2014-05-19 |
MARKET DATA |
No 94 (2376) |
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 |
480,00 |
515,82 |
34 |
1 960,00 |
2 183,60 |
28 |
2 440,00 |
2 699,42 |
62 |
T-bonds EUR |
1,00 |
1,06 |
1 |
0,00 |
0,00 |
0 |
1,00 |
1,06 |
1 |
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 |
99,60 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,60 |
102,62 |
102,600 |
102,600 |
102,600 |
102,600 |
102,600 |
150 000 |
154,49 |
5 |
OK0715 |
PL0000107405 |
96,95 |
96,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,86 |
104,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
95,55 |
95,55 |
95,550 |
95,550 |
95,540 |
95,540 |
95,542 |
30 000 |
28,66 |
2 |
PS0416 |
PL0000106340 |
104,12 |
104,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
94,12 |
94,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,44 |
104,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,02 |
105,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,04 |
107,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,06 |
102,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
97,17 |
97,11 |
97,160 |
97,170 |
97,090 |
97,090 |
97,147 |
57 500 |
57,04 |
5 |
PS0719 |
PL0000108148 |
99,62 |
99,59 |
99,620 |
99,620 |
99,620 |
99,620 |
99,620 |
20 000 |
20,46 |
1 |
DS1019 |
PL0000105441 |
110,35 |
110,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,85 |
109,78 |
109,800 |
109,800 |
109,740 |
109,740 |
109,763 |
142 500 |
160,68 |
13 |
DS1021 |
PL0000106670 |
113,55 |
113,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,33 |
114,25 |
114,300 |
114,300 |
114,280 |
114,280 |
114,290 |
20 000 |
23,61 |
2 |
DS1023 |
PL0000107264 |
101,85 |
101,70 |
101,650 |
101,650 |
101,600 |
101,600 |
101,625 |
20 000 |
20,78 |
2 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
117,49 |
117,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,85 |
104,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
105,55 |
105,45 |
105,500 |
105,710 |
105,500 |
105,710 |
105,613 |
40 000 |
50,10 |
4 |
WZ0115 |
PL0000106480 |
100,07 |
100,09 |
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 |
99,63 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,29 |
99,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,69 |
98,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,56 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
480 000 |
515,82 |
34 |
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 |
105,300 |
105,300 |
105,300 |
105,300 |
105,300 |
1 000 |
1,06 |
1 |
EUR0317 |
XS0498285351 |
108,65 |
108,95 |
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 |
102,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,35 |
116,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
116,50 |
117,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
119,30 |
119,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
113,70 |
114,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
105,90 |
106,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
108,65 |
109,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
125,00 |
126,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 000 |
1,06 |
1 |
FIXING - T-BONDS (9:30 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,04 |
100,10 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
102,59 |
102,66 |
2,63 |
2,56 |
102,63 |
2,59 |
OK0715 |
PL0000107405 |
96,91 |
97,04 |
2,70 |
2,58 |
96,98 |
2,64 |
DS1015 |
PL0000103602 |
104,82 |
104,93 |
2,75 |
2,67 |
104,88 |
2,70 |
OK0116 |
PL0000107587 |
95,50 |
95,61 |
2,77 |
2,70 |
95,56 |
2,74 |
PS0416 |
PL0000106340 |
104,08 |
104,20 |
2,79 |
2,73 |
104,14 |
2,76 |
OK0716 |
PL0000107926 |
94,05 |
94,23 |
2,85 |
2,76 |
94,14 |
2,81 |
IZ0816 |
PL0000103529 |
103,61 |
104,21 |
--- |
--- |
103,91 |
--- |
PS1016 |
PL0000106795 |
104,40 |
104,57 |
2,84 |
2,77 |
104,49 |
2,80 |
WZ0117 |
PL0000106936 |
99,82 |
99,92 |
--- |
--- |
99,87 |
--- |
PS0417 |
PL0000107058 |
104,93 |
105,17 |
2,96 |
2,88 |
105,05 |
2,92 |
DS1017 |
PL0000104543 |
107,00 |
107,25 |
3,06 |
2,99 |
107,13 |
3,02 |
WZ0118 |
PL0000104717 |
99,59 |
99,71 |
--- |
--- |
99,65 |
--- |
PS0418 |
PL0000107314 |
102,03 |
102,27 |
3,19 |
3,12 |
102,15 |
3,16 |
PS0718 |
PL0000107595 |
97,12 |
97,34 |
3,24 |
3,19 |
97,23 |
3,22 |
WZ0119 |
PL0000107603 |
99,26 |
99,36 |
--- |
--- |
99,31 |
--- |
DS1019 |
PL0000105441 |
110,29 |
110,60 |
3,39 |
3,33 |
110,45 |
3,36 |
DS1020 |
PL0000106126 |
109,71 |
110,15 |
3,53 |
3,46 |
109,93 |
3,49 |
WZ0121 |
PL0000106068 |
98,66 |
98,91 |
--- |
--- |
98,79 |
--- |
DS1021 |
PL0000106670 |
113,35 |
113,79 |
3,66 |
3,60 |
113,57 |
3,63 |
WS0922 |
PL0000102646 |
114,21 |
114,63 |
3,73 |
3,68 |
114,42 |
3,70 |
IZ0823 |
PL0000105359 |
105,12 |
105,72 |
--- |
--- |
105,42 |
--- |
DS1023 |
PL0000107264 |
101,66 |
102,09 |
3,78 |
3,73 |
101,88 |
3,76 |
WZ0124 |
PL0000107454 |
97,51 |
97,74 |
--- |
--- |
97,63 |
--- |
WS0429 |
PL0000105391 |
117,28 |
118,12 |
4,17 |
4,10 |
117,70 |
4,13 |
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 |
102,58 |
102,64 |
2,64 |
2,58 |
102,61 |
2,61 |
OK0715 |
PL0000107405 |
96,94 |
97,02 |
2,67 |
2,60 |
96,98 |
2,64 |
DS1015 |
PL0000103602 |
104,84 |
104,92 |
2,73 |
2,68 |
104,88 |
2,70 |
OK0116 |
PL0000107587 |
95,52 |
95,59 |
2,76 |
2,72 |
95,56 |
2,74 |
PS0416 |
PL0000106340 |
104,09 |
104,17 |
2,79 |
2,74 |
104,13 |
2,77 |
OK0716 |
PL0000107926 |
94,09 |
94,17 |
2,83 |
2,79 |
94,13 |
2,81 |
IZ0816 |
PL0000103529 |
103,73 |
104,22 |
--- |
--- |
103,98 |
--- |
PS1016 |
PL0000106795 |
104,41 |
104,53 |
2,84 |
2,79 |
104,47 |
2,81 |
WZ0117 |
PL0000106936 |
99,83 |
99,92 |
--- |
--- |
99,88 |
--- |
PS0417 |
PL0000107058 |
104,95 |
105,08 |
2,96 |
2,91 |
105,02 |
2,93 |
DS1017 |
PL0000104543 |
106,95 |
107,13 |
3,08 |
3,02 |
107,04 |
3,05 |
WZ0118 |
PL0000104717 |
99,60 |
99,69 |
--- |
--- |
99,65 |
--- |
PS0418 |
PL0000107314 |
101,97 |
102,13 |
3,20 |
3,16 |
102,05 |
3,18 |
PS0718 |
PL0000107595 |
97,05 |
97,21 |
3,26 |
3,22 |
97,13 |
3,24 |
WZ0119 |
PL0000107603 |
99,26 |
99,35 |
--- |
--- |
99,31 |
--- |
DS1019 |
PL0000105441 |
110,19 |
110,38 |
3,41 |
3,37 |
110,29 |
3,39 |
DS1020 |
PL0000106126 |
109,63 |
109,86 |
3,54 |
3,50 |
109,75 |
3,52 |
WZ0121 |
PL0000106068 |
98,64 |
98,85 |
--- |
--- |
98,75 |
--- |
DS1021 |
PL0000106670 |
113,23 |
113,52 |
3,68 |
3,63 |
113,38 |
3,65 |
WS0922 |
PL0000102646 |
114,06 |
114,33 |
3,75 |
3,71 |
114,20 |
3,73 |
IZ0823 |
PL0000105359 |
105,39 |
106,01 |
--- |
--- |
105,70 |
--- |
DS1023 |
PL0000107264 |
101,50 |
101,77 |
3,80 |
3,77 |
101,64 |
3,79 |
WZ0124 |
PL0000107454 |
97,51 |
97,74 |
--- |
--- |
97,63 |
--- |
WS0429 |
PL0000105391 |
117,00 |
117,77 |
4,19 |
4,13 |
117,39 |
4,16 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
2,330 |
2,330 |
2,330 |
15 |
WS0429 |
PL0000105391 |
0/1 |
1 |
2,200 |
2,200 |
2,200 |
25 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,330 |
2,330 |
2,330 |
60 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
2,330 |
2,330 |
2,330 |
20 |
WS0429 |
PL0000105391 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
25 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,330 |
2,330 |
2,330 |
110 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,330 |
2,330 |
2,330 |
200 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,300 |
2,320 |
2,304 |
325 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,330 |
2,330 |
2,330 |
15 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,330 |
2,330 |
2,330 |
30 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
15 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
20 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
360 |
DS1021 |
PL0000106670 |
1/8 |
7 |
2,330 |
2,400 |
2,395 |
215 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
70 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
75 |
OK0715 |
PL0000107405 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
20 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
20 |
DS1017 |
PL0000104543 |
2/9 |
7 |
2,400 |
2,400 |
2,400 |
65 |
DS1020 |
PL0000106126 |
2/9 |
7 |
2,350 |
2,400 |
2,395 |
220 |
PS1016 |
PL0000106795 |
2/9 |
7 |
2,300 |
2,300 |
2,300 |
55 |
TOTAL |
1 960 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.