2014-06-23 |
MARKET DATA |
No 118 (2400) |
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 |
1 700,00 |
1 773,97 |
82 |
2 605,00 |
2 752,85 |
26 |
4 305,00 |
4 526,82 |
108 |
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 |
99,81 |
99,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,50 |
102,50 |
102,510 |
102,510 |
102,500 |
102,500 |
102,508 |
260 000 |
268,91 |
3 |
OK0715 |
PL0000107405 |
97,45 |
97,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,92 |
104,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
96,18 |
96,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,39 |
104,34 |
104,360 |
104,380 |
104,360 |
104,380 |
104,379 |
150 000 |
157,82 |
5 |
OK0716 |
PL0000107926 |
94,85 |
94,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,87 |
104,83 |
104,850 |
104,850 |
104,840 |
104,840 |
104,842 |
60 000 |
64,80 |
3 |
PS0417 |
PL0000107058 |
105,53 |
105,49 |
105,530 |
105,530 |
105,500 |
105,500 |
105,513 |
75 000 |
79,73 |
5 |
DS1017 |
PL0000104543 |
107,67 |
107,59 |
107,660 |
107,680 |
107,660 |
107,670 |
107,676 |
75 000 |
83,38 |
5 |
PS0418 |
PL0000107314 |
102,92 |
102,86 |
102,870 |
102,870 |
102,870 |
102,870 |
102,870 |
70 000 |
72,45 |
2 |
PS0718 |
PL0000107595 |
98,12 |
97,99 |
98,150 |
98,150 |
98,150 |
98,150 |
98,150 |
10 000 |
10,04 |
1 |
PS0719 |
PL0000108148 |
100,50 |
100,35 |
100,440 |
100,500 |
100,400 |
100,480 |
100,467 |
155 000 |
160,35 |
12 |
DS1019 |
PL0000105441 |
111,36 |
111,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
111,18 |
111,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
114,87 |
114,72 |
114,820 |
114,920 |
114,820 |
114,920 |
114,858 |
50 000 |
59,34 |
5 |
WS0922 |
PL0000102646 |
115,75 |
115,57 |
115,680 |
115,710 |
115,650 |
115,650 |
115,692 |
50 000 |
60,01 |
4 |
DS1023 |
PL0000107264 |
103,17 |
102,95 |
103,100 |
103,150 |
103,100 |
103,150 |
103,132 |
127 500 |
134,89 |
12 |
DS0725 |
PL0000108197 |
95,66 |
95,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
88,51 |
89,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
120,71 |
120,29 |
120,660 |
120,700 |
120,660 |
120,700 |
120,680 |
20 000 |
24,33 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,91 |
103,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
106,70 |
106,89 |
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 |
99,93 |
99,93 |
99,930 |
99,930 |
99,930 |
99,930 |
99,930 |
10 000 |
10,11 |
1 |
WZ0118 |
PL0000104717 |
99,71 |
99,76 |
99,710 |
99,710 |
99,700 |
99,700 |
99,702 |
57 500 |
57,98 |
2 |
WZ0119 |
PL0000107603 |
99,45 |
99,44 |
99,450 |
99,450 |
99,430 |
99,440 |
99,446 |
240 000 |
241,39 |
4 |
WZ0121 |
PL0000106068 |
98,61 |
98,55 |
98,610 |
98,610 |
98,530 |
98,530 |
98,568 |
220 000 |
219,35 |
12 |
WZ0124 |
PL0000107454 |
97,58 |
97,58 |
97,580 |
97,580 |
97,550 |
97,550 |
97,561 |
70 000 |
69,09 |
4 |
TOTAL |
1 700 000 |
1 773,97 |
82 |
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 |
105,20 |
105,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,55 |
108,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,90 |
119,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
102,65 |
102,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,25 |
116,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
116,30 |
116,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
119,80 |
120,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
114,20 |
115,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
107,00 |
108,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
110,25 |
111,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
126,00 |
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 |
100,12 |
--- |
--- |
100,09 |
--- |
PS0415 |
PL0000105953 |
102,45 |
102,54 |
2,48 |
2,37 |
102,50 |
2,42 |
OK0715 |
PL0000107405 |
97,40 |
97,55 |
2,46 |
2,32 |
97,48 |
2,39 |
DS1015 |
PL0000103602 |
104,83 |
105,01 |
2,50 |
2,37 |
104,92 |
2,44 |
OK0116 |
PL0000107587 |
96,05 |
96,21 |
2,57 |
2,47 |
96,13 |
2,52 |
PS0416 |
PL0000106340 |
104,20 |
104,37 |
2,61 |
2,52 |
104,29 |
2,56 |
OK0716 |
PL0000107926 |
94,68 |
94,86 |
2,66 |
2,56 |
94,77 |
2,61 |
IZ0816 |
PL0000103529 |
103,45 |
104,12 |
--- |
--- |
103,79 |
--- |
PS1016 |
PL0000106795 |
104,72 |
104,87 |
2,63 |
2,57 |
104,80 |
2,60 |
WZ0117 |
PL0000106936 |
99,81 |
99,99 |
--- |
--- |
99,90 |
--- |
PS0417 |
PL0000107058 |
105,31 |
105,53 |
2,77 |
2,69 |
105,42 |
2,73 |
DS1017 |
PL0000104543 |
107,42 |
107,64 |
2,88 |
2,81 |
107,53 |
2,84 |
WZ0118 |
PL0000104717 |
99,65 |
99,82 |
--- |
--- |
99,74 |
--- |
PS0418 |
PL0000107314 |
102,66 |
102,91 |
3,00 |
2,93 |
102,79 |
2,96 |
PS0718 |
PL0000107595 |
97,82 |
98,05 |
3,07 |
3,01 |
97,94 |
3,04 |
WZ0119 |
PL0000107603 |
99,37 |
99,55 |
--- |
--- |
99,46 |
--- |
DS1019 |
PL0000105441 |
111,03 |
111,31 |
3,21 |
3,16 |
111,17 |
3,18 |
DS1020 |
PL0000106126 |
110,69 |
111,06 |
3,34 |
3,28 |
110,88 |
3,31 |
WZ0121 |
PL0000106068 |
98,42 |
98,69 |
--- |
--- |
98,56 |
--- |
DS1021 |
PL0000106670 |
114,41 |
114,80 |
3,48 |
3,43 |
114,61 |
3,45 |
WS0922 |
PL0000102646 |
115,22 |
115,62 |
3,58 |
3,53 |
115,42 |
3,55 |
IZ0823 |
PL0000105359 |
106,31 |
107,12 |
--- |
--- |
106,72 |
--- |
DS1023 |
PL0000107264 |
102,69 |
103,01 |
3,65 |
3,61 |
102,85 |
3,63 |
WZ0124 |
PL0000107454 |
97,40 |
97,67 |
--- |
--- |
97,54 |
--- |
WS0429 |
PL0000105391 |
119,64 |
120,54 |
3,97 |
3,90 |
120,09 |
3,93 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,07 |
100,11 |
--- |
--- |
100,09 |
--- |
PS0415 |
PL0000105953 |
102,47 |
102,52 |
2,45 |
2,39 |
102,50 |
2,42 |
OK0715 |
PL0000107405 |
97,42 |
97,53 |
2,44 |
2,34 |
97,48 |
2,39 |
DS1015 |
PL0000103602 |
104,89 |
104,97 |
2,46 |
2,40 |
104,93 |
2,43 |
OK0116 |
PL0000107587 |
96,15 |
96,26 |
2,51 |
2,43 |
96,21 |
2,47 |
PS0416 |
PL0000106340 |
104,35 |
104,47 |
2,53 |
2,47 |
104,41 |
2,50 |
OK0716 |
PL0000107926 |
94,83 |
94,96 |
2,58 |
2,51 |
94,90 |
2,54 |
IZ0816 |
PL0000103529 |
103,56 |
104,02 |
--- |
--- |
103,79 |
--- |
PS1016 |
PL0000106795 |
104,83 |
104,94 |
2,58 |
2,53 |
104,89 |
2,56 |
WZ0117 |
PL0000106936 |
99,89 |
99,99 |
--- |
--- |
99,94 |
--- |
PS0417 |
PL0000107058 |
105,46 |
105,67 |
2,72 |
2,64 |
105,57 |
2,68 |
DS1017 |
PL0000104543 |
107,64 |
107,82 |
2,81 |
2,76 |
107,73 |
2,78 |
WZ0118 |
PL0000104717 |
99,66 |
99,82 |
--- |
--- |
99,74 |
--- |
PS0418 |
PL0000107314 |
102,88 |
103,09 |
2,94 |
2,88 |
102,99 |
2,91 |
PS0718 |
PL0000107595 |
98,06 |
98,19 |
3,01 |
2,97 |
98,13 |
2,99 |
WZ0119 |
PL0000107603 |
99,38 |
99,48 |
--- |
--- |
99,43 |
--- |
DS1019 |
PL0000105441 |
111,32 |
111,54 |
3,16 |
3,11 |
111,43 |
3,13 |
DS1020 |
PL0000106126 |
111,09 |
111,47 |
3,28 |
3,21 |
111,28 |
3,25 |
WZ0121 |
PL0000106068 |
98,46 |
98,62 |
--- |
--- |
98,54 |
--- |
DS1021 |
PL0000106670 |
114,81 |
115,06 |
3,43 |
3,39 |
114,94 |
3,41 |
WS0922 |
PL0000102646 |
115,66 |
115,96 |
3,52 |
3,48 |
115,81 |
3,50 |
IZ0823 |
PL0000105359 |
106,54 |
107,13 |
--- |
--- |
106,84 |
--- |
DS1023 |
PL0000107264 |
103,10 |
103,40 |
3,60 |
3,56 |
103,25 |
3,58 |
WZ0124 |
PL0000107454 |
97,50 |
97,72 |
--- |
--- |
97,61 |
--- |
WS0429 |
PL0000105391 |
120,52 |
121,32 |
3,90 |
3,83 |
120,92 |
3,87 |
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 |
2,300 |
2,300 |
2,300 |
35 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,350 |
2,360 |
2,356 |
115 |
DS1021 |
PL0000106670 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
55 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,170 |
2,170 |
2,170 |
65 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
30 |
DS1015 |
PL0000103602 |
1/2 |
1 |
2,370 |
2,370 |
2,370 |
10 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,360 |
2,360 |
2,360 |
30 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,350 |
2,360 |
2,360 |
205 |
DS0725 |
PL0000108197 |
1/2 |
1 |
2,330 |
2,330 |
2,330 |
25 |
DS1015 |
PL0000103602 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
210 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
100 |
PS0417 |
PL0000107058 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
30 |
PS0718 |
PL0000107595 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
420 |
DS1020 |
PL0000106126 |
2/9 |
7 |
2,400 |
2,400 |
2,400 |
235 |
PS1016 |
PL0000106795 |
2/9 |
7 |
2,400 |
2,400 |
2,400 |
240 |
PS0418 |
PL0000107314 |
2/9 |
7 |
2,450 |
2,450 |
2,450 |
200 |
TOTAL |
2 005 |
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 |
2,600 |
2,600 |
2,600 |
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.