2014-07-07 |
MARKET DATA |
No 128 (2410) |
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 |
280,00 |
291,33 |
17 |
1 035,00 |
1 119,83 |
14 |
1 315,00 |
1 411,16 |
31 |
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 |
99,89 |
99,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,43 |
102,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
97,57 |
97,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,84 |
104,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
96,39 |
96,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,44 |
104,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
95,13 |
95,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,97 |
105,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,77 |
105,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,07 |
108,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,60 |
103,53 |
103,600 |
103,630 |
103,570 |
103,570 |
103,611 |
155 000 |
161,79 |
7 |
PS0718 |
PL0000107595 |
98,84 |
98,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,38 |
101,31 |
101,370 |
101,370 |
101,370 |
101,370 |
101,370 |
10 000 |
10,45 |
1 |
DS1019 |
PL0000105441 |
112,23 |
112,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,23 |
112,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
116,20 |
116,17 |
116,300 |
116,300 |
116,300 |
116,300 |
116,300 |
10 000 |
12,03 |
1 |
WS0922 |
PL0000102646 |
117,40 |
117,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
104,81 |
104,65 |
104,800 |
104,820 |
104,800 |
104,820 |
104,810 |
20 000 |
21,53 |
2 |
DS0725 |
PL0000108197 |
97,35 |
97,15 |
97,400 |
97,400 |
97,400 |
97,400 |
97,400 |
60 000 |
60,30 |
4 |
WS0428 |
PL0000107611 |
90,69 |
91,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,46 |
123,42 |
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 |
103,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
107,57 |
107,93 |
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 |
99,95 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,76 |
99,78 |
99,780 |
99,780 |
99,780 |
99,780 |
99,780 |
15 000 |
15,15 |
1 |
WZ0119 |
PL0000107603 |
99,46 |
99,51 |
99,450 |
99,450 |
99,450 |
99,450 |
99,450 |
10 000 |
10,07 |
1 |
WZ0121 |
PL0000106068 |
98,74 |
98,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,72 |
97,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
280 000 |
291,33 |
17 |
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 |
100,11 |
100,15 |
--- |
--- |
100,13 |
--- |
PS0415 |
PL0000105953 |
102,41 |
102,48 |
2,38 |
2,30 |
102,45 |
2,33 |
OK0715 |
PL0000107405 |
97,55 |
97,64 |
2,40 |
2,31 |
97,60 |
2,35 |
DS1015 |
PL0000103602 |
104,81 |
104,90 |
2,41 |
2,35 |
104,86 |
2,38 |
OK0116 |
PL0000107587 |
96,33 |
96,42 |
2,44 |
2,38 |
96,38 |
2,41 |
PS0416 |
PL0000106340 |
104,38 |
104,50 |
2,47 |
2,40 |
104,44 |
2,43 |
OK0716 |
PL0000107926 |
95,06 |
95,17 |
2,51 |
2,45 |
95,12 |
2,47 |
IZ0816 |
PL0000103529 |
103,45 |
104,00 |
--- |
--- |
103,73 |
--- |
PS1016 |
PL0000106795 |
104,93 |
105,05 |
2,50 |
2,45 |
104,99 |
2,48 |
WZ0117 |
PL0000106936 |
99,92 |
100,04 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
105,66 |
105,83 |
2,62 |
2,56 |
105,75 |
2,58 |
DS1017 |
PL0000104543 |
107,96 |
108,13 |
2,69 |
2,64 |
108,05 |
2,66 |
WZ0118 |
PL0000104717 |
99,72 |
99,84 |
--- |
--- |
99,78 |
--- |
PS0418 |
PL0000107314 |
103,34 |
103,58 |
2,81 |
2,74 |
103,46 |
2,77 |
PS0718 |
PL0000107595 |
98,62 |
98,84 |
2,86 |
2,81 |
98,73 |
2,83 |
WZ0119 |
PL0000107603 |
99,41 |
99,54 |
--- |
--- |
99,48 |
--- |
PS0719 |
PL0000108148 |
101,12 |
101,38 |
3,01 |
2,95 |
101,25 |
2,98 |
DS1019 |
PL0000105441 |
111,96 |
112,23 |
3,02 |
2,97 |
112,10 |
2,99 |
DS1020 |
PL0000106126 |
111,91 |
112,29 |
3,13 |
3,07 |
112,10 |
3,10 |
WZ0121 |
PL0000106068 |
98,64 |
98,81 |
--- |
--- |
98,73 |
--- |
DS1021 |
PL0000106670 |
115,89 |
116,23 |
3,26 |
3,21 |
116,06 |
3,24 |
WS0922 |
PL0000102646 |
116,91 |
117,29 |
3,35 |
3,31 |
117,10 |
3,33 |
IZ0823 |
PL0000105359 |
107,32 |
108,03 |
--- |
--- |
107,68 |
--- |
DS1023 |
PL0000107264 |
104,44 |
104,79 |
3,43 |
3,39 |
104,62 |
3,41 |
WZ0124 |
PL0000107454 |
97,63 |
97,80 |
--- |
--- |
97,72 |
--- |
WS0429 |
PL0000105391 |
122,81 |
123,68 |
3,71 |
3,65 |
123,25 |
3,68 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,12 |
100,16 |
--- |
--- |
100,14 |
--- |
PS0415 |
PL0000105953 |
102,41 |
102,48 |
2,38 |
2,30 |
102,45 |
2,33 |
OK0715 |
PL0000107405 |
97,56 |
97,64 |
2,39 |
2,31 |
97,60 |
2,35 |
DS1015 |
PL0000103602 |
104,81 |
104,90 |
2,41 |
2,35 |
104,86 |
2,38 |
OK0116 |
PL0000107587 |
96,35 |
96,43 |
2,43 |
2,38 |
96,39 |
2,40 |
PS0416 |
PL0000106340 |
104,41 |
104,50 |
2,45 |
2,40 |
104,46 |
2,42 |
OK0716 |
PL0000107926 |
95,11 |
95,19 |
2,48 |
2,44 |
95,15 |
2,46 |
IZ0816 |
PL0000103529 |
103,49 |
104,02 |
--- |
--- |
103,76 |
--- |
PS1016 |
PL0000106795 |
104,95 |
105,06 |
2,50 |
2,45 |
105,01 |
2,47 |
WZ0117 |
PL0000106936 |
99,93 |
100,00 |
--- |
--- |
99,97 |
--- |
PS0417 |
PL0000107058 |
105,75 |
105,90 |
2,58 |
2,53 |
105,83 |
2,56 |
DS1017 |
PL0000104543 |
108,05 |
108,22 |
2,66 |
2,61 |
108,14 |
2,63 |
WZ0118 |
PL0000104717 |
99,72 |
99,81 |
--- |
--- |
99,77 |
--- |
PS0418 |
PL0000107314 |
103,51 |
103,68 |
2,76 |
2,71 |
103,60 |
2,73 |
PS0718 |
PL0000107595 |
98,80 |
98,98 |
2,82 |
2,77 |
98,89 |
2,79 |
WZ0119 |
PL0000107603 |
99,43 |
99,53 |
--- |
--- |
99,48 |
--- |
PS0719 |
PL0000108148 |
101,34 |
101,53 |
2,96 |
2,92 |
101,44 |
2,94 |
DS1019 |
PL0000105441 |
112,17 |
112,46 |
2,98 |
2,92 |
112,32 |
2,95 |
DS1020 |
PL0000106126 |
112,14 |
112,46 |
3,09 |
3,04 |
112,30 |
3,07 |
WZ0121 |
PL0000106068 |
98,70 |
98,81 |
--- |
--- |
98,76 |
--- |
DS1021 |
PL0000106670 |
116,16 |
116,41 |
3,22 |
3,19 |
116,29 |
3,20 |
WS0922 |
PL0000102646 |
117,14 |
117,50 |
3,32 |
3,28 |
117,32 |
3,30 |
IZ0823 |
PL0000105359 |
107,35 |
108,05 |
--- |
--- |
107,70 |
--- |
DS1023 |
PL0000107264 |
104,75 |
104,96 |
3,39 |
3,37 |
104,86 |
3,38 |
WZ0124 |
PL0000107454 |
97,68 |
97,81 |
--- |
--- |
97,75 |
--- |
WS0429 |
PL0000105391 |
123,20 |
124,06 |
3,68 |
3,62 |
123,63 |
3,65 |
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 |
2,390 |
2,390 |
2,390 |
10 |
DS1019 |
PL0000105441 |
0/1 |
1 |
2,380 |
2,380 |
2,380 |
25 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,380 |
2,380 |
2,380 |
195 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
55 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,350 |
2,350 |
2,350 |
45 |
OK0116 |
PL0000107587 |
1/2 |
1 |
2,420 |
2,420 |
2,420 |
40 |
PS0719 |
PL0000108148 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
50 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
5 |
PS0416 |
PL0000106340 |
1/8 |
7 |
2,450 |
2,450 |
2,450 |
295 |
PS0417 |
PL0000107058 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
20 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
115 |
PS0719 |
PL0000108148 |
1/8 |
7 |
2,450 |
2,450 |
2,450 |
180 |
TOTAL |
1 035 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.