2014-06-05 |
MARKET DATA |
No 107 (2389) |
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 |
1 212,50 |
1 249,07 |
89 |
2 260,00 |
2 407,12 |
30 |
3 472,50 |
3 656,18 |
119 |
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 |
99,72 |
99,73 |
99,720 |
99,720 |
99,720 |
99,720 |
99,720 |
10 000 |
9,97 |
1 |
PS0415 |
PL0000105953 |
102,60 |
102,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
97,29 |
97,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,98 |
104,98 |
104,980 |
105,000 |
104,980 |
104,990 |
104,992 |
87 500 |
95,28 |
5 |
OK0116 |
PL0000107587 |
95,94 |
95,96 |
95,970 |
95,970 |
95,970 |
95,970 |
95,970 |
10 000 |
9,60 |
1 |
PS0416 |
PL0000106340 |
104,35 |
104,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
94,62 |
94,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,77 |
104,76 |
104,800 |
104,830 |
104,800 |
104,810 |
104,813 |
75 000 |
80,83 |
3 |
PS0417 |
PL0000107058 |
105,50 |
105,43 |
105,440 |
105,460 |
105,440 |
105,460 |
105,448 |
80 000 |
84,83 |
4 |
DS1017 |
PL0000104543 |
107,69 |
107,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,97 |
102,76 |
102,990 |
102,990 |
102,950 |
102,970 |
102,967 |
65 000 |
67,23 |
3 |
PS0718 |
PL0000107595 |
98,15 |
97,95 |
97,900 |
98,150 |
97,850 |
98,080 |
98,103 |
405 000 |
406,17 |
35 |
PS0719 |
PL0000108148 |
100,61 |
100,34 |
100,450 |
100,610 |
100,450 |
100,490 |
100,517 |
30 000 |
31,01 |
3 |
DS1019 |
PL0000105441 |
111,45 |
111,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
111,15 |
110,93 |
111,150 |
111,150 |
111,100 |
111,100 |
111,110 |
25 000 |
28,59 |
4 |
DS1021 |
PL0000106670 |
114,87 |
114,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
115,70 |
115,39 |
115,600 |
115,600 |
115,600 |
115,600 |
115,600 |
10 000 |
11,97 |
1 |
DS1023 |
PL0000107264 |
103,13 |
102,72 |
102,720 |
103,100 |
102,720 |
102,850 |
102,923 |
170 000 |
179,20 |
13 |
WS0428 |
PL0000107611 |
87,25 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,96 |
119,55 |
119,340 |
119,340 |
119,340 |
119,340 |
119,340 |
10 000 |
12,00 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,95 |
104,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
105,95 |
104,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,08 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,90 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,73 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,51 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,77 |
98,81 |
98,710 |
98,710 |
98,710 |
98,710 |
98,710 |
10 000 |
9,97 |
1 |
WZ0124 |
PL0000107454 |
97,86 |
97,73 |
97,830 |
97,900 |
97,800 |
97,800 |
97,840 |
225 000 |
222,42 |
14 |
TOTAL |
1 212 500 |
1 249,07 |
89 |
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 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
0,00 |
0,00 |
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 |
100,06 |
100,12 |
--- |
--- |
100,09 |
--- |
PS0415 |
PL0000105953 |
102,57 |
102,64 |
2,49 |
2,41 |
102,61 |
2,44 |
OK0715 |
PL0000107405 |
97,25 |
97,34 |
2,51 |
2,42 |
97,30 |
2,46 |
DS1015 |
PL0000103602 |
104,90 |
105,00 |
2,56 |
2,49 |
104,95 |
2,53 |
OK0116 |
PL0000107587 |
95,89 |
95,99 |
2,61 |
2,54 |
95,94 |
2,58 |
PS0416 |
PL0000106340 |
104,28 |
104,42 |
2,63 |
2,55 |
104,35 |
2,59 |
OK0716 |
PL0000107926 |
94,54 |
94,67 |
2,67 |
2,61 |
94,61 |
2,64 |
IZ0816 |
PL0000103529 |
103,83 |
104,23 |
--- |
--- |
104,03 |
--- |
PS1016 |
PL0000106795 |
104,65 |
104,80 |
2,70 |
2,63 |
104,73 |
2,66 |
WZ0117 |
PL0000106936 |
99,87 |
99,99 |
--- |
--- |
99,93 |
--- |
PS0417 |
PL0000107058 |
105,33 |
105,49 |
2,79 |
2,73 |
105,41 |
2,76 |
DS1017 |
PL0000104543 |
107,49 |
107,66 |
2,88 |
2,83 |
107,58 |
2,86 |
WZ0118 |
PL0000104717 |
99,67 |
99,80 |
--- |
--- |
99,74 |
--- |
PS0418 |
PL0000107314 |
102,75 |
102,98 |
2,98 |
2,92 |
102,87 |
2,95 |
PS0718 |
PL0000107595 |
97,86 |
98,07 |
3,06 |
3,00 |
97,97 |
3,03 |
WZ0119 |
PL0000107603 |
99,46 |
99,59 |
--- |
--- |
99,53 |
--- |
DS1019 |
PL0000105441 |
111,21 |
111,44 |
3,19 |
3,15 |
111,33 |
3,17 |
DS1020 |
PL0000106126 |
110,73 |
111,11 |
3,35 |
3,28 |
110,92 |
3,32 |
WZ0121 |
PL0000106068 |
98,66 |
98,86 |
--- |
--- |
98,76 |
--- |
DS1021 |
PL0000106670 |
114,48 |
114,77 |
3,48 |
3,44 |
114,63 |
3,46 |
WS0922 |
PL0000102646 |
115,30 |
115,60 |
3,58 |
3,54 |
115,45 |
3,56 |
IZ0823 |
PL0000105359 |
105,77 |
106,45 |
--- |
--- |
106,11 |
--- |
DS1023 |
PL0000107264 |
102,72 |
102,98 |
3,65 |
3,62 |
102,85 |
3,63 |
WZ0124 |
PL0000107454 |
97,65 |
97,80 |
--- |
--- |
97,73 |
--- |
WS0429 |
PL0000105391 |
119,24 |
120,05 |
4,00 |
3,94 |
119,65 |
3,97 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,06 |
100,12 |
--- |
--- |
100,09 |
--- |
PS0415 |
PL0000105953 |
102,58 |
102,68 |
2,48 |
2,36 |
102,63 |
2,42 |
OK0715 |
PL0000107405 |
97,27 |
97,37 |
2,49 |
2,40 |
97,32 |
2,44 |
DS1015 |
PL0000103602 |
104,94 |
105,05 |
2,54 |
2,46 |
105,00 |
2,49 |
OK0116 |
PL0000107587 |
95,92 |
96,03 |
2,59 |
2,52 |
95,98 |
2,55 |
PS0416 |
PL0000106340 |
104,33 |
104,45 |
2,60 |
2,53 |
104,39 |
2,57 |
OK0716 |
PL0000107926 |
94,59 |
94,72 |
2,65 |
2,58 |
94,66 |
2,61 |
IZ0816 |
PL0000103529 |
103,80 |
104,22 |
--- |
--- |
104,01 |
--- |
PS1016 |
PL0000106795 |
104,74 |
104,89 |
2,66 |
2,59 |
104,82 |
2,62 |
WZ0117 |
PL0000106936 |
99,82 |
99,98 |
--- |
--- |
99,90 |
--- |
PS0417 |
PL0000107058 |
105,45 |
105,63 |
2,75 |
2,68 |
105,54 |
2,72 |
DS1017 |
PL0000104543 |
107,62 |
107,79 |
2,84 |
2,79 |
107,71 |
2,82 |
WZ0118 |
PL0000104717 |
99,66 |
99,84 |
--- |
--- |
99,75 |
--- |
PS0418 |
PL0000107314 |
102,90 |
103,09 |
2,94 |
2,89 |
103,00 |
2,92 |
PS0718 |
PL0000107595 |
97,98 |
98,20 |
3,02 |
2,97 |
98,09 |
3,00 |
WZ0119 |
PL0000107603 |
99,45 |
99,82 |
--- |
--- |
99,64 |
--- |
DS1019 |
PL0000105441 |
111,32 |
111,55 |
3,17 |
3,13 |
111,44 |
3,15 |
DS1020 |
PL0000106126 |
110,91 |
111,28 |
3,32 |
3,26 |
111,10 |
3,29 |
WZ0121 |
PL0000106068 |
98,67 |
98,94 |
--- |
--- |
98,81 |
--- |
DS1021 |
PL0000106670 |
114,56 |
114,87 |
3,47 |
3,43 |
114,72 |
3,45 |
WS0922 |
PL0000102646 |
115,35 |
115,66 |
3,57 |
3,53 |
115,51 |
3,55 |
IZ0823 |
PL0000105359 |
105,65 |
106,31 |
--- |
--- |
105,98 |
--- |
DS1023 |
PL0000107264 |
102,74 |
103,06 |
3,65 |
3,61 |
102,90 |
3,63 |
WZ0124 |
PL0000107454 |
97,66 |
97,89 |
--- |
--- |
97,78 |
--- |
WS0429 |
PL0000105391 |
119,30 |
120,12 |
4,00 |
3,93 |
119,71 |
3,97 |
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 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
40 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
140 |
OK0716 |
PL0000107926 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
10 |
DS1017 |
PL0000104543 |
1/4 |
3 |
2,370 |
2,370 |
2,370 |
50 |
WS0429 |
PL0000105391 |
1/4 |
3 |
2,100 |
2,100 |
2,100 |
10 |
DS1020 |
PL0000106126 |
1/4 |
3 |
2,370 |
2,370 |
2,370 |
130 |
DS1021 |
PL0000106670 |
1/4 |
3 |
2,370 |
2,370 |
2,370 |
20 |
WZ0119 |
PL0000107603 |
1/4 |
3 |
2,370 |
2,370 |
2,370 |
60 |
DS1015 |
PL0000103602 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
235 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
60 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,320 |
2,320 |
2,320 |
115 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
50 |
PS0416 |
PL0000106340 |
1/8 |
7 |
2,420 |
2,420 |
2,420 |
20 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,300 |
2,300 |
2,300 |
20 |
PS0417 |
PL0000107058 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
45 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,350 |
2,370 |
2,368 |
200 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,400 |
2,420 |
2,412 |
200 |
OK0715 |
PL0000107405 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
90 |
OK0116 |
PL0000107587 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
50 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
105 |
TOTAL |
1 660 |
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 |
2,530 |
2,530 |
2,530 |
600 |
TOTAL |
600 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.