2014-07-23 |
MARKET DATA |
No 140 (2422) |
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 |
2 582,50 |
2 659,74 |
100 |
390,00 |
435,21 |
10 |
2 972,50 |
3 094,96 |
110 |
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 |
102,29 |
102,29 |
102,280 |
102,300 |
102,280 |
102,290 |
102,286 |
100 000 |
103,66 |
5 |
OK0715 |
PL0000107405 |
97,73 |
97,72 |
97,740 |
97,740 |
97,740 |
97,740 |
97,740 |
22 500 |
21,99 |
1 |
DS1015 |
PL0000103602 |
104,69 |
104,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
96,51 |
96,46 |
96,470 |
96,510 |
96,460 |
96,510 |
96,467 |
240 000 |
231,52 |
6 |
PS0416 |
PL0000106340 |
104,41 |
104,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
95,40 |
95,33 |
95,400 |
95,400 |
95,400 |
95,400 |
95,400 |
35 000 |
33,39 |
2 |
PS1016 |
PL0000106795 |
105,07 |
104,99 |
104,990 |
104,990 |
104,990 |
104,990 |
104,990 |
40 000 |
43,42 |
1 |
PS0417 |
PL0000107058 |
106,07 |
105,87 |
105,920 |
106,070 |
105,920 |
106,070 |
105,941 |
242 500 |
259,78 |
8 |
DS1017 |
PL0000104543 |
108,47 |
108,20 |
108,270 |
108,460 |
108,270 |
108,460 |
108,324 |
70 000 |
78,58 |
2 |
PS0418 |
PL0000107314 |
104,04 |
100,48 |
104,090 |
104,090 |
104,090 |
104,090 |
104,090 |
20 000 |
21,01 |
1 |
PS0718 |
PL0000107595 |
99,49 |
99,14 |
99,490 |
99,490 |
99,490 |
99,490 |
99,490 |
5 000 |
4,97 |
1 |
PS0719 |
PL0000108148 |
102,24 |
101,64 |
101,640 |
102,370 |
101,640 |
102,270 |
102,116 |
585 000 |
597,38 |
32 |
DS1019 |
PL0000105441 |
114,34 |
112,15 |
113,070 |
113,070 |
113,070 |
113,070 |
113,070 |
20 000 |
23,44 |
2 |
DS1020 |
PL0000106126 |
113,17 |
112,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
117,23 |
116,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,40 |
116,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,15 |
105,48 |
105,550 |
106,300 |
105,550 |
106,070 |
105,964 |
127 500 |
138,92 |
13 |
DS0725 |
PL0000108197 |
98,92 |
97,49 |
98,920 |
99,040 |
98,920 |
99,040 |
98,987 |
30 000 |
29,70 |
3 |
WS0428 |
PL0000107611 |
90,62 |
92,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,91 |
123,76 |
124,150 |
124,910 |
124,150 |
124,850 |
124,637 |
30 000 |
37,82 |
3 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,80 |
103,90 |
103,900 |
103,950 |
103,900 |
103,950 |
103,931 |
40 000 |
54,88 |
2 |
IZ0823 |
PL0000105359 |
108,75 |
108,53 |
108,750 |
108,750 |
108,750 |
108,750 |
108,750 |
20 000 |
25,88 |
2 |
WZ0115 |
PL0000106480 |
100,17 |
100,17 |
100,170 |
100,180 |
100,170 |
100,180 |
100,175 |
450 000 |
450,79 |
6 |
WZ0117 |
PL0000106936 |
100,06 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,88 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,57 |
99,49 |
99,485 |
99,570 |
99,485 |
99,570 |
99,530 |
505 000 |
502,63 |
10 |
WZ0121 |
PL0000106068 |
98,75 |
98,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,95 |
97,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
2 582 500 |
2 659,74 |
100 |
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 |
102,25 |
102,30 |
2,42 |
2,35 |
102,28 |
2,38 |
OK0715 |
PL0000107405 |
97,63 |
97,73 |
2,43 |
2,32 |
97,68 |
2,38 |
DS1015 |
PL0000103602 |
104,64 |
104,72 |
2,42 |
2,36 |
104,68 |
2,39 |
OK0116 |
PL0000107587 |
96,44 |
96,52 |
2,44 |
2,38 |
96,48 |
2,41 |
PS0416 |
PL0000106340 |
104,29 |
104,41 |
2,46 |
2,39 |
104,35 |
2,42 |
OK0716 |
PL0000107926 |
95,23 |
95,35 |
2,47 |
2,41 |
95,29 |
2,44 |
IZ0816 |
PL0000103529 |
103,48 |
104,04 |
--- |
--- |
103,76 |
--- |
PS1016 |
PL0000106795 |
104,89 |
105,01 |
2,48 |
2,43 |
104,95 |
2,46 |
WZ0117 |
PL0000106936 |
99,99 |
100,07 |
--- |
--- |
100,03 |
--- |
PS0417 |
PL0000107058 |
105,78 |
105,90 |
2,54 |
2,50 |
105,84 |
2,52 |
DS1017 |
PL0000104543 |
108,06 |
108,23 |
2,63 |
2,57 |
108,15 |
2,60 |
WZ0118 |
PL0000104717 |
99,80 |
99,87 |
--- |
--- |
99,84 |
--- |
PS0418 |
PL0000107314 |
103,61 |
103,78 |
2,72 |
2,67 |
103,70 |
2,69 |
PS0718 |
PL0000107595 |
99,01 |
99,19 |
2,76 |
2,71 |
99,10 |
2,74 |
WZ0119 |
PL0000107603 |
99,45 |
99,52 |
--- |
--- |
99,49 |
--- |
PS0719 |
PL0000108148 |
101,55 |
101,71 |
2,91 |
2,88 |
101,63 |
2,89 |
DS1019 |
PL0000105441 |
112,33 |
112,64 |
2,93 |
2,87 |
112,49 |
2,90 |
DS1020 |
PL0000106126 |
112,46 |
112,89 |
3,03 |
2,96 |
112,68 |
2,99 |
WZ0121 |
PL0000106068 |
98,68 |
98,82 |
--- |
--- |
98,75 |
--- |
DS1021 |
PL0000106670 |
116,51 |
116,95 |
3,16 |
3,10 |
116,73 |
3,13 |
WS0922 |
PL0000102646 |
117,58 |
118,03 |
3,26 |
3,20 |
117,81 |
3,23 |
IZ0823 |
PL0000105359 |
108,04 |
108,73 |
--- |
--- |
108,39 |
--- |
DS1023 |
PL0000107264 |
105,35 |
105,61 |
3,32 |
3,28 |
105,48 |
3,30 |
WZ0124 |
PL0000107454 |
97,81 |
98,00 |
--- |
--- |
97,91 |
--- |
DS0725 |
PL0000108197 |
97,95 |
98,38 |
3,47 |
3,43 |
98,17 |
3,45 |
WS0429 |
PL0000105391 |
123,45 |
124,12 |
3,66 |
3,61 |
123,79 |
3,63 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,16 |
100,21 |
--- |
--- |
100,19 |
--- |
PS0415 |
PL0000105953 |
102,27 |
102,31 |
2,39 |
2,34 |
102,29 |
2,36 |
OK0715 |
PL0000107405 |
97,69 |
97,77 |
2,36 |
2,28 |
97,73 |
2,32 |
DS1015 |
PL0000103602 |
104,67 |
104,80 |
2,40 |
2,30 |
104,74 |
2,34 |
OK0116 |
PL0000107587 |
96,49 |
96,55 |
2,40 |
2,36 |
96,52 |
2,38 |
PS0416 |
PL0000106340 |
104,36 |
104,51 |
2,42 |
2,33 |
104,44 |
2,37 |
OK0716 |
PL0000107926 |
95,37 |
95,46 |
2,40 |
2,35 |
95,42 |
2,37 |
IZ0816 |
PL0000103529 |
103,67 |
104,05 |
--- |
--- |
103,86 |
--- |
PS1016 |
PL0000106795 |
105,05 |
105,19 |
2,41 |
2,35 |
105,12 |
2,38 |
WZ0117 |
PL0000106936 |
100,03 |
100,11 |
--- |
--- |
100,07 |
--- |
PS0417 |
PL0000107058 |
106,02 |
106,14 |
2,45 |
2,41 |
106,08 |
2,43 |
DS1017 |
PL0000104543 |
108,41 |
108,55 |
2,52 |
2,48 |
108,48 |
2,50 |
WZ0118 |
PL0000104717 |
99,84 |
99,98 |
--- |
--- |
99,91 |
--- |
PS0418 |
PL0000107314 |
103,97 |
104,17 |
2,62 |
2,57 |
104,07 |
2,59 |
PS0718 |
PL0000107595 |
99,40 |
99,54 |
2,66 |
2,62 |
99,47 |
2,64 |
WZ0119 |
PL0000107603 |
99,52 |
99,63 |
--- |
--- |
99,58 |
--- |
PS0719 |
PL0000108148 |
102,16 |
102,33 |
2,78 |
2,74 |
102,25 |
2,76 |
DS1019 |
PL0000105441 |
112,89 |
113,14 |
2,82 |
2,77 |
113,02 |
2,80 |
DS1020 |
PL0000106126 |
113,06 |
113,38 |
2,93 |
2,88 |
113,22 |
2,90 |
WZ0121 |
PL0000106068 |
98,72 |
98,86 |
--- |
--- |
98,79 |
--- |
DS1021 |
PL0000106670 |
117,17 |
117,50 |
3,07 |
3,02 |
117,34 |
3,04 |
WS0922 |
PL0000102646 |
118,24 |
118,56 |
3,17 |
3,13 |
118,40 |
3,15 |
IZ0823 |
PL0000105359 |
108,56 |
109,30 |
--- |
--- |
108,93 |
--- |
DS1023 |
PL0000107264 |
106,06 |
106,29 |
3,23 |
3,20 |
106,18 |
3,21 |
WZ0124 |
PL0000107454 |
97,89 |
98,04 |
--- |
--- |
97,97 |
--- |
DS0725 |
PL0000108197 |
98,81 |
99,04 |
3,38 |
3,35 |
98,93 |
3,37 |
WS0429 |
PL0000105391 |
124,36 |
124,86 |
3,59 |
3,55 |
124,61 |
3,57 |
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 |
10 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,360 |
2,360 |
2,360 |
30 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,420 |
2,420 |
2,420 |
100 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,360 |
2,360 |
2,360 |
15 |
DS1023 |
PL0000107264 |
0/7 |
7 |
2,350 |
2,350 |
2,350 |
60 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
75 |
DS1015 |
PL0000103602 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
50 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
35 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
15 |
TOTAL |
390 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.