2014-06-20 |
MARKET DATA |
No 117 (2399) |
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 |
677,50 |
708,14 |
50 |
2 385,00 |
2 580,14 |
27 |
3 062,50 |
3 288,28 |
77 |
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 |
99,80 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,49 |
102,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
97,44 |
97,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,91 |
104,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
96,13 |
96,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,35 |
104,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
94,80 |
94,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,82 |
104,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,49 |
105,47 |
105,450 |
105,450 |
105,400 |
105,400 |
105,414 |
45 000 |
47,79 |
4 |
DS1017 |
PL0000104543 |
107,62 |
107,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,89 |
102,85 |
102,890 |
102,890 |
102,800 |
102,800 |
102,851 |
252 500 |
261,25 |
16 |
PS0718 |
PL0000107595 |
98,06 |
97,86 |
98,050 |
98,050 |
97,830 |
97,830 |
97,921 |
210 000 |
210,44 |
16 |
PS0719 |
PL0000108148 |
100,35 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,36 |
111,22 |
111,420 |
111,420 |
111,360 |
111,360 |
111,400 |
30 000 |
34,51 |
2 |
DS1020 |
PL0000106126 |
111,00 |
110,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
114,70 |
114,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
115,60 |
115,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
103,20 |
102,75 |
103,200 |
103,200 |
102,850 |
102,850 |
103,118 |
90 000 |
95,19 |
7 |
DS0725 |
PL0000108197 |
95,62 |
95,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
88,20 |
88,99 |
88,990 |
88,990 |
88,990 |
88,990 |
88,990 |
5 000 |
4,47 |
1 |
WS0429 |
PL0000105391 |
120,51 |
119,96 |
120,180 |
120,180 |
120,020 |
120,020 |
120,122 |
45 000 |
54,48 |
4 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,65 |
104,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
106,60 |
106,75 |
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 |
99,88 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,67 |
99,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,43 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,56 |
98,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,57 |
97,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
677 500 |
708,14 |
50 |
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 |
102,47 |
102,56 |
2,46 |
2,35 |
102,52 |
2,40 |
OK0715 |
PL0000107405 |
97,42 |
97,53 |
2,44 |
2,33 |
97,48 |
2,38 |
DS1015 |
PL0000103602 |
104,87 |
105,01 |
2,48 |
2,38 |
104,94 |
2,43 |
OK0116 |
PL0000107587 |
96,10 |
96,23 |
2,54 |
2,45 |
96,17 |
2,49 |
PS0416 |
PL0000106340 |
104,30 |
104,45 |
2,56 |
2,48 |
104,38 |
2,52 |
OK0716 |
PL0000107926 |
94,75 |
94,90 |
2,62 |
2,54 |
94,83 |
2,58 |
IZ0816 |
PL0000103529 |
103,54 |
104,33 |
--- |
--- |
103,94 |
--- |
PS1016 |
PL0000106795 |
104,77 |
104,94 |
2,61 |
2,54 |
104,86 |
2,57 |
WZ0117 |
PL0000106936 |
99,81 |
99,99 |
--- |
--- |
99,90 |
--- |
PS0417 |
PL0000107058 |
105,43 |
105,62 |
2,73 |
2,66 |
105,53 |
2,69 |
DS1017 |
PL0000104543 |
107,55 |
107,76 |
2,84 |
2,78 |
107,66 |
2,81 |
WZ0118 |
PL0000104717 |
99,60 |
99,82 |
--- |
--- |
99,71 |
--- |
PS0418 |
PL0000107314 |
102,82 |
103,06 |
2,96 |
2,89 |
102,94 |
2,92 |
PS0718 |
PL0000107595 |
97,89 |
98,12 |
3,05 |
2,99 |
98,01 |
3,02 |
WZ0119 |
PL0000107603 |
99,36 |
99,55 |
--- |
--- |
99,46 |
--- |
DS1019 |
PL0000105441 |
111,23 |
111,47 |
3,17 |
3,13 |
111,35 |
3,15 |
DS1020 |
PL0000106126 |
110,88 |
111,29 |
3,31 |
3,24 |
111,09 |
3,28 |
WZ0121 |
PL0000106068 |
98,47 |
98,74 |
--- |
--- |
98,61 |
--- |
DS1021 |
PL0000106670 |
114,56 |
114,98 |
3,46 |
3,40 |
114,77 |
3,43 |
WS0922 |
PL0000102646 |
115,50 |
115,86 |
3,54 |
3,50 |
115,68 |
3,52 |
IZ0823 |
PL0000105359 |
104,98 |
107,40 |
--- |
--- |
106,19 |
--- |
DS1023 |
PL0000107264 |
103,00 |
103,35 |
3,61 |
3,57 |
103,18 |
3,59 |
WZ0124 |
PL0000107454 |
97,46 |
97,73 |
--- |
--- |
97,60 |
--- |
WS0429 |
PL0000105391 |
120,22 |
121,16 |
3,92 |
3,85 |
120,69 |
3,88 |
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 |
102,47 |
102,55 |
2,46 |
2,37 |
102,51 |
2,41 |
OK0715 |
PL0000107405 |
97,41 |
97,53 |
2,45 |
2,33 |
97,47 |
2,39 |
DS1015 |
PL0000103602 |
104,88 |
105,02 |
2,47 |
2,37 |
104,95 |
2,42 |
OK0116 |
PL0000107587 |
96,06 |
96,21 |
2,56 |
2,46 |
96,14 |
2,51 |
PS0416 |
PL0000106340 |
104,22 |
104,40 |
2,61 |
2,51 |
104,31 |
2,56 |
OK0716 |
PL0000107926 |
94,75 |
94,86 |
2,62 |
2,56 |
94,81 |
2,59 |
IZ0816 |
PL0000103529 |
103,57 |
104,18 |
--- |
--- |
103,88 |
--- |
PS1016 |
PL0000106795 |
104,69 |
104,87 |
2,64 |
2,57 |
104,78 |
2,61 |
WZ0117 |
PL0000106936 |
99,84 |
99,99 |
--- |
--- |
99,92 |
--- |
PS0417 |
PL0000107058 |
105,29 |
105,50 |
2,78 |
2,70 |
105,40 |
2,74 |
DS1017 |
PL0000104543 |
107,38 |
107,62 |
2,89 |
2,82 |
107,50 |
2,85 |
WZ0118 |
PL0000104717 |
99,64 |
99,82 |
--- |
--- |
99,73 |
--- |
PS0418 |
PL0000107314 |
102,58 |
102,87 |
3,02 |
2,94 |
102,73 |
2,98 |
PS0718 |
PL0000107595 |
97,78 |
97,93 |
3,08 |
3,04 |
97,86 |
3,06 |
WZ0119 |
PL0000107603 |
99,34 |
99,55 |
--- |
--- |
99,45 |
--- |
DS1019 |
PL0000105441 |
110,98 |
111,25 |
3,22 |
3,17 |
111,12 |
3,19 |
DS1020 |
PL0000106126 |
110,56 |
110,92 |
3,37 |
3,31 |
110,74 |
3,34 |
WZ0121 |
PL0000106068 |
98,47 |
98,73 |
--- |
--- |
98,60 |
--- |
DS1021 |
PL0000106670 |
114,24 |
114,69 |
3,51 |
3,44 |
114,47 |
3,48 |
WS0922 |
PL0000102646 |
115,07 |
115,52 |
3,60 |
3,54 |
115,30 |
3,57 |
IZ0823 |
PL0000105359 |
106,25 |
107,23 |
--- |
--- |
106,74 |
--- |
DS1023 |
PL0000107264 |
102,53 |
102,85 |
3,67 |
3,63 |
102,69 |
3,65 |
WZ0124 |
PL0000107454 |
97,44 |
97,72 |
--- |
--- |
97,58 |
--- |
WS0429 |
PL0000105391 |
119,38 |
120,20 |
3,99 |
3,92 |
119,79 |
3,96 |
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 |
3/4 |
1 |
2,150 |
2,150 |
2,150 |
20 |
DS1021 |
PL0000106670 |
3/4 |
1 |
2,410 |
2,410 |
2,410 |
50 |
DS0725 |
PL0000108197 |
3/4 |
1 |
2,400 |
2,400 |
2,400 |
30 |
WZ0124 |
PL0000107454 |
3/4 |
1 |
2,410 |
2,410 |
2,410 |
10 |
WS0922 |
PL0000102646 |
0/3 |
3 |
2,330 |
2,330 |
2,330 |
40 |
PS0415 |
PL0000105953 |
0/3 |
3 |
2,410 |
2,410 |
2,410 |
60 |
DS1020 |
PL0000106126 |
0/3 |
3 |
2,330 |
2,330 |
2,330 |
240 |
DS1021 |
PL0000106670 |
0/3 |
3 |
2,330 |
2,330 |
2,330 |
50 |
DS1023 |
PL0000107264 |
0/3 |
3 |
2,180 |
2,180 |
2,180 |
40 |
PS0418 |
PL0000107314 |
0/3 |
3 |
2,400 |
2,400 |
2,400 |
55 |
PS0417 |
PL0000107058 |
0/4 |
4 |
2,350 |
2,350 |
2,350 |
20 |
WS0922 |
PL0000102646 |
3/10 |
7 |
2,410 |
2,410 |
2,410 |
40 |
DS1015 |
PL0000103602 |
3/10 |
7 |
2,410 |
2,410 |
2,410 |
60 |
DS1017 |
PL0000104543 |
3/10 |
7 |
2,410 |
2,420 |
2,411 |
200 |
DS1020 |
PL0000106126 |
3/10 |
7 |
2,410 |
2,410 |
2,410 |
50 |
DS1021 |
PL0000106670 |
3/10 |
7 |
2,410 |
2,410 |
2,410 |
30 |
PS1016 |
PL0000106795 |
3/10 |
7 |
2,410 |
2,410 |
2,410 |
185 |
DS1023 |
PL0000107264 |
3/10 |
7 |
2,410 |
2,410 |
2,410 |
180 |
PS0718 |
PL0000107595 |
3/10 |
7 |
2,410 |
2,410 |
2,410 |
160 |
DS1021 |
PL0000106670 |
4/11 |
7 |
2,420 |
2,420 |
2,420 |
65 |
TOTAL |
1 585 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/3 |
3 |
2,600 |
2,600 |
2,600 |
800 |
TOTAL |
800 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.