2014-05-28 |
MARKET DATA |
No 101 (2383) |
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 |
370,00 |
404,57 |
22 |
1 295,00 |
1 404,94 |
20 |
1 665,00 |
1 809,51 |
42 |
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 |
99,64 |
99,67 |
99,670 |
99,670 |
99,670 |
99,670 |
99,670 |
30 000 |
29,90 |
1 |
PS0415 |
PL0000105953 |
102,58 |
102,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
97,10 |
97,13 |
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 |
95,67 |
95,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,15 |
104,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
94,26 |
94,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,48 |
104,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,18 |
105,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,33 |
107,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,55 |
102,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
97,65 |
97,55 |
97,550 |
97,650 |
97,550 |
97,650 |
97,606 |
90 000 |
89,75 |
6 |
PS0719 |
PL0000108148 |
100,03 |
99,96 |
100,030 |
100,030 |
100,030 |
100,030 |
100,030 |
10 000 |
10,28 |
1 |
DS1019 |
PL0000105441 |
110,93 |
110,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
110,60 |
110,50 |
110,630 |
110,780 |
110,630 |
110,780 |
110,685 |
55 000 |
62,59 |
2 |
DS1021 |
PL0000106670 |
114,47 |
114,28 |
114,550 |
114,600 |
114,530 |
114,600 |
114,563 |
45 000 |
53,09 |
5 |
WS0922 |
PL0000102646 |
115,32 |
115,10 |
115,000 |
115,500 |
115,000 |
115,500 |
115,224 |
85 000 |
101,27 |
4 |
DS1023 |
PL0000107264 |
102,65 |
102,44 |
102,350 |
102,700 |
102,300 |
102,700 |
102,505 |
55 000 |
57,69 |
3 |
WS0428 |
PL0000107611 |
83,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,24 |
119,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
111,70 |
125,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,90 |
104,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
105,80 |
106,05 |
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 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,31 |
99,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,64 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,55 |
97,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
370 000 |
404,57 |
22 |
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 |
105,50 |
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 |
119,00 |
119,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
102,40 |
102,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,40 |
116,70 |
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 |
119,60 |
120,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
113,60 |
114,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
106,40 |
107,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
109,10 |
109,60 |
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 |
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 |
102,61 |
2,59 |
2,53 |
102,59 |
2,56 |
OK0715 |
PL0000107405 |
97,07 |
97,15 |
2,61 |
2,54 |
97,11 |
2,58 |
DS1015 |
PL0000103602 |
104,80 |
104,90 |
2,70 |
2,63 |
104,85 |
2,67 |
OK0116 |
PL0000107587 |
95,64 |
95,72 |
2,73 |
2,67 |
95,68 |
2,70 |
PS0416 |
PL0000106340 |
104,12 |
104,23 |
2,74 |
2,68 |
104,18 |
2,71 |
OK0716 |
PL0000107926 |
94,22 |
94,31 |
2,80 |
2,75 |
94,27 |
2,77 |
IZ0816 |
PL0000103529 |
103,80 |
104,26 |
--- |
--- |
104,03 |
--- |
PS1016 |
PL0000106795 |
104,42 |
104,54 |
2,81 |
2,76 |
104,48 |
2,79 |
WZ0117 |
PL0000106936 |
99,84 |
99,91 |
--- |
--- |
99,88 |
--- |
PS0417 |
PL0000107058 |
105,11 |
105,24 |
2,89 |
2,84 |
105,18 |
2,86 |
DS1017 |
PL0000104543 |
107,18 |
107,33 |
2,99 |
2,95 |
107,26 |
2,97 |
WZ0118 |
PL0000104717 |
99,56 |
99,67 |
--- |
--- |
99,62 |
--- |
PS0418 |
PL0000107314 |
102,35 |
102,50 |
3,10 |
3,06 |
102,43 |
3,08 |
PS0718 |
PL0000107595 |
97,42 |
97,58 |
3,17 |
3,13 |
97,50 |
3,15 |
WZ0119 |
PL0000107603 |
99,28 |
99,35 |
--- |
--- |
99,32 |
--- |
DS1019 |
PL0000105441 |
110,73 |
110,94 |
3,29 |
3,25 |
110,84 |
3,27 |
DS1020 |
PL0000106126 |
110,31 |
110,54 |
3,42 |
3,39 |
110,43 |
3,40 |
WZ0121 |
PL0000106068 |
98,59 |
98,74 |
--- |
--- |
98,67 |
--- |
DS1021 |
PL0000106670 |
114,07 |
114,33 |
3,55 |
3,51 |
114,20 |
3,53 |
WS0922 |
PL0000102646 |
114,96 |
115,21 |
3,63 |
3,60 |
115,09 |
3,61 |
IZ0823 |
PL0000105359 |
105,66 |
106,31 |
--- |
--- |
105,99 |
--- |
DS1023 |
PL0000107264 |
102,26 |
102,53 |
3,71 |
3,67 |
102,40 |
3,69 |
WZ0124 |
PL0000107454 |
97,47 |
97,63 |
--- |
--- |
97,55 |
--- |
WS0429 |
PL0000105391 |
118,64 |
119,30 |
4,05 |
4,00 |
118,97 |
4,03 |
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 |
102,56 |
102,61 |
2,59 |
2,53 |
102,59 |
2,56 |
OK0715 |
PL0000107405 |
97,08 |
97,17 |
2,60 |
2,52 |
97,13 |
2,56 |
DS1015 |
PL0000103602 |
104,82 |
104,90 |
2,69 |
2,63 |
104,86 |
2,66 |
OK0116 |
PL0000107587 |
95,64 |
95,72 |
2,73 |
2,67 |
95,68 |
2,70 |
PS0416 |
PL0000106340 |
104,13 |
104,23 |
2,74 |
2,68 |
104,18 |
2,71 |
OK0716 |
PL0000107926 |
94,23 |
94,34 |
2,79 |
2,74 |
94,29 |
2,76 |
IZ0816 |
PL0000103529 |
103,79 |
104,25 |
--- |
--- |
104,02 |
--- |
PS1016 |
PL0000106795 |
104,46 |
104,60 |
2,80 |
2,74 |
104,53 |
2,77 |
WZ0117 |
PL0000106936 |
99,85 |
99,91 |
--- |
--- |
99,88 |
--- |
PS0417 |
PL0000107058 |
105,16 |
105,28 |
2,87 |
2,83 |
105,22 |
2,85 |
DS1017 |
PL0000104543 |
107,30 |
107,48 |
2,96 |
2,90 |
107,39 |
2,93 |
WZ0118 |
PL0000104717 |
99,57 |
99,66 |
--- |
--- |
99,62 |
--- |
PS0418 |
PL0000107314 |
102,52 |
102,66 |
3,05 |
3,01 |
102,59 |
3,03 |
PS0718 |
PL0000107595 |
97,56 |
97,69 |
3,13 |
3,10 |
97,63 |
3,11 |
WZ0119 |
PL0000107603 |
99,28 |
99,35 |
--- |
--- |
99,32 |
--- |
DS1019 |
PL0000105441 |
110,90 |
111,20 |
3,26 |
3,20 |
111,05 |
3,23 |
DS1020 |
PL0000106126 |
110,51 |
110,83 |
3,39 |
3,34 |
110,67 |
3,36 |
WZ0121 |
PL0000106068 |
98,60 |
98,74 |
--- |
--- |
98,67 |
--- |
DS1021 |
PL0000106670 |
114,35 |
114,66 |
3,51 |
3,47 |
114,51 |
3,49 |
WS0922 |
PL0000102646 |
115,22 |
115,51 |
3,59 |
3,56 |
115,37 |
3,58 |
IZ0823 |
PL0000105359 |
105,70 |
106,26 |
--- |
--- |
105,98 |
--- |
DS1023 |
PL0000107264 |
102,50 |
102,73 |
3,68 |
3,65 |
102,62 |
3,66 |
WZ0124 |
PL0000107454 |
97,49 |
97,66 |
--- |
--- |
97,58 |
--- |
WS0429 |
PL0000105391 |
119,04 |
119,64 |
4,02 |
3,97 |
119,34 |
4,00 |
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 |
2,370 |
2,370 |
2,370 |
10 |
WS0429 |
PL0000105391 |
0/1 |
1 |
2,250 |
2,250 |
2,250 |
5 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
70 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,350 |
2,350 |
2,350 |
10 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,370 |
2,370 |
2,370 |
10 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,370 |
2,370 |
2,370 |
110 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
30 |
PS0416 |
PL0000106340 |
1/2 |
1 |
2,450 |
2,450 |
2,450 |
270 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,370 |
2,380 |
2,372 |
100 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
45 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,410 |
2,410 |
2,410 |
90 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
90 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,300 |
2,300 |
2,300 |
110 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
60 |
OK0116 |
PL0000107587 |
1/8 |
7 |
2,450 |
2,450 |
2,450 |
130 |
WS0922 |
PL0000102646 |
2/9 |
7 |
2,350 |
2,370 |
2,367 |
95 |
PS1016 |
PL0000106795 |
2/9 |
7 |
2,380 |
2,380 |
2,380 |
60 |
TOTAL |
1 295 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.