2014-07-02 |
MARKET DATA |
No 125 (2407) |
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 |
1 060,00 |
1 093,23 |
54 |
2 395,00 |
2 629,30 |
18 |
3 455,00 |
3 722,52 |
72 |
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 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,46 |
102,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
97,54 |
97,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,87 |
104,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
96,36 |
96,22 |
96,340 |
96,340 |
96,340 |
96,340 |
96,340 |
20 000 |
19,27 |
2 |
PS0416 |
PL0000106340 |
104,45 |
104,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
95,11 |
94,93 |
95,030 |
95,030 |
95,030 |
95,030 |
95,030 |
95 000 |
90,28 |
3 |
PS1016 |
PL0000106795 |
105,02 |
104,96 |
104,970 |
104,970 |
104,950 |
104,950 |
104,956 |
35 000 |
37,88 |
4 |
PS0417 |
PL0000107058 |
105,80 |
105,69 |
105,790 |
105,790 |
105,730 |
105,730 |
105,773 |
65 000 |
69,34 |
4 |
DS1017 |
PL0000104543 |
108,05 |
107,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,50 |
103,34 |
103,540 |
103,550 |
103,540 |
103,550 |
103,548 |
85 000 |
88,63 |
4 |
PS0718 |
PL0000107595 |
98,74 |
98,55 |
98,730 |
98,730 |
98,580 |
98,580 |
98,623 |
195 000 |
196,91 |
11 |
PS0719 |
PL0000108148 |
101,24 |
101,03 |
101,240 |
101,240 |
101,020 |
101,020 |
101,068 |
195 000 |
203,06 |
9 |
DS1019 |
PL0000105441 |
112,15 |
111,88 |
112,160 |
112,180 |
112,160 |
112,180 |
112,170 |
20 000 |
23,19 |
2 |
DS1020 |
PL0000106126 |
112,15 |
111,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
116,13 |
115,92 |
116,220 |
116,220 |
116,220 |
116,220 |
116,220 |
25 000 |
30,05 |
1 |
WS0922 |
PL0000102646 |
117,18 |
116,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
104,68 |
104,30 |
104,730 |
104,730 |
104,250 |
104,250 |
104,424 |
70 000 |
75,03 |
7 |
DS0725 |
PL0000108197 |
97,24 |
96,99 |
97,200 |
97,200 |
97,200 |
97,200 |
97,200 |
10 000 |
10,03 |
1 |
WS0428 |
PL0000107611 |
90,67 |
90,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,24 |
122,81 |
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 |
103,56 |
103,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
107,47 |
107,65 |
107,545 |
107,545 |
107,545 |
107,545 |
107,545 |
5 000 |
6,40 |
1 |
WZ0115 |
PL0000106480 |
100,12 |
100,11 |
100,110 |
100,120 |
100,110 |
100,120 |
100,118 |
240 000 |
243,17 |
5 |
WZ0117 |
PL0000106936 |
99,95 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,72 |
99,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,43 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,67 |
98,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,65 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 060 000 |
1 093,23 |
54 |
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 |
100,13 |
--- |
--- |
100,11 |
--- |
PS0415 |
PL0000105953 |
102,44 |
102,50 |
2,40 |
2,32 |
102,47 |
2,36 |
OK0715 |
PL0000107405 |
97,52 |
97,64 |
2,40 |
2,28 |
97,58 |
2,34 |
DS1015 |
PL0000103602 |
104,85 |
104,96 |
2,42 |
2,34 |
104,91 |
2,38 |
OK0116 |
PL0000107587 |
96,31 |
96,41 |
2,44 |
2,37 |
96,36 |
2,40 |
PS0416 |
PL0000106340 |
104,42 |
104,53 |
2,46 |
2,40 |
104,48 |
2,43 |
OK0716 |
PL0000107926 |
95,07 |
95,17 |
2,48 |
2,43 |
95,12 |
2,46 |
IZ0816 |
PL0000103529 |
103,46 |
104,05 |
--- |
--- |
103,76 |
--- |
PS1016 |
PL0000106795 |
104,98 |
105,10 |
2,50 |
2,44 |
105,04 |
2,47 |
WZ0117 |
PL0000106936 |
99,91 |
100,00 |
--- |
--- |
99,96 |
--- |
PS0417 |
PL0000107058 |
105,73 |
105,90 |
2,60 |
2,54 |
105,82 |
2,57 |
DS1017 |
PL0000104543 |
107,96 |
108,13 |
2,70 |
2,64 |
108,05 |
2,67 |
WZ0118 |
PL0000104717 |
99,68 |
99,81 |
--- |
--- |
99,75 |
--- |
PS0418 |
PL0000107314 |
103,38 |
103,56 |
2,80 |
2,75 |
103,47 |
2,77 |
PS0718 |
PL0000107595 |
98,63 |
98,83 |
2,86 |
2,81 |
98,73 |
2,83 |
WZ0119 |
PL0000107603 |
99,39 |
99,50 |
--- |
--- |
99,45 |
--- |
PS0719 |
PL0000108148 |
101,11 |
101,27 |
3,01 |
2,97 |
101,19 |
2,99 |
DS1019 |
PL0000105441 |
111,98 |
112,20 |
3,02 |
2,98 |
112,09 |
3,00 |
DS1020 |
PL0000106126 |
111,97 |
112,33 |
3,12 |
3,07 |
112,15 |
3,09 |
WZ0121 |
PL0000106068 |
98,58 |
98,74 |
--- |
--- |
98,66 |
--- |
DS1021 |
PL0000106670 |
115,93 |
116,22 |
3,26 |
3,22 |
116,08 |
3,24 |
WS0922 |
PL0000102646 |
116,94 |
117,26 |
3,35 |
3,31 |
117,10 |
3,33 |
IZ0823 |
PL0000105359 |
107,08 |
107,84 |
--- |
--- |
107,46 |
--- |
DS1023 |
PL0000107264 |
104,43 |
104,69 |
3,43 |
3,40 |
104,56 |
3,42 |
WZ0124 |
PL0000107454 |
97,57 |
97,74 |
--- |
--- |
97,66 |
--- |
WS0429 |
PL0000105391 |
122,64 |
123,52 |
3,73 |
3,66 |
123,08 |
3,69 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,10 |
100,15 |
--- |
--- |
100,13 |
--- |
PS0415 |
PL0000105953 |
102,43 |
102,50 |
2,41 |
2,32 |
102,47 |
2,36 |
OK0715 |
PL0000107405 |
97,51 |
97,63 |
2,41 |
2,29 |
97,57 |
2,35 |
DS1015 |
PL0000103602 |
104,84 |
104,95 |
2,43 |
2,35 |
104,90 |
2,39 |
OK0116 |
PL0000107587 |
96,28 |
96,38 |
2,46 |
2,39 |
96,33 |
2,42 |
PS0416 |
PL0000106340 |
104,37 |
104,46 |
2,49 |
2,44 |
104,42 |
2,46 |
OK0716 |
PL0000107926 |
95,01 |
95,12 |
2,52 |
2,46 |
95,07 |
2,48 |
IZ0816 |
PL0000103529 |
103,47 |
104,05 |
--- |
--- |
103,76 |
--- |
PS1016 |
PL0000106795 |
104,90 |
104,99 |
2,53 |
2,49 |
104,95 |
2,51 |
WZ0117 |
PL0000106936 |
99,93 |
100,00 |
--- |
--- |
99,97 |
--- |
PS0417 |
PL0000107058 |
105,61 |
105,74 |
2,64 |
2,60 |
105,68 |
2,62 |
DS1017 |
PL0000104543 |
107,82 |
107,98 |
2,74 |
2,69 |
107,90 |
2,71 |
WZ0118 |
PL0000104717 |
99,70 |
99,79 |
--- |
--- |
99,75 |
--- |
PS0418 |
PL0000107314 |
103,20 |
103,41 |
2,85 |
2,79 |
103,31 |
2,82 |
PS0718 |
PL0000107595 |
98,43 |
98,61 |
2,91 |
2,87 |
98,52 |
2,89 |
WZ0119 |
PL0000107603 |
99,40 |
99,50 |
--- |
--- |
99,45 |
--- |
PS0719 |
PL0000108148 |
100,88 |
101,09 |
3,06 |
3,01 |
100,99 |
3,03 |
DS1019 |
PL0000105441 |
111,78 |
111,98 |
3,06 |
3,02 |
111,88 |
3,04 |
DS1020 |
PL0000106126 |
111,68 |
112,03 |
3,17 |
3,11 |
111,86 |
3,14 |
WZ0121 |
PL0000106068 |
98,63 |
98,78 |
--- |
--- |
98,71 |
--- |
DS1021 |
PL0000106670 |
115,67 |
115,97 |
3,30 |
3,25 |
115,82 |
3,28 |
WS0922 |
PL0000102646 |
116,67 |
117,01 |
3,39 |
3,34 |
116,84 |
3,37 |
IZ0823 |
PL0000105359 |
107,18 |
107,87 |
--- |
--- |
107,53 |
--- |
DS1023 |
PL0000107264 |
104,25 |
104,47 |
3,45 |
3,43 |
104,36 |
3,44 |
WZ0124 |
PL0000107454 |
97,61 |
97,79 |
--- |
--- |
97,70 |
--- |
WS0429 |
PL0000105391 |
122,35 |
123,16 |
3,75 |
3,69 |
122,76 |
3,72 |
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 |
2,330 |
2,330 |
2,330 |
40 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,330 |
2,330 |
2,330 |
330 |
PS1016 |
PL0000106795 |
0/1 |
1 |
2,330 |
2,330 |
2,330 |
35 |
PS0718 |
PL0000107595 |
0/1 |
1 |
2,340 |
2,340 |
2,340 |
30 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
2,340 |
2,340 |
2,340 |
5 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,330 |
2,330 |
2,330 |
25 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,330 |
2,330 |
2,330 |
30 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,340 |
2,340 |
2,340 |
15 |
DS0725 |
PL0000108197 |
1/2 |
1 |
2,330 |
2,330 |
2,330 |
15 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
185 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
45 |
DS1021 |
PL0000106670 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
130 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
60 |
PS1016 |
PL0000106795 |
2/9 |
7 |
2,350 |
2,350 |
2,350 |
50 |
TOTAL |
995 |
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 |
2,530 |
2,530 |
2,530 |
1 400 |
TOTAL |
1 400 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.