2014-05-21 |
MARKET DATA |
No 96 (2378) |
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 |
1 010,00 |
1 049,35 |
58 |
2 465,00 |
2 640,02 |
26 |
3 475,00 |
3 689,37 |
84 |
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 |
99,62 |
99,63 |
99,630 |
99,630 |
99,630 |
99,630 |
99,630 |
50 000 |
49,82 |
1 |
PS0415 |
PL0000105953 |
102,62 |
102,61 |
102,610 |
102,610 |
102,610 |
102,610 |
102,610 |
200 000 |
206,06 |
2 |
OK0715 |
PL0000107405 |
96,97 |
97,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,84 |
104,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
95,55 |
95,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,10 |
104,13 |
104,160 |
104,160 |
104,160 |
104,160 |
104,160 |
10 000 |
10,45 |
1 |
OK0716 |
PL0000107926 |
94,18 |
94,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,44 |
104,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,02 |
104,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,20 |
106,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,13 |
101,86 |
101,950 |
102,230 |
101,950 |
102,230 |
102,149 |
190 000 |
194,63 |
13 |
PS0718 |
PL0000107595 |
97,27 |
96,90 |
97,110 |
97,300 |
97,110 |
97,300 |
97,162 |
205 000 |
203,42 |
10 |
PS0719 |
PL0000108148 |
99,56 |
99,31 |
99,560 |
99,560 |
99,540 |
99,550 |
99,550 |
45 000 |
46,01 |
4 |
DS1019 |
PL0000105441 |
110,44 |
109,93 |
109,930 |
109,950 |
109,930 |
109,950 |
109,937 |
30 000 |
33,93 |
2 |
DS1020 |
PL0000106126 |
109,88 |
109,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
113,41 |
112,84 |
113,040 |
113,100 |
113,040 |
113,100 |
113,070 |
20 000 |
23,28 |
2 |
WS0922 |
PL0000102646 |
114,10 |
113,45 |
113,600 |
113,640 |
113,600 |
113,640 |
113,627 |
90 000 |
105,69 |
8 |
DS1023 |
PL0000107264 |
101,55 |
100,79 |
101,230 |
101,580 |
101,230 |
101,580 |
101,411 |
70 000 |
72,60 |
8 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
117,35 |
116,40 |
117,620 |
117,620 |
117,340 |
117,340 |
117,480 |
20 000 |
23,58 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,90 |
104,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
105,50 |
105,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,06 |
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 |
99,60 |
99,61 |
99,600 |
99,600 |
99,580 |
99,580 |
99,584 |
55 000 |
55,26 |
3 |
WZ0119 |
PL0000107603 |
99,32 |
99,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,63 |
98,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,60 |
97,57 |
97,600 |
97,600 |
97,550 |
97,550 |
97,570 |
25 000 |
24,61 |
2 |
TOTAL |
1 010 000 |
1 049,35 |
58 |
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 |
105,25 |
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 |
118,95 |
119,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
102,35 |
102,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,30 |
116,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
116,50 |
116,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
119,35 |
119,85 |
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 |
105,80 |
106,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
108,75 |
109,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
124,50 |
125,70 |
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 |
102,56 |
102,63 |
2,65 |
2,57 |
102,60 |
2,61 |
OK0715 |
PL0000107405 |
96,95 |
97,04 |
2,68 |
2,60 |
97,00 |
2,63 |
DS1015 |
PL0000103602 |
104,79 |
104,90 |
2,75 |
2,68 |
104,85 |
2,71 |
OK0116 |
PL0000107587 |
95,47 |
95,57 |
2,80 |
2,74 |
95,52 |
2,77 |
PS0416 |
PL0000106340 |
104,03 |
104,15 |
2,81 |
2,75 |
104,09 |
2,78 |
OK0716 |
PL0000107926 |
94,03 |
94,13 |
2,87 |
2,82 |
94,08 |
2,85 |
IZ0816 |
PL0000103529 |
103,73 |
104,18 |
--- |
--- |
103,96 |
--- |
PS1016 |
PL0000106795 |
104,31 |
104,45 |
2,87 |
2,82 |
104,38 |
2,84 |
WZ0117 |
PL0000106936 |
99,83 |
99,92 |
--- |
--- |
99,88 |
--- |
PS0417 |
PL0000107058 |
104,71 |
104,90 |
3,04 |
2,97 |
104,81 |
3,00 |
DS1017 |
PL0000104543 |
106,67 |
106,89 |
3,16 |
3,09 |
106,78 |
3,12 |
WZ0118 |
PL0000104717 |
99,55 |
99,68 |
--- |
--- |
99,62 |
--- |
PS0418 |
PL0000107314 |
101,67 |
101,89 |
3,29 |
3,23 |
101,78 |
3,26 |
PS0718 |
PL0000107595 |
96,79 |
96,94 |
3,33 |
3,29 |
96,87 |
3,31 |
WZ0119 |
PL0000107603 |
99,25 |
99,35 |
--- |
--- |
99,30 |
--- |
DS1019 |
PL0000105441 |
109,73 |
109,96 |
3,49 |
3,45 |
109,85 |
3,47 |
DS1020 |
PL0000106126 |
109,03 |
109,27 |
3,64 |
3,60 |
109,15 |
3,62 |
WZ0121 |
PL0000106068 |
98,56 |
98,79 |
--- |
--- |
98,68 |
--- |
DS1021 |
PL0000106670 |
112,60 |
112,88 |
3,77 |
3,73 |
112,74 |
3,75 |
WS0922 |
PL0000102646 |
113,18 |
113,50 |
3,86 |
3,82 |
113,34 |
3,84 |
IZ0823 |
PL0000105359 |
105,14 |
105,78 |
--- |
--- |
105,46 |
--- |
DS1023 |
PL0000107264 |
100,65 |
100,89 |
3,91 |
3,88 |
100,77 |
3,90 |
WZ0124 |
PL0000107454 |
97,45 |
97,66 |
--- |
--- |
97,56 |
--- |
WS0429 |
PL0000105391 |
115,88 |
116,62 |
4,28 |
4,22 |
116,25 |
4,25 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,05 |
100,09 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
102,60 |
102,64 |
2,61 |
2,56 |
102,62 |
2,58 |
OK0715 |
PL0000107405 |
96,95 |
97,05 |
2,68 |
2,59 |
97,00 |
2,63 |
DS1015 |
PL0000103602 |
104,82 |
104,94 |
2,73 |
2,65 |
104,88 |
2,69 |
OK0116 |
PL0000107587 |
95,53 |
95,65 |
2,76 |
2,69 |
95,59 |
2,73 |
PS0416 |
PL0000106340 |
104,08 |
104,22 |
2,78 |
2,71 |
104,15 |
2,75 |
OK0716 |
PL0000107926 |
94,15 |
94,25 |
2,81 |
2,76 |
94,20 |
2,78 |
IZ0816 |
PL0000103529 |
103,75 |
104,19 |
--- |
--- |
103,97 |
--- |
PS1016 |
PL0000106795 |
104,41 |
104,58 |
2,83 |
2,76 |
104,50 |
2,79 |
WZ0117 |
PL0000106936 |
99,84 |
99,92 |
--- |
--- |
99,88 |
--- |
PS0417 |
PL0000107058 |
104,96 |
105,18 |
2,95 |
2,87 |
105,07 |
2,91 |
DS1017 |
PL0000104543 |
107,07 |
107,29 |
3,04 |
2,97 |
107,18 |
3,00 |
WZ0118 |
PL0000104717 |
99,55 |
99,66 |
--- |
--- |
99,61 |
--- |
PS0418 |
PL0000107314 |
102,10 |
102,34 |
3,17 |
3,10 |
102,22 |
3,14 |
PS0718 |
PL0000107595 |
97,18 |
97,35 |
3,23 |
3,18 |
97,27 |
3,21 |
WZ0119 |
PL0000107603 |
99,26 |
99,35 |
--- |
--- |
99,31 |
--- |
DS1019 |
PL0000105441 |
110,37 |
110,66 |
3,37 |
3,31 |
110,52 |
3,34 |
DS1020 |
PL0000106126 |
109,77 |
110,11 |
3,52 |
3,46 |
109,94 |
3,49 |
WZ0121 |
PL0000106068 |
98,60 |
98,78 |
--- |
--- |
98,69 |
--- |
DS1021 |
PL0000106670 |
113,33 |
113,70 |
3,66 |
3,61 |
113,52 |
3,63 |
WS0922 |
PL0000102646 |
114,00 |
114,38 |
3,76 |
3,71 |
114,19 |
3,73 |
IZ0823 |
PL0000105359 |
105,30 |
106,00 |
--- |
--- |
105,65 |
--- |
DS1023 |
PL0000107264 |
101,49 |
101,70 |
3,80 |
3,78 |
101,60 |
3,79 |
WZ0124 |
PL0000107454 |
97,50 |
97,63 |
--- |
--- |
97,57 |
--- |
WS0429 |
PL0000105391 |
117,18 |
117,97 |
4,18 |
4,11 |
117,58 |
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) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
0/1 |
1 |
2,340 |
2,340 |
2,340 |
15 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,340 |
2,340 |
2,340 |
25 |
PS0718 |
PL0000107595 |
0/1 |
1 |
2,430 |
2,430 |
2,430 |
130 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,320 |
2,320 |
2,320 |
20 |
PS0416 |
PL0000106340 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
170 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,330 |
2,330 |
2,330 |
10 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,430 |
2,430 |
2,430 |
130 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,340 |
2,340 |
2,340 |
15 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,340 |
2,380 |
2,353 |
300 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,340 |
2,340 |
2,340 |
190 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,340 |
2,340 |
2,340 |
245 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,320 |
2,320 |
2,320 |
140 |
PS0417 |
PL0000107058 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
95 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
210 |
OK0116 |
PL0000107587 |
1/8 |
7 |
2,420 |
2,420 |
2,420 |
130 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
2,340 |
2,340 |
2,340 |
10 |
DS1017 |
PL0000104543 |
2/9 |
7 |
2,320 |
2,340 |
2,339 |
150 |
DS1019 |
PL0000105441 |
2/9 |
7 |
2,340 |
2,340 |
2,340 |
180 |
PS1016 |
PL0000106795 |
2/9 |
7 |
2,320 |
2,320 |
2,320 |
300 |
TOTAL |
2 465 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.