2014-06-17 |
MARKET DATA |
No 115 (2397) |
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 |
777,50 |
807,18 |
49 |
2 335,00 |
2 543,44 |
26 |
3 112,50 |
3 350,61 |
75 |
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 |
99,78 |
99,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,55 |
102,55 |
102,550 |
102,550 |
102,550 |
102,550 |
102,550 |
135 000 |
139,58 |
2 |
OK0715 |
PL0000107405 |
97,45 |
97,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,96 |
105,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
96,12 |
96,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,40 |
104,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
94,82 |
94,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,88 |
104,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,68 |
105,62 |
105,670 |
105,670 |
105,580 |
105,580 |
105,620 |
60 000 |
63,81 |
3 |
DS1017 |
PL0000104543 |
107,89 |
107,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,14 |
103,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
98,25 |
98,10 |
98,100 |
98,100 |
98,070 |
98,100 |
98,084 |
130 000 |
130,45 |
8 |
PS0719 |
PL0000108148 |
100,72 |
100,60 |
100,600 |
100,600 |
100,600 |
100,600 |
100,600 |
10 000 |
10,35 |
1 |
DS1019 |
PL0000105441 |
111,80 |
111,50 |
111,710 |
111,710 |
111,450 |
111,500 |
111,522 |
50 000 |
57,55 |
5 |
DS1020 |
PL0000106126 |
111,57 |
111,30 |
111,220 |
111,220 |
111,220 |
111,220 |
111,220 |
10 000 |
11,46 |
1 |
DS1021 |
PL0000106670 |
115,24 |
115,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
116,20 |
115,99 |
116,350 |
116,350 |
116,050 |
116,050 |
116,183 |
22 500 |
27,10 |
2 |
DS1023 |
PL0000107264 |
103,67 |
103,40 |
103,650 |
103,650 |
103,360 |
103,360 |
103,458 |
112 500 |
119,32 |
10 |
DS0725 |
PL0000108197 |
95,92 |
95,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
89,30 |
89,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
121,50 |
121,37 |
121,580 |
121,580 |
121,580 |
121,580 |
121,580 |
10 000 |
12,25 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,75 |
104,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
106,65 |
107,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,07 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,90 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,67 |
99,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,46 |
99,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,71 |
98,67 |
98,700 |
98,700 |
98,650 |
98,650 |
98,676 |
70 000 |
69,84 |
5 |
WZ0124 |
PL0000107454 |
97,72 |
97,65 |
97,710 |
97,710 |
97,650 |
97,650 |
97,683 |
167 500 |
165,46 |
11 |
TOTAL |
777 500 |
807,18 |
49 |
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 |
100,11 |
--- |
--- |
100,09 |
--- |
PS0415 |
PL0000105953 |
102,54 |
102,63 |
2,42 |
2,31 |
102,59 |
2,36 |
OK0715 |
PL0000107405 |
97,41 |
97,53 |
2,42 |
2,31 |
97,47 |
2,37 |
DS1015 |
PL0000103602 |
104,92 |
105,07 |
2,47 |
2,36 |
105,00 |
2,42 |
OK0116 |
PL0000107587 |
96,09 |
96,23 |
2,52 |
2,43 |
96,16 |
2,48 |
PS0416 |
PL0000106340 |
104,38 |
104,52 |
2,53 |
2,46 |
104,45 |
2,50 |
OK0716 |
PL0000107926 |
94,80 |
94,94 |
2,58 |
2,51 |
94,87 |
2,54 |
IZ0816 |
PL0000103529 |
103,53 |
104,15 |
--- |
--- |
103,84 |
--- |
PS1016 |
PL0000106795 |
104,86 |
105,00 |
2,58 |
2,52 |
104,93 |
2,55 |
WZ0117 |
PL0000106936 |
99,87 |
99,97 |
--- |
--- |
99,92 |
--- |
PS0417 |
PL0000107058 |
105,65 |
105,83 |
2,66 |
2,59 |
105,74 |
2,63 |
DS1017 |
PL0000104543 |
107,86 |
108,06 |
2,75 |
2,69 |
107,96 |
2,72 |
WZ0118 |
PL0000104717 |
99,64 |
99,80 |
--- |
--- |
99,72 |
--- |
PS0418 |
PL0000107314 |
103,11 |
103,38 |
2,88 |
2,81 |
103,25 |
2,84 |
PS0718 |
PL0000107595 |
98,19 |
98,41 |
2,97 |
2,91 |
98,30 |
2,94 |
WZ0119 |
PL0000107603 |
99,43 |
99,59 |
--- |
--- |
99,51 |
--- |
DS1019 |
PL0000105441 |
111,73 |
111,98 |
3,08 |
3,03 |
111,86 |
3,06 |
DS1020 |
PL0000106126 |
111,53 |
111,92 |
3,21 |
3,14 |
111,73 |
3,17 |
WZ0121 |
PL0000106068 |
98,57 |
98,84 |
--- |
--- |
98,71 |
--- |
DS1021 |
PL0000106670 |
115,18 |
115,54 |
3,38 |
3,33 |
115,36 |
3,35 |
WS0922 |
PL0000102646 |
116,13 |
116,58 |
3,47 |
3,41 |
116,36 |
3,44 |
IZ0823 |
PL0000105359 |
106,47 |
107,19 |
--- |
--- |
106,83 |
--- |
DS1023 |
PL0000107264 |
103,58 |
103,97 |
3,54 |
3,49 |
103,78 |
3,51 |
WZ0124 |
PL0000107454 |
97,61 |
97,85 |
--- |
--- |
97,73 |
--- |
WS0429 |
PL0000105391 |
121,31 |
121,92 |
3,84 |
3,79 |
121,62 |
3,81 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,06 |
100,11 |
--- |
--- |
100,09 |
--- |
PS0415 |
PL0000105953 |
102,52 |
102,58 |
2,44 |
2,37 |
102,55 |
2,41 |
OK0715 |
PL0000107405 |
97,41 |
97,50 |
2,42 |
2,34 |
97,46 |
2,38 |
DS1015 |
PL0000103602 |
104,91 |
105,03 |
2,48 |
2,39 |
104,97 |
2,44 |
OK0116 |
PL0000107587 |
96,07 |
96,21 |
2,54 |
2,44 |
96,14 |
2,49 |
PS0416 |
PL0000106340 |
104,33 |
104,47 |
2,56 |
2,49 |
104,40 |
2,52 |
OK0716 |
PL0000107926 |
94,75 |
94,88 |
2,60 |
2,54 |
94,82 |
2,57 |
IZ0816 |
PL0000103529 |
103,55 |
104,17 |
--- |
--- |
103,86 |
--- |
PS1016 |
PL0000106795 |
104,80 |
104,97 |
2,61 |
2,53 |
104,89 |
2,57 |
WZ0117 |
PL0000106936 |
99,87 |
99,97 |
--- |
--- |
99,92 |
--- |
PS0417 |
PL0000107058 |
105,45 |
105,66 |
2,73 |
2,65 |
105,56 |
2,69 |
DS1017 |
PL0000104543 |
107,63 |
107,86 |
2,82 |
2,75 |
107,75 |
2,79 |
WZ0118 |
PL0000104717 |
99,64 |
99,80 |
--- |
--- |
99,72 |
--- |
PS0418 |
PL0000107314 |
102,90 |
103,13 |
2,94 |
2,87 |
103,02 |
2,90 |
PS0718 |
PL0000107595 |
98,00 |
98,14 |
3,02 |
2,99 |
98,07 |
3,01 |
WZ0119 |
PL0000107603 |
99,43 |
99,59 |
--- |
--- |
99,51 |
--- |
DS1019 |
PL0000105441 |
111,42 |
111,59 |
3,14 |
3,11 |
111,51 |
3,12 |
DS1020 |
PL0000106126 |
111,11 |
111,39 |
3,28 |
3,23 |
111,25 |
3,25 |
WZ0121 |
PL0000106068 |
98,66 |
98,84 |
--- |
--- |
98,75 |
--- |
DS1021 |
PL0000106670 |
114,79 |
115,10 |
3,43 |
3,39 |
114,95 |
3,41 |
WS0922 |
PL0000102646 |
115,72 |
116,09 |
3,52 |
3,47 |
115,91 |
3,49 |
IZ0823 |
PL0000105359 |
106,52 |
107,26 |
--- |
--- |
106,89 |
--- |
DS1023 |
PL0000107264 |
103,32 |
103,56 |
3,57 |
3,54 |
103,44 |
3,56 |
WZ0124 |
PL0000107454 |
97,67 |
97,84 |
--- |
--- |
97,76 |
--- |
WS0429 |
PL0000105391 |
120,73 |
121,57 |
3,88 |
3,82 |
121,15 |
3,85 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,410 |
2,410 |
2,410 |
65 |
WS0922 |
PL0000102646 |
1/3 |
2 |
2,330 |
2,380 |
2,337 |
70 |
DS1019 |
PL0000105441 |
1/3 |
2 |
2,370 |
2,370 |
2,370 |
120 |
PS1016 |
PL0000106795 |
1/3 |
2 |
2,350 |
2,370 |
2,353 |
70 |
DS1023 |
PL0000107264 |
1/3 |
2 |
2,200 |
2,200 |
2,200 |
120 |
PS0418 |
PL0000107314 |
1/3 |
2 |
2,400 |
2,400 |
2,400 |
10 |
OK0716 |
PL0000107926 |
1/3 |
2 |
2,380 |
2,380 |
2,380 |
30 |
DS0725 |
PL0000108197 |
1/3 |
2 |
2,400 |
2,400 |
2,400 |
5 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
20 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,300 |
2,300 |
2,300 |
15 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,410 |
2,420 |
2,414 |
470 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,420 |
2,420 |
2,420 |
145 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,420 |
2,420 |
2,420 |
305 |
PS0718 |
PL0000107595 |
1/8 |
7 |
2,420 |
2,420 |
2,420 |
285 |
PS0719 |
PL0000108148 |
1/8 |
7 |
2,420 |
2,420 |
2,420 |
90 |
DS1017 |
PL0000104543 |
3/10 |
7 |
2,450 |
2,450 |
2,450 |
75 |
DS1020 |
PL0000106126 |
3/10 |
7 |
2,450 |
2,450 |
2,450 |
140 |
PS0416 |
PL0000106340 |
3/10 |
7 |
2,450 |
2,450 |
2,450 |
155 |
PS1016 |
PL0000106795 |
3/10 |
7 |
2,450 |
2,450 |
2,450 |
95 |
PS0418 |
PL0000107314 |
3/10 |
7 |
2,450 |
2,450 |
2,450 |
50 |
TOTAL |
2 335 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.