2,300 |
2,300 |
2,300 |
20 |
PS0417 |
PL0000107058 |
3/10 |
7 |
2,330 |
2,330 |
2,330 |
45 |
OK0715 |
PL0000107405 |
3/10 |
7 |
2,330 |
2,330 |
2,330 |
80 |
TOTAL |
740 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/3 |
3 |
2,520 |
2,520 |
2,520 |
400 |
TOTAL |
400 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.