2014-07-24 |
MARKET DATA |
No 141 (2423) |
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 |
537,50 |
563,44 |
35 |
890,00 |
938,39 |
14 |
1 427,50 |
1 501,82 |
49 |
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 |
102,27 |
102,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
97,73 |
97,77 |
97,770 |
97,770 |
97,770 |
97,770 |
97,770 |
100 000 |
97,77 |
1 |
DS1015 |
PL0000103602 |
104,71 |
104,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
96,52 |
96,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,37 |
104,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
95,41 |
95,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,10 |
105,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,00 |
106,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,39 |
108,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,94 |
103,97 |
103,940 |
103,940 |
103,940 |
103,940 |
103,940 |
10 000 |
10,49 |
1 |
PS0718 |
PL0000107595 |
99,37 |
99,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,15 |
102,13 |
102,110 |
102,150 |
102,080 |
102,080 |
102,101 |
170 000 |
173,62 |
7 |
DS1019 |
PL0000105441 |
112,85 |
112,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,03 |
113,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
117,10 |
117,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,25 |
118,10 |
118,100 |
118,100 |
118,100 |
118,100 |
118,100 |
10 000 |
12,30 |
1 |
DS1023 |
PL0000107264 |
105,99 |
105,77 |
105,950 |
105,950 |
105,830 |
105,840 |
105,880 |
90 000 |
98,01 |
7 |
DS0725 |
PL0000108197 |
98,60 |
98,55 |
98,590 |
98,590 |
98,450 |
98,550 |
98,516 |
80 000 |
78,83 |
8 |
WS0428 |
PL0000107611 |
90,22 |
92,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,42 |
124,00 |
124,240 |
124,240 |
124,190 |
124,190 |
124,215 |
20 000 |
25,14 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,75 |
103,95 |
103,750 |
103,750 |
103,750 |
103,750 |
103,750 |
2 500 |
3,42 |
1 |
IZ0823 |
PL0000105359 |
108,75 |
108,95 |
108,750 |
108,750 |
108,600 |
108,600 |
108,663 |
30 000 |
38,80 |
5 |
WZ0115 |
PL0000106480 |
100,17 |
100,18 |
100,180 |
100,180 |
100,180 |
100,180 |
100,180 |
25 000 |
25,05 |
2 |
WZ0117 |
PL0000106936 |
100,06 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,86 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,57 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,77 |
98,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,92 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
537 500 |
563,44 |
35 |
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 |
100,16 |
100,21 |
--- |
--- |
100,19 |
--- |
PS0415 |
PL0000105953 |
102,22 |
102,30 |
2,42 |
2,32 |
102,26 |
2,37 |
OK0715 |
PL0000107405 |
97,71 |
97,80 |
2,36 |
2,27 |
97,76 |
2,31 |
DS1015 |
PL0000103602 |
104,64 |
104,77 |
2,40 |
2,30 |
104,71 |
2,34 |
OK0116 |
PL0000107587 |
96,48 |
96,57 |
2,42 |
2,36 |
96,53 |
2,39 |
PS0416 |
PL0000106340 |
104,34 |
104,47 |
2,42 |
2,34 |
104,41 |
2,38 |
OK0716 |
PL0000107926 |
95,35 |
95,47 |
2,42 |
2,35 |
95,41 |
2,38 |
IZ0816 |
PL0000103529 |
103,58 |
104,09 |
--- |
--- |
103,84 |
--- |
PS1016 |
PL0000106795 |
105,03 |
105,17 |
2,41 |
2,35 |
105,10 |
2,38 |
WZ0117 |
PL0000106936 |
100,02 |
100,11 |
--- |
--- |
100,07 |
--- |
PS0417 |
PL0000107058 |
105,93 |
106,09 |
2,48 |
2,42 |
106,01 |
2,45 |
DS1017 |
PL0000104543 |
108,34 |
108,48 |
2,53 |
2,49 |
108,41 |
2,51 |
WZ0118 |
PL0000104717 |
99,81 |
99,96 |
--- |
--- |
99,89 |
--- |
PS0418 |
PL0000107314 |
103,88 |
104,07 |
2,64 |
2,59 |
103,98 |
2,62 |
PS0718 |
PL0000107595 |
99,32 |
99,50 |
2,68 |
2,63 |
99,41 |
2,66 |
WZ0119 |
PL0000107603 |
99,52 |
99,63 |
--- |
--- |
99,58 |
--- |
PS0719 |
PL0000108148 |
102,07 |
102,23 |
2,80 |
2,76 |
102,15 |
2,78 |
DS1019 |
PL0000105441 |
112,75 |
113,04 |
2,84 |
2,79 |
112,90 |
2,81 |
DS1020 |
PL0000106126 |
112,92 |
113,35 |
2,95 |
2,88 |
113,14 |
2,91 |
WZ0121 |
PL0000106068 |
98,70 |
98,87 |
--- |
--- |
98,79 |
--- |
DS1021 |
PL0000106670 |
117,06 |
117,47 |
3,08 |
3,02 |
117,27 |
3,05 |
WS0922 |
PL0000102646 |
118,13 |
118,57 |
3,19 |
3,13 |
118,35 |
3,16 |
IZ0823 |
PL0000105359 |
108,56 |
109,26 |
--- |
--- |
108,91 |
--- |
DS1023 |
PL0000107264 |
105,92 |
106,18 |
3,24 |
3,21 |
106,05 |
3,23 |
WZ0124 |
PL0000107454 |
97,87 |
98,12 |
--- |
--- |
98,00 |
--- |
DS0725 |
PL0000108197 |
98,54 |
98,92 |
3,41 |
3,37 |
98,73 |
3,39 |
WS0429 |
PL0000105391 |
124,24 |
124,84 |
3,60 |
3,55 |
124,54 |
3,57 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,16 |
100,20 |
--- |
--- |
100,18 |
--- |
PS0415 |
PL0000105953 |
102,25 |
102,29 |
2,38 |
2,33 |
102,27 |
2,36 |
OK0715 |
PL0000107405 |
97,72 |
97,79 |
2,35 |
2,28 |
97,76 |
2,31 |
DS1015 |
PL0000103602 |
104,68 |
104,75 |
2,37 |
2,31 |
104,72 |
2,34 |
OK0116 |
PL0000107587 |
96,49 |
96,56 |
2,42 |
2,37 |
96,53 |
2,39 |
PS0416 |
PL0000106340 |
104,34 |
104,47 |
2,42 |
2,34 |
104,41 |
2,38 |
OK0716 |
PL0000107926 |
95,38 |
95,47 |
2,40 |
2,35 |
95,43 |
2,37 |
IZ0816 |
PL0000103529 |
103,53 |
104,07 |
--- |
--- |
103,80 |
--- |
PS1016 |
PL0000106795 |
105,03 |
105,12 |
2,41 |
2,37 |
105,08 |
2,39 |
WZ0117 |
PL0000106936 |
100,04 |
100,11 |
--- |
--- |
100,08 |
--- |
PS0417 |
PL0000107058 |
105,90 |
106,05 |
2,49 |
2,44 |
105,98 |
2,46 |
DS1017 |
PL0000104543 |
108,31 |
108,49 |
2,54 |
2,49 |
108,40 |
2,51 |
WZ0118 |
PL0000104717 |
99,84 |
99,93 |
--- |
--- |
99,89 |
--- |
PS0418 |
PL0000107314 |
103,90 |
104,03 |
2,64 |
2,60 |
103,97 |
2,62 |
PS0718 |
PL0000107595 |
99,29 |
99,44 |
2,69 |
2,65 |
99,37 |
2,67 |
WZ0119 |
PL0000107603 |
99,55 |
99,62 |
--- |
--- |
99,59 |
--- |
PS0719 |
PL0000108148 |
102,01 |
102,20 |
2,81 |
2,77 |
102,11 |
2,79 |
DS1019 |
PL0000105441 |
112,72 |
112,97 |
2,85 |
2,80 |
112,85 |
2,82 |
DS1020 |
PL0000106126 |
112,85 |
113,20 |
2,96 |
2,90 |
113,03 |
2,93 |
WZ0121 |
PL0000106068 |
98,73 |
98,87 |
--- |
--- |
98,80 |
--- |
DS1021 |
PL0000106670 |
117,02 |
117,24 |
3,09 |
3,06 |
117,13 |
3,07 |
WS0922 |
PL0000102646 |
117,97 |
118,22 |
3,21 |
3,18 |
118,10 |
3,19 |
IZ0823 |
PL0000105359 |
108,36 |
109,07 |
--- |
--- |
108,72 |
--- |
DS1023 |
PL0000107264 |
105,72 |
105,89 |
3,27 |
3,25 |
105,81 |
3,26 |
WZ0124 |
PL0000107454 |
97,87 |
98,09 |
--- |
--- |
97,98 |
--- |
DS0725 |
PL0000108197 |
98,40 |
98,66 |
3,42 |
3,40 |
98,53 |
3,41 |
WS0429 |
PL0000105391 |
123,81 |
124,20 |
3,63 |
3,60 |
124,01 |
3,62 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
OK0715 |
PL0000107405 |
0/1 |
1 |
2,400 |
2,400 |
2,400 |
15 |
WS0922 |
PL0000102646 |
1/4 |
3 |
2,370 |
2,370 |
2,370 |
30 |
PS1016 |
PL0000106795 |
1/4 |
3 |
2,370 |
2,370 |
2,370 |
175 |
OK0715 |
PL0000107405 |
1/4 |
3 |
2,370 |
2,370 |
2,370 |
60 |
OK0715 |
PL0000107405 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
200 |
OK0716 |
PL0000107926 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
25 |
PS1016 |
PL0000106795 |
4/11 |
7 |
2,320 |
2,360 |
2,341 |
385 |
TOTAL |
890 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.