2014-07-25 |
MARKET DATA |
No 142 (2424) |
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 |
815,00 |
843,71 |
57 |
1 070,00 |
1 179,12 |
14 |
1 885,00 |
2 022,83 |
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 |
102,27 |
102,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
97,75 |
97,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,69 |
104,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
96,54 |
96,54 |
96,540 |
96,540 |
96,540 |
96,540 |
96,540 |
100 000 |
96,54 |
1 |
PS0416 |
PL0000106340 |
104,36 |
104,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
95,40 |
95,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,07 |
105,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,01 |
106,03 |
106,030 |
106,030 |
106,030 |
106,030 |
106,030 |
10 000 |
10,73 |
1 |
DS1017 |
PL0000104543 |
108,42 |
108,44 |
108,400 |
108,400 |
108,400 |
108,400 |
108,400 |
5 000 |
5,62 |
1 |
PS0418 |
PL0000107314 |
103,98 |
103,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
99,45 |
99,43 |
99,450 |
99,480 |
99,450 |
99,480 |
99,467 |
55 000 |
54,72 |
3 |
PS0719 |
PL0000108148 |
102,25 |
102,15 |
102,150 |
102,260 |
102,150 |
102,240 |
102,220 |
150 000 |
153,38 |
10 |
DS1019 |
PL0000105441 |
113,00 |
112,96 |
113,000 |
113,000 |
113,000 |
113,000 |
113,000 |
25 000 |
29,29 |
1 |
DS1020 |
PL0000106126 |
113,05 |
113,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
117,20 |
117,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,35 |
118,25 |
118,300 |
118,430 |
118,300 |
118,430 |
118,347 |
70 000 |
86,25 |
5 |
DS1023 |
PL0000107264 |
106,12 |
105,92 |
105,920 |
106,100 |
105,920 |
106,100 |
106,053 |
75 000 |
81,82 |
6 |
DS0725 |
PL0000108197 |
98,89 |
98,70 |
98,650 |
98,850 |
98,640 |
98,850 |
98,728 |
265 000 |
261,72 |
24 |
WS0428 |
PL0000107611 |
90,45 |
92,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,38 |
124,28 |
124,320 |
124,450 |
124,320 |
124,450 |
124,363 |
15 000 |
18,88 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,65 |
103,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,60 |
108,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,18 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,05 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,89 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,58 |
99,59 |
99,600 |
99,600 |
99,600 |
99,600 |
99,600 |
35 000 |
34,87 |
2 |
WZ0121 |
PL0000106068 |
98,80 |
98,81 |
98,810 |
98,810 |
98,810 |
98,810 |
98,810 |
10 000 |
9,88 |
1 |
WZ0124 |
PL0000107454 |
97,91 |
98,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
815 000 |
843,71 |
57 |
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 |
102,24 |
102,31 |
2,38 |
2,29 |
102,28 |
2,33 |
OK0715 |
PL0000107405 |
97,73 |
97,81 |
2,35 |
2,26 |
97,77 |
2,31 |
DS1015 |
PL0000103602 |
104,67 |
104,76 |
2,37 |
2,30 |
104,72 |
2,33 |
OK0116 |
PL0000107587 |
96,51 |
96,59 |
2,41 |
2,35 |
96,55 |
2,38 |
PS0416 |
PL0000106340 |
104,33 |
104,46 |
2,42 |
2,34 |
104,40 |
2,38 |
OK0716 |
PL0000107926 |
95,37 |
95,48 |
2,41 |
2,35 |
95,43 |
2,38 |
IZ0816 |
PL0000103529 |
103,55 |
104,05 |
--- |
--- |
103,80 |
--- |
PS1016 |
PL0000106795 |
105,03 |
105,13 |
2,41 |
2,37 |
105,08 |
2,39 |
WZ0117 |
PL0000106936 |
100,03 |
100,12 |
--- |
--- |
100,08 |
--- |
PS0417 |
PL0000107058 |
105,93 |
106,05 |
2,48 |
2,43 |
105,99 |
2,46 |
DS1017 |
PL0000104543 |
108,30 |
108,49 |
2,54 |
2,49 |
108,40 |
2,51 |
WZ0118 |
PL0000104717 |
99,84 |
99,96 |
--- |
--- |
99,90 |
--- |
PS0418 |
PL0000107314 |
103,85 |
104,04 |
2,65 |
2,60 |
103,95 |
2,62 |
PS0718 |
PL0000107595 |
99,31 |
99,48 |
2,68 |
2,64 |
99,40 |
2,66 |
WZ0119 |
PL0000107603 |
99,53 |
99,62 |
--- |
--- |
99,58 |
--- |
PS0719 |
PL0000108148 |
102,02 |
102,21 |
2,81 |
2,77 |
102,12 |
2,79 |
DS1019 |
PL0000105441 |
112,77 |
113,00 |
2,84 |
2,79 |
112,89 |
2,82 |
DS1020 |
PL0000106126 |
112,92 |
113,26 |
2,95 |
2,89 |
113,09 |
2,92 |
WZ0121 |
PL0000106068 |
98,74 |
98,87 |
--- |
--- |
98,81 |
--- |
DS1021 |
PL0000106670 |
116,92 |
117,34 |
3,10 |
3,04 |
117,13 |
3,07 |
WS0922 |
PL0000102646 |
117,98 |
118,39 |
3,20 |
3,15 |
118,19 |
3,18 |
IZ0823 |
PL0000105359 |
108,50 |
109,12 |
--- |
--- |
108,81 |
--- |
DS1023 |
PL0000107264 |
105,76 |
105,99 |
3,26 |
3,24 |
105,88 |
3,25 |
WZ0124 |
PL0000107454 |
97,87 |
98,08 |
--- |
--- |
97,98 |
--- |
DS0725 |
PL0000108197 |
98,48 |
98,79 |
3,42 |
3,38 |
98,64 |
3,40 |
WS0429 |
PL0000105391 |
123,94 |
124,46 |
3,62 |
3,58 |
124,20 |
3,60 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,17 |
100,21 |
--- |
--- |
100,19 |
--- |
PS0415 |
PL0000105953 |
102,25 |
102,30 |
2,37 |
2,30 |
102,28 |
2,33 |
OK0715 |
PL0000107405 |
97,73 |
97,81 |
2,35 |
2,26 |
97,77 |
2,31 |
DS1015 |
PL0000103602 |
104,67 |
104,77 |
2,37 |
2,29 |
104,72 |
2,33 |
OK0116 |
PL0000107587 |
96,51 |
96,57 |
2,41 |
2,37 |
96,54 |
2,39 |
PS0416 |
PL0000106340 |
104,33 |
104,43 |
2,42 |
2,36 |
104,38 |
2,39 |
OK0716 |
PL0000107926 |
95,38 |
95,47 |
2,40 |
2,35 |
95,43 |
2,38 |
IZ0816 |
PL0000103529 |
103,55 |
104,07 |
--- |
--- |
103,81 |
--- |
PS1016 |
PL0000106795 |
105,05 |
105,16 |
2,40 |
2,35 |
105,11 |
2,37 |
WZ0117 |
PL0000106936 |
100,03 |
100,12 |
--- |
--- |
100,08 |
--- |
PS0417 |
PL0000107058 |
105,94 |
106,09 |
2,47 |
2,42 |
106,02 |
2,44 |
DS1017 |
PL0000104543 |
108,35 |
108,50 |
2,53 |
2,48 |
108,43 |
2,50 |
WZ0118 |
PL0000104717 |
99,86 |
99,95 |
--- |
--- |
99,91 |
--- |
PS0418 |
PL0000107314 |
103,91 |
104,03 |
2,63 |
2,60 |
103,97 |
2,62 |
PS0718 |
PL0000107595 |
99,38 |
99,50 |
2,66 |
2,63 |
99,44 |
2,65 |
WZ0119 |
PL0000107603 |
99,56 |
99,61 |
--- |
--- |
99,59 |
--- |
PS0719 |
PL0000108148 |
102,17 |
102,29 |
2,78 |
2,75 |
102,23 |
2,76 |
DS1019 |
PL0000105441 |
112,87 |
113,11 |
2,82 |
2,77 |
112,99 |
2,80 |
DS1020 |
PL0000106126 |
113,02 |
113,38 |
2,93 |
2,87 |
113,20 |
2,90 |
WZ0121 |
PL0000106068 |
98,76 |
98,93 |
--- |
--- |
98,85 |
--- |
DS1021 |
PL0000106670 |
117,15 |
117,34 |
3,07 |
3,04 |
117,25 |
3,05 |
WS0922 |
PL0000102646 |
118,26 |
118,47 |
3,17 |
3,14 |
118,37 |
3,16 |
IZ0823 |
PL0000105359 |
108,46 |
109,19 |
--- |
--- |
108,83 |
--- |
DS1023 |
PL0000107264 |
106,01 |
106,21 |
3,23 |
3,21 |
106,11 |
3,22 |
WZ0124 |
PL0000107454 |
97,86 |
98,06 |
--- |
--- |
97,96 |
--- |
DS0725 |
PL0000108197 |
98,81 |
98,99 |
3,38 |
3,36 |
98,90 |
3,37 |
WS0429 |
PL0000105391 |
124,22 |
124,59 |
3,60 |
3,57 |
124,41 |
3,58 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
3/4 |
1 |
2,420 |
2,420 |
2,420 |
80 |
WS0429 |
PL0000105391 |
3/4 |
1 |
2,250 |
2,250 |
2,250 |
45 |
DS1019 |
PL0000105441 |
3/4 |
1 |
2,360 |
2,360 |
2,360 |
40 |
DS1023 |
PL0000107264 |
3/4 |
1 |
2,300 |
2,300 |
2,300 |
120 |
OK0715 |
PL0000107405 |
3/4 |
1 |
2,330 |
2,330 |
2,330 |
20 |
OK0716 |
PL0000107926 |
3/4 |
1 |
2,400 |
2,400 |
2,400 |
50 |
WS0429 |
PL0000105391 |
0/3 |
3 |
2,350 |
2,350 |
2,350 |
95 |
DS1023 |
PL0000107264 |
0/3 |
3 |
2,100 |
2,100 |
2,100 |
200 |
DS1023 |
PL0000107264 |
0/4 |
4 |
2,330 |
2,330 |
2,330 |
10 |
DS1017 |
PL0000104543 |
3/10 |
7 |
2,400 |
2,400 |
2,400 |
280 |
PS0417 |
PL0000107058 |
3/10 |
7 |
2,350 |
2,350 |
2,350 |
10 |
OK0715 |
PL0000107405 |
3/10 |
7 |
2,350 |
2,350 |
2,350 |
80 |
OK0716 |
PL0000107926 |
3/10 |
7 |
2,400 |
2,400 |
2,400 |
40 |
TOTAL |
1 070 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.