2014-07-10 |
MARKET DATA |
No 131 (2413) |
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 |
1 215,00 |
1 308,52 |
74 |
1 115,00 |
1 238,91 |
19 |
2 330,00 |
2 547,43 |
93 |
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 |
99,92 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,41 |
102,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
97,63 |
97,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,83 |
104,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
96,44 |
96,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,42 |
104,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
95,22 |
95,25 |
95,220 |
95,220 |
95,220 |
95,220 |
95,220 |
25 000 |
23,81 |
1 |
PS1016 |
PL0000106795 |
105,02 |
105,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,83 |
105,82 |
105,810 |
105,820 |
105,800 |
105,820 |
105,808 |
135 000 |
144,25 |
4 |
DS1017 |
PL0000104543 |
108,12 |
108,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,58 |
103,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
98,96 |
98,86 |
98,960 |
98,960 |
98,950 |
98,950 |
98,955 |
20 000 |
20,28 |
2 |
PS0719 |
PL0000108148 |
101,48 |
101,43 |
101,450 |
101,450 |
101,320 |
101,320 |
101,369 |
85 000 |
88,84 |
5 |
DS1019 |
PL0000105441 |
112,40 |
112,20 |
112,300 |
112,300 |
112,150 |
112,200 |
112,224 |
190 000 |
220,73 |
11 |
DS1020 |
PL0000106126 |
112,37 |
112,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
116,59 |
116,30 |
116,580 |
116,600 |
116,250 |
116,260 |
116,559 |
105 000 |
126,72 |
8 |
WS0922 |
PL0000102646 |
117,55 |
117,20 |
117,640 |
117,640 |
117,170 |
117,200 |
117,468 |
40 000 |
48,84 |
3 |
DS1023 |
PL0000107264 |
105,05 |
104,83 |
105,030 |
105,030 |
104,750 |
104,830 |
104,849 |
90 000 |
96,95 |
9 |
DS0725 |
PL0000108197 |
97,52 |
97,34 |
97,370 |
97,500 |
97,200 |
97,200 |
97,370 |
330 000 |
331,72 |
17 |
WS0428 |
PL0000107611 |
91,05 |
91,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,80 |
123,35 |
123,850 |
123,860 |
123,200 |
123,200 |
123,522 |
42 500 |
53,03 |
5 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,56 |
103,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
107,96 |
108,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,13 |
100,15 |
100,130 |
100,130 |
100,130 |
100,130 |
100,130 |
10 000 |
10,14 |
1 |
WZ0117 |
PL0000106936 |
99,97 |
99,98 |
99,980 |
99,980 |
99,980 |
99,980 |
99,980 |
12 500 |
12,66 |
1 |
WZ0118 |
PL0000104717 |
99,79 |
99,80 |
99,800 |
99,800 |
99,790 |
99,790 |
99,793 |
50 000 |
50,54 |
3 |
WZ0119 |
PL0000107603 |
99,47 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,80 |
98,82 |
98,770 |
98,770 |
98,760 |
98,760 |
98,761 |
80 000 |
80,03 |
4 |
WZ0124 |
PL0000107454 |
97,80 |
97,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 215 000 |
1 308,52 |
74 |
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 |
102,40 |
102,47 |
2,34 |
2,25 |
102,44 |
2,29 |
OK0715 |
PL0000107405 |
97,61 |
97,70 |
2,38 |
2,28 |
97,66 |
2,33 |
DS1015 |
PL0000103602 |
104,81 |
104,89 |
2,38 |
2,32 |
104,85 |
2,35 |
OK0116 |
PL0000107587 |
96,42 |
96,50 |
2,40 |
2,35 |
96,46 |
2,38 |
PS0416 |
PL0000106340 |
104,40 |
104,51 |
2,44 |
2,37 |
104,46 |
2,40 |
OK0716 |
PL0000107926 |
95,20 |
95,30 |
2,45 |
2,40 |
95,25 |
2,42 |
IZ0816 |
PL0000103529 |
103,44 |
104,04 |
--- |
--- |
103,74 |
--- |
PS1016 |
PL0000106795 |
105,00 |
105,10 |
2,46 |
2,42 |
105,05 |
2,44 |
WZ0117 |
PL0000106936 |
99,94 |
100,01 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
105,79 |
105,91 |
2,56 |
2,52 |
105,85 |
2,54 |
DS1017 |
PL0000104543 |
108,09 |
108,26 |
2,64 |
2,59 |
108,18 |
2,61 |
WZ0118 |
PL0000104717 |
99,77 |
99,85 |
--- |
--- |
99,81 |
--- |
PS0418 |
PL0000107314 |
103,56 |
103,77 |
2,74 |
2,68 |
103,67 |
2,71 |
PS0718 |
PL0000107595 |
98,89 |
99,09 |
2,79 |
2,74 |
98,99 |
2,77 |
WZ0119 |
PL0000107603 |
99,44 |
99,53 |
--- |
--- |
99,49 |
--- |
PS0719 |
PL0000108148 |
101,44 |
101,69 |
2,94 |
2,88 |
101,57 |
2,91 |
DS1019 |
PL0000105441 |
112,29 |
112,57 |
2,95 |
2,89 |
112,43 |
2,92 |
DS1020 |
PL0000106126 |
112,32 |
112,61 |
3,06 |
3,01 |
112,47 |
3,03 |
WZ0121 |
PL0000106068 |
98,72 |
98,88 |
--- |
--- |
98,80 |
--- |
DS1021 |
PL0000106670 |
116,40 |
116,63 |
3,19 |
3,15 |
116,52 |
3,17 |
WS0922 |
PL0000102646 |
117,41 |
117,68 |
3,29 |
3,25 |
117,55 |
3,27 |
IZ0823 |
PL0000105359 |
107,85 |
108,73 |
--- |
--- |
108,29 |
--- |
DS1023 |
PL0000107264 |
104,93 |
105,28 |
3,37 |
3,33 |
105,11 |
3,35 |
WZ0124 |
PL0000107454 |
97,77 |
97,92 |
--- |
--- |
97,85 |
--- |
WS0429 |
PL0000105391 |
123,55 |
124,20 |
3,65 |
3,60 |
123,88 |
3,63 |
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 |
102,45 |
2,34 |
2,28 |
102,43 |
2,30 |
OK0715 |
PL0000107405 |
97,61 |
97,70 |
2,38 |
2,28 |
97,66 |
2,33 |
DS1015 |
PL0000103602 |
104,81 |
104,88 |
2,38 |
2,32 |
104,85 |
2,35 |
OK0116 |
PL0000107587 |
96,41 |
96,49 |
2,41 |
2,36 |
96,45 |
2,38 |
PS0416 |
PL0000106340 |
104,40 |
104,48 |
2,44 |
2,39 |
104,44 |
2,41 |
OK0716 |
PL0000107926 |
95,20 |
95,27 |
2,45 |
2,41 |
95,24 |
2,43 |
IZ0816 |
PL0000103529 |
103,45 |
104,04 |
--- |
--- |
103,75 |
--- |
PS1016 |
PL0000106795 |
104,99 |
105,08 |
2,47 |
2,43 |
105,04 |
2,44 |
WZ0117 |
PL0000106936 |
99,95 |
100,02 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
105,79 |
105,88 |
2,56 |
2,53 |
105,84 |
2,54 |
DS1017 |
PL0000104543 |
108,07 |
108,18 |
2,64 |
2,61 |
108,13 |
2,63 |
WZ0118 |
PL0000104717 |
99,76 |
99,83 |
--- |
--- |
99,80 |
--- |
PS0418 |
PL0000107314 |
103,46 |
103,64 |
2,77 |
2,72 |
103,55 |
2,74 |
PS0718 |
PL0000107595 |
98,78 |
98,93 |
2,82 |
2,78 |
98,86 |
2,80 |
WZ0119 |
PL0000107603 |
99,44 |
99,53 |
--- |
--- |
99,49 |
--- |
PS0719 |
PL0000108148 |
101,31 |
101,50 |
2,96 |
2,92 |
101,41 |
2,94 |
DS1019 |
PL0000105441 |
112,12 |
112,36 |
2,98 |
2,93 |
112,24 |
2,96 |
DS1020 |
PL0000106126 |
112,13 |
112,45 |
3,09 |
3,04 |
112,29 |
3,06 |
WZ0121 |
PL0000106068 |
98,76 |
98,87 |
--- |
--- |
98,82 |
--- |
DS1021 |
PL0000106670 |
116,20 |
116,40 |
3,21 |
3,19 |
116,30 |
3,20 |
WS0922 |
PL0000102646 |
117,12 |
117,43 |
3,32 |
3,28 |
117,28 |
3,30 |
IZ0823 |
PL0000105359 |
107,87 |
108,56 |
--- |
--- |
108,22 |
--- |
DS1023 |
PL0000107264 |
104,75 |
104,98 |
3,39 |
3,36 |
104,87 |
3,38 |
WZ0124 |
PL0000107454 |
97,77 |
97,93 |
--- |
--- |
97,85 |
--- |
WS0429 |
PL0000105391 |
123,08 |
123,76 |
3,69 |
3,64 |
123,42 |
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) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
0/1 |
1 |
2,380 |
2,380 |
2,380 |
15 |
DS1019 |
PL0000105441 |
0/1 |
1 |
2,250 |
2,250 |
2,250 |
30 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,380 |
2,380 |
2,380 |
200 |
PS1016 |
PL0000106795 |
0/1 |
1 |
2,380 |
2,380 |
2,380 |
90 |
OK0716 |
PL0000107926 |
0/1 |
1 |
2,380 |
2,380 |
2,380 |
30 |
WZ0119 |
PL0000107603 |
0/1 |
1 |
2,380 |
2,380 |
2,380 |
20 |
DS1019 |
PL0000105441 |
1/4 |
3 |
2,330 |
2,360 |
2,343 |
240 |
DS1020 |
PL0000106126 |
1/4 |
3 |
2,380 |
2,380 |
2,380 |
45 |
DS1021 |
PL0000106670 |
1/4 |
3 |
2,380 |
2,380 |
2,380 |
70 |
OK0716 |
PL0000107926 |
1/4 |
3 |
2,400 |
2,400 |
2,400 |
60 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
20 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
5 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
45 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
90 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
75 |
OK0716 |
PL0000107926 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
50 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
2,390 |
2,390 |
2,390 |
30 |
TOTAL |
1 115 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.