2014-07-15 |
MARKET DATA |
No 134 (2416) |
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 |
2 195,00 |
2 274,34 |
84 |
305,00 |
337,09 |
7 |
2 500,00 |
2 611,43 |
91 |
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 |
99,94 |
99,95 |
99,940 |
99,940 |
99,940 |
99,940 |
99,940 |
10 000 |
9,99 |
1 |
PS0415 |
PL0000105953 |
102,38 |
102,36 |
102,380 |
102,380 |
102,360 |
102,360 |
102,362 |
400 000 |
414,45 |
7 |
OK0715 |
PL0000107405 |
97,65 |
97,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,80 |
104,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
96,46 |
96,40 |
96,460 |
96,460 |
96,360 |
96,360 |
96,417 |
335 000 |
323,00 |
7 |
PS0416 |
PL0000106340 |
104,40 |
104,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
95,25 |
95,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,01 |
104,92 |
104,970 |
104,970 |
104,970 |
104,970 |
104,970 |
30 000 |
32,53 |
1 |
PS0417 |
PL0000107058 |
105,83 |
105,65 |
105,830 |
105,830 |
105,630 |
105,630 |
105,717 |
380 000 |
405,83 |
8 |
DS1017 |
PL0000104543 |
108,10 |
107,89 |
108,160 |
108,160 |
108,160 |
108,160 |
108,160 |
15 000 |
16,80 |
1 |
PS0418 |
PL0000107314 |
103,55 |
100,39 |
103,320 |
103,320 |
103,250 |
103,250 |
103,304 |
105 000 |
109,36 |
7 |
PS0718 |
PL0000107595 |
98,91 |
98,65 |
98,800 |
98,800 |
98,600 |
98,600 |
98,737 |
135 000 |
136,60 |
6 |
PS0719 |
PL0000108148 |
101,50 |
101,17 |
101,500 |
101,500 |
101,250 |
101,250 |
101,403 |
215 000 |
224,85 |
17 |
DS1019 |
PL0000105441 |
112,20 |
111,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,20 |
111,88 |
112,300 |
112,300 |
112,300 |
112,300 |
112,300 |
25 000 |
29,03 |
1 |
DS1021 |
PL0000106670 |
116,15 |
115,72 |
115,700 |
115,700 |
115,690 |
115,690 |
115,693 |
65 000 |
77,91 |
5 |
WS0922 |
PL0000102646 |
117,25 |
116,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
104,80 |
104,39 |
104,900 |
104,900 |
104,190 |
104,190 |
104,536 |
70 000 |
75,21 |
6 |
DS0725 |
PL0000108197 |
97,27 |
96,57 |
97,350 |
97,350 |
96,600 |
96,600 |
96,980 |
110 000 |
110,17 |
7 |
WS0428 |
PL0000107611 |
90,55 |
90,44 |
90,050 |
90,050 |
90,050 |
90,050 |
90,050 |
5 000 |
4,53 |
1 |
WS0429 |
PL0000105391 |
123,03 |
122,42 |
122,690 |
122,690 |
122,690 |
122,690 |
122,690 |
10 000 |
12,40 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,55 |
103,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
107,80 |
107,90 |
107,780 |
107,780 |
107,780 |
107,780 |
107,780 |
10 000 |
12,83 |
1 |
WZ0115 |
PL0000106480 |
100,13 |
100,15 |
100,130 |
100,130 |
100,130 |
100,130 |
100,130 |
235 000 |
238,36 |
5 |
WZ0117 |
PL0000106936 |
99,97 |
100,00 |
99,970 |
99,970 |
99,970 |
99,970 |
99,970 |
30 000 |
30,38 |
1 |
WZ0118 |
PL0000104717 |
99,78 |
99,80 |
99,780 |
99,780 |
99,780 |
99,780 |
99,780 |
10 000 |
10,11 |
1 |
WZ0119 |
PL0000107603 |
99,47 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,75 |
98,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,80 |
97,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
2 195 000 |
2 274,34 |
84 |
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 |
102,42 |
2,35 |
2,28 |
102,40 |
2,31 |
OK0715 |
PL0000107405 |
97,64 |
97,72 |
2,36 |
2,28 |
97,68 |
2,32 |
DS1015 |
PL0000103602 |
104,79 |
104,86 |
2,37 |
2,31 |
104,83 |
2,34 |
OK0116 |
PL0000107587 |
96,44 |
96,49 |
2,40 |
2,37 |
96,47 |
2,38 |
PS0416 |
PL0000106340 |
104,39 |
104,48 |
2,43 |
2,38 |
104,44 |
2,40 |
OK0716 |
PL0000107926 |
95,23 |
95,30 |
2,44 |
2,41 |
95,27 |
2,42 |
IZ0816 |
PL0000103529 |
103,45 |
103,96 |
--- |
--- |
103,71 |
--- |
PS1016 |
PL0000106795 |
104,99 |
105,07 |
2,46 |
2,42 |
105,03 |
2,44 |
WZ0117 |
PL0000106936 |
99,95 |
100,02 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
105,78 |
105,85 |
2,56 |
2,53 |
105,82 |
2,54 |
DS1017 |
PL0000104543 |
108,05 |
108,18 |
2,64 |
2,60 |
108,12 |
2,62 |
WZ0118 |
PL0000104717 |
99,74 |
99,84 |
--- |
--- |
99,79 |
--- |
PS0418 |
PL0000107314 |
103,47 |
103,62 |
2,76 |
2,72 |
103,55 |
2,74 |
PS0718 |
PL0000107595 |
98,82 |
98,97 |
2,81 |
2,77 |
98,90 |
2,79 |
WZ0119 |
PL0000107603 |
99,44 |
99,54 |
--- |
--- |
99,49 |
--- |
PS0719 |
PL0000108148 |
101,30 |
101,50 |
2,97 |
2,92 |
101,40 |
2,94 |
DS1019 |
PL0000105441 |
112,12 |
112,33 |
2,98 |
2,94 |
112,23 |
2,96 |
DS1020 |
PL0000106126 |
112,10 |
112,34 |
3,09 |
3,05 |
112,22 |
3,07 |
WZ0121 |
PL0000106068 |
98,72 |
98,84 |
--- |
--- |
98,78 |
--- |
DS1021 |
PL0000106670 |
116,03 |
116,29 |
3,24 |
3,20 |
116,16 |
3,22 |
WS0922 |
PL0000102646 |
117,11 |
117,34 |
3,32 |
3,29 |
117,23 |
3,31 |
IZ0823 |
PL0000105359 |
107,71 |
108,36 |
--- |
--- |
108,04 |
--- |
DS1023 |
PL0000107264 |
104,66 |
104,90 |
3,40 |
3,37 |
104,78 |
3,39 |
WZ0124 |
PL0000107454 |
97,77 |
97,92 |
--- |
--- |
97,85 |
--- |
DS0725 |
PL0000108197 |
97,15 |
97,41 |
3,56 |
3,54 |
97,28 |
3,55 |
WS0429 |
PL0000105391 |
122,87 |
123,34 |
3,71 |
3,67 |
123,11 |
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 |
102,33 |
102,37 |
2,40 |
2,35 |
102,35 |
2,37 |
OK0715 |
PL0000107405 |
97,60 |
97,69 |
2,41 |
2,31 |
97,65 |
2,35 |
DS1015 |
PL0000103602 |
104,73 |
104,82 |
2,41 |
2,35 |
104,78 |
2,38 |
OK0116 |
PL0000107587 |
96,34 |
96,42 |
2,47 |
2,42 |
96,38 |
2,45 |
PS0416 |
PL0000106340 |
104,26 |
104,39 |
2,50 |
2,43 |
104,33 |
2,46 |
OK0716 |
PL0000107926 |
95,12 |
95,22 |
2,50 |
2,45 |
95,17 |
2,48 |
IZ0816 |
PL0000103529 |
103,42 |
103,95 |
--- |
--- |
103,69 |
--- |
PS1016 |
PL0000106795 |
104,84 |
104,95 |
2,52 |
2,48 |
104,90 |
2,50 |
WZ0117 |
PL0000106936 |
99,94 |
100,02 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
105,62 |
105,73 |
2,62 |
2,58 |
105,68 |
2,59 |
DS1017 |
PL0000104543 |
107,82 |
107,97 |
2,71 |
2,67 |
107,90 |
2,69 |
WZ0118 |
PL0000104717 |
99,73 |
99,84 |
--- |
--- |
99,79 |
--- |
PS0418 |
PL0000107314 |
103,23 |
103,37 |
2,83 |
2,79 |
103,30 |
2,81 |
PS0718 |
PL0000107595 |
98,58 |
98,78 |
2,88 |
2,82 |
98,68 |
2,85 |
WZ0119 |
PL0000107603 |
99,42 |
99,53 |
--- |
--- |
99,48 |
--- |
PS0719 |
PL0000108148 |
101,10 |
101,29 |
3,01 |
2,97 |
101,20 |
2,99 |
DS1019 |
PL0000105441 |
111,87 |
112,06 |
3,03 |
2,99 |
111,97 |
3,01 |
DS1020 |
PL0000106126 |
111,69 |
112,10 |
3,16 |
3,09 |
111,90 |
3,13 |
WZ0121 |
PL0000106068 |
98,67 |
98,82 |
--- |
--- |
98,75 |
--- |
DS1021 |
PL0000106670 |
115,62 |
115,98 |
3,29 |
3,24 |
115,80 |
3,27 |
WS0922 |
PL0000102646 |
116,60 |
116,94 |
3,39 |
3,35 |
116,77 |
3,37 |
IZ0823 |
PL0000105359 |
107,44 |
108,03 |
--- |
--- |
107,74 |
--- |
DS1023 |
PL0000107264 |
104,21 |
104,46 |
3,46 |
3,43 |
104,34 |
3,44 |
WZ0124 |
PL0000107454 |
97,74 |
97,91 |
--- |
--- |
97,83 |
--- |
DS0725 |
PL0000108197 |
96,64 |
96,92 |
3,62 |
3,59 |
96,78 |
3,61 |
WS0429 |
PL0000105391 |
122,06 |
122,64 |
3,77 |
3,72 |
122,35 |
3,75 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,350 |
2,350 |
2,350 |
45 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,360 |
2,360 |
2,360 |
30 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
25 |
OK0716 |
PL0000107926 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
60 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
80 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
45 |
OK0716 |
PL0000107926 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
20 |
TOTAL |
305 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.