2014-07-28 |
MARKET DATA |
No 143 (2425) |
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 |
305,00 |
330,25 |
24 |
2 100,00 |
2 146,05 |
6 |
2 405,00 |
2 476,30 |
30 |
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 |
102,26 |
102,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
97,76 |
97,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,69 |
104,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
96,54 |
96,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,36 |
104,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
95,45 |
95,45 |
95,460 |
95,460 |
95,460 |
95,460 |
95,460 |
5 000 |
4,77 |
1 |
PS1016 |
PL0000106795 |
105,08 |
105,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,99 |
106,04 |
105,960 |
105,960 |
105,960 |
105,960 |
105,960 |
50 000 |
53,60 |
1 |
DS1017 |
PL0000104543 |
108,40 |
108,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,96 |
103,97 |
103,970 |
103,970 |
103,970 |
103,970 |
103,970 |
10 000 |
10,50 |
1 |
PS0718 |
PL0000107595 |
99,45 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,23 |
102,25 |
102,150 |
102,260 |
102,150 |
102,260 |
102,205 |
50 000 |
51,13 |
4 |
DS1019 |
PL0000105441 |
112,98 |
113,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,15 |
113,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
117,27 |
117,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,44 |
118,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,17 |
106,09 |
106,080 |
106,170 |
106,060 |
106,140 |
106,137 |
125 000 |
136,48 |
10 |
DS0725 |
PL0000108197 |
98,95 |
98,87 |
98,860 |
98,870 |
98,800 |
98,870 |
98,843 |
30 000 |
29,67 |
3 |
WS0428 |
PL0000107611 |
90,50 |
92,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,49 |
124,22 |
124,340 |
124,550 |
124,340 |
124,550 |
124,490 |
35 000 |
44,10 |
4 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,66 |
103,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,65 |
109,05 |
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 |
99,88 |
96,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,57 |
99,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,79 |
98,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,91 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
305 000 |
330,25 |
24 |
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 |
102,29 |
2,37 |
2,31 |
102,27 |
2,33 |
OK0715 |
PL0000107405 |
97,74 |
97,82 |
2,34 |
2,26 |
97,78 |
2,30 |
DS1015 |
PL0000103602 |
104,66 |
104,75 |
2,37 |
2,30 |
104,71 |
2,33 |
OK0116 |
PL0000107587 |
96,51 |
96,58 |
2,41 |
2,36 |
96,55 |
2,38 |
PS0416 |
PL0000106340 |
104,33 |
104,42 |
2,41 |
2,36 |
104,38 |
2,39 |
OK0716 |
PL0000107926 |
95,37 |
95,48 |
2,41 |
2,35 |
95,43 |
2,38 |
IZ0816 |
PL0000103529 |
103,55 |
104,06 |
--- |
--- |
103,81 |
--- |
PS1016 |
PL0000106795 |
105,04 |
105,15 |
2,40 |
2,35 |
105,10 |
2,38 |
WZ0117 |
PL0000106936 |
100,03 |
100,12 |
--- |
--- |
100,08 |
--- |
PS0417 |
PL0000107058 |
105,95 |
106,08 |
2,47 |
2,42 |
106,02 |
2,44 |
DS1017 |
PL0000104543 |
108,34 |
108,52 |
2,53 |
2,47 |
108,43 |
2,50 |
WZ0118 |
PL0000104717 |
99,83 |
99,92 |
--- |
--- |
99,88 |
--- |
PS0418 |
PL0000107314 |
103,89 |
104,09 |
2,64 |
2,58 |
103,99 |
2,61 |
PS0718 |
PL0000107595 |
99,38 |
99,52 |
2,66 |
2,63 |
99,45 |
2,65 |
WZ0119 |
PL0000107603 |
99,54 |
99,64 |
--- |
--- |
99,59 |
--- |
PS0719 |
PL0000108148 |
102,17 |
102,35 |
2,78 |
2,74 |
102,26 |
2,76 |
DS1019 |
PL0000105441 |
112,87 |
113,13 |
2,82 |
2,77 |
113,00 |
2,79 |
DS1020 |
PL0000106126 |
113,05 |
113,39 |
2,93 |
2,87 |
113,22 |
2,90 |
WZ0121 |
PL0000106068 |
98,74 |
98,88 |
--- |
--- |
98,81 |
--- |
DS1021 |
PL0000106670 |
117,10 |
117,46 |
3,07 |
3,02 |
117,28 |
3,05 |
WS0922 |
PL0000102646 |
118,25 |
118,59 |
3,17 |
3,13 |
118,42 |
3,15 |
IZ0823 |
PL0000105359 |
108,55 |
109,15 |
--- |
--- |
108,85 |
--- |
DS1023 |
PL0000107264 |
106,03 |
106,23 |
3,23 |
3,21 |
106,13 |
3,22 |
WZ0124 |
PL0000107454 |
97,85 |
98,07 |
--- |
--- |
97,96 |
--- |
DS0725 |
PL0000108197 |
98,79 |
99,00 |
3,38 |
3,36 |
98,90 |
3,37 |
WS0429 |
PL0000105391 |
124,14 |
124,77 |
3,60 |
3,56 |
124,46 |
3,58 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,17 |
100,20 |
--- |
--- |
100,19 |
--- |
PS0415 |
PL0000105953 |
102,25 |
102,29 |
2,36 |
2,31 |
102,27 |
2,33 |
OK0715 |
PL0000107405 |
97,74 |
97,81 |
2,34 |
2,27 |
97,78 |
2,30 |
DS1015 |
PL0000103602 |
104,67 |
104,75 |
2,36 |
2,30 |
104,71 |
2,33 |
OK0116 |
PL0000107587 |
96,52 |
96,58 |
2,40 |
2,36 |
96,55 |
2,38 |
PS0416 |
PL0000106340 |
104,34 |
104,44 |
2,41 |
2,35 |
104,39 |
2,38 |
OK0716 |
PL0000107926 |
95,42 |
95,48 |
2,39 |
2,35 |
95,45 |
2,37 |
IZ0816 |
PL0000103529 |
103,57 |
104,07 |
--- |
--- |
103,82 |
--- |
PS1016 |
PL0000106795 |
105,05 |
105,16 |
2,40 |
2,35 |
105,11 |
2,37 |
WZ0117 |
PL0000106936 |
100,03 |
100,12 |
--- |
--- |
100,08 |
--- |
PS0417 |
PL0000107058 |
105,96 |
106,09 |
2,46 |
2,42 |
106,03 |
2,44 |
DS1017 |
PL0000104543 |
108,38 |
108,51 |
2,52 |
2,48 |
108,45 |
2,50 |
WZ0118 |
PL0000104717 |
99,85 |
99,92 |
--- |
--- |
99,89 |
--- |
PS0418 |
PL0000107314 |
103,93 |
104,04 |
2,63 |
2,60 |
103,99 |
2,61 |
PS0718 |
PL0000107595 |
99,42 |
99,53 |
2,65 |
2,62 |
99,48 |
2,64 |
WZ0119 |
PL0000107603 |
99,55 |
99,62 |
--- |
--- |
99,59 |
--- |
PS0719 |
PL0000108148 |
102,20 |
102,32 |
2,77 |
2,74 |
102,26 |
2,76 |
DS1019 |
PL0000105441 |
112,93 |
113,22 |
2,81 |
2,75 |
113,08 |
2,78 |
DS1020 |
PL0000106126 |
113,13 |
113,47 |
2,91 |
2,86 |
113,30 |
2,88 |
WZ0121 |
PL0000106068 |
98,76 |
98,87 |
--- |
--- |
98,82 |
--- |
DS1021 |
PL0000106670 |
117,22 |
117,50 |
3,06 |
3,02 |
117,36 |
3,04 |
WS0922 |
PL0000102646 |
118,32 |
118,61 |
3,16 |
3,12 |
118,47 |
3,14 |
IZ0823 |
PL0000105359 |
108,56 |
109,15 |
--- |
--- |
108,86 |
--- |
DS1023 |
PL0000107264 |
106,10 |
106,28 |
3,22 |
3,20 |
106,19 |
3,21 |
WZ0124 |
PL0000107454 |
97,88 |
98,03 |
--- |
--- |
97,96 |
--- |
DS0725 |
PL0000108197 |
98,90 |
99,09 |
3,37 |
3,35 |
99,00 |
3,36 |
WS0429 |
PL0000105391 |
124,28 |
124,71 |
3,59 |
3,56 |
124,50 |
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) |
(%) |
(%) |
(%) |
OK0715 |
PL0000107405 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
5 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,000 |
2,000 |
2,000 |
10 |
OK0715 |
PL0000107405 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
5 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
80 |
TOTAL |
100 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
2,100 |
2,100 |
2,100 |
1 000 |
GCZ |
G.C. Poland |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
1 000 |
TOTAL |
2 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.