2014-07-29 |
MARKET DATA |
No 144 (2426) |
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 |
1 057,50 |
1 107,51 |
74 |
1 275,00 |
1 366,71 |
17 |
2 332,50 |
2 474,22 |
91 |
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 |
102,25 |
102,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
97,77 |
97,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,68 |
104,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
96,57 |
96,56 |
96,560 |
96,570 |
96,560 |
96,570 |
96,564 |
115 000 |
111,05 |
7 |
PS0416 |
PL0000106340 |
104,38 |
104,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
95,46 |
95,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,09 |
105,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,05 |
106,03 |
106,050 |
106,050 |
106,040 |
106,040 |
106,043 |
142 500 |
152,91 |
4 |
DS1017 |
PL0000104543 |
108,49 |
108,48 |
108,500 |
108,500 |
108,500 |
108,500 |
108,500 |
10 000 |
11,25 |
1 |
PS0418 |
PL0000107314 |
104,11 |
104,03 |
104,030 |
104,140 |
104,030 |
104,100 |
104,094 |
80 000 |
84,07 |
3 |
PS0718 |
PL0000107595 |
99,63 |
99,48 |
99,550 |
99,640 |
99,550 |
99,630 |
99,585 |
165 000 |
164,38 |
13 |
PS0719 |
PL0000108148 |
102,43 |
102,30 |
102,420 |
102,420 |
102,410 |
102,410 |
102,419 |
40 000 |
40,99 |
3 |
DS1019 |
PL0000105441 |
113,17 |
103,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,44 |
113,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
117,60 |
117,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,80 |
118,60 |
118,800 |
118,800 |
118,800 |
118,800 |
118,800 |
5 000 |
6,18 |
1 |
DS1023 |
PL0000107264 |
106,60 |
106,12 |
106,100 |
106,630 |
106,100 |
106,490 |
106,395 |
335 000 |
366,67 |
28 |
DS0725 |
PL0000108197 |
99,42 |
98,88 |
98,920 |
99,430 |
98,920 |
99,390 |
99,113 |
120 000 |
119,00 |
11 |
WS0428 |
PL0000107611 |
90,12 |
93,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,15 |
124,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,65 |
103,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,05 |
109,05 |
109,070 |
109,150 |
109,070 |
109,150 |
109,110 |
20 000 |
25,97 |
2 |
WZ0115 |
PL0000106480 |
100,18 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,08 |
100,09 |
100,080 |
100,080 |
100,080 |
100,080 |
100,080 |
25 000 |
25,03 |
1 |
WZ0118 |
PL0000104717 |
99,88 |
99,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,56 |
99,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,78 |
98,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,90 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 057 500 |
1 107,51 |
74 |
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 |
100,20 |
--- |
--- |
100,18 |
--- |
PS0415 |
PL0000105953 |
102,24 |
102,28 |
2,36 |
2,31 |
102,26 |
2,33 |
OK0715 |
PL0000107405 |
97,75 |
97,82 |
2,34 |
2,27 |
97,79 |
2,30 |
DS1015 |
PL0000103602 |
104,66 |
104,74 |
2,36 |
2,30 |
104,70 |
2,33 |
OK0116 |
PL0000107587 |
96,52 |
96,58 |
2,41 |
2,37 |
96,55 |
2,39 |
PS0416 |
PL0000106340 |
104,34 |
104,43 |
2,40 |
2,35 |
104,39 |
2,38 |
OK0716 |
PL0000107926 |
95,41 |
95,50 |
2,39 |
2,35 |
95,46 |
2,37 |
IZ0816 |
PL0000103529 |
103,56 |
104,07 |
--- |
--- |
103,82 |
--- |
PS1016 |
PL0000106795 |
105,05 |
105,14 |
2,40 |
2,36 |
105,10 |
2,37 |
WZ0117 |
PL0000106936 |
100,03 |
100,10 |
--- |
--- |
100,07 |
--- |
PS0417 |
PL0000107058 |
105,94 |
106,05 |
2,47 |
2,43 |
106,00 |
2,45 |
DS1017 |
PL0000104543 |
108,33 |
108,50 |
2,53 |
2,48 |
108,42 |
2,50 |
WZ0118 |
PL0000104717 |
99,84 |
99,94 |
--- |
--- |
99,89 |
--- |
PS0418 |
PL0000107314 |
103,90 |
104,07 |
2,63 |
2,59 |
103,99 |
2,61 |
PS0718 |
PL0000107595 |
99,38 |
99,51 |
2,66 |
2,63 |
99,45 |
2,65 |
WZ0119 |
PL0000107603 |
99,54 |
99,64 |
--- |
--- |
99,59 |
--- |
PS0719 |
PL0000108148 |
102,15 |
102,33 |
2,78 |
2,74 |
102,24 |
2,76 |
DS1019 |
PL0000105441 |
112,87 |
113,08 |
2,82 |
2,78 |
112,98 |
2,80 |
DS1020 |
PL0000106126 |
113,02 |
113,37 |
2,93 |
2,87 |
113,20 |
2,90 |
WZ0121 |
PL0000106068 |
98,76 |
98,89 |
--- |
--- |
98,83 |
--- |
DS1021 |
PL0000106670 |
117,14 |
117,48 |
3,07 |
3,02 |
117,31 |
3,04 |
WS0922 |
PL0000102646 |
118,27 |
118,63 |
3,17 |
3,12 |
118,45 |
3,14 |
IZ0823 |
PL0000105359 |
108,53 |
109,13 |
--- |
--- |
108,83 |
--- |
DS1023 |
PL0000107264 |
106,01 |
106,19 |
3,23 |
3,21 |
106,10 |
3,22 |
WZ0124 |
PL0000107454 |
97,87 |
98,03 |
--- |
--- |
97,95 |
--- |
DS0725 |
PL0000108197 |
98,72 |
98,95 |
3,39 |
3,36 |
98,84 |
3,38 |
WS0429 |
PL0000105391 |
124,15 |
124,72 |
3,60 |
3,56 |
124,44 |
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 |
100,21 |
--- |
--- |
100,19 |
--- |
PS0415 |
PL0000105953 |
102,24 |
102,28 |
2,36 |
2,31 |
102,26 |
2,33 |
OK0715 |
PL0000107405 |
97,76 |
97,83 |
2,33 |
2,26 |
97,80 |
2,29 |
DS1015 |
PL0000103602 |
104,67 |
104,74 |
2,35 |
2,30 |
104,71 |
2,32 |
OK0116 |
PL0000107587 |
96,54 |
96,60 |
2,40 |
2,35 |
96,57 |
2,37 |
PS0416 |
PL0000106340 |
104,34 |
104,46 |
2,40 |
2,34 |
104,40 |
2,37 |
OK0716 |
PL0000107926 |
95,44 |
95,49 |
2,38 |
2,35 |
95,47 |
2,36 |
IZ0816 |
PL0000103529 |
103,52 |
104,10 |
--- |
--- |
103,81 |
--- |
PS1016 |
PL0000106795 |
105,06 |
105,13 |
2,39 |
2,36 |
105,10 |
2,37 |
WZ0117 |
PL0000106936 |
100,04 |
100,10 |
--- |
--- |
100,07 |
--- |
PS0417 |
PL0000107058 |
105,99 |
106,09 |
2,45 |
2,41 |
106,04 |
2,43 |
DS1017 |
PL0000104543 |
108,39 |
108,55 |
2,51 |
2,46 |
108,47 |
2,49 |
WZ0118 |
PL0000104717 |
99,86 |
99,94 |
--- |
--- |
99,90 |
--- |
PS0418 |
PL0000107314 |
104,06 |
104,17 |
2,59 |
2,56 |
104,12 |
2,57 |
PS0718 |
PL0000107595 |
99,49 |
99,62 |
2,63 |
2,60 |
99,56 |
2,62 |
WZ0119 |
PL0000107603 |
99,55 |
99,61 |
--- |
--- |
99,58 |
--- |
PS0719 |
PL0000108148 |
102,31 |
102,45 |
2,75 |
2,72 |
102,38 |
2,73 |
DS1019 |
PL0000105441 |
113,02 |
113,28 |
2,79 |
2,74 |
113,15 |
2,76 |
DS1020 |
PL0000106126 |
113,22 |
113,57 |
2,90 |
2,84 |
113,40 |
2,87 |
WZ0121 |
PL0000106068 |
98,76 |
98,90 |
--- |
--- |
98,83 |
--- |
DS1021 |
PL0000106670 |
117,55 |
117,70 |
3,01 |
2,99 |
117,63 |
3,00 |
WS0922 |
PL0000102646 |
118,59 |
118,88 |
3,13 |
3,09 |
118,74 |
3,11 |
IZ0823 |
PL0000105359 |
108,92 |
109,50 |
--- |
--- |
109,21 |
--- |
DS1023 |
PL0000107264 |
106,44 |
106,56 |
3,18 |
3,17 |
106,50 |
3,17 |
WZ0124 |
PL0000107454 |
97,88 |
98,04 |
--- |
--- |
97,96 |
--- |
DS0725 |
PL0000108197 |
99,30 |
99,47 |
3,32 |
3,31 |
99,39 |
3,31 |
WS0429 |
PL0000105391 |
124,89 |
125,56 |
3,55 |
3,50 |
125,23 |
3,52 |
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 |
0/1 |
1 |
1,750 |
1,750 |
1,750 |
80 |
DS1017 |
PL0000104543 |
0/1 |
1 |
1,750 |
1,750 |
1,750 |
85 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,750 |
1,750 |
1,750 |
50 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,600 |
1,600 |
1,600 |
45 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,500 |
2,500 |
2,500 |
190 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,500 |
2,500 |
2,500 |
90 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,500 |
2,500 |
2,500 |
5 |
OK0716 |
PL0000107926 |
1/2 |
1 |
2,500 |
2,500 |
2,500 |
55 |
PS0719 |
PL0000108148 |
1/2 |
1 |
2,500 |
2,500 |
2,500 |
75 |
WZ0115 |
PL0000106480 |
1/2 |
1 |
2,500 |
2,500 |
2,500 |
50 |
DS1021 |
PL0000106670 |
0/2 |
2 |
2,000 |
2,000 |
2,000 |
10 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,300 |
2,450 |
2,352 |
130 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
10 |
TOTAL |
875 |
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 |
2,000 |
2,000 |
2,000 |
400 |
TOTAL |
400 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.