2014-07-18 |
MARKET DATA |
No 137 (2419) |
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 |
1 390,00 |
1 532,77 |
88 |
1 755,00 |
1 871,31 |
18 |
3 145,00 |
3 404,08 |
106 |
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 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,29 |
102,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
97,65 |
97,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,68 |
104,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
96,42 |
96,42 |
96,400 |
96,400 |
96,400 |
96,400 |
96,400 |
25 000 |
24,10 |
1 |
PS0416 |
PL0000106340 |
104,32 |
104,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
95,22 |
95,22 |
95,220 |
95,230 |
95,220 |
95,230 |
95,227 |
35 000 |
33,33 |
2 |
PS1016 |
PL0000106795 |
104,92 |
104,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,82 |
105,79 |
105,800 |
105,810 |
105,760 |
105,810 |
105,784 |
220 000 |
235,24 |
7 |
DS1017 |
PL0000104543 |
108,10 |
108,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,61 |
103,55 |
103,630 |
103,630 |
103,600 |
103,600 |
103,618 |
50 000 |
52,26 |
3 |
PS0718 |
PL0000107595 |
99,05 |
98,97 |
99,040 |
99,040 |
99,040 |
99,040 |
99,040 |
10 000 |
10,15 |
1 |
PS0719 |
PL0000108148 |
101,59 |
101,48 |
101,580 |
101,590 |
101,480 |
101,500 |
101,552 |
92 500 |
96,92 |
6 |
DS1019 |
PL0000105441 |
112,42 |
112,15 |
112,350 |
112,450 |
112,350 |
112,450 |
112,393 |
135 000 |
157,22 |
9 |
DS1020 |
PL0000106126 |
112,45 |
112,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
116,57 |
116,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
117,84 |
117,55 |
117,790 |
117,840 |
117,790 |
117,840 |
117,818 |
175 000 |
214,51 |
10 |
DS1023 |
PL0000107264 |
105,38 |
104,28 |
105,280 |
105,380 |
105,210 |
105,210 |
105,330 |
377 500 |
408,79 |
29 |
DS0725 |
PL0000108197 |
97,77 |
97,49 |
97,650 |
97,770 |
97,490 |
97,610 |
97,681 |
157 500 |
158,92 |
13 |
WS0428 |
PL0000107611 |
90,13 |
91,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,61 |
123,50 |
123,650 |
123,650 |
123,550 |
123,560 |
123,611 |
92 500 |
115,62 |
5 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,55 |
103,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
107,85 |
108,00 |
108,000 |
108,000 |
108,000 |
108,000 |
108,000 |
20 000 |
25,71 |
2 |
WZ0115 |
PL0000106480 |
100,16 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,00 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,80 |
99,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,47 |
99,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,71 |
98,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,83 |
97,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 390 000 |
1 532,77 |
88 |
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 |
100,14 |
100,18 |
--- |
--- |
100,16 |
--- |
PS0415 |
PL0000105953 |
102,27 |
102,33 |
2,42 |
2,34 |
102,30 |
2,38 |
OK0715 |
PL0000107405 |
97,63 |
97,73 |
2,41 |
2,30 |
97,68 |
2,36 |
DS1015 |
PL0000103602 |
104,67 |
104,76 |
2,42 |
2,35 |
104,72 |
2,38 |
OK0116 |
PL0000107587 |
96,38 |
96,46 |
2,47 |
2,41 |
96,42 |
2,44 |
PS0416 |
PL0000106340 |
104,29 |
104,40 |
2,47 |
2,41 |
104,35 |
2,43 |
OK0716 |
PL0000107926 |
95,15 |
95,27 |
2,50 |
2,44 |
95,21 |
2,47 |
IZ0816 |
PL0000103529 |
103,44 |
103,99 |
--- |
--- |
103,72 |
--- |
PS1016 |
PL0000106795 |
104,86 |
104,99 |
2,50 |
2,45 |
104,93 |
2,47 |
WZ0117 |
PL0000106936 |
99,98 |
100,07 |
--- |
--- |
100,03 |
--- |
PS0417 |
PL0000107058 |
105,73 |
105,83 |
2,57 |
2,53 |
105,78 |
2,55 |
DS1017 |
PL0000104543 |
107,99 |
108,14 |
2,65 |
2,61 |
108,07 |
2,63 |
WZ0118 |
PL0000104717 |
99,77 |
99,87 |
--- |
--- |
99,82 |
--- |
PS0418 |
PL0000107314 |
103,47 |
103,63 |
2,76 |
2,72 |
103,55 |
2,74 |
PS0718 |
PL0000107595 |
98,88 |
99,04 |
2,80 |
2,75 |
98,96 |
2,78 |
WZ0119 |
PL0000107603 |
99,46 |
99,54 |
--- |
--- |
99,50 |
--- |
PS0719 |
PL0000108148 |
101,37 |
101,54 |
2,95 |
2,91 |
101,46 |
2,93 |
DS1019 |
PL0000105441 |
112,17 |
112,39 |
2,96 |
2,92 |
112,28 |
2,94 |
DS1020 |
PL0000106126 |
112,13 |
112,50 |
3,08 |
3,02 |
112,32 |
3,05 |
WZ0121 |
PL0000106068 |
98,68 |
98,87 |
--- |
--- |
98,78 |
--- |
DS1021 |
PL0000106670 |
116,18 |
116,54 |
3,21 |
3,16 |
116,36 |
3,19 |
WS0922 |
PL0000102646 |
117,23 |
117,60 |
3,31 |
3,26 |
117,42 |
3,28 |
IZ0823 |
PL0000105359 |
107,50 |
108,26 |
--- |
--- |
107,88 |
--- |
DS1023 |
PL0000107264 |
104,93 |
105,23 |
3,37 |
3,33 |
105,08 |
3,35 |
WZ0124 |
PL0000107454 |
97,78 |
97,98 |
--- |
--- |
97,88 |
--- |
DS0725 |
PL0000108197 |
97,26 |
97,65 |
3,55 |
3,51 |
97,46 |
3,53 |
WS0429 |
PL0000105391 |
123,09 |
123,61 |
3,69 |
3,65 |
123,35 |
3,67 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,15 |
100,18 |
--- |
--- |
100,17 |
--- |
PS0415 |
PL0000105953 |
102,28 |
102,33 |
2,41 |
2,34 |
102,31 |
2,37 |
OK0715 |
PL0000107405 |
97,63 |
97,73 |
2,41 |
2,30 |
97,68 |
2,36 |
DS1015 |
PL0000103602 |
104,66 |
104,75 |
2,43 |
2,36 |
104,71 |
2,39 |
OK0116 |
PL0000107587 |
96,40 |
96,47 |
2,45 |
2,40 |
96,44 |
2,43 |
PS0416 |
PL0000106340 |
104,28 |
104,40 |
2,47 |
2,41 |
104,34 |
2,44 |
OK0716 |
PL0000107926 |
95,19 |
95,26 |
2,48 |
2,44 |
95,23 |
2,46 |
IZ0816 |
PL0000103529 |
103,44 |
103,95 |
--- |
--- |
103,70 |
--- |
PS1016 |
PL0000106795 |
104,86 |
104,98 |
2,50 |
2,45 |
104,92 |
2,48 |
WZ0117 |
PL0000106936 |
99,98 |
100,07 |
--- |
--- |
100,03 |
--- |
PS0417 |
PL0000107058 |
105,73 |
105,83 |
2,57 |
2,53 |
105,78 |
2,55 |
DS1017 |
PL0000104543 |
108,02 |
108,16 |
2,64 |
2,60 |
108,09 |
2,62 |
WZ0118 |
PL0000104717 |
99,78 |
99,85 |
--- |
--- |
99,82 |
--- |
PS0418 |
PL0000107314 |
103,49 |
103,64 |
2,76 |
2,71 |
103,57 |
2,73 |
PS0718 |
PL0000107595 |
98,90 |
99,02 |
2,79 |
2,76 |
98,96 |
2,78 |
WZ0119 |
PL0000107603 |
99,45 |
99,53 |
--- |
--- |
99,49 |
--- |
PS0719 |
PL0000108148 |
101,41 |
101,54 |
2,94 |
2,91 |
101,48 |
2,93 |
DS1019 |
PL0000105441 |
112,23 |
112,49 |
2,95 |
2,90 |
112,36 |
2,93 |
DS1020 |
PL0000106126 |
112,32 |
112,66 |
3,05 |
3,00 |
112,49 |
3,02 |
WZ0121 |
PL0000106068 |
98,69 |
98,87 |
--- |
--- |
98,78 |
--- |
DS1021 |
PL0000106670 |
116,39 |
116,80 |
3,18 |
3,12 |
116,60 |
3,15 |
WS0922 |
PL0000102646 |
117,46 |
117,73 |
3,28 |
3,24 |
117,60 |
3,26 |
IZ0823 |
PL0000105359 |
107,63 |
108,26 |
--- |
--- |
107,95 |
--- |
DS1023 |
PL0000107264 |
105,17 |
105,33 |
3,34 |
3,32 |
105,25 |
3,33 |
WZ0124 |
PL0000107454 |
97,80 |
98,03 |
--- |
--- |
97,92 |
--- |
DS0725 |
PL0000108197 |
97,56 |
97,90 |
3,52 |
3,48 |
97,73 |
3,50 |
WS0429 |
PL0000105391 |
123,04 |
123,70 |
3,69 |
3,64 |
123,37 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
3/4 |
1 |
2,350 |
2,350 |
2,350 |
20 |
PS0417 |
PL0000107058 |
3/4 |
1 |
2,420 |
2,420 |
2,420 |
300 |
PS0418 |
PL0000107314 |
3/4 |
1 |
2,420 |
2,420 |
2,420 |
210 |
PS0718 |
PL0000107595 |
3/4 |
1 |
2,380 |
2,420 |
2,416 |
200 |
DS0725 |
PL0000108197 |
3/4 |
1 |
2,400 |
2,400 |
2,400 |
40 |
WZ0118 |
PL0000104717 |
3/4 |
1 |
2,400 |
2,400 |
2,400 |
70 |
WZ0121 |
PL0000106068 |
3/4 |
1 |
2,400 |
2,400 |
2,400 |
10 |
WZ0124 |
PL0000107454 |
3/4 |
1 |
2,400 |
2,400 |
2,400 |
20 |
WZ0119 |
PL0000107603 |
3/4 |
1 |
2,400 |
2,400 |
2,400 |
155 |
OK0715 |
PL0000107405 |
3/5 |
2 |
2,410 |
2,410 |
2,410 |
200 |
WS0922 |
PL0000102646 |
3/10 |
7 |
2,350 |
2,350 |
2,350 |
200 |
DS1017 |
PL0000104543 |
3/10 |
7 |
2,420 |
2,420 |
2,420 |
280 |
PS0416 |
PL0000106340 |
3/10 |
7 |
2,400 |
2,400 |
2,400 |
30 |
DS1023 |
PL0000107264 |
3/10 |
7 |
2,200 |
2,200 |
2,200 |
20 |
TOTAL |
1 755 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.