2014-07-22 |
MARKET DATA |
No 139 (2421) |
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 |
1 492,50 |
1 532,10 |
63 |
640,00 |
705,82 |
8 |
2 132,50 |
2 237,93 |
71 |
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) |
PS0415 |
PL0000105953 |
102,28 |
102,29 |
102,280 |
102,280 |
102,280 |
102,280 |
102,280 |
410 000 |
424,91 |
5 |
OK0715 |
PL0000107405 |
97,65 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,66 |
104,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
96,42 |
96,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,30 |
104,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
95,23 |
95,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,88 |
104,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,82 |
105,80 |
105,830 |
105,830 |
105,830 |
105,830 |
105,830 |
5 000 |
5,35 |
1 |
DS1017 |
PL0000104543 |
108,10 |
108,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,62 |
103,52 |
103,550 |
103,700 |
103,550 |
103,700 |
103,619 |
110 000 |
115,00 |
7 |
PS0718 |
PL0000107595 |
99,08 |
98,96 |
99,000 |
99,080 |
99,000 |
99,080 |
99,058 |
100 000 |
99,06 |
7 |
PS0719 |
PL0000108148 |
101,60 |
101,43 |
101,400 |
101,600 |
101,400 |
101,590 |
101,439 |
125 000 |
126,80 |
9 |
DS1019 |
PL0000105441 |
112,36 |
112,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,51 |
112,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
116,48 |
116,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
117,53 |
117,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,36 |
105,15 |
105,240 |
105,400 |
105,090 |
105,400 |
105,150 |
135 000 |
145,98 |
12 |
DS0725 |
PL0000108197 |
97,90 |
97,70 |
97,700 |
97,700 |
97,700 |
97,700 |
97,700 |
75 000 |
73,28 |
4 |
WS0428 |
PL0000107611 |
89,91 |
91,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,50 |
123,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
118,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,56 |
103,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,05 |
108,03 |
108,030 |
108,200 |
108,030 |
108,200 |
108,094 |
35 000 |
45,03 |
5 |
WZ0115 |
PL0000106480 |
100,16 |
100,17 |
100,160 |
100,160 |
100,160 |
100,160 |
100,160 |
30 000 |
30,05 |
3 |
WZ0117 |
PL0000106936 |
100,02 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,83 |
99,81 |
99,810 |
99,830 |
99,810 |
99,830 |
99,821 |
467 500 |
466,66 |
10 |
WZ0119 |
PL0000107603 |
99,47 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,71 |
98,74 |
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 |
1 492 500 |
1 532,10 |
63 |
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 |
2,40 |
2,32 |
102,30 |
2,36 |
OK0715 |
PL0000107405 |
97,64 |
97,72 |
2,41 |
2,33 |
97,68 |
2,37 |
DS1015 |
PL0000103602 |
104,65 |
104,73 |
2,42 |
2,36 |
104,69 |
2,39 |
OK0116 |
PL0000107587 |
96,39 |
96,46 |
2,47 |
2,42 |
96,43 |
2,44 |
PS0416 |
PL0000106340 |
104,27 |
104,38 |
2,47 |
2,41 |
104,33 |
2,44 |
OK0716 |
PL0000107926 |
95,17 |
95,29 |
2,50 |
2,43 |
95,23 |
2,47 |
IZ0816 |
PL0000103529 |
103,47 |
104,00 |
--- |
--- |
103,74 |
--- |
PS1016 |
PL0000106795 |
104,84 |
104,97 |
2,51 |
2,45 |
104,91 |
2,48 |
WZ0117 |
PL0000106936 |
99,98 |
100,06 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
105,73 |
105,85 |
2,56 |
2,52 |
105,79 |
2,54 |
DS1017 |
PL0000104543 |
107,96 |
108,11 |
2,66 |
2,61 |
108,04 |
2,63 |
WZ0118 |
PL0000104717 |
99,77 |
99,83 |
--- |
--- |
99,80 |
--- |
PS0418 |
PL0000107314 |
103,43 |
103,65 |
2,77 |
2,71 |
103,54 |
2,74 |
PS0718 |
PL0000107595 |
98,86 |
99,01 |
2,80 |
2,76 |
98,94 |
2,78 |
WZ0119 |
PL0000107603 |
99,43 |
99,52 |
--- |
--- |
99,48 |
--- |
PS0719 |
PL0000108148 |
101,33 |
101,50 |
2,96 |
2,92 |
101,42 |
2,94 |
DS1019 |
PL0000105441 |
112,13 |
112,38 |
2,97 |
2,92 |
112,26 |
2,94 |
DS1020 |
PL0000106126 |
112,23 |
112,65 |
3,07 |
3,00 |
112,44 |
3,03 |
WZ0121 |
PL0000106068 |
98,68 |
98,83 |
--- |
--- |
98,76 |
--- |
DS1021 |
PL0000106670 |
116,27 |
116,64 |
3,20 |
3,14 |
116,46 |
3,17 |
WS0922 |
PL0000102646 |
117,32 |
117,74 |
3,29 |
3,24 |
117,53 |
3,27 |
IZ0823 |
PL0000105359 |
107,51 |
108,12 |
--- |
--- |
107,82 |
--- |
DS1023 |
PL0000107264 |
105,12 |
105,34 |
3,34 |
3,32 |
105,23 |
3,33 |
WZ0124 |
PL0000107454 |
97,78 |
97,95 |
--- |
--- |
97,87 |
--- |
DS0725 |
PL0000108197 |
97,62 |
97,95 |
3,51 |
3,47 |
97,79 |
3,49 |
WS0429 |
PL0000105391 |
123,14 |
123,70 |
3,68 |
3,64 |
123,42 |
3,66 |
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 |
102,26 |
102,31 |
2,41 |
2,35 |
102,29 |
2,37 |
OK0715 |
PL0000107405 |
97,63 |
97,71 |
2,42 |
2,34 |
97,67 |
2,38 |
DS1015 |
PL0000103602 |
104,65 |
104,72 |
2,42 |
2,37 |
104,69 |
2,39 |
OK0116 |
PL0000107587 |
96,40 |
96,46 |
2,46 |
2,42 |
96,43 |
2,44 |
PS0416 |
PL0000106340 |
104,27 |
104,38 |
2,47 |
2,41 |
104,33 |
2,44 |
OK0716 |
PL0000107926 |
95,20 |
95,29 |
2,48 |
2,43 |
95,25 |
2,46 |
IZ0816 |
PL0000103529 |
103,43 |
103,97 |
--- |
--- |
103,70 |
--- |
PS1016 |
PL0000106795 |
104,85 |
104,97 |
2,50 |
2,45 |
104,91 |
2,48 |
WZ0117 |
PL0000106936 |
100,00 |
100,06 |
--- |
--- |
100,03 |
--- |
PS0417 |
PL0000107058 |
105,74 |
105,83 |
2,56 |
2,52 |
105,79 |
2,54 |
DS1017 |
PL0000104543 |
107,97 |
108,13 |
2,66 |
2,61 |
108,05 |
2,63 |
WZ0118 |
PL0000104717 |
99,80 |
99,85 |
--- |
--- |
99,83 |
--- |
PS0418 |
PL0000107314 |
103,49 |
103,63 |
2,75 |
2,71 |
103,56 |
2,73 |
PS0718 |
PL0000107595 |
98,90 |
99,03 |
2,79 |
2,76 |
98,97 |
2,77 |
WZ0119 |
PL0000107603 |
99,44 |
99,52 |
--- |
--- |
99,48 |
--- |
PS0719 |
PL0000108148 |
101,42 |
101,53 |
2,94 |
2,91 |
101,48 |
2,92 |
DS1019 |
PL0000105441 |
112,17 |
112,46 |
2,96 |
2,90 |
112,32 |
2,93 |
DS1020 |
PL0000106126 |
112,29 |
112,71 |
3,06 |
2,99 |
112,50 |
3,02 |
WZ0121 |
PL0000106068 |
98,69 |
98,79 |
--- |
--- |
98,74 |
--- |
DS1021 |
PL0000106670 |
116,43 |
116,73 |
3,17 |
3,13 |
116,58 |
3,15 |
WS0922 |
PL0000102646 |
117,38 |
117,82 |
3,28 |
3,23 |
117,60 |
3,26 |
IZ0823 |
PL0000105359 |
107,92 |
108,58 |
--- |
--- |
108,25 |
--- |
DS1023 |
PL0000107264 |
105,15 |
105,37 |
3,34 |
3,31 |
105,26 |
3,33 |
WZ0124 |
PL0000107454 |
97,80 |
97,99 |
--- |
--- |
97,90 |
--- |
DS0725 |
PL0000108197 |
97,72 |
98,01 |
3,50 |
3,47 |
97,87 |
3,48 |
WS0429 |
PL0000105391 |
123,11 |
123,73 |
3,69 |
3,64 |
123,42 |
3,66 |
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 |
2,360 |
2,360 |
2,360 |
15 |
DS1015 |
PL0000103602 |
1/2 |
1 |
2,420 |
2,420 |
2,420 |
115 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,360 |
2,360 |
2,360 |
75 |
PS0417 |
PL0000107058 |
1/2 |
1 |
2,420 |
2,420 |
2,420 |
100 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,420 |
2,420 |
2,420 |
100 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
45 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
45 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
145 |
TOTAL |
640 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.