2014-07-01 |
MARKET DATA |
No 124 (2406) |
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 |
317,50 |
335,60 |
18 |
1 710,00 |
1 883,37 |
19 |
2 027,50 |
2 218,96 |
37 |
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 |
99,86 |
99,87 |
99,850 |
99,850 |
99,850 |
99,850 |
99,850 |
10 000 |
9,99 |
1 |
PS0415 |
PL0000105953 |
102,47 |
102,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
97,55 |
97,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,89 |
104,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
96,32 |
96,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,47 |
104,49 |
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 |
105,01 |
105,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,78 |
105,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,97 |
108,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,42 |
103,41 |
103,420 |
103,420 |
103,420 |
103,420 |
103,420 |
20 000 |
20,83 |
1 |
PS0718 |
PL0000107595 |
98,68 |
98,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,09 |
101,10 |
101,050 |
101,050 |
101,050 |
101,050 |
101,050 |
205 000 |
213,41 |
8 |
DS1019 |
PL0000105441 |
111,99 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,03 |
112,01 |
112,010 |
112,010 |
112,010 |
112,010 |
112,010 |
2 500 |
2,89 |
1 |
DS1021 |
PL0000106670 |
116,13 |
116,00 |
116,100 |
116,100 |
116,100 |
116,100 |
116,100 |
10 000 |
12,01 |
1 |
WS0922 |
PL0000102646 |
117,00 |
116,97 |
117,070 |
117,070 |
117,070 |
117,070 |
117,070 |
10 000 |
12,15 |
1 |
DS1023 |
PL0000107264 |
104,50 |
104,40 |
104,440 |
104,460 |
104,440 |
104,450 |
104,453 |
60 000 |
64,32 |
5 |
DS0725 |
PL0000108197 |
96,95 |
96,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
90,05 |
91,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,74 |
122,97 |
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 |
107,25 |
107,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,10 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,95 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,72 |
99,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,41 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,59 |
98,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,59 |
97,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
317 500 |
335,60 |
18 |
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 |
102,50 |
2,41 |
2,33 |
102,47 |
2,37 |
OK0715 |
PL0000107405 |
97,52 |
97,63 |
2,40 |
2,29 |
97,58 |
2,34 |
DS1015 |
PL0000103602 |
104,86 |
104,98 |
2,42 |
2,33 |
104,92 |
2,38 |
OK0116 |
PL0000107587 |
96,28 |
96,41 |
2,45 |
2,36 |
96,35 |
2,41 |
PS0416 |
PL0000106340 |
104,41 |
104,52 |
2,47 |
2,41 |
104,47 |
2,44 |
OK0716 |
PL0000107926 |
95,01 |
95,11 |
2,51 |
2,46 |
95,06 |
2,49 |
IZ0816 |
PL0000103529 |
103,46 |
104,05 |
--- |
--- |
103,76 |
--- |
PS1016 |
PL0000106795 |
104,95 |
105,07 |
2,51 |
2,46 |
105,01 |
2,49 |
WZ0117 |
PL0000106936 |
99,91 |
100,00 |
--- |
--- |
99,96 |
--- |
PS0417 |
PL0000107058 |
105,72 |
105,85 |
2,61 |
2,56 |
105,79 |
2,58 |
DS1017 |
PL0000104543 |
107,90 |
108,08 |
2,72 |
2,66 |
107,99 |
2,69 |
WZ0118 |
PL0000104717 |
99,66 |
99,78 |
--- |
--- |
99,72 |
--- |
PS0418 |
PL0000107314 |
103,32 |
103,46 |
2,81 |
2,78 |
103,39 |
2,80 |
PS0718 |
PL0000107595 |
98,54 |
98,73 |
2,88 |
2,83 |
98,64 |
2,86 |
WZ0119 |
PL0000107603 |
99,38 |
99,52 |
--- |
--- |
99,45 |
--- |
PS0719 |
PL0000108148 |
100,94 |
101,17 |
3,04 |
3,00 |
101,06 |
3,02 |
DS1019 |
PL0000105441 |
111,82 |
112,07 |
3,05 |
3,00 |
111,95 |
3,03 |
DS1020 |
PL0000106126 |
111,73 |
112,10 |
3,16 |
3,10 |
111,92 |
3,13 |
WZ0121 |
PL0000106068 |
98,53 |
98,69 |
--- |
--- |
98,61 |
--- |
DS1021 |
PL0000106670 |
115,75 |
116,12 |
3,29 |
3,23 |
115,94 |
3,26 |
WS0922 |
PL0000102646 |
116,74 |
117,09 |
3,38 |
3,34 |
116,92 |
3,36 |
IZ0823 |
PL0000105359 |
107,00 |
107,75 |
--- |
--- |
107,38 |
--- |
DS1023 |
PL0000107264 |
104,18 |
104,50 |
3,46 |
3,42 |
104,34 |
3,44 |
WZ0124 |
PL0000107454 |
97,51 |
97,70 |
--- |
--- |
97,61 |
--- |
WS0429 |
PL0000105391 |
122,42 |
123,21 |
3,75 |
3,68 |
122,82 |
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 |
102,45 |
102,50 |
2,39 |
2,33 |
102,48 |
2,36 |
OK0715 |
PL0000107405 |
97,51 |
97,63 |
2,41 |
2,29 |
97,57 |
2,35 |
DS1015 |
PL0000103602 |
104,86 |
104,98 |
2,42 |
2,33 |
104,92 |
2,38 |
OK0116 |
PL0000107587 |
96,30 |
96,39 |
2,44 |
2,38 |
96,35 |
2,41 |
PS0416 |
PL0000106340 |
104,43 |
104,55 |
2,46 |
2,39 |
104,49 |
2,43 |
OK0716 |
PL0000107926 |
95,03 |
95,16 |
2,50 |
2,43 |
95,10 |
2,47 |
IZ0816 |
PL0000103529 |
103,44 |
104,01 |
--- |
--- |
103,73 |
--- |
PS1016 |
PL0000106795 |
104,99 |
105,12 |
2,49 |
2,44 |
105,06 |
2,46 |
WZ0117 |
PL0000106936 |
99,91 |
100,00 |
--- |
--- |
99,96 |
--- |
PS0417 |
PL0000107058 |
105,72 |
105,88 |
2,61 |
2,55 |
105,80 |
2,58 |
DS1017 |
PL0000104543 |
107,94 |
108,12 |
2,70 |
2,65 |
108,03 |
2,68 |
WZ0118 |
PL0000104717 |
99,69 |
99,78 |
--- |
--- |
99,74 |
--- |
PS0418 |
PL0000107314 |
103,39 |
103,53 |
2,80 |
2,76 |
103,46 |
2,78 |
PS0718 |
PL0000107595 |
98,64 |
98,84 |
2,86 |
2,80 |
98,74 |
2,83 |
WZ0119 |
PL0000107603 |
99,38 |
99,52 |
--- |
--- |
99,45 |
--- |
PS0719 |
PL0000108148 |
101,02 |
101,28 |
3,03 |
2,97 |
101,15 |
3,00 |
DS1019 |
PL0000105441 |
111,92 |
112,18 |
3,03 |
2,98 |
112,05 |
3,01 |
DS1020 |
PL0000106126 |
111,95 |
112,21 |
3,13 |
3,09 |
112,08 |
3,11 |
WZ0121 |
PL0000106068 |
98,55 |
98,69 |
--- |
--- |
98,62 |
--- |
DS1021 |
PL0000106670 |
115,89 |
116,19 |
3,27 |
3,22 |
116,04 |
3,24 |
WS0922 |
PL0000102646 |
116,91 |
117,17 |
3,36 |
3,32 |
117,04 |
3,34 |
IZ0823 |
PL0000105359 |
107,03 |
107,81 |
--- |
--- |
107,42 |
--- |
DS1023 |
PL0000107264 |
104,34 |
104,56 |
3,44 |
3,42 |
104,45 |
3,43 |
WZ0124 |
PL0000107454 |
97,55 |
97,72 |
--- |
--- |
97,64 |
--- |
WS0429 |
PL0000105391 |
122,53 |
123,32 |
3,74 |
3,68 |
122,93 |
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 |
2,334 |
95 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,330 |
2,330 |
2,330 |
245 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
2,330 |
2,330 |
2,330 |
5 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,330 |
2,350 |
2,332 |
190 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,330 |
2,330 |
2,330 |
25 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,350 |
2,350 |
2,350 |
30 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,330 |
2,330 |
2,330 |
30 |
DS0725 |
PL0000108197 |
1/2 |
1 |
2,330 |
2,330 |
2,330 |
5 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
160 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
130 |
DS1021 |
PL0000106670 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
140 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
200 |
OK0116 |
PL0000107587 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
30 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
5 |
TOTAL |
1 290 |
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 |
2,550 |
2,550 |
2,550 |
420 |
TOTAL |
420 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.