2014-07-08 |
MARKET DATA |
No 129 (2411) |
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 |
1 190,00 |
1 261,27 |
71 |
1 720,00 |
1 864,33 |
18 |
2 910,00 |
3 125,60 |
89 |
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 |
99,90 |
99,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,42 |
102,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
97,60 |
97,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,85 |
104,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
96,40 |
96,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,48 |
104,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
95,22 |
95,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,07 |
105,05 |
105,050 |
105,120 |
105,050 |
105,120 |
105,086 |
235 000 |
254,84 |
9 |
PS0417 |
PL0000107058 |
105,90 |
105,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,22 |
108,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,73 |
103,65 |
103,700 |
103,720 |
103,700 |
103,720 |
103,704 |
25 000 |
26,12 |
2 |
PS0718 |
PL0000107595 |
99,08 |
98,95 |
98,950 |
99,100 |
98,950 |
99,070 |
99,022 |
130 000 |
131,84 |
7 |
PS0719 |
PL0000108148 |
101,65 |
101,45 |
101,500 |
101,620 |
101,500 |
101,600 |
101,603 |
120 000 |
125,66 |
12 |
DS1019 |
PL0000105441 |
112,54 |
112,40 |
112,500 |
112,580 |
112,500 |
112,580 |
112,554 |
50 000 |
58,22 |
3 |
DS1020 |
PL0000106126 |
112,50 |
112,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
116,55 |
116,35 |
116,450 |
116,620 |
116,450 |
116,620 |
116,574 |
95 000 |
114,61 |
5 |
WS0922 |
PL0000102646 |
117,58 |
117,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,24 |
104,99 |
105,100 |
105,240 |
105,100 |
105,240 |
105,146 |
105 000 |
113,37 |
10 |
DS0725 |
PL0000108197 |
97,71 |
97,55 |
97,750 |
97,750 |
97,690 |
97,690 |
97,715 |
50 000 |
50,42 |
6 |
WS0428 |
PL0000107611 |
91,15 |
91,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,98 |
123,97 |
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 |
103,65 |
103,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,00 |
107,93 |
107,930 |
108,000 |
107,930 |
108,000 |
107,965 |
20 000 |
25,69 |
2 |
WZ0115 |
PL0000106480 |
100,13 |
100,15 |
100,140 |
100,140 |
100,140 |
100,140 |
100,140 |
10 000 |
10,14 |
1 |
WZ0117 |
PL0000106936 |
99,97 |
99,97 |
99,970 |
99,970 |
99,970 |
99,970 |
99,970 |
10 000 |
10,12 |
1 |
WZ0118 |
PL0000104717 |
99,79 |
99,81 |
99,820 |
99,820 |
99,810 |
99,810 |
99,815 |
140 000 |
141,49 |
5 |
WZ0119 |
PL0000107603 |
99,49 |
99,50 |
99,490 |
99,490 |
99,470 |
99,470 |
99,476 |
35 000 |
35,25 |
2 |
WZ0121 |
PL0000106068 |
98,76 |
98,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,85 |
97,80 |
97,830 |
97,850 |
97,830 |
97,850 |
97,842 |
165 000 |
163,50 |
6 |
TOTAL |
1 190 000 |
1 261,27 |
71 |
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 |
100,12 |
100,16 |
--- |
--- |
100,14 |
--- |
PS0415 |
PL0000105953 |
102,41 |
102,48 |
2,37 |
2,29 |
102,45 |
2,32 |
OK0715 |
PL0000107405 |
97,57 |
97,65 |
2,39 |
2,31 |
97,61 |
2,35 |
DS1015 |
PL0000103602 |
104,82 |
104,89 |
2,40 |
2,35 |
104,86 |
2,37 |
OK0116 |
PL0000107587 |
96,37 |
96,45 |
2,42 |
2,37 |
96,41 |
2,39 |
PS0416 |
PL0000106340 |
104,41 |
104,50 |
2,44 |
2,39 |
104,46 |
2,42 |
OK0716 |
PL0000107926 |
95,11 |
95,21 |
2,48 |
2,43 |
95,16 |
2,46 |
IZ0816 |
PL0000103529 |
103,51 |
104,00 |
--- |
--- |
103,76 |
--- |
PS1016 |
PL0000106795 |
104,97 |
105,08 |
2,48 |
2,44 |
105,03 |
2,46 |
WZ0117 |
PL0000106936 |
99,94 |
100,01 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
105,79 |
105,90 |
2,57 |
2,53 |
105,85 |
2,55 |
DS1017 |
PL0000104543 |
108,08 |
108,22 |
2,65 |
2,61 |
108,15 |
2,63 |
WZ0118 |
PL0000104717 |
99,73 |
99,84 |
--- |
--- |
99,79 |
--- |
PS0418 |
PL0000107314 |
103,54 |
103,71 |
2,75 |
2,70 |
103,63 |
2,72 |
PS0718 |
PL0000107595 |
98,86 |
98,99 |
2,80 |
2,77 |
98,93 |
2,78 |
WZ0119 |
PL0000107603 |
99,43 |
99,53 |
--- |
--- |
99,48 |
--- |
PS0719 |
PL0000108148 |
101,34 |
101,53 |
2,96 |
2,92 |
101,44 |
2,94 |
DS1019 |
PL0000105441 |
112,21 |
112,46 |
2,97 |
2,92 |
112,34 |
2,94 |
DS1020 |
PL0000106126 |
112,23 |
112,57 |
3,08 |
3,02 |
112,40 |
3,05 |
WZ0121 |
PL0000106068 |
98,68 |
98,82 |
--- |
--- |
98,75 |
--- |
DS1021 |
PL0000106670 |
116,22 |
116,49 |
3,21 |
3,18 |
116,36 |
3,19 |
WS0922 |
PL0000102646 |
117,30 |
117,58 |
3,30 |
3,27 |
117,44 |
3,29 |
IZ0823 |
PL0000105359 |
107,31 |
108,04 |
--- |
--- |
107,68 |
--- |
DS1023 |
PL0000107264 |
104,80 |
105,04 |
3,39 |
3,36 |
104,92 |
3,37 |
WZ0124 |
PL0000107454 |
97,68 |
97,83 |
--- |
--- |
97,76 |
--- |
WS0429 |
PL0000105391 |
123,40 |
124,14 |
3,67 |
3,61 |
123,77 |
3,64 |
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 |
2,37 |
2,29 |
102,45 |
2,32 |
OK0715 |
PL0000107405 |
97,57 |
97,64 |
2,39 |
2,32 |
97,61 |
2,35 |
DS1015 |
PL0000103602 |
104,83 |
104,90 |
2,39 |
2,34 |
104,87 |
2,36 |
OK0116 |
PL0000107587 |
96,38 |
96,46 |
2,41 |
2,36 |
96,42 |
2,39 |
PS0416 |
PL0000106340 |
104,45 |
104,53 |
2,42 |
2,38 |
104,49 |
2,40 |
OK0716 |
PL0000107926 |
95,20 |
95,28 |
2,44 |
2,39 |
95,24 |
2,41 |
IZ0816 |
PL0000103529 |
103,57 |
104,06 |
--- |
--- |
103,82 |
--- |
PS1016 |
PL0000106795 |
105,04 |
105,13 |
2,45 |
2,42 |
105,09 |
2,43 |
WZ0117 |
PL0000106936 |
99,94 |
100,01 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
105,83 |
105,98 |
2,55 |
2,50 |
105,91 |
2,52 |
DS1017 |
PL0000104543 |
108,18 |
108,35 |
2,62 |
2,57 |
108,27 |
2,59 |
WZ0118 |
PL0000104717 |
99,77 |
99,84 |
--- |
--- |
99,81 |
--- |
PS0418 |
PL0000107314 |
103,67 |
103,81 |
2,71 |
2,68 |
103,74 |
2,69 |
PS0718 |
PL0000107595 |
98,94 |
99,08 |
2,78 |
2,74 |
99,01 |
2,76 |
WZ0119 |
PL0000107603 |
99,45 |
99,54 |
--- |
--- |
99,50 |
--- |
PS0719 |
PL0000108148 |
101,56 |
101,73 |
2,91 |
2,87 |
101,65 |
2,89 |
DS1019 |
PL0000105441 |
112,46 |
112,62 |
2,92 |
2,89 |
112,54 |
2,90 |
DS1020 |
PL0000106126 |
112,43 |
112,67 |
3,04 |
3,00 |
112,55 |
3,02 |
WZ0121 |
PL0000106068 |
98,72 |
98,87 |
--- |
--- |
98,80 |
--- |
DS1021 |
PL0000106670 |
116,40 |
116,63 |
3,19 |
3,16 |
116,52 |
3,17 |
WS0922 |
PL0000102646 |
117,48 |
117,78 |
3,28 |
3,24 |
117,63 |
3,26 |
IZ0823 |
PL0000105359 |
107,76 |
108,41 |
--- |
--- |
108,09 |
--- |
DS1023 |
PL0000107264 |
105,09 |
105,31 |
3,35 |
3,32 |
105,20 |
3,34 |
WZ0124 |
PL0000107454 |
97,80 |
97,92 |
--- |
--- |
97,86 |
--- |
WS0429 |
PL0000105391 |
123,81 |
124,51 |
3,64 |
3,58 |
124,16 |
3,61 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
0/1 |
1 |
2,380 |
2,380 |
2,380 |
35 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,380 |
2,380 |
2,380 |
75 |
OK0116 |
PL0000107587 |
0/1 |
1 |
2,450 |
2,450 |
2,450 |
220 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
35 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
25 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
65 |
OK0716 |
PL0000107926 |
1/2 |
1 |
2,410 |
2,410 |
2,410 |
55 |
PS0719 |
PL0000108148 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
150 |
DS1023 |
PL0000107264 |
0/3 |
3 |
2,200 |
2,200 |
2,200 |
30 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
195 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,390 |
2,390 |
2,390 |
40 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
145 |
PS0417 |
PL0000107058 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
10 |
OK0116 |
PL0000107587 |
1/8 |
7 |
2,450 |
2,450 |
2,450 |
40 |
TOTAL |
1 120 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/2 |
1 |
2,520 |
2,520 |
2,520 |
600 |
TOTAL |
600 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.