2014-07-17 |
MARKET DATA |
No 136 (2418) |
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 |
2 107,50 |
2 204,49 |
97 |
800,00 |
852,08 |
15 |
2 907,50 |
3 056,56 |
112 |
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 |
99,97 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,30 |
102,31 |
102,300 |
102,300 |
102,300 |
102,300 |
102,300 |
50 000 |
51,81 |
1 |
OK0715 |
PL0000107405 |
97,65 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,69 |
104,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
96,42 |
96,41 |
96,420 |
96,420 |
96,420 |
96,420 |
96,420 |
317 500 |
306,13 |
8 |
PS0416 |
PL0000106340 |
104,33 |
104,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
95,21 |
95,20 |
95,210 |
95,210 |
95,210 |
95,210 |
95,210 |
10 000 |
9,52 |
1 |
PS1016 |
PL0000106795 |
104,92 |
104,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,81 |
105,70 |
105,640 |
105,810 |
105,640 |
105,770 |
105,744 |
117 500 |
125,58 |
6 |
DS1017 |
PL0000104543 |
108,08 |
107,99 |
108,050 |
108,110 |
108,050 |
108,110 |
108,080 |
165 000 |
184,72 |
9 |
PS0418 |
PL0000107314 |
103,59 |
100,35 |
103,450 |
103,450 |
103,440 |
103,440 |
103,447 |
15 000 |
15,65 |
2 |
PS0718 |
PL0000107595 |
98,96 |
98,78 |
98,920 |
98,930 |
98,800 |
98,930 |
98,884 |
240 000 |
243,26 |
12 |
PS0719 |
PL0000108148 |
101,50 |
101,32 |
101,360 |
101,440 |
101,350 |
101,440 |
101,391 |
75 000 |
78,45 |
6 |
DS1019 |
PL0000105441 |
112,27 |
112,13 |
112,250 |
112,270 |
112,250 |
112,270 |
112,264 |
35 000 |
40,71 |
3 |
DS1020 |
PL0000106126 |
112,25 |
112,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
116,38 |
116,00 |
116,520 |
116,520 |
116,520 |
116,520 |
116,520 |
20 000 |
24,15 |
2 |
WS0922 |
PL0000102646 |
117,38 |
116,81 |
117,030 |
117,500 |
117,000 |
117,500 |
117,068 |
190 000 |
231,44 |
11 |
DS1023 |
PL0000107264 |
105,15 |
104,28 |
104,890 |
105,150 |
104,750 |
105,120 |
104,989 |
110 000 |
118,73 |
9 |
DS0725 |
PL0000108197 |
97,41 |
97,00 |
97,300 |
97,480 |
97,000 |
97,480 |
97,206 |
155 000 |
155,65 |
13 |
WS0428 |
PL0000107611 |
89,98 |
90,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,18 |
123,00 |
123,430 |
123,430 |
123,430 |
123,430 |
123,430 |
10 000 |
12,48 |
1 |
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 |
107,68 |
108,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,15 |
100,14 |
100,150 |
100,170 |
100,150 |
100,170 |
100,156 |
517 500 |
525,19 |
9 |
WZ0117 |
PL0000106936 |
100,01 |
100,00 |
100,030 |
100,030 |
100,030 |
100,030 |
100,030 |
47 500 |
48,15 |
2 |
WZ0118 |
PL0000104717 |
99,80 |
99,80 |
99,800 |
99,800 |
99,800 |
99,800 |
99,800 |
32 500 |
32,87 |
2 |
WZ0119 |
PL0000107603 |
99,48 |
99,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,70 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,85 |
97,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
2 107 500 |
2 204,49 |
97 |
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 |
102,28 |
102,33 |
2,42 |
2,36 |
102,31 |
2,38 |
OK0715 |
PL0000107405 |
97,63 |
97,72 |
2,40 |
2,31 |
97,68 |
2,35 |
DS1015 |
PL0000103602 |
104,67 |
104,75 |
2,43 |
2,37 |
104,71 |
2,40 |
OK0116 |
PL0000107587 |
96,38 |
96,47 |
2,46 |
2,40 |
96,43 |
2,43 |
PS0416 |
PL0000106340 |
104,29 |
104,40 |
2,47 |
2,41 |
104,35 |
2,44 |
OK0716 |
PL0000107926 |
95,17 |
95,28 |
2,49 |
2,43 |
95,23 |
2,46 |
IZ0816 |
PL0000103529 |
103,42 |
103,95 |
--- |
--- |
103,69 |
--- |
PS1016 |
PL0000106795 |
104,86 |
104,98 |
2,51 |
2,45 |
104,92 |
2,48 |
WZ0117 |
PL0000106936 |
99,94 |
100,02 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
105,66 |
105,80 |
2,59 |
2,54 |
105,73 |
2,57 |
DS1017 |
PL0000104543 |
107,92 |
108,06 |
2,68 |
2,63 |
107,99 |
2,65 |
WZ0118 |
PL0000104717 |
99,73 |
99,82 |
--- |
--- |
99,78 |
--- |
PS0418 |
PL0000107314 |
103,42 |
103,58 |
2,78 |
2,73 |
103,50 |
2,75 |
PS0718 |
PL0000107595 |
98,76 |
98,93 |
2,83 |
2,78 |
98,85 |
2,80 |
WZ0119 |
PL0000107603 |
99,42 |
99,50 |
--- |
--- |
99,46 |
--- |
PS0719 |
PL0000108148 |
101,30 |
101,48 |
2,97 |
2,93 |
101,39 |
2,95 |
DS1019 |
PL0000105441 |
112,10 |
112,38 |
2,98 |
2,92 |
112,24 |
2,95 |
DS1020 |
PL0000106126 |
112,05 |
112,39 |
3,10 |
3,04 |
112,22 |
3,07 |
WZ0121 |
PL0000106068 |
98,64 |
98,81 |
--- |
--- |
98,73 |
--- |
DS1021 |
PL0000106670 |
116,08 |
116,37 |
3,23 |
3,18 |
116,23 |
3,20 |
WS0922 |
PL0000102646 |
117,02 |
117,43 |
3,33 |
3,28 |
117,23 |
3,31 |
IZ0823 |
PL0000105359 |
107,56 |
108,19 |
--- |
--- |
107,88 |
--- |
DS1023 |
PL0000107264 |
104,59 |
104,93 |
3,41 |
3,37 |
104,76 |
3,39 |
WZ0124 |
PL0000107454 |
97,73 |
97,89 |
--- |
--- |
97,81 |
--- |
DS0725 |
PL0000108197 |
97,04 |
97,37 |
3,58 |
3,54 |
97,21 |
3,56 |
WS0429 |
PL0000105391 |
122,71 |
123,33 |
3,72 |
3,67 |
123,02 |
3,69 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,14 |
100,19 |
--- |
--- |
100,17 |
--- |
PS0415 |
PL0000105953 |
102,29 |
102,33 |
2,41 |
2,36 |
102,31 |
2,38 |
OK0715 |
PL0000107405 |
97,63 |
97,72 |
2,40 |
2,31 |
97,68 |
2,35 |
DS1015 |
PL0000103602 |
104,66 |
104,76 |
2,44 |
2,36 |
104,71 |
2,40 |
OK0116 |
PL0000107587 |
96,40 |
96,46 |
2,45 |
2,41 |
96,43 |
2,43 |
PS0416 |
PL0000106340 |
104,30 |
104,42 |
2,47 |
2,40 |
104,36 |
2,43 |
OK0716 |
PL0000107926 |
95,18 |
95,26 |
2,48 |
2,44 |
95,22 |
2,46 |
IZ0816 |
PL0000103529 |
103,40 |
103,94 |
--- |
--- |
103,67 |
--- |
PS1016 |
PL0000106795 |
104,88 |
105,00 |
2,50 |
2,44 |
104,94 |
2,47 |
WZ0117 |
PL0000106936 |
99,97 |
100,05 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
105,76 |
105,88 |
2,56 |
2,51 |
105,82 |
2,53 |
DS1017 |
PL0000104543 |
108,02 |
108,16 |
2,65 |
2,60 |
108,09 |
2,62 |
WZ0118 |
PL0000104717 |
99,76 |
99,85 |
--- |
--- |
99,81 |
--- |
PS0418 |
PL0000107314 |
103,48 |
103,66 |
2,76 |
2,71 |
103,57 |
2,73 |
PS0718 |
PL0000107595 |
98,89 |
99,05 |
2,79 |
2,75 |
98,97 |
2,77 |
WZ0119 |
PL0000107603 |
99,45 |
99,52 |
--- |
--- |
99,49 |
--- |
PS0719 |
PL0000108148 |
101,37 |
101,54 |
2,95 |
2,91 |
101,46 |
2,93 |
DS1019 |
PL0000105441 |
112,22 |
112,51 |
2,95 |
2,90 |
112,37 |
2,93 |
DS1020 |
PL0000106126 |
112,16 |
112,59 |
3,08 |
3,01 |
112,38 |
3,04 |
WZ0121 |
PL0000106068 |
98,68 |
98,78 |
--- |
--- |
98,73 |
--- |
DS1021 |
PL0000106670 |
116,26 |
116,52 |
3,20 |
3,16 |
116,39 |
3,18 |
WS0922 |
PL0000102646 |
117,24 |
117,55 |
3,30 |
3,26 |
117,40 |
3,28 |
IZ0823 |
PL0000105359 |
107,56 |
108,20 |
--- |
--- |
107,88 |
--- |
DS1023 |
PL0000107264 |
104,82 |
105,13 |
3,38 |
3,34 |
104,98 |
3,36 |
WZ0124 |
PL0000107454 |
97,80 |
97,98 |
--- |
--- |
97,89 |
--- |
DS0725 |
PL0000108197 |
97,26 |
97,57 |
3,55 |
3,52 |
97,42 |
3,53 |
WS0429 |
PL0000105391 |
123,00 |
123,61 |
3,70 |
3,65 |
123,31 |
3,67 |
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 |
4/5 |
1 |
2,100 |
2,100 |
2,100 |
115 |
WS0922 |
PL0000102646 |
1/4 |
3 |
2,350 |
2,350 |
2,350 |
30 |
PS0417 |
PL0000107058 |
1/4 |
3 |
2,420 |
2,420 |
2,420 |
250 |
DS1023 |
PL0000107264 |
1/4 |
3 |
2,100 |
2,100 |
2,100 |
25 |
PS0418 |
PL0000107314 |
1/4 |
3 |
2,420 |
2,420 |
2,420 |
140 |
PS0718 |
PL0000107595 |
1/4 |
3 |
2,380 |
2,380 |
2,380 |
50 |
DS0725 |
PL0000108197 |
1/4 |
3 |
2,350 |
2,350 |
2,350 |
10 |
WZ0118 |
PL0000104717 |
1/4 |
3 |
2,400 |
2,400 |
2,400 |
40 |
WZ0119 |
PL0000107603 |
1/4 |
3 |
2,400 |
2,400 |
2,400 |
30 |
DS1021 |
PL0000106670 |
1/8 |
7 |
2,300 |
2,300 |
2,300 |
10 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
80 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,100 |
2,100 |
2,100 |
20 |
TOTAL |
800 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.