2014-07-03 |
MARKET DATA |
No 126 (2408) |
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 |
1 225,00 |
1 327,21 |
89 |
885,00 |
1 004,44 |
11 |
2 110,00 |
2 331,64 |
100 |
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 |
99,87 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,43 |
102,47 |
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 |
104,83 |
104,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
96,34 |
96,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,40 |
104,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
95,05 |
95,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,89 |
104,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,65 |
105,58 |
105,620 |
105,620 |
105,620 |
105,620 |
105,620 |
5 000 |
5,33 |
1 |
DS1017 |
PL0000104543 |
107,79 |
107,79 |
107,820 |
107,820 |
107,820 |
107,820 |
107,820 |
10 000 |
11,15 |
1 |
PS0418 |
PL0000107314 |
103,25 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
98,50 |
98,46 |
98,400 |
98,400 |
98,400 |
98,400 |
98,400 |
25 000 |
25,19 |
1 |
PS0719 |
PL0000108148 |
101,26 |
100,86 |
100,870 |
101,000 |
100,830 |
100,830 |
100,947 |
190 000 |
197,67 |
13 |
DS1019 |
PL0000105441 |
111,86 |
111,70 |
111,820 |
111,860 |
111,710 |
111,720 |
111,830 |
150 000 |
173,51 |
13 |
DS1020 |
PL0000106126 |
111,75 |
111,67 |
111,750 |
111,770 |
111,750 |
111,770 |
111,760 |
20 000 |
23,09 |
2 |
DS1021 |
PL0000106670 |
115,75 |
115,59 |
115,660 |
115,660 |
115,660 |
115,660 |
115,660 |
20 000 |
23,94 |
1 |
WS0922 |
PL0000102646 |
116,70 |
116,58 |
116,660 |
116,670 |
116,660 |
116,670 |
116,663 |
30 000 |
36,36 |
2 |
DS1023 |
PL0000107264 |
104,15 |
104,05 |
104,000 |
104,000 |
104,000 |
104,000 |
104,000 |
142 500 |
152,18 |
16 |
DS0725 |
PL0000108197 |
96,55 |
96,38 |
96,550 |
96,600 |
96,350 |
96,600 |
96,514 |
200 000 |
199,21 |
13 |
WS0428 |
PL0000107611 |
90,07 |
90,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,60 |
122,50 |
122,520 |
122,700 |
122,500 |
122,500 |
122,648 |
155 000 |
191,89 |
15 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,55 |
103,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
107,45 |
107,40 |
107,350 |
107,550 |
107,350 |
107,550 |
107,480 |
25 000 |
31,96 |
4 |
WZ0115 |
PL0000106480 |
100,12 |
100,13 |
100,130 |
100,130 |
100,125 |
100,125 |
100,128 |
152 500 |
154,56 |
6 |
WZ0117 |
PL0000106936 |
99,95 |
99,97 |
99,950 |
99,950 |
99,950 |
99,950 |
99,950 |
100 000 |
101,18 |
1 |
WZ0118 |
PL0000104717 |
99,71 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,43 |
99,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,72 |
98,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,67 |
97,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 225 000 |
1 327,21 |
89 |
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 |
100,10 |
100,16 |
--- |
--- |
100,13 |
--- |
PS0415 |
PL0000105953 |
102,41 |
102,48 |
2,40 |
2,32 |
102,45 |
2,35 |
OK0715 |
PL0000107405 |
97,50 |
97,62 |
2,44 |
2,32 |
97,56 |
2,38 |
DS1015 |
PL0000103602 |
104,79 |
104,92 |
2,44 |
2,35 |
104,86 |
2,39 |
OK0116 |
PL0000107587 |
96,27 |
96,39 |
2,48 |
2,40 |
96,33 |
2,44 |
PS0416 |
PL0000106340 |
104,33 |
104,45 |
2,50 |
2,43 |
104,39 |
2,47 |
OK0716 |
PL0000107926 |
94,99 |
95,11 |
2,54 |
2,47 |
95,05 |
2,50 |
IZ0816 |
PL0000103529 |
103,42 |
103,99 |
--- |
--- |
103,71 |
--- |
PS1016 |
PL0000106795 |
104,86 |
104,97 |
2,54 |
2,49 |
104,92 |
2,51 |
WZ0117 |
PL0000106936 |
99,92 |
100,01 |
--- |
--- |
99,97 |
--- |
PS0417 |
PL0000107058 |
105,48 |
105,69 |
2,69 |
2,61 |
105,59 |
2,65 |
DS1017 |
PL0000104543 |
107,72 |
107,92 |
2,76 |
2,70 |
107,82 |
2,73 |
WZ0118 |
PL0000104717 |
99,68 |
99,82 |
--- |
--- |
99,75 |
--- |
PS0418 |
PL0000107314 |
103,09 |
103,35 |
2,88 |
2,80 |
103,22 |
2,84 |
PS0718 |
PL0000107595 |
98,32 |
98,58 |
2,94 |
2,87 |
98,45 |
2,91 |
WZ0119 |
PL0000107603 |
99,40 |
99,54 |
--- |
--- |
99,47 |
--- |
PS0719 |
PL0000108148 |
100,73 |
100,98 |
3,09 |
3,04 |
100,86 |
3,06 |
DS1019 |
PL0000105441 |
111,54 |
111,83 |
3,10 |
3,04 |
111,69 |
3,07 |
DS1020 |
PL0000106126 |
111,54 |
111,82 |
3,19 |
3,15 |
111,68 |
3,17 |
WZ0121 |
PL0000106068 |
98,62 |
98,76 |
--- |
--- |
98,69 |
--- |
DS1021 |
PL0000106670 |
115,39 |
115,67 |
3,33 |
3,29 |
115,53 |
3,31 |
WS0922 |
PL0000102646 |
116,35 |
116,78 |
3,43 |
3,37 |
116,57 |
3,40 |
IZ0823 |
PL0000105359 |
107,10 |
107,72 |
--- |
--- |
107,41 |
--- |
DS1023 |
PL0000107264 |
103,90 |
104,14 |
3,50 |
3,47 |
104,02 |
3,48 |
WZ0124 |
PL0000107454 |
97,61 |
97,79 |
--- |
--- |
97,70 |
--- |
WS0429 |
PL0000105391 |
122,24 |
122,80 |
3,76 |
3,71 |
122,52 |
3,74 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,11 |
100,16 |
--- |
--- |
100,14 |
--- |
PS0415 |
PL0000105953 |
102,41 |
102,48 |
2,40 |
2,32 |
102,45 |
2,35 |
OK0715 |
PL0000107405 |
97,51 |
97,62 |
2,43 |
2,32 |
97,57 |
2,37 |
DS1015 |
PL0000103602 |
104,81 |
104,91 |
2,43 |
2,35 |
104,86 |
2,39 |
OK0116 |
PL0000107587 |
96,31 |
96,39 |
2,45 |
2,40 |
96,35 |
2,42 |
PS0416 |
PL0000106340 |
104,37 |
104,45 |
2,48 |
2,43 |
104,41 |
2,46 |
OK0716 |
PL0000107926 |
95,02 |
95,11 |
2,52 |
2,47 |
95,07 |
2,49 |
IZ0816 |
PL0000103529 |
103,40 |
103,96 |
--- |
--- |
103,68 |
--- |
PS1016 |
PL0000106795 |
104,86 |
104,98 |
2,54 |
2,49 |
104,92 |
2,51 |
WZ0117 |
PL0000106936 |
99,92 |
100,00 |
--- |
--- |
99,96 |
--- |
PS0417 |
PL0000107058 |
105,57 |
105,70 |
2,65 |
2,61 |
105,64 |
2,63 |
DS1017 |
PL0000104543 |
107,73 |
107,92 |
2,76 |
2,70 |
107,83 |
2,73 |
WZ0118 |
PL0000104717 |
99,69 |
99,82 |
--- |
--- |
99,76 |
--- |
PS0418 |
PL0000107314 |
103,21 |
103,38 |
2,84 |
2,80 |
103,30 |
2,82 |
PS0718 |
PL0000107595 |
98,42 |
98,64 |
2,92 |
2,86 |
98,53 |
2,89 |
WZ0119 |
PL0000107603 |
99,38 |
99,53 |
--- |
--- |
99,46 |
--- |
PS0719 |
PL0000108148 |
100,92 |
101,11 |
3,05 |
3,01 |
101,02 |
3,03 |
DS1019 |
PL0000105441 |
111,73 |
111,95 |
3,06 |
3,02 |
111,84 |
3,04 |
DS1020 |
PL0000106126 |
111,65 |
111,93 |
3,17 |
3,13 |
111,79 |
3,15 |
WZ0121 |
PL0000106068 |
98,67 |
98,80 |
--- |
--- |
98,74 |
--- |
DS1021 |
PL0000106670 |
115,51 |
115,82 |
3,32 |
3,27 |
115,67 |
3,29 |
WS0922 |
PL0000102646 |
116,58 |
116,83 |
3,40 |
3,37 |
116,71 |
3,38 |
IZ0823 |
PL0000105359 |
106,96 |
107,73 |
--- |
--- |
107,35 |
--- |
DS1023 |
PL0000107264 |
104,03 |
104,27 |
3,48 |
3,45 |
104,15 |
3,47 |
WZ0124 |
PL0000107454 |
97,63 |
97,82 |
--- |
--- |
97,73 |
--- |
WS0429 |
PL0000105391 |
122,28 |
123,09 |
3,76 |
3,69 |
122,69 |
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) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
500 |
PS1016 |
PL0000106795 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
5 |
DS0725 |
PL0000108197 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
20 |
DS1020 |
PL0000106126 |
1/4 |
3 |
2,360 |
2,360 |
2,360 |
15 |
PS1016 |
PL0000106795 |
1/4 |
3 |
2,370 |
2,370 |
2,370 |
30 |
DS0725 |
PL0000108197 |
1/4 |
3 |
2,360 |
2,360 |
2,360 |
15 |
DS1015 |
PL0000103602 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
105 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
40 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
155 |
TOTAL |
885 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.