2014-06-13 |
MARKET DATA |
No 113 (2395) |
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 |
1 042,50 |
1 100,08 |
72 |
625,00 |
683,69 |
19 |
1 667,50 |
1 783,77 |
91 |
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 |
99,76 |
99,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,62 |
102,63 |
102,640 |
102,640 |
102,640 |
102,640 |
102,640 |
50 000 |
51,72 |
1 |
OK0715 |
PL0000107405 |
97,44 |
97,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,01 |
105,03 |
105,030 |
105,030 |
105,030 |
105,030 |
105,030 |
50 000 |
54,54 |
1 |
OK0116 |
PL0000107587 |
96,15 |
96,14 |
96,170 |
96,180 |
96,170 |
96,180 |
96,178 |
50 000 |
48,09 |
3 |
PS0416 |
PL0000106340 |
104,48 |
104,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
94,94 |
94,90 |
94,900 |
94,950 |
94,880 |
94,880 |
94,901 |
80 000 |
75,92 |
3 |
PS1016 |
PL0000106795 |
104,97 |
104,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,82 |
105,68 |
105,850 |
105,850 |
105,820 |
105,830 |
105,828 |
160 000 |
170,43 |
5 |
DS1017 |
PL0000104543 |
108,01 |
107,90 |
108,050 |
108,050 |
108,050 |
108,050 |
108,050 |
15 000 |
16,71 |
1 |
PS0418 |
PL0000107314 |
103,37 |
103,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
98,50 |
98,32 |
98,280 |
98,500 |
98,270 |
98,490 |
98,418 |
165 000 |
166,09 |
16 |
PS0719 |
PL0000108148 |
101,10 |
100,85 |
100,780 |
101,150 |
100,780 |
101,150 |
101,001 |
70 000 |
72,74 |
5 |
DS1019 |
PL0000105441 |
112,05 |
111,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
111,85 |
111,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
115,55 |
115,40 |
115,550 |
115,550 |
115,550 |
115,550 |
115,550 |
5 000 |
5,96 |
1 |
WS0922 |
PL0000102646 |
116,61 |
116,35 |
116,260 |
116,610 |
116,250 |
116,600 |
116,489 |
90 000 |
108,63 |
7 |
DS1023 |
PL0000107264 |
104,00 |
103,70 |
103,920 |
104,090 |
103,900 |
104,050 |
104,007 |
257 500 |
274,45 |
22 |
DS0725 |
PL0000108197 |
96,30 |
96,05 |
96,200 |
96,400 |
96,200 |
96,300 |
96,318 |
27 500 |
27,29 |
5 |
WS0428 |
PL0000107611 |
89,07 |
89,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
121,46 |
121,30 |
121,460 |
121,500 |
121,460 |
121,500 |
121,478 |
22 500 |
27,52 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,85 |
104,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
107,45 |
107,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,08 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,90 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,71 |
99,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,51 |
99,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,77 |
98,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,75 |
97,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 042 500 |
1 100,08 |
72 |
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 |
119,30 |
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 |
116,85 |
117,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
120,00 |
120,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
114,40 |
115,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
107,25 |
108,25 |
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 |
126,50 |
127,50 |
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 |
100,11 |
--- |
--- |
100,09 |
--- |
PS0415 |
PL0000105953 |
102,56 |
102,65 |
2,42 |
2,32 |
102,61 |
2,37 |
OK0715 |
PL0000107405 |
97,36 |
97,50 |
2,45 |
2,32 |
97,43 |
2,39 |
DS1015 |
PL0000103602 |
104,92 |
105,05 |
2,49 |
2,40 |
104,99 |
2,44 |
OK0116 |
PL0000107587 |
96,06 |
96,19 |
2,53 |
2,44 |
96,13 |
2,48 |
PS0416 |
PL0000106340 |
104,38 |
104,53 |
2,54 |
2,46 |
104,46 |
2,50 |
OK0716 |
PL0000107926 |
94,80 |
94,94 |
2,57 |
2,50 |
94,87 |
2,53 |
IZ0816 |
PL0000103529 |
103,69 |
104,27 |
--- |
--- |
103,98 |
--- |
PS1016 |
PL0000106795 |
104,85 |
105,01 |
2,59 |
2,52 |
104,93 |
2,56 |
WZ0117 |
PL0000106936 |
99,87 |
99,99 |
--- |
--- |
99,93 |
--- |
PS0417 |
PL0000107058 |
105,57 |
105,76 |
2,69 |
2,62 |
105,67 |
2,66 |
DS1017 |
PL0000104543 |
107,80 |
108,03 |
2,78 |
2,71 |
107,92 |
2,74 |
WZ0118 |
PL0000104717 |
99,67 |
99,82 |
--- |
--- |
99,75 |
--- |
PS0418 |
PL0000107314 |
103,12 |
103,36 |
2,88 |
2,81 |
103,24 |
2,85 |
PS0718 |
PL0000107595 |
98,24 |
98,38 |
2,96 |
2,92 |
98,31 |
2,94 |
WZ0119 |
PL0000107603 |
99,44 |
99,57 |
--- |
--- |
99,51 |
--- |
DS1019 |
PL0000105441 |
111,70 |
111,98 |
3,09 |
3,04 |
111,84 |
3,06 |
DS1020 |
PL0000106126 |
111,44 |
111,82 |
3,22 |
3,16 |
111,63 |
3,19 |
WZ0121 |
PL0000106068 |
98,64 |
98,88 |
--- |
--- |
98,76 |
--- |
DS1021 |
PL0000106670 |
115,13 |
115,54 |
3,39 |
3,33 |
115,34 |
3,36 |
WS0922 |
PL0000102646 |
116,13 |
116,54 |
3,47 |
3,41 |
116,34 |
3,44 |
IZ0823 |
PL0000105359 |
107,10 |
107,75 |
--- |
--- |
107,43 |
--- |
DS1023 |
PL0000107264 |
103,60 |
103,94 |
3,54 |
3,49 |
103,77 |
3,52 |
WZ0124 |
PL0000107454 |
97,70 |
97,90 |
--- |
--- |
97,80 |
--- |
WS0429 |
PL0000105391 |
120,78 |
121,60 |
3,88 |
3,81 |
121,19 |
3,85 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,06 |
100,11 |
--- |
--- |
100,09 |
--- |
PS0415 |
PL0000105953 |
102,59 |
102,67 |
2,39 |
2,30 |
102,63 |
2,34 |
OK0715 |
PL0000107405 |
97,39 |
97,52 |
2,42 |
2,30 |
97,46 |
2,36 |
DS1015 |
PL0000103602 |
104,97 |
105,09 |
2,46 |
2,37 |
105,03 |
2,41 |
OK0116 |
PL0000107587 |
96,11 |
96,20 |
2,50 |
2,44 |
96,16 |
2,46 |
PS0416 |
PL0000106340 |
104,43 |
104,58 |
2,52 |
2,44 |
104,51 |
2,47 |
OK0716 |
PL0000107926 |
94,83 |
94,97 |
2,55 |
2,48 |
94,90 |
2,52 |
IZ0816 |
PL0000103529 |
103,73 |
104,17 |
--- |
--- |
103,95 |
--- |
PS1016 |
PL0000106795 |
104,91 |
105,08 |
2,57 |
2,49 |
105,00 |
2,53 |
WZ0117 |
PL0000106936 |
99,87 |
99,98 |
--- |
--- |
99,93 |
--- |
PS0417 |
PL0000107058 |
105,74 |
105,91 |
2,63 |
2,57 |
105,83 |
2,60 |
DS1017 |
PL0000104543 |
107,87 |
108,08 |
2,76 |
2,69 |
107,98 |
2,72 |
WZ0118 |
PL0000104717 |
99,68 |
99,83 |
--- |
--- |
99,76 |
--- |
PS0418 |
PL0000107314 |
103,30 |
103,49 |
2,83 |
2,78 |
103,40 |
2,80 |
PS0718 |
PL0000107595 |
98,39 |
98,54 |
2,92 |
2,88 |
98,47 |
2,90 |
WZ0119 |
PL0000107603 |
99,48 |
99,59 |
--- |
--- |
99,54 |
--- |
DS1019 |
PL0000105441 |
112,02 |
112,27 |
3,03 |
2,98 |
112,15 |
3,00 |
DS1020 |
PL0000106126 |
111,74 |
112,09 |
3,18 |
3,12 |
111,92 |
3,15 |
WZ0121 |
PL0000106068 |
98,72 |
98,91 |
--- |
--- |
98,82 |
--- |
DS1021 |
PL0000106670 |
115,33 |
115,75 |
3,36 |
3,30 |
115,54 |
3,33 |
WS0922 |
PL0000102646 |
116,32 |
116,70 |
3,44 |
3,39 |
116,51 |
3,42 |
IZ0823 |
PL0000105359 |
107,07 |
107,71 |
--- |
--- |
107,39 |
--- |
DS1023 |
PL0000107264 |
103,80 |
104,07 |
3,51 |
3,48 |
103,94 |
3,49 |
WZ0124 |
PL0000107454 |
97,72 |
97,92 |
--- |
--- |
97,82 |
--- |
WS0429 |
PL0000105391 |
121,19 |
121,86 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
3/4 |
1 |
2,380 |
2,380 |
2,380 |
10 |
DS1020 |
PL0000106126 |
3/4 |
1 |
2,380 |
2,380 |
2,380 |
40 |
PS1016 |
PL0000106795 |
3/4 |
1 |
2,300 |
2,300 |
2,300 |
10 |
DS1020 |
PL0000106126 |
0/3 |
3 |
2,370 |
2,370 |
2,370 |
25 |
DS1023 |
PL0000107264 |
0/3 |
3 |
2,370 |
2,370 |
2,370 |
135 |
WZ0118 |
PL0000104717 |
0/3 |
3 |
2,400 |
2,400 |
2,400 |
80 |
WZ0119 |
PL0000107603 |
0/3 |
3 |
2,370 |
2,370 |
2,370 |
20 |
DS1015 |
PL0000103602 |
3/10 |
7 |
2,370 |
2,370 |
2,370 |
75 |
DS1017 |
PL0000104543 |
3/10 |
7 |
2,400 |
2,400 |
2,400 |
25 |
DS1020 |
PL0000106126 |
3/10 |
7 |
2,370 |
2,370 |
2,370 |
10 |
DS1021 |
PL0000106670 |
3/10 |
7 |
2,370 |
2,370 |
2,370 |
30 |
DS1023 |
PL0000107264 |
3/10 |
7 |
2,350 |
2,370 |
2,357 |
60 |
DS1019 |
PL0000105441 |
4/11 |
7 |
2,250 |
2,250 |
2,250 |
105 |
TOTAL |
625 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.