2014-07-16 |
MARKET DATA |
No 135 (2417) |
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 |
1 652,50 |
1 730,59 |
82 |
955,00 |
1 021,34 |
14 |
2 607,50 |
2 751,93 |
96 |
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 |
99,95 |
99,96 |
99,950 |
99,950 |
99,950 |
99,950 |
99,950 |
20 000 |
19,99 |
1 |
PS0415 |
PL0000105953 |
102,33 |
102,34 |
102,330 |
102,330 |
102,330 |
102,330 |
102,330 |
212 500 |
220,14 |
3 |
OK0715 |
PL0000107405 |
97,63 |
97,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,74 |
104,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
96,40 |
96,41 |
96,380 |
96,380 |
96,370 |
96,370 |
96,375 |
150 000 |
144,56 |
2 |
PS0416 |
PL0000106340 |
104,31 |
104,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
95,16 |
95,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,90 |
104,90 |
104,900 |
104,910 |
104,900 |
104,910 |
104,906 |
140 000 |
151,72 |
5 |
PS0417 |
PL0000107058 |
105,71 |
105,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,96 |
107,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,44 |
103,40 |
103,350 |
103,440 |
103,350 |
103,440 |
103,380 |
15 000 |
15,64 |
2 |
PS0718 |
PL0000107595 |
98,80 |
98,75 |
98,750 |
98,870 |
98,750 |
98,830 |
98,791 |
360 000 |
364,47 |
16 |
PS0719 |
PL0000108148 |
101,32 |
101,25 |
101,250 |
101,440 |
101,200 |
101,440 |
101,331 |
110 000 |
114,97 |
8 |
DS1019 |
PL0000105441 |
112,09 |
112,03 |
112,030 |
112,070 |
112,030 |
112,070 |
112,056 |
50 000 |
58,03 |
5 |
DS1020 |
PL0000106126 |
112,00 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
116,10 |
115,90 |
116,000 |
116,150 |
116,000 |
116,150 |
116,078 |
65 000 |
78,17 |
5 |
WS0922 |
PL0000102646 |
117,05 |
116,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
104,70 |
104,40 |
104,500 |
104,680 |
104,480 |
104,680 |
104,557 |
300 000 |
322,42 |
23 |
DS0725 |
PL0000108197 |
97,15 |
96,88 |
96,850 |
97,200 |
96,850 |
97,200 |
97,025 |
50 000 |
50,11 |
2 |
WS0428 |
PL0000107611 |
89,76 |
90,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,80 |
122,45 |
122,440 |
122,870 |
122,200 |
122,870 |
122,450 |
40 000 |
49,51 |
4 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,50 |
103,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
107,60 |
107,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,14 |
100,15 |
100,140 |
100,140 |
100,140 |
100,140 |
100,140 |
22 500 |
22,83 |
2 |
WZ0117 |
PL0000106936 |
99,98 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,76 |
99,78 |
99,760 |
99,760 |
99,760 |
99,760 |
99,760 |
50 000 |
50,53 |
2 |
WZ0119 |
PL0000107603 |
99,46 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,70 |
98,75 |
98,700 |
98,700 |
98,700 |
98,700 |
98,700 |
67 500 |
67,50 |
2 |
WZ0124 |
PL0000107454 |
97,78 |
97,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 652 500 |
1 730,59 |
82 |
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 |
102,32 |
102,37 |
2,40 |
2,34 |
102,35 |
2,36 |
OK0715 |
PL0000107405 |
97,61 |
97,69 |
2,40 |
2,32 |
97,65 |
2,36 |
DS1015 |
PL0000103602 |
104,72 |
104,81 |
2,42 |
2,35 |
104,77 |
2,38 |
OK0116 |
PL0000107587 |
96,36 |
96,42 |
2,46 |
2,42 |
96,39 |
2,44 |
PS0416 |
PL0000106340 |
104,28 |
104,39 |
2,49 |
2,43 |
104,34 |
2,45 |
OK0716 |
PL0000107926 |
95,13 |
95,24 |
2,50 |
2,44 |
95,19 |
2,47 |
IZ0816 |
PL0000103529 |
103,43 |
103,91 |
--- |
--- |
103,67 |
--- |
PS1016 |
PL0000106795 |
104,83 |
104,92 |
2,53 |
2,49 |
104,88 |
2,50 |
WZ0117 |
PL0000106936 |
99,95 |
100,02 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
105,65 |
105,75 |
2,60 |
2,57 |
105,70 |
2,58 |
DS1017 |
PL0000104543 |
107,86 |
108,01 |
2,70 |
2,65 |
107,94 |
2,68 |
WZ0118 |
PL0000104717 |
99,74 |
99,82 |
--- |
--- |
99,78 |
--- |
PS0418 |
PL0000107314 |
103,29 |
103,51 |
2,81 |
2,75 |
103,40 |
2,78 |
PS0718 |
PL0000107595 |
98,67 |
98,87 |
2,85 |
2,80 |
98,77 |
2,83 |
WZ0119 |
PL0000107603 |
99,42 |
99,50 |
--- |
--- |
99,46 |
--- |
PS0719 |
PL0000108148 |
101,21 |
101,34 |
2,98 |
2,96 |
101,28 |
2,97 |
DS1019 |
PL0000105441 |
112,02 |
112,19 |
3,00 |
2,96 |
112,11 |
2,98 |
DS1020 |
PL0000106126 |
111,87 |
112,19 |
3,13 |
3,08 |
112,03 |
3,10 |
WZ0121 |
PL0000106068 |
98,67 |
98,81 |
--- |
--- |
98,74 |
--- |
DS1021 |
PL0000106670 |
115,71 |
116,14 |
3,28 |
3,22 |
115,93 |
3,25 |
WS0922 |
PL0000102646 |
116,77 |
117,13 |
3,37 |
3,32 |
116,95 |
3,34 |
IZ0823 |
PL0000105359 |
107,45 |
108,06 |
--- |
--- |
107,76 |
--- |
DS1023 |
PL0000107264 |
104,40 |
104,61 |
3,43 |
3,41 |
104,51 |
3,42 |
WZ0124 |
PL0000107454 |
97,73 |
97,92 |
--- |
--- |
97,83 |
--- |
DS0725 |
PL0000108197 |
96,77 |
97,12 |
3,61 |
3,57 |
96,95 |
3,59 |
WS0429 |
PL0000105391 |
122,31 |
122,86 |
3,75 |
3,71 |
122,59 |
3,73 |
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 |
102,30 |
102,35 |
2,43 |
2,36 |
102,33 |
2,39 |
OK0715 |
PL0000107405 |
97,61 |
97,69 |
2,40 |
2,32 |
97,65 |
2,36 |
DS1015 |
PL0000103602 |
104,69 |
104,78 |
2,44 |
2,37 |
104,74 |
2,40 |
OK0116 |
PL0000107587 |
96,35 |
96,43 |
2,47 |
2,42 |
96,39 |
2,44 |
PS0416 |
PL0000106340 |
104,28 |
104,40 |
2,49 |
2,42 |
104,34 |
2,45 |
OK0716 |
PL0000107926 |
95,14 |
95,25 |
2,49 |
2,44 |
95,20 |
2,46 |
IZ0816 |
PL0000103529 |
103,39 |
103,88 |
--- |
--- |
103,64 |
--- |
PS1016 |
PL0000106795 |
104,86 |
104,98 |
2,51 |
2,46 |
104,92 |
2,49 |
WZ0117 |
PL0000106936 |
99,95 |
100,01 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
105,66 |
105,79 |
2,60 |
2,55 |
105,73 |
2,57 |
DS1017 |
PL0000104543 |
107,91 |
108,06 |
2,69 |
2,64 |
107,99 |
2,66 |
WZ0118 |
PL0000104717 |
99,73 |
99,81 |
--- |
--- |
99,77 |
--- |
PS0418 |
PL0000107314 |
103,41 |
103,57 |
2,78 |
2,74 |
103,49 |
2,76 |
PS0718 |
PL0000107595 |
98,77 |
98,93 |
2,83 |
2,78 |
98,85 |
2,80 |
WZ0119 |
PL0000107603 |
99,42 |
99,50 |
--- |
--- |
99,46 |
--- |
PS0719 |
PL0000108148 |
101,29 |
101,49 |
2,97 |
2,92 |
101,39 |
2,95 |
DS1019 |
PL0000105441 |
112,06 |
112,29 |
2,99 |
2,94 |
112,18 |
2,97 |
DS1020 |
PL0000106126 |
111,96 |
112,37 |
3,12 |
3,05 |
112,17 |
3,08 |
WZ0121 |
PL0000106068 |
98,65 |
98,79 |
--- |
--- |
98,72 |
--- |
DS1021 |
PL0000106670 |
116,03 |
116,32 |
3,24 |
3,19 |
116,18 |
3,21 |
WS0922 |
PL0000102646 |
117,00 |
117,38 |
3,34 |
3,29 |
117,19 |
3,31 |
IZ0823 |
PL0000105359 |
107,44 |
108,06 |
--- |
--- |
107,75 |
--- |
DS1023 |
PL0000107264 |
104,60 |
104,82 |
3,41 |
3,38 |
104,71 |
3,40 |
WZ0124 |
PL0000107454 |
97,73 |
97,89 |
--- |
--- |
97,81 |
--- |
DS0725 |
PL0000108197 |
97,04 |
97,37 |
3,58 |
3,54 |
97,21 |
3,56 |
WS0429 |
PL0000105391 |
122,52 |
123,01 |
3,73 |
3,70 |
122,77 |
3,71 |
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 |
1/2 |
1 |
2,350 |
2,350 |
2,350 |
30 |
PS0417 |
PL0000107058 |
1/2 |
1 |
2,420 |
2,420 |
2,420 |
250 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
10 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
40 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
75 |
DS1015 |
PL0000103602 |
1/8 |
7 |
2,400 |
2,420 |
2,412 |
105 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
125 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,310 |
2,310 |
2,310 |
100 |
PS0416 |
PL0000106340 |
1/8 |
7 |
2,410 |
2,410 |
2,410 |
80 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,300 |
2,300 |
2,300 |
35 |
OK0116 |
PL0000107587 |
1/8 |
7 |
2,420 |
2,420 |
2,420 |
40 |
OK0716 |
PL0000107926 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
65 |
TOTAL |
955 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.