2014-05-29 |
MARKET DATA |
No 102 (2384) |
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 |
1 670,00 |
1 715,23 |
98 |
1 335,00 |
1 411,13 |
23 |
3 005,00 |
3 126,36 |
121 |
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 |
99,67 |
99,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,58 |
102,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
97,14 |
97,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,84 |
104,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
95,71 |
95,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,21 |
104,21 |
104,210 |
104,210 |
104,210 |
104,210 |
104,210 |
30 000 |
31,42 |
1 |
OK0716 |
PL0000107926 |
94,30 |
94,34 |
94,340 |
94,340 |
94,340 |
94,340 |
94,340 |
142 500 |
134,43 |
4 |
PS1016 |
PL0000106795 |
104,52 |
104,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,29 |
105,24 |
105,260 |
105,290 |
105,220 |
105,220 |
105,243 |
125 000 |
132,17 |
5 |
DS1017 |
PL0000104543 |
107,45 |
107,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,65 |
102,62 |
102,650 |
102,650 |
102,600 |
102,600 |
102,625 |
30 000 |
30,90 |
2 |
PS0718 |
PL0000107595 |
97,80 |
97,74 |
97,820 |
97,830 |
97,650 |
97,650 |
97,758 |
95 000 |
94,90 |
6 |
PS0719 |
PL0000108148 |
100,15 |
100,25 |
100,250 |
100,250 |
100,250 |
100,250 |
100,250 |
15 000 |
15,45 |
1 |
DS1019 |
PL0000105441 |
111,16 |
111,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
110,82 |
110,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
114,95 |
114,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
115,80 |
115,50 |
115,800 |
115,800 |
115,450 |
115,450 |
115,548 |
77 500 |
92,63 |
8 |
DS1023 |
PL0000107264 |
103,20 |
102,90 |
103,200 |
103,200 |
102,800 |
102,950 |
102,940 |
375 000 |
395,07 |
29 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
120,08 |
119,70 |
119,860 |
119,990 |
119,860 |
119,990 |
119,925 |
25 000 |
30,13 |
2 |
WS0437 |
PL0000104857 |
113,00 |
127,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,85 |
104,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
106,05 |
106,14 |
106,180 |
106,180 |
106,180 |
106,180 |
106,180 |
10 000 |
12,61 |
1 |
WZ0115 |
PL0000106480 |
100,06 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,89 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,72 |
99,64 |
99,660 |
99,720 |
99,660 |
99,720 |
99,681 |
215 000 |
216,38 |
10 |
WZ0119 |
PL0000107603 |
99,40 |
99,34 |
99,340 |
99,380 |
99,340 |
99,380 |
99,367 |
240 000 |
240,79 |
11 |
WZ0121 |
PL0000106068 |
98,77 |
98,71 |
98,720 |
98,910 |
98,720 |
98,860 |
98,800 |
205 000 |
204,51 |
12 |
WZ0124 |
PL0000107454 |
97,72 |
97,63 |
97,650 |
97,720 |
97,650 |
97,720 |
97,666 |
85 000 |
83,83 |
6 |
TOTAL |
1 670 000 |
1 715,23 |
98 |
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 |
119,00 |
119,40 |
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 |
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 |
119,60 |
119,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
114,00 |
114,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
106,75 |
107,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
109,70 |
110,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
125,25 |
126,25 |
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 |
102,54 |
102,60 |
2,58 |
2,52 |
102,57 |
2,55 |
OK0715 |
PL0000107405 |
97,11 |
97,20 |
2,59 |
2,51 |
97,16 |
2,55 |
DS1015 |
PL0000103602 |
104,80 |
104,89 |
2,68 |
2,62 |
104,85 |
2,65 |
OK0116 |
PL0000107587 |
95,67 |
95,78 |
2,72 |
2,65 |
95,73 |
2,68 |
PS0416 |
PL0000106340 |
104,13 |
104,23 |
2,73 |
2,67 |
104,18 |
2,70 |
OK0716 |
PL0000107926 |
94,25 |
94,36 |
2,80 |
2,74 |
94,31 |
2,76 |
IZ0816 |
PL0000103529 |
103,75 |
104,24 |
--- |
--- |
104,00 |
--- |
PS1016 |
PL0000106795 |
104,47 |
104,60 |
2,79 |
2,73 |
104,54 |
2,76 |
WZ0117 |
PL0000106936 |
99,85 |
99,92 |
--- |
--- |
99,89 |
--- |
PS0417 |
PL0000107058 |
105,19 |
105,34 |
2,85 |
2,80 |
105,27 |
2,82 |
DS1017 |
PL0000104543 |
107,33 |
107,48 |
2,94 |
2,90 |
107,41 |
2,92 |
WZ0118 |
PL0000104717 |
99,57 |
99,69 |
--- |
--- |
99,63 |
--- |
PS0418 |
PL0000107314 |
102,52 |
102,68 |
3,05 |
3,01 |
102,60 |
3,03 |
PS0718 |
PL0000107595 |
97,60 |
97,81 |
3,12 |
3,07 |
97,71 |
3,09 |
WZ0119 |
PL0000107603 |
99,27 |
99,37 |
--- |
--- |
99,32 |
--- |
DS1019 |
PL0000105441 |
110,99 |
111,25 |
3,24 |
3,19 |
111,12 |
3,22 |
DS1020 |
PL0000106126 |
110,55 |
110,92 |
3,38 |
3,32 |
110,74 |
3,35 |
WZ0121 |
PL0000106068 |
98,60 |
98,76 |
--- |
--- |
98,68 |
--- |
DS1021 |
PL0000106670 |
114,46 |
114,79 |
3,49 |
3,44 |
114,63 |
3,47 |
WS0922 |
PL0000102646 |
115,28 |
115,70 |
3,59 |
3,53 |
115,49 |
3,56 |
IZ0823 |
PL0000105359 |
105,71 |
106,30 |
--- |
--- |
106,01 |
--- |
DS1023 |
PL0000107264 |
102,74 |
103,06 |
3,65 |
3,61 |
102,90 |
3,63 |
WZ0124 |
PL0000107454 |
97,51 |
97,69 |
--- |
--- |
97,60 |
--- |
WS0429 |
PL0000105391 |
119,34 |
120,12 |
4,00 |
3,94 |
119,73 |
3,97 |
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 |
102,60 |
2,56 |
2,52 |
102,58 |
2,54 |
OK0715 |
PL0000107405 |
97,12 |
97,20 |
2,58 |
2,51 |
97,16 |
2,55 |
DS1015 |
PL0000103602 |
104,82 |
104,88 |
2,67 |
2,63 |
104,85 |
2,65 |
OK0116 |
PL0000107587 |
95,69 |
95,78 |
2,71 |
2,65 |
95,74 |
2,67 |
PS0416 |
PL0000106340 |
104,12 |
104,26 |
2,73 |
2,66 |
104,19 |
2,70 |
OK0716 |
PL0000107926 |
94,27 |
94,36 |
2,79 |
2,74 |
94,32 |
2,76 |
IZ0816 |
PL0000103529 |
103,76 |
104,29 |
--- |
--- |
104,03 |
--- |
PS1016 |
PL0000106795 |
104,45 |
104,62 |
2,79 |
2,72 |
104,54 |
2,76 |
WZ0117 |
PL0000106936 |
99,87 |
99,96 |
--- |
--- |
99,92 |
--- |
PS0417 |
PL0000107058 |
105,18 |
105,31 |
2,86 |
2,81 |
105,25 |
2,83 |
DS1017 |
PL0000104543 |
107,28 |
107,48 |
2,96 |
2,90 |
107,38 |
2,93 |
WZ0118 |
PL0000104717 |
99,65 |
99,74 |
--- |
--- |
99,70 |
--- |
PS0418 |
PL0000107314 |
102,51 |
102,72 |
3,05 |
3,00 |
102,62 |
3,02 |
PS0718 |
PL0000107595 |
97,66 |
97,80 |
3,11 |
3,07 |
97,73 |
3,09 |
WZ0119 |
PL0000107603 |
99,37 |
99,56 |
--- |
--- |
99,47 |
--- |
DS1019 |
PL0000105441 |
110,98 |
111,26 |
3,24 |
3,19 |
111,12 |
3,22 |
DS1020 |
PL0000106126 |
110,62 |
110,99 |
3,37 |
3,31 |
110,81 |
3,34 |
WZ0121 |
PL0000106068 |
98,72 |
98,88 |
--- |
--- |
98,80 |
--- |
DS1021 |
PL0000106670 |
114,53 |
114,85 |
3,48 |
3,44 |
114,69 |
3,46 |
WS0922 |
PL0000102646 |
115,43 |
115,74 |
3,57 |
3,53 |
115,59 |
3,55 |
IZ0823 |
PL0000105359 |
105,93 |
106,56 |
--- |
--- |
106,25 |
--- |
DS1023 |
PL0000107264 |
102,86 |
103,06 |
3,63 |
3,61 |
102,96 |
3,62 |
WZ0124 |
PL0000107454 |
97,67 |
97,88 |
--- |
--- |
97,78 |
--- |
WS0429 |
PL0000105391 |
119,46 |
120,16 |
3,99 |
3,93 |
119,81 |
3,96 |
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 |
2,370 |
2,370 |
2,370 |
40 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
25 |
PS1016 |
PL0000106795 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
30 |
OK0116 |
PL0000107587 |
0/1 |
1 |
2,380 |
2,380 |
2,380 |
10 |
PS0718 |
PL0000107595 |
0/1 |
1 |
2,400 |
2,400 |
2,400 |
100 |
DS1019 |
PL0000105441 |
1/4 |
3 |
2,370 |
2,370 |
2,370 |
40 |
DS1020 |
PL0000106126 |
1/4 |
3 |
2,370 |
2,370 |
2,370 |
25 |
PS0416 |
PL0000106340 |
1/4 |
3 |
2,450 |
2,450 |
2,450 |
270 |
PS0416 |
PL0000106340 |
0/4 |
4 |
2,380 |
2,380 |
2,380 |
40 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
95 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
20 |
DS1021 |
PL0000106670 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
95 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
30 |
PS0417 |
PL0000107058 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
45 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,370 |
2,400 |
2,393 |
260 |
OK0715 |
PL0000107405 |
1/8 |
7 |
2,450 |
2,450 |
2,450 |
90 |
OK0116 |
PL0000107587 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
50 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
70 |
TOTAL |
1 335 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.