2014-06-30 |
MARKET DATA |
No 123 (2405) |
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 |
220,00 |
232,05 |
16 |
1 045,00 |
1 183,77 |
13 |
1 265,00 |
1 415,82 |
29 |
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 |
99,85 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,48 |
102,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
97,53 |
97,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,89 |
104,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
96,30 |
96,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,43 |
104,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
95,05 |
95,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,03 |
105,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,80 |
105,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,97 |
108,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,40 |
103,38 |
103,400 |
103,400 |
103,360 |
103,360 |
103,382 |
120 000 |
124,90 |
8 |
PS0718 |
PL0000107595 |
98,63 |
98,65 |
98,600 |
98,600 |
98,580 |
98,580 |
98,590 |
10 000 |
10,09 |
2 |
PS0719 |
PL0000108148 |
101,08 |
101,11 |
101,120 |
101,120 |
101,020 |
101,020 |
101,070 |
50 000 |
52,06 |
2 |
DS1019 |
PL0000105441 |
111,97 |
112,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
111,95 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
116,00 |
116,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
117,05 |
117,10 |
117,030 |
117,030 |
117,030 |
117,030 |
117,030 |
15 000 |
18,22 |
1 |
DS1023 |
PL0000107264 |
104,42 |
104,43 |
104,400 |
104,400 |
104,350 |
104,350 |
104,390 |
25 000 |
26,78 |
3 |
DS0725 |
PL0000108197 |
97,07 |
97,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
90,18 |
91,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,80 |
123,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
120,00 |
127,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,70 |
103,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
107,30 |
107,66 |
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 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,68 |
99,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,40 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,55 |
98,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,53 |
97,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
220 000 |
232,05 |
16 |
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 |
102,45 |
102,52 |
2,41 |
2,32 |
102,49 |
2,36 |
OK0715 |
PL0000107405 |
97,50 |
97,62 |
2,41 |
2,29 |
97,56 |
2,35 |
DS1015 |
PL0000103602 |
104,86 |
104,98 |
2,43 |
2,34 |
104,92 |
2,38 |
OK0116 |
PL0000107587 |
96,28 |
96,39 |
2,45 |
2,37 |
96,34 |
2,41 |
PS0416 |
PL0000106340 |
104,41 |
104,53 |
2,47 |
2,41 |
104,47 |
2,44 |
OK0716 |
PL0000107926 |
95,01 |
95,13 |
2,51 |
2,45 |
95,07 |
2,48 |
IZ0816 |
PL0000103529 |
103,48 |
104,11 |
--- |
--- |
103,80 |
--- |
PS1016 |
PL0000106795 |
104,96 |
105,11 |
2,51 |
2,44 |
105,04 |
2,47 |
WZ0117 |
PL0000106936 |
99,89 |
100,02 |
--- |
--- |
99,96 |
--- |
PS0417 |
PL0000107058 |
105,71 |
105,89 |
2,61 |
2,55 |
105,80 |
2,58 |
DS1017 |
PL0000104543 |
107,92 |
108,13 |
2,71 |
2,65 |
108,03 |
2,68 |
WZ0118 |
PL0000104717 |
99,65 |
99,78 |
--- |
--- |
99,72 |
--- |
PS0418 |
PL0000107314 |
103,33 |
103,49 |
2,81 |
2,77 |
103,41 |
2,79 |
PS0718 |
PL0000107595 |
98,58 |
98,77 |
2,87 |
2,82 |
98,68 |
2,85 |
WZ0119 |
PL0000107603 |
99,35 |
99,49 |
--- |
--- |
99,42 |
--- |
PS0719 |
PL0000108148 |
100,95 |
101,20 |
3,04 |
2,99 |
101,08 |
3,01 |
DS1019 |
PL0000105441 |
111,89 |
112,12 |
3,04 |
2,99 |
112,01 |
3,02 |
DS1020 |
PL0000106126 |
111,83 |
112,17 |
3,15 |
3,09 |
112,00 |
3,12 |
WZ0121 |
PL0000106068 |
98,49 |
98,69 |
--- |
--- |
98,59 |
--- |
DS1021 |
PL0000106670 |
115,81 |
116,25 |
3,28 |
3,22 |
116,03 |
3,25 |
WS0922 |
PL0000102646 |
116,93 |
117,17 |
3,36 |
3,33 |
117,05 |
3,34 |
IZ0823 |
PL0000105359 |
106,93 |
107,99 |
--- |
--- |
107,46 |
--- |
DS1023 |
PL0000107264 |
104,36 |
104,66 |
3,44 |
3,40 |
104,51 |
3,42 |
WZ0124 |
PL0000107454 |
97,45 |
97,70 |
--- |
--- |
97,58 |
--- |
WS0429 |
PL0000105391 |
122,45 |
123,42 |
3,74 |
3,67 |
122,94 |
3,71 |
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 |
102,46 |
102,52 |
2,39 |
2,32 |
102,49 |
2,36 |
OK0715 |
PL0000107405 |
97,50 |
97,62 |
2,41 |
2,29 |
97,56 |
2,35 |
DS1015 |
PL0000103602 |
104,87 |
104,98 |
2,42 |
2,34 |
104,93 |
2,38 |
OK0116 |
PL0000107587 |
96,28 |
96,39 |
2,45 |
2,37 |
96,34 |
2,41 |
PS0416 |
PL0000106340 |
104,41 |
104,53 |
2,47 |
2,41 |
104,47 |
2,44 |
OK0716 |
PL0000107926 |
95,01 |
95,12 |
2,51 |
2,45 |
95,07 |
2,48 |
IZ0816 |
PL0000103529 |
103,50 |
104,04 |
--- |
--- |
103,77 |
--- |
PS1016 |
PL0000106795 |
104,96 |
105,07 |
2,51 |
2,46 |
105,02 |
2,48 |
WZ0117 |
PL0000106936 |
99,90 |
100,01 |
--- |
--- |
99,96 |
--- |
PS0417 |
PL0000107058 |
105,72 |
105,85 |
2,61 |
2,56 |
105,79 |
2,58 |
DS1017 |
PL0000104543 |
107,93 |
108,08 |
2,71 |
2,66 |
108,01 |
2,69 |
WZ0118 |
PL0000104717 |
99,65 |
99,76 |
--- |
--- |
99,71 |
--- |
PS0418 |
PL0000107314 |
103,33 |
103,50 |
2,81 |
2,77 |
103,42 |
2,79 |
PS0718 |
PL0000107595 |
98,56 |
98,73 |
2,88 |
2,83 |
98,65 |
2,85 |
WZ0119 |
PL0000107603 |
99,37 |
99,51 |
--- |
--- |
99,44 |
--- |
PS0719 |
PL0000108148 |
100,98 |
101,19 |
3,04 |
2,99 |
101,09 |
3,01 |
DS1019 |
PL0000105441 |
111,92 |
112,13 |
3,03 |
2,99 |
112,03 |
3,01 |
DS1020 |
PL0000106126 |
111,79 |
112,09 |
3,16 |
3,11 |
111,94 |
3,13 |
WZ0121 |
PL0000106068 |
98,52 |
98,69 |
--- |
--- |
98,61 |
--- |
DS1021 |
PL0000106670 |
115,83 |
116,13 |
3,28 |
3,23 |
115,98 |
3,25 |
WS0922 |
PL0000102646 |
116,86 |
117,14 |
3,37 |
3,33 |
117,00 |
3,35 |
IZ0823 |
PL0000105359 |
107,12 |
107,82 |
--- |
--- |
107,47 |
--- |
DS1023 |
PL0000107264 |
104,30 |
104,57 |
3,45 |
3,41 |
104,44 |
3,43 |
WZ0124 |
PL0000107454 |
97,49 |
97,67 |
--- |
--- |
97,58 |
--- |
WS0429 |
PL0000105391 |
122,60 |
123,28 |
3,73 |
3,68 |
122,94 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
2,330 |
2,350 |
2,335 |
75 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,330 |
2,340 |
2,331 |
560 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
2,350 |
2,350 |
2,350 |
5 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,330 |
2,330 |
2,330 |
15 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,350 |
2,350 |
2,350 |
105 |
DS1021 |
PL0000106670 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
40 |
OK0715 |
PL0000107405 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
75 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
15 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
10 |
DS1020 |
PL0000106126 |
2/9 |
7 |
2,400 |
2,400 |
2,400 |
145 |
TOTAL |
1 045 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.