2014-07-04 |
MARKET DATA |
No 127 (2409) |
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 |
532,50 |
568,59 |
36 |
1 860,00 |
2 083,15 |
25 |
2 392,50 |
2 651,74 |
61 |
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 |
99,88 |
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 |
97,59 |
97,60 |
97,580 |
97,580 |
97,570 |
97,570 |
97,574 |
70 000 |
68,30 |
3 |
DS1015 |
PL0000103602 |
104,83 |
104,82 |
104,840 |
104,840 |
104,840 |
104,840 |
104,840 |
2 500 |
2,73 |
1 |
OK0116 |
PL0000107587 |
96,36 |
96,38 |
96,360 |
96,360 |
96,360 |
96,360 |
96,360 |
5 000 |
4,82 |
1 |
PS0416 |
PL0000106340 |
104,41 |
104,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
95,12 |
95,11 |
95,120 |
95,120 |
95,110 |
95,110 |
95,114 |
85 000 |
80,85 |
4 |
PS1016 |
PL0000106795 |
104,97 |
104,98 |
105,000 |
105,020 |
105,000 |
105,020 |
105,010 |
45 000 |
48,75 |
3 |
PS0417 |
PL0000107058 |
105,73 |
105,69 |
105,690 |
105,690 |
105,690 |
105,690 |
105,690 |
10 000 |
10,67 |
1 |
DS1017 |
PL0000104543 |
108,04 |
107,94 |
108,000 |
108,060 |
108,000 |
108,060 |
108,028 |
245 000 |
273,69 |
15 |
PS0418 |
PL0000107314 |
103,53 |
103,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
98,70 |
98,68 |
98,680 |
98,680 |
98,680 |
98,680 |
98,680 |
15 000 |
15,16 |
1 |
PS0719 |
PL0000108148 |
101,28 |
101,17 |
101,280 |
101,280 |
101,280 |
101,280 |
101,280 |
10 000 |
10,44 |
1 |
DS1019 |
PL0000105441 |
112,06 |
111,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,07 |
111,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
116,05 |
115,93 |
116,100 |
116,100 |
116,100 |
116,100 |
116,100 |
15 000 |
18,02 |
2 |
WS0922 |
PL0000102646 |
117,12 |
116,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
104,70 |
104,40 |
104,400 |
104,730 |
104,400 |
104,730 |
104,615 |
20 000 |
21,48 |
3 |
DS0725 |
PL0000108197 |
97,16 |
96,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
90,60 |
90,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,24 |
123,17 |
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 |
103,60 |
103,70 |
103,700 |
103,700 |
103,700 |
103,700 |
103,700 |
10 000 |
13,68 |
1 |
IZ0823 |
PL0000105359 |
107,63 |
107,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,13 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,96 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,77 |
99,81 |
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 |
98,73 |
98,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,67 |
97,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
532 500 |
568,59 |
36 |
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 |
2,39 |
2,31 |
102,45 |
2,34 |
OK0715 |
PL0000107405 |
97,56 |
97,63 |
2,39 |
2,32 |
97,60 |
2,35 |
DS1015 |
PL0000103602 |
104,80 |
104,91 |
2,43 |
2,35 |
104,86 |
2,38 |
OK0116 |
PL0000107587 |
96,32 |
96,42 |
2,45 |
2,38 |
96,37 |
2,41 |
PS0416 |
PL0000106340 |
104,37 |
104,47 |
2,47 |
2,42 |
104,42 |
2,45 |
OK0716 |
PL0000107926 |
95,05 |
95,16 |
2,51 |
2,45 |
95,11 |
2,48 |
IZ0816 |
PL0000103529 |
103,44 |
104,04 |
--- |
--- |
103,74 |
--- |
PS1016 |
PL0000106795 |
104,92 |
105,02 |
2,51 |
2,47 |
104,97 |
2,49 |
WZ0117 |
PL0000106936 |
99,93 |
100,05 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
105,63 |
105,76 |
2,63 |
2,58 |
105,70 |
2,60 |
DS1017 |
PL0000104543 |
107,84 |
108,03 |
2,73 |
2,67 |
107,94 |
2,70 |
WZ0118 |
PL0000104717 |
99,71 |
99,85 |
--- |
--- |
99,78 |
--- |
PS0418 |
PL0000107314 |
103,30 |
103,52 |
2,82 |
2,76 |
103,41 |
2,79 |
PS0718 |
PL0000107595 |
98,61 |
98,78 |
2,87 |
2,82 |
98,70 |
2,84 |
WZ0119 |
PL0000107603 |
99,40 |
99,53 |
--- |
--- |
99,47 |
--- |
PS0719 |
PL0000108148 |
101,09 |
101,30 |
3,01 |
2,97 |
101,20 |
2,99 |
DS1019 |
PL0000105441 |
111,86 |
112,09 |
3,04 |
2,99 |
111,98 |
3,01 |
DS1020 |
PL0000106126 |
111,85 |
112,11 |
3,14 |
3,10 |
111,98 |
3,12 |
WZ0121 |
PL0000106068 |
98,64 |
98,82 |
--- |
--- |
98,73 |
--- |
DS1021 |
PL0000106670 |
115,82 |
116,12 |
3,27 |
3,23 |
115,97 |
3,25 |
WS0922 |
PL0000102646 |
116,80 |
117,12 |
3,37 |
3,33 |
116,96 |
3,35 |
IZ0823 |
PL0000105359 |
107,23 |
108,04 |
--- |
--- |
107,64 |
--- |
DS1023 |
PL0000107264 |
104,30 |
104,63 |
3,45 |
3,41 |
104,47 |
3,43 |
WZ0124 |
PL0000107454 |
97,63 |
97,84 |
--- |
--- |
97,74 |
--- |
WS0429 |
PL0000105391 |
122,67 |
123,52 |
3,72 |
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 |
100,11 |
100,16 |
--- |
--- |
100,14 |
--- |
PS0415 |
PL0000105953 |
102,42 |
102,48 |
2,38 |
2,31 |
102,45 |
2,34 |
OK0715 |
PL0000107405 |
97,55 |
97,63 |
2,40 |
2,32 |
97,59 |
2,36 |
DS1015 |
PL0000103602 |
104,79 |
104,87 |
2,44 |
2,38 |
104,83 |
2,41 |
OK0116 |
PL0000107587 |
96,32 |
96,41 |
2,45 |
2,39 |
96,37 |
2,41 |
PS0416 |
PL0000106340 |
104,38 |
104,50 |
2,47 |
2,40 |
104,44 |
2,44 |
OK0716 |
PL0000107926 |
95,08 |
95,16 |
2,49 |
2,45 |
95,12 |
2,47 |
IZ0816 |
PL0000103529 |
103,48 |
104,00 |
--- |
--- |
103,74 |
--- |
PS1016 |
PL0000106795 |
104,95 |
105,06 |
2,50 |
2,45 |
105,01 |
2,47 |
WZ0117 |
PL0000106936 |
99,94 |
100,03 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
105,69 |
105,82 |
2,61 |
2,56 |
105,76 |
2,58 |
DS1017 |
PL0000104543 |
108,01 |
108,15 |
2,67 |
2,63 |
108,08 |
2,65 |
WZ0118 |
PL0000104717 |
99,73 |
99,84 |
--- |
--- |
99,79 |
--- |
PS0418 |
PL0000107314 |
103,46 |
103,61 |
2,77 |
2,73 |
103,54 |
2,75 |
PS0718 |
PL0000107595 |
98,68 |
98,87 |
2,85 |
2,80 |
98,78 |
2,82 |
WZ0119 |
PL0000107603 |
99,40 |
99,51 |
--- |
--- |
99,46 |
--- |
PS0719 |
PL0000108148 |
101,24 |
101,38 |
2,98 |
2,95 |
101,31 |
2,96 |
DS1019 |
PL0000105441 |
112,04 |
112,33 |
3,00 |
2,95 |
112,19 |
2,97 |
DS1020 |
PL0000106126 |
112,05 |
112,41 |
3,11 |
3,05 |
112,23 |
3,08 |
WZ0121 |
PL0000106068 |
98,69 |
98,82 |
--- |
--- |
98,76 |
--- |
DS1021 |
PL0000106670 |
116,01 |
116,35 |
3,25 |
3,20 |
116,18 |
3,22 |
WS0922 |
PL0000102646 |
117,01 |
117,37 |
3,34 |
3,30 |
117,19 |
3,32 |
IZ0823 |
PL0000105359 |
107,49 |
108,16 |
--- |
--- |
107,83 |
--- |
DS1023 |
PL0000107264 |
104,58 |
104,82 |
3,41 |
3,38 |
104,70 |
3,40 |
WZ0124 |
PL0000107454 |
97,64 |
97,84 |
--- |
--- |
97,74 |
--- |
WS0429 |
PL0000105391 |
122,99 |
123,88 |
3,70 |
3,63 |
123,44 |
3,66 |
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 |
3/4 |
1 |
2,360 |
2,360 |
2,360 |
25 |
DS1021 |
PL0000106670 |
3/4 |
1 |
2,360 |
2,360 |
2,360 |
30 |
PS1016 |
PL0000106795 |
3/4 |
1 |
2,360 |
2,370 |
2,365 |
290 |
PS0719 |
PL0000108148 |
3/4 |
1 |
2,400 |
2,400 |
2,400 |
10 |
DS1019 |
PL0000105441 |
0/3 |
3 |
2,200 |
2,200 |
2,200 |
10 |
DS1020 |
PL0000106126 |
0/3 |
3 |
2,360 |
2,360 |
2,360 |
415 |
PS1016 |
PL0000106795 |
0/3 |
3 |
2,360 |
2,360 |
2,360 |
5 |
WZ0119 |
PL0000107603 |
0/3 |
3 |
2,360 |
2,360 |
2,360 |
5 |
WS0922 |
PL0000102646 |
3/10 |
7 |
2,360 |
2,360 |
2,360 |
30 |
DS1015 |
PL0000103602 |
3/10 |
7 |
2,360 |
2,360 |
2,360 |
60 |
DS1017 |
PL0000104543 |
3/10 |
7 |
2,400 |
2,400 |
2,400 |
175 |
DS1019 |
PL0000105441 |
3/10 |
7 |
2,360 |
2,360 |
2,360 |
230 |
DS1020 |
PL0000106126 |
3/10 |
7 |
2,360 |
2,360 |
2,360 |
20 |
DS1021 |
PL0000106670 |
3/10 |
7 |
2,360 |
2,360 |
2,360 |
40 |
PS1016 |
PL0000106795 |
3/10 |
7 |
2,300 |
2,340 |
2,338 |
85 |
WZ0119 |
PL0000107603 |
3/10 |
7 |
2,360 |
2,360 |
2,360 |
30 |
DS1015 |
PL0000103602 |
4/11 |
7 |
2,370 |
2,370 |
2,370 |
200 |
DS1023 |
PL0000107264 |
4/11 |
7 |
2,200 |
2,200 |
2,200 |
200 |
TOTAL |
1 860 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.