2014-07-30 |
MARKET DATA |
No 145 (2427) |
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 |
882,50 |
925,20 |
73 |
2 750,00 |
2 933,51 |
22 |
3 632,50 |
3 858,71 |
95 |
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 |
102,26 |
102,250 |
102,250 |
102,250 |
102,250 |
102,250 |
15 000 |
15,56 |
2 |
OK0715 |
PL0000107405 |
97,77 |
97,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,67 |
104,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
96,57 |
96,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,36 |
104,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
95,47 |
95,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,08 |
105,07 |
105,080 |
105,080 |
105,050 |
105,050 |
105,053 |
110 000 |
119,57 |
2 |
PS0417 |
PL0000107058 |
105,99 |
105,91 |
105,960 |
105,960 |
105,960 |
105,960 |
105,960 |
25 000 |
26,81 |
1 |
DS1017 |
PL0000104543 |
108,41 |
108,22 |
108,320 |
108,320 |
108,310 |
108,310 |
108,314 |
40 000 |
44,94 |
2 |
PS0418 |
PL0000107314 |
104,04 |
103,96 |
104,000 |
104,000 |
104,000 |
104,000 |
104,000 |
15 000 |
15,75 |
1 |
PS0718 |
PL0000107595 |
103,11 |
99,37 |
99,540 |
99,540 |
99,280 |
99,280 |
99,411 |
55 000 |
54,70 |
4 |
PS0719 |
PL0000108148 |
102,36 |
101,68 |
102,370 |
102,370 |
102,150 |
102,150 |
102,297 |
30 000 |
30,71 |
3 |
DS1019 |
PL0000105441 |
113,10 |
112,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,40 |
112,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
117,53 |
116,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,70 |
116,81 |
118,680 |
118,680 |
118,680 |
118,680 |
118,680 |
10 000 |
12,36 |
2 |
DS1023 |
PL0000107264 |
106,55 |
105,66 |
106,550 |
106,550 |
105,980 |
106,000 |
106,147 |
272 500 |
297,61 |
29 |
DS0725 |
PL0000108197 |
99,39 |
97,49 |
99,350 |
99,360 |
98,920 |
98,930 |
99,034 |
310 000 |
307,20 |
27 |
WS0428 |
PL0000107611 |
90,09 |
93,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,20 |
124,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,68 |
104,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,05 |
109,20 |
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 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,88 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,57 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,79 |
98,85 |
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 |
882 500 |
925,20 |
73 |
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 |
102,23 |
102,27 |
2,36 |
2,31 |
102,25 |
2,34 |
OK0715 |
PL0000107405 |
97,75 |
97,84 |
2,35 |
2,25 |
97,80 |
2,29 |
DS1015 |
PL0000103602 |
104,65 |
104,74 |
2,36 |
2,29 |
104,70 |
2,32 |
OK0116 |
PL0000107587 |
96,54 |
96,61 |
2,40 |
2,35 |
96,58 |
2,37 |
PS0416 |
PL0000106340 |
104,33 |
104,44 |
2,41 |
2,34 |
104,39 |
2,37 |
OK0716 |
PL0000107926 |
95,43 |
95,54 |
2,39 |
2,33 |
95,49 |
2,35 |
IZ0816 |
PL0000103529 |
103,59 |
104,10 |
--- |
--- |
103,85 |
--- |
PS1016 |
PL0000106795 |
105,05 |
105,16 |
2,39 |
2,34 |
105,11 |
2,37 |
WZ0117 |
PL0000106936 |
100,01 |
100,11 |
--- |
--- |
100,06 |
--- |
PS0417 |
PL0000107058 |
105,94 |
106,04 |
2,47 |
2,43 |
105,99 |
2,45 |
DS1017 |
PL0000104543 |
108,37 |
108,52 |
2,52 |
2,47 |
108,45 |
2,49 |
WZ0118 |
PL0000104717 |
99,84 |
99,96 |
--- |
--- |
99,90 |
--- |
PS0418 |
PL0000107314 |
103,99 |
104,14 |
2,61 |
2,57 |
104,07 |
2,59 |
PS0718 |
PL0000107595 |
99,45 |
99,58 |
2,65 |
2,61 |
99,52 |
2,63 |
WZ0119 |
PL0000107603 |
99,55 |
99,64 |
--- |
--- |
99,60 |
--- |
PS0719 |
PL0000108148 |
102,31 |
102,42 |
2,75 |
2,72 |
102,37 |
2,73 |
DS1019 |
PL0000105441 |
113,02 |
113,26 |
2,79 |
2,74 |
113,14 |
2,76 |
DS1020 |
PL0000106126 |
113,23 |
113,61 |
2,89 |
2,83 |
113,42 |
2,86 |
WZ0121 |
PL0000106068 |
98,73 |
98,90 |
--- |
--- |
98,82 |
--- |
DS1021 |
PL0000106670 |
117,43 |
117,73 |
3,03 |
2,98 |
117,58 |
3,00 |
WS0922 |
PL0000102646 |
118,65 |
118,98 |
3,12 |
3,08 |
118,82 |
3,10 |
IZ0823 |
PL0000105359 |
108,94 |
109,52 |
--- |
--- |
109,23 |
--- |
DS1023 |
PL0000107264 |
106,40 |
106,59 |
3,19 |
3,16 |
106,50 |
3,17 |
WZ0124 |
PL0000107454 |
97,87 |
98,03 |
--- |
--- |
97,95 |
--- |
DS0725 |
PL0000108197 |
99,22 |
99,45 |
3,33 |
3,31 |
99,34 |
3,32 |
WS0429 |
PL0000105391 |
124,98 |
125,59 |
3,54 |
3,49 |
125,29 |
3,52 |
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 |
102,23 |
102,27 |
2,36 |
2,31 |
102,25 |
2,34 |
OK0715 |
PL0000107405 |
97,76 |
97,83 |
2,34 |
2,26 |
97,80 |
2,29 |
DS1015 |
PL0000103602 |
104,64 |
104,74 |
2,37 |
2,29 |
104,69 |
2,33 |
OK0116 |
PL0000107587 |
96,55 |
96,62 |
2,39 |
2,34 |
96,59 |
2,36 |
PS0416 |
PL0000106340 |
104,31 |
104,43 |
2,42 |
2,35 |
104,37 |
2,38 |
OK0716 |
PL0000107926 |
95,44 |
95,52 |
2,38 |
2,34 |
95,48 |
2,36 |
IZ0816 |
PL0000103529 |
103,56 |
104,19 |
--- |
--- |
103,88 |
--- |
PS1016 |
PL0000106795 |
105,03 |
105,10 |
2,40 |
2,37 |
105,07 |
2,38 |
WZ0117 |
PL0000106936 |
100,03 |
100,11 |
--- |
--- |
100,07 |
--- |
PS0417 |
PL0000107058 |
105,94 |
106,01 |
2,47 |
2,44 |
105,98 |
2,45 |
DS1017 |
PL0000104543 |
108,31 |
108,45 |
2,53 |
2,49 |
108,38 |
2,51 |
WZ0118 |
PL0000104717 |
99,85 |
99,95 |
--- |
--- |
99,90 |
--- |
PS0418 |
PL0000107314 |
103,92 |
104,03 |
2,63 |
2,60 |
103,98 |
2,61 |
PS0718 |
PL0000107595 |
99,32 |
99,47 |
2,68 |
2,64 |
99,40 |
2,66 |
WZ0119 |
PL0000107603 |
99,55 |
99,63 |
--- |
--- |
99,59 |
--- |
PS0719 |
PL0000108148 |
102,11 |
102,29 |
2,79 |
2,75 |
102,20 |
2,77 |
DS1019 |
PL0000105441 |
112,82 |
113,09 |
2,83 |
2,77 |
112,96 |
2,80 |
DS1020 |
PL0000106126 |
112,97 |
113,31 |
2,94 |
2,88 |
113,14 |
2,91 |
WZ0121 |
PL0000106068 |
98,76 |
98,87 |
--- |
--- |
98,82 |
--- |
DS1021 |
PL0000106670 |
117,03 |
117,38 |
3,08 |
3,03 |
117,21 |
3,06 |
WS0922 |
PL0000102646 |
118,15 |
118,48 |
3,18 |
3,14 |
118,32 |
3,16 |
IZ0823 |
PL0000105359 |
108,79 |
109,34 |
--- |
--- |
109,07 |
--- |
DS1023 |
PL0000107264 |
106,02 |
106,20 |
3,23 |
3,21 |
106,11 |
3,22 |
WZ0124 |
PL0000107454 |
97,87 |
98,02 |
--- |
--- |
97,95 |
--- |
DS0725 |
PL0000108197 |
98,94 |
99,14 |
3,36 |
3,34 |
99,04 |
3,35 |
WS0429 |
PL0000105391 |
124,27 |
124,82 |
3,59 |
3,55 |
124,55 |
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 |
0/1 |
1 |
2,430 |
2,430 |
2,430 |
60 |
DS1015 |
PL0000103602 |
0/1 |
1 |
2,430 |
2,430 |
2,430 |
15 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,430 |
2,430 |
2,430 |
160 |
WZ0117 |
PL0000106936 |
0/1 |
1 |
2,430 |
2,430 |
2,430 |
25 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
10 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
140 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
45 |
OK0716 |
PL0000107926 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
40 |
DS0725 |
PL0000108197 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
60 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
10 |
DS1023 |
PL0000107264 |
0/2 |
2 |
2,300 |
2,300 |
2,300 |
60 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
25 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
180 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
95 |
DS1021 |
PL0000106670 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
20 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
180 |
OK0715 |
PL0000107405 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
25 |
TOTAL |
1 150 |
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 |
2,560 |
2,580 |
2,573 |
1 600 |
TOTAL |
1 600 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.