2014-05-26 |
MARKET DATA |
No 99 (2381) |
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 |
255,00 |
269,75 |
23 |
2 465,00 |
2 596,49 |
18 |
2 720,00 |
2 866,24 |
41 |
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 |
99,63 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,61 |
102,62 |
102,610 |
102,610 |
102,610 |
102,610 |
102,610 |
10 000 |
10,31 |
1 |
OK0715 |
PL0000107405 |
97,08 |
97,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,85 |
104,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
95,64 |
95,67 |
95,640 |
95,640 |
95,640 |
95,640 |
95,640 |
25 000 |
23,91 |
1 |
PS0416 |
PL0000106340 |
104,13 |
104,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
94,24 |
94,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,49 |
104,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,22 |
105,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,34 |
107,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,51 |
102,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
97,64 |
97,63 |
97,680 |
97,710 |
97,600 |
97,600 |
97,675 |
105 000 |
104,77 |
9 |
PS0719 |
PL0000108148 |
99,99 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,00 |
110,93 |
111,000 |
111,040 |
110,900 |
110,900 |
111,000 |
35 000 |
39,98 |
4 |
DS1020 |
PL0000106126 |
110,47 |
110,53 |
110,400 |
110,400 |
110,400 |
110,400 |
110,400 |
15 000 |
17,02 |
2 |
DS1021 |
PL0000106670 |
114,21 |
114,25 |
114,250 |
114,250 |
114,250 |
114,250 |
114,250 |
5 000 |
5,88 |
1 |
WS0922 |
PL0000102646 |
115,03 |
115,06 |
115,110 |
115,110 |
115,110 |
115,110 |
115,110 |
20 000 |
23,80 |
1 |
DS1023 |
PL0000107264 |
102,50 |
102,53 |
102,600 |
102,650 |
102,600 |
102,650 |
102,632 |
30 000 |
31,50 |
3 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
118,89 |
118,89 |
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 |
104,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
105,70 |
105,85 |
105,940 |
105,940 |
105,940 |
105,940 |
105,940 |
10 000 |
12,57 |
1 |
WZ0115 |
PL0000106480 |
100,06 |
100,07 |
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 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,30 |
99,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,65 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,52 |
97,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
255 000 |
269,75 |
23 |
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 |
105,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,70 |
108,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,90 |
119,20 |
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 |
116,35 |
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 |
119,40 |
119,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
113,40 |
114,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
106,00 |
106,50 |
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 |
124,75 |
125,50 |
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 |
102,65 |
2,58 |
2,51 |
102,62 |
2,54 |
OK0715 |
PL0000107405 |
97,05 |
97,14 |
2,62 |
2,54 |
97,10 |
2,57 |
DS1015 |
PL0000103602 |
104,83 |
104,94 |
2,69 |
2,62 |
104,89 |
2,65 |
OK0116 |
PL0000107587 |
95,61 |
95,73 |
2,74 |
2,66 |
95,67 |
2,70 |
PS0416 |
PL0000106340 |
104,08 |
104,22 |
2,77 |
2,70 |
104,15 |
2,73 |
OK0716 |
PL0000107926 |
94,18 |
94,32 |
2,81 |
2,74 |
94,25 |
2,78 |
IZ0816 |
PL0000103529 |
103,73 |
104,31 |
--- |
--- |
104,02 |
--- |
PS1016 |
PL0000106795 |
104,43 |
104,58 |
2,81 |
2,75 |
104,51 |
2,78 |
WZ0117 |
PL0000106936 |
99,84 |
99,92 |
--- |
--- |
99,88 |
--- |
PS0417 |
PL0000107058 |
105,09 |
105,29 |
2,90 |
2,83 |
105,19 |
2,86 |
DS1017 |
PL0000104543 |
107,19 |
107,44 |
2,99 |
2,92 |
107,32 |
2,95 |
WZ0118 |
PL0000104717 |
99,55 |
99,66 |
--- |
--- |
99,61 |
--- |
PS0418 |
PL0000107314 |
102,33 |
102,59 |
3,10 |
3,03 |
102,46 |
3,07 |
PS0718 |
PL0000107595 |
97,47 |
97,68 |
3,16 |
3,10 |
97,58 |
3,13 |
WZ0119 |
PL0000107603 |
99,26 |
99,35 |
--- |
--- |
99,31 |
--- |
DS1019 |
PL0000105441 |
110,71 |
110,98 |
3,30 |
3,25 |
110,85 |
3,27 |
DS1020 |
PL0000106126 |
110,26 |
110,63 |
3,43 |
3,37 |
110,45 |
3,40 |
WZ0121 |
PL0000106068 |
98,52 |
98,75 |
--- |
--- |
98,64 |
--- |
DS1021 |
PL0000106670 |
113,98 |
114,36 |
3,56 |
3,51 |
114,17 |
3,54 |
WS0922 |
PL0000102646 |
114,80 |
115,17 |
3,65 |
3,60 |
114,99 |
3,63 |
IZ0823 |
PL0000105359 |
105,32 |
106,01 |
--- |
--- |
105,67 |
--- |
DS1023 |
PL0000107264 |
102,15 |
102,57 |
3,72 |
3,67 |
102,36 |
3,69 |
WZ0124 |
PL0000107454 |
97,44 |
97,66 |
--- |
--- |
97,55 |
--- |
WS0429 |
PL0000105391 |
118,18 |
119,12 |
4,09 |
4,02 |
118,65 |
4,05 |
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 |
102,59 |
102,64 |
2,57 |
2,52 |
102,62 |
2,54 |
OK0715 |
PL0000107405 |
97,06 |
97,14 |
2,61 |
2,54 |
97,10 |
2,57 |
DS1015 |
PL0000103602 |
104,84 |
104,93 |
2,69 |
2,62 |
104,89 |
2,65 |
OK0116 |
PL0000107587 |
95,63 |
95,73 |
2,72 |
2,66 |
95,68 |
2,69 |
PS0416 |
PL0000106340 |
104,12 |
104,25 |
2,75 |
2,68 |
104,19 |
2,71 |
OK0716 |
PL0000107926 |
94,22 |
94,34 |
2,79 |
2,73 |
94,28 |
2,76 |
IZ0816 |
PL0000103529 |
103,73 |
104,31 |
--- |
--- |
104,02 |
--- |
PS1016 |
PL0000106795 |
104,45 |
104,61 |
2,81 |
2,74 |
104,53 |
2,77 |
WZ0117 |
PL0000106936 |
99,85 |
99,92 |
--- |
--- |
99,89 |
--- |
PS0417 |
PL0000107058 |
105,13 |
105,31 |
2,88 |
2,82 |
105,22 |
2,85 |
DS1017 |
PL0000104543 |
107,27 |
107,47 |
2,97 |
2,91 |
107,37 |
2,94 |
WZ0118 |
PL0000104717 |
99,57 |
99,66 |
--- |
--- |
99,62 |
--- |
PS0418 |
PL0000107314 |
102,45 |
102,63 |
3,07 |
3,02 |
102,54 |
3,05 |
PS0718 |
PL0000107595 |
97,57 |
97,74 |
3,13 |
3,08 |
97,66 |
3,10 |
WZ0119 |
PL0000107603 |
99,26 |
99,36 |
--- |
--- |
99,31 |
--- |
DS1019 |
PL0000105441 |
110,87 |
111,05 |
3,27 |
3,23 |
110,96 |
3,25 |
DS1020 |
PL0000106126 |
110,37 |
110,69 |
3,41 |
3,36 |
110,53 |
3,39 |
WZ0121 |
PL0000106068 |
98,58 |
98,75 |
--- |
--- |
98,67 |
--- |
DS1021 |
PL0000106670 |
114,09 |
114,46 |
3,55 |
3,49 |
114,28 |
3,52 |
WS0922 |
PL0000102646 |
114,97 |
115,38 |
3,63 |
3,58 |
115,18 |
3,60 |
IZ0823 |
PL0000105359 |
105,55 |
106,29 |
--- |
--- |
105,92 |
--- |
DS1023 |
PL0000107264 |
102,34 |
102,69 |
3,70 |
3,65 |
102,52 |
3,67 |
WZ0124 |
PL0000107454 |
97,45 |
97,64 |
--- |
--- |
97,55 |
--- |
WS0429 |
PL0000105391 |
118,64 |
119,44 |
4,06 |
3,99 |
119,04 |
4,02 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0718 |
PL0000107595 |
0/1 |
1 |
2,430 |
2,430 |
2,430 |
60 |
PS0416 |
PL0000106340 |
1/2 |
1 |
2,450 |
2,450 |
2,450 |
270 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,370 |
2,370 |
2,370 |
70 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,430 |
2,430 |
2,430 |
70 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
125 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
95 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
90 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
105 |
OK0715 |
PL0000107405 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
20 |
DS1020 |
PL0000106126 |
2/9 |
7 |
2,370 |
2,370 |
2,370 |
360 |
PS1016 |
PL0000106795 |
2/9 |
7 |
2,370 |
2,370 |
2,370 |
200 |
TOTAL |
1 465 |
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 |
2,540 |
2,540 |
2,540 |
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.