2014-07-14 |
MARKET DATA |
No 133 (2415) |
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 |
130,00 |
144,67 |
9 |
460,00 |
503,90 |
10 |
590,00 |
648,57 |
19 |
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 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,39 |
102,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
97,64 |
97,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,81 |
104,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
96,45 |
96,49 |
96,460 |
96,460 |
96,460 |
96,460 |
96,460 |
40 000 |
38,58 |
1 |
PS0416 |
PL0000106340 |
104,41 |
104,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
95,25 |
95,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,02 |
105,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,81 |
105,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,10 |
108,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,54 |
103,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
98,86 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,36 |
101,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,22 |
112,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,25 |
112,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
116,18 |
116,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
117,20 |
117,10 |
117,250 |
117,300 |
117,250 |
117,300 |
117,263 |
60 000 |
73,16 |
5 |
DS1023 |
PL0000107264 |
104,83 |
104,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,30 |
97,21 |
97,300 |
97,300 |
97,180 |
97,180 |
97,240 |
20 000 |
20,08 |
2 |
WS0428 |
PL0000107611 |
90,60 |
91,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,11 |
123,25 |
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 |
103,55 |
103,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,09 |
107,96 |
107,960 |
107,960 |
107,960 |
107,960 |
107,960 |
10 000 |
12,85 |
1 |
WZ0115 |
PL0000106480 |
100,13 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,97 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,77 |
99,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,46 |
99,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,76 |
98,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,84 |
97,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
130 000 |
144,67 |
9 |
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 |
102,37 |
102,43 |
2,36 |
2,28 |
102,40 |
2,32 |
OK0715 |
PL0000107405 |
97,62 |
97,70 |
2,38 |
2,30 |
97,66 |
2,34 |
DS1015 |
PL0000103602 |
104,79 |
104,87 |
2,38 |
2,31 |
104,83 |
2,35 |
OK0116 |
PL0000107587 |
96,43 |
96,51 |
2,41 |
2,35 |
96,47 |
2,38 |
PS0416 |
PL0000106340 |
104,38 |
104,50 |
2,44 |
2,37 |
104,44 |
2,41 |
OK0716 |
PL0000107926 |
95,20 |
95,30 |
2,46 |
2,40 |
95,25 |
2,43 |
IZ0816 |
PL0000103529 |
103,45 |
104,01 |
--- |
--- |
103,73 |
--- |
PS1016 |
PL0000106795 |
104,96 |
105,07 |
2,47 |
2,43 |
105,02 |
2,45 |
WZ0117 |
PL0000106936 |
99,94 |
100,02 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
105,77 |
105,86 |
2,56 |
2,53 |
105,82 |
2,54 |
DS1017 |
PL0000104543 |
107,96 |
108,15 |
2,67 |
2,62 |
108,06 |
2,64 |
WZ0118 |
PL0000104717 |
99,74 |
99,85 |
--- |
--- |
99,80 |
--- |
PS0418 |
PL0000107314 |
103,41 |
103,62 |
2,78 |
2,72 |
103,52 |
2,75 |
PS0718 |
PL0000107595 |
98,72 |
98,95 |
2,84 |
2,78 |
98,84 |
2,81 |
WZ0119 |
PL0000107603 |
99,40 |
99,55 |
--- |
--- |
99,48 |
--- |
PS0719 |
PL0000108148 |
101,20 |
101,46 |
2,99 |
2,93 |
101,33 |
2,96 |
DS1019 |
PL0000105441 |
112,05 |
112,31 |
2,99 |
2,94 |
112,18 |
2,97 |
DS1020 |
PL0000106126 |
112,02 |
112,35 |
3,11 |
3,05 |
112,19 |
3,08 |
WZ0121 |
PL0000106068 |
98,72 |
98,87 |
--- |
--- |
98,80 |
--- |
DS1021 |
PL0000106670 |
115,94 |
116,28 |
3,25 |
3,20 |
116,11 |
3,23 |
WS0922 |
PL0000102646 |
116,95 |
117,24 |
3,34 |
3,31 |
117,10 |
3,33 |
IZ0823 |
PL0000105359 |
107,86 |
108,46 |
--- |
--- |
108,16 |
--- |
DS1023 |
PL0000107264 |
104,61 |
104,90 |
3,41 |
3,37 |
104,76 |
3,39 |
WZ0124 |
PL0000107454 |
97,73 |
97,92 |
--- |
--- |
97,83 |
--- |
DS0725 |
PL0000108197 |
97,00 |
97,40 |
3,58 |
3,54 |
97,20 |
3,56 |
WS0429 |
PL0000105391 |
122,79 |
123,41 |
3,71 |
3,67 |
123,10 |
3,69 |
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 |
102,42 |
2,36 |
2,29 |
102,40 |
2,32 |
OK0715 |
PL0000107405 |
97,63 |
97,71 |
2,37 |
2,29 |
97,67 |
2,33 |
DS1015 |
PL0000103602 |
104,79 |
104,87 |
2,38 |
2,31 |
104,83 |
2,35 |
OK0116 |
PL0000107587 |
96,43 |
96,50 |
2,41 |
2,36 |
96,47 |
2,38 |
PS0416 |
PL0000106340 |
104,38 |
104,49 |
2,44 |
2,38 |
104,44 |
2,41 |
OK0716 |
PL0000107926 |
95,23 |
95,30 |
2,44 |
2,40 |
95,27 |
2,42 |
IZ0816 |
PL0000103529 |
103,47 |
104,00 |
--- |
--- |
103,74 |
--- |
PS1016 |
PL0000106795 |
104,97 |
105,07 |
2,47 |
2,43 |
105,02 |
2,45 |
WZ0117 |
PL0000106936 |
99,95 |
100,02 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
105,79 |
105,86 |
2,56 |
2,53 |
105,83 |
2,54 |
DS1017 |
PL0000104543 |
108,02 |
108,16 |
2,66 |
2,61 |
108,09 |
2,63 |
WZ0118 |
PL0000104717 |
99,75 |
99,83 |
--- |
--- |
99,79 |
--- |
PS0418 |
PL0000107314 |
103,42 |
103,55 |
2,78 |
2,74 |
103,49 |
2,76 |
PS0718 |
PL0000107595 |
98,82 |
98,96 |
2,81 |
2,77 |
98,89 |
2,79 |
WZ0119 |
PL0000107603 |
99,43 |
99,53 |
--- |
--- |
99,48 |
--- |
PS0719 |
PL0000108148 |
101,27 |
101,50 |
2,97 |
2,92 |
101,39 |
2,95 |
DS1019 |
PL0000105441 |
112,09 |
112,34 |
2,98 |
2,94 |
112,22 |
2,96 |
DS1020 |
PL0000106126 |
112,07 |
112,38 |
3,10 |
3,05 |
112,23 |
3,07 |
WZ0121 |
PL0000106068 |
98,73 |
98,84 |
--- |
--- |
98,79 |
--- |
DS1021 |
PL0000106670 |
116,03 |
116,26 |
3,24 |
3,20 |
116,15 |
3,22 |
WS0922 |
PL0000102646 |
117,02 |
117,30 |
3,34 |
3,30 |
117,16 |
3,32 |
IZ0823 |
PL0000105359 |
107,68 |
108,18 |
--- |
--- |
107,93 |
--- |
DS1023 |
PL0000107264 |
104,65 |
104,86 |
3,40 |
3,38 |
104,76 |
3,39 |
WZ0124 |
PL0000107454 |
97,77 |
97,92 |
--- |
--- |
97,85 |
--- |
DS0725 |
PL0000108197 |
97,14 |
97,40 |
3,57 |
3,54 |
97,27 |
3,55 |
WS0429 |
PL0000105391 |
122,78 |
123,41 |
3,71 |
3,67 |
123,10 |
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) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,100 |
2,100 |
2,100 |
20 |
OK0715 |
PL0000107405 |
0/1 |
1 |
2,380 |
2,380 |
2,380 |
20 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,360 |
2,360 |
2,360 |
35 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,360 |
2,360 |
2,360 |
10 |
OK0716 |
PL0000107926 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
80 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,280 |
2,280 |
2,280 |
180 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,050 |
2,050 |
2,050 |
90 |
OK0715 |
PL0000107405 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
20 |
WZ0117 |
PL0000106936 |
1/8 |
7 |
2,100 |
2,100 |
2,100 |
5 |
TOTAL |
460 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.