2014-06-09 |
MARKET DATA |
No 109 (2391) |
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 |
767,50 |
790,30 |
48 |
1 820,00 |
1 960,90 |
24 |
2 587,50 |
2 751,20 |
72 |
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 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,65 |
102,65 |
102,640 |
102,650 |
102,640 |
102,650 |
102,648 |
115 000 |
118,86 |
5 |
OK0715 |
PL0000107405 |
97,41 |
97,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,08 |
105,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
96,12 |
96,12 |
96,110 |
96,150 |
96,060 |
96,070 |
96,105 |
200 000 |
192,21 |
13 |
PS0416 |
PL0000106340 |
104,55 |
104,53 |
104,500 |
104,500 |
104,500 |
104,500 |
104,500 |
85 000 |
89,37 |
2 |
OK0716 |
PL0000107926 |
94,91 |
94,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,05 |
105,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,86 |
105,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,20 |
108,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,52 |
103,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
98,68 |
98,55 |
98,600 |
98,600 |
98,550 |
98,550 |
98,585 |
210 000 |
211,65 |
13 |
PS0719 |
PL0000108148 |
101,21 |
101,27 |
101,300 |
101,300 |
101,300 |
101,300 |
101,300 |
20 000 |
20,83 |
3 |
DS1019 |
PL0000105441 |
112,29 |
112,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
111,99 |
111,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
115,80 |
115,75 |
115,700 |
115,700 |
115,700 |
115,700 |
115,700 |
10 000 |
11,93 |
1 |
WS0922 |
PL0000102646 |
116,76 |
116,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
104,17 |
104,00 |
104,170 |
104,170 |
104,050 |
104,050 |
104,112 |
85 000 |
90,63 |
6 |
WS0428 |
PL0000107611 |
88,82 |
89,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
121,56 |
121,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
116,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,91 |
104,10 |
103,910 |
103,910 |
103,910 |
103,910 |
103,910 |
7 500 |
10,26 |
1 |
IZ0823 |
PL0000105359 |
107,50 |
107,07 |
107,120 |
107,220 |
107,120 |
107,220 |
107,189 |
35 000 |
44,56 |
4 |
WZ0115 |
PL0000106480 |
100,09 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,95 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,82 |
99,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,60 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,87 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,86 |
97,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
767 500 |
790,30 |
48 |
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 |
105,30 |
105,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,70 |
109,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,10 |
119,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
102,80 |
103,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,75 |
117,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
117,00 |
117,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
120,00 |
120,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
114,50 |
115,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
107,30 |
108,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
110,00 |
111,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
126,30 |
127,30 |
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 |
102,61 |
102,71 |
2,42 |
2,31 |
102,66 |
2,37 |
OK0715 |
PL0000107405 |
97,36 |
97,51 |
2,42 |
2,28 |
97,44 |
2,34 |
DS1015 |
PL0000103602 |
105,01 |
105,18 |
2,47 |
2,35 |
105,10 |
2,41 |
OK0116 |
PL0000107587 |
96,05 |
96,22 |
2,51 |
2,40 |
96,14 |
2,45 |
PS0416 |
PL0000106340 |
104,50 |
104,66 |
2,50 |
2,42 |
104,58 |
2,46 |
OK0716 |
PL0000107926 |
94,84 |
95,01 |
2,53 |
2,44 |
94,93 |
2,48 |
IZ0816 |
PL0000103529 |
103,77 |
104,24 |
--- |
--- |
104,01 |
--- |
PS1016 |
PL0000106795 |
105,01 |
105,18 |
2,54 |
2,47 |
105,10 |
2,50 |
WZ0117 |
PL0000106936 |
99,87 |
100,02 |
--- |
--- |
99,95 |
--- |
PS0417 |
PL0000107058 |
105,78 |
105,99 |
2,63 |
2,55 |
105,89 |
2,59 |
DS1017 |
PL0000104543 |
108,08 |
108,29 |
2,70 |
2,64 |
108,19 |
2,67 |
WZ0118 |
PL0000104717 |
99,75 |
99,91 |
--- |
--- |
99,83 |
--- |
PS0418 |
PL0000107314 |
103,41 |
103,67 |
2,80 |
2,73 |
103,54 |
2,77 |
PS0718 |
PL0000107595 |
98,54 |
98,80 |
2,88 |
2,81 |
98,67 |
2,84 |
WZ0119 |
PL0000107603 |
99,54 |
99,68 |
--- |
--- |
99,61 |
--- |
DS1019 |
PL0000105441 |
112,14 |
112,45 |
3,01 |
2,95 |
112,30 |
2,98 |
DS1020 |
PL0000106126 |
111,82 |
112,22 |
3,17 |
3,10 |
112,02 |
3,13 |
WZ0121 |
PL0000106068 |
98,78 |
98,98 |
--- |
--- |
98,88 |
--- |
DS1021 |
PL0000106670 |
115,58 |
116,01 |
3,33 |
3,27 |
115,80 |
3,29 |
WS0922 |
PL0000102646 |
116,48 |
116,93 |
3,43 |
3,37 |
116,71 |
3,40 |
IZ0823 |
PL0000105359 |
106,57 |
107,41 |
--- |
--- |
106,99 |
--- |
DS1023 |
PL0000107264 |
104,00 |
104,25 |
3,49 |
3,46 |
104,13 |
3,47 |
WZ0124 |
PL0000107454 |
97,77 |
97,98 |
--- |
--- |
97,88 |
--- |
WS0429 |
PL0000105391 |
121,33 |
122,10 |
3,84 |
3,78 |
121,72 |
3,81 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,07 |
100,12 |
--- |
--- |
100,10 |
--- |
PS0415 |
PL0000105953 |
102,63 |
102,71 |
2,40 |
2,31 |
102,67 |
2,36 |
OK0715 |
PL0000107405 |
97,37 |
97,50 |
2,41 |
2,29 |
97,44 |
2,34 |
DS1015 |
PL0000103602 |
105,04 |
105,17 |
2,45 |
2,36 |
105,11 |
2,40 |
OK0116 |
PL0000107587 |
96,08 |
96,16 |
2,49 |
2,44 |
96,12 |
2,47 |
PS0416 |
PL0000106340 |
104,50 |
104,61 |
2,50 |
2,44 |
104,56 |
2,47 |
OK0716 |
PL0000107926 |
94,84 |
94,96 |
2,53 |
2,47 |
94,90 |
2,50 |
IZ0816 |
PL0000103529 |
103,78 |
104,25 |
--- |
--- |
104,02 |
--- |
PS1016 |
PL0000106795 |
105,01 |
105,11 |
2,54 |
2,50 |
105,06 |
2,52 |
WZ0117 |
PL0000106936 |
99,92 |
100,01 |
--- |
--- |
99,97 |
--- |
PS0417 |
PL0000107058 |
105,76 |
105,95 |
2,64 |
2,57 |
105,86 |
2,60 |
DS1017 |
PL0000104543 |
108,07 |
108,24 |
2,71 |
2,66 |
108,16 |
2,68 |
WZ0118 |
PL0000104717 |
99,74 |
99,88 |
--- |
--- |
99,81 |
--- |
PS0418 |
PL0000107314 |
103,36 |
103,53 |
2,82 |
2,77 |
103,45 |
2,79 |
PS0718 |
PL0000107595 |
98,52 |
98,68 |
2,88 |
2,84 |
98,60 |
2,86 |
WZ0119 |
PL0000107603 |
99,55 |
99,72 |
--- |
--- |
99,64 |
--- |
DS1019 |
PL0000105441 |
112,06 |
112,36 |
3,03 |
2,97 |
112,21 |
3,00 |
DS1020 |
PL0000106126 |
111,75 |
112,04 |
3,18 |
3,13 |
111,90 |
3,15 |
WZ0121 |
PL0000106068 |
98,78 |
98,99 |
--- |
--- |
98,89 |
--- |
DS1021 |
PL0000106670 |
115,51 |
115,79 |
3,34 |
3,30 |
115,65 |
3,32 |
WS0922 |
PL0000102646 |
116,41 |
116,74 |
3,44 |
3,39 |
116,58 |
3,41 |
IZ0823 |
PL0000105359 |
106,87 |
107,64 |
--- |
--- |
107,26 |
--- |
DS1023 |
PL0000107264 |
103,86 |
104,10 |
3,51 |
3,48 |
103,98 |
3,49 |
WZ0124 |
PL0000107454 |
97,81 |
97,98 |
--- |
--- |
97,90 |
--- |
WS0429 |
PL0000105391 |
121,12 |
121,93 |
3,85 |
3,79 |
121,53 |
3,82 |
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 |
65 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
25 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
210 |
PS0418 |
PL0000107314 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
50 |
PS0416 |
PL0000106340 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
130 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,370 |
2,370 |
2,370 |
35 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,370 |
2,370 |
2,370 |
80 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,370 |
2,370 |
2,370 |
150 |
WZ0119 |
PL0000107603 |
1/2 |
1 |
2,370 |
2,370 |
2,370 |
60 |
DS1015 |
PL0000103602 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
95 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
105 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
135 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,300 |
2,300 |
2,300 |
80 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,270 |
2,270 |
2,270 |
50 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
50 |
OK0716 |
PL0000107926 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
50 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
50 |
DS1020 |
PL0000106126 |
2/9 |
7 |
2,370 |
2,370 |
2,370 |
200 |
PS1016 |
PL0000106795 |
2/9 |
7 |
2,370 |
2,370 |
2,370 |
200 |
TOTAL |
1 820 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.