2014-07-09 |
MARKET DATA |
No 130 (2412) |
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 |
1 697,50 |
1 767,70 |
102 |
1 795,00 |
2 024,44 |
24 |
3 492,50 |
3 792,14 |
126 |
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 |
102,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
97,63 |
97,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,83 |
104,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
96,43 |
96,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,45 |
104,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
95,22 |
95,23 |
95,220 |
95,220 |
95,200 |
95,200 |
95,212 |
145 000 |
138,06 |
5 |
PS1016 |
PL0000106795 |
105,07 |
105,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,88 |
105,78 |
105,800 |
105,800 |
105,780 |
105,800 |
105,796 |
45 000 |
48,06 |
3 |
DS1017 |
PL0000104543 |
108,20 |
108,10 |
108,100 |
108,100 |
108,100 |
108,100 |
108,100 |
20 000 |
22,37 |
1 |
PS0418 |
PL0000107314 |
103,68 |
103,62 |
103,610 |
103,610 |
103,520 |
103,520 |
103,565 |
70 000 |
73,05 |
2 |
PS0718 |
PL0000107595 |
99,02 |
98,88 |
99,020 |
99,020 |
98,820 |
98,930 |
98,928 |
680 000 |
689,06 |
37 |
PS0719 |
PL0000108148 |
101,60 |
101,47 |
101,600 |
101,600 |
101,450 |
101,470 |
101,496 |
320 000 |
334,79 |
22 |
DS1019 |
PL0000105441 |
112,49 |
112,35 |
112,480 |
112,480 |
112,480 |
112,480 |
112,480 |
10 000 |
11,64 |
1 |
DS1020 |
PL0000106126 |
112,45 |
112,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
116,50 |
116,28 |
116,440 |
116,440 |
116,300 |
116,400 |
116,384 |
92 500 |
111,43 |
8 |
WS0922 |
PL0000102646 |
117,55 |
117,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,20 |
104,90 |
105,050 |
105,050 |
104,950 |
104,990 |
104,986 |
150 000 |
161,74 |
13 |
DS0725 |
PL0000108197 |
97,65 |
97,30 |
97,650 |
97,650 |
97,270 |
97,270 |
97,383 |
90 000 |
90,46 |
6 |
WS0428 |
PL0000107611 |
91,12 |
91,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,92 |
123,65 |
123,900 |
123,900 |
123,900 |
123,900 |
123,900 |
10 000 |
12,51 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,70 |
103,65 |
103,700 |
103,700 |
103,700 |
103,700 |
103,700 |
25 000 |
34,21 |
1 |
IZ0823 |
PL0000105359 |
107,96 |
108,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,13 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,96 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,79 |
99,80 |
99,800 |
99,800 |
99,800 |
99,800 |
99,800 |
15 000 |
15,16 |
1 |
WZ0119 |
PL0000107603 |
99,48 |
99,49 |
99,480 |
99,480 |
99,480 |
99,480 |
99,480 |
25 000 |
25,18 |
1 |
WZ0121 |
PL0000106068 |
98,80 |
98,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,83 |
97,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 697 500 |
1 767,70 |
102 |
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 |
2,36 |
2,27 |
102,45 |
2,31 |
OK0715 |
PL0000107405 |
97,61 |
97,70 |
2,36 |
2,27 |
97,66 |
2,31 |
DS1015 |
PL0000103602 |
104,82 |
104,90 |
2,39 |
2,33 |
104,86 |
2,36 |
OK0116 |
PL0000107587 |
96,41 |
96,49 |
2,40 |
2,34 |
96,45 |
2,37 |
PS0416 |
PL0000106340 |
104,44 |
104,53 |
2,42 |
2,37 |
104,49 |
2,40 |
OK0716 |
PL0000107926 |
95,20 |
95,30 |
2,44 |
2,39 |
95,25 |
2,41 |
IZ0816 |
PL0000103529 |
103,61 |
104,08 |
--- |
--- |
103,85 |
--- |
PS1016 |
PL0000106795 |
105,05 |
105,14 |
2,45 |
2,41 |
105,10 |
2,43 |
WZ0117 |
PL0000106936 |
99,95 |
100,02 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
105,86 |
106,00 |
2,54 |
2,49 |
105,93 |
2,52 |
DS1017 |
PL0000104543 |
108,18 |
108,33 |
2,62 |
2,57 |
108,26 |
2,59 |
WZ0118 |
PL0000104717 |
99,76 |
99,86 |
--- |
--- |
99,81 |
--- |
PS0418 |
PL0000107314 |
103,65 |
103,79 |
2,72 |
2,68 |
103,72 |
2,70 |
PS0718 |
PL0000107595 |
98,94 |
99,13 |
2,78 |
2,73 |
99,04 |
2,75 |
WZ0119 |
PL0000107603 |
99,43 |
99,56 |
--- |
--- |
99,50 |
--- |
PS0719 |
PL0000108148 |
101,56 |
101,74 |
2,91 |
2,87 |
101,65 |
2,89 |
DS1019 |
PL0000105441 |
112,45 |
112,65 |
2,92 |
2,88 |
112,55 |
2,90 |
DS1020 |
PL0000106126 |
112,43 |
112,73 |
3,04 |
2,99 |
112,58 |
3,02 |
WZ0121 |
PL0000106068 |
98,72 |
98,88 |
--- |
--- |
98,80 |
--- |
DS1021 |
PL0000106670 |
116,42 |
116,65 |
3,19 |
3,15 |
116,54 |
3,17 |
WS0922 |
PL0000102646 |
117,51 |
117,79 |
3,28 |
3,24 |
117,65 |
3,26 |
IZ0823 |
PL0000105359 |
107,82 |
108,50 |
--- |
--- |
108,16 |
--- |
DS1023 |
PL0000107264 |
105,13 |
105,39 |
3,34 |
3,31 |
105,26 |
3,33 |
WZ0124 |
PL0000107454 |
97,77 |
97,94 |
--- |
--- |
97,86 |
--- |
WS0429 |
PL0000105391 |
123,80 |
124,38 |
3,64 |
3,59 |
124,09 |
3,61 |
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 |
102,40 |
102,46 |
2,37 |
2,30 |
102,43 |
2,34 |
OK0715 |
PL0000107405 |
97,59 |
97,68 |
2,38 |
2,29 |
97,64 |
2,33 |
DS1015 |
PL0000103602 |
104,81 |
104,89 |
2,40 |
2,34 |
104,85 |
2,37 |
OK0116 |
PL0000107587 |
96,38 |
96,47 |
2,42 |
2,36 |
96,43 |
2,38 |
PS0416 |
PL0000106340 |
104,41 |
104,51 |
2,44 |
2,39 |
104,46 |
2,41 |
OK0716 |
PL0000107926 |
95,18 |
95,25 |
2,45 |
2,41 |
95,22 |
2,43 |
IZ0816 |
PL0000103529 |
103,49 |
103,85 |
--- |
--- |
103,67 |
--- |
PS1016 |
PL0000106795 |
104,99 |
105,09 |
2,47 |
2,43 |
105,04 |
2,45 |
WZ0117 |
PL0000106936 |
99,95 |
100,02 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
105,78 |
105,88 |
2,57 |
2,53 |
105,83 |
2,55 |
DS1017 |
PL0000104543 |
108,05 |
108,19 |
2,66 |
2,61 |
108,12 |
2,63 |
WZ0118 |
PL0000104717 |
99,76 |
99,83 |
--- |
--- |
99,80 |
--- |
PS0418 |
PL0000107314 |
103,53 |
103,69 |
2,75 |
2,71 |
103,61 |
2,73 |
PS0718 |
PL0000107595 |
98,79 |
98,96 |
2,82 |
2,77 |
98,88 |
2,79 |
WZ0119 |
PL0000107603 |
99,43 |
99,52 |
--- |
--- |
99,48 |
--- |
PS0719 |
PL0000108148 |
101,34 |
101,53 |
2,96 |
2,92 |
101,44 |
2,94 |
DS1019 |
PL0000105441 |
112,19 |
112,43 |
2,97 |
2,92 |
112,31 |
2,95 |
DS1020 |
PL0000106126 |
112,19 |
112,51 |
3,08 |
3,03 |
112,35 |
3,06 |
WZ0121 |
PL0000106068 |
98,75 |
98,88 |
--- |
--- |
98,82 |
--- |
DS1021 |
PL0000106670 |
116,09 |
116,35 |
3,23 |
3,19 |
116,22 |
3,21 |
WS0922 |
PL0000102646 |
117,17 |
117,41 |
3,32 |
3,29 |
117,29 |
3,30 |
IZ0823 |
PL0000105359 |
107,84 |
108,51 |
--- |
--- |
108,18 |
--- |
DS1023 |
PL0000107264 |
104,70 |
104,97 |
3,40 |
3,36 |
104,84 |
3,38 |
WZ0124 |
PL0000107454 |
97,76 |
97,91 |
--- |
--- |
97,84 |
--- |
WS0429 |
PL0000105391 |
123,21 |
123,95 |
3,68 |
3,62 |
123,58 |
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) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
0/1 |
1 |
2,380 |
2,380 |
2,380 |
100 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,380 |
2,380 |
2,380 |
170 |
PS1016 |
PL0000106795 |
0/1 |
1 |
2,390 |
2,390 |
2,390 |
30 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,250 |
2,250 |
2,250 |
40 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
15 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,350 |
2,380 |
2,360 |
210 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
45 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
35 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
125 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
80 |
OK0716 |
PL0000107926 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
55 |
PS0719 |
PL0000108148 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
200 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
190 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
100 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
210 |
DS1021 |
PL0000106670 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
110 |
WZ0117 |
PL0000106936 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
5 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
75 |
TOTAL |
1 795 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.