2014-06-27 |
MARKET DATA |
No 122 (2404) |
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 |
487,50 |
518,99 |
41 |
1 715,00 |
1 853,42 |
17 |
2 202,50 |
2 372,42 |
58 |
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 |
99,84 |
99,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,49 |
102,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
97,54 |
97,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,89 |
104,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
96,33 |
96,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,50 |
104,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
95,06 |
95,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,02 |
105,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,85 |
105,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,05 |
108,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,43 |
103,42 |
103,430 |
103,430 |
103,400 |
103,430 |
103,421 |
165 000 |
171,78 |
14 |
PS0718 |
PL0000107595 |
98,65 |
98,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,17 |
101,10 |
101,200 |
101,210 |
101,100 |
101,100 |
101,151 |
140 000 |
145,86 |
12 |
DS1019 |
PL0000105441 |
112,11 |
112,06 |
112,140 |
112,140 |
111,950 |
111,950 |
112,069 |
40 000 |
46,33 |
3 |
DS1020 |
PL0000106126 |
112,12 |
112,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
116,12 |
116,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
117,12 |
117,05 |
117,070 |
117,090 |
117,070 |
117,090 |
117,077 |
15 000 |
18,23 |
2 |
DS1023 |
PL0000107264 |
104,58 |
104,50 |
104,450 |
104,650 |
104,450 |
104,470 |
104,563 |
127 500 |
136,80 |
10 |
DS0725 |
PL0000108197 |
97,32 |
97,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
90,35 |
91,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,01 |
123,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,55 |
103,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
107,30 |
107,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,09 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,93 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,68 |
99,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,40 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,58 |
98,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,57 |
97,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
487 500 |
518,99 |
41 |
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 |
100,08 |
100,12 |
--- |
--- |
100,10 |
--- |
PS0415 |
PL0000105953 |
102,44 |
102,52 |
2,43 |
2,33 |
102,48 |
2,38 |
OK0715 |
PL0000107405 |
97,49 |
97,61 |
2,41 |
2,30 |
97,55 |
2,35 |
DS1015 |
PL0000103602 |
104,83 |
105,01 |
2,46 |
2,33 |
104,92 |
2,39 |
OK0116 |
PL0000107587 |
96,26 |
96,40 |
2,46 |
2,36 |
96,33 |
2,41 |
PS0416 |
PL0000106340 |
104,37 |
104,56 |
2,50 |
2,40 |
104,47 |
2,45 |
OK0716 |
PL0000107926 |
95,00 |
95,14 |
2,51 |
2,44 |
95,07 |
2,47 |
IZ0816 |
PL0000103529 |
103,43 |
104,12 |
--- |
--- |
103,78 |
--- |
PS1016 |
PL0000106795 |
104,98 |
105,11 |
2,50 |
2,45 |
105,05 |
2,47 |
WZ0117 |
PL0000106936 |
99,91 |
100,01 |
--- |
--- |
99,96 |
--- |
PS0417 |
PL0000107058 |
105,68 |
105,90 |
2,63 |
2,55 |
105,79 |
2,59 |
DS1017 |
PL0000104543 |
107,92 |
108,15 |
2,71 |
2,64 |
108,04 |
2,68 |
WZ0118 |
PL0000104717 |
99,64 |
99,80 |
--- |
--- |
99,72 |
--- |
PS0418 |
PL0000107314 |
103,27 |
103,52 |
2,83 |
2,76 |
103,40 |
2,79 |
PS0718 |
PL0000107595 |
98,60 |
98,82 |
2,87 |
2,81 |
98,71 |
2,84 |
WZ0119 |
PL0000107603 |
99,35 |
99,47 |
--- |
--- |
99,41 |
--- |
DS1019 |
PL0000105441 |
111,90 |
112,21 |
3,04 |
2,98 |
112,06 |
3,01 |
DS1020 |
PL0000106126 |
111,90 |
112,28 |
3,14 |
3,08 |
112,09 |
3,11 |
WZ0121 |
PL0000106068 |
98,51 |
98,66 |
--- |
--- |
98,59 |
--- |
DS1021 |
PL0000106670 |
115,89 |
116,33 |
3,27 |
3,21 |
116,11 |
3,24 |
WS0922 |
PL0000102646 |
116,90 |
117,34 |
3,36 |
3,30 |
117,12 |
3,33 |
IZ0823 |
PL0000105359 |
106,91 |
107,90 |
--- |
--- |
107,41 |
--- |
DS1023 |
PL0000107264 |
104,41 |
104,77 |
3,43 |
3,39 |
104,59 |
3,41 |
WZ0124 |
PL0000107454 |
97,50 |
97,67 |
--- |
--- |
97,59 |
--- |
WS0429 |
PL0000105391 |
122,64 |
123,56 |
3,73 |
3,66 |
123,10 |
3,69 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,08 |
100,12 |
--- |
--- |
100,10 |
--- |
PS0415 |
PL0000105953 |
102,45 |
102,52 |
2,42 |
2,33 |
102,49 |
2,37 |
OK0715 |
PL0000107405 |
97,51 |
97,64 |
2,39 |
2,27 |
97,58 |
2,33 |
DS1015 |
PL0000103602 |
104,86 |
104,99 |
2,44 |
2,34 |
104,93 |
2,38 |
OK0116 |
PL0000107587 |
96,28 |
96,39 |
2,44 |
2,37 |
96,34 |
2,40 |
PS0416 |
PL0000106340 |
104,47 |
104,58 |
2,45 |
2,38 |
104,53 |
2,41 |
OK0716 |
PL0000107926 |
95,01 |
95,13 |
2,51 |
2,44 |
95,07 |
2,47 |
IZ0816 |
PL0000103529 |
103,44 |
104,03 |
--- |
--- |
103,74 |
--- |
PS1016 |
PL0000106795 |
104,99 |
105,07 |
2,50 |
2,46 |
105,03 |
2,48 |
WZ0117 |
PL0000106936 |
99,90 |
100,03 |
--- |
--- |
99,97 |
--- |
PS0417 |
PL0000107058 |
105,68 |
105,85 |
2,63 |
2,56 |
105,77 |
2,59 |
DS1017 |
PL0000104543 |
107,90 |
108,11 |
2,72 |
2,66 |
108,01 |
2,69 |
WZ0118 |
PL0000104717 |
99,64 |
99,80 |
--- |
--- |
99,72 |
--- |
PS0418 |
PL0000107314 |
103,36 |
103,47 |
2,81 |
2,78 |
103,42 |
2,79 |
PS0718 |
PL0000107595 |
98,55 |
98,69 |
2,88 |
2,84 |
98,62 |
2,86 |
WZ0119 |
PL0000107603 |
99,32 |
99,46 |
--- |
--- |
99,39 |
--- |
DS1019 |
PL0000105441 |
111,86 |
112,10 |
3,05 |
3,00 |
111,98 |
3,02 |
DS1020 |
PL0000106126 |
111,79 |
112,15 |
3,16 |
3,10 |
111,97 |
3,13 |
WZ0121 |
PL0000106068 |
98,53 |
98,66 |
--- |
--- |
98,60 |
--- |
DS1021 |
PL0000106670 |
115,77 |
116,15 |
3,28 |
3,23 |
115,96 |
3,26 |
WS0922 |
PL0000102646 |
116,77 |
117,09 |
3,38 |
3,34 |
116,93 |
3,36 |
IZ0823 |
PL0000105359 |
106,98 |
107,65 |
--- |
--- |
107,32 |
--- |
DS1023 |
PL0000107264 |
104,39 |
104,62 |
3,44 |
3,41 |
104,51 |
3,42 |
WZ0124 |
PL0000107454 |
97,52 |
97,68 |
--- |
--- |
97,60 |
--- |
WS0429 |
PL0000105391 |
122,45 |
123,37 |
3,74 |
3,67 |
122,91 |
3,71 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0718 |
PL0000107595 |
3/4 |
1 |
2,400 |
2,400 |
2,400 |
200 |
WZ0119 |
PL0000107603 |
3/4 |
1 |
2,360 |
2,360 |
2,360 |
55 |
DS1020 |
PL0000106126 |
0/3 |
3 |
2,360 |
2,370 |
2,365 |
425 |
PS0417 |
PL0000107058 |
0/3 |
3 |
2,370 |
2,370 |
2,370 |
20 |
PS0418 |
PL0000107314 |
0/3 |
3 |
2,300 |
2,300 |
2,300 |
60 |
OK0715 |
PL0000107405 |
0/3 |
3 |
2,360 |
2,360 |
2,360 |
20 |
DS1017 |
PL0000104543 |
3/10 |
7 |
2,360 |
2,360 |
2,360 |
5 |
PS0415 |
PL0000105953 |
3/10 |
7 |
2,370 |
2,370 |
2,370 |
120 |
PS1016 |
PL0000106795 |
3/10 |
7 |
2,360 |
2,360 |
2,360 |
500 |
PS0418 |
PL0000107314 |
3/10 |
7 |
2,370 |
2,370 |
2,370 |
20 |
PS0718 |
PL0000107595 |
3/10 |
7 |
2,360 |
2,360 |
2,360 |
55 |
OK0716 |
PL0000107926 |
3/10 |
7 |
2,360 |
2,360 |
2,360 |
10 |
WZ0119 |
PL0000107603 |
3/10 |
7 |
2,360 |
2,360 |
2,360 |
25 |
DS1015 |
PL0000103602 |
4/11 |
7 |
2,400 |
2,400 |
2,400 |
200 |
TOTAL |
1 715 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.