2014-06-02 |
MARKET DATA |
No 104 (2386) |
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 |
1 012,50 |
1 066,28 |
57 |
2 455,00 |
2 666,15 |
26 |
3 467,50 |
3 732,43 |
83 |
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 |
99,68 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,56 |
102,56 |
102,560 |
102,560 |
102,560 |
102,560 |
102,560 |
110 000 |
113,48 |
7 |
OK0715 |
PL0000107405 |
97,17 |
97,19 |
97,160 |
97,160 |
97,160 |
97,160 |
97,160 |
5 000 |
4,86 |
1 |
DS1015 |
PL0000103602 |
104,81 |
104,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
95,75 |
95,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,17 |
104,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
94,36 |
94,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,48 |
104,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,15 |
105,14 |
105,120 |
105,130 |
105,120 |
105,130 |
105,122 |
110 000 |
116,21 |
2 |
DS1017 |
PL0000104543 |
107,25 |
107,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,65 |
102,60 |
102,670 |
102,680 |
102,670 |
102,680 |
102,678 |
55 000 |
56,70 |
4 |
PS0718 |
PL0000107595 |
97,73 |
97,62 |
97,700 |
97,700 |
97,570 |
97,570 |
97,677 |
245 000 |
244,58 |
13 |
PS0719 |
PL0000108148 |
100,01 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,15 |
111,01 |
111,100 |
111,100 |
111,070 |
111,070 |
111,091 |
105 000 |
120,16 |
6 |
DS1020 |
PL0000106126 |
110,82 |
110,55 |
110,820 |
110,820 |
110,820 |
110,820 |
110,820 |
10 000 |
11,40 |
2 |
DS1021 |
PL0000106670 |
114,59 |
114,50 |
114,580 |
114,580 |
114,580 |
114,580 |
114,580 |
25 000 |
29,52 |
3 |
WS0922 |
PL0000102646 |
115,42 |
115,35 |
115,400 |
115,400 |
115,350 |
115,350 |
115,375 |
50 000 |
59,69 |
2 |
DS1023 |
PL0000107264 |
102,80 |
102,70 |
102,800 |
102,840 |
102,500 |
102,500 |
102,765 |
237 500 |
249,84 |
15 |
WS0428 |
PL0000107611 |
87,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,39 |
119,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
113,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,95 |
104,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
105,85 |
106,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,07 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,89 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,68 |
99,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,40 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,77 |
98,76 |
98,770 |
98,770 |
98,760 |
98,760 |
98,762 |
60 000 |
59,84 |
2 |
WZ0124 |
PL0000107454 |
97,67 |
97,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 012 500 |
1 066,28 |
57 |
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 |
108,65 |
108,85 |
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 |
116,75 |
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 |
119,50 |
120,00 |
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 |
106,90 |
107,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
109,50 |
110,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
125,40 |
126,45 |
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 |
102,53 |
102,58 |
2,58 |
2,52 |
102,56 |
2,54 |
OK0715 |
PL0000107405 |
97,13 |
97,22 |
2,59 |
2,50 |
97,18 |
2,54 |
DS1015 |
PL0000103602 |
104,78 |
104,85 |
2,68 |
2,63 |
104,82 |
2,66 |
OK0116 |
PL0000107587 |
95,69 |
95,79 |
2,72 |
2,65 |
95,74 |
2,68 |
PS0416 |
PL0000106340 |
104,12 |
104,25 |
2,73 |
2,66 |
104,19 |
2,69 |
OK0716 |
PL0000107926 |
94,29 |
94,39 |
2,78 |
2,73 |
94,34 |
2,76 |
IZ0816 |
PL0000103529 |
103,80 |
104,26 |
--- |
--- |
104,03 |
--- |
PS1016 |
PL0000106795 |
104,44 |
104,58 |
2,80 |
2,74 |
104,51 |
2,77 |
WZ0117 |
PL0000106936 |
99,86 |
99,96 |
--- |
--- |
99,91 |
--- |
PS0417 |
PL0000107058 |
105,08 |
105,24 |
2,89 |
2,83 |
105,16 |
2,86 |
DS1017 |
PL0000104543 |
107,17 |
107,37 |
2,99 |
2,93 |
107,27 |
2,96 |
WZ0118 |
PL0000104717 |
99,63 |
99,77 |
--- |
--- |
99,70 |
--- |
PS0418 |
PL0000107314 |
102,47 |
102,68 |
3,06 |
3,01 |
102,58 |
3,03 |
PS0718 |
PL0000107595 |
97,57 |
97,79 |
3,13 |
3,07 |
97,68 |
3,10 |
WZ0119 |
PL0000107603 |
99,36 |
99,51 |
--- |
--- |
99,44 |
--- |
DS1019 |
PL0000105441 |
110,87 |
111,14 |
3,26 |
3,21 |
111,01 |
3,24 |
DS1020 |
PL0000106126 |
110,49 |
110,86 |
3,39 |
3,33 |
110,68 |
3,36 |
WZ0121 |
PL0000106068 |
98,68 |
98,91 |
--- |
--- |
98,80 |
--- |
DS1021 |
PL0000106670 |
114,27 |
114,70 |
3,52 |
3,46 |
114,49 |
3,49 |
WS0922 |
PL0000102646 |
115,25 |
115,59 |
3,59 |
3,54 |
115,42 |
3,57 |
IZ0823 |
PL0000105359 |
105,71 |
106,26 |
--- |
--- |
105,99 |
--- |
DS1023 |
PL0000107264 |
102,70 |
102,91 |
3,65 |
3,62 |
102,81 |
3,64 |
WZ0124 |
PL0000107454 |
97,60 |
97,84 |
--- |
--- |
97,72 |
--- |
WS0429 |
PL0000105391 |
119,16 |
119,92 |
4,01 |
3,95 |
119,54 |
3,98 |
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 |
102,54 |
102,59 |
2,57 |
2,51 |
102,57 |
2,53 |
OK0715 |
PL0000107405 |
97,15 |
97,23 |
2,57 |
2,50 |
97,19 |
2,53 |
DS1015 |
PL0000103602 |
104,79 |
104,86 |
2,68 |
2,63 |
104,83 |
2,65 |
OK0116 |
PL0000107587 |
95,72 |
95,80 |
2,70 |
2,64 |
95,76 |
2,67 |
PS0416 |
PL0000106340 |
104,15 |
104,26 |
2,71 |
2,65 |
104,21 |
2,68 |
OK0716 |
PL0000107926 |
94,33 |
94,40 |
2,76 |
2,73 |
94,37 |
2,74 |
IZ0816 |
PL0000103529 |
103,85 |
104,25 |
--- |
--- |
104,05 |
--- |
PS1016 |
PL0000106795 |
104,46 |
104,61 |
2,79 |
2,72 |
104,54 |
2,75 |
WZ0117 |
PL0000106936 |
99,86 |
99,95 |
--- |
--- |
99,91 |
--- |
PS0417 |
PL0000107058 |
105,06 |
105,20 |
2,89 |
2,85 |
105,13 |
2,87 |
DS1017 |
PL0000104543 |
107,15 |
107,36 |
2,99 |
2,93 |
107,26 |
2,96 |
WZ0118 |
PL0000104717 |
99,63 |
99,75 |
--- |
--- |
99,69 |
--- |
PS0418 |
PL0000107314 |
102,47 |
102,64 |
3,06 |
3,02 |
102,56 |
3,04 |
PS0718 |
PL0000107595 |
97,52 |
97,69 |
3,14 |
3,10 |
97,61 |
3,12 |
WZ0119 |
PL0000107603 |
99,38 |
99,51 |
--- |
--- |
99,45 |
--- |
DS1019 |
PL0000105441 |
110,87 |
111,15 |
3,26 |
3,21 |
111,01 |
3,24 |
DS1020 |
PL0000106126 |
110,46 |
110,75 |
3,40 |
3,35 |
110,61 |
3,37 |
WZ0121 |
PL0000106068 |
98,69 |
98,82 |
--- |
--- |
98,76 |
--- |
DS1021 |
PL0000106670 |
114,23 |
114,54 |
3,52 |
3,48 |
114,39 |
3,50 |
WS0922 |
PL0000102646 |
115,08 |
115,39 |
3,61 |
3,57 |
115,24 |
3,59 |
IZ0823 |
PL0000105359 |
105,65 |
106,28 |
--- |
--- |
105,97 |
--- |
DS1023 |
PL0000107264 |
102,48 |
102,76 |
3,68 |
3,64 |
102,62 |
3,66 |
WZ0124 |
PL0000107454 |
97,62 |
97,77 |
--- |
--- |
97,70 |
--- |
WS0429 |
PL0000105391 |
118,96 |
119,76 |
4,03 |
3,96 |
119,36 |
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) |
(%) |
(%) |
(%) |
PS0416 |
PL0000106340 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
70 |
DS1021 |
PL0000106670 |
0/1 |
1 |
2,350 |
2,350 |
2,350 |
100 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
90 |
PS0418 |
PL0000107314 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
70 |
WZ0118 |
PL0000104717 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
10 |
WZ0119 |
PL0000107603 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
20 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
75 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,370 |
2,370 |
2,370 |
70 |
PS0416 |
PL0000106340 |
1/2 |
1 |
2,370 |
2,370 |
2,370 |
200 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
30 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,370 |
2,380 |
2,373 |
120 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,360 |
2,370 |
2,362 |
160 |
DS1023 |
PL0000107264 |
2/3 |
1 |
2,370 |
2,370 |
2,370 |
100 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
45 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
80 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
60 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
15 |
WZ0117 |
PL0000106936 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
35 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
20 |
DS1019 |
PL0000105441 |
2/9 |
7 |
2,320 |
2,320 |
2,320 |
85 |
DS1020 |
PL0000106126 |
2/9 |
7 |
2,370 |
2,370 |
2,370 |
500 |
PS1016 |
PL0000106795 |
2/9 |
7 |
2,350 |
2,350 |
2,350 |
200 |
TOTAL |
2 155 |
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 |
2,500 |
2,500 |
2,500 |
300 |
TOTAL |
300 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.