2014-07-21 |
MARKET DATA |
No 138 (2420) |
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 |
650,00 |
681,45 |
38 |
395,00 |
442,69 |
6 |
1 045,00 |
1 124,13 |
44 |
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 |
99,98 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,28 |
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 |
96,41 |
96,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,29 |
104,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
95,22 |
95,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,87 |
104,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,76 |
105,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,00 |
108,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,52 |
103,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
98,93 |
98,90 |
98,900 |
98,940 |
98,850 |
98,940 |
98,902 |
80 000 |
81,11 |
3 |
PS0719 |
PL0000108148 |
101,45 |
101,39 |
101,400 |
101,450 |
101,400 |
101,430 |
101,423 |
285 000 |
298,27 |
11 |
DS1019 |
PL0000105441 |
112,25 |
112,25 |
112,310 |
112,310 |
112,310 |
112,310 |
112,310 |
5 000 |
5,82 |
1 |
DS1020 |
PL0000106126 |
112,35 |
112,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
116,42 |
116,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
117,50 |
117,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,15 |
105,03 |
105,110 |
105,110 |
105,000 |
105,080 |
105,066 |
165 000 |
178,26 |
16 |
DS0725 |
PL0000108197 |
97,67 |
97,55 |
97,630 |
97,650 |
97,510 |
97,650 |
97,543 |
95 000 |
95,74 |
5 |
WS0428 |
PL0000107611 |
90,18 |
91,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,30 |
123,30 |
123,250 |
123,250 |
123,250 |
123,250 |
123,250 |
10 000 |
12,47 |
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 |
103,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
107,65 |
108,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,15 |
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 |
99,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,47 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,71 |
98,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,82 |
97,90 |
97,900 |
97,900 |
97,900 |
97,900 |
97,900 |
10 000 |
9,79 |
1 |
TOTAL |
650 000 |
681,45 |
38 |
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 |
2,41 |
2,33 |
102,30 |
2,37 |
OK0715 |
PL0000107405 |
97,63 |
97,73 |
2,41 |
2,31 |
97,68 |
2,36 |
DS1015 |
PL0000103602 |
104,66 |
104,75 |
2,42 |
2,35 |
104,71 |
2,38 |
OK0116 |
PL0000107587 |
96,39 |
96,47 |
2,47 |
2,41 |
96,43 |
2,44 |
PS0416 |
PL0000106340 |
104,28 |
104,39 |
2,47 |
2,41 |
104,34 |
2,44 |
OK0716 |
PL0000107926 |
95,17 |
95,28 |
2,50 |
2,44 |
95,23 |
2,46 |
IZ0816 |
PL0000103529 |
103,46 |
104,01 |
--- |
--- |
103,74 |
--- |
PS1016 |
PL0000106795 |
104,85 |
104,97 |
2,51 |
2,45 |
104,91 |
2,48 |
WZ0117 |
PL0000106936 |
99,98 |
100,07 |
--- |
--- |
100,03 |
--- |
PS0417 |
PL0000107058 |
105,73 |
105,82 |
2,56 |
2,53 |
105,78 |
2,55 |
DS1017 |
PL0000104543 |
107,99 |
108,13 |
2,65 |
2,61 |
108,06 |
2,63 |
WZ0118 |
PL0000104717 |
99,78 |
99,85 |
--- |
--- |
99,82 |
--- |
PS0418 |
PL0000107314 |
103,49 |
103,63 |
2,75 |
2,72 |
103,56 |
2,74 |
PS0718 |
PL0000107595 |
98,91 |
99,03 |
2,79 |
2,76 |
98,97 |
2,77 |
WZ0119 |
PL0000107603 |
99,44 |
99,54 |
--- |
--- |
99,49 |
--- |
PS0719 |
PL0000108148 |
101,41 |
101,60 |
2,94 |
2,90 |
101,51 |
2,92 |
DS1019 |
PL0000105441 |
112,22 |
112,43 |
2,95 |
2,91 |
112,33 |
2,93 |
DS1020 |
PL0000106126 |
112,33 |
112,63 |
3,05 |
3,00 |
112,48 |
3,03 |
WZ0121 |
PL0000106068 |
98,68 |
98,84 |
--- |
--- |
98,76 |
--- |
DS1021 |
PL0000106670 |
116,39 |
116,69 |
3,18 |
3,14 |
116,54 |
3,16 |
WS0922 |
PL0000102646 |
117,46 |
117,74 |
3,28 |
3,24 |
117,60 |
3,26 |
IZ0823 |
PL0000105359 |
107,44 |
108,13 |
--- |
--- |
107,79 |
--- |
DS1023 |
PL0000107264 |
105,13 |
105,33 |
3,34 |
3,32 |
105,23 |
3,33 |
WZ0124 |
PL0000107454 |
97,75 |
97,93 |
--- |
--- |
97,84 |
--- |
DS0725 |
PL0000108197 |
97,52 |
97,84 |
3,52 |
3,49 |
97,68 |
3,51 |
WS0429 |
PL0000105391 |
123,12 |
123,62 |
3,69 |
3,65 |
123,37 |
3,67 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,14 |
100,18 |
--- |
--- |
100,16 |
--- |
PS0415 |
PL0000105953 |
102,27 |
102,33 |
2,41 |
2,33 |
102,30 |
2,37 |
OK0715 |
PL0000107405 |
97,63 |
97,73 |
2,41 |
2,31 |
97,68 |
2,36 |
DS1015 |
PL0000103602 |
104,67 |
104,74 |
2,41 |
2,36 |
104,71 |
2,38 |
OK0116 |
PL0000107587 |
96,39 |
96,45 |
2,47 |
2,42 |
96,42 |
2,44 |
PS0416 |
PL0000106340 |
104,28 |
104,37 |
2,47 |
2,42 |
104,33 |
2,44 |
OK0716 |
PL0000107926 |
95,19 |
95,26 |
2,49 |
2,45 |
95,23 |
2,46 |
IZ0816 |
PL0000103529 |
103,46 |
104,00 |
--- |
--- |
103,73 |
--- |
PS1016 |
PL0000106795 |
104,84 |
104,95 |
2,51 |
2,46 |
104,90 |
2,48 |
WZ0117 |
PL0000106936 |
99,98 |
100,06 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
105,72 |
105,82 |
2,57 |
2,53 |
105,77 |
2,55 |
DS1017 |
PL0000104543 |
107,95 |
108,10 |
2,66 |
2,62 |
108,03 |
2,64 |
WZ0118 |
PL0000104717 |
99,77 |
99,83 |
--- |
--- |
99,80 |
--- |
PS0418 |
PL0000107314 |
103,45 |
103,62 |
2,77 |
2,72 |
103,54 |
2,74 |
PS0718 |
PL0000107595 |
98,85 |
99,01 |
2,81 |
2,76 |
98,93 |
2,78 |
WZ0119 |
PL0000107603 |
99,42 |
99,51 |
--- |
--- |
99,47 |
--- |
PS0719 |
PL0000108148 |
101,35 |
101,49 |
2,95 |
2,92 |
101,42 |
2,94 |
DS1019 |
PL0000105441 |
112,17 |
112,35 |
2,96 |
2,93 |
112,26 |
2,94 |
DS1020 |
PL0000106126 |
112,23 |
112,60 |
3,07 |
3,01 |
112,42 |
3,04 |
WZ0121 |
PL0000106068 |
98,69 |
98,84 |
--- |
--- |
98,77 |
--- |
DS1021 |
PL0000106670 |
116,22 |
116,59 |
3,20 |
3,15 |
116,41 |
3,18 |
WS0922 |
PL0000102646 |
117,28 |
117,61 |
3,30 |
3,26 |
117,45 |
3,28 |
IZ0823 |
PL0000105359 |
107,52 |
108,10 |
--- |
--- |
107,81 |
--- |
DS1023 |
PL0000107264 |
105,07 |
105,25 |
3,35 |
3,33 |
105,16 |
3,34 |
WZ0124 |
PL0000107454 |
97,75 |
97,94 |
--- |
--- |
97,85 |
--- |
DS0725 |
PL0000108197 |
97,57 |
97,86 |
3,52 |
3,48 |
97,72 |
3,50 |
WS0429 |
PL0000105391 |
123,06 |
123,60 |
3,69 |
3,65 |
123,33 |
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) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
0/1 |
1 |
2,300 |
2,300 |
2,300 |
40 |
PS0417 |
PL0000107058 |
1/2 |
1 |
2,420 |
2,420 |
2,420 |
150 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
20 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
55 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
110 |
OK0715 |
PL0000107405 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
20 |
TOTAL |
395 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.