2014-07-11 |
MARKET DATA |
No 132 (2414) |
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 |
560,00 |
597,81 |
47 |
1 195,00 |
1 332,08 |
17 |
1 755,00 |
1 929,89 |
64 |
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 |
99,93 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,40 |
102,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
97,65 |
97,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,82 |
104,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
96,45 |
96,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,40 |
104,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
95,22 |
95,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,01 |
105,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,82 |
105,83 |
105,820 |
105,820 |
105,820 |
105,820 |
105,820 |
25 000 |
26,72 |
1 |
DS1017 |
PL0000104543 |
108,13 |
108,12 |
108,130 |
108,130 |
108,130 |
108,130 |
108,130 |
10 000 |
11,19 |
1 |
PS0418 |
PL0000107314 |
103,60 |
103,55 |
103,500 |
103,580 |
103,500 |
103,580 |
103,530 |
75 000 |
78,27 |
4 |
PS0718 |
PL0000107595 |
98,92 |
98,86 |
98,910 |
98,920 |
98,820 |
98,820 |
98,863 |
200 000 |
202,59 |
14 |
PS0719 |
PL0000108148 |
101,40 |
101,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,25 |
112,16 |
112,120 |
112,120 |
112,120 |
112,120 |
112,120 |
10 000 |
11,61 |
1 |
DS1020 |
PL0000106126 |
112,30 |
112,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
116,25 |
116,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
117,25 |
116,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
104,86 |
104,70 |
104,750 |
104,770 |
104,600 |
104,600 |
104,730 |
75 000 |
80,71 |
7 |
DS0725 |
PL0000108197 |
97,37 |
97,25 |
97,200 |
97,200 |
97,000 |
97,000 |
97,127 |
55 000 |
55,16 |
7 |
WS0428 |
PL0000107611 |
90,61 |
91,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,40 |
123,13 |
123,300 |
123,300 |
123,040 |
123,040 |
123,207 |
75 000 |
93,36 |
8 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,60 |
103,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
107,96 |
108,15 |
107,960 |
107,960 |
107,960 |
107,960 |
107,960 |
10 000 |
12,85 |
1 |
WZ0115 |
PL0000106480 |
100,14 |
100,15 |
100,140 |
100,140 |
100,140 |
100,140 |
100,140 |
25 000 |
25,36 |
3 |
WZ0117 |
PL0000106936 |
99,98 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,77 |
99,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,47 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,75 |
98,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,81 |
97,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
560 000 |
597,81 |
47 |
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 |
102,39 |
102,45 |
2,34 |
2,27 |
102,42 |
2,31 |
OK0715 |
PL0000107405 |
97,62 |
97,70 |
2,37 |
2,29 |
97,66 |
2,33 |
DS1015 |
PL0000103602 |
104,80 |
104,88 |
2,38 |
2,31 |
104,84 |
2,35 |
OK0116 |
PL0000107587 |
96,41 |
96,50 |
2,42 |
2,35 |
96,46 |
2,38 |
PS0416 |
PL0000106340 |
104,38 |
104,48 |
2,44 |
2,39 |
104,43 |
2,41 |
OK0716 |
PL0000107926 |
95,19 |
95,28 |
2,46 |
2,41 |
95,24 |
2,43 |
IZ0816 |
PL0000103529 |
103,47 |
104,00 |
--- |
--- |
103,74 |
--- |
PS1016 |
PL0000106795 |
104,97 |
105,07 |
2,47 |
2,43 |
105,02 |
2,45 |
WZ0117 |
PL0000106936 |
99,94 |
100,01 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
105,76 |
105,87 |
2,57 |
2,53 |
105,82 |
2,55 |
DS1017 |
PL0000104543 |
108,01 |
108,17 |
2,66 |
2,61 |
108,09 |
2,64 |
WZ0118 |
PL0000104717 |
99,75 |
99,82 |
--- |
--- |
99,79 |
--- |
PS0418 |
PL0000107314 |
103,48 |
103,62 |
2,76 |
2,72 |
103,55 |
2,74 |
PS0718 |
PL0000107595 |
98,78 |
98,94 |
2,82 |
2,78 |
98,86 |
2,80 |
WZ0119 |
PL0000107603 |
99,44 |
99,53 |
--- |
--- |
99,49 |
--- |
PS0719 |
PL0000108148 |
101,26 |
101,49 |
2,97 |
2,93 |
101,38 |
2,95 |
DS1019 |
PL0000105441 |
112,07 |
112,34 |
2,99 |
2,94 |
112,21 |
2,96 |
DS1020 |
PL0000106126 |
112,08 |
112,40 |
3,10 |
3,05 |
112,24 |
3,07 |
WZ0121 |
PL0000106068 |
98,72 |
98,85 |
--- |
--- |
98,79 |
--- |
DS1021 |
PL0000106670 |
116,08 |
116,35 |
3,23 |
3,19 |
116,22 |
3,21 |
WS0922 |
PL0000102646 |
116,98 |
117,34 |
3,34 |
3,30 |
117,16 |
3,32 |
IZ0823 |
PL0000105359 |
107,77 |
108,45 |
--- |
--- |
108,11 |
--- |
DS1023 |
PL0000107264 |
104,69 |
104,94 |
3,40 |
3,37 |
104,82 |
3,38 |
WZ0124 |
PL0000107454 |
97,75 |
97,92 |
--- |
--- |
97,84 |
--- |
WS0429 |
PL0000105391 |
123,06 |
123,68 |
3,69 |
3,64 |
123,37 |
3,67 |
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 |
102,37 |
102,43 |
2,37 |
2,29 |
102,40 |
2,33 |
OK0715 |
PL0000107405 |
97,61 |
97,70 |
2,38 |
2,29 |
97,66 |
2,33 |
DS1015 |
PL0000103602 |
104,80 |
104,87 |
2,38 |
2,32 |
104,84 |
2,35 |
OK0116 |
PL0000107587 |
96,42 |
96,50 |
2,41 |
2,35 |
96,46 |
2,38 |
PS0416 |
PL0000106340 |
104,39 |
104,49 |
2,44 |
2,38 |
104,44 |
2,41 |
OK0716 |
PL0000107926 |
95,19 |
95,27 |
2,46 |
2,42 |
95,23 |
2,44 |
IZ0816 |
PL0000103529 |
103,45 |
104,01 |
--- |
--- |
103,73 |
--- |
PS1016 |
PL0000106795 |
104,96 |
105,06 |
2,48 |
2,43 |
105,01 |
2,45 |
WZ0117 |
PL0000106936 |
99,96 |
100,01 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
105,76 |
105,86 |
2,57 |
2,53 |
105,81 |
2,55 |
DS1017 |
PL0000104543 |
108,02 |
108,15 |
2,66 |
2,62 |
108,09 |
2,64 |
WZ0118 |
PL0000104717 |
99,75 |
99,81 |
--- |
--- |
99,78 |
--- |
PS0418 |
PL0000107314 |
103,45 |
103,63 |
2,77 |
2,72 |
103,54 |
2,75 |
PS0718 |
PL0000107595 |
98,80 |
98,91 |
2,82 |
2,79 |
98,86 |
2,80 |
WZ0119 |
PL0000107603 |
99,44 |
99,52 |
--- |
--- |
99,48 |
--- |
PS0719 |
PL0000108148 |
101,29 |
101,46 |
2,97 |
2,93 |
101,38 |
2,95 |
DS1019 |
PL0000105441 |
112,07 |
112,31 |
2,99 |
2,94 |
112,19 |
2,97 |
DS1020 |
PL0000106126 |
112,03 |
112,33 |
3,11 |
3,06 |
112,18 |
3,08 |
WZ0121 |
PL0000106068 |
98,72 |
98,84 |
--- |
--- |
98,78 |
--- |
DS1021 |
PL0000106670 |
115,90 |
116,13 |
3,26 |
3,22 |
116,02 |
3,24 |
WS0922 |
PL0000102646 |
116,88 |
117,23 |
3,35 |
3,31 |
117,06 |
3,33 |
IZ0823 |
PL0000105359 |
107,84 |
108,44 |
--- |
--- |
108,14 |
--- |
DS1023 |
PL0000107264 |
104,54 |
104,76 |
3,42 |
3,39 |
104,65 |
3,40 |
WZ0124 |
PL0000107454 |
97,76 |
97,91 |
--- |
--- |
97,84 |
--- |
WS0429 |
PL0000105391 |
122,80 |
123,32 |
3,71 |
3,67 |
123,06 |
3,69 |
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 |
3/4 |
1 |
2,390 |
2,390 |
2,390 |
35 |
DS1019 |
PL0000105441 |
3/4 |
1 |
2,350 |
2,350 |
2,350 |
100 |
DS1020 |
PL0000106126 |
3/4 |
1 |
2,380 |
2,380 |
2,380 |
45 |
DS1021 |
PL0000106670 |
3/4 |
1 |
2,380 |
2,380 |
2,380 |
75 |
OK0716 |
PL0000107926 |
3/4 |
1 |
2,400 |
2,400 |
2,400 |
60 |
DS1017 |
PL0000104543 |
0/3 |
3 |
2,380 |
2,380 |
2,380 |
35 |
DS1019 |
PL0000105441 |
0/3 |
3 |
2,380 |
2,380 |
2,380 |
20 |
DS1020 |
PL0000106126 |
0/3 |
3 |
2,380 |
2,380 |
2,380 |
305 |
DS1021 |
PL0000106670 |
0/3 |
3 |
2,380 |
2,380 |
2,380 |
20 |
DS1023 |
PL0000107264 |
0/3 |
3 |
2,380 |
2,380 |
2,380 |
65 |
PS1016 |
PL0000106795 |
3/10 |
7 |
2,350 |
2,350 |
2,350 |
250 |
DS1023 |
PL0000107264 |
3/10 |
7 |
2,380 |
2,380 |
2,380 |
125 |
OK0116 |
PL0000107587 |
3/10 |
7 |
2,380 |
2,380 |
2,380 |
35 |
OK0716 |
PL0000107926 |
3/10 |
7 |
2,380 |
2,380 |
2,380 |
25 |
TOTAL |
1 195 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.